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Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform
The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ("null") hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which...
Autores principales: | , |
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Lenguaje: | eng |
Publicado: |
CERN
1999
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.5170/CERN-2000-005.109 http://cds.cern.ch/record/389410 |
_version_ | 1780893669811814400 |
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author | Hu, H Nielsen, J |
author_facet | Hu, H Nielsen, J |
author_sort | Hu, H |
collection | CERN |
description | The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ("null") hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estimator may be compared. In this note, a new approach is presented which calculates analytically the experiment estimator distribution via a Fourier transform, using the likelihood ratio as an ordering estimator. The analytic approach enjoys an enormous speed advantage over the toy Monte Carlo method, making it possible to quickly and precisely calculate confidence level results. |
id | cern-389410 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 1999 |
publisher | CERN |
record_format | invenio |
spelling | cern-3894102019-09-30T06:29:59Zdoi:10.5170/CERN-2000-005.109http://cds.cern.ch/record/389410engHu, HNielsen, JAnalytic Confidence Level Calculations using the Likelihood Ratio and Fourier TransformDetectors and Experimental TechniquesThe interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ("null") hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estimator may be compared. In this note, a new approach is presented which calculates analytically the experiment estimator distribution via a Fourier transform, using the likelihood ratio as an ordering estimator. The analytic approach enjoys an enormous speed advantage over the toy Monte Carlo method, making it possible to quickly and precisely calculate confidence level results.CERNphysics/9906010WISC-EX-99-352oai:cds.cern.ch:3894101999-06-07 |
spellingShingle | Detectors and Experimental Techniques Hu, H Nielsen, J Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform |
title | Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform |
title_full | Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform |
title_fullStr | Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform |
title_full_unstemmed | Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform |
title_short | Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform |
title_sort | analytic confidence level calculations using the likelihood ratio and fourier transform |
topic | Detectors and Experimental Techniques |
url | https://dx.doi.org/10.5170/CERN-2000-005.109 http://cds.cern.ch/record/389410 |
work_keys_str_mv | AT huh analyticconfidencelevelcalculationsusingthelikelihoodratioandfouriertransform AT nielsenj analyticconfidencelevelcalculationsusingthelikelihoodratioandfouriertransform |