P-Values and Nuisance Parameters

June 27, 2007

This paper reviews the definition and interpretation of p-values, describes methods to incorporate systematic uncertainties in their calculation, and briefly discusses a non-regular but common problem caused by nuisance parameters that are unidentified under the null hypothesis.

It was published in “Proceedings of PHYSTAT-LHC Workshop on Statistical Issues for LHC Physics,” CERN, Geneva, Switzerland, 27-29 June 2007, edited by H. B. Prosper, L. Lyons, and A. De Roeck, CERN Yellow Report CERN-2008-001 (2008), pp. 23-33.

Download it here.