Open problems are clearly defined problems1 that have not been solved. In older fields, such as Mathematics, the list is rather intimidating. Rationality, on the other, seems to have no list.
While we have all of us here together to crunch on problems, let's shoot higher than trying to think of solutions and then finding problems that match the solution. What things are unsolved questions? Is it reasonable to assume those questions have concrete, absolute answers?
The catch is that these problems cannot be inherently fuzzy problems. "How do I become less wrong?" is not a problem that can be clearly defined. As such, it does not have a concrete, absolute answer. Does Rationality have a set of problems that can be clearly defined? If not, how do we work toward getting our problems clearly defined?
See also: Open problems at LW:Wiki
1: "Clearly defined" essentially means a formal, unambiguous definition. "Solving" such a problem would constitute a formal proof.
If exactly half of all men have a height less than the central value c, than randomly picking sample will have a 50% chance of being below c. Picking two samples (A and B) results in four possible scenarios:
The interval created by (A, B) contains c in scenarios (1) and (4) and does not contain c in scenarios (2) and (3). Since each scenario has an equal chance of occurring, c is in (A, B) 50% of the time.
That is as far as I got just thinking about it. If I am on the right path I can keep plugging away.
In the Gaussian case, you can do better than (A, B) but the demonstration of that fact won't smack you in the face they way it does in the case of the uniform distribution.