Golf is a game of honor and integrity. It is the only game where players call penalties on themselves. In team sports like football or hockey for example players often throw their hands up in the air as if to say, "Who me, what are you talking about?" even if they may have committed an infraction calling for a penalty.
In golf a player will, and is required by the honor the game is played by, call a penalty upon himself. A good example is when in 2010 PGA Tour pro Brian Davis notified a rules official to report he believed he had incurred a two stroke penalty for touching a loose impediment in a hazard.