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Tests Can Run Away From You
You can get valid test results with only 10% statistical power. The standards of science is 80%, and so yeah, you can run a test and be 60%. That's what you do, that's part of it. But if you're way off, like if you're at 60% or 50%, you can interpret things very badly. You have to trust the interpreter a lot - which is really hard to do. There's a lot of false beliefs about your site that pile up. And then it's just hard to go back and ignore all this information.