Abstract
None of the methods to evaluate uncertainty intervals presented so far guarantees an exact coverage. In many cases the provided level of approximation is sufficient, but this may not be the cases, in particular, for measurements with a small number of events or distributions that exhibit significant deviation from the Gaussian approximation. A more rigorous and general treatment of confidence intervals under the frequentist approach is due to Neyman, which will be discussed in the following.
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References
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Lista, L. (2016). Confidence Intervals. In: Statistical Methods for Data Analysis in Particle Physics. Lecture Notes in Physics, vol 909. Springer, Cham. https://doi.org/10.1007/978-3-319-20176-4_6
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DOI: https://doi.org/10.1007/978-3-319-20176-4_6
Publisher Name: Springer, Cham
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