Computation of confidence intervals for Poisson processes
High Energy Physics - Experiment
2009-10-31 v1 High Energy Physics - Phenomenology
Data Analysis, Statistics and Probability
Abstract
We present an algorithm which allows a fast numerical computation of Feldman-Cousins confidence intervals for Poisson processes, even when the number of background events is relatively large. This algorithm incorporates an appropriate treatment of the singularities that arise as a consequence of the discreteness of the variable.
Cite
@article{arxiv.hep-ex/9911024,
title = {Computation of confidence intervals for Poisson processes},
author = {J. A. Aguilar-Saavedra},
journal= {arXiv preprint arXiv:hep-ex/9911024},
year = {2009}
}
Comments
18 pages, 6 PS figures. Uses epsfig.sty