http://www-zeus.physik.uni-bonn.de/~brock/stat_ws0001/

Statistical Methods of Data Analysis WS00/01 No. 6793 Ian C. Brock

From the first lab. course that you take to the design and construction of an experiment; from the first simulations to the final analysis of the data from your experiment, the proper application of statistical methods is essential.

The aim of this course is to provide a foundation in statistical methods and to give some concrete examples of how the methods are applied to data analysis. Standard statistical distributions will be discussed and examples given of when they are expected to occur and how they are related.

Techniques for fitting data will be discussed. The treatment of systematic errors, as well as methods to combine results from different experiments which may have common error sources will also be covered.

The search for new physics, even when no signal is observed, allows limits to be placed on the size of possible effects. These can provide severe constraints on theoretical models. Methods for calculating upper limits taking into account several error sources will also be considered.

How and where to find me

 Ian Brock, PI 155, Tel: 3616, Email: brock@physik.uni-bonn.de

Lectures

Wednesdays 8-10, HS 1, PI
Lecture 10 will take place on Thur. 25th. Jan from 8-10, PI Conference Room II, instead of 24.1.01 as orginally scheduled.

By clicking on the chapter number you can access the outline of that lecture, and then also find my lecture notes for each lecture. I looked into providing an HTML version of the notes, but the conversion of lots of mathematical formulae does not produce a very nice result. The tool one can use is latex2html.

Lecture Date Topics 1 18.10 1.0: Introduction 2.0: Characterising Distributions 2 25.10 3.0: Standard Theoretical Distributions 3 8.11 4.0: Errors 4 15.11 4.2: Errors cont., especially systematic 5 22.11 5.0: Estimation 6 29.11 6.0: Maximum Likelihood 7 13.12 6.4: Maximum Likelihood cont. 8 10.01 7.0: Least Squares 9 17.01 7.6: Least Squares cont. 8.0: Probability 10 25.01 8.3: Probability and Confidence Levels 11 31.01 9.0: Hypothesis Testing 12 07.02 9.7: Hypothesis Testing cont. 13 14.02 10.0: Monte Carlo 11.0: Numerical Minimisation

Exercises

Applying the correct techniques to solve a given statistical problem can only really be learnt by doing!

The exercises will offer the opportunity to use the methods learnt in the lectures Statistical Methods of Data Analysis on concrete problems. Most of the exercises will involve the use of your home computer or the CIP-Pool. This will also give you the chance to learn some of the standard programs used for data presentation and analysis.

When:

Mondays 13:00 - 15:00, CIP pool, AVZ

Exercises will usually be held every 2 weeks for 2 hours. They will mostly need computers to solve them, and/or display the results.

Tutors:

Peter Irrgang, irrgang@physik.uni-bonn.de
Joachim Tandler, tandler@physik.uni-bonn.de

Collected Information

• Useful statistical distributions and formulae for the straight line fit (PDF)
• Particle Data Group chapter on probability (PS, PDF)
• Particle Data Group chapter on statistics (PS, PDF)
• Particle Data Group chapter on Monte Carlo methods (PS, PDF)
• MINUIT manual (PS, HTML)

Glossary

I have also made a glossary of standard statistical vocabulary in German and English. Suggestions on other terms that should be included are very welcome.

Miscellaneous

• The computer centre (RHRZ) has a very useful CD-ROM with windows versions of most or all of the programs that you need for this course, especially ghostscript, gsview and acroread. It only costs DM 5. Under Unix the programs are usually already installed (gv and acroread).