[ROOT] New class in ROOT to calculate limits with systematic uncertainties.

From: Jan CONRAD (Jan.Conrad@cern.ch)
Date: Tue Feb 10 2004 - 08:06:31 MET

Hi Rooters,

 I just finished implementation of a class which uses the Profile 
Likelihood method to calculate confidence intervals (for a Poisson 
process with background) of arbitrary  confidence level in presense of  
systematic (and statistical)  uncertainties in the signal efficiency and 
background estimate.

You find the class:


and it is in the CVS archive since a few days.

For the more statistically interested: 

The method follows the unified  scheme (ala Feldman-Cousins) and uses a 
profile likelihood to treat the  nuisance parameters. It has good coverage 
properties. And it is to the  best of my knowledge the only available 
FULLY frequentist method to treat  systematics in confidence interval 

A publication is about to be submitted.


Jan Conrad

J. Conrad, AIT-PT,PH-Department, CERN, CH-1211 Geneva 23, Switzerland

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