Recent studies have shown that many results published in peer-reviewed
scientific journals are not reproducible. This raises the following question:
why is it so easy to fool myself into believing that a result is reliable when
in fact it is not? Using Brownian motion as a toy model, we show how this can
happen if ergodicity is assumed where it is unwarranted. A measured value can
appear stable when judged over time, although it is not stable across the
ensemble: a different result will be obtained each time the experiment is run.Comment: 11 pages, 4 figure