What is the difference between a “statistical experiment” and a “statistical model”?

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:

What is

  1. a statistical experiment,
  2. a statistical model and
  3. what is the key ingredient which always will make the statistical experiment distinct from any statistical model?

Answer

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.

Attribution
Source : Link , Question Author : Mikkel Rev , Answer Author : Isabella Ghement

Leave a Comment