Re: [ROOT] Limit Calculators in ROOT

From: Jan CONRAD (
Date: Thu Nov 11 2004 - 08:25:47 MET

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.




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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