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S
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a
t
i
s
t
i
c
s
n 0, 1, 2,
Statistics
dPi ( x, t )
2
x
t
i 1, 2,....
=
|=
,
|
(
)
i
dx
Normalization
+
+
dPi ( x, t )
2
Pi (t ) =
dx
dx
x
t
=
=
|
,
|
1
(
)
i
dx
2
12 t
dP12 ( x, t )
= | 1 ( x ) |2 e e 12 t state 1 disappears
dx
0. 1 5
2x
P(x)
G( x)
0. 1
G( )
P( x=)
<x>
0. 0 5
1 10
10 8
xx
10
P(x)
FWHM = 2 x 2 ln 2 = 2.35 x
Normalized probability
0.08
Statistics
G (xn)
( x x
1
exp
2
2
2
2 X
X
0.06
P ( x <=
x1 )
0.04
0.02
8
10
30
W. Udo Schrder, 2009
30
38
46
xxn
54
62
70
70
1
2 X2
(x x
dx exp
2
2
x1
1 N
n = ni ( n population unknown)
N i =1
Variance of n in the individual samples
N
1
s =
= (ni n ) 2
N 1 i =1
Variance (" error ") of the
Statistics
sample average n n
population
N
s2
1
(ni n ) 2
==
N N ( N 1) i =1
2
n
Std . deviation :=
n
Result : n n
W. Udo Schrder, 2009
pop
n2 < n > / N = 59
= (35496 59) min 1
Sample Statistics
P(x)
P( x=)
x x
1
pop
exp
2
2
v
2 v X2
X
)
2
10
3 independent
sample measurements
(equivalent statistics):
No rmally Distributed Event
No rmally Distrib uted Events
No rmally Distrib uted Event
10 10
10 10
m, i
,i
10 10
m, i
<x>+
<x>
<x>-
Statistics
0+
0
10 1
10 5.5
0
30 0
30 4.5
0
40 1
4 0 5 .5
n = 50
ii := FRAME
10 10
xm , i
xm, i
x0
x0
x0+
x0+
x0
x0
0
0
10
10
25
50
50
10
xm
W. Udo Schrder, 2009
10
xm
10
Central-Limit Theorem
Statistics
Binomial Distribution
P ( m) p
(1 p )
N m
Statistics
Pbinomial
W. Udo Schrder, 2009
NI
F
(m) = G J p b1 pg
H mK
m
N m
N m
N m
P
m
p
p
=
=
1
(
)
1
(
)
binomial
Binomial Dis trib utio ns N=30
=
m 0=
m 0 m
N
0.236 0.3
10
Pb( N , m , 0.1)
m =N p and m2 =N p (1 p )
0.2
Pb( N , m , 0.3)
0.1
Statistics
0
0
0
0
10
m
15
20
20
N
W. Udo Schrder, 2009
N p (1 p )
1
Np
N
1
2
2 m
x m
(
exp
2
PPoisson ( , m) =
11
p 0
and N
2 =
Pp ( 3 , m)
Statistics
m=0,1,2,
Pp ( 0.5 , m) 0.6
Pp ( 5 , m)
m!
= <m> = N p and
0.607 0.8
m e
0.4
Pp ( 10 , m)
0.2
For large N, p:
0
0
0
0
10
m
15
20
20
12
6.022 1023
N : 0.25mg =
0.25mg
6.38 1017
=
236 g
n
3.5946 104 min 1
14
1
p =
5.6362
10
min
=
=
N
6.38 1017
Probability for decay (decay rate per nucleus ) :
p= = 5.6362 1014 min 1
Statistics
0< n0 <
13
137Cs
Statistics
estimated
5 m
e
(8.52 10 ) e
=
m!
m!
8.52105
14
f
f
2
2
2
=
+
+
+
....
f
1
2
n
N2
Nn
N1
Statistics
( f |
N2,N3,..
) + ( f |
2
N1, N3,..
+ .. + f |N
1,N2,.., Nn 1
15
( N1 N2 )
N1 + N2
Statistics
Peak Area A
B1
Linear background
<B> = n(B1+B2)/2
Peak Area A:
Background B
=
A N12 n ( B1 + B2 ) / 2
B2
A = N12 + n2 ( B1 + B2 ) / 4
Confidence Level
Measured Probability
16
2
3
1
2 v 2pop
)
2
2
( x x )
exp
P (|< x pop > < x >| < )
dx =CL
2
2
2
2
< x>
Statistics
x x
pop
exp
2v 2pop
17
no counts in t
P ( 0 | ) =t e t with
e
d =1 normalized P
P( 0 ) = t e t d = 1 e 0 t := CL
normalized P
Statistics
1
1
0 = ln[1 P( 0 )] = ln[1 CL] > 0 Upper limit
t
t
Higher confidence levels CL (0 CL 1) larger upper limits for a given
time t inspected.
