Introduction

What is statistical uncertainty?
Statistical uncertainty is the uncertainty (present even in a representative sample) associated with the use of sample data to make statements about the wider population.
Why do we need measures of uncertainty?
It usually is not feasible to include all individuals from a target population in a single study. For example, in a randomised controlled trial (RCT) of a new treatment for hypertension, it would not be possible to include all individuals with hypertension. Instead, a sample (a small subset of this population) is allocated to receive either the new or the standard treatment.
What are the measures of uncertainty?
Either hypothesis tests (with the calculation of p values) or confidence intervals (CIs) can quantify the amount of statistical uncertainty present in a study, though CIs are usually preferred.