William James wrote a well-known essay “The Will to Believe,” in which he defended certain religious belief as compelling even if not rationally grounded beliefs; for example, the decision to belief in God as a vital choice that many persons make, despite lacking good rational grounds to support that belief. We will to believe in God.
In one sense of the term “belief,” what James contends may strike us as being absurd. For in ordinary circumstances our belief that something is such & such (e.g., that it will rain today, or that my car has enough gasoline to get me home) is not a matter of choice or of our willing it, but rather a case in which we base the belief on supporting evidence. Here making a decision to believe irrespective of the evidence could get us in trouble.