Related papers: Likelihood ratio intervals with Bayesian treatment…
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.…
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…
One way to incorporate systematic uncertainties into the calculation of confidence intervals is by integrating over probability density functions parametrizing the uncertainties. In this note we present a development of this method which…
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…
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…
Confidence intervals for a binomial parameter or for the ratio of Poisson means are commonly desired in high energy physics (HEP) applications such as measuring a detection efficiency or branching ratio. Due to the discreteness of the data,…
A C++ class was written for the calculation of frequentist confidence intervals using the profile likelihood method. Seven combinations of Binomial, Gaussian, Poissonian and Binomial uncertainties are implemented. The package provides…
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 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…
The evaluation of the error to be attributed to cut efficiencies is a common question in the practice of experimental particle physics. Specifically, the need to evaluate the efficiency of the cuts for background removal, when they are…
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…
In this paper we propose a procedure to evaluate Bayesian confidence intervals in counting experiments where both signal and background fluctuations are described by the Poisson statistics. The results obtained when the method is applied to…
We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible…
We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…
We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…
A maximum likelihood method is used to deal with the combined estimation of multi-measurements of a branching ratio, where each result can be presented as an upper limit. The joint likelihood function is constructed using observed spectra…
We compute bias, variance, and approximate confidence intervals for the efficiency of a random selection process under various special conditions that occur in practical data analysis. We consider the following cases: a) the number of…
The construction of the Bayesian credible (confidence) interval for a Poisson observable including both the signal and background with and without systematic uncertainties is presented. Introducing the conditional probability satisfying the…
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…
We consider the power to reject false values of the parameter in Frequentist methods for the calculation of confidence intervals. We connect the power with the physical significance (reliability) of confidence intervals for a parameter…