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bgrah449 comments on Expected utility without the independence axiom - Less Wrong
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Ugh, color me stupid - I assumed the "independence" we were relaxing was probability-related. Thanks RobinZ.
You know, I didn't even realise I'd used "independence" both ways! Most of the time, it's only worth pointing out the fact if the random variables are not independent.
No problem. (Don't you love it when people use the same symbol for multiple things in the same work? I know as a mechanical engineer, I got so much joy from remembering which "h" is the heat transfer coefficient and which is the height!)