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Statistical Data Analysis for Particle Physics
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Glen Cowan, Physics Department,
Royal Holloway, University of London, e-mail: g.cowan@rhul.ac.uk
Dates and times: 10 to 14 February, 2014, lectures from
10:00 to 12:00, practical sessions from 14:00 to 17:00.
Course description:
The lectures will present an introduction to statistical methods
as used in High Energy Physics. As the time will be very limited, the
course will seek mainly to define the important issues and to
introduce the most widely used tools. Topics will include the
interpretation and use of probability, estimation of parameters and
testing of hypotheses.
Lecture Notes (approx. by day and still evolving):
The lectures are adapted from a course for postgraduate students
at the University of London. The complete set of lecture notes for
that course plus other resources can be found here.
If we have time we may also look in some more depth at multivariate
methods, e.g., using the lectures here (shown earlier at CERN and
University of Mainz):
Problem sheets: Here are some exercises that we will
look at in the afternoon sessions (roughly by day):
Problem Sheet 1.
Materials can be found
here and info on how to set up the ROOT environment
can be found here.
Problem Sheet 2.
For the multivariate analysis using TMVA you need
the programs here
(see also the file
readme.txt).
Problem Sheet 3.
For the Maximum Likelihood fit with TMinuit you need
the programs
makeData and
expFit. A root macro for
a simple Least-Squares fit is
here.
Problem Sheet
4 (written exercises only); here are the
solutions.
Some compute exercises related to
discovery and limits are described here.
These requires the software
SigCalc which you can
get in a single tarball.
Problem Sheet 5;
here are the solutions.
Here are some simple programs for working with the roostats
package are SimpleCount and
SimpleCLs.
A set of exercises for optimising a Poisson
counting experiment can be found
here (this includes the
problem sheet and
related code).
Some lecture notes:
- G. Cowan, Topics in statistical data analysis for high energy physics,
arXiv:1012.3589 (2010).
- G. Cowan, Statistics for Searches at the LHC,
arXiv:1307.2487 (2013).
- G. Cowan, Bayes Factors for
Discovery (draft note).
Some books:
- G. Cowan, Statistical Data Analysis, Clarendon Press, Oxford, 1998.
- R.J.Barlow, A Guide to the Use of Statistical Methods in the Physical
Sciences, John Wiley, 1989;
- Ilya Narsky and Frank C. Porter, Statistical Analysis Techniques in
Particle Physics, Wiley, 2014;
- Frederick James, Statistical Methods in Experimental Physics, 2nd Edition,
World Scientific, 2006;
- S.Brandt, Statistical and Computational Methods in Data
Analysis, Springer, New York, 1998;
- L.Lyons, Statistics for Nuclear and Particle Physics, CUP, 1986.
You can also download the sections on
probability,
statistics,
and
Monte
Carlo
(pdf files) from the Review of Particle Physics by the
Particle Data Group.
Glen Cowan