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I saw this sentence in the essay "This is the life" by Annie Dillard:

Everyone knows bees sting and ghosts haunt and giving your robes away humiliates your rivals.

I don't know what "giving your robes away humiliates your rivals" mean?

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According to Annie Dillard's official website, her essay "This Is Life" first appeared in Image magazine (spring 2002), although Bearing the Mystery: Twenty Years of Image (2009), a compilation of pieces from the pages of Image magazine, gives the title as "How to Live" and the date of publication as fall 2001. So the essay has been in circulation for more than 15 years.

In any event, Dillard surely did not intend for readers to take her assertion that "Everyone knows that ... giving your robes away humiliates your rivals" literally. I base this conclusion on a couple of points. First, multiple Google Books searches did not turn up any assertion (other than Dillard's) regarding the humiliating effect on anyone of donating one's robes.

Second, a fair reading of the opening paragraphs of Dillard's essay suggests that she is focused on the normalizing power of custom, convention, and popular opinion on whatever common knowledge a community may share and hold as true. Here is a bit more context for the "giving away your robes" sentence (which appears in the fourth paragraph of the essay:

Any culture tells you how to live your one and only life, to wit, as everyone else does. Probably most cultures prize, as we rightly do, making a contribution by working hard at work you love; being in the know, and intelligent; gathering a surplus; and loving your family above all, and your dog, say, your boat, bird-watching. Beyond those things, ours might specialize in money, and celebrity, and natural beauty. These are not universal. You enjoy work and will love your grandchildren—and somewhere in there you die.

[...]

Or you take the next tribe's pigs in thrilling raids, you grill yams, you trade for televisions and hunt white-plumed birds. Everyone you know agrees: this is the life. Perhaps you burn captives. You set fire to a drunk. Yours is the human struggle, or the elite one, to achieve... whatever your own culture tells you: [...]

Since everyone around you agrees ever since there were people on earth that land is value, or labor is value, or learning is value, or title, necklaces, degree, murex shells, or ownership of slaves. Everyone knows bees sting and ghosts haunt and giving your robes away humiliates your rivals. That the enemies are barbarians. That wise men swim through the rock of the earth; that houses breed filth, airstrips attract airplanes, tornadoes punish, ancestors watch, and you can buy a shorter stay in purgatory. The black rock is holy, or the scroll; or the pangolin is holy, the quetzal is holy, this tree, water, rock, stone, cow, cross, or mountain—and it's all true. The Red Sox. Or nothing at all is holy as everyone intelligent knows.

A number of the beliefs and objects of veneration that Dillard cites in this passage are or have in the past been held and venerated in various places on earth—perhaps all of them are or were at one time or another, although in my limited reading on the subject I haven't come across the beliefs involving humiliation of rivals by robe donation or wise-man rock-swimming or pangolin idolatry.

But the juxtaposition of an almost universally acknowledged commonplace ("bees sting") with a very widely held spirit-world belief ("ghosts haunt") and then with a highly idiosyncratic social truism or quasi-truism ("giving your robes away humiliates your rivals") serves to emphasize the matrix of thought within which these varieties of accepted fact or common knowledge or folk wisdom coexist in a community's or culture's world view.

With regard to the robes saying, I wouldn't be surprised if Dillard is citing an actual cultural view from somewhere, but for purposes of English Language & Usage, the important point is that no such expression exists in English at the level of a proverb, an axiom, or an aphorism. And certainly from Dillard's perspective, the value of the saying is that it will strike the vast majority of her readers as outlandish, unfamiliar, and inexplicable by any obvious line of reasoning.

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    Would giving away your robes be a reference to cultures where you are valued by how much you give away, not by how much you own? If you give away your robes, and your rivals don't, then they are seen as mean spirited compared to you. – Simon B Jan 13 '18 at 21:49

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