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The Statistical Analysis of Gaussian and Poisson Signals Near Physical Boundaries | | Mark Mandelkern
; Jonas Schultz
; | | Date: |
20 Oct 1999 | | Journal: | J.Math.Phys. 41 (2000) 5701-5709 | | Subject: | hep-ex | | Abstract: | 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 pathologies that affect the Likelihood Ratio and related constructions. Away from non-physical regions, the results are exactly the usual central two-sided intervals. The construction is based on including the physical constraint in the derivation of the estimator, leading to an estimator with values that are confined to the physical domain. | | Source: | arXiv, hep-ex/9910041 | | Services: | Forum | Review | PDF | Favorites | |
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