gjm comments on Stupid Questions May 2015 - Less Wrong Discussion
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If someone reports inconsistent preferences in the Allais paradox, they're violating the axiom of independence and are vulnerable to a Dutch Book. How would you actually do that? What combination of bets should they accept that would yield a guaranteed loss for them?
There is a demonstration of exactly this in Eliezer's post from 2008 about the Allais paradox.
(Eliezer modified the numbers a bit, compared with other statements of the Allais paradox that I've seen. I don't think this makes a substantial difference to what's going on.)