MBlume comments on Allais Hack -- Transform Your Decisions! - Less Wrong
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Comments (19)
I don't have primary literature with me now, so this is from the Wikipedia article
You don't expect to be cheated in a hypothetical. You don't expect to be cheated by a doctor giving probabilities of different outcomes.
ETA: Here's an abstract, but the paper itself is gated.
ETA2: Paper!