Why do we like being confident?

We like being more confident. We enjoy having credences closer to 0 or 1. Even if the proposition we are confident in is one that is such that it is a bad thing that it is true, the confidence itself, abstracted from the badness of the state of affairs reported by the proposition, is something we enjoy.

Here is a potential justification of this attitude in many cases. We can think of the epistemic utility of one’s credence r in a proposition p as measured by an accuracy scoring rule given by two functions T(r) and F(r), where T(r) gives the value of having credence r in p when p is actually true and F(r) gives the value when p is actually false. Most people thinking about scoring rules think they should satisfy the technical condition of being strictly proper. But strict propriety implies that the function V(r) = rT(r) + (1−r)F(r) is strictly convex. Now suppose the scoring rule is also symmetric, so that T(r) = F(1−r). Then V(r) is a strictly convex function that is symmetric about r = 1/2. Such a function has its minimum at r = 1/2, and is strictly decreasing on [0,1/2] and strictly increasing on [1/2,1]. But the function V(r) measures your expectation of your epistemic utility. How happy you are about your credence, perhaps, corresponds to your expectation of your epistemic utility. So you are most unhappy at credence 1/2, and you get happier that closer you are to 0 or 1.

OK, it’s surely not that?!