Confidence intervals with a priori parameter bounds
Journal Article
·
· Physics of Particles and Nuclei
- Institute for Nuclear Research RAS, Moscow (Russian Federation)
We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution of the problem. Derived are the solutions for the cases of a continuous distribution with non-negative estimated parameter and a discrete distribution, specifically a Poisson process with background. For both cases, the best upper limit is constructed that accounts for the a priori information. A table is provided with the confidence intervals for the parameter of Poisson distribution that correctly accounts for the information on the known value of the background along with the software for calculating the confidence intervals for any confidence levels and magnitudes of the background (the software is freely available for download via Internet).
- OSTI ID:
- 22977398
- Journal Information:
- Physics of Particles and Nuclei, Journal Name: Physics of Particles and Nuclei Journal Issue: 3 Vol. 46; ISSN 1063-7796
- Country of Publication:
- United States
- Language:
- English
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