37. Statistics 1 37. STATISTICS

This chapter gives an overview of statistical methods used in high-energy physics. In statistics, we are interested in using a given sample of data to make inferences about a probabilistic model, e.g., to assess the model’s validity or to determine the values of its parameters. There are two main approaches to statistical inference, which we may call frequentist and Bayesian. In frequentist statistics, probability is interpreted as the frequency of the outcome of a repeatable experiment. The most important tools in this framework are parameter estimation, covered in Section 37.2, statistical tests, discussed in Section 37.3, and confidence intervals, which are constructed so as to cover the true value of a parameter with a specified probability, as described in Section 37.4.2. Note that in frequentist statistics one does not define a probability for a hypothesis or for the value of a parameter. In Bayesian statistics, the interpretation of probability is more general and includes degree of belief (called subjective probability). One can then speak of a probability density function (p.d.f.) for a parameter, which expresses one’s state of knowledge about where its true value lies. Bayesian methods provide a natural means to include additiona