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Story is a feature that can be tested separately, and is part of an Epic.
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Defect is a broken feature found during UAT and is part of a Story;
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Sub-task is an activity that needs to be performed to complete a higher-level issue type. It's always part of another issue type.
At the same level as Story, other Product Backlog Items exist with slightly different meanings:
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Change Request is a change to an existing feature, requested during UAT;ADefect is a broken feature found during UAT;
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Spike is a Proof of Concept or other research required to prove the feasibility of a solution;
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