The modal age of Statistics

The mean-median-mode trio involves the three most frequently used measures of central tendency of a dataset. They are taught within the very first classes of any course on basic Statistics. However, they do not share the same degree of importance: the sample mean (or average) is normally well understood and employed in everyday situations, the sample median is also useful and easy to visualize, but the mode, usually defined as the value of the dataset having the highest frequency of appearance, looks like a more bizarre measure of location. This uneven treatment was already noted by Dalenius (1965), but it keeps being present as of today, to some extent. Indeed, when the dataset consists of realizations from a continuous random variable then all the observed values are different with probability one and, therefore, the mode does not even make much sense.