A statistical model is a set of one or more probabilistic models whose purpose is to model the systems of interest in terms of their characteristics. Thus, two fundamental components in a statistical model are:
- set of observations of the variable of interest or accomplishments of that random variable;
- family of associated probability distributions;
We suppose that a member of this family of distributions is adequate to describe the observations and the statistical inference is intended to assist, based on a sample, the identification of that member.