‘Interview’, Probability and Statistics: 5 Questions

Intervie

Probability and Statistics for Particle Physicists

Lectures presented at the 1st CERN Asia-Europe-Pacific School of High-Energy Physics, Fukuoka, Japan, 14-27 October 2012. A pedagogical selection of topics in probability and statistics is presented. Choice and emphasis are driven by the author's personal experience, predominantly in the context of physics analyses using experimental data from high-energy physics detectors.Comment: Updated version of lectures given at the First Asia-Europe-Pacific School of High-Energy Physics, Fukuoka, Japan, 14-27 October 2012. Published as a CERN Yellow Report (CERN-2014-001) and KEK report (KEK-Proceedings-2013-8), K. Kawagoe and M. Mulders (eds.), 2014, p. 219. Total 28 pages, 36 figure

An Essay on the Double Nature of the Probability

Classical statistics and Bayesian statistics refer to the frequentist and subjective theories of probability respectively. Von Mises and De Finetti, who authored those conceptualizations, provide interpretations of the probability that appear incompatible. This discrepancy raises ample debates and the foundations of the probability calculus emerge as a tricky, open issue so far. Instead of developing philosophical discussion, this research resorts to analytical and mathematical methods. We present two theorems that sustain the validity of both the frequentist and the subjective views on the probability. Secondly we show how the double facets of the probability turn out to be consistent within the present logical frame

Evidence: Admission of Mathematical Probability Statistics Held Erroneous for Want of Demonstration of Validity

In State v. Sneed the New Mexico Supreme Court limited its disapproval of evidence of probability statistics to the particular facts presented but failed to articulate specific safeguards for subsequent use of such evidence. This note explores the nature of probability statistics, their potential utility in a legal context, and criteria by which their admissibility might be determined

Asymptotics: Particles, Processes and Inverse Problems. Festschrift for Piet Groeneboom

In September 2006, Piet Groeneboom officially retired as professor of statistics at Delft University of Technology and the Vrije Universiteit in Amsterdam. He did so by delivering his farewell lecture `Summa Cogitatio' ([42] in Piet's publication list) in the Aula of the university in Delft. To celebrate Piet's impressive contributions to statistics and probability, the workshop `Asymptotics: particles, processes and inverse problems' was held from July 10 until July 14, 2006, at the Lorentz Center in Leiden. Many leading researchers in the fields of probability and statistics gave talks at this workshop, and it became a memorable event for all who attended, including the organizers and Piet himself. This volume serves as a Festschrift for Piet Groeneboom. It contains papers that were presented at the workshop as well as some other contributions, and it represents the state of the art in the areas in statistics and probability where Piet has been (and still is) most active. Furthermore, a short CV of Piet Groeneboom and a list of his publications are included.Comment: Published at http://dx.doi.org/10.1214/074921707000000247 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Survival probability and order statistics of diffusion on disordered media

We investigate the first passage time t_{j,N} to a given chemical or Euclidean distance of the first j of a set of N>>1 independent random walkers all initially placed on a site of a disordered medium. To solve this order-statistics problem we assume that, for short times, the survival probability (the probability that a single random walker is not absorbed by a hyperspherical surface during some time interval) decays for disordered media in the same way as for Euclidean and some class of deterministic fractal lattices. This conjecture is checked by simulation on the incipient percolation aggregate embedded in two dimensions. Arbitrary moments of t_{j,N} are expressed in terms of an asymptotic series in powers of 1/ln N which is formally identical to those found for Euclidean and (some class of) deterministic fractal lattices. The agreement of the asymptotic expressions with simulation results for the two-dimensional percolation aggregate is good when the boundary is defined in terms of the chemical distance. The agreement worsens slightly when the Euclidean distance is used.Comment: 8 pages including 9 figure