  This paper introduces a measure of uncertainty in the determination of the
Shapley value, illustrates it with examples, and studies some of its
properties. The introduced measure of uncertainty quantifies random variations
in a player's marginal contribution during the bargaining process. The measure
is symmetric with respect to exchangeable substitutions in the players, equal
to zero for dummy player, and convex in the game argument. The measure is
illustrated by several examples of abstract games and an example from
epidemiology.
