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Determinism holds that each state of affairs is necessitated (determined) by the states of affairs that preceded it, an extension of cause and effect.
Indeterminism holds this proposition to be incorrect, and that there are events which are not entirely determined by previous states of affairs.
But he did believe that indeterminism is important as a "doctrine of relief" -- it allows for the view that, although the world may be in many respects a bad place, it may through our actions become a better one.
One version holds that some events are uncaused, another holds that there are nondeterministically caused events, and the third holds that there are agent-caused events.
Indeterminism is also the name of an industrial rock band from Cleveland, Ohio.