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CLs method (particle physics)

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3009: 3025: 2650: 2217: 3004:{\displaystyle \mathbb {P} (q(X)\geq q^{*}|p_{\theta }\leq p_{0}^{*},\theta )={\frac {\mathbb {P} (q(X)\geq q^{*}|\theta )}{\mathbb {P} (p_{\theta }\leq p_{0}^{*}|\theta )}}={\frac {\mathbb {P} (q(X)\geq q^{*}|\theta )}{p_{0}^{*}}}={\frac {\mathbb {P} (q(X)\geq q^{*}|\theta )}{\mathbb {P} (q(X)>q^{*}|0)}}.} 387: 1922: 1188: 3640:
theory) versions of the confidence principle are incompatible with the likelihood principle, and therefore no frequentist method can be regarded as a truly complete solution to the problems raised by considering conditional properties of confidence intervals.
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from the background-only hypothesis, and thus declaring that such small values are excluded (in favor of the background-only hypothesis) seems inappropriate. To overcome this difficulty Zech suggested conditioning the probability that
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Upper limits derived with the CLs method always contain the zero value of the parameter and hence the coverage probability at this point is always 100%. The definition of CLs does not follow from any precise theoretical framework of
251: 2212:{\displaystyle \mathbb {P} (n\leq n^{*}|n_{b}\leq n^{*},s+b)={\frac {\mathbb {P} (n\leq n^{*},n_{b}\leq n^{*}|s+b)}{\mathbb {P} (n_{b}\leq n^{*}|s+b)}}={\frac {\mathbb {P} (n\leq n^{*}|s+b)}{\mathbb {P} (n\leq n^{*}|b)}}.} 2612: 3180:: if the outcome of an experiment is to be only reported in a form of a "accept"/"reject" decision, then the overall procedure is equivalent to an experiment that has only two possible outcomes, with probabilities 1042: 482: 1916:. That is, not the over-all error probability should be reported but the conditional probability given the knowledge one has on the number of background events in the sample. This conditional probability is 3105:, and thus such considerations may only be used to suggest plausibility, but not theoretical completeness from the foundational point of view. (The same however can be said on any frequentist method if the 2401: 1529: 2283: 1253:
The original motivation for CLs was based on a conditional probability calculation suggested by physicist G. Zech for an event counting experiment. Suppose an experiment consists of measuring
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necessarily produce empty intervals with some fixed probability when the parameter value is zero, and this property is considered undesirable by most physicists and statisticians.
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and hence should determine the evidential interpretation of this result. (Since, for a test of two simple hypotheses, the likelihood ratio is a compact representation of the
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Such definition of confidence can naturally seem to be satisfied by the definition of CLs. It remains true that both this and the more common (as associated with the
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Robert D. Cousins (2011). "Negatively Biased Relevant Subsets Induced by the Most-Powerful One-Sided Upper Confidence Limits for a Bounded Physical Parameter".
1914: 1712: 1692: 1465: 1418: 1398: 1378: 1315: 1295: 1271: 382:{\displaystyle {\frac {\mathbb {P} (\theta _{up}(X)<\theta |\theta )}{\mathbb {P} (\theta _{up}(X)<\theta |0)}}\leq \alpha '{\text{ for all }}\theta .} 3405:). On the other hand, if the likelihood principle is to be followed consistently, then the likelihood ratio of the original outcome should be used and not 1233:
Upper limits based on the CLs method were used in numerous publications of experimental results obtained at particle accelerator experiments such as
2525: 4167: 1183:{\displaystyle {\frac {\mathbb {P} (q_{\theta }(X)\geq q_{\theta }^{*}|\theta )}{\mathbb {P} (q_{\theta }(X)\geq q_{\theta }^{*}|0)}}=\alpha '.} 3035: 4218:"The Neyman-Pearson Theory as Decision Theory, and as Inference Theory; with a Criticism of the Lindley-Savage Argument for Bayesian Theory" 423: 3085:
of statistical inference, although they express a more generalized notion of conditionality which do not require the existence of an
2332: 72:, however it differs from standard confidence intervals in that the stated confidence level of the interval is not equal to its 4422: 1470: 3043: 2229: 1842:
is small the procedure is more likely to produce an error (i.e., an interval that does not cover the true value) than when
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G. Cowan; K. Cranmer; E. Gross; O. Vitells (2011). "Asymptotic formulae for likelihood-based tests of new physics".
694: 3452:, which, unlike the more common version, refers to error probabilities of both kinds. This is stated as follows: 4417: 1320: 525: 126: 3800:{\displaystyle \theta _{up}={\hat {\theta }}+\sigma \Phi ^{-1}(1-\alpha '\Phi ({\hat {\theta }}/\sigma )),} 3685: 77: 4016: 1400:
is the parameter to be estimated by the experiment. The standard procedure for setting an upper limit on
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A more direct approach leading to a similar conclusion can be found in Birnbaum's formulation of the
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which correspond to the above definition of CLs. The first equality just uses the definition of
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used for parameters that can take only non-negative values. Although CLs are said to refer to
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If certain regularity conditions are met, then a general likelihood function will become a
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is unknown) random variable, whose distribution is uniform between 0 and 1 independent of
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is the (unmeasurable) number of background events. The reasoning behind this is that when
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and the number of background events is by definition independent of the signal strength.
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The inequality is used in the definition to account for cases where the distribution of
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Zech's conditional argument can be formally extended to the general case. Suppose that
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then this should be replaced by an equality. Note that the definition implies that the
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Fraser, D. A. S.; Reid N.; Wong, A. C. M. (2004). "Inference for bounded parameters".
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matrix or by using the "Asimov" data set. This result happens to be equivalent to a
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is discrete and an equality can not be achieved precisely. If the distribution of
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in the large sample limit. In such case the CLs upper limit at confidence level
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however, already in its original more restricted version, formally implies the
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method in the sense that the properties of the limit are defined by means of
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Read, A. L. (2002). "Presentation of search results: The CL(s) technique".
