shokwave comments on Doublethink (Choosing to be Biased) - Less Wrong
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I strongly associate this with Eliezer's description of the brain as a cognitive engine, that needs to a certain amount of thermodynamical work to arrive at a certainty level - and that reasoned and logical conclusions that you 'know' fail to produce belief (enough certainty to act on knowledge) because they don't make your brain do enough work.
I imagine that forcing someone to deduce bits of probability math from earlier principles and observations, then have them use it to analyze betting games until they can generalise to concepts like expected value, would be enough work to have them believe probability theory.