Taller de Altas Energías 2013 Statistics Problems: Solutionscowan/stat/benasque13/... · Taller de...
Transcript of Taller de Altas Energías 2013 Statistics Problems: Solutionscowan/stat/benasque13/... · Taller de...
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Taller de Altas Energías 2013
Arely Cortes Gonzalez [email protected]
Statistics Problems: Solutions
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Problem 1: Discovering a small signal
where
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Size and Power of the test
1(a,b) Find the cumulative distribution…
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Recall the definition of the size of the test: Rejecting the hypothesis H0 when it is true
Power of the test:
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Bayes’ theorem
1(c) we found the cumulative probabilities before:
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1(d) Recall Bayes’ theorem
Signal purity
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p-value, significance 1(e) Experiment à observe nobs events, in the region x < xcut.
Poison distribution Expected bkg events p-value
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p-value, significance 1(e) Experiment à observe nobs events, in the region x < xcut.
Poison distribution Expected bkg events p-value
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More events?! à Use identity from Sec. 10 of arXiv:1307.2487, relating the sum of Poisson probabilities to the cumulative χ2 distribution:
ß Function in ROOT
Significance:
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Expected (median) significance 1(f)
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We computed s and b for xcut=0.1
Compare to:
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Expected (median) significance 1(f)
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Compare to:
Write a program to compute the s and b at different xcut, and then compute the median significance as a function of xcut.
From the plot:
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Expected (median) significance 1(g) Design a test that exploits each measured value in the entire range of x. We define a test statistic to test the bkg-only hypothesis that is a monotonic function of the likelihood ratio
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--- b hypothesis --- s+b hypothesis --- s+b median
The code generates 10M experiments. Count number of events found in the b-only test, below the s+b median
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Expected (median) significance 1(g) How to generate s+b hypothesis
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For we find the cumulative distribution function and solve for r
ß Mixture model
NB We are generating two independent random numbers here…
Transformation method