Civil engineering is one of the many fields of occurrences of uncertain parameters. The present paper in an attempt to present and describe the most common methods used for inclusions of uncertain parameters . These methods can be applied in the area of civil engineering as well as for a larger domain. Definitions and short explanations of methods based on probability, interval analysis, fuzzy sets, and convex sets are presented. Selected advantages, disadvantages, and the most common fields of implementation are indicated. An example of a cantilever beam presented in this paper shows the main differences between the methods. Results of the performed analysis indicate that the use of convex sets allows us to obtain an accuracy of results similar to stochastic models. At the same time, the computational speed characteristic for interval methods is maintained.