Probability and Statistics for Physical Sciences

Prof. Brian R. Martin graduated from Birmingham University with a BSc in Physics and then moved to University College London (1962-1965) to take a PhD in Theoretical Physics. He was a Ford Foundation Fellow at the Institute for Theoretical Physics, Copenhagen University, Copenhagen; a NATO Postdoctoral Fellowship at the Neils Bohr Institute, Copenhagen; and a Research Associate in the Physics Department of Brookhaven National Laboratory, New York. Returning to University College London, he served as a Lecturer, then a Reader and Professor, before becoming Head of Department (1993-2004). Professor Martin retired as Professor Emeritus in October 2005. Dr. Mark F. Hurwitz graduated from Northwestern University with a BS in Mechanical Engineering and then worked as an engineer at Xerox Corporation while earning an MS in Mechanical and Aerospace Engineering at the University of Rochester. He earned a PhD at Cornell University in Theoretical and Applied Mechanics during an extensive R&D career in the filtration and separations industry at Pall Corporation, where he was inventor of 12 US patents with multiple foreign cognates. Returning to Cornell University, he was an Adjunct Professor in the Robert Frederick Smith School of Chemical and Biomolecular Engineering, before moving to administration and becoming the Chief Research Compliance Officer.

1. Statistics, Experiments, and Data
2. Probability
3. Probability Distributions I: Basic Concepts
4. Probability Distributions II: Examples
5. Sampling and Estimation
6. Sampling Distributions Associated with the Normal Distribution
7. Parameter Estimation I: Maximum Likelihood and Minimum Variance
8. Parameter Estimation II: Least-Squares and Other Methods
9. Interval Estimation
10. Hypothesis Testing I: Parameters
11. Hypothesis Testing II: Other Tests

Appendices
1. Miscellaneous Mathematics
2. Optimization of Nonlinear Functions
3. Statistical Tables
4. Answers to Selected Problems