Amplitude estimation of a sine function based on confidence intervals and Bayes' theorem
Data Analysis, Statistics and Probability
2016-05-25 v2
Abstract
This paper discusses the amplitude estimation using data originating from a sine-like function as probability density function. If a simple least squares fit is used, a significant bias is observed for small amplitudes. It is shown that a proper treatment using the Feldman-Cousins algorithm of likelihood ratios allows one to construct improved confidence intervals. Using Bayes' theorem a probability density function is derived for the amplitude. It is used in an application to show that it leads to better estimates compared to a simple least squares fit.
Keywords
Cite
@article{arxiv.1512.08715,
title = {Amplitude estimation of a sine function based on confidence intervals and Bayes' theorem},
author = {Dennis Eversmann and Jörg Pretz and Marcel Rosenthal},
journal= {arXiv preprint arXiv:1512.08715},
year = {2016}
}