Sherlock Holmes had the maxim that whenever you have eliminated all the
reasonable possibilities, whatever remains, no matter how unlikely, has
to be the truth.
This is unscientific and illogical. If something is highly unlikely it
needs lots of its own evidence to be believable. Just eliminating other
possibilities is not enough. There is always the "unknown" possibility
-- something no one thought of.
The rational response, then, to situations where one has nothing available but unlikely things, is to say, "I don't know."
I post this because I see an awful lot of use of this fallacy by people who want to believe essentially unbelievable tales.
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