A core component of informal statistical inference is the recognition that judgments based on sample data are inherently uncertain. This implies that instruction aimed at developing informal inference needs to foster basic probabilistic reasoning. In this article, we analyze and critique the now-common practice of introducing students to both "theoretical" and "experimental" probability, typically with the hope that students will come to see the latter as converging on the former as the number of observations grows. On the surface of it, this approach would seem to fit well with objectives in teaching informal inference. However, our in-depth analysis of one eighth-grader's reasoning about experimental and theoretical probabilities points to various pitfalls in this approach. We offer tentative recommendations about how some of these issues might be addressed. (Contains 15 footnotes and 2 figures.)