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Are you dreaming?
Often when I’m dreaming I “feel” that I’m awake. When I’m awake, however, I always “feel” that I’m awake and have no conscious doubt (except in the philosophical sense) that I’m not dreaming.
But logically when I “feel” awake I should believe there is a non-trivial chance that I’m dreaming. This has implications for how I should behave.
For example, imagine I’m considering eating spinach or chocolate. I like the taste of chocolate more than spinach, but recognize that spinach is healthier for me. Let’s say that if the probability of my being awake were greater than 99% then to maximize the expected overall quality of my life I should eat the spinach otherwise I should pick the chocolate.
Rationally, I should probably figure that the chance of my being awake is less than 99% so I should go with the chocolate. Yet like most other humans I don’t take into account that I might be dreaming when I “feel” awake.
Over the long run you would likely reduce your inclusive genetic fitness if when you “feel” awake you act as if there is a less than 100% chance of your actually being awake. For this reason I suspect we are “genetically programmed” to never doubt that we are awake when we “feel” awake even though it would be rational to hold such a doubt.