Oops; I knew there was something wrong with my math. If the proposal is
to pay $1 for an 80% chance of winning $2 and a 20% chance of not
getting any money back, the EV of that bet is actually $1.60. Right?


On Sun, 2024-01-28 at 10:58 +1100, Jeremy Bornstein via Silklist wrote:
> I agree that if you take a bet at fair odds you are purchasing
> variance. I think Charles' explanation below doesn't make it clear
> that the reason that the bet happens is because there is a
> disagreement about what fair odds are, which could happen because one
> party is misinformed about or ignorant of some relevant facts, or
> because one party has insider/secret information not available to the
> other party. So you may think you're making a bet on a 50% likely
> outcome, but I know something that allows me to believe that it's
> really only 20% likely... from my point of view my expected return is
> 1.4x my bet, not 0.5x. (I think. I'll know I'm wrong if Charles
> expresses even more enthusiasm for wagers with me.)
> 
> On Sun, 2024-01-28 at 12:00 +1300, Charles Haynes wrote:
> > There are a few ways to set a betting line. The two most common in
> > this case are "over/under" where you disagree about the likelihood
> > of some value - a typical example would be the value of bitcoin on
> > some date. One of you picks a value they think is 50/50, and the
> > other can bet that the value will either be "over" or "under" that
> > value. The bet would be at even money. The second would be to give
> > odds for the occurence of an event. So an example would be someone
> > who says "Nikki Haley has no chance! She should just drop out!" and
> > I would offer them odds of, say, 10000:1 that Nikki Haley is
> > elected president in 2024. In both cases I'd also say the maximum
> > I'd be willing to wager. (10000:1 is not fair odds, I believe the
> > current betting line is closer to 300:1 against.)
> > 
> > — Charles
> > 
> > On Sat, 27 Jan 2024 at 16:58, Yeddanapudi Radhika
> > <[email protected]> wrote:
> > > I'm definitely influenced by the endowment effect when it comes
> > > to hoarding books on my shelf and there is definitely loss
> > > aversion in this context. I'm wondering if the sunk cost fallacy
> > > explains why I cling on to my place even though it's costing me
> > > an arm and a leg to retain it although there are other variables
> > > acting on me like having built a whole life around the location
> > > of said place (smells like a justification and it probably is). 
> > > I'm not sure I completely understand "setting a betting line". 
> > > 
> > > On Fri, Jan 26, 2024 at 3:45 PM Charles Haynes via Silklist
> > > <[email protected]> wrote:
> > > > One other way that economics (and specifically behavioural
> > > > economics) has  changed my way of looking at the world is that
> > > > I'm now  more aware of my own paradoxical behaviours. Like the
> > > > endowment effect and the sunk cost fallacy. I have also found
> > > > one tool to be particularly valuable and that's the notion of
> > > > "setting a betting line." Which is a way of measuring my
> > > > confidence in something. One thing I've noticed though is that
> > > > people who do this are not always completely honest with
> > > > themselves. In theory you should be willing to take "either
> > > > side" of such a bet, but when I set a line like that, I'm often
> > > > reluctant to take one side of the bet - which means I've set
> > > > the line wrong and I'm lying to myself about how likely I
> > > > really think something is.
> > > > 
> > > > I'm not sure I explained that well, but in practice it works
> > > > out to me asking people "how much are you willing to bet" if
> > > > they say something I disagree with - and sometimes ending up
> > > > actually making wagers with people. If you see me say something
> > > > you think is outrageous I encourage you to ask me to put my
> > > > money where my mouth is. :)
> > > > 
> > > > — Charles
> > > > 
> > > > On Fri, 26 Jan 2024 at 23:01, Jeremy Bornstein
> > > > <[email protected]> wrote:
> > > > > I would definitely do this for USD $500/day. For one, I am
> > > > > convinced that it's in the realm of things that I (and most
> > > > > people) would get used to quickly enough for the unpleasant
> > > > > aspects to fade to tolerability or even pleasure. Also, I may
> > > > > have some minor masochistic tendencies... but not enough of
> > > > > them to do this for $100/day.
> > > > > 
> > > > > I don't believe absolutes such as "no amount of money" for
> > > > > things like this. Imagine a million dollars, or more. Even
> > > > > for people who have sufficient access to funds for their own
> > > > > direct use, that would represent a huge amount of leverage
> > > > > for helping other people, which I think most folks would
> > > > > eventually decide made the agony worth it.
> > > > > 
> > > > > Of course, this potentially opens up the thought experiment
> > > > > to other things even less universally appealing than cold
> > > > > showers, but I'm not sure that actually discussing those
> > > > > possibilities would be sufficiently edifying or amusing for
> > > > > us.
> > > > > 
> > > > > Jeremy
> > > > > 
> > > > > P.S. Apologies for the previous empty mails... it looks like
> > > > > my mail client had been in a running broken state.
