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Ordering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters

Giovanni Punzi
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Abstract

We discuss some issues arising in the evaluation of confidence intervals in the presence of nuisance parameters (systematic uncertainties) by means of direct Neyman construction in multi-dimensional space. While this kind of procedure provides rigorous coverage, it may be affected by large overcoverage, and/or produce results with counterintuitive behavior with respect to the uncertainty on the nuisance parameters, or other undesirable properties. We describe a choice of ordering algorithm that provides results with good general properties, the correct behavior for small uncertainties, and limited overcoverage.

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Giovanni Punzi. 2005-11-23. Ordering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters. https://doi.org/10.1142/9781860948985_0019

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