Physics – Data Analysis – Statistics and Probability
Scientific paper
2005-11-23
Physics
Data Analysis, Statistics and Probability
5 pages, 3 figures, to appear in proceedings of PhyStat2005, Oxford, UK, Sept 2005, Imperial College Press
Scientific paper
We discuss some issues arising in the evaluation of confidence intervals in the presence of nuisance parameters (systematic uncertainties) by means of direct Neyman construction in multi-dimensional space. While this kind of procedure provides rigorous coverage, it may be affected by large overcoverage, and/or produce results with counterintuitive behavior with respect to the uncertainty on the nuisance parameters, or other undesirable properties. We describe a choice of ordering algorithm that provides results with good general properties, the correct behavior for small uncertainties, and limited overcoverage.
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