3637: 3633: 76:. The reason for this deviation is that standard upper limits based on a 65: 4356: 4309:"[Setting Confidence Intervals for Bounded Parameters]: Comment" 4334: 4233: 4188: 4098: 4067: 3081:
The arguments given above can be viewed as following the spirit of the
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events coming from signal and background processes, both described by
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The calculation of the upper limit is usually done by constructing a
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Birnbaum himself suggested in his 1962 paper that the CLs ratio
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The Particle Data Group (PDG) review of statistical methods
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is excluded at 95% confidence level. But this implies that
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Particle Physics at the Tercentenary of Mikhail Lomonosov
1524:{\displaystyle \mathbb {P} (n\leq n^{*}|s+b)\leq \alpha } 1242: 1234: 53: 3911:; the latter might be estimated from the inverse of the 3644: 52:." It was first introduced by physicists working at the 4165:(1962). "On the foundations of statistical inference". 2326:
from which the confidence interval is derived, and let
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alone. This followed from a simple application of the
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An equivalent definition can be made by considering a
4083:"Allan Birnbaum's Conception of Statistical Evidence" 4042:"Setting Confidence Intervals for Bounded Parameters" 3932: 3893: 3873: 3840: 3816: 3697: 3659: 3607: 3569: 3542: 3516: 3489: 3462: 3411: 3367: 3340: 3290: 3264: 3238: 3206: 3186: 3162: 3118: 2653: 2623: 2528: 2502: 2482: 2462: 2435: 2412: 2335: 2299: 2232: 1925: 1902: 1875: 1848: 1821: 1794: 1754: 1721: 1700: 1680: 1654: 1622: 1589: 1563: 1537: 1473: 1453: 1426: 1406: 1386: 1366: 1323: 1303: 1283: 1259: 1199: 1045: 1022: 986: 954: 927: 898: 871: 865:. This can be interpreted intuitively as saying that 846: 806: 779: 753: 697: 670: 650: 619: 574: 528: 490: 426: 254: 210: 175: 129: 3965:Journal of Physics G: Nuclear and Particle Physics 3938: 3899: 3879: 3855: 3822: 3799: 3676: 3620: 3593: 3555: 3528: 3502: 3475: 3437: 3393: 3353: 3322: 3276: 3250: 3224: 3192: 3168: 3144: 3003: 2636: 2606: 2511: 2488: 2468: 2448: 2421: 2395: 2314: 2277: 2211: 1908: 1888: 1861: 1834: 1807: 1780: 1740: 1706: 1686: 1666: 1640: 1608: 1575: 1549: 1523: 1459: 1439: 1412: 1392: 1372: 1352: 1309: 1289: 1265: 1245:, most notable in the searches for new particles. 1217: 1182: 1028: 1008: 966: 940: 917:less likely to observe such an extreme outcome as 909: 884: 857: 832: 792: 765: 735: 683: 656: 632: 599: 560: 507: 476: 381: 235: 192: 153: 92:. It has however close resemblance to concepts of 4380: 4409: 2429:is the outcome observed by the experiment. Then 4306: 4168:Journal of the American Statistical Association 4080: 4039: 3152:should be used as a measure of the strength of 1228: 1557:coverage. Consider, for example, a case where 736:{\displaystyle \theta _{up}(X)<\theta _{0}} 3156:provided by significance tests, rather than 2496:. If the test is unbiased then the outcome 1674:is excluded, namely all possible values of 1225:is the observed outcome of the experiment. 3563:is true, and with much larger probability 2456:can be regarded as an unmeasurable (since 2289:Generalization of the conditional argument 4386: 4355: 4324: 4271: 4057: 3069:Learn how and when to remove this message 2952: 2906: 2838: 2782: 2736: 2655: 2617:from which, similarly to conditioning on 2543: 2350: 2169: 2126: 2069: 2000: 1927: 1616:events are observed, then one finds that 1475: 1353:{\displaystyle n\sim {\text{Poiss}}(s+b)} 1108: 1050: 561:{\displaystyle H_{0}:\theta =\theta _{0}} 428: 308: 259: 4253: 4251: 4212: 4161: 3049:Relevant discussion may be found on the 948:is true than it is when the alternative 88:and is therefore described sometimes as 4119: 4014: 3832:standard normal cumulative distribution 4410: 154:{\displaystyle \theta \in [0,\infty )} 4248: 4017:"Statistical methods in CMS searches" 3645:Calculation in the