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Confidence Intervals

  • Luca Lista
Chapter
Part of the Lecture Notes in Physics book series (LNP, volume 941)

Abstract

Section  5.11 presented two approximate methods to determine uncertainties of maximum likelihood estimates. Basically, either the negative log likelihood function is approximated to a parabola at the minimum, corresponding to a Gaussian PDF approximation, or the excursion of the negative log likelihood around the minimum is considered in order to obtain the possibly asymmetric uncertainty. None of those methods guarantees an exact coverage of the uncertainty interval. In many cases, the provided level of approximation is sufficient, but for measurements with a small number of events and PDF models that exhibit large deviation from the Gaussian approximation, the uncertainty determined with those approximate methods may not be sufficiently accurate.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Luca Lista
    • 1
  1. 1.INFN Sezione di NapoliNapoliItaly

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