There's also psychological research (IIRC) that shows that those who believe in the paranormal will likely think they've experienced something that matches thei

There's also psychological research (IIRC) that shows that those who believe in the paranormal will likely think they've experienced something that matches their beliefs (UFOs exist), and skeptics (or rationalist, or whatever word you prefer), never experience anything they would describe as paranormal. Essentially the same thing NDT said.