large sample limit 4074: 3962: 3334:associated with the outcome "reject 3018: 245: 4129:Nucl. Instrum. Methods Phys. Res. A 4113: 4008: 3956: 3015:Relation to foundational principles 200:, is a statistic (i.e., observable 13: 4300: 3817: 3762: 3733: 3438:{\displaystyle \alpha /(1-\beta )} 3394:{\displaystyle \alpha /(1-\beta )} 3145:{\displaystyle \alpha /(1-\beta )} 2644:in the previous case, one obtains 1869:is large, and the distribution of 833:{\displaystyle \alpha /(1-\beta )} 145: 14: 4434: 4396: 3856:{\displaystyle {\hat {\theta }}} 3023: 1447:consists of excluding values of 60:and has since been used by many 1781:{\displaystyle n_{b}\leq n^{*}} 1218:{\displaystyle q_{\theta }^{*}} 773:). The criterion for rejecting 600:{\displaystyle H_{1}:\theta =0} 236:{\displaystyle \theta _{up}(X)} 4290:10.1140/epjc/s10052-011-1554-0 4206: 4155: 4033: 3991: 3847: 3791: 3788: 3774: 3765: 3745: 3720: 3594:{\displaystyle \ (1-\beta )\ } 3585: 3573: 3523: 3517: 3432: 3420: 3388: 3376: 3317: 3304: 3271: 3265: 3219: 3207: 3139: 3127: 2992: 2985: 2968: 2962: 2956: 2946: 2939: 2922: 2916: 2910: 2878: 2871: 2854: 2848: 2842: 2825: 2818: 2786: 2776: 2769: 2752: 2746: 2740: 2726: 2688: 2671: 2665: 2659: 2583: 2576: 2559: 2553: 2547: 2390: 2383: 2366: 2360: 2354: 2309: 2303: 2249: 2200: 2193: 2173: 2163: 2150: 2130: 2113: 2100: 2073: 2063: 2050: 2004: 1990: 1951: 1931: 1512: 1499: 1479: 1420:given an experimental outcome 1347: 1335: 1160: 1153: 1131: 1125: 1112: 1102: 1095: 1073: 1067: 1054: 1009:{\displaystyle q_{\theta }(X)} 1003: 997: 827: 815: 717: 711: 471: 464: 454: 448: 432: 351: 344: 334: 328: 312: 302: 295: 285: 279: 263: 230: 224: 165:upper limit for the parameter 148: 136: 1: 4423:Experimental particle physics 3949: 3323:{\displaystyle H_{1},(H_{2})} 3097:, a result famously shown by 800:thus requires that the ratio 743:) and the denominator to the 103: 96:proposed by the statistician 4149:10.1016/0168-9002(89)90795-X 3686:uniformly most powerful test 1531:, which guarantees at least 1229:Usage in high energy physics 7: 3985:10.1088/0954-3899/28/10/313 3109:is regarded as necessary). 2449:{\displaystyle p_{\theta }} 1741:{\displaystyle n\leq n^{*}} 1380:is assumed to be known and 941:{\displaystyle \theta _{0}} 885:{\displaystyle \theta _{0}} 684:{\displaystyle \theta _{0}} 633:{\displaystyle \theta _{0}} 609: 395: 10: 4439: 4366:10.1103/PhysRevD.69.033002 3677:{\displaystyle 1-\alpha '} 3225:{\displaystyle (1-\beta )} 892:is excluded because it is 508:{\displaystyle 1-\alpha '} 193:{\displaystyle 1-\alpha '} 3529:{\displaystyle (\alpha )} 3510:' with small probability 3251:{\displaystyle 1-\alpha } 1896:itself is independent of 1641:{\displaystyle s+b\geq 3} 1550:{\displaystyle 1-\alpha } 1248: 1016:and finding the value of 967:{\displaystyle \theta =0} 607:. Then the numerator in ( 120:with a real non-negative 4307:Leon Jay Gleser (2002). 4081:Ronald N. Giere (1977). 4040:Mark Mandelkern (2002). 3277:{\displaystyle (\beta )} 3107:conditionality principle 3101:. CLs does not obey the 3091:conditionality principle 3083:conditionality principle 1748:on the observation that 910:{\displaystyle \alpha '} 858:{\displaystyle \alpha '} 766:{\displaystyle 1-\beta } 642:type-I error probability 568:against the alternative 243:which has the property: 169:, with confidence level 118:probability distribution 3939:{\displaystyle \theta } 3900:{\displaystyle \sigma } 3880:{\displaystyle \theta } 3193:{\displaystyle \alpha } 3169:{\displaystyle \alpha } 2489:{\displaystyle \theta } 2469:{\displaystyle \theta } 2224:Conditional probability 1667:{\displaystyle s\geq 0} 1609:{\displaystyle n^{*}=0} 1029:{\displaystyle \theta } 657:{\displaystyle \alpha } 522:of the null hypothesis 40:, a particular form of 3940: 3901: 3881: 3857: 3824: 3801: 3678: 3630: 3622: 3595: 3557: 3530: 3504: 3477: 3439: 3395: 3355: 3324: 3278: 3252: 3226: 3194: 3170: 3146: 3005: 2638: 2608: 2513: 2490: 2470: 2450: 2423: 2397: 2316: 2279: 2213: 1910: 1890: 1863: 1836: 1809: 1782: 1742: 1708: 1688: 1668: 1642: 1610: 1577: 1551: 1525: 1461: 1441: 1414: 1394: 1374: 1354: 1311: 1291: 1277:with respective rates 1267: 1219: 1184: 1030: 1010: 968: 942: 911: 886: 859: 834: 794: 