The inherent uncertainty in climate models is one of the most important uncertainties in climate change impact studies. In recent years, several uncertainty quantification methods based on multi-model ensembles have been suggested. Most of these methods assume that the climate models are independent. This study investigates the validity of this assumption and its effects on the estimated probabilistic projections of the changes in the 95% quantile of wet days. The methodology is divided in two main parts. First, the interdependency of the ENSEMBLES RCMs is estimated using the methodology developed by Pennell and Reichler (2011). The results show that the projections from the ENSEMBLES RCMs cannot be assumed independent. This result is then used to estimate the uncertainty in climate model projections. A Bayesian approach has been developed using the procedure suggested by Tebaldi et al. (2005) in order to quantify the uncertainty.