  We discuss epistemological and methodological aspects of the Bayesian
approach in astrophysics and cosmology. The introduction to the Bayesian
framework is given for a further discussion concerning the Bayesian inference
in physics. The interplay between the modern cosmology, Bayesian statistics,
and philosophy of science is presented. We consider paradoxes of confirmation,
like Goodman's paradox, appearing in the Bayesian theory of confirmation. As in
Goodman's paradox the Bayesian inference is susceptible to some epistemic
limitations in the logic of induction. However Goodman's paradox applied to
cosmological hypotheses seems to be resolved due to the evolutionary character
of cosmology and accumulation new empirical evidences. We argue that the
Bayesian framework is useful in the context of falsificability of quantum
cosmological models, as well as contemporary dark energy and dark matter
problem.
