TITLE: Are there simple unsolved problems in statistics?
QUESTION [5 upvotes]: In number theory, calculus and various fields of mathematics, there are many unsolved problems.
But are there simple unsolved problems in statistics?

REPLY [3 votes]: What is the probability that the sun will rise tomorrow? 
The sunrise problem is such an open statistics question. As far as I know, there are 22 unsolved problems in statistics. 

Difficulties in identifying problems have delayed statistics far more than difficulties in solving problems.