dorsal/arxiv
View SchemaConstructing Ensembles of Pseudo-Experiments
| Authors | Luc Demortier |
|---|---|
| Categories | |
| ArXiv ID | physics/0312100 |
| URL | https://arxiv.org/abs/physics/0312100 |
| Journal | ECONF C030908:WEMT003,2003 |
Abstract
The frequentist interpretation of measurement results requires the specification of an ensemble of independent replications of the same experiment. For complex calculations of bias, coverage, significance, etc., this ensemble is often simulated by running Monte Carlo pseudo-experiments. In order to be valid, the latter must obey the Frequentist Principle and the Anticipation Criterion. We formulate these two principles and describe some of their consequences in relation to stopping rules, conditioning, and nuisance parameters. The discussion is illustrated with examples taken from high-energy physics.
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"abstract": "The frequentist interpretation of measurement results requires the\nspecification of an ensemble of independent replications of the same\nexperiment. For complex calculations of bias, coverage, significance, etc.,\nthis ensemble is often simulated by running Monte Carlo pseudo-experiments. In\norder to be valid, the latter must obey the Frequentist Principle and the\nAnticipation Criterion. We formulate these two principles and describe some of\ntheir consequences in relation to stopping rules, conditioning, and nuisance\nparameters. The discussion is illustrated with examples taken from high-energy\nphysics.",
"arxiv_id": "physics/0312100",
"authors": [
"Luc Demortier"
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"categories": [
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"journal_ref": "ECONF C030908:WEMT003,2003",
"title": "Constructing Ensembles of Pseudo-Experiments",
"url": "https://arxiv.org/abs/physics/0312100"
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