Frequentist Hypothesis Testing with Background Uncertainty

Kyle S. Cranmer

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Frequentist Hypothesis Testing with Background Uncertainty

Kyle S. Cranmer

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Abstract

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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Kyle S. Cranmer. 2003-10-22. Frequentist Hypothesis Testing with Background Uncertainty. https://arxiv.org/abs/physics/0310108

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