The Will to Believe and Other Essays in Popular Philosophy by William James

According to Wikipedia: ""The Will to Believe" is a lecture by William James, first published in 1896, which defends, in certain cases, the adoption of a belief without prior evidence of its truth. In particular, James is concerned in this lecture about defending the rationality of religious faith even lacking sufficient evidence of religious truth. James' central argument in "The Will to Believe" hinges on the idea that access to the evidence for whether or not certain beliefs are true depends crucially upon first adopting those beliefs without evidence. As an example, James argues that it can be rational to have unsupported faith in one's own ability to accomplish tasks that require confidence. Importantly, James points out that this is the case even for pursuing scientific inquiry. James then argues that like belief in one's own ability to accomplish a difficult task, religious faith can also be rational even if one at the time lacks evidence for the truth of one's religious belief.