A Unified Approach to the Classical Statistical Analysis of Small Signals

dc.creatorFeldman, Gary J.
dc.creatorCousins, Robert D.
dc.date1997-11-22
dc.date1999-12-16
dc.date.accessioned2026-07-07T10:34:40Z
dc.date.available2026-07-07T10:34:40Z
dc.descriptionWe give a classical confidence belt construction which unifies the treatment of upper confidence limits for null results and two-sided confidence intervals for non-null results. The unified treatment solves a problem (apparently not previously recognized) that the choice of upper limit or two-sided intervals leads to intervals which are not confidence intervals if the choice is based on the data. We apply the construction to two related problems which have recently been a battle-ground between classical and Bayesian statistics: Poisson processes with background, and Gaussian errors with a bounded physical region. In contrast with the usual classical construction for upper limits, our construction avoids unphysical confidence intervals. In contrast with some popular Bayesian intervals, our intervals eliminate conservatism (frequentist coverage greater than the stated confidence) in the Gaussian case and reduce it to a level dictated by discreteness in the Poisson case. We generalize the method in order to apply it to analysis of experiments searching for neutrino oscillations. We show that this technique both gives correct coverage and is powerful, while other classical techniques that have been used by neutrino oscillation search experiments fail one or both of these criteria.
dc.description40 pages, 15 figures. Changes 15-Dec-99 to agree more closely with published version. A few small changes, plus the two substantive changes we made in proof back in 1998: 1) The definition of "sensitivity" in Sec. V(C). It was inconsistent with our actual definition in Sec. VI. 2) "Note added in proof" at end of the Conclusion
dc.identifierhttps://arxiv.org/abs/physics/9711021
dc.identifierhttp://arxiv.org/abs/physics/9711021
dc.identifierPhys.Rev.D57:3873-3889,1998
dc.identifierdoi:10.1103/PhysRevD.57.3873
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/179554
dc.subjectData Analysis, Statistics and Probability
dc.subjectHigh Energy Physics - Experiment
dc.titleA Unified Approach to the Classical Statistical Analysis of Small Signals
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