Application of Conditioning to the Gaussian-with-Boundary Problem in the Unified Approach to Confidence Intervals

Abstract

Roe and Woodroofe (RW) have suggested that certain conditional probabilities be incorporated into the ``unified approach'' for constructing confidence intervals, previously described by Feldman and Cousins (FC). RW illustrated this conditioning technique using one of the two prototype problems in the FC paper, that of Poisson processes with background. The main effect was on the upper curve in the confidence belt. In this paper, we attempt to apply this style of conditioning to the other prototype problem, that of Gaussian errors with a bounded physical region. We find that the lower curve on the confidence belt is also moved significantly, in an undesirable manner.