Interesting analysis of human behavior as to why belief in the supernatural has evolved:
Souls, spirits, ghosts, gods, demons, angels, aliens, intelligent designers, government conspirators, and all manner of invisible agents with power and intention are believed to haunt our world and control our lives. Why?
The problem is that we did not evolve a baloney-detection device in our brains to discriminate between true and false patterns. So we make two types of errors: a type I error, or false positive, is believing a pattern is real when it is not; a type II error, or false negative, is not believing a pattern is real when it is. If you believe that the rustle in the grass is a dangerous predator when it is just the wind (a type I error), you are more likely to survive than if you believe that the rustle in the grass is just the wind when it is a dangerous predator (a type II error). Because the cost of making a type I error is less than the cost of making a type II error and because there is no time for careful deliberation between patternicities in the split-second world of predator-prey interactions, natural selection would have favored those animals most likely to assume that all patterns are real.