lecture 2 basic statistics
TRANSCRIPT
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Recommended Reading
● Philip Bevington & D. Keith Robinson:Data Reduction and Error Analysis for the Physical Sciences
● John R. Taylor: An Introduction to Error Analysis
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Different Types of Error
● Illegitimate errors:– Irreproducible errors.
● Systematic errors:– Often due to experimental bias or measurement
errors.
● Random errors:– Measurement or statistical uncertainty.
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Random Numbers
● Write a program to flip coins:
● Random numbers– If seed is undefined,
get pseudo random numbers.
– If seed is defined, get the same number.
Note that seed is different in IDLbut the concept is the same.
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Use Vectors
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Heads or Tails
What is wrong in the above program?
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Vector Shortcut
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Monte Carlo Tests
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More Monte Carlo
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More Monte Carlo
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More Monte Carlo
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More Monte Carlo
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Effects of Sample Size
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Do it with Style
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Central Limit Theorem
● If we take a large enough sample of independent random numbers, the distribution of their mean (μ) will approach a normal distribution with mean μ and standard deviation σ/sqrt(N).