Constructing Ensembles of Pseudo-Experiments

Constructing Ensembles of Pseudo-Experiments

December 16, 2003

The frequentist interpretation of measurement results requires the specifi cation of an ensemble of independent replications of the same experiment. For complex calculations of bias, coverage, signi ficance, etc., this ensemble is often simulated by running Monte Carlo pseudo-experiments. In order to be valid, the latter must obey the Frequentist Principle and the Anticipation Criterion. We formulate these two principles and describe some of their consequences in relation to stopping rules, conditioning, and nuisance parameters. The discussion is illustrated with examples taken from high-energy physics.

This paper was published in “Proceedings of PHYSTAT2003: Statistical Problems in Particle Physics, Astrophysics and Cosmology,” Stanford Linear Accelerator Center, Stanford, California, 8-11 September 2003; eConf C030908, SLAC-R-703, pg. 256.

It can be downloaded at arXiv:physics/0312100 v2 (16 Dec 2003).

Constructing Ensembles of Pseudo-Experiments - December 16, 2003 - luc demortier