Lecture given to University of Sussex Psychology undergraduates on 11 October 2019. Starting with the problem of obtaining evidence for something not existing, the concept of Bayes factors is introduced as a solution to this problem. A similar talk was given at Nerd Nite Brighton March 2019: https://brighton.nerdnite.com/2019/03/09/nnb-59-rude-badges-bayesian-stats-complexity/