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Introduction to Statistical Methods
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Glen Cowan, Physics Department,
Royal Holloway, University of London, e-mail: g.cowan@rhul.ac.uk
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.
Here are some other statistics talks I have given recently:
- Academic training lectures
on
Statistics at the LHC, CERN, 14-17 June, 2010.
- Materials for the
lectures on
statistical methods for particle physics at Tsinghua University,
12-16 April, 2010.
- Multivariate statistical methods
in HEP, CERN Academic Training Lecture Series, 16-19 June, 2008.
- Statistical Methods in HEP: nuisance
parameters and systematic errors,
RHUL Particle Physics Group seminar, 22 March, 2006.
- Bayesian statistical methods
for parton analyses, talk at DIS2006, Tsukuba, 22 April, 2006.
- The small-n problem in High
Energy Physics, talk at Statistical Challenges in Modern
Astronomy IV, Penn State Center for Astrostatistics, 12-15 June, 2006.
- My
talk on Bayesian statistics at
the Rencontres de Moriond (QCD), La Thuile, 18 March, 2007.
- Lectures on Statistics at the CERN-FNAL Hadron Collider Physics School:
lecture 1 and
lecture 2,
CERN, 6 and 8 June, 2007.
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