Principles of Uncertainty

Welcome to the website for “Principles of Uncertainty”

  • To view or download the book as a .pdf, please click here (you may use it for any non-commercial purpose).
  • To post a publicly-viewed (moderated) comment, please click “Leave a comment” below.
  • To send the author a private email, the address is kadane at stat dot cmu dot edu
  • To buy the book in hard-copy, consult CRC Press, or your favorite bookseller.
  • Errata
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7 Responses to Principles of Uncertainty

  1. Mark Jones Jr. says:

    I just wanted to thank you personally for sharing your book, Principles of
    Uncertainty, which I have linked to in my blog to the flight test community.

    And thanks to John Cook for pointing thousands of us to it.



  2. Jacques Philip says:

    I wanted to say thank you for presenting at UAF and for sharing this book.


  3. Dave Marsay says:

    Jay, A well-written book. You might want to sharpen up the references to non-quantifiable uncertainty. I think your book covers something like ‘the principles of uncertainty appropriate when acting under severe competition and in a stable situation’. I have blogged.
    I would be happy to expand on the references. Dave.

  4. Ramón Casares says:

    I endorse the idea of probability being subjective.
    But, equating probability with frequency explains
    why probabilities must be between 0 and 1,
    while, in your theory, it is because the tickets
    pay $1 if something happens, and $0 otherwise.
    It seems that a completely different theory will result
    if the payments were, lets say, $17.35, and -$0.21.
    This, to me, is too arbitrary.
    Perhaps some kind of normalization should be applied.

  5. Patrick Hunter says:

    I’d been planing on learning more about Bayesian methods for a while when I had the good luck to run across this book in my school’s library. The quality of the explanations is quite possibly the highest I’ve found in a mathematics text book, and the exercises are well designed. However, I have run in to a problem with the exercises. I can’t seem to find a solution key, either in the text itself or as some form of teacher edition. This probably wouldn’t be a issue in a normal class, but as I am doing this more or less independently it has been making it hard for me to check my work. Is there any form of answer key that I’m just not aware of?
    All things considered it’s one of the best mathmatics textbooks I’ve seen in terms of the quality of the explanations

  6. Ouspensky says:

    Thanks for making your book available. I appreciated the occasional quote throughout the material. I believe this quotation, \"We do not see things as they are, we see them as we are,\" is from the Talmud.

    Here are a few other thoughts you might enjoy using in your future works:

    Our uncertainty about ourselves is at the base of our uncertainty of all things. – Paracelsus

    Of the terrible doubt of appearances, Of the uncertainty after all, that we may be deluded, That may-be reliance and hope are but speculations after all… – Walt Whitman

    • Joseph B. Kadane says:

      The internet would certainly have you believe that the phrase “We do not see things as they are; we see them as we are,” is to be found in the Talmud.

      See, however, the paper by Crane and Kadane (2008) “Seeing Things: The internet, the Talmud and Anais Nin“ referenced in Principles of Uncertainty, which finds the phrase in Nin, but not in the Talmud.

      Recently I have been shown that the same phrase occurs in an article by G.T.W. Patrick, in “The Popular Science Monthly,” volume 36, p. 634 (1890); at

      If you still believe that the phrase can be found in the Talmud, please specify which Talmud, at what location.

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