I'm not really a philosopher, at all, but the Oxford Companion to Philosophy says:
"Do you know that you are looking at a... book right now rather than, say, having your brain intricately stimulated by a mad scientist? The sceptic carefully describes this alternative so that no experiment can refute it. The conclusion that you really are looking at a book, however, explains the aggregate of your experiences better than the mad scientist hypothesis or any other competing views."
which I think makes sense to me. I've met one or two people who say they believe that they live in a Matrix/Alien computer simulation, but observing, they live as if they don't.