English

Modified frequentist determination of confidence intervals for Poisson distribution

Data Analysis, Statistics and Probability 2015-06-11 v1 High Energy Physics - Experiment High Energy Physics - Phenomenology

Abstract

We propose modified frequentist definitions for the determination of confidence intervals for the case of Poisson statistics. We require that 1-\beta^{'} \geq \sum_{n=o}^{n_{obs}+k} P(n|\lambda) \geq \alpha^{'}. We show that this definition is equivalent to the Bayesian method with prior \pi(\lambda) \sim \lambda^{k}. Other generalizations are also considered. In particular, we propose modified symmetric frequentist definition which corresponds to the Bayes approach with the prior function \pi(\lambda) \sim 1/2(1 + \frac{n_{obs}}{\lambda}). Modified frequentist definitions for the case of nonzero background are proposed.

Keywords

Cite

@article{arxiv.1209.6545,
  title  = {Modified frequentist determination of confidence intervals for Poisson distribution},
  author = {S. I. Bitioukov and N. V. Krasnikov},
  journal= {arXiv preprint arXiv:1209.6545},
  year   = {2015}
}

Comments

15 pages, 3 figures. Talk given by N.V. Krasnikov at Workshop "Calculations for modern and future colliders", Dubna, July 2012, Russia