Unfortunately, these things can be extremely subtle. Far too often it boils down to sampling bias where the differences are actually differences in the variance

Unfortunately, these things can be extremely subtle. Far too often it boils down to sampling bias where the differences are actually differences in the variance estimation that results in a significant result. For example suppose that "male" dice are biased to role a 5 slightly more often than "female" dice. You will find a statistically significant difference related to the 5-side of the dice if you roll them enough. It doesn't mean that rolling a 5 indicates anything about the "gender" of a particular dice.