Animal behavior can be characterized by the degree of responsiveness it has to variations in the environment. Some behavior rules lead to fine-tuned responses that carefully adjust to environmental cues, while other rules fail to discriminate as carefully, and lead to more inflexible responses. In this paper we seek to explain such inflexible behavior. We show that coarse behavior, behavior which appears to be rule-bound and inflexible, and which fails to adapt to predictable changes in the environment, is an optimal response to a particular type of uncertainty we call extended uncertainty. We show that the very variability and unpredictability that arises from extended uncertainty will lead to more rigid and possibly more predictable behavior. We relate coarse behavior to the failures to meet optimality conditions in animal behavior, most notably in foraging behavior, and also address the implications of extended uncertainty and coarse behavior rules for some results in experimental versus naturalistic approaches to ethology.