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Darmani comments on The Fallacy of Dressing Like a Winner - Less Wrong
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Richard Feynman gives many examples in his famous essay "Cargo Cult Science": http://www.lhup.edu/~DSIMANEK/cargocul.htm .Significant discoveries have small p-values, so clearly, if you do something and run some numbers and a small value pops up, your experiment is significant, right?