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Confidence limits: what is the problem? Is there the solution?

G. D'Agostini

hep-exarXiv:hep-ex/0002055

Abstract

This contribution to the debate on confidence limits focuses mostly on the case of measurements with `open likelihood', in the sense that it is defined in the text. I will show that, though a prior-free assessment of confidence is, in general, not possible, still a search result can be reported in a mostly unbiased and efficient way, which satisfies some desiderata which I believe are shared by the people interested in the subject. The simpler case of `closed likelihood' will also be treated, and I will discuss why a uniform prior on a sensible quantity is a very reasonable choice for most applications. In both cases, I think that much clarity will be achieved if we remove from scientific parlance the misleading expressions `confidence intervals' and `confidence levels'.

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