4 ms·
Yup. If have enough data and keep testing hypotheses long enough and keep fitting long enough, then have a good chance of finding a hypothesis can't reject and
by graycat 14y ago
Yup.
If have enough data and keep testing hypotheses long enough and keep fitting long enough, then have a good chance of finding a hypothesis can't reject and a fit that looks good, even though are looking at junk.
So, divide the data in half, fit to the first half and test the fit on the second half. And if the fit fails on the second half, then what? Return to the first half, fit again, and then test on the second half again? Now want some more data to test the most recent fit.
More can be done along these lines.