I think you should just expect this, and the answer is not to deny the possibility of St Petersberg lotteries in objective quantities, but to figure out a good way to deal with them (e.g. ignore small enough probabilities, use a bounded utility function, use commitments, use bracketing of some form), or accept that they raise difficult normative problems.
Why do you think I should expect all distributions to have infinite or undefined expected value instead of rejecting such distributions?
Are you saying you believe in the existence with 100% credence in anything (such as ghosts) that is not ruled out by current evidence, as long as its effects couid be arbitrarily small and are so far indistinguishable from its nonexistence? Or must it also have no important normative implications (under classical utilitarianism?)?
I corrected my answers in my past comment. You can see what I crossed out, and wrote after “Edit after Michael’s comment just below”.
Some could be vengeful and want harm to fall upon those that have caused them harm in their lives (whether or not they enact it themselves).
For the “ghosts [I mentioned in my last comment] which have exactly 0 measurable effects on the world”, the benefit and harm they could cause would be sufficiently small to be practically negligible.
Why do you think I should expect all distributions to have infinite or undefined expected value instead of rejecting such distributions?
I corrected my answers in my past comment. You can see what I crossed out, and wrote after “Edit after Michael’s comment just below”.
For the “ghosts [I mentioned in my last comment] which have exactly 0 measurable effects on the world”, the benefit and harm they could cause would be sufficiently small to be practically negligible.