Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform

Details Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform

1999-06-04

arxiv.org/abs/physics/9906010v1

Physics

Data Analysis, Statistics and Probability

11 pages, 2 figures

Scientific paper

The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ("null") hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estimator may be compared. In this note, a new approach is presented which calculates analytically the experiment estimator distribution via a Fourier transform, using the likelihood ratio as an ordering estimator. The analytic approach enjoys an enormous speed advantage over the toy Monte Carlo method, making it possible to quickly and precisely calculate confidence level results.

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