Explore the intersection of statistics and data science in this 55-minute lecture by Nancy Reid from the University of Toronto. Delivered as the AMS Josiah Willard Gibbs Lecture at the Joint Mathematics Meetings 2020 in Denver, CO, delve into the importance and value of small data sets in an era dominated by big data. Gain insights into how traditional statistical methods and modern data science techniques can be applied to extract meaningful information from limited data samples, and understand the critical role of small data in advancing scientific research and decision-making processes.