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RobinZ 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.
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!)