A Unified Approach to the Classical Statistical Analysis of Small Signals

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A Unified Approach to the Classical Statistical Analysis of Small Signals

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dc.contributor.author Feldman, Gary
dc.contributor.author Cousins, Robert D.
dc.date.accessioned 2008-11-22T01:36:34Z
dc.date.issued 1998
dc.identifier.citation Feldman, Gary J., Robert D. Cousing. 1998. A unified approach to the classical statistical analysis of small signals. Physical Review D 57: 3873-3889. en
dc.identifier.issn 1550-2368 en
dc.identifier.uri http://nrs.harvard.edu/urn-3:HUL.InstRepos:2309662
dc.description.abstract We 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. en
dc.description.sponsorship Physics en
dc.language.iso en_US en
dc.publisher American Physical Society en
dc.relation.isversionof http://dx.doi.org/10.1103/PhysRevD.57.3873 en
dash.license OAP
dc.subject neutrino oscillations en
dc.subject statistics en
dc.subject data analysis en
dc.subject particle physics en
dc.title A Unified Approach to the Classical Statistical Analysis of Small Signals en
dc.type Journal Article
dc.description.version Accepted Manuscript
dc.relation.journal Physical Review D en
dash.depositing.author Feldman, Gary

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