767: 737: 685: 658: 634: 601: 562: 509: 484:is always larger than 478: 383: 237: 194: 155: 4418:Statistical intervals 4326:10.1214/ss/1030550859 4059:10.1214/ss/1030550859 3941: 3902: 3882: 3858: 3825: 3823:{\displaystyle \Phi } 3802: 3679: 3623: 3621:{\displaystyle H_{2}} 3596: 3558: 3556:{\displaystyle H_{1}} 3531: 3505: 3503:{\displaystyle H_{1}} 3478: 3476:{\displaystyle H_{2}} 3454: 3440: 3396: 3356: 3354:{\displaystyle H_{1}} 3325: 3279: 3253: 3227: 3195: 3171: 3147: 3036:synthesis of material 3006: 2639: 2637:{\displaystyle n_{b}} 2609: 2514: 2491: 2471: 2451: 2424: 2398: 2317: 2280: 2214: 1911: 1891: 1889:{\displaystyle n_{b}} 1864: 1862:{\displaystyle n_{b}} 1837: 1835:{\displaystyle n_{b}} 1810: 1808:{\displaystyle n_{b}} 1783: 1743: 1709: 1689: 1669: 1643: 1611: 1578: 1552: 1526: 1462: 1442: 1440:{\displaystyle n^{*}} 1415: 1395: 1375: 1355: 1312: 1292: 1275:Poisson distributions 1268: 1220: 1185: 1031: 1011: 969: 943: 912: 887: 860: 840:will be smaller than 835: 795: 793:{\displaystyle H_{0}} 768: 738: 686: 664:) of the test (i.e., 659: 635: 613:), when evaluated at 602: 563: 510: 479: 384: 238: 195: 156: 86:statistical inference 64:experiments. It is a 3930: 3891: 3871: 3838: 3814: 3695: 3657: 3605: 3567: 3540: 3514: 3487: 3460: 3450:Confidence principle 3409: 3365: 3338: 3288: 3262: 3236: 3204: 3184: 3178:likelihood principle 3160: 3154:statistical evidence 3116: 3103:likelihood principle 3095:likelihood principle 2651: 2621: 2526: 2500: 2480: 2460: 2433: 2410: 2333: 2315:{\displaystyle q(X)} 2297: 2230: 1923: 1900: 1873: 1846: 1819: 1792: 1752: 1719: 1698: 1678: 1652: 1620: 1587: 1561: 1535: 1471: 1451: 1424: 1404: 1384: 1364: 1321: 1301: 1281: 1257: 1197: 1043: 1020: 984: 952: 925: 896: 869: 844: 804: 777: 751: 695: 668: 648: 640:, correspond to the 617: 572: 526: 488: 424: 419:coverage probability 252: 208: 173: 127: 94:statistical evidence 74:coverage probability 4313:Statistical Science 4282:2011EPJC...71.1554C 4141:1989NIMPA.277..608Z 4046:Statistical Science 3977:2002JPhG...28.2693R 3403:likelihood function 3087:ancillary statistic 2896: 2816: 2719: 2603: 1576:{\displaystyle b=3} 1214: 1151: 1093: 370: for all  70:error probabilities 62:high energy physics 50:confidence interval 42:interval estimation 28:method for setting 4234:10.1007/bf00485690 4202:(With discussion.) 4099:10.1007/bf00485688 3936: 3913:Fisher information 3909:standard deviation 3897: 3877: 3865:maximum likelihood 3853: 3820: 3797: 3684:(derived from the 3674: 3618: 3591: 3553: 3526: 3500: 3473: 3435: 3391: 3351: 3320: 3274: 3248: 3222: 3190: 3166: 3142: 3046:to the main topic. 3040:verifiably mention 3034:possibly contains 3001: 2882: 2802: 2705: 2634: 2604: 2589: 2512:{\displaystyle q*} 2509: 2486: 2466: 2446: 2422:{\displaystyle q*} 2419: 2393: 2312: 2275: 2209: 1906: 1886: 1859: 1832: 1805: 1778: 1738: 1704: 1684: 1664: 1638: 1606: 1573: 1547: 1521: 1457: 1437: 1410: 1390: 1370: 1350: 1307: 1287: 1263: 1215: 1200: 1180: 1137: 1079: 1026: 1006: 964: 938: 907: 882: 855: 830: 790: 763: 733: 681: 654: 630: 597: 558: 505: 474: 379: 233: 190: 151: 78:most powerful test 3971:(10): 2693–2704. 3920:credible interval 3850: 3777: 3723: 3651:Gaussian function 3590: 3572: 3079: 3078: 3071: 2996: 2897: 2829: 2204: 2117: 1909:{\displaystyle s} 1707:{\displaystyle s} 1687:{\displaystyle s} 1460:{\displaystyle s} 1413:{\displaystyle s} 1393:{\displaystyle s} 1373:{\displaystyle b} 1333: 1310:{\displaystyle b} 1290:{\displaystyle s} 1266:{\displaystyle n} 1164: 691:is rejected when 403: 402: 371: 355: 46:Confidence Levels 4430: 4392: 4390: 4377: 4359: 4338: 4328: 4294: 4293: 4275: 4255: 4246: 4245: 4210: 4204: 4200: 4175:(298): 269–326. 4159: 4153: 4152: 4135:(2–3): 608–610. 4126: 4120:G. Zech (1989). 