I am following A.W. van der Vaart, asymptotic statistics (1998). He talks of statistical experiments, claiming that they are different from a statistical model, but he defines neither. My question:
- a statistical experiment,
- a statistical model and
- what is the key ingredient which always will make the statistical experiment distinct from any statistical model?
Another way to think about this is that the statistical experiment is the protocol we follow to generate data and the statistical model is the protocol we use to analyze these data.