Often you are already studying something else. Imagine you are studying something extensively and you find that everything points in one direction and someone posits something in a completely different direction but none of the evidence lines up with that completely different direction but doesn’t necessarily prove it wrong because maybe there’s no way to prove it wrong. Look at Evolution and intelligent design. Everything points to Evolution and nothing points to an intelligent designer but you can’t prove an intelligent designer incorrect because there’s simply no evidence of the intelligent designer. Might as well be magical pixies. However all the evidence for things evolving mean that we use that evidence as our supposition.