The Curmudgeon was thinking about lectures last week . I bet that students' learning mostly occurs when they are doing the homework, studying for quizzes or tests, reading the book, asking questions in office hours, talking with their compatriots, etc. The underlying points are some things we've long known.
Students learn when they are actively and meaningfully engaged with the material.
Students learn when they have an existing schema or framework to fit new knowledge into. This feeds into another point about where learning happens. Most people think it's inside the head, but the problem with that is that the only way we know what someone else knows is by virtue of their performance. The same is true in classes. Ultimately, performance is all that matters, even if you have a nebulous objective like wanting your students to love statistics.