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Kevin comments on The Fundamental Question - Less Wrong
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You should go and donate $10 to the SIAI if you haven't, because people that donate any amount of money are much more likely to later donate more amounts of money. Anti-akrasia, etc. etc.
These seem like the most relevant links to the associated cognitive biases:
http://en.wikipedia.org/wiki/Sunk_costs
http://en.wikipedia.org/wiki/Psychology_of_previous_investment