4117: 4111: 4110: 4078: 4072: 4071: 4061: 4037: 4031: 4030: 4028: 4027: 4022:. indico.cern.ch 4021: 4012: 4006: 3995: 3989: 3988: 3960: 3945: 3943: 3942: 3937: 3906: 3904: 3903: 3898: 3886: 3884: 3883: 3878: 3862: 3860: 3859: 3854: 3852: 3851: 3843: 3829: 3827: 3826: 3821: 3806: 3804: 3803: 3798: 3784: 3779: 3778: 3770: 3761: 3744: 3743: 3725: 3724: 3716: 3710: 3709: 3683: 3681: 3680: 3675: 3673: 3627: 3625: 3624: 3619: 3617: 3616: 3600: 3598: 3597: 3592: 3588: 3570: 3562: 3560: 3559: 3554: 3552: 3551: 3535: 3533: 3532: 3527: 3509: 3507: 3506: 3501: 3499: 3498: 3482: 3480: 3479: 3474: 3472: 3471: 3444: 3442: 3441: 3436: 3419: 3400: 3398: 3397: 3392: 3375: 3360: 3358: 3357: 3352: 3350: 3349: 3332:likelihood ratio 3329: 3327: 3326: 3321: 3316: 3315: 3300: 3299: 3283: 3281: 3280: 3275: 3257: 3255: 3254: 3249: 3231: 3229: 3228: 3223: 3199: 3197: 3196: 3191: 3175: 3173: 3172: 3167: 3151: 3149: 3148: 3143: 3126: 3074: 3067: 3063: 3060: 3054: 3027: 3026: 3019: 3010: 3008: 3007: 3002: 2997: 2995: 2988: 2983: 2982: 2955: 2949: 2942: 2937: 2936: 2909: 2903: 2898: 2895: 2890: 2881: 2874: 2869: 2868: 2841: 2835: 2830: 2828: 2821: 2815: 2810: 2798: 2797: 2785: 2779: 2772: 2767: 2766: 2739: 2733: 2718: 2713: 2701: 2700: 2691: 2686: 2685: 2658: 2643: 2641: 2640: 2635: 2633: 2632: 2613: 2611: 2610: 2605: 2602: 2597: 2579: 2574: 2573: 2546: 2538: 2537: 2518: 2516: 2515: 2510: 2495: 2493: 2492: 2487: 2475: 2473: 2472: 2467: 2455: 2453: 2452: 2447: 2445: 2444: 2428: 2426: 2425: 2420: 2402: 2400: 2399: 2394: 2386: 2381: 2380: 2353: 2345: 2344: 2321: 2319: 2318: 2313: 2284: 2282: 2281: 2276: 2274: 2273: 2261: 2260: 2248: 2247: 2218: 2216: 2215: 2210: 2205: 2203: 2196: 2191: 2190: 2172: 2166: 2153: 2148: 2147: 2129: 2123: 2118: 2116: 2103: 2098: 2097: 2085: 2084: 2072: 2066: 2053: 2048: 2047: 2035: 2034: 2022: 2021: 2003: 1997: 1977: 1976: 1964: 1963: 1954: 1949: 1948: 1930: 1915: 1913: 1912: 1907: 1895: 1893: 1892: 1887: 1885: 1884: 1868: 1866: 1865: 1860: 1858: 1857: 1841: 1839: 1838: 1833: 1831: 1830: 1814: 1812: 1811: 1806: 1804: 1803: 1787: 1785: 1784: 1779: 1777: 1776: 1764: 1763: 1747: 1745: 1744: 1739: 1737: 1736: 1713: 1711: 1710: 1705: 1693: 1691: 1690: 1685: 1673: 1671: 1670: 1665: 1647: 1645: 1644: 1639: 1615: 1613: 1612: 1607: 1599: 1598: 1582: 1580: 1579: 1574: 1556: 1554: 1553: 1548: 1530: 1528: 1527: 1522: 1502: 1497: 1496: 1478: 1466: 1464: 1463: 1458: 1446: 1444: 1443: 1438: 1436: 1435: 1419: 1417: 1416: 1411: 1399: 1397: 1396: 1391: 1379: 1377: 1376: 1371: 1359: 1357: 1356: 1351: 1334: 1331: 1316: 1314: 1313: 1308: 1296: 1294: 1293: 1288: 1272: 1270: 1269: 1264: 1224: 1222: 1221: 1216: 1213: 1208: 1189: 1187: 1186: 1181: 1176: 1165: 1163: 1156: 1150: 1145: 1124: 1123: 1111: 1105: 1098: 1092: 1087: 1066: 1065: 1053: 1047: 1035: 1033: 1032: 1027: 1015: 1013: 1012: 1007: 996: 995: 973: 971: 970: 965: 947: 945: 944: 939: 937: 936: 916: 914: 913: 908: 906: 891: 889: 888: 883: 881: 880: 864: 862: 861: 856: 854: 839: 837: 836: 831: 814: 799: 797: 796: 791: 789: 788: 772: 770: 769: 764: 742: 740: 739: 734: 732: 731: 710: 709: 690: 688: 687: 682: 680: 679: 663: 661: 660: 655: 639: 637: 636: 631: 629: 628: 606: 604: 603: 598: 584: 583: 567: 565: 564: 559: 557: 556: 538: 537: 514: 512: 511: 506: 504: 483: 481: 480: 475: 467: 447: 446: 431: 397: 388: 386: 385: 380: 372: 369: 367: 356: 354: 347: 327: 326: 311: 305: 298: 278: 277: 262: 256: 246: 242: 240: 239: 234: 223: 222: 199: 197: 196: 191: 189: 160: 158: 157: 152: 34:exclusion limits 18:particle physics 4438: 4437: 4433: 4432: 4431: 4429: 4428: 4427: 4408: 4407: 4399: 4357:physics/0303111 4303: 4301:Further reading 4298: 4297: 4260:Eur. Phys. J. C 4256: 4249: 4214:Birnbaum, Allan 4211: 4207: 4181:10.2307/2281640 4163:Birnbaum, Allan 4160: 4156: 4124: 4118: 4114: 4079: 4075: 4038: 4034: 4025: 4023: 4019: 4013: 4009: 3996: 3992: 3961: 3957: 3952: 3931: 3928: 3927: 3892: 3889: 3888: 3872: 3869: 3868: 3842: 3841: 3839: 3836: 3835: 3815: 3812: 3811: 3780: 3769: 3768: 3754: 3736: 3732: 3715: 3714: 3702: 3698: 3696: 3693: 3692: 3666: 3658: 3655: 3654: 3647: 3612: 3608: 3606: 3603: 3602: 3568: 3565: 3564: 3547: 3543: 3541: 3538: 3537: 3515: 3512: 3511: 3494: 3490: 3488: 3485: 3484: 3467: 3463: 3461: 3458: 3457: 3415: 3410: 3407: 3406: 3371: 3366: 3363: 3362: 3361:" is therefore 3345: 3341: 3339: 3336: 3335: 3311: 3307: 3295: 3291: 3289: 3286: 3285: 3263: 3260: 3259: 3237: 3234: 3233: 3205: 3202: 3201: 3185: 3182: 3181: 3161: 3158: 3157: 3122: 3117: 3114: 3113: 3075: 3064: 3058: 3055: 3048: 3038:which does not 3028: 3024: 3017: 2984: 2978: 2974: 2951: 2950: 2938: 2932: 2928: 2905: 2904: 2902: 2891: 2886: 2870: 2864: 2860: 2837: 2836: 