Bayesian versus frequentist upper limits

作者: Reinhard Prix , Christian Röver , Chris Messenger

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摘要: While gravitational waves have not yet been measured directly, data analysis from detection experiments commonly includes an upper limit statement. Such limits may be derived via a frequentist or Bayesian approach; the theoretical implications are very different, and on technical side, one notable difference is that case requires maximization of likelihood function over parameter space, while other integration. Using simple example (detection sinusoidal signal in white Gaussian noise), we investigate differences performance interpretation, effect "trials factor", "look-elsewhere effect".

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