Numerical computation of p-values with \textit{my}fitter

DOI10.1016/J.CPC.2013.06.008zbMATH Open1349.81022arXiv1207.1446OpenAlexW1979973475MaRDI QIDQ340069FDOQ340069

Authors: M. Wiebusch 

Publication date: 11 November 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Abstract: Likelihood ratio tests are a widely used method in global analyses in particle physics. The computation of the statistical significance (p-value) of these tests is usually done with a simple formula that relies on Wilks' theorem. There are, however, many realistic situations where Wilks' theorem does not apply. In particular, no simple formula exists for the comparison of models that are not nested, in the sense that one model can be obtained from the other by fixing some of its parameters. In this paper I present methods for efficient numerical computations of p-values, which work for both nested and non-nested models and do not rely on additional approximations. These methods have been implemented in a publicly available C++ framework for maximum likelihood fits called myFitter and have recently been applied in a global analysis of the Standard Model with a fourth generation of fermions.

Full work available at URL: https://arxiv.org/abs/1207.1446

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zbMATH Keywords

likelihood ratio testsstatistical inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to quantum theory (81-08) Other elementary particle theory in quantum theory (81V25)

Cites Work

• A new algorithm for adaptive multidimensional integration
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

Cited In (2)

• : an open source framework for experimental likelihood evaluation
• myFitter

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