An arrest warrant is acquired in a court of law by presenting a judge with probable cause for arresting the suspect. If there is any pertinent evidence that can be presented to the judge when requesting an arrest warrant that will speed up the process then it should be disclosed. That is why many officers or prosecutors make sure they have probable cause and at least two pieces of evidence to present to the judge before requesting an arrest warrant. Arrest warrants are most commonly required when a crime is committed out of view of a police officer.
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Opening Statement: Imagine if, randomly, in the middle of the night, a SWAT team burst into your house, without a warrant, and started "collecting evidence", and immediately arrested you. The Fourth Amendment prevents this from becoming a reality