This paper presents the statistical methods used in setting limits and discovery significances in the search for new particles in the CDF experiment at the Fermilab Tevatron. For single-channel counting experiments the collaboration employs the classical Helene formula, with Bayesian integration over systematic uncertainties in the signal acceptance and background. For more complex cases such as spectral fits and combining channels, likelihood-based methods are used. In the discoveries of the top quark and B(c) meson, the significance was estimated from the probability of the null hypothesis, using toy Monte Carlo methods. Lastly, in the recent SUSY/Higgs Workshop, the Higgs Working Group used a method of combining channels and experiments based on the calculation of the joint likelihood for a particular experimental outcome, and averaging over all possible outcomes.