Statistical inference is often justified by long-run properties of the sampling distributions, such as the repeated sampling rationale. These are frequentist justifications of statistical inference. I argue that these justifications are flawed. Then I propose a novel interpretation of probability in statistics, the artefactual interpretation. I believe that this interpretation is able to forge a link between statistical probability calculations and rational decisions on the basis of observed data. The artefactual interpretation is able to justify statistical inference without making any assumptions about probability as a part of the natural world.