2834: 2817: 2811: 2806: 2793: 2789: 2781: 2780: 2768: 2762: 2758: 2735: 2734: 2732: 2714: 2709: 2696: 2692: 2687: 2681: 2677: 2654: 2652: 2649: 2648: 2628: 2624: 2622: 2619: 2618: 2598: 2593: 2575: 2569: 2565: 2542: 2533: 2529: 2527: 2524: 2523: 2501: 2498: 2497: 2481: 2478: 2477: 2461: 2458: 2457: 2440: 2436: 2434: 2431: 2430: 2411: 2408: 2407: 2382: 2376: 2372: 2349: 2340: 2336: 2334: 2331: 2330: 2298: 2295: 2294: 2291: 2269: 2265: 2256: 2252: 2243: 2239: 2231: 2228: 2227: 2192: 2186: 2182: 2168: 2167: 2149: 2143: 2139: 2125: 2124: 2122: 2099: 2093: 2089: 2080: 2076: 2068: 2067: 2049: 2043: 2039: 2030: 2026: 2017: 2013: 1999: 1998: 1996: 1972: 1968: 1959: 1955: 1950: 1944: 1940: 1926: 1924: 1921: 1920: 1901: 1898: 1897: 1880: 1876: 1874: 1871: 1870: 1853: 1849: 1847: 1844: 1843: 1826: 1822: 1820: 1817: 1816: 1799: 1795: 1793: 1790: 1789: 1772: 1768: 1759: 1755: 1753: 1750: 1749: 1732: 1728: 1720: 1717: 1716: 1699: 1696: 1695: 1679: 1676: 1675: 1653: 1650: 1649: 1621: 1618: 1617: 1594: 1590: 1588: 1585: 1584: 1562: 1559: 1558: 1536: 1533: 1532: 1498: 1492: 1488: 1474: 1472: 1469: 1468: 1452: 1449: 1448: 1431: 1427: 1425: 1422: 1421: 1405: 1402: 1401: 1385: 1382: 1381: 1365: 1362: 1361: 1330: 1322: 1319: 1318: 1302: 1299: 1298: 1282: 1279: 1278: 1258: 1255: 1254: 1251: 1231: 1209: 1204: 1198: 1195: 1194: 1169: 1152: 1146: 1141: 1119: 1115: 1107: 1106: 1094: 1088: 1083: 1061: 1057: 1049: 1048: 1046: 1044: 1041: 1040: 1021: 1018: 1017: 991: 987: 985: 982: 981: 953: 950: 949: 932: 928: 926: 923: 922: 899: 897: 894: 893: 876: 872: 870: 867: 866: 847: 845: 842: 841: 810: 805: 802: 801: 784: 780: 778: 775: 774: 752: 749: 748: 727: 723: 702: 698: 696: 693: 692: 675: 671: 669: 666: 665: 649: 646: 645: 624: 620: 618: 615: 614: 579: 575: 573: 570: 569: 552: 548: 533: 529: 527: 524: 523: 520:hypothesis test 497: 489: 486: 485: 463: 439: 435: 427: 425: 422: 421: 368: 360: 343: 319: 315: 307: 306: 294: 270: 266: 258: 257: 255: 253: 250: 249: 215: 211: 209: 206: 205: 202:random variable 182: 174: 171: 170: 128: 125: 124: 106: 12: 11: 5: 4436: 4426: 4425: 4420: 4406: 4405: 4398: 4397:External links 4395: 4394: 4393: 4378: 4339: 4319:(2): 161–163. 4302: 4299: 4296: 4295: 4247: 4205: 4154: 4112: 4073: 4052:(2): 149–159. 4032: 4007: 3990: 3954: 3953: 3951: 3948: 3935: 3896: 3876: 3849: 3846: 3819: 3808: 3807: 3796: 3793: 3790: 3787: 3783: 3776: 3773: 3767: 3764: 3760: 3757: 3753: 3750: 3747: 3742: 3739: 3735: 3731: 3728: 3722: 3719: 3713: 3708: 3705: 3701: 3688:) is given by 3672: 3669: 3665: 3662: 3646: 3643: 3615: 3611: 3587: 3584: 3581: 3578: 3575: 3550: 3546: 3525: 3522: 3519: 3497: 3493: 3470: 3466: 3434: 3431: 3428: 3425: 3422: 3418: 3414: 3390: 3387: 3384: 3381: 3378: 3374: 3370: 3348: 3344: 3319: 3314: 3310: 3306: 3303: 3298: 3294: 3273: 3270: 3267: 3247: 3244: 3241: 3221: 3218: 3215: 3212: 3209: 3189: 3165: 3141: 3138: 3135: 3132: 3129: 3125: 3121: 3077: 3076: 3031: 3029: 3022: 3016: 3013: 3012: 3011: 3000: 2994: 2991: 2987: 2981: 2977: 2973: 2970: 2967: 2964: 2961: 2958: 2954: 2948: 2945: 2941: 2935: 2931: 2927: 2924: 2921: 2918: 2915: 2912: 2908: 2901: 2894: 2889: 2885: 2880: 2877: 2873: 2867: 2863: 2859: 2856: 2853: 2850: 2847: 2844: 2840: 2833: 2827: 2824: 2820: 2814: 2809: 2805: 2801: 2796: 2792: 2788: 2784: 2778: 2775: 2771: 2765: 2761: 2757: 2754: 2751: 2748: 2745: 2742: 2738: 2731: 2728: 2725: 2722: 2717: 2712: 2708: 2704: 2699: 2695: 2690: 2684: 2680: 2676: 2673: 2670: 2667: 2664: 2661: 2657: 2631: 2627: 2615: 2614: 2601: 2596: 2592: 2588: 2585: 2582: 2578: 2572: 2568: 2564: 2561: 2558: 2555: 2552: 2549: 2545: 2541: 2536: 2532: 2508: 2505: 2485: 2465: 2443: 2439: 2418: 2415: 2404: 2403: 2392: 2389: 2385: 2379: 2375: 2371: 2368: 2365: 2362: 2359: 2356: 2352: 2348: 2343: 2339: 2324:test statistic 2311: 2308: 2305: 2302: 2290: 2287: 2272: 2268: 2264: 2259: 2255: 2251: 2246: 2242: 2238: 2235: 2220: 2219: 2208: 2202: 2199: 2195: 2189: 2185: 2181: 2178: 2175: 2171: 2165: 2162: 2159: 2156: 2152: 2146: 2142: 2138: 2135: 2132: 2128: 2121: 2115: 2112: 2109: 2106: 2102: 2096: 2092: 2088: 2083: 2079: 2075: 2071: 2065: 2062: 2059: 2056: 2052: 2046: 2042: 2038: 2033: 2029: 2025: 2020: 2016: 2012: 2009: 2006: 2002: 1995: 1992: 1989: 1986: 