English

On the relation between frequentist and Bayesian approaches for the case of Poisson statistics

Data Analysis, Statistics and Probability 2012-06-19 v1 Methodology

Abstract

We propose modified frequentist definition for the determination of confidence intervals for the case of Poisson statistics. Namely, 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}. We also propose modified frequentist definition for the case of nonzero background.

Keywords

Cite

@article{arxiv.1206.3991,
  title  = {On the relation between frequentist and Bayesian approaches for the case of Poisson statistics},
  author = {Sergey Bitioukov and Nikolai Krasnikov},
  journal= {arXiv preprint arXiv:1206.3991},
  year   = {2012}
}

Comments

9 pages