On Bayesian treatment of systematic uncertainties in confidence interval calculation
نویسندگان
چکیده
منابع مشابه
On Bayesian Treatment of Systematic Uncertainties in Confidence Interval Calculation
In high energy physics, a widely used method to treat systematic uncertainties in confidence interval calculations is based on combining a frequentist construction of confidence belts with a Bayesian treatment of systematic uncertainties. In this note we present a study of the coverage of this method for the standard Likelihood Ratio (aka Feldman & Cousins) construction for a Poisson process wi...
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The incorporation of systematic uncertainties into confidence interval calculations has been addressed recently in a paper by Conrad et al. (Physical Review D 67 (2003) 012002). In their work, systematic uncertainities in detector efficiencies and background flux predictions were incorporated following the hybrid frequentist-Bayesian prescription of Cousins and Highland, but using the likelihoo...
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Luc Demortier The Rockefeller University, New York, NY 10021, U.S.A. Abstract The standard Bayesian treatment of systematic uncertainties is to integrate out the corresponding nuisance parameters from the joint posterior density for all parameters. We apply this formalism to measurements in which the data cannot distinguish between nuisance parameters and parameters of interest, and show that i...
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ژورنال
عنوان ژورنال: Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment
سال: 2005
ISSN: 0168-9002
DOI: 10.1016/j.nima.2004.09.037