1983: 1980: 1975: 1971: 1967: 1962: 1958: 1953: 1947: 1943: 1939: 1936: 1933: 1929: 1905: 1883: 1879: 1856: 1852: 1829: 1825: 1802: 1798: 1775: 1771: 1767: 1762: 1758: 1735: 1731: 1727: 1724: 1703: 1683: 1663: 1660: 1657: 1637: 1634: 1631: 1628: 1625: 1605: 1602: 1597: 1593: 1572: 1569: 1566: 1546: 1543: 1540: 1520: 1517: 1514: 1511: 1508: 1505: 1501: 1495: 1491: 1487: 1484: 1481: 1477: 1456: 1434: 1430: 1409: 1389: 1369: 1349: 1346: 1343: 1340: 1337: 1329: 1326: 1306: 1286: 1262: 1250: 1247: 1230: 1227: 1212: 1207: 1203: 1191: 1190: 1179: 1175: 1172: 1168: 1162: 1159: 1155: 1149: 1144: 1140: 1136: 1133: 1130: 1127: 1122: 1118: 1114: 1110: 1104: 1101: 1097: 1091: 1086: 1082: 1078: 1075: 1072: 1069: 1064: 1060: 1056: 1052: 1025: 1005: 1002: 999: 994: 990: 979:test statistic 963: 960: 957: 935: 931: 905: 902: 879: 875: 853: 850: 829: 826: 823: 820: 817: 813: 809: 787: 783: 762: 759: 756: 730: 726: 722: 719: 716: 713: 708: 705: 701: 678: 674: 653: 627: 623: 596: 593: 590: 587: 582: 578: 555: 551: 547: 544: 541: 536: 532: 503: 500: 496: 493: 473: 470: 466: 462: 459: 456: 453: 450: 445: 442: 438: 434: 430: 401: 400: 391: 389: 378: 375: 366: 363: 359: 353: 350: 346: 342: 339: 336: 333: 330: 325: 322: 318: 314: 310: 304: 301: 297: 293: 290: 287: 284: 281: 276: 273: 269: 265: 261: 232: 229: 226: 221: 218: 214: 188: 185: 181: 178: 150: 147: 144: 141: 138: 135: 132: 105: 102: 98:Allan Birnbaum 56:experiment at 9: 6: 4: 3: 2: 4435: 4424: 4421: 4419: 4416: 4415: 4413: 4404: 4401: 4400: 4389: 4384: 4379: 4375: 4371: 4367: 4363: 4358: 4353: 4350:(3): 033002. 4349: 4345: 4340: 4336: 4332: 4327: 4322: 4318: 4314: 4310: 4305: 4304: 4291: 4287: 4283: 4279: 4274: 4269: 4265: 4261: 4254: 4252: 4243: 4239: 4235: 4231: 4227: 4223: 4219: 4215: 4209: 4203: 4198: 4194: 4190: 4186: 4182: 4178: 4174: 4170: 4169: 4164: 4158: 4150: 4146: 4142: 4138: 4134: 4130: 4123: 4116: 4108: 4104: 4100: 4096: 4092: 4088: 4084: 4077: 4069: 4065: 4060: 4055: 4051: 4047: 4043: 4036: 4018: 4015:Amnon Harel. 4011: 4005: 4001: 4000: 3994: 3986: 3982: 3978: 3974: 3970: 3966: 3959: 3955: 3947: 3933: 3925: 3922:if a uniform 3921: 3918: 3914: 3910: 3894: 3874: 3867:estimator of 3866: 3844: 3833: 3794: 3785: 3781: 3771: 3758: 3755: 3751: 3748: 3740: 3737: 3729: 3726: 3717: 3711: 3706: 3703: 3699: 3691: 3690: 3689: 3687: 3670: 3667: 3663: 3660: 3652: 3642: 3639: 3635: 3629: 3613: 3609: 3582: 3579: 3576: 3548: 3544: 3520: 3495: 3491: 3468: 3464: 3453: 3451: 3446: 3429: 3426: 3423: 3416: 3412: 3404: 3385: 3382: 3379: 3372: 3368: 3346: 3342: 3333: 3312: 3308: 3301: 3296: 3292: 3268: 3245: 3242: 3239: 3216: 3213: 3210: 3187: 3179: 3163: 3155: 3136: 3133: 3130: 3123: 3119: 3110: 3108: 3104: 3100: 3096: 3092: 3088: 3084: 3073: 3070: 3062: 3052: 3047: 3045: 3041: 3037: 3032:This section 3030: 3021: 3020: 2998: 2989: 2979: 2975: 2971: 2965: 2959: 2943: 2933: 2929: 2925: 2919: 2913: 2899: 2892: 2887: 2883: 2875: 2865: 2861: 2857: 2851: 2845: 2831: 2822: 2812: 2807: 2803: 2799: 2794: 2790: 2773: 2763: 2759: 2755: 2749: 2743: 2729: 2723: 2720: 2715: 2710: 2706: 2702: 2697: 2693: 2682: 2678: 2674: 2668: 2662: 2647: 2646: 2645: 2629: 2625: 2599: 2594: 2590: 2586: 2580: 2570: 2566: 2562: 2556: 2550: 2539: 2534: 2530: 2522: 2521: 2520: 2506: 2503: 2483: 2463: 2441: 2437: 2416: 2413: 2387: 2377: 2373: 2369: 2363: 2357: 2346: 2341: 2337: 2329: 2328: 2327: 2325: 2306: 2300: 2286: 2270: 2266: 2262: 2257: 2253: 2244: 2240: 2236: 2233: 2225: 2206: 2197: 2187: 2183: 2179: 2176: 2160: 2157: 2154: 2144: 2140: 2136: 2133: 2119: 2110: 2107: 2104: 2094: 2090: 2086: 2081: 2077: 2060: 2057: 2054: 2044: 2040: 2036: 2031: 2027: 2023: 2018: 2014: 2010: 2007: 1993: 1987: 1984: 1981: 1978: 1973: 1969: 1965: 1960: 1956: 1945: 1941: 1937: 1934: 1919: 1918: 1917: 1903: 1881: 1877: 1854: 1850: 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271: 267: 248: 247: 244: 227: 219: 216: 212: 203: 186: 183: 179: 176: 168: 164: 142: 139: 133: 130: 123: 119: 115: 114:random sample 111: 101: 99: 95: 91: 87: 81: 79: 75: 71: 67: 63: 59: 55: 51: 47: 43: 39: 35: 32:(also called 31: 27: 24:represents a 23: 19: 4347: 4344:Phys. Rev. D 4343: 4316: 4312: 4263: 4259: 4228:(1): 19–49. 