Limits and confidence intervals in the presence of nuisance parameters

被引：500

作者：

Rolke, WA

López, AM

Conrad, J

机构：

[1] Univ Puerto Rico, Dept Math, Mayaguez, PR 00681 USA

[2] Univ Puerto Rico, Dept Phys, Mayaguez, PR 00681 USA

[3] CERN, PH Dept, CH-1211 Geneva, Switzerland

来源：

NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT | 2005年 / 551卷 / 2-3期

关键词：

maximum likelihood; coverage; Monte Carlo; sensitivity;

D O I：

10.1016/j.nima.2005.05.068

中图分类号：

TH7 [仪器、仪表];

学科分类号：

0804 ; 080401 ; 081102 ;

摘要：

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. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：493 / 503

页数：11

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