[ArXiv] Classical confidence intervals, June 25, 2007
From arXiv:physics.data-an/0706.3622v1:
Comments on the unified approach to the construction of classical confidence intervals
This paper comments on classical confidence intervals and upper limits, as the so-called a flip-flopping problem, both of which are related asymptotically (when n is large enough) by the definition but cannot be converted from one to the another by preserving the same coverage due to the poisson nature of the data.
I’ve heard a few discussions about classical confidence intervals and upper limits from particle physicists and theoretical statisticians. Nonetheless, not being in the business from the beginning (1. the time point of particle physicists aware of statistics to obtain coverages and upper limits or 2. Neyman’s publication (1937) Phil. Trans. Royal Soc. London A, 236, p.333) makes it hard to grasp the essence of this flip-flopping problem. On the other hand, I could sense that lots of statistical challenges (for both classical and bayesian statisticians) residing in this flip-flopping problem and wish for some tutorials or chronological reviews on the subject.
Leave a comment