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Oscar_Cunningham comments on Harsanyi's Social Aggregation Theorem and what it means for CEV - Less Wrong Discussion
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Axiom two reminds me of Simpson's paradox. I'm not sure how applicable it is, but I wouldn't be all that surprised so find an explanation that a violation of it this axiom perfectly reasonable. I don't suppose you have a set of more obvious axioms you could work with.
See my reply to 615C68A6.