Kahneman suggests such an exercise for groups after pointing out that organizations generally act more rationally than individuals. The devil's advocate role and thinking at the worst possible outcome. We don't always have the luxury of having others near us for checking our thoughts. But we often have imaginary conversations with friends or parents. So it shouldn't be very difficult to assign a devil's advocate position to a imaginary voice. That should put in perspective the way we feel about the subject. It is a basic mean of delaying the strong coherence of the first good narrative.

Maybe it would be great to have an imaginary Bayesian friend...