In probabilistic environmental risk assessment, the likelihood and the extent of adverse effects occurring in ecological systems because of exposure(s) to substances are estimated. It is based on the comparison of an exposure/environmental concentration distribution, with a species sensitivity distribution derived from toxicity data. The calculation of a probabilistic risk can be performed in many ways (e.g., area under the curve in joint probability curves). However, several (hypothetical) examples and some theoretical considerations illustrate that the current risk characterisation methods have an integrative character and they focus on the statistical comparison of two distributions without properly considering the environmental interpretation of these underlying distributions. Several scenarios with varying exposure/environmental concentration distribution and species sensitivity distribution standard deviations are discussed.