Context: I was reading a book and came across the word “uncertainty” as I never saw this word before it makes me confuse.

According to Dictionnary, the definition of uncertainty is:

The state of being uncertain.

But the definition of uncertainly is as follows:

With a lack of confidence or certainty.

So I really do not understand the difference between "Uncertainty" and "Uncertainly", both seem to express the fact of being not certain of something.

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    One is a noun, the other an adverb - which is something that any dictionary is bound to mention, and which is quite a difference in itself. The difference is similar to that between greatness and greatly. – oerkelens Mar 9 at 16:13

There is a big difference between them.

According to Cambridge Dictionary:

"uncertainly" is an ADVERB which means not confidently or surely.

"uncertainty" is a NOUN means a situation in which something is not known or certain.

She looked at John uncertainly. Life is full of uncertainties. I think that's a clear explanation.

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