Reduce limit by measuring for longer period.
Maximum Likelihood
Measurement of correlations between observables y and x: {xi,yi| i=1-N}
Hypothesis: y(x) =f(c1,,cm; x). Parameters defining f: {c1,,cm}
ndof=N-m degrees of freedom for a fit of the data with f.
( yi f (c1 ,.., cm ; xi ) )2
exp
2
2
2
2 i
i
18
P(c1 ,.., cm )
=
=
Statistics
for every
data point
P (c ,.., c ; x)
=
i =1
N
j =1
c1 ,.., cm ) :
(=
2
yi )
(
=
2
2
N
yi )
(
1
exp
2
2
2
2 j
i
i =1
( yi f (c1 ,.., cm ; xi ) )
2
=i 1 =
i 1
i
i2
2/c
=0
When is 2 as
good as can be?
Minimizing 2
Example: linear fit f(a,b;x) = a + bx to data set {xi, yi, i}
yi )
(
2
=
=
( a, b ) :
2
N
Minimize:
19
( yi a bxi )
i
i 1
=i 1 =
i2
( yi a bxi )
N 2 ( y a bx )
2
i
i
( a, b ) =
0=
=
a
a i 1=
i2
i2
=
i 1
N 2 x ( y a bx )
2
i
i
i
( a, b ) =
0=
b
i2
i =1
Equivalent to solving system of linear equations
N
a
Statistics
+ b
xi
yi
=
2
N
2
2
=
1
i 1 =
i
i 1 i
i
i
d11 d12
ad11 + bd12 =
c1
D=
d21 d22
ad21 + bd22 =
c2
N x y
xi
xi2
=
a
i i
a
+
b
=
2
2
2
i 1 =
i
=
i
1
1
i
i
i
a2
=
N
1 c1 d12
1 d11 c1
=
b
D c2 d22
D d21 c2
xi2
1
1
1
2
b
D i2
D i2
Distribution of Chi-Squareds
Distribution of possible 2 for data sets distributed normally about a
theoretical expectation (function) with ndof degrees of freedom:
Chi-Squared Distribution
0 .4
Pndof ( 2 )d 2
P ( u , 1)
20
P ( u , 2)
0 .3
0 .2
P ( u , 5)
(n) = ( n 1) ! =
0 .1
Statistics
2ndof
2
2
( ndof 2 )
2
<2>ndof=5 =
n=
2ndof
2
2
dof
P ( u , 3)
P ( u , 4)
)
(
=
2 1
n
2 dof
d2
ndof 1
(Stirlings formula)
=
2.507e nnn 1 2 (1 + 0.0833 / n)
8
10
u 2
u:=
P( 2 , ndof ) =
Pndof (x)dx
Reduced 2:
2
2
2
n
(N m 1)
=
r
dof
For
0 r2 < 1.5
Confidence 50%
Statistics
21
CL for 2-Distributions
1-CL
uncorrel. P(x,y)
Punc ( x, y ) =P( x) P( y ) =
( x x
=
exp
2
2 2
2
4 x
x
1
=
Pcorr ( x, y )
2 2
2
2 x y xy
22
Statistics
x
correlated P(x,y)
( x x
exp
xy =
(x x
x y
x2 + ( y y
2 y2
y2 2 ( x x
2 ( x2 y2 xy2 )
)( y
2
2
1 x y
cot =
+
xy 2
=
rxy xy
W. Udo Schrder, 2009
) +(y
x2 y2
4
2
2
+ xy
)( y
y )
cj
uncorrelated
Punc ({ci }) = P( ci )
2 surface
23
Pcorr ({ci }) P( ci )
i
ci
Statistics
rij :
=
cj
correlated 2
surface
cj
cj
1 rij + 1
ij
;
rij =
i j
ci
W. Udo Schrder, 2009
(c c ) (c
(c c ) (c
ij :
=
1
1
c
c
c
c
i j covariance
i j
n 1
n
Multivariate Correlations
cj
Smoothed 2 surface
Steepest gradient,
Newton method w or w/o
damping of oscillations,
24
initial
guess
Biased MC:Metropolis MC
algorithms,
search
path
Statistics
ci