Numerical computation of \(p\)-values with myfitter. (English) Zbl 1349.81022

Wiebusch, M.

Comput. Phys. Commun. 184, No. 11, 2438-2445 (2013).

Summary: 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.

MSC:

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

Keywords:

statistical inference; likelihood ratio tests

Software:

myFitter

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