The paper builds a belief hierarchy as a framework common to all uncertainty measures expressing that an actor is ambiguous about his uncertain beliefs. The belief hierarchy is further interpreted by distinguishing physical and psychical worlds, associated to objective and subjective probabilities. Various rules of transformation of a belief hierarchy are introduced, especially changing subjective beliefs into objective ones. These principles are applied in order to relate different contexts of belief change, revising, updating and even focusing. The numerous belief change rules already proposed in the literature receive epistemic justifications by associating them to specific belief hierarchies and change contexts. As a result, it is shown...