Multiple Comparisons, Multiple Tests, and Data Dredging: A Bayesian Perspective. Berry, D. A. In Bernardo, J. M., DeGroot, M. H., Lindley, D. V., & Smith, A. F. M., editors, Bayesian Statistics, volume 3, pages 79-94. Oxford University Press, 1988.
bibtex   
@incollection{ber88mul,
  title = {Multiple Comparisons, Multiple Tests, and Data Dredging: {{A Bayesian}} Perspective},
  volume = {3},
  booktitle = {Bayesian {{Statistics}}},
  publisher = {{Oxford University Press}},
  author = {Berry, Donald A.},
  editor = {Bernardo, J. M. and DeGroot, M. H. and Lindley, D. V. and Smith, A. F. M.},
  year = {1988},
  keywords = {bayesian-inference,multiple-comparisons,multiple-tests,data-dredging},
  pages = {79-94},
  citeulike-article-id = {13263748},
  posted-at = {2014-07-14 14:09:22},
  priority = {0},
  annote = {if want to dredge data to generate hypotheses one still needs another dataset to test the hypotheses}
}

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