> > > > > 
> > > > > 
> > > > > > Clearly I cannot afford this but I still want to test the
> > > > > > longevity/sustainability of this decision - that USD 500 is
> > > > > > enough. 
> > > > > > 
> > > > > > Can you convince yourself that you receive 500 dollars
> > > > > > worth of health, motivation and resilience benefits to
> > > > > > withstand 180 seconds of 12-15 centigrade water every.
> > > > > > Single. Day. for a week?
> > > > > > 
> > > > > > My assumption is that you’ll decide it isn’t worth it, even
> > > > > > for USD 500. 
> > > > > > 
> > > > > > My motivation for cold showers (6 months of pure agony,
> > > > > > I’ll add) is twofold and deeply personal -watching my
> > > > > > father die -cancer- and be miserable about being cold, and
> > > > > > my own mental health benefits enormously from it (it is the
> > > > > > hardest thing I can do in a day, everything else is a piece
> > > > > > of cake). But no amount of money would incentivise me to do
> > > > > > this. 
> > > > > > 
> > > > > > Huda Masood 
> > > > > > +91 9886796967
> > > > > > 
> > > > > > 
> > > > > > On Fri, 26 Jan 2024 at 02:37, Charles Haynes
> > > > > > <[email protected]> wrote:
> > > > > > > I would do the shower thing for somewhere between USD$100
> > > > > > > and USD$500 per day. ($100 is probably not enough, $500
> > > > > > > definitely is.)
> > > > > > > 
> > > > > > > One learning about money is that looking at investments
> > > > > > > daily makes me unhappy and that for me the "asymmetry of
> > > > > > > happiness" is real - that losing $100 makes me more
> > > > > > > unhappy than winning $100 would (and it's not just about
> > > > > > > the non-linearity of the value of money, but it may be an
> > > > > > > endowment effect). So in circumstances where good and bad
> > > > > > > things are both likely to happen relatively frequently I
> > > > > > > try to "smooth out" the frequency by checking less often.
> > > > > > > 
> > > > > > > On Fri, 26 Jan 2024 at 07:52, Huda Masood via Silklist
> > > > > > > <[email protected]> wrote:
> > > > > > > > Tell me then, in what other areas of your life have you
> > > > > > > > applied the new learnings with money? 
> > > > > > > > 
> > > > > > > > I find the human relationship with money
> > > > > > > > extraordinarily interesting. My current social
> > > > > > > > experiment is asking how much could I pay them to take
> > > > > > > > a 3 minute cold shower every day, for a whole year. No
> > > > > > > > hot water before or after. 
> > > > > > > > 
> > > > > > > > I’ve had no takers so far. Everyone wriggles out with
> > > > > > > > some condition or the other. No amount of money is
> > > > > > > > incentive enough. 
> > > > > > > > 
> > > > > > > > But they’d happily do it if family was in danger or
> > > > > > > > they could work half time for the same pay. 
> > > > > > > > 
> > > > > > > > I find that very telling. 
> > > > > > > > 
> > > > > > > > Huda Masood 
> > > > > > > > +91 9886796967
> > > > > > > > 
> > > > > > > > 
> > > > > > > > On Thu, 25 Jan 2024 at 18:27, Christopher A Kantarjiev
> > > > > > > > via Silklist <[email protected]> wrote:
> > > > > > > > > On 1/24/24 10:16 PM, Udhay Shankar N via Silklist
> > > > > > > > > wrote:
> > > > > > > > > 
> > > > > > > > > > Very interesting thought. The most thought-
> > > > > > > > > provoking part is "changing 
> > > > > > > > > > your mental model" which resonated with me, because
> > > > > > > > > the mental model 
> > > > > > > > > > which causes this to be an issue in the first place
> > > > > > > > > is "Am I being taken 
> > > > > > > > > > advantage of?" (which is completely different from
> > > > > > > > > "Can I afford this?" 
> > > > > > > > > > which requires a separate thread, I think.)
> > > > > > > > > 
> > > > > > > > > Yes ... I grew up in a household where my father
> > > > > > > > > tracked every penny of 
> > > > > > > > > expenses and basically invented a double-entry
> > > > > > > > > bookkeeping system so he 
> > > > > > > > > could resolve his cash accounts Sunday night. I guess
> > > > > > > > > it was "fun" for 
> > > > > > > > > him, but hell for everyone else when he wandered the
> > > > > > > > > house saying "where 
> > > > > > > > > did I spent twelve cents?".
> > > > > > > > > 
> > > > > > > > > It came both from a history of not having enough (he
> > > > > > > > > lived through WWII 
> > > > > > > > > in Germany) and a fear of being taken advantage of
> > > > > > > > > ... which I, somewhat 
> > > > > > > > > unfortunately, inherited.
> > > > > > > > > 
> > > > > > > > > Those two things were very intertwined in my attitude
> > > > > > > > > towards money, and 
> > > > > > > > > this experience was a big step in learning to let go
> > > > > > > > > of them.
> > > > > > > > > 
> > > > > > > > > 

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