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Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform

Hongbo Hu·Jason Nielsen
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Abstract

The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ("null") hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estimator may be compared. In this note, a new approach is presented which calculates analytically the experiment estimator distribution via a Fourier transform, using the likelihood ratio as an ordering estimator. The analytic approach enjoys an enormous speed advantage over the toy Monte Carlo method, making it possible to quickly and precisely calculate confidence level results.

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Hongbo Hu, Jason Nielsen. 1999-06-04. Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform. https://arxiv.org/abs/physics/9906010

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