Comment on “Improved probability method for estimating signal in the presence of background”

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Abstract
For the statistical analysis of Poisson processes with background, Roe and Woodroofe (RW) have suggested that certain conditional probabilities be incorporated into the “unified approach” for constructing confidence intervals, previously described by Feldman and Cousins (FC). This Poisson example was one of the two prototype problems in the FC paper. The application of the RW method to the other FC prototype problem, that of Gaussian errors with a bounded physical region, makes an undesirable feature of the RW method apparent.

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