The objective of this paper was to develop an immersive Web-based learning model and measure its effectiveness on improving self-questioning and self-study skills among graduate students. The proposed model was guided theoretically by the flipped classroom as a new Web-based learning trend. It was also guided pedagogically by active and reflective learning principles that support transforming the teaching and learning practices from content engagement to cognitive engagement. The targeted immersive learning model encompasses four reciprocal phases: Pro-act, Act, Reflect, and Re-act (PARR). A control group post-test only experimental design was applied in this paper to examine the effect of this new learning model on both self-questioning and self-study skills. To validate the suggested model, a convenience sample of graduate students studying an advanced statistics course was selected from the Distance Teaching and Training Program at the Arabian Gulf University during the second semester of the 2012/2013 academic year. The dependent variables in this research were measured by self-questioning skills scale and self-study skills scale. After designing and applying this new immersive Web-based learning model (PARR), findings revealed that using the flipped classroom through this immersive Web-based learning model has a statistical and practical impact on developing self-questioning and self-study skills among graduate students. Each student in the experimental group was able to master self-questioning skills needed to apply quantitative research data analysis knowledge and methods. In addition, each student in the experimental group scored more than theoretical average of the self-study skills scale. The results of this paper may increase the probability and genralizability of using flipped classroom to deliver other statistical course at all educational levels. The contribution of this research is that it qualifies the Web-based instructional practices to shift from content acquisition act to knowledge expression and creation act. In addition, the paper will be of benefit to people looking for pedagogical applications of virtual and blended learning environments for developing multiple ways to express what learners know and be able to do.