Sniffnoy comments on XKCD - Frequentist vs. Bayesians - Less Wrong Discussion
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Because they don't accept the premises of Cox's theorem -- in particular, the one that says that the plausibility of a claim shall be represented by a single real number. I'm thinking of Deborah Mayo here (referenced upthread).
So, as to Savage's theorem...?
I'd expect Mayo to say something along the lines of -- translating on the fly into LW-ese -- preferences ought not to enter into the question of how best to establish map-territory correspondence.