Using decision theory, we construct a stylized theory of agnosticism, defined as choosing not to choose a religion. The theory indicates agnosticism can be supported as a rational choice if (a) adopting agnosticism provides in-life benefits relative to perceived religions, (b) the perceived payoff for agnosticism after death is not too much less than for any perceived religion, (c) no religion has a high perceived likelihood of truth, (d) the probability of death is neither too high nor too low, or (e) it is less costly to switch from agnosticism to a given religion than from one religion to another. Switching costs make the relative attractiveness of agnosticism dependent upon the perceived likelihood of receiving an informative signal about the truth of any perceived religion. Ironically, the lack of information that makes religious choice uncertain and difficult may contribute to decisiveness.
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