Aleatoric and epistemic uncertainty
Statistical inference is used to evaluate sampling uncertainty in medical research. The two most commonly used uncertainty measures are confidence intervals and p-values. However, it is often useful to distinguish between the uncertainty resulting from random variation (aleatoric uncertainty) and the uncertainty caused by incomplete knowledge (epistemic uncertainty). A small p-value indicates disagreement between observed data and a tested null hypothesis, but it is not in itself a direct measure of either aleatoric or epistemic uncertainty. P-values do not, by themselves, separate random variability from the uncertainty about whether the statistical model and its assumptions are appropriate. A confidence interval quantifies sampling uncertainty about an estimate under the assumed statistical model and study design. Its width is influenced by outcome variability and sample size, but it does not generally capture uncertainty from model misspecification, unmeasured confounding, or ...