Because information collected in a site investigation is limited, it is not possible to obtain actual values for the mean, standard deviation, and scale of fluctuation for a soil property of interest. The deviation between the estimated values and the actual values is called the statistical uncertainty. There are at least two schools of thought on how to model the statistical uncertainty: frequentist thought and Bayesian thought. The purpose of this paper is to discuss their philosophical difference, to show how to quantify the statistical uncertainty based on these two distinct schools of thought, and to compare their performances. To quantify the statistical uncertainty, the confidence interval will be used for the frequentist school of thought, whereas the posterior probability distribution will be used for the Bayesian school of thought. Examples will be presented to compare the performances of these two schools of thought in terms of their consistencies. The results show that, in general, the Bayesian thought performs better in terms of consistency. In particular, the Markov chain Monte Carlo method is recommended when the amount of information available is very limited. Key words: statistical uncertainty, site investigation, frequentist, Bayesian, reliability. En raison du manque de donnees provenant d'etudes sur le terrain, il est impossible d'obtenir les valeurs reelles de la moyenne, de l'ecart-type et de l'echelle de variation d'un parametre du sol que l'on souhaite etudier. L'ecart entre les valeurs estimees et les valeurs reelles est appele <>. Il existe au moins deux ecoles de pensee en ce qui concerne la maniere de modeliser l'incertitude statistique : l'ecole frequentiste et l'ecole bayesienne. Dans le present article, on examine la difference de philosophie entre ces deux ecoles, on decrit la methode de calcul de l'incertitude statistique utilisee par chacune des deux ecoles et on compare les performances de ces methodes. Dans le cas de l'ecole frequentiste, l'intervalle de confiance servira a calculer l'incertitude statistique, alors que, dans le cas de l'ecole bayesienne, on utilisera la distribution des probabilites posterieures pour effectuer ce meme calcul. On fournit des exemples permettant de comparer les performances des methodes de calcul utilisees par les deux ecoles en ce qui a trait a leurs consistances respectives. Les resultats montrent en general que les methodes de l'ecole bayesienne sont plus performantes en termes de consistance. En particulier, on recommande d'utiliser la methode de Monte-Carlo par chaines de Markov lorsque la quantite de donnees disponibles est tres limitee. [Traduit par la Redaction] Mots-cles: incertitude statistique, etude sur le terrain, frequentiste, ecole bayesienne, fiabilite., Introduction One of the purposes of site investigation is to obtain information on the spatial distribution of geotechnical design parameters. Typically, the spatial distribution is expressed as a trend function [...]