"The best thing about being a statistician is that you get to play in everyone else's backyard."
[John Tukey, Princeton University]
Takehome exam:
The final
takehome exam has been posted!
Hand in at www.eksamen.ku.dk by Friday 19th of January 2018 at 12:00.
Here is the associated problem 4.1 data file
and a Python script for reading it.
Here is the associated problem 5.1 data file
and a Python script for reading it.
Some advice for the exam can be found here:
Applied Statistics takehome exam advice
What, when, where, prerequisites, books, curriculum and evaluation:
Content: 
Graduate statistics course giving an advanced introduction to statistics and data analysis. 
Level: 
Intended for students at 3rd5th year of studies and new Ph.D. students. 
Prerequisites: 
Math (calculus and linear algebra) and programming experience (any language, but see below). 

Note on prerequisites: Programming is an essential tool and necessary for the course!!! 
When: 
Monday 912, Tuesday 1317, and Friday 912 (Week Schedule Group B). 
Where: 
Lectures: Auditorium 6, Exercises: A110 + A111 (Tuesday Aud. 6 and A111) at HCO. 
Period: 
Blok 2 (20th of November 2017  19th of January 2018), 7.3 weeks total (missing a Monday and a Friday). 
Format: 
Shorter lectures followed by computer exercises, discussion, and occationally experiments. 
Text book: 
Roger Barlow: Statistics: A guide to the use of statistics.

