Lecture 6. The Monte Carlo method

Statistical Data Analysis

Dmitry V. Naumov (JINR)

Draft Outline

• TODO: random sampling and pseudo-experiments
• TODO: event generation and detector effects
• TODO: uncertainty propagation with MC

Exercises

Exercise

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