dorsal/arxiv
View SchemaOrdering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters
| Authors | Giovanni Punzi |
|---|---|
| Categories | |
| ArXiv ID | physics/0511202 |
| URL | https://arxiv.org/abs/physics/0511202 |
| DOI | 10.1142/9781860948985_0019 |
Abstract
We discuss some issues arising in the evaluation of confidence intervals in the presence of nuisance parameters (systematic uncertainties) by means of direct Neyman construction in multi-dimensional space. While this kind of procedure provides rigorous coverage, it may be affected by large overcoverage, and/or produce results with counterintuitive behavior with respect to the uncertainty on the nuisance parameters, or other undesirable properties. We describe a choice of ordering algorithm that provides results with good general properties, the correct behavior for small uncertainties, and limited overcoverage.
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"abstract": "We discuss some issues arising in the evaluation of confidence intervals in\nthe presence of nuisance parameters (systematic uncertainties) by means of\ndirect Neyman construction in multi-dimensional space. While this kind of\nprocedure provides rigorous coverage, it may be affected by large overcoverage,\nand/or produce results with counterintuitive behavior with respect to the\nuncertainty on the nuisance parameters, or other undesirable properties. We\ndescribe a choice of ordering algorithm that provides results with good general\nproperties, the correct behavior for small uncertainties, and limited\novercoverage.",
"arxiv_id": "physics/0511202",
"authors": [
"Giovanni Punzi"
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"categories": [
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"doi": "10.1142/9781860948985_0019",
"title": "Ordering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters",
"url": "https://arxiv.org/abs/physics/0511202"
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