Frequentist Hypothesis Testing with Background Uncertainty

Details Frequentist Hypothesis Testing with Background Uncertainty Frequentist Hypothesis Testing with Background Uncertainty

2003-10-22

arxiv.org/abs/physics/0310108v1

Physics

Data Analysis, Statistics and Probability

Talk from PhyStat2003, Stanford, Ca, USA, September 2003, 4 pages, LaTeX, 2 eps figures. PSN WEMT004

Scientific paper

We consider the standard Neyman-Pearson hypothesis test of a signal-plus-background hypothesis and background-only hypothesis in the presence of uncertainty on the background-only prediction. Surprisingly, this problem has not been addressed in the recent conferences on statistical techniques in high-energy physics -- although the its confidence-interval equivalent has been. We discuss the issues of power, similar tests, coverage, and ordering rules. The method presented is compared to the Cousins-Highland technique, the ratio of Poisson means, and ``profile'' method.

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