Dear Gerhard, cc: all > > > > 1. I guess TRolke makes TFeldmanCousins obsolete? Certainly not. TFeldmanCousins is the fully frequentist construction and should be used in case of no (or small uncertainties). TRolke applies the so called lnL + 1/2 approximation, which is inferior. It is however shown in the reference mentioned in the class that it has good coverage properties, i.e it might be used where FC can't. > > 2. What are the advantages of TRolke over TLimit? As Rene Brun pointed out TRolke is fully frequentist. TLimit treats nuisance parameters Bayesian. For a coverage study of a Bayesian method I refer to physics/0408039 (Tegenfeldt & J.C). However, this note studies the coverage of Feldman&Cousins with Bayesian treatment of nuisance parameters. To make a long story short: using the Bayesian method you might introduce a small amount of over-coverage (though I haven't shown it for TLimit). On the other hand, coverage of course is a not so interesting when you consider yourself a Bayesian. > > 3. Has TRolke acutally been used in practice > > (= in published papers)? Not exactly TRolke. But be advised that Minuit is very similar (TRolke differs in the treatement of parameters near boundaries) and has been used for ages. > > 4. Is there already some controversy connected with TRolke, > > similar to the other methods? No. And I doubt there ever will be. > > 5. Why doesn't TRolke have a nice histogram interface > > like TLimit? ;) Because I have a day time job, too ;). But I take note of the request. regards, Jan -- ------------------------------------------------------------ Jan CONRAD, PH/EP Dpt., CERN, CH-1211 Geneva 23, Switzerland +41 22 767 0182 (9480) (fax), Office 160-1-0012, ------------------------------------------------------------
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