
part 1
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Introduction
Chap. 1 Description of data
data
types, binning, bar charts, histograms; averages, variance and standard deviation
of a data-set
Chap. 2 Probabilities
axioms, approaches, Bayes-theorem
Chap. 3 Probability distributions functions -- one random
variable
discrete and continuous distributions, expectation value, central moments,
variance, Tchebychev’s inequality, moments, characteristic function,
cumulants, variable transformation
Chap. 4 Distributions of several random variables --
multivariate p.d.f.s
marginal distributions, convolution, moments, covariance
and correlation, variable transformation, variable reduction,
distributions with more than two variables
Chap. 5 Important distributions and the CLT
binomial, multinomial, Poisson, uniform, normal, binormal,
chi-squared, log-normal, law of big numbers, central limit theorem (CLT)
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part 2
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Chap. 6 Errors
Measurement errors, error propagation, systematic errors
Chap. 7 Estimation
random sampling, estimators (bias, consistency, efficiency), basic estimators, stratified sampling, finite populations, likelihood (quotient and function), maximum likelihood (ML-) estimators, information inequality and minimum variance bound, minimum variance estimators, asymptotic properties of ML-estimators, errors on ML-estimators, covariances
Chap. 8 Least squares
chi-squared minimization, fitting to a straight line (“linear regression”), variances and correlation, binned data, goodness of fit, errors on x and y
Chap. 9 MCMC (Markov Chain Monte Carlo) -- sampling the posterior
How to obtain the distribution and errors of model parameters given a set of measurements, and a corresponding example
Chap. 10 Confidence intervals and hypothesis testing
confidence intervals (classical and based on likelihood function), errors of first and 2nd kind, significance, power, F-test, Student-test, Likelihood-ratio test, χ2-test, Kolmogorov-Smirnov test, Spearman rank-test, Wilcoxon rank-sum test (Mann-Whitney U-test)
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