The main goal of this chapter is to present "the statistical Copenhagen interpretation," developed by the present author. This interpretation will be compared with the Bayesian interpretation of quantum mechanics, or a set of such interpretations, specifically nonrealist ones. The chapter also considers Bohr's interpretation from this perspective and argues that Bohr appears to have ultimately inclined to a statistical view close to that of the statistical Copenhagen interpretation, which, however, expressly adopts a stronger form of the RWR principle, by placing quantum objects and processes not only beyond representation but also beyond conception, beyond thought. Following a brief introduction given in Sect. 4.1, Sect. 4.2 is devoted to the statistical Copenhagen interpretation, and Sect. 4.3 to the discussion of Bohr's position concerning the statistical vs. probabilistic (Bayesian) view of quantum mechanics.