相关论文: Estimation of Upper Limits Using a Poisson Statist…

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

Experimenters report an upper limit if the signal they are trying to detect is non-existent or below their experiment's sensitivity. Such experiments may be contaminated with a background too poorly understood to subtract. If the background…

We present improved numerical approximations to the exact Poissonian confidence limits for small numbers n of observed events following the approach of Gehrels (1986). Analytic descriptions of all parameters used in the approximations are…

The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

The experimental problem of converting a measured binomial quantity, the fraction of events in a sample that pass a cut, into a physical binomial quantity, the fraction of events originating from a signal source, is described as a system of…

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…

A method is described, which computes from an observed sample of events upper limits for production rates of particles, or, in case of appearance of a signal, the probability for an upwards fluctuation of the background. For any candidate,…

Estimating the unknown number of classes in a population has numerous important applications. In a Poisson mixture model, the problem is reduced to estimating the odds that a class is undetected in a sample. The discontinuity of the odds…

Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

In the report the approach to estimation of quality of planned experiments is considered. This approach is based on the analysis of uncertainty, which will take place under the future hypotheses testing about the existence of a new…

Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…

The optimum interval method for finding an upper limit of a one-dimensionally distributed signal in the presence of an unknown background is extended to the case of high statistics. There is also some discussion of how the method can be…

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Prompt isolated leptons are essential in many analyses in high-energy particle physics but are subject to fake-lepton background, i.e. objects that mimic the lepton signature. The fake-lepton background is difficult to estimate from…

Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…

This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…

Assume that we observe a sample of size n composed of p-dimensional signals, each signal having independent entries drawn from a scaled Poisson distribution with an unknown intensity. We are interested in estimating the sum of the n unknown…

Models in which the number of goals scored by a team in a soccer match follow a Poisson distribution, or a closely related one, have been widely discussed. We here consider a soccer match as an experiment to assess which of two teams is…

For decades researchers have studied the On/Off counting problem, where a measured rate consists of two parts. One due to a signal process and another due to a background process, of which both magnitudes are unknown. While most frequentist…

Several experiments in high-energy physics and astrophysics can be treated as on/off measurements, where an observation potentially containing a new source or effect ("on" measurement) is contrasted with a background-only observation free…