Take the background courses required to get your doctorate. Depending on the program this may include calculus, linear algebra and advanced statistics courses. Some programs require that you already have a Masters degree in statistics before applying for a PhD.
Take the required standardized tests for admission into a doctorate program. This usually means the Graduate Record Exam or GRE. If English Lis not your first language, you will also need to take the TOEFL Test of English as a Foreign Language.
Complete the application and pay the accompanying fee. Ask for letters of recommendation from current professors and professional contacts. Request a sealed transcript from your undergraduate college. Apply for outside and school-specific fellowships.
Choose a program that you have been accepted to based on your research, interests, financial packages, the reputation of the PhD program and your gut feeling.
Begin your coursework. Look at faculty research interests with the intent of finding an adviser. Choose one and make an academic plan with him. Brainstorm potential dissertation topics. Complete your language requirement, if any.
Gain research and teaching experience while taking your courses. Begin planning your dissertation. Complete your courses and pass any preliminary or qualifying exams.
Write your dissertation. (Sorry to make it sound so easy.) Pace yourself and assess your progress along the way. Modify your work habits and environment based on your productivity.