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Interval estimation in the presence of nuisance parameters. 1. Bayesian approach

Joel Heinrich·Craig Blocker·John Conway·Luc Demortier·Louis Lyons·Giovanni Punzi·Pekka K. Sinervo
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Abstract

We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we study is that of inferring the rate of a Poisson process when there are uncertainties on the acceptance and the background. Limit calculating software associated with this work is available in the form of C functions.

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Joel Heinrich, Craig Blocker, John Conway, Luc Demortier, Louis Lyons, Giovanni Punzi, Pekka K. Sinervo. 2004-09-27. Interval estimation in the presence of nuisance parameters. 1. Bayesian approach. https://arxiv.org/abs/physics/0409129

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