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He often talked about having faith in science and believing in science, to the point where he thought the goal of religion was to pursue science. He didn't believe in gods, and called them superstitions. He talked about gods as an early version of the human belief that people could control their environment and learn about the world around them, but that gods were an outdated aspect of religion. Religion was basically a belief that there was an order to the universe, and he claimed that that belief was absolutely critical to the pursuit of science, hence his famous comment that "science without religion is lame, religion without science is blind." He meant that unless a person had faith in science, and believed in it, they would not be able to advance science, but that a religious belief without science--one that focused on gods and revealed texts and denied science, was blind, and had no chance of finding truth.
That's also what he meant by his "God doesn't throw dice" comment. Some scientists argued that quantum mechanics was indecipherable because it was random, and there was no order. Einstein said God didn't throw dice, meaning that there was an order to it. He used "God" despite the fact that he didn't believe in a literal God-being because he believed the only way to understand quantum physics was to start with the belief that there was a pattern that could be solved. He believed that unless a person had faith that there was an order to the universe, they would be mislead by experiments that weren't able to determine a pattern.
From a purely "scientific method" of observation and testing, many experiments in quantum mechanics demonstrated no pattern whatsoever. The same could be said for other fields, like evolution or the Big Bang--that experiments and scientific observation weren't enough to understand these complex fields. One had to have faith that they were true, so that one understood the results in a larger context where patterns weren't yet discernable.
So yeah, one has to believe in science. That's the problem with religious fundamentalists--they don't believe in science, so they deny that the large amount of Evolutionary proof, for instance, demonstrate that Evolution is true because it is not complete. Instead they find the gaps or missing areas, and say that Evolution isn't proven. Because we haven't found every fossil for every species at every stage of evolution, they claim that scientists have not proven it. Scientists, on the other hand, have to believe in the order they are discovering to work with theories. The famous answer to the question "What would disprove evolution" was "bunny fossils in the Pre-Cambrian," meaning that if scientists found fossils out of sequence, in strata they didn't belong in, it would disprove Evolution. Scientists have to believe that they will not find such fossils, or they could never draw conclusions about the ones they did find. That's what Einstein was getting at.
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