Applied Statistics - Week 3

The following chapters (including exercises in the book!) and computer exercises are considered read, understood, and solved by the end of the week.

Lectures:

Likelihood

Monte Carlo methods

Reading:

Chapter 5.3 to 5.7 (but not the proofs):

In fact, by now you should have read chapters 1-6!

Generating random numbers according to a given distribution:
     Glen Cowan: Chapter 3 found here.
     PDG note on Monte Carlo found here.

Computer exercises:

LikelihoodFit: LikelihoodFit.py

PiEstimate: PiEstimate.py

TransHitMiss: TransHitMiss.py

Random Digits Runs Test: RandomDigitsTest.py,
data_RandomDigits2011.txt,
data_RandomDigits2012.txt,
data_RandomDigits2013A.txt,
data_RandomDigits2013B.txt and
data_RandomDigits2013C.txt
For a large scale test, try 1000000 digits of pi: pi1000000.txt

Comments:
The main aim of this week is the introduction to the idea of a Likelihood, and how both the likelihood and Chi2 can be used in fitting.
Also, I want you to see the power of using random number for Monte Carlo (MC) simulations to solve integrals, etc.

---

Last updated: 16th of September 2013.