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Two types of world models and their main properties are discussed briefly: the steady-state model and the simplest relativistic models. In some world models there is a horizon which principally limits any observation within a certain distance. The question investigated is what requirements must be met by observation (and theory) in order to distinguish between different world models. A comparison of various observational methods and their requirements shows that the most promising method seems to be observing angular source diameters and distances between double sources by lunar occultations of radio sources. (The resolution given by the edge of the Moon is better than 1 sec of arc.) This method requires a single, fully steerable dish of more than 300 ft diameter, and a fast calculating machine. Because of the traveling time of light, one must always look back into the past if one wishes to look out into space; one would see the most distant sources almost at age zero with a large antenna. Thus, a theory is needed to describe the formation and development of strong radio sources. Without it, no conclusions about world models could be derived from observations.