There are a few websites I use, but the range is rather limited. For time series, there is:

– “A Sample of Astronomical Time Series” – http://xweb.nrl.navy.mil/timeseries/timeseries.html

The Astrostatistics summer school at PSU maintains a page with some datasets

– “Astronomical datasets for statistical analysis” – http://astrostatistics.psu.edu/datasets/

The UK Swift data centre hosts a light curve repository where you can download ASCII time series for virtually any GRB observed with the Swift/XRT

- “Swift/XRT GRB lightcurve repository” http://www.swift.ac.uk/xrt_curves/

I wonder if any AstroStat readers know of any more like this…?

]]>this website might be what you are looking for. I believe it is ran through NASA and University of Maryland. I used a data set here to try and understand the lifetime distribution of stars from supernova data as a class project. There seems to be many interesting data sets to glance through. I hope this helps.

]]>For high energy astrophysicists, books for particle physicists seem very useful and highly related. I’ll get the book later and read/scan. Thanks in bunch!

I wish there are some astronomical data depositories where no data reduction is required but one can apply various statistical analyses to the data in the depository to learn and compare statistical methods. I always have troubles in data reduction because I’m lack in hand-on instructions of reducing data sets that are nowadays available from websites and virtual observatory. I see dozens of thousand points from an archive but papers reduce them to a few hundreds or thousands prior to statistical analysis. These reduced data sets are not available to a person like me.

Once these reduced data sets from various astronomy divisions are available and put into a common depository; it’ll be useful for teaching statistics and data analysis to young astronomy students while exposing them various fields of astronomy. Also, it’ll lead up-to-date astrostatistics textbooks to be written so that there’s no need for astronomers to rely on books published 4-5 decades ago.

]]>There’s also a nice book ‘Statistical Data Analysis’ by Glen Cowan that covers a lot of the same material, but is again aimed at particle physicists.

]]>I have always looked upon it as a realization of Poisson statistics, but I notice that the treatment is in the Gaussian regime, and is quite general. It strikes me that it should work perfectly well in other situations, e.g., to non-parametrically deconvolve moderate resolution grating spectra, such as those from EUVE/*W or Chandra/LETG.

]]>On a formula for correcting statistics for the effects of a known error of observation ? If yes, this estimator is widely used in the Eddington book. ]]>

Mauro’s mention of Eddington is interesting in another respect: I don’t know if it’s covered in his 1914 book, but by that time he had written papers that introduced something like a shrinkage estimator—decades before Stein! This might make a neat paper for someone interested in the history of statistics, since shrinkage estimation is one of the key developments of 20th century statistics.

]]>There have been statistics references for astronomers according to their statistical needs, not lack of references.

]]>I suggest another “old” book: Statistical Astronomy, by R.J. Trumpler, H.F. Weaver, 1962, Dover. ]]>