Much of the work in integrating problem based learning (PBL) into introductory statistics modules has concerned motivating the need, in an undergraduate cohort that lack the necessary experience of their subject area, for statistical techniques. University College Cork has recently introduced structured PhD programmes in which a module on statistics is available. Students on these programmes are mainly concerned with learning how to use statistics (e.g. developing good experimental designs, choosing an appropriate statistical procedure, interpreting statistical results in a scientific paper) rather than developing statistical theory. In a lecture-based approach the focus is on learning statistical concepts, not on the process of using statistics to solve problems and in particular statistical concepts are not integrated with discipline knowledge. A PBL approach enables students learn to identify areas where more knowledge is needed and these methods are suited to students who have the self-discipline to take active responsibility for their own learning. In this paper we explore the problems, solutions and effectiveness of introducing a PBL element into a graduate level module on statistics that has a mixture of traditional lecture, tutorial, laboratory and online elements. We introduce PBL through an online game, which allows the students to explore the consequences of different choices that would be open to a researcher (e.g. sampling techniques, experimental designs). We assess if PBL was conducive to cultivate students' learning ability, creativity and practical ability