We constantly look for patterns in the environment that allow us to learn its key regularities. These regularities are fundamental in enabling us to make predictions about what is likely to happen next. The physiological study of regularity extraction has focused primarily on repetitive sequence-based rules within the sensory environment, or on stimulus-outcome associations in the context of reward-based decision-making. Here we ask whether we implicitly encode non-sequential stochastic regularities, and detect violations therein. We addressed this question using a novel experimental design and both behavioural and magnetoencephalographic (MEG) metrics associated with responses to pure-tone sounds with frequencies sampled from a Gaussian distribution. We observed that sounds in the tail of the distribution evoked a larger response than those that fell at the centre. This response resembled the mismatch negativity (MMN) evoked by surprising or unlikely events in traditional oddball paradigms. Crucially, responses to physically identical outliers were greater when the distribution was narrower. These results show that humans implicitly keep track of the uncertainty induced by apparently random distributions of sensory events. Source reconstruction suggested that the statistical-context-sensitive responses arose in a temporo-parietal network, areas that have been associated with attention orientation to unexpected events. Our results demonstrate a very early neurophysiological marker of the brain's ability to implicitly encode complex statistical structure in the environment. We suggest that this sensitivity provides a computational basis for our ability to make perceptual inferences in noisy environments and to make decisions in an uncertain world.