Confidence interval optimization for testing hypotheses under data with low statistics.
Computer Physics Communications(2014)
摘要
The notion of a confidence interval (CI) is used in the both major sections of the mathematical statistics: parameter estimation and hypothesis testing. While estimating parameters a CI defines the bounds of the parameter estimates with a certain confidence probability, and while testing hypotheses a CI defines with a certain confidence probability an interval of values of the random variable which do not contradict the tested hypothesis about them.
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关键词
Low statistics,Testing hypotheses,Confidence interval,Optimization
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