The literature on thought experiments has been mainly concernedwith thought experiments that are directed at a theory, be it in aconstructive or a destructive manner. This has led somephilosophers to argue that all thought experiments can beformulated as arguments. The aim of this paper is to drawattention to a type of thought experiment that is not directed ata theory, but fulfills a specific function within a theory. Suchthought experiments are referred to as functional thoughtexperiments, and they are routinely used in (...) applied statistics. An example is given from frequentist statistics, where a thoughtexperiment is required to establish the probability space. It isconcluded that (a) not all thought experiments can be formulated asarguments, and (b) the role of thought experiments is more generaland more important to scientific reasoning than has previouslybeen recognized. (shrink)