Predation risk often varies in space and time. To respond adaptively to fluctuations in risk, prey must sample to gain information on the current presence or absence of predators. Bayesian statistical decision theory provides a framework for modeling the effects of prey uncertainty about predation risk on prey behavior. The model predicts that due to prey uncertainty, prey should often stay in refuge long after predators have left an area. Prey behavioral time lags should depend on the quality of prey information about predation risk and on the costs and benefits of refuge use. Under biologically reasonable conditions (e.g., if prey escape success is low), uncertainty can cause prey to always stay in refuge even though predators are only occasionally present. Although many studies have examined prey responses to predator addition, few studies have quantified prey responses to predator removal. Observations on the responses of juvenile aquatic bugs, Notonecta hoffmani, to the experimental addition and removal of cannibalistic adults showed that, as predicted by theory, prey behavioral time lags were longer when predator density was higher, prey were less hungry, and prey had lower escape ability.