Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9845091 | Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment | 2005 | 11 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Instrumentation
Authors
Wolfgang A. Rolke, Angel M. López, Jan Conrad,