The sure things principle comes from decision theory and economics. It's obvious in the sense that it constitutes one of the axioms that define rational behavio

The sure things principle comes from decision theory and economics. It's obvious in the sense that it constitutes one of the axioms that define rational behavior. In decision theory, we try to define behavioral axioms in a way that choices under uncertainty can be encoded in mathematical functions (utility functions or reward functions as Machine Learning has renamed/rediscovered these things). Connecting properties of these "preference orders" with utility functions and probabilities is the basis of a lot (but not all!) of modern economics. Check for example Savage's proof of the existence of a subjective probability measure and a utility function based on only handful of "trivial" axioms. If these axioms hold, we can do meaningful mathematical social science. The issue is of course that people don't actually behave rationally. The examples (or paradoxes) by Ellsberg and Allais show that most people violate the sure things principle. If you are interested to learn more, here are some excellent notes by Gilboa http://www.econ.hit-u.ac.jp/~makoto/education/Gilboa_Lecture_Notes.pdf http://www.econ.hit-u.ac.jp/~makoto/education/Gilboa_Lecture... I can answer questions as well.