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Article
Report number	physics/0403059
Title	Limits and confidence intervals in the presence of nuisance parameters
Related title	Confidence Intervals with Frequentist Treatment of Statistical and Systematic Uncertainties
Author(s)	Rolke, Wolfgang A. (Puerto Rico U., Mayaguez) ; Lopez, Angel M. (Puerto Rico U., Mayaguez) ; Conrad, Jan (CERN)
Publication	2005
Imprint	2004
Number of pages	13
In:	Nucl. Instrum. Methods Phys. Res., A 551 (2005) pp.493-503
In:	PHYSTATOS: Statistical Problems in Particle Physics, Astrophysics and Cosmology, Oxford, UK, 12 - 15 Sep 2005, pp.97
DOI	10.1016/j.nima.2005.05.068 10.1142/9781860948985_0021
Subject category	Other Fields of Physics
Abstract	We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible parameter values for important classes of problems, in particular whenever there are additional nuisance parameters with statistical or systematic errors. Programs are available for calculating these intervals.

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