A Comparison of Limit Setting Methods for the On-Off Problem
Wolfgang A. Rolke
TL;DR
This paper compares various frequentist confidence interval methods for the On-Off problem, analyzing their coverage and expected lengths to evaluate their statistical properties.
Contribution
It provides explicit formulas and a comprehensive comparison of existing methods for setting limits in the On-Off problem.
Findings
Explicit formulas for confidence limits derived
Coverage probabilities analyzed
Expected lengths of intervals evaluated
Abstract
We study the frequentist properties of confidence intervals for the On-Off problem. The methods include all those in common use today. We derive explicit formulas for the limits and calculate the true coverage and the expected lengths of these methods.
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