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Question
How does one approach the scientific study of UFOs or other subjects where there is extreme scepticism on the part of the scientific community or members of the community?

Why not come up with a method that will yield the correct answer and then input the facts into this method? Of course we could criticize the method afterwards but I suspect that extreme scepticism because of the unwillingness to subject ideas to reasoning.

Answer
Just like any scientific endeavor, using the hypothetico-deductive method, which has been the standard for thousands of years (but not always adhered to by scientists/scholars/philosophers).

A more poignant question is what is a UFO?  Be clear about this before moving on to argumentation.  Literally, it is a flying object whose nature/origin/identification is unknown.  An unknown does not imply very much, hence it yields very little knowledge.

One may infer the identity/nature/origin from an unknown but that is where one moves from the certainty of deductive reasoning to weaker inferential reasoning/inferences.  At best, it may likely be an "x" or "y".

Here the degree of certainty varies with the quality/quantity of direct experience or evidence.  The better the evidence, more witnesses, clearer photographs and video, the stronger the inference on may make as to the identity of the object.

Storch

Philosophy

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Steven R. Storch

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Ethics, Existentialism and Phenomenology, Continental Metaphysics

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