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Conference Paper

Bayesian versus frequentist upper limits

MPS-Authors
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Röver,  Christian
Observational Relativity and Cosmology, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society;

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Messenger,  Christopher
Observational Relativity and Cosmology, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society;

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Prix,  Reinhard
Observational Relativity and Cosmology, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society;

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Fulltext (public)

1103.2987
(Preprint), 140KB

CERN-2011-006_158.pdf
(Any fulltext), 235KB

Supplementary Material (public)
There is no public supplementary material available
Citation

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.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0011-302A-A
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".