Non-relativistic quantum mechanics is derived as an example of entropic inference. The basic assumption is that the position of a particle is subject to an irreducible uncertainty of unspecified origin. The corresponding probability distributions constitute a curved statistical manifold. The probability for infinitesimally small changes is obtained from the method of maximum entropy and the concept of time is introduced as a book-keeping device to keep track of how they accumulate. This requires introducing appropriate notions of instant and of duration. A welcome feature is that this entropic notion of time incorporates a natural distinction between past and future. The Schroedinger equation is recovered when the statistical manifold participates in the dynamics in such a way that there is a conserved energy: its curved geometry guides the motion of the particles while they, in their turn, react back and determine its evolving geometry. The phase of the wave function—not just its magnitude—is explained as a feature of purely statistical origin. Finally, the model is extended to include external electromagnetic fields and gauge transformations.