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Understanding Uncertainty, Revised Edition by Dennis V. Lindley

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Chapter 1

Uncertainty

1.1 Introduction

There are some statements that you know to be true, others that you know to be false, but with the majority of statements you do not know whether they are true or false; we say that, for you, these statements are uncertain. This book is about understanding uncertainty in this sense, about handling it, and, above all, about helping you to live comfortably with uncertainty so that you can better cope with it in your everyday life.

There are two comments that need to be made immediately. The first arises from the fact that the set of statements that you know to be true differs from my set, for you know things that I do not. Equally, things that are uncertain for you may be known to me; but there is more to it than that, for if we take a statement about which we are both uncertain, you may have more confidence that it is true than I do; we differ in our degrees of uncertainty. The upshot of these considerations is that uncertainty is a personal matter; it is not the uncertainty but your uncertainty. Admittedly, there are some situations where almost all agree on the uncertainty but these are rare and confined to special scenarios, for example, some aspects of gambling. Statements of uncertainty are personalistic; they belong to the person making them and express a relationship between that person and the real world about which a statement is being made. In particular, they are not objective in the sense that they express a property that is the ...

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