Hmmm...
Q) Why do I believe that special relativity is true? A) Because scientists have told me their standards of evidence, and that the evidence for special relativity meets those standards.
I haven’t seen anything contract when moving close to the speed of light. I haven’t measured the speed of light in a vacuum and found that it is independent of the non-accelerating motion of the observer. I haven’t measured a change in mass during nuclear reactions. I simply hear what people tell me, and decide to believe it.
George Orwell put it far more elegantly, and you can read what he wrote at http://www.newenglishreview.org/blog_direct_link.cfm?blog_id=4274
I can try to apply filters to determine who I can regard as a legitimate authority on various topics. Anyone whose arguments are logically inconsistent is obviously right out. I can check credentials. I can ask people why they accept a claim, and if I disapprove of their standard of evidence, I can give their claims less credence. I can see if the topic is controversial among those whose standards of evidence I respect, and if it is, I can refrain from judgment on the grounds that if there were strong evidence either way, there would be no controversy.
Many things tend to be such that we have to act without anywhere near the amount of evidence that even the social sciences demand. How should I invest my money? What will make me more attractive to potential mates? Who should I vote for? Is (insert enemy here) really a dire threat that my country needs to fight and defeat? What career should I pursue? Which person should I hire? It’s really hard to design and perform experiments to answer questions like this. Heck, we still don’t even know what kind of food is best to eat!
“Never give up” is bad advice?
Probability of success if you continue: small. Probability of success if you give up: zero.
Small is better than zero, am I right?
On the other hand, this analysis only matters if the cost of failure is no worse than the cost of giving up. The “rational” thing to do would be to give up if and only if (probability of success utility of success) + (probability of failure utility of failure) < (utility of giving up).
There are a lot of things that one can achieve through sheer persistence, but there are others that, well, you can’t do, period. The trick is to be able to tell the difference. I suspect that I’m not going to be a star athlete no matter how much I practice, but I just might qualify for the Pro Tour some day.