Before revision:  More specifically, when an agent starts from a condition of background uncertainty about the choiceworthiness of her optionsrepresentable by a probability distribution over possible degrees of choiceworthiness with exponential or heavier tails and a sufficiently large scale parameter , many expectation-maximizing gambles that would not stochastically dominate their alternatives "in a vacuum" turn out to do so in virtue of that background uncertainty.
After revision:  More specifically, when an agent starts from a condition of background uncertainty about the choiceworthiness of her optionsrepresentable by a probability distribution over possible degrees of choiceworthiness with exponential or heavier tails and a sufficiently large scale parameter , many expectation-maximizing gambles that do not stochastically dominate their alternatives "in a vacuum" turn out to do so in virtue of that background uncertainty.