Bayesian credible interval construction for Poisson statistics

ZHU Yong-Sheng

doi:10.1088/1674-1137/32/5/007

Chinese Physics C> 2008, Vol. 32> Issue(5) : 363-369 DOI: 10.1088/1674-1137/32/5/007

Bayesian credible interval construction for Poisson statistics

ZHU Yong-Sheng ^,

Institute of High Energy Physics, CAS, Beijing 100049, China

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Abstract：
The construction of the Bayesian credible (confidence) interval for a Poisson observable including both the signal and background with and without systematic uncertainties is presented. Introducing the conditional probability satisfying the requirement of the background not larger than the observed events to construct the Bayesian credible interval is also discussed. A Fortran routine, BPOCI, has been developed to implement the calculation.

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ZHU Yong-Sheng. Bayesian credible interval construction for Poisson statistics[J]. Chinese Physics C, 2008, 32(5): 363-369. doi: 10.1088/1674-1137/32/5/007

ZHU Yong-Sheng. Bayesian credible interval construction for Poisson statistics[J]. Chinese Physics C, 2008, 32(5): 363-369. doi: 10.1088/1674-1137/32/5/007 shu

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Received: 2007-08-13
Revised: 2007-09-21

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沈阳化工大学材料科学与工程学院沈阳 110142

Bayesian credible interval construction for Poisson statistics

ZHU Yong-Sheng ^,

Corresponding author: ZHU Yong-Sheng,

Institute of High Energy Physics, CAS, Beijing 100049, China

Received Date: 2007-08-13
Accepted Date: 2007-09-21
Available Online: 2008-05-05

Abstract:

The construction of the Bayesian credible (confidence) interval for a Poisson observable including both the signal and background with and without systematic uncertainties is presented. Introducing the conditional probability satisfying the requirement of the background not larger than the observed events to construct the Bayesian credible interval is also discussed. A Fortran routine, BPOCI, has been developed to implement the calculation.