The Power of Confidence Intervals

Details The Power of Confidence Intervals The Power of Confidence Intervals

2002-06-20

arxiv.org/abs/hep-ex/0206047v1

Physics

High Energy Physics

High Energy Physics - Experiment

4 pages. Talk presented by C. Giunti at the International Conference on Advanced Statistical Techniques in Particle Physics, 1

Scientific paper

We connect the power of Confidence Intervals in different Frequentist methods to their reliability. We show that in the case of a bounded parameter a biased method which near the boundary has large power in testing the parameter against larger alternatives and small power in testing the parameter against smaller alternatives is desirable. Considering the recently proposed methods with correct coverage, we show that the Maximum Likelihood Estimator method has optimal bias.

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