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@ESYudkowsky: Remember when you were a kid and thought you might have psychic powers, so you dealt yourself face-down playing cards and tried to guess whether they were red or black, and recorded your accuracy rate over several batches of tries?

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And then remember how you had absolutely no idea to do stats at that age, so you stayed confused for a while longer?

Apologies for the usage of the japanese; but it is a very apt description: https://en.wikipedia.org/wiki/Chūnibyō,