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Eliezer_Yudkowsky comments on The Sin of Underconfidence - Less Wrong
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We have lots of experimental data showing overconfidence; what experimental data show a consistent underconfidence, in a way that a person could use that data to correct their error? This would be a lot more persuasive to me than the mere hypothetical possibility of underconfidence.
I believe there were some nice experiments having to do with overcorrection, and I believe those were in "Heuristics and Biases" (the 2003 volume), but I'm on a trip right now and away from my books.