asr comments on Conservation of expected moral evidence, clarified - Less Wrong Discussion
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I find this example confusing. I think what it shows is that children (humans?) aren't very moral. The reason the child steals instead of asking isn't anything to do with the child's subjective moral uncertainty -- it's that the penalty for stealing-before-asking is lower than stealing-after-asking, and the difference in penalty is enough to make "take the cookie and ask forgiveness if caught" better than "ask permission".
I suspect this is related to our strong belief in being risk-averse when handing out penalties. If I think there's a 50% chance my child misbehaved, the penalty won't be 50% of the penalty if they were caught red-handed. Often, if there's substantial uncertainty about guilt, the penalty is basically zero -- perhaps a warning. Here, the misbehavior is "doing a thing you knew was wrong;" even if the child knows the answer in advance, when the child explicitly asks and is refused, the parent gets new evidence about the child's state of mind, and this is the evidence that really matters.
I suspect this applies to the legal system and society more broadly as well -- because we don't hand out partial penalties for possible guilt, we encourage people to misbehave in ways that are deniable.