They literally argue that not knowing one thing makes believing in a separate, unverifiable thing rational: even if the comparison was valid, and even if one could not prove that an external world of matter exists, being incapable of proving that moral obligations exist has nothing to do with knowledge of the external world. Of course, the people who spout this are usually just fucking parrots of sophistic Christian apologists like William Lane Craig, who is notorious for assuming crucial premises that are utterly indemonstrable, even if they are true. Thankfully, no one needs to worry about skepticism about the very existence of the external world. Such a position is not rational, as the existence of the external world can be demonstrated.
There is an external world (there are also other things outside of my mind, like logic and space--not that I've ever seen Craig or his followers be that specific or explain the ramifications of such a thing!). Furthermore, this is provable in full. Without a physical body, my mind would be incapable of experiencing physical sensations, as consciousness is immaterial. Therefore, it follows by necessity that I have a body because I do experience physical sensations [1]. In addition to this, my body is in contact with something physical beyond it. Physical sensations cannot exist in the absence of at least one physical receptor and one physical stimulus (even if one's body was stimulating its own sense of touch). Even if my body was the only material thing in existence, there is still matter outside of my mind.
Morality is categorically different than the external world--conscience is a useless epistemic tool if one wants knowledge of morality itself and not merely knowledge of one's moral feelings, perceptions, and preferences, and even the existence of an uncaused cause does not mean that morality exists. With these two facts in consideration, a rational person will not compare the external world to morality, as if the two things are on equal epistemological footing in any way.
It is worth mentioning that very few people I know of have been intelligent enough to prove to themselves that there is any external world to begin with. Many people, including Craig, seem to imply that the inability to know if external objects have the appearances they are perceived to have somehow means that we lack the ability to know if there is any external world at all. This false, implicit conclusion is where many people ultimately stop.
As any rationalist can plainly see, this is nothing but a non sequitur fallacy; it does not follow at all, and it contradicts the direct logical proof that there is an external world. Whether or not I might be a brain in a vat or in the matrix has nothing to do with the fact that I know that there is an external world because of the aforementioned proof, and, even if my body is just a brain in a vat of electrodes, there is still an external world [2]! There is absolutely no grounds for skepticism about the existence of the external world unless a person is considering the matter for the first time in a brief period of rationalistic contemplation.
I spend so much time refuting the asinine fallacies and erroneous claims of Christians like Craig because they are much more likely to be subsumed into the philosophies of Christians (and because he is sometimes a terrible logician) than the fallacies endorsed by secularists. When someone is looked up to by a great number of fallacious followers, he or she needs to be intellectually demolished. Deconstructing fallacies is one of the most important aspects of all of philosophy. Despite the esteem with which people regard them, many popular figures advocate worldviews riddled with assumptions, fallacies, and errors. Thorough intelligence is extraordinarily difficult to find.
[1]. https://thechristianrationalist.blogspot.com/2018/08/matter-is-not-illusion.html
[2]. https://thechristianrationalist.blogspot.com/2018/08/misunderstanding-brain-in-vat-scenario.html
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