Statistical Methods in Physics

The course treats statistical problems and concepts in connection with measurements and estimation of physical parameters. The course starts by discussing the measurement process from the perspective of theory of knowledge and statistics. After an introduction to fundamental concepts, various probability density functions commonly occurring in physics are presented. Stochastic variables and statistical processes are important to understand the concepts of signal and background. The “Maximum Likelihood” and the “Least Square” methods are employed to exploit experimental data. Emphasis is given to the Monte Carlo method for simulation and analysis. An overview to more advanced statistical methods is given. The course contains several topics such as: estimation, confidence intervals, covariance matrices, statistical information, hypothesis testing including detection of signal, simulations, systematic uncertainties, use of common statistical programming packages. Every main topic ends with a practical lab.