4225: 4221: 4208: 4201: 4172: 4166: 4157: 4132: 4128: 4115: 4090: 4086: 4076: 4049: 4045: 4035: 4024:. 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The 3284:under 3089:. The 3044:relate 2406:where 1249:Origin 1237:, the 1193:where 90:ad hoc 4383:arXiv 4370:S2CID 4352:arXiv 4331:JSTOR 4268:arXiv 4238:S2CID 4185:JSTOR 4125:(PDF) 4103:S2CID 4064:JSTOR 4020:(PDF) 3924:prior 3601:when 3536:when 2322:is a 1332:Poiss 921:when 745:power 112:be a 3926:for 3887:and 3232:and 2972:> 2563:> 2370:> 1583:and 1297:and 721:< 338:< 289:< 161:. A 108:Let 58:CERN 4362:doi 4321:doi 4286:doi 4230:doi 4177:doi 4145:doi 4133:277 4095:doi 4054:doi 3981:doi 3042:or 1243:LHC 1235:LEP 413:is 163:CLs 54:LEP 22:CLs 16:In 4414:: 4368:. 4360:. 4348:69 4346:. 4329:. 4317:17 4315:. 4311:. 4284:. 4276:. 4264:71 4262:. 4250:^ 4236:. 4226:36 4224:. 4220:. 4193:MR 4191:. 4183:. 4173:57 4171:. 4143:. 4131:. 4127:. 4101:. 4091:36 4089:. 4085:. 4062:. 4050:17 4048:. 4044:. 3979:. 3969:28 3967:. 3834:, 1360:. 515:. 204:) 100:. 20:, 4391:. 4385:: 4376:. 4364:: 4354:: 4337:. 4323:: 4292:. 4288:: 4280:: 4270:: 4244:. 4232:: 4199:. 4179:: 4151:. 4147:: 4139:: 4109:. 4097:: 4070:. 4056:: 4029:. 3987:. 3983:: 3975:: 3795:, 3792:) 3789:) 3782:/ 3766:( 3749:1 3746:( 3741:1 3727:+ 3712:= 3707:p 3704:u 3661:1 3636:- 3614:2 3610:H 3586:) 3577:1 3574:( 3549:1 3545:H 3524:) 3518:( 3496:1 3492:H 3469:2 3465:H 3433:) 3424:1 3421:( 3417:/ 3389:) 3380:1 3377:( 3373:/ 3347:1 3343:H 3318:) 3313:2 3309:H 3305:( 3302:, 3297:1 3293:H 3272:) 3266:( 3258:, 3240:1 3220:) 3211:1 3208:( 3200:, 3140:) 3131:1 3128:( 3124:/ 3072:) 3066:( 3061:) 3057:( 3053:. 2999:. 2993:) 2990:0 2986:| 2976:q 2969:) 2966:X 2963:( 2960:q 2957:( 2953:P 2947:) 2940:| 2930:q 2923:) 2920:X 2917:( 2914:q 2911:( 2907:P 2900:= 2888:0 2884:p 2879:) 2872:| 2862:q 2855:) 2852:X 2849:( 2846:q 2843:( 2839:P 2832:= 2826:) 2819:| 2808:0 2804:p 2791:p 2787:( 2783:P 2777:) 2770:| 2760:q 2753:) 2750:X 2747:( 2744:q 2741:( 2737:P 2730:= 2727:) 2721:, 2711:0 2707:p 2694:p 2689:| 2679:q 2672:) 2669:X 2666:( 2663:q 2660:( 2656:P 2630:b 2626:n 2595:0 2591:p 2584:) 2581:0 2577:| 2567:q 2560:) 2557:X 2554:( 2551:q 2548:( 2544:P 2531:p 2504:q 2438:p 2414:q 2391:) 2384:| 2374:q 2367:) 2364:X 2361:( 2358:q 2355:( 2351:P 2347:= 2338:p 2310:) 2307:X 2304:( 2301:q 2267:n 2258:b 2254:n 2241:n 2234:n 2207:. 2201:) 2198:b 2194:| 2184:n 2177:n 2174:( 2170:P 2164:) 2161:b 2158:+ 2155:s 2151:| 2141:n 2134:n 2131:( 2127:P 2120:= 2114:) 2111:b 2108:+ 2105:s 2101:| 2091:n 2082:b 2078:n 2074:( 2070:P 2064:) 2061:b 2058:+ 2055:s 2051:| 2041:n 2032:b 2028:n 2024:, 2015:n 2008:n 2005:( 2001:P 1994:= 1991:) 1988:b 1985:+ 1982:s 1979:, 1970:n 1961:b 1957:n 1952:| 1942:n 1935:n 1932:( 1928:P 1904:s 1882:b 1878:n 1855:b 1851:n 1828:b 1824:n 1801:b 1797:n 1770:n 1761:b 1757:n 1730:n 1723:n 1702:s 1682:s 1662:0 1656:s 1636:3 1630:b 1627:+ 1624:s 1604:0 1601:= 1592:n 1571:3 1568:= 1565:b 1539:1 1513:) 1510:b 1507:+ 1504:s 1500:| 1490:n 1483:n 1480:( 1476:P 1455:s 1429:n 1408:s 1388:s 1368:b 1348:) 1345:b 1342:+ 1339:s 1336:( 1325:n 1305:b 1285:s 1261:n 1202:q 1178:. 1167:= 1161:) 1158:0 1154:| 1139:q 1132:) 1129:X 1126:( 1117:q 1113:( 1109:P 1103:) 1096:| 1081:q 1074:) 1071:X 1068:( 1059:q 1055:( 1051:P 1004:) 1001:X 998:( 989:q 962:0 959:= 934:0 919:X 878:0 828:) 819:1 816:( 812:/ 786:0 782:H 755:1 747:( 729:0 718:) 715:X 712:( 707:p 704:u 677:0 644:( 626:0 610:1 595:0 592:= 586:: 581:1 577:H 554:0 546:= 540:: 535:0 531:H 492:1 472:) 465:| 455:) 452:X 449:( 444:p 441:u 433:( 429:P 411:X 407:X 398:) 396:1 394:( 377:. 352:) 349:0 345:| 335:) 332:X 329:( 324:p 321:u 313:( 309:P 303:) 296:| 286:) 283:X 280:( 275:p 272:u 264:( 260:P 231:) 228:X 225:( 220:p 217:u 177:1 167:θ 149:) 143:, 140:0 137:[ 110:X

Index

particle physics
statistical
parameters
interval estimation
Confidence Levels
confidence interval
LEP
CERN
high energy physics
frequentist
error probabilities
coverage probability
most powerful test
statistical inference
Allan Birnbaum
random sample
probability distribution
parameter
random variable
continuous
coverage probability
hypothesis test
1
type-I error probability
power
test statistic
LEP
Tevatron
LHC
Poisson distributions

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