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TheOtherDave comments on [SEQ RERUN] Zut Allais! - Less Wrong
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I observe that in my experience, acting confident is highly correlated with both a preference for certainty and sexual attractiveness. That might have something to do with it. Peacock tails aren't especially adaptive, either.
I suspect acting confidently functions as a costly signal that you do in fact have good information, which in tern can signal intelligence and/or contacts in high level places.