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Angel M. Lopez

Publications and source records attributed to Angel M. Lopez.

5 recordsLinked to original sources

Limits and Confidence Intervals in the Presence of Nuisance Parameters

We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible parameter values for important classes of problems, in particular whenever there are additional nuisance parameters with statistical or systematic errors. Programs are available for calculating these intervals.

physics.data-an

A Test for the Presence of a Signal, with Multiple Channels and Marked Poisson

We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a special case of interest. We study extensions of the test to cases where there are multiple channels and to marked Poisson distributions. We show the results of a number of performance studies which indicate that the test works very well, even far out in the tails of the distribution and with multiple channels and marked Poisson.

physics.data-an

A Test for the Presence of a Signal

We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a case of interest and also show that for that case the test works very well, even far out in the tails of the distribution. We also study extensions of the test to cases where there are multiple channels.

physics.data-an

Correcting the Minimization Bias in Searches for Small Signals

We discuss a method for correcting the bias in the limits for small signals if those limits were found based on cuts that were chosen by minimizing a criterion such as sensitivity. Such a bias is commonly present when a "minimization" and an "evaluation" are done at the same time. We propose to use a variant of the bootstrap to adjust the limits. A Monte Carlo study shows that these new limits have correct coverage.

hep-ph

Confidence Intervals and Upper Bounds for Small Signals in the Presence of Background Noise

We discuss a new method for setting limits on small signals in the presence of background noise. The method is based on a combination of a two dimensional confidence region and the large sample approximation to the likelihood ratio test statistic. It automatically quotes upper limits for small signals and two-sided confidence intervals for larger samples. We show that this method gives the correct coverage and also has good power.

hep-ph