Lecture 4. Expectation values and error propagation

Statistical Data Analysis

Dmitry V. Naumov (JINR)

Draft Outline

• TODO: expectation, variance, covariance
• TODO: correlations and covariance matrices
• TODO: linear error propagation

Exercises

Exercise

Show that the likelihood for a Poisson count \(n\) with expectation \(\mu\) is \[ L(\mu)=\frac{\mu^n e^{-\mu}}{n!}. \]