William James's address to Philosophical Clubs of Yale and Brown Universities. Published in the New World, June 1896.
Useful links:
http://educ.jmu.edu/~omearawm/ph101willtobelieve.html
http://moneyland.time.com/2012/07/13/you-gotta-have-faith-why-overconfidence-can-be-good-for-you
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