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1 | (20) |
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1.1 The Concept of Probability |
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1 | (1) |
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1.2 Classical Probability |
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2 | (2) |
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1.3 Issues with the Generalization to the Continuum |
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4 | (2) |
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1.3.1 The Bertrand's Paradox |
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5 | (1) |
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1.4 Axiomatic Probability Definition |
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6 | (1) |
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1.5 Probability Distributions |
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6 | (1) |
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1.6 Conditional Probability and Independent Events |
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7 | (1) |
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1.7 Law of Total Probability |
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8 | (1) |
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1.8 Average, Variance and Covariance |
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9 | (3) |
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1.9 Variables Transformations |
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12 | (1) |
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1.10 The Bernoulli Process |
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13 | (1) |
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1.11 The Binomial Process |
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14 | (4) |
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1.11.1 Binomial Distribution and Efficiency Estimate |
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15 | (3) |
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1.12 The Law of Large Numbers |
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18 | (3) |
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19 | (2) |
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2 Probability Distribution functions |
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21 | (32) |
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2.1 Definition of Probability Distribution Function |
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21 | (1) |
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2.2 Average and Variance in the Continuous Case |
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22 | (1) |
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2.3 Cumulative Distribution |
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23 | (1) |
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2.4 Continuous Variables Transformation |
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24 | (1) |
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24 | (2) |
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2.6 Gaussian Distribution |
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26 | (1) |
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2.7 Log-Normal Distribution |
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27 | (1) |
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2.8 Exponential Distribution |
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28 | (3) |
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31 | (3) |
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2.10 Other Distributions Useful in Physics |
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34 | (4) |
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34 | (1) |
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2.10.2 Crystal Ball Function |
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35 | (2) |
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2.10.3 Landau Distribution |
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37 | (1) |
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2.11 Central Limit Theorem |
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38 | (2) |
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2.12 Convolution of Probability Distribution Functions |
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40 | (1) |
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2.13 Probability Distribution Functions in More than One Dimension |
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41 | (5) |
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2.13.1 Marginal Distributions |
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41 | (4) |
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2.13.2 Conditional Distributions |
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45 | (1) |
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2.14 Gaussian Distributions in Two or More Dimensions |
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46 | (7) |
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51 | (2) |
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3 Bayesian Approach to Probability |
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53 | (16) |
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53 | (5) |
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3.2 Bayesian Probability Definition |
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58 | (2) |
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3.3 Bayesian Probability and Likelihood Functions |
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60 | (2) |
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3.3.1 Repeated Use of Bayes' Theorem and Learning Process |
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61 | (1) |
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62 | (3) |
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65 | (1) |
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3.6 Arbitrariness of the Prior Choice |
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66 | (1) |
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67 | (1) |
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3.8 Error Propagation with Bayesian Probability |
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68 | (1) |
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68 | (1) |
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4 Random Numbers and Monte Carlo Methods |
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69 | (12) |
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69 | (1) |
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4.2 Pseudorandom Generators Properties |
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69 | (2) |
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4.3 Uniform Random Number Generators |
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71 | (1) |
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4.3.1 Remapping Uniform Random Numbers |
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72 | (1) |
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4.4 Non Uniform Random Number Generators |
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72 | (4) |
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4.4.1 Gaussian Generators Using the Central Limit Theorem |
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73 | (1) |
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4.4.2 Non-uniform Distribution From Inversion of the Cumulative Distribution |
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73 | (2) |
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4.4.3 Gaussian Numbers Generation |
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75 | (1) |
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76 | (3) |
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4.5.1 Hit-or-Miss Monte Carlo |
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76 | (2) |
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4.5.2 Importance Sampling |
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78 | (1) |
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4.6 Numerical Integration with Monte Carlo Methods |
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79 | (2) |
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80 | (1) |
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81 | (32) |
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5.1 Measurements and Their Uncertainties |
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82 | (2) |
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5.2 Nuisance Parameters and Systematic Uncertainties |
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84 | (1) |
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84 | (1) |
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5.4 Properties of Estimators |
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85 | (2) |
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85 | (1) |
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86 | (1) |
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5.4.3 Minimum Variance Bound and Efficiency |
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86 | (1) |
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87 | (1) |
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5.5 Maximum-Likelihood Method |
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87 | (4) |
