Related papers: Including Systematic Uncertainties in Confidence I…
The incorporation of systematic uncertainties into confidence interval calculations has been addressed recently in a paper by Conrad et al. (Physical Review D 67 (2003) 012002). In their work, systematic uncertainities in detector…
In this note we consider coverage of confidence intervals calculated with and without systematic uncertainties. These calculations follow the prescription originally proposed by Cousins & Highland but here extended to account for different…
In high energy physics, a widely used method to treat systematic uncertainties in confidence interval calculations is based on combining a frequentist construction of confidence belts with a Bayesian treatment of systematic uncertainties.…
We construct uncertainty intervals for weak Poisson signals in the presence of background. We consider the case where a primary experiment yields a realization of the signal plus background, and a second experiment yields a realization of…
The incorporation of uncertainties to calculations of signal significance in planned experiments is an actual task. Several approaches to this problem are discussed. We present a procedure for taking into account the systematic uncertainty…
In this note we present studies of coverage and power for confidence intervals for a Poisson process with known background calculated using the Likelihood ratio (aka Feldman & Cousins) ordering with Bayesian treatment of uncertainties in…
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…
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…
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…
Inspired by the recent proposal by Feldman and Cousins of a ``unified approach to the classical statistical analysis of small signals'' based on a choice of ordering in Neyman's construction of classical confidence intervals, I propose a…
A suggestion is made for improving the Feldman Cousins method of estimating signal counts in the presence of background. The method concentrates on finding essential information about the signal and ignoring extraneous information about…
When searching for new physics effects, collaborations will often wish to publish upper limits and intervals with a lower confidence level than the threshold they would set to claim an excess or a discovery. However, confidence intervals…
The measurements with the background estimation from an off-zone are widely used in astrophysics, accelerator physics and other areas. Usually, the expected number of the background events in the off-zone and in the on-zone is known with a…
The unified approach of Feldman and Cousins allows for exact statistical inference of small signals that commonly arise in high energy physics. It has gained widespread use, for instance, in measurements of neutrino oscillation parameters…
Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…
We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…
We present a procedure for calculating an upper limit on the number of signal events which incorporates the Poisson uncertainty in the background, estimated from control regions of one or two dimensions. For small number of signal events,…
Expected coverage and expected length of 90% upper and lower limit and 68.27% central intervals are plotted as functions of the true signal for various values of expected background. Results for several objective priors are shown, and…
This article describes an efficient procedure for computing approximate confidence levels for searches for new particles where the expected signal and background levels are small enough to require the use of Poisson statistics. The results…
In various high-energy physics contexts, such as neutrino-oscillation experiments, several assumptions underlying the typical asymptotic confidence interval construction are violated, such that one has to resort to computationally expensive…