The implementation of the key principle of the Agenda 2030 for sustainable development “No one left behind†represents a huge challenge for statisticians. Measuring sustainable development non only “beyond the GDPâ€, but especially “beyond the averages†has several implications from a conceptual and from an empirical point of view. Statistical offices need to exploit different sources to make the cost of measuring distributions, not only averages, with an acceptable level of accuracy, compatible with their limited (and in some cases declining) resources. The response to this challenge requires a significant change in statistical policies currently adopted by national statistical offices.