JoshuaZ comments on A few analogies to illustrate key rationality points - Less Wrong
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Most of these are quite good. The castling one is a novel one that I like a lot.
If you had two chess players of about equal ability and one of them would castle whenever he could and would work towards it, and the other one would never castle, I strongly suspect that the anti-castler would be more likely to win. A moderate castler, who maybe castled on any move when he could castle but didn't take steps towards castling when it wasn't heavily in his interest would probably be the sort of thing which would likely rise to the front.