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CronoDAS comments on Problem of Optimal False Information - Less Wrong
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It's a trivial example, but "the surprise ending to that movie you're about to see" is a truth that's generally considered to have disutility. ;)
And a trivial falsehood that is likely to have positive utility: The price of shares in CompanyX will increase by exactly 350% in the next week. (When they will actually increase by 450%). Or lottery numbers that are 1 digit off.