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Limits and Confidence Intervals in the Presence of Nuisance Parameters

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arxiv physics/0403059 v5 pith:SNPVJT3Y submitted 2004-03-09 physics.data-an astro-phhep-ex

Limits and Confidence Intervals in the Presence of Nuisance Parameters

classification physics.data-an astro-phhep-ex
keywords intervalsconfidencenuisanceparametersadditionalavailablecalculatingclasses
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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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.

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