Overview of Sensitivity Calculation by Feldman-Cousins Confidence Intervals



    The observable in this analysis in the largest number of events observed in any bin during the entire year (Nlarge) rather than a simple number of signal events.  This means that determining sensitivity is slightly more complicated because one cannot use standard Feldman-Cousins look-up tables to determine average upper limits.  As in other AMANDA analyses, sensitivity was calculated using the standard

form2.gif  equation 1

where mu90-bar is the average upper limit and ns is the expected number of signal events.  The average upper limit was determined , exactly as the name implies, by the formula

 form2.gif  equation 2


where p is the probability of obtaining a given value of Nlarge for the year (determined using Monte Carlo simulations) and mu90 is the upper limit for that value of Nlarge.  These upper limits were determined using a 90% confidence interval and applying the Feldman Cousins likelihood ratio ordering method to Monte Carlo with varying signal strengths. For a visual representation of this, see the plot below, which shows confidence intervals for a range of Nlarge and signal strengths.  The x-axis is the largest number of events obtained in any bin in a year (Nlarge) and the y-axis is the expected average number of signal events per burst (proportional to flux).  The asterisks show the upper and lower bound of a Feldman-Cousins 90% confidence interval for a given signal strength.  For example, with no signal, one can expect Nlarge to be either 3 or 4 events over 90% of the time, while for a signal strength of 0.45 events per burst, one expects between 3 and 6 events (inclusive) over 90% of the time.   One can then read the upper limit for a given value of Nlarge off this plot as the first signal strength which no longer contains this value of Nlarge in it's 90% confidence interval.  The upper limit for Nlarge = 3 is around .65, the upper limit for Nlarge = 4 is around 1.22.


feldcous.gif

    Based on Monte Carlo simulations, the probability of obtaining Nlarge of 3 is 21.3%, the probability of obtaining Nlarge of 4 is 75.4% and the probability of obtaining Nlarge of 5 is 3.2%.  Thus, the average upper limit (equation 2) is approximately .213*.65 + .754*1.22 + .032*1.73 = 1.11 events per burst.  (This is the probability for each Nlarge multiplied by its corresponding upper limit from the above plot.)  This approximate calculation ignores the small contributions from Nlarge of 6 and higher.  As is typically done for AMANDA analyses, to obtain the sensitivity, one then simply finds the  flux such that the expected number of signal events (ns) matches the average upper limit just obtained (mu90 = 1.11) so that the fraction mu90/ns drops out of equation 1.

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