Frequentist Hypothesis Testing with Background Uncertainty
Data Analysis, Statistics and Probability
2014-11-18 v1
Abstract
We consider the standard Neyman-Pearson hypothesis test of a signal-plus-background hypothesis and background-only hypothesis in the presence of uncertainty on the background-only prediction. Surprisingly, this problem has not been addressed in the recent conferences on statistical techniques in high-energy physics -- although the its confidence-interval equivalent has been. We discuss the issues of power, similar tests, coverage, and ordering rules. The method presented is compared to the Cousins-Highland technique, the ratio of Poisson means, and ``profile'' method.
Keywords
Cite
@article{arxiv.physics/0310108,
title = {Frequentist Hypothesis Testing with Background Uncertainty},
author = {Kyle S. Cranmer},
journal= {arXiv preprint arXiv:physics/0310108},
year = {2014}
}
Comments
Talk from PhyStat2003, Stanford, Ca, USA, September 2003, 4 pages, LaTeX, 2 eps figures. PSN WEMT004