Optimal confidence intervals for bounded parameters (a correct alternative to the recipe of Feldman and Cousins)

Abstract

A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for non-physical values of the estimator.

8 pages; v3: diagonal in fig.1 corrected; note added on sensitivity limit. http://www.inr.ac.ru/~ftkachov/arXiv/0911.4271/

References in corpus (3)

• Final Results from phase II of the Mainz Neutrino Mass Search in Tritium $\beta$ Decay
• Transcending The Least Squares
• Optimal upper bounds for non-negative parameters

Cited by in corpus (1)

• Optimal upper bounds for non-negative parameters