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.
Nuclear Instruments and Methods in Physics Research A
- Pub Date:
- October 2005
- Physics - Data Analysis;
- Statistics and Probability;
- High Energy Physics - Experiment
- 6 figures