Handy statistical lexicon

I added a few entries recently. Currently, we have the following (in no particular order):

Mister P

The Secret Weapon

The Superplot

The Folk Theorem

The Pinch-Hitter Syndrome

Weakly Informative Priors

P-values and U-values

Conservatism

WWJD

Theoretical and Applied Statisticians

The Fallacy of the One-Sided Bet

Alabama First

The USA Today Fallacy

Second-Order Availability Bias

The "All Else Equal" Fallacy

The Self-Cleaning Oven

The Taxonomy of Confusion

The Blessing of Dimensionality

Scaffolding

Ockhamite Tendencies

Bayesian

Multiple Comparisons

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The Weasel King posted a link to the classic Five Geek Social Fallacies essay, which you have no doubt already read.