It is well known that the derivation of the Bell Inequality rests on two major assumptions, usually called outcome independence and parameter independence. Parameter independence seems to have a straightforward motivation: it expresses a non-signalling requirement between space-like separated sites and is thus motivated by locality. The status of outcome independence is much les clear. Many authors have argued that this assumption too expresses a locality requirement, in the form of a \'screening off\' condition. I will argue that the assumption also admits of an entirely different interpretation, suggested by the concept of sufficiency in the general theory of statistical inference. In this view, the assumption of outcome independence can be explained as expressing the idea that the specification of the hidden variable is sufficient, i.e. it exhausts all the relevant statistical information about the measurement outcomes. In this view, the assumption has no roots in locality at all. Rather, I would claim, it stems from the assumption that there exists such an exhaustive state description in our putative hidden variable theories.