In the multimodel approach, inference is based on an ensemble of model classes. Uncertainties in the model probabilities and parameter values are estimated from data using Bayesian inference. While the epistemic uncertainty in the estimates of parameter values and model form are accounted for in literature on Bayesian multimodel inference, the epistemic uncertainty in the estimates of model probabilities is often ignored. When working with small data sets, however, there might be large epistemic uncertainty in the model probabilities. This thesis presents a Bayesian multimodel approach to quantifying the total uncertainty in random variables, which often serve as inputs to models of engineering systems, from limited data. The novelty of ...