  MHD Turbulence is a critical component of the current paradigms of star
formation, particle transport, magnetic reconnection and evolution of the ISM.
Progress on this difficult subject is made via numerical simulations and
observational studies. However, due to limitations of resolution, scale
discrepancies, and complexity of the observations, the best approach for
connecting numerics to observations is not always obvious. Here we advocate for
a approach that invokes statistical techniques to understand the underlying
physics of turbulent astrophysical systems. The wealth of numerical and
observational data calls for new statistical tools to be developed in order to
study turbulence in the interstellar medium. We briefly review some of the
recently developed statistics that focus on characterizing gas compressibility
and magnetization and their uses to interstellar studies.
