This article reviews recently proposed theories postulating that during simple choice the brain implements statistical tests allowing optimal decision making. These theories are ecologically motivated by the evolutionary pressures to optimise the speed and accuracy of decisions, and to maximise the rate of receiving rewards for correct choices. The article argues that the models of decision making proposed on different levels of abstraction can be linked by virtue of performing the same optimal computation. Then it reviews recent observations that many aspects of the circuit involving the cortex and basal ganglia are exactly those required to perform statistically optimal choice. The article illustrates the optimal decision theories help understand current data and provide experimental predictions concerning both neurobiology and behaviour.