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In which situation would the first be more appropriate, and in which situation would the second be more appropriate? Which grammatical property distinguishes their meanings?

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Being convinced suggests that there was ample evidence and much conversation before a decision was reached.

Being sure suggests that a decision was reached via intuition.

I think we use the two interchangeably though.

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How about "She's easily convinced", or "I'll need to examine the evidence carefully to be sure"? –  FumbleFingers Jul 9 '13 at 3:37
    
Different contexts to the OP's question –  user970638 Jul 9 '13 at 3:58
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I don't see what you mean by "different context" there. You can reasonably say "It was easy to convince her that he didn't know", or "I've seen enough evidence to be sure he didn't know", which seem to me to be very close to OP's usages. The truth is OP has provided no context whatsover, but all four of my examples contain "internal" context strongly implying the opposite connotations to what you've suggested. There are contexts where your distinction could apply, but OP offers nothing pointing in any particular direction anyway. –  FumbleFingers Jul 9 '13 at 4:10
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Right, Context is everything. –  user970638 Jul 9 '13 at 4:15
    
'Was convinced' can be either stative or punctual, with 'convinced' a participial adjective or past participle. –  Edwin Ashworth Jul 9 '13 at 16:09
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