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shokwave comments on Doublethink (Choosing to be Biased) - Less Wrong
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I was always under the impression that a sort of "work" can lead you to emotionally believe things that you already know to be true in principle. I suspect that a lot of practice in actually believing what you know will eventually cause the gap between knowing and believing to disappear. (Sort of the way that practice in reading eventually produces a person who can't look at a sentence without reading it.)
For example, I imagine that if you played some kind of betting game every day and made an effort to be realistic, you would stop expecting that wishing really hard for low-probability events could help you win. Your intuition/subconscious would eventually sync up with what you know to be true.
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.