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arxiv: 0911.4271 · v3 · pith:TTU2IY2Enew · submitted 2009-11-23 · ⚛️ physics.data-an

Optimal confidence intervals for bounded parameters (a correct alternative to the recipe of Feldman and Cousins)

classification ⚛️ physics.data-an
keywords confidenceintervalsoptimalvaluesalternativeapproachbestbound
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A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for non-physical values of the estimator.

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