Neizvesnost

Situations often arise wherein a decision must be made when the results of each possible choice are uncertain.

Uncertainty or Incertitude refers to epistemic situations involving imperfect or unknown information. It applies to predictions of future events, to physical measurements that are already made, or to the unknown. Uncertainty arises in partially observable or stochastic environments, as well as due to ignorance, indolence, or both. It arises in any number of fields, including insurance, philosophy, physics, statistics, economics, finance, medicine, psychology, sociology, engineering, metrology, meteorology, ecology and information science.

Koncepti

Although the terms are used in various ways among the general public, many specialists in decision theory, statistics and other quantitative fields have defined uncertainty, risk, and their measurement as:

Uncertainty

The lack of certainty, a state of limited knowledge where it is impossible to exactly describe the existing state, a future outcome, or more than one possible outcome.

Measurement of uncertainty

A set of possible states or outcomes where probabilities are assigned to each possible state or outcome – this also includes the application of a probability density function to continuous variables.

Second order uncertainty

In statistics and economics, second-order uncertainty is represented in probability density functions over (first-order) probabilities.

Opinions in subjective logic carry this type of uncertainty.

Risk

Risk is a state of uncertainty, where some possible outcomes have an undesired effect or significant loss. Measurement of risk includes a set of measured uncertainties, where some possible outcomes are losses, and the magnitudes of those losses. This also includes loss functions over continuous variables.

Uncertainty versus variability

There is a difference between uncertainty and variability. Uncertainty is quantified by a probability distribution which depends upon knowledge about the likelihood of what the single, true value of the uncertain quantity is. Variability is quantified by a distribution of frequencies of multiple instances of the quantity, derived from observed data.

Knightian uncertainty

In economics, in 1921 Frank Knight distinguished uncertainty from risk with uncertainty being lack of knowledge which is immeasurable and impossible to calculate. Because of the absence of clearly defined statistics in most economic decisions where people face uncertainty, he believed that we cannot measure probabilities in such cases; this is now referred to as Knightian uncertainty.

Literatura

• Lindley, Dennis V. (2006-09-11). Understanding Uncertainty. Wiley-Interscience. ISBN 978-0-470-04383-7. 
• Gilboa, Itzhak (2009). Theory of Decision under Uncertainty. Cambridge: Cambridge University Press. ISBN 9780521517324. 
• Halpern, Joseph (2005-09-01). Reasoning about Uncertainty. MIT Press. ISBN 9780521517324. 
• Smithson, Michael (1989). Ignorance and Uncertainty. New York: Springer-Verlag. ISBN 978-0-387-96945-9. 
• "Treading Thin Air: Geoff Mann on Uncertainty and Climate Change", London Review of Books, vol. 45, no. 17 (7 September 2023), pp. 17–19. "[W]e are in desperate need of a politics that looks [the] catastrophic uncertainty [of global warming and climate change] square in the face. That would mean taking much bigger and more transformative steps: all but eliminating fossil fuels... and prioritizing democratic institutions over markets. The burden of this effort must fall almost entirely on the richest people and richest parts of the world, because it is they who continue to gamble with everyone else's fate." (p. 19.)

Spoljašnje veze

• Measurement Uncertainties in Science and Technology, Springer 2005 Архивирано 2007-12-15 на сајту Wayback Machine
• Proposal for a New Error Calculus
• Estimation of Measurement Uncertainties — an Alternative to the ISO Guide Архивирано 2008-05-27 на сајту Wayback Machine
• Bibliography of Papers Regarding Measurement Uncertainty
• Guidelines for Evaluating and Expressing the Uncertainty of NIST Measurement Results
• Strategic Engineering: Designing Systems and Products under Uncertainty (MIT Research Group)
• Understanding Uncertainty site from Cambridge's Winton programme
• Bowley, Roger (2009). „∆ – Uncertainty”. Sixty Symbols. Brady Haran for the University of Nottingham.