<p>Anyone with the <a href="https://stats.stackexchange.com/help/privileges/create-tags">create tags privilege</a> can create a new tag, although some created tags are later merged into others or deleted.  When someone perceives the need for a tag, they type a new name in the <code>tags</code> field when asking or editing a question and the tag is created.  This can be done by the original asker, by someone answering the question, or by someone editing the thread and maintaining the tidiness of the site.</p>
<p>Be aware that the site has been around for ~13.5 years and has had more than ~200k questions posted.  There may be 1570 tags <a href="https://stats.stackexchange.com/tags?page=44&amp;tab=popular">currently</a>.  If a tag doesn't exist right now, that is prima facie evidence that it may not be needed.  While that's certainly not absolute, we recently had SE raise the reputation threshold for creating new tags, because so many of the new tags created at this point need to be merged or deleted (cf., <a href="https://stats.meta.stackexchange.com/questions/6296/increasing-reputation-needed-for-creating-tags">Increasing reputation needed for creating tags?</a>).  For example, I'm open to considering an argument that a <code>[score-test]</code> and/or <code>[nuisance-parameter]</code> tag would be helpful, but I agree with <a href="https://stats.meta.stackexchange.com/questions/6362/why-there-are-no-tags-for-score-test-and-nuisance-parameter-or-wikipedia#comment21424_6362">@mkt's comment</a> that a <code>[wikipedia]</code> tag would not be useful and I would quickly delete it, if I saw it created.</p>
