Setting Confidence Belts

Abstract

We propose using a Bayes procedure with uniform improper prior to determine credible belts for the mean of a Poisson distribution in the presence of background and for the continuous problem of measuring a non-negative quantity $\theta$ with a normally distributed measurement error. Within the Bayesian framework, these belts are optimal. The credible limits are then examined from a frequentist point of view and found to have good frequentist and conditional frequentist properties.

26 pages, 8 figures, submitted to Phys. Rev. D

References in corpus (1)

• Application of Conditioning to the Gaussian-with-Boundary Problem in the Unified Approach to Confidence Intervals

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