Blaise Pascal was a brilliant seventeenth century mathematician. He made foundational contributions to statistics and to our understanding of how air pressure works. He was also a devout Catholic, and came up with an interesting argument for why one should believe in God, now known as Pascal's Wager.
Pascal laid out the wager in part 233 of his Pensées, a series of notes for an uncompleted defense of Christianity that were published posthumously.
Pascal argued that, while it's impossible to prove whether or not God exists, people should believe in God anyway. The essential component of the argument is the relative payoffs and costs for believing or not believing in God under either the assumption God exists or God doesn't exist.
If God exists, Pascal argued that belief would lead to eternal joy in heaven, while disbelief results in damnation and torture in hell for all time. If God doesn't exist, belief just leads to a finite cost: giving up sins and living a godly life. Disbelief brings only a finite benefit: sinning can be fun and sleeping in on Sundays is nice.