As a preliminary step towards the presentation of a model of confidence in sensory discrimination, the authors propose a distinction between 2 different origins of uncertainty named after 2 of the great probabilists in the history of psychology, L.L. Thurstone and Egon Brunswik. The authors review data that suggest that there are empirical as well as conceptual differences between the 2 modes of uncertainty and thus that separate models of confidence are needed in tasks dominated by Thurstonian and Brunswikian uncertainty. The article presents a computational model for 1 class of tasks dominated by Thurstonian uncertainty: sensory discrimination with pair comparisons. The sensory sampling model predicts decisions, confidence assessments, and the complex pattern of response times in simple psychophysical discrimination tasks (J.V. Baranski and W.M. Petrusic, 1994). The model also accounts for the disposition towards underconfidence often observed in sensory discrimination with pair comparisons.