A program for confidence interval calculations for a Poisson process with background including systematic uncertainties: POLE 1.0

被引:7
作者
Conrad, J [1 ]
机构
[1] Univ Uppsala, High Energy Phys Div, Dept Radiat Sci, S-75121 Uppsala, Sweden
关键词
confidence intervals; systematic uncertainties; Poisson statistics;
D O I
10.1016/j.cpc.2003.12.002
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
A Fortran 77 routine has been developed to calculate confidence intervals with and without systematic uncertainties using a frequentist confidence interval construction with a Bayesian treatment of the systematic uncertainties. The routine can account for systematic uncertainties in the background prediction and signal/background efficiencies. The uncertainties may be separately parametrized by a Gauss, log-normal or flat probability density function (PDF), though since a Monte Carlo approach is chosen to perform the necessary integrals a generalization to other parameterizations is particularly simple. Full correlation between signal and background efficiency is optional. The ordering schemes for frequentist construction currently supported are the likelihood ratio ordering (also known as Feldman-Cousins) and Neyman ordering. Optionally, both schemes can be used with conditioning, meaning the probability density function is conditioned on the fact that the actual outcome of the back-round process can not have been larger than the number of observed events. Program summary Title of program: POLE version 1.0 Catalogue identifier: ADTA Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADTA Program available from: CPC Program Library, Queen's University of Belfast, N. Ireland Licensing provisions: None Computer for which the program is designed: DELL PC1 GB 2.0 Ghz Pentium IV Operating system under which the program has been tested: RH Linux 7.2 Kernel 2.4.7-10 Programming language used: Fortran 77 Memory required to execute with typical data: similar to1.6 Mbytes No. of bytes in distributed program, including test data, etc.: 373745 No. of lines in distributed program, including test data, etc.: 2700 Distribution format: tar gzip file (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码:117 / 123
页数:7
相关论文
共 8 条
[1]   Including systematic uncertainties in confidence interval construction for Poisson statistics [J].
Conrad, J ;
Botner, O ;
Hallgren, A ;
de los Heros, CP .
PHYSICAL REVIEW D, 2003, 67 (01)
[2]  
CONRAD J, HEPEX0206034
[3]   INCORPORATING SYSTEMATIC UNCERTAINTIES INTO AN UPPER LIMIT [J].
COUSINS, RD ;
HIGHLAND, VL .
NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT, 1992, 320 (1-2) :331-335
[4]   Unified approach to the classical statistical analysis of small signals [J].
Feldman, GJ ;
Cousins, RD .
PHYSICAL REVIEW D, 1998, 57 (07) :3873-3889
[5]   Comment on "Including systematic uncertainties in confidence interval construction for Poisson statistics" [J].
Hill, GC .
PHYSICAL REVIEW D, 2003, 67 (11)
[6]  
NEYMAN J, 1937, PHILOS T ROY SOC L A, V333
[7]   Improved probability method for estimating signal in the presence of background [J].
Roe, BP ;
Woodroofe, MB .
PHYSICAL REVIEW D, 1999, 60 (05)
[8]  
Stuart A., 1991, Kendall's Advanced Theory of Statistics, Vol. 2, Classical Inference and Relationship, V2