Epistemic utilities and death

In the previous post, I proved that we get a proper scoring rule if we compute epistemic utilities as follows. We start with our current credence assignment, consider what credence assignment we will have in the future after we update on some further evidence, and then score that. I then suggested that one could get a lifetime epistemic utility by adding up the epistemic utilities over all the moments of life, and as long as death wasn’t random—as long as the lifespan was fixed—this would generate a proper scoring rule. I then said that if death is random (as it is) it might be the case that you don’t get a proper scoring rule.

My conjecture was wrong. You still get a proper scoring rule despite random death. It’s easy to see this. The basic idea is this. Suppose that you might die the next moment. This partitions the probability space into two subsets, D and L, for death and life. Your current credence is p. Next moment, on D, your credence either doesn’t exist (because you don’t exist or you exist in some supernatural state where you don’t have credences) or doesn’t count (because I am after lifetime credences). Thus, the appropriate way to do a forward-looking scoring of your credence p is to score it s(p_L) on L and 0 on D, where p_L is the result of conditionalizing your credence on the evidence L (after all, if you are alive, you will conditionalize on being alive), and s is some proper scoring rule. In other words, your forward looking score is s_L(p) = 1_L ⋅ s(p_L).

Is this score proper? Yes! For by propriety of s we have:

• E_pL(s(p_L)) ≥ E_pL(s(q_L)).

But this is the same as:

• (p(L))⁻¹E_p(1_L⋅s(p_L)) ≥ (p(L))⁻¹E_p(1_L⋅s(q_L)).

Multiplying both sides by p(L) (I am assuming a non-zero probability of survival), we get:

• E_p(s_L(p)) ≥ E_p(s_L(q)).

We can combine this with a more complex set of future investigations as in the previous post, and things will still work.

It is crucial to the above argument that when you’re alive, you can tell you’re alive. I suppose that’s not always true. When you’re asleep, you are alive, but can’t tell you’re alive. So to generalize beyond the above toy example, replace death with unconsciousness or something like that.