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timtyler comments on The Sin of Underconfidence - Less Wrong
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For underconfidence and depression, see:
"Depressive cognition: a test of depressive realism versus negativity using general knowledge questions." on PubMed.
Underconfidence in visual perceptual judgments:
"The role of individual differences in the accuracy of confidence judgments." on PubMed.
More on that, see:
"Realism of confidence in sensory discrimination." on PubMed.