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  Bayesian versus frequentist upper limits

Röver, C., Messenger, C., & Prix, R. (2011). Bayesian versus frequentist upper limits. In H. B. Prosper, & L. Lyons (Eds.), Proceedings of the PHYSTAT 2011 Workshop on Statistical Issues Related to Discovery Claims in Search Experiments and Unfolding (pp. 158-163). CERN.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0011-302A-A Version Permalink: http://hdl.handle.net/11858/00-001M-0000-0011-302E-2
Genre: Conference Paper

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1103.2987 (Preprint), 140KB
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 Creators:
Röver, Christian1, Author              
Messenger, Christopher1, Author              
Prix, Reinhard1, Author              
Affiliations:
1Observational Relativity and Cosmology, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society, ou_24011              

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Free keywords: Physics, Data Analysis, Statistics and Probability, physics.data-an,General Relativity and Quantum Cosmology, gr-qc,Statistics, Methodology, stat.ME
 Abstract: While gravitational waves have not yet been measured directly, data analysis from detection experiments commonly includes an upper limit statement. Such upper limits may be derived via a frequentist or Bayesian approach; the theoretical implications are very different, and on the technical side, one notable difference is that one case requires maximization of the likelihood function over parameter space, while the other requires integration. Using a simple example (detection of a sinusoidal signal in white Gaussian noise), we investigate the differences in performance and interpretation, and the effect of the "trials factor", or "look-elsewhere effect".

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 Dates: 2011-03-1520112011
 Publication Status: Published in print
 Pages: -
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 Table of Contents: -
 Rev. Method: -
 Identifiers: arXiv: 1103.2987
URI: http://arxiv.org/abs/1103.2987
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Title: Workshop on Statistical Issues Related to Discovery Claims in Search Experiments and Unfolding
Place of Event: CERN, Geneva, Switzerland
Start-/End Date: 2011-01-17 - 2011-01-20

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Title: Proceedings of the PHYSTAT 2011 Workshop on Statistical Issues Related to Discovery Claims in Search Experiments and Unfolding
Source Genre: Proceedings
 Creator(s):
Prosper, Harrison. B., Editor
Lyons, Louis , Editor
Affiliations:
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Publ. Info: CERN
Pages: - Volume / Issue: CERN-2011-006 Sequence Number: - Start / End Page: 158 - 163 Identifier: -