David Spiegelhalter > Quotes > Quote > Pranesh liked it

“Probability theory naturally comes into play in what we shall call situation 1: When the data-point can be considered to be generated by some randomizing device, for example when throwing dice, flipping coins, or randomly allocating an individual to a medical treatment using a pseudo-random-number generator, and then recording the outcomes of their treatment. But in practice we may be faced with situation 2: When a pre-existing data-point is chosen by a randomizing device, say when selecting people to take part in a survey. And much of the time our data arises from situation 3: When there is no randomness at all, but we act as if the data-point were in fact generated by some random process, for example in interpreting the birth weight of our friend’s baby.”
― David Spiegelhalter, The Art of Statistics: Learning from Data