相关论文: A Comment on the Roe-Woodroofe Construction of Poi…

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…

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…

A results of numerical procedure for construction of confidence intervals for parameter of Poisson distribution for signal in the presence of background which has Poisson distribution with known value of parameter are presented. It is shown…

Results of numerical procedure of constructing confidence intervals for parameter of the Poisson distribution of signal events in the presence of background events with known value of parameter of Poisson distribution are presented. It is…

Roe and Woodroofe (RW) have suggested that certain conditional probabilities be incorporated into the ``unified approach'' for constructing confidence intervals, previously described by Feldman and Cousins (FC). RW illustrated this…

The Poisson probability distribution is frequently encountered in physical science measurements. In spite of the simplicity and familiarity of this distribution, there is considerable confusion among physicists concerning the description of…

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…

We propose a construction of frequentist confidence intervals that is effective near unphysical regions and unifies the treatment of two-sided and upper limit intervals. It is rigorous, has coverage, is computationally simple and avoids the…

The 'standard' confidence interval for a Poisson parameter is only one of a number of estimation intervals based on the chi-square distribution that may be used in the estimation of the mean or mean rate for a Poisson model. Other…

We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…

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…

Constructing valid inferential methods for constrained parameters in normal and Poisson distributions represents two fundamental and important problems in applied statistics, for which there is currently no unified framework for statistical…

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…

We study exact confidence intervals and two-sided hypothesis tests for univariate parameters of stochastically increasing discrete distributions, such as the binomial and Poisson distributions. It is shown that several popular methods for…

We propose randomized confidence intervals based on the Neyman-Pearson lemma, in order to make them more broadly applicable to distributions that do not satisfy regularity conditions. This is achieved by using the definition of fuzzy…

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,…

Robert Cousins has posted a comment on my manuscript on ``Confidence intervals for the Poisson distribution''. His key point is that one should not include in the likelihood non-physical parameter values, even for frequency statistics. This…

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…

In the recent paper [5], a Bayesian approach for constructing confidence intervals in monotone regression problems is proposed, based on credible intervals. We view this method from a frequentist point of view, and show that it corresponds…

Classically, confidence intervals are required to have consistent coverage across all values of the parameter. However, this will inevitably break down if the underlying estimation procedure is biased. For this reason, many efforts have…