A song lyric by Dennis Pearl of The Ohio State University written as a parody of the 1960 tune "Hit the Road Jack" by Percy Mayfield; made popular by Ray Charles in his 1961 recording.
What to say in class before song: There are times when the mode may be preferred to the mean – especially if the concept of interest is tied to understanding the most likely situation. You might remember that Ray Charles used to sing a song about this…
In a class where Bayesian and Maximum Likelihood methodology has been introduced you might add the following after the first sentence “For example when you assume a uniform non-informative prior for a parameter, then the m.l.e. coincides with the mode of the posterior distribution - and the mean of the posterior distribution may not be a good estimate.”
Tip for Teaching: The song takes up a bit too much class time for delivering its message. Thus, for in-class use, it is recommended to play only the first verse or three.