A Unified Approach to the Classical Statistical Analysis of Small Signals

22 Nov 1997Gary J. FeldmanRobert D. Cousins

We give a classical confidence belt construction which unifies the treatment of upper confidence limits for null results and two-sided confidence intervals for non-null results. The unified treatment solves a problem (apparently not previously recognized) that the choice of upper limit or two-sided intervals leads to intervals which are not confidence intervals if the choice is based on the data... (read more)

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