Limits and confidence intervals in the presence of nuisance parameters

We discuss a general methodology called profile likelihood for the treatment of nuisance parameters, especially for the problem of setting limits. The method is fully frequentist and is applied here to the case of a Poisson signal process in the presence of background and efficiency, both of which c...

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Detalles Bibliográficos
Autores principales: Rolke, Wolfgang A., Lopez, Angel M., Conrad, Jan
Lenguaje:eng
Publicado: 2004
Materias:
Other Fields of Physics
Acceso en línea:https://dx.doi.org/10.1016/j.nima.2005.05.068
https://dx.doi.org/10.1142/9781860948985_0021
http://cds.cern.ch/record/722639
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author Rolke, Wolfgang A.
Lopez, Angel M.
Conrad, Jan
author_facet Rolke, Wolfgang A.
Lopez, Angel M.
Conrad, Jan
author_sort Rolke, Wolfgang A.
collection CERN
description We discuss a general methodology called profile likelihood for the treatment of nuisance parameters, especially for the problem of setting limits. The method is fully frequentist and is applied here to the case of a Poisson signal process in the presence of background and efficiency, both of which can have uncertainties. We show that the method has correct coverage in all cases considered. Routines performing the necessary calculations are available as stand-alone FORTRAN routines or within the analysis framework ROOT.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2004
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spelling cern-7226392021-07-15T23:08:50Zdoi:10.1016/j.nima.2005.05.068doi:10.1142/9781860948985_0021http://cds.cern.ch/record/722639engRolke, Wolfgang A.Lopez, Angel M.Conrad, JanLimits and confidence intervals in the presence of nuisance parametersOther Fields of PhysicsWe discuss a general methodology called profile likelihood for the treatment of nuisance parameters, especially for the problem of setting limits. The method is fully frequentist and is applied here to the case of a Poisson signal process in the presence of background and efficiency, both of which can have uncertainties. We show that the method has correct coverage in all cases considered. Routines performing the necessary calculations are available as stand-alone FORTRAN routines or within the analysis framework ROOT.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 parameter values for important classes of problems, in particular whenever there are additional nuisance parameters with statistical or systematic errors. Programs are available for calculating these intervals.physics/0403059oai:cds.cern.ch:7226392004
spellingShingle Other Fields of Physics
Rolke, Wolfgang A.
Lopez, Angel M.
Conrad, Jan
Limits and confidence intervals in the presence of nuisance parameters
title Limits and confidence intervals in the presence of nuisance parameters
title_full Limits and confidence intervals in the presence of nuisance parameters
title_fullStr Limits and confidence intervals in the presence of nuisance parameters
title_full_unstemmed Limits and confidence intervals in the presence of nuisance parameters
title_short Limits and confidence intervals in the presence of nuisance parameters
title_sort limits and confidence intervals in the presence of nuisance parameters
topic Other Fields of Physics
url https://dx.doi.org/10.1016/j.nima.2005.05.068
https://dx.doi.org/10.1142/9781860948985_0021
http://cds.cern.ch/record/722639
work_keys_str_mv AT rolkewolfganga limitsandconfidenceintervalsinthepresenceofnuisanceparameters
AT lopezangelm limitsandconfidenceintervalsinthepresenceofnuisanceparameters
AT conradjan limitsandconfidenceintervalsinthepresenceofnuisanceparameters

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