A solid understanding of "inferential statistics" is of major importance for designing and interpreting empirical results in any scientific discipline. However, students are prone to many misconceptions regarding this topic. This article structurally summarizes and describes these misconceptions by presenting a systematic review of publications that provide empirical evidence of them. This group of publications was found to be dispersed over a wide range of specialized journals and proceedings, and the methodology used in the empirical studies was very diverse. Three research needs rise from this review: (1) further empirical studies that identify the sources and possible solutions for misconceptions in order to complement the abundant theoretical and statistical discussion about them; (2) new insights into effective research designs and methodologies to perform this type of research; and (3) structured and systematic summaries of findings like the one presented here, concerning misconceptions in other areas of statistics, that might be of interest both for educational researchers and teachers of statistics. (Contains 5 tables.)