We do ten experiments. A scientist observes the results, constructs a theory consistent with them, and uses it to predict the results of the next ten. We do them and the results fit his predictions. A second scientist now constructs a theory consistent with the results of all twenty experiments.
The two theories give different predictions for the next experiment. Which do we believe? Why?
One of the commenters links to Overcoming Bias, but as of 11PM on Sep 28th, David's blog's time, no one has given the exact answer that I would have given. It's interesting that a question so basic has received so many answers.
We should take into account the costs to a scientist of being wrong. Assume that the first scientist would pay a high price if the second ten data points didn't support his theory. In this case he would only propose the theory if he was confident it was correct. This confidence might come from his intuitive understanding of the theory and so wouldn't be captured by us if we just observed the 20 data points.
In contrast, if there will be no more data the second scientist knows his theory will never be proved wrong.