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Introduction to Statistical Methods

2011 CERN Summer Student Lectures


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Glen Cowan, Physics Department, Royal Holloway, University of London, e-mail:

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.

The 2011 lectures will be in the CERN Main Auditorium on:

Wednesday 6 July, 11:15
Thursday 7 July, 11:15
Friday 8 July, 10:15 and 11:15
In addition we will have part of the discussion sessions at 12:00 each of the days.

Lecture Notes in PowerPoint or pdf formats (preliminary -- subject to minor changes):

The CERN lectures are a subset of a course for first-year postgrads at the University of London. The complete set of lecture notes for that course plus other resources can be found here.

Below are some of the homework problems from the London course. These include small standalone C++ programs that illustrate some of the concepts covered in the lectures, such as Monte Carlo, multivariate methods, and parameter fitting.

These programs require that you have ROOT set up on your system. For information on how to build and run the programs on lxplus, see the file here.

  • Problem Sheet 6 ps, pdf. The materials for this problem sheet can be found here.
  • Problem sheet 7: ps, pdf For problem 3 you need the programs here (see also the file readme.txt).
  • Problem sheet 8: ps, pdf For problem 2 you need the programs makeData and expFit (download the files, setup ROOT as before with (or setup.csh as appropriate), and type gmake).
  • Optional problem: look at simpleFit.C and the related files here . simpleFit.C is a simple root macro for doing a least-squares fit of a user-supplied function to a set of x,y points, which are read from a file. Try to run the fit, and then try modifying the fit function (e.g., change the order of the polynomial).
  • Here are some other statistics talks I have given recently:

    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;
    F. James, Statistical Methods in Experimental Physics, 2nd ed., World Scientific, 2006; W.T.Eadie et al., North-Holland, 1971;
    S.Brandt, Statistical and Computational Methods in Data Analysis, Springer, New York, 1998;
    L.Lyons, Statistics for Nuclear and Particle Physics, CUP, 1986.

    PDG: You can also download the sections on probability, statistics, and Monte Carlo from the Particle Data Group.

    Glen Cowan