What do you do...

... with a PhD in Statistics?

Evidently think up random (both in the Statistical and non-Statistical sense) TV shows and songs based around your Statistics life.

And now displaying my pretty poor songwriting skills...

My Markov Chain
This device was brilliant;
This device was pure;
I assumed 2 states;
Of which I'm not quite sure;
I saw a transition matrix;
With its non-negative entries inside;
It was also square, with row sums equal to one, and no symmetry inside

My Markov Chain; My Markov Chain; Oh Markov Chain what will you do
I saw you move from state 1, to state 2,
Now I don't know what you'll do, cos you're always on the move...

So much potential in talking about it's use in Monte Carlo simulations and Hidden Markov Models...so little time and talent to do so. I think you get the message.