Ordering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters
arXiv:physics/0511202 · doi:10.1142/9781860948985_0019
Abstract
We discuss some issues arising in the evaluation of confidence intervals in the presence of nuisance parameters (systematic uncertainties) by means of direct Neyman construction in multi-dimensional space. While this kind of procedure provides rigorous coverage, it may be affected by large overcoverage, and/or produce results with counterintuitive behavior with respect to the uncertainty on the nuisance parameters, or other undesirable properties. We describe a choice of ordering algorithm that provides results with good general properties, the correct behavior for small uncertainties, and limited overcoverage.
5 pages, 3 figures, to appear in proceedings of PhyStat2005, Oxford, UK, Sept 2005, Imperial College Press