What sets science and the law apart from religion is that nothing is expected to be taken on faith. We're encouraged to ask whether the evidence actually supports what we're being told - or what we grew up believing - and we're allowed to ask whether we're hearing all the evidence or just some small prejudicial part of it. If our beliefs aren't supported by the evidence, then we're encouraged to alter our beliefs.
Let us point out precisely the difficulties of empiricism as a theory of knowledge. First, it begins with two ultimates--mind and matter. Second, it asserts that knowledge is the agreement of ideas with each other, in which case we are not dealing with nature or things at all, and consequently, have left out one of our ultimates. Third, it then asserts (for it is essential that knowledge should somehow or other be connected with things) that knowledge consists in the agreement between an idea and a thing; and in this case we can never tell when the agreement takes place; and furthermore, it is impossible for ideas and things to disagree, for, according to the theory, ideas are of things. This means that empiricism. Every theory of knowledge must make a place for error, for, as is evident, error seems to be as industrious as truth. Consequently, if knowledge actually does take place, if there is such an activity, thing, or relation as knowledge, empiricism fails to give an account of it which is free from contradictions. The moral is, as the stories in our school readers say, don't begin with things, for they beguileth one into inconsistencies.
How can we satisfy ourselves without going on in infinitum? And, after all, what satisfaction is there in that infinite progression? Let us remember the story of the Indian philosopher and his elephant. It was never more applicable than to the present subject. If the material world rests upon a similar ideal world, this ideal world must rest upon some other; and so on, without end. It were better, therefore, never to look beyond the present material world.