The Gaussian CLs method for searches of new physics

We describe a method based on the CLs approach to present results in searches of new physics, under the condition that the relevant parameter space is continuous. Our method relies on a class of test statistics developed for non-nested hypotheses testing problems, denoted by ΔTΔT, which has a Gaussian approximation to its parent distribution when the sample size is large. This leads to a simple procedure of forming exclusion sets for the parameters of interest, which we call the Gaussian CLs method. Our work provides a self-contained mathematical proof for the Gaussian CLs method that explicitly outlines the required conditions. These conditions are milder than that required by Wilks' theorem to set confidence intervals (CIs). We illustrate the Gaussian CLs method in an example of searching for a sterile neutrino, where the CLs approach was rarely used before. We also compare data analysis results produced by the Gaussian CLs method and various CI methods to showcase their differences.