This issue bugged me at first, but then as I watched Ep I again (and again) and later Ep II, I realized Yoda did instruct Obi-Wan, so what he said was also true, at least from a certain point of view. Yoda gives advice and instruction to Obi-Wan after Qui-Gon's passage. Just because we don't see him in a training scenario doesn't contradict what Obi-Wan said. Plus, if Qui-Gon was dead, and Qui-Gon's mentor Dooku left the order, then next up the chain is Yoda. This is likely why Yoda continues to have as much direct involvement with Obi-Wan as he does. With thousands of Jedi protecting the Galaxy, Obi-Wan does get a lot of face time with Yoda. Consider this: If a Jedi Knight is the equivalent of middle-management in a 1,000+ corporation, it's very unusual for somebody at that level to get a lot of face time with the board of directors. Or, if you prefer a religious analogy (perhaps more fitting for a Jedi) it is very rare for parish priests to get face time with the Archbishops or the Pope. I'd say that Obi-Wan gets a healthy amount of instruction from Yoda.