Confidence intervals and upper bounds for small signals in the presence of background noise

被引:63
|
作者
Rolke, WA
López, AM
机构
[1] Univ Puerto Rico, Dept Math, Mayaguez, PR 00681 USA
[2] Univ Puerto Rico, Dept Phys, Mayaguez, PR 00681 USA
关键词
maximum likelihood; profile likelihood; confidence regions; coverage; Monte Carlo; sensitivity;
D O I
10.1016/S0168-9002(00)00935-9
中图分类号
TH7 [仪器、仪表];
学科分类号
0804 ; 080401 ; 081102 ;
摘要
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. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
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页码:745 / 758
页数:14
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