Michael Trick has a pointer to a piece at TierneyLab about an apparent error committed throughout the psychological literature. An example: monkeys are given a choice between red and blue M&Ms. The ones who chose red over blue are then given a choice between blue and green, and about 2/3 of them chose green.
Under the assumption that the monkeys like each colour equally, the conclusion was drawn that their first choice influences their second in an irrational manner (“blue was bad, so still is”). However, under the assumption that each monkey has a preference order for the colours, the observed data would be exactly as expected.
This is not the time to get started on a discussion of my prejudices about mathematics abuse and woolly thinking in the “soft” sciences and humanities. The link above should give lots of interesting reading.