Statistical inference plays an important part in the formation of scientific knowledge in psychology. Starting from a paper by Sohlberg and Andersson (2005; Scandinavian Journal of Psychology, 46, 69–77) these issues are discussed. It is argued that interval estimates are easy to understand and that they are more suitable than significance testing for most problems. Bayesian inference is a coherent description of the information building process. With some examples it is shown that null hypothesis significance testing is full of contradictions. Finally, some other important issues like convenience sampling and model selection are shortly mentioned.