Additional literature: 
Philip R. Bevington: Data Reduction and Error Analysis, Glen Cowan: Statistical Data Analysis. 
Programs used: 
Simple Python (v2.7)
(Python v3.5 is also OK) and a few packages on top. 
Pensum/Curriculum: 
The course curriculum can be found here. 
Key words: 
PDFs, Uncertainties, Correlation, ChiSquare, Likelihood, Fitting, Monte Carlo and Data Analysis. 
Language: 
English (occational Danish utterings!). All exercises, problem sets, exams, notes, etc. are in English. 
Evaluation: 
Problem set (15%), two projects (25%), and takehome exam (60%). 
Exam: 
Takehome (28 hour) exam given Thursday the 18th of January 2018 at 8:15. 
Censur: 
Internal censor evaluation (following the Danish 7step scale) 
Credits: 
7.5 ECTS
(1/8 academic years work, that is 187.5225 hours of work,
thus 2328 hours weekly). 
Before course start:
Further course information can be found here:
Applied Statistics course information
Install Python and a few packages on top, and check that it runs!
Expected learning objectives of the course are discussed here:
Learning objectives
A "course introduction" questionnaire can be found at:
Applied Statistics 2017 Questionaire
List of things to be done by first day of course (Monday the 21st of November):
Applied Statistics check list
"Essentially, all models are wrong, but some are useful".
[George E. P. Box, British Statistician, 19192013]
Course outline:
Below is the preliminary course outline, subject to changes throughout the course.
Week 0: (Precoursestartsession)
Nov 15: (11:1514:00): Setting up Python, introduction, tips and trick to Python programming (Aud. A).
Nov 16: (11:1514:00): Further introduction, tips and trick to Python programming (Aud. A).
Introduction to Python (also read more here: Dive into Python):
PythonIntro.py
Producing nice plots:
IntroToPlottingAndFitting.py,
which produces this figure.
Prime numbers and their distribution:
Calculation: CalcPrimeNumbers.py and
plotting: CalcAndPlotPrimeNumbers.py,
which produces this figure.
Week 1 (Introduction, general concepts)
Nov 20: 8:15: Intro to course, photos, questionnaire and table measurements (Aud. A).
Central limit theorem. Mean, RMS and estimators. Correlation. Significant digits.
Nov 21: Error propagation (which is a science!) and short Python tutorial.
Nov 24: ChiSquare method (which plays a central role in the course!).
Form Project 1 groups. Estimate g measurement uncertainties.
Week 2 (ChiSquare, Systematic Errors)
Nov 27: 8:15: Start project 1
(for Thursday the 7th of December) doing experiments in First Lab.
Nov 28: Probability Density Functions (PDF) especially Binomial, Poisson and Gaussian.
Writing "Weighted mean" function.
Dec 1: Analysis of "Table Measurement data" and discussion of real data analysis.
Week 3 (Likelihood, Fitting, Using Simulation):
Dec 4: Producing random numbers and their use in simulations.
Dec 5: Principle of maximum likelihood and (more) fitting/examples.
Introducing problem set and
data (for noon Friday the 22nd of December).
Here is the associated problem 4.1 data file
and a Python script for reading it.
Here is the associated problem 5.1 data file
and a Python script for reading it.
Here is the associated problem 5.2 data file
and a Python script for reading it.
Dec 8: Simulation exercises and summary (having handed in project 1
and residuals).
Week 4 (Hypothesis Testing and limits):
Dec 11: Hypothesis testing. Simple, ChiSquare, Kolmogorov and runs tests.
Dec 12: Limits and confidence intervals. Testing random numbers
Dec 15: Calibration and use of control channels. Table measurement solution.
Week 5 (Bayes Theorem and classification):
Dec 18: Bayes theorem and separating/classifying events.
Analysis of
testbeam data (part I). Evaluation of project 1 results.
Dec 19: Analysis of
testbeam data (part II). Session on Problem Set.
Dec 22: Vacation  no serious teaching! Only requirement is an
accepted subject and data for Project 2
(for Sunday the 14th of January).
For exam training, posting Exam2014.pdf
Week 6 (Multivariate Analysis):
Jan 1: More on hypothesis testing and Project 2 status.
Just kidding  there is of course no teaching!
Jan 2: MultiVariate Analysis (MVA) part I. The linear Fisher discriminant.
Jan 5: MultiVariate Analysis (MVA) part II. Neural Networks, Decision Trees and other MVAs.
Week 7: (Advanced fitting and project 2)
Jan 8: Hypothesis testing and Project 2 work.
Jan 9: Advanced fitting and Project 2 work.
Jan 12: Planning of an experiment and Project 2 work. (Hand in Project 2 by Sunday 14th, 22:00).
Week 8 (Project 2 presentations and exam):
Jan 15: Project 2 presentations.
Short deliberation on 2014 exam.
Jan 16: Project 2 presentations.
Summary/repetition of course curriculum.
Jan 18: Exam given
(posted on course webpage 8:15 in the morning).
Jan 19: 12:00 Exam to be handed in (on www.eksamen.ku.dk).
Week 9 (Returning exam):
Jan 26: 15:1516:30ish+ (Aud. M): Exam solution, grades and course feedback.
Designing experiments (inspired by "A lady tasting tea") with beer tasting? Or just beer...
Notes and links:
In addition to the text book and other literature, some notes may be
useful during the course:
PDG notes on Probability.
PDG notes on Statistics.
PDG notes on Monte Carlo Techniques.
Note on analytical fit of straight line.
Note on Frequentialist vs. Bayesian statistics and discoveries.
Note on rejecting data using Chauvenet's criteria.
Nature Physics article on discoveries.
Fisher's Exact Test on tea drinking lady.
Statistics resources.
Online course introducing Machine Learning..
Power Comparisons between tests of normality (spoiler alert: ShapiroWilk wins!)
Comments about course (biased selection!):
"This course overqualified me for a course on scientific
computing at Harvard the following Summer."
[Dennis Christensen (2009 course)]
"I recommended this course to everyone I know."
[Pernille Yde (2009 course)]
"I don't think that you can rightly call yourself a physicist,
if you have not had a course of this type."
[Bo Frederiksen (2010 course)]
"My second project in the course led to an article now in
review for Nature magazine!"
[Ninna Rossen (2011 course)]
"If you really want to understand your data, you need a
course like this."
[Julius Bier Kirkegaard (2012 course)]
"I realized that I was very well prepared by this course,
when I started working at CERN as a Summer Student."
[Mathias Heltberg (2013 course)]
"It is now many years ago, that I followed your course, but
there is hardly a day, where I don't think about it"
[Frederik Beyer (2011 course, in October 2014)]
"This is without a doubt the single most useful, and possibly
most influential, course I have taken during my university
education. Thank you."
[Samuel Walsh (2013 course, in December 2014)]
"Tak for et fedt kursus. Naar jeg taenker tilbage paa mine 2.5
aars fysikstudier staar Anvendt Statistik frem som noget af det
sjoveste og mest spaendende."
[Martin Hayhurst Appel (2014 course)]
"Every single sleepless night spent on this course has enriched
my way of thinking."
[Arianna Marchionne (2015 course)]
"The best lecturer I had in my 3 years of studies in UCPH."
[Anonymous (2016 course)]
"I miss the course very much."
[Niccolo Maffezzoli (instructor in 2015+2016 course, in 2017 as a PostDoc)]
"I am able to confirm your course is very demanding but indeed worth
working for, for I could spend another 7 weeks on this interesting
curriculum!"
[Jan de Boer 2017, upon having been told, that the course is demanding]
"This course has been one of the most important aspects of my
education so far. I have heard this from earlier students again
and again  i am happy to say that i understand why now!"
[Anonymous, Last line in the evaluation of 2017 course]

"The art of drawing conclusions from experiments and
observations consists in evaluating probabilities and in
estimating whether they are sufficiently great or numerous enough
to constitute proofs. This kind of calculation is more complicated
and more difficult than it is commonly thought to be."
[Antoine Lavoisier, 17431794]
Last updated 18th of March 2018.