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5.5.1 Likelihood Function |
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88 | (1) |
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5.5.2 Extended Likelihood Function |
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89 | (2) |
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5.5.3 Gaussian Likelihood Functions |
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91 | (1) |
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5.6 Errors with the Maximum-Likelihood Method |
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91 | (4) |
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5.6.1 Properties of Maximum-Likelihood Estimators |
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94 | (1) |
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5.7 Minimum χ2 and Least-Squares Methods |
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95 | (4) |
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97 | (1) |
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98 | (1) |
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99 | (2) |
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5.8.1 Simple Cases of Error Propagation |
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100 | (1) |
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5.9 Issues with Treatment of Asymmetric Errors |
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101 | (3) |
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104 | (2) |
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5.10.1 Minimum-χ2 Method for Binned Histograms |
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105 | (1) |
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5.10.2 Binned Poissonian Fits |
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105 | (1) |
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5.11 Combining Measurements |
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106 | (7) |
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107 | (1) |
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5.11.2 χ2 in n Dimensions |
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108 | (1) |
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5.11.3 The Best Linear Unbiased Estimator |
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108 | (3) |
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111 | (2) |
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113 | (10) |
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6.1 Neyman's Confidence Intervals |
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113 | (3) |
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6.1.1 Construction of the Confidence Belt |
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113 | (2) |
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6.1.2 Inversion of the Confidence Belt |
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115 | (1) |
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116 | (1) |
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6.3 The "Flip-Flopping" Problem |
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117 | (2) |
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6.4 The Unified Feldman--Cousins Approach |
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119 | (4) |
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121 | (2) |
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123 | (14) |
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7.1 Introduction to Hypothesis Tests |
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123 | (3) |
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7.2 Fisher's Linear Discriminant |
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126 | (2) |
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7.3 The Neyman--Pearson Lemma |
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128 | (1) |
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7.4 Likelihood Ratio Discriminant |
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129 | (1) |
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7.5 Kolmogorov--Smirnov Test |
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129 | (2) |
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131 | (2) |
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7.7 Likelihood Ratio in the Search for a New Signal |
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133 | (4) |
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135 | (2) |
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137 | |
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8.1 Searches for New Phenomena: Discovery and Upper Limits |
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137 | (1) |
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138 | (3) |
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138 | (1) |
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139 | (1) |
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8.2.3 Significance and Discovery |
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140 | (1) |
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8.3 Excluding a Signal Hypothesis |
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141 | (1) |
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8.4 Significance and Parameter Estimates Using Likelihood Ratio |
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141 | (2) |
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8.4.1 Significance Evaluation with Toy Monte Carlo |
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142 | (1) |
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8.5 Definitions of Upper Limits |
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143 | (1) |
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8.6 Poissonian Counting Experiments |
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143 | (1) |
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8.6.1 Simplified Significance Evaluation for Counting Experiments |
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144 | (1) |
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144 | (3) |
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8.7.1 Bayesian Upper Limits for Poissonian Counting |
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145 | (1) |
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8.7.2 Limitations of the Bayesian Approach |
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146 | (1) |
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8.8 Frequentist Upper Limits |
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147 | (6) |
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8.8.1 The Counting Experiment Case |
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148 | (1) |
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8.8.2 Upper Limits from Neyman's Confidence Intervals |
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149 | (1) |
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8.8.3 Frequentist Upper Limits on Discrete Variables |
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149 | (2) |
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8.8.4 Feldman--Cousins Upper Limits for Counting Experiments |
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151 | (2) |
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8.9 Can Frequentist and Bayesian Upper Limits Be "Unified"? |
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153 | (1) |
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8.10 Modified Frequentist Approach: The CLs Method |
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154 | (3) |
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8.11 Incorporating Nuisance Parameters and Systematic Uncertainties |
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157 | (2) |
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8.11.1 Nuisance Parameters with the Bayesian Approach |
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157 | (1) |
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8.11.2 Hybrid Treatment of Nuisance Parameters |
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158 | (1) |
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8.12 Upper Limits Using the Profile Likelihood |
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159 | (1) |
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8.13 Variations of Profile-Likelihood Test Statistics |
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160 | (9) |
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8.13.1 Test Statistic for Positive Signal Strength |
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161 | (1) |
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8.13.2 Test Statistics for Discovery |
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161 | (1) |
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8.13.3 Test Statistics for Upper Limits |
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161 | (1) |
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8.13.4 Higgs Test Statistic |
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162 | (1) |
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8.13.5 Asymptotic Approximations |
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162 | (7) |
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8.14 The Look-Elsewhere Effect |
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169 | |
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170 | (1) |
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171 | |