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arXiv · hep-ex/0007048

Setting Confidence Belts

Byron P. Roe·Michael B. Woodroofe
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Abstract

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 $θ$ 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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Byron P. Roe, Michael B. Woodroofe. 2000-10-13. Setting Confidence Belts. https://doi.org/10.1103/physrevd.63.013009

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