Measuring Uncertainty
How do you measure “uncertainty”?
That may seem like an odd question. But let’s just dive right into it, because starting down this path of inquiry will lead us step by step to the definition of the fascinating concept of Shannon entropy.
“I’m 99% Certain”
We can start with one common way people express certainty. You might say “I’m 99% certain it will rain today”. This, of course, implies that you’re 1% uncertain. So one obvious definition of uncertainty is the inverse of certainty, or $1 - p$, where $p$ is certainty expressed as a percentage.