dorsal/arxiv
View SchemaOn Bayesian Treatment of Systematic Uncertainties in Confidence Interval Calculation
| Authors | Fredrik Tegenfeldt, Jan Conrad |
|---|---|
| Categories | |
| ArXiv ID | physics/0408039 |
| URL | https://arxiv.org/abs/physics/0408039 |
| DOI | 10.1016/j.nima.2004.09.037 |
| Journal | Nucl.Instrum.Meth. A539 (2005) 407-413 |
Abstract
In high energy physics, a widely used method to treat systematic uncertainties in confidence interval calculations is based on combining a frequentist construction of confidence belts with a Bayesian treatment of systematic uncertainties. In this note we present a study of the coverage of this method for the standard Likelihood Ratio (aka Feldman & Cousins) construction for a Poisson process with known background and Gaussian or log-Normal distributed uncertainties in the background or signal efficiency. For uncertainties in the signal efficiency of upto 40 % we find over-coverage on the level of 2 to 4 % depending on the size of uncertainties and the region in signal space. Uncertainties in the background generally have smaller effect on the coverage. A considerable smoothing of the coverage curves is observed. A software package is presented which allows fast calculation of the confidence intervals for a variety of assumptions on shape and size of systematic uncertainties for different nuisance parameters. The calculation speed allows experimenters to test the coverage for their specific conditions.
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"abstract": "In high energy physics, a widely used method to treat systematic\nuncertainties in confidence interval calculations is based on combining a\nfrequentist construction of confidence belts with a Bayesian treatment of\nsystematic uncertainties. In this note we present a study of the coverage of\nthis method for the standard Likelihood Ratio (aka Feldman \u0026 Cousins)\nconstruction for a Poisson process with known background and Gaussian or\nlog-Normal distributed uncertainties in the background or signal efficiency.\nFor uncertainties in the signal efficiency of upto 40 % we find over-coverage\non the level of 2 to 4 % depending on the size of uncertainties and the region\nin signal space. Uncertainties in the background generally have smaller effect\non the coverage. A considerable smoothing of the coverage curves is observed. A\nsoftware package is presented which allows fast calculation of the confidence\nintervals for a variety of assumptions on shape and size of systematic\nuncertainties for different nuisance parameters. The calculation speed allows\nexperimenters to test the coverage for their specific conditions.",
"arxiv_id": "physics/0408039",
"authors": [
"Fredrik Tegenfeldt",
"Jan Conrad"
],
"categories": [
"physics.data-an",
"astro-ph",
"hep-ex"
],
"doi": "10.1016/j.nima.2004.09.037",
"journal_ref": "Nucl.Instrum.Meth. A539 (2005) 407-413",
"title": "On Bayesian Treatment of Systematic Uncertainties in Confidence Interval Calculation",
"url": "https://arxiv.org/abs/physics/0408039"
},
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