Setting Confidence Belts

Details Setting Confidence Belts Setting Confidence Belts

2000-07-24

arxiv.org/abs/hep-ex/0007048v2

Phys.Rev. D63 (2001) 013009

Physics

High Energy Physics

High Energy Physics - Experiment

26 pages, 8 figures, submitted to Phys. Rev. D

Scientific paper

10.1103/PhysRevD.63.013009

We propose using a Bayes procedure with uniform improper prior to determine credible belts for the mean of a Poisson distribution in the presence of background and for the continuous problem of measuring a non-negative quantity $\theta$ with a normally distributed measurement error. Within the Bayesian framework, these belts are optimal. The credible limits are then examined from a frequentist point of view and found to have good frequentist and conditional frequentist properties.

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