Statistical analysis of experimental data
Faculty of Physics, University of Warsaw
winter semester 2024/2025
Lecturer:
prof. dr hab. Aleksander Filip Żarnecki
Institute of Experimental Physics
e-mail:
zarnecki@fuw.edu.pl
Tel:
+48 22 5532801
Office:
Room 4.01, Pasteura 5
Full description can be found on
USOS
Lecture slides and homework tasks are also available on
Kampus platform
Python notebooks are available on
github
and Google Colab platform:
Lecture slides
Concept of probability
lecture 03.10.2024:
PDF
Introduction to Python
lecture 10.10.2024:
PDF
lecture notebook
Probability distributions and their properties
lecture 17.10.2024:
PDF
Binomial distribution
Poisson distribution
Gamma distribution
Model of radioactivity
Measurements and their uncertainties
lecture 24.10.2024:
PDF
Bessel's correction
script
Central Limit Theorem
script
Direct generation method
script
von Neuman generation method
script
General generation method
Monte Carlo methods
lecture 31.10.2024:
PDF
2-D Monte Carlo integration
example script
3-D numerical integration
example script
3-D Monte Carlo integration
example script
Parameter Inference
lecture 7.11.2024:
PDF
log-likelihood contours
script
probability density contours
script
probability density Monte-Carlo contours
Gauss probability intervals
script
Poisson probability intervals
script
Gamma probability intervals
script
Parameter Inference (2)
lecture 14.11.2024:
PDF
Frequentist central interval construction
for Gaussian variable
Comparison of Bayesian and Frequentist limits
for Gaussian variable with bound
Unified interval construction
for Gaussian variable with bound
Frequentist central interval construction
for Poisson variable with background
Unified interval construction
for Poisson variable with background
Least-squares method
lecture 21.11.2024:
PDF
χ
2
distribution
modelling
t distribution
modelling
Critical χ
2
values
plot
Example of linear least-squares fit
of Fourier series
Data for homework exercise
All materials are dedicated to the students of the University of Warsaw only
See also
Slides and scripts from the past courses:
2023/2024
2022/2023