During the last decade, many scientific works have concerned the possible use of miRNA levels as diagnostic and prognostic tools for different kinds of cancer. The development of reliable classifiers requires tackling several crucial aspects, some of which have been widely overlooked in the scientific literature: the distribution of the measured miRNA expressions and the statistical uncertainty that affects the parameters that characterize a classifier. In this paper, these topics are analysed in detail by discussing a model problem, i.e. the development of a Bayesian classifier that, on the basis of the expression of miR-205, miR-21 and snRNA U6, discriminates samples into two classes of pulmonary tumors: adenocarcinomas and squamous cell carcinomas.