Ordering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters
Data Analysis, Statistics and Probability
2017-08-23 v1 High Energy Physics - Experiment
Abstract
We discuss some issues arising in the evaluation of confidence intervals in the presence of nuisance parameters (systematic uncertainties) by means of direct Neyman construction in multi-dimensional space. While this kind of procedure provides rigorous coverage, it may be affected by large overcoverage, and/or produce results with counterintuitive behavior with respect to the uncertainty on the nuisance parameters, or other undesirable properties. We describe a choice of ordering algorithm that provides results with good general properties, the correct behavior for small uncertainties, and limited overcoverage.
Cite
@article{arxiv.physics/0511202,
title = {Ordering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters},
author = {Giovanni Punzi},
journal= {arXiv preprint arXiv:physics/0511202},
year = {2017}
}
Comments
5 pages, 3 figures, to appear in proceedings of PhyStat2005, Oxford, UK, Sept 2005, Imperial College Press