Anecdote is an amusing story regarding a certain individual.
Anecdote couldn't bring us closer to the truth because the way individuals perceive our situation is extremely different from one another.
For example, when facing a similar circumtances (like getting fired from the job) , two people could had two different anecdotes. One of them might thinnk that he/she has been treated unfairly for example while the other believe that they got what they deserve.