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Piazza R. An Invitation to Probability and Data Analysis for Physicists 2025
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Preface
Digging Into Data: a Primer in Statistics
An (Apparent) Oxymoron, to Begin with
A Kick-Off Meeting with Randomness
The Passwords of Statistics
Frequency Distributions
Histograms
Outlining a Distribution
Mean
Moments of a Distribution
Standard Deviation and Skewness
Statistics by Classes and Weighted Parameters
A First Encounter with Brownian Motion
Correlations
Characteristic Scales and Scale Invariance
Probability Basics
Rules of Calculation
Independent Events
Conditional Probability
Bayes' Theorem
The Art of Combinatorics
Counting Distinguishable Stuff
Counting Indistinguishable Objects
The Stirling Approximation
Generalizing the Factorial: The Gamma Function
Random Variables
Probability Distributions for Discrete RVs
Expectation, Variance and Higher Moments
The Binomial Distribution
The Poisson Distribution
Probability Density for Continuous RVs
Probability Density
The Normal (or Gaussian) Distribution
Cumulative Normal Distribution
A Selection of Useful Distributions
The Negative Binomial Distribution
The Hypergeometric Distribution
The Beta Distribution
The Log-Normal Distribution
The Weibull and Pareto Distributions
A Multifaceted Distribution: The Generalized Gamma
Extreme Values
Probability: Accessories for Use
Functions of a Random Variable
Bivariate Distributions
Joint and Marginal Distributions
Independent Variables
Conditional Distributions
Expectation Values and Correlation Coefficients
Continuous Variables
Bivariate Normal Distribution
Probability Distribution for a Function of Two RVs
Complex Random Variables and Distributions
Characteristic Function
Some Properties of the Characteristic Function
Characteristic Functions of Noteworthy Distributions
A (Poor) Relative of \widetilde{f}(k)widetildef(k): The Moment Generating Function
Cumulants: Why the Gaussian Is So ``Special''
The Central Limit Theorem (CLT)
Probability and Information
Statistical Entropy
The Principle of Maximum Entropy
Relative Entropy and Mutual Information
The Problem of Continuous Variables
Statistical Versus Thermodynamic Entropy
Elements of Random Processes
Mathematical Tools for Random Processes
The Mean Function
Correlation Functions
Wide-Sense Stationarity and Ergodicity
Spectral Density and the Wiener-Khinchine Theorem
Random Pulse Sequences
Noise
Thermal Noise
Shot Noise
Colored Noise
From Random Walk to Brownian Motion
The Diffusion Limit
The Langevin Equation
Markov Processes
The Master Equation
The Fokker-Planck Equation
The Ornstein-Uhlenbeck Process
What Is Probability?
Probability for the Theorist: Equiprobability and Beyond
Probability for the Experimentalist: the Tormented Story of Frequentism
The Law of Large Numbers
Randomness and Algorithmic Complexity
Subjective ma Non Troppo
The Bayes Theorem, Cross and Delight of the Predictor
From Bayes' Theorem to Subjective and Logical Probability
Probability in Quantum Mechanics
Noise and Bias in Measurements
A Theorist's Little Guide to the Lab
Measurement Setup
Specs and Features of an Experimental Setup
Noise Versus Errors
Precision Versus Accuracy
Is Noise Gaussian?
Outliers
Parameter Assessment
Why Is It Worth Taking More Measurements?
The Mean as an Estimator of the Expectation
Estimating \sigma_xσx: The ``Adjusted'' Standard Deviation
How to Report a Result
Estimating Correlations
Indirect Measurements
Expectation of Y= f(X)Y= f(X)
Functions of a Single Variable
Functions of Several Variables
Significant Figures
Weighted Averages
Small Samples
Data Analysis and Model Testing
The Maximum Likelihood (ML) Principle
Chi-Squared Test
Degrees of Freedom
Distribution of the Chi-Squared
Chi-Squared Test for a Distribution
Maximum Likelihood or Maximum Entropy?
Testing, Comparing, or Guessing a Relationship
The Method of Least Squares
Linear Relationships (or Reducible to Them)
Regression
Polynomial and Nonlinear Fits
Chi-Squared Test for a Fit
Benefits and Limits of the \chi^2χ Test
Reversed Chi-Squared Test
Hypotheses Non Fingo
Is There a Signal? The Null Hypothesis
The Neyman-Pearson Test
Appendix Suggested Readings
Appendix A Mathematical Notes
Useful Functions (and False Friends)
The Gamma Function
The Beta Function
The Dirac Delta
Useful Integrals
Numeric Tables
Index
