The phase diagram of QCD: methods and logic of the comparison of experiments and theory

A small review of the phase diagram of QCD is presented. This is followed by a discussion of the conditions under which experimental data on the fluctuations of conserved quantities in heavy - ion collisions can be treated in the grand canonical ensemble. A robust method for detecting the presence of a nearby critical point in experiments is given. There is a short discussion of the need for non-Gaussian error analysis