Confidence intervals and upper bounds for small signals in the presence of background noise

We discuss a new method for setting limits on small signals in the presence of background noise. The method is based on a combination of a two dimensional confidence region and the large sample approximation to the likelihood ratio test statistic. It automatically quotes upper limits for small signals and two-sided confidence intervals for larger samples. We show that this method gives the correct coverage and also has good power.

statistical analysis
background
upper limit
lower limit
numerical calculations

References(1)

Figures(0)

Incorporating systematic uncertainties into an upper limit

Robert D. Cousins
(
- UCLA
)
,
Virgil L. Highland
(
- Temple U.
)

- Nucl.Instrum.Meth.A 320 (1992) 331-335
•
DOI:
- 10.1016/0168-9002(92)90794-5