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Manuscript Title: A program for confidence interval calculations for a Poisson process
with background including systematic uncertainties: POLE 1.0. | ||

Authors: J. Conrad | ||

Program title: pole version 1.0 | ||

Catalogue identifier: ADTA_v1_0Distribution format: tar.gz | ||

Journal reference: Comput. Phys. Commun. 158(2004)117 | ||

Programming language: Fortran 77. | ||

Computer: DELL PC, 1 GB 2 Ghz Pentium IV. | ||

Operating system: RH linux 7.2 Kernal 2.4.7-10. | ||

RAM: 1M words | ||

Keywords: Confidence interval calculation, Systematic uncertainties, General purpose, Statistical methods. | ||

Classification: 4.13. | ||

Nature of problem:The problem is to calculate a frequentist confidence interval on the parameter of a Poisson process with known background in the presence of systematic uncertainties in experimental parameters such as signal efficiency or background prediction. | ||

Solution method:A PDF for the confidence interval construction is constructed by folding a Poisson density function with a parametrization describing the posterior PDF of the systematic uncertainties. The construction is then performed with this new PDF according to different ordering schemes. The convolution is performed using a Monte Carlo integration method, providing greatest possible flexibility with respect to the parametrization. | ||

Unusual features:POLE uses routines from the CERNLIB library which have to be linked in during compilation. It should be noted that the number of steps in signal space (maximal s required divided by the step-width)
should not exceed 1000, since the corresponding arrays are
predimensioned. | ||

Running time:For the calculation of a single confidence interval with 1000 steps in signal hypothesis space the wall clock time on a DELL PC 1GB 2.0 Ghz Pentium IV with 4 GB swap is ca. 500 seconds. The wall clock time scales roughly linearly with the number of steps in signal space. |

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