  Current evidence does not favor the existence of the \thplus pentaquark,
which was reported by several groups in the years after 2002. The question
naturally arises: how could many groups could have seen fluctuations in their
data at the level of 3-5 $\sigma$ statistical significance? An example of a
statistical fluctuation is given and the number of $\sigma$'s necessary for
claims of discovery are examined. Using this guideline, a possible answer to
the above question is presented.
