I'll discuss some new results concerning the optimal design of Bell experiments; these are experiments which are supposed to establish "quantum non-locality": a code-word for "classically impossible correlations between distant parts of a physical system". According to the classical picture, correlations are explained by what the physicists call hidden variables. In the language of statistics these are just "missing data", and I'll explain how statistical methods for dealing with missing data can be used to construct maximally powerful experiments. I'll describe many open problems and surprising findings. Actual experiments are plagued by all kinds of difficulties. The best known is called the "detection loophole" but it is no more and no less than biased sampling, or in the language of Monte Carlo simulation, "distributed rejection sampling". It turns out that an even more severe form of biased sampling afflicts most experiments done to date, which we have christened the "coincidence loophole". It seems we may have to wait a long time before anyone does a conclusive experiment.