In this study, the effectiveness of three educational methodologies: Education 4.0, traditional education, and e-learning, was sought to be compared in the development of investigative and statistical competencies among university students. A quantitative-qualitative research was conducted with a sample of 96 students from the University of Aconcagua (Chile) during the period between August and December 2023. Data collection was carried out through "ad hoc" surveys designed to meet validity and reliability standards. The results indicate that the use of Education 4.0 showed a significant increase in statistical competencies, particularly in the handling of Power BI software, reaching 73.61%, contrasted with the 5.56% observed in students who only used e-learning (p<0.001). Furthermore, the evaluation of statistical competencies for research, measured on a scale from 1 to 5, where 5 represents the maximum level, obtained an average of 4.355 in the group that applied the methodology with Education 4.0, significantly surpassing the 3.429 obtained with the traditional method (p<0.05). In conclusion, the findings suggest that Education 4.0 proves to be a more effective strategy than e-learning and traditional teaching for the development of statistical and investigative competencies. These results provide solid grounds for promoting an innovative and practical approach in the comprehensive training of future professionals.