Lawliet comments on The Most Important Thing You Learned - Less Wrong
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If my priors are right, then genuinely new evidence is a random walk. Especially: when I see something complicated I think is new evidence and think the story behind it is obviously something confirming my beliefs in every particular, I need to be very suspicious.
http://www.overcomingbias.com/2007/08/conservation-of.html
http://www.overcomingbias.com/2007/09/conjunction-fal.html
http://www.overcomingbias.com/2007/09/rationalization.html