Applied Statistics - Week 3
The following is a description of what we will go through during this
week of the course. The chapter references and computer exercises are
considered read, understood, and solved by the beginning of the
following class, where I'll shortly go through the exercise
solution.
General notes, links, and comments:
Particle Data Group (PDG) note on Monte Carlo.
Wiki transformation method.
Wiki Hit-and-Miss (Von Neumann) method.
Monday:
We will consider
Monte Carlo Techniques, which is a ubiquitious
tool in statistics. The central point is to be able to generate
random numbers according to a given distribution, and subsequently use
this.
Reading:
Glen Cowan: Chapter 3.
Lecture(s):
Monte Carlo methods.
Computer Exercise(s):
Making Random Numbers: MakingRandomNumbers.py
TransHitMiss: TransHitMiss.py
Tuesday:
The main theme will be the Likelihood function, and the central
role it plays in statistics. It is in principle the most powerful
method for fitting, and estimation and ChiSquare can be derived from
it.
Reading:
Barlow, chapter 5.3 to 5.7 (but not 5.5 and the proofs).
Lecture(s):
Likelihood function
Computer Exercise(s):
LikelihoodFit: LikelihoodFit.py
Friday:
I will do a summary of the curriculum discussed so far. This will also
allow you to ask questions about all exercises up till now. Also, I'll
give an introduction to the problem
set. Finally, we will have some fun with a small little exercise,
illustrating the use of random numbers and simulation.
Reading:
Barlow, in which you should by now have read chapters 1-6!
Lecture(s):
Summary of curriculum so far.
Computer Exercise(s):
Pi Estimate: PiEstimate.py
Last updated: 29th of November 2015.