ABSTRACT
Some powerful and very fundamental new principles have been developed in statistics for model selection, estimation, and evaluation of uncertainty. Being computer intensive is a relative quality. There are in fact several small examples where the intensive computations are done after a few seconds or minutes on a small PC. Other problems may require more heavy computations and in some cases the fastest computers will still set the limits of what one can do. The purpose of every classical or new statistical analysis is to take care of and present the information in the given data as efficiently as possible. The methods are justified when they can extract the information and describe the uncertainty better than alternative techniques. Some frequent misuses of classical statistical software can in fact be counteracted by computer intensive methods. This means that some problems, in a sense caused by the computer, can also be solved by the computer.
