A stronger classical definition of Confidence Limits

Details A stronger classical definition of Confidence Limits A stronger classical definition of Confidence Limits

1999-12-21

arxiv.org/abs/hep-ex/9912048v3

Physics

High Energy Physics

High Energy Physics - Experiment

21 pages, RevTeX. Fixed a trivial mistake in formula (8). This has no consequence on anything else, since its purpose was just

Scientific paper

A novel way of defining limits in classical statistics is proposed. This is a natural extension of the original Neyman's method, and has the desirable property that only information relevant to the problem is used in making statistical inferences. The result is a strong restriction on the allowed confidence bands, excluding in full generality pathologies as empty confidence regions or unstable solutions. The method is completely general and directly applicable to all problems of limits.

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