Sediments collected from the beach, aeolian, channel, lake delta and off-beach environments of Grand Beach, southern Lake Winnipeg, are used to test the ability of grain-size distribution statistics to determine depositional environments. Five previously published techniques evaluated are: (1) Diagram CM-Passega (1957). (2) Graphical Parameters - Mason and Folk (1958). (3) Moment Parameters - Friedman (1961). (4) Discriminant Functions - Sahu (1964). (5) Factor Analysis - Klovan (1966). None of the five techniques reliably classified samples into the delineated environments. Factor analysis, however, gave results which reproduced energy conditions consistent with the known depositional environments. The failure of every technique to classify samples into their correct depositional environments suggests that sediments of widely diverse environmental origin may have identical grain-size distributions. Thus, statistics cannot be used to differentiate between sediments from different environments if the grain-size distributions themselves are not different. If the results observed for the recent sediments at Grand Beach are applicable to recent and ancient marine sediments, then grain-size distribution statistics cannot be used as indicators of specific depositional environments.