// @(#)root/roostats:$Id$ // Author: Kyle Cranmer 28/07/2008 /************************************************************************* * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. * * All rights reserved. * * * * For the licensing terms see $ROOTSYS/LICENSE. * * For the list of contributors see $ROOTSYS/README/CREDITS. * *************************************************************************/ #ifndef RooStats_NumberCountingUtils #include "RooStats/NumberCountingUtils.h" #endif #ifndef RooStats_RooStatsUtils #include "RooStats/RooStatsUtils.h" #endif // // Without this macro the THtml doc can not be generated // #if !defined(R__ALPHA) && !defined(R__SOLARIS) && !defined(R__ACC) && !defined(R__FBSD) // NamespaceImp(RooStats) // //NamespaceImp(NumberCountingUtils) // #endif //using namespace RooStats; Double_t RooStats::NumberCountingUtils::BinomialExpP(Double_t signalExp, Double_t backgroundExp, Double_t relativeBkgUncert){ // Expected P-value for s=0 in a ratio of Poisson means. // Here the background and its uncertainty are provided directly and // assumed to be from the double Poisson counting setup described in the // BinomialWithTau functions. // Normally one would know tau directly, but here it is determiend from // the background uncertainty. This is not strictly correct, but a useful // approximation. //SIDE BAND EXAMPLE //See Eqn. (19) of Cranmer and pp. 36-37 of Linnemann. //150 total events in signalExp region, 100 in sideband of equal size Double_t mainInf = signalExp+backgroundExp; //Given Double_t tau = 1./backgroundExp/(relativeBkgUncert*relativeBkgUncert); Double_t auxiliaryInf = backgroundExp*tau; //Given Double_t P_Bi = TMath::BetaIncomplete(1./(1.+tau),mainInf,auxiliaryInf+1); return P_Bi; /* Now, if instead the mean background level b in the signal region is specified, along with Gaussian rms sigb, then one can fake a Poisson sideband (see Linnemann, p. 35, converted to Cranmer's notation) by letting tau = b/(sigb*sigb) and y = b*tau. Thus, for example, if one has x=150 and b = 100 +/- 10, one then derives tau and y. Then one has the same two lines of ROOT calling BetaIncomplete and ErfInverse. Since I chose these numbers to revert to the previous example, we get the same answer: */ /* //GAUSSIAN FAKED AS POISSON EXAMPLE x = 150. //Given b = 100. //Given sigb = 10. //Given tau = b/(sigb*sigb) y = tau*b Z_Bi = TMath::BetaIncomplete(1./(1.+tau),x,y+1) S = sqrt(2)*TMath::ErfInverse(1 - 2*Z_Bi) */ } Double_t RooStats::NumberCountingUtils::BinomialWithTauExpP(Double_t signalExp, Double_t backgroundExp, Double_t tau){ // Expected P-value for s=0 in a ratio of Poisson means. // Based on two expectations, a main measurement that might have signal // and an auxiliarly measurement for the background that is signal free. // The expected background in the auxiliary measurement is a factor // tau larger than in the main measurement. Double_t mainInf = signalExp+backgroundExp; //Given Double_t auxiliaryInf = backgroundExp*tau; //Given Double_t P_Bi = TMath::BetaIncomplete(1./(1.+tau),mainInf,auxiliaryInf+1); return P_Bi; } Double_t RooStats::NumberCountingUtils::BinomialObsP(Double_t mainObs, Double_t backgroundObs, Double_t relativeBkgUncert){ // P-value for s=0 in a ratio of Poisson means. // Here the background and its uncertainty are provided directly and // assumed to be from the double Poisson counting setup. // Normally one would know tau directly, but here it is determiend from // the background uncertainty. This is not strictly correct, but a useful // approximation. Double_t tau = 1./backgroundObs/(relativeBkgUncert*relativeBkgUncert); Double_t auxiliaryInf = backgroundObs*tau; //Given //SIDE BAND EXAMPLE //See Eqn. (19) of Cranmer and pp. 36-37 of Linnemann. Double_t P_Bi = TMath::BetaIncomplete(1./(1.+tau),mainObs,auxiliaryInf+1); return P_Bi; } Double_t RooStats::NumberCountingUtils::BinomialWithTauObsP(Double_t mainObs, Double_t auxiliaryObs, Double_t tau){ // P-value for s=0 in a ratio of Poisson means. // Based on two observations, a main measurement that might have signal // and an auxiliarly measurement for the background that is signal free. // The expected background in the auxiliary measurement is a factor // tau larger than in the main measurement. //SIDE BAND EXAMPLE //See Eqn. (19) of Cranmer and pp. 36-37 of Linnemann. Double_t P_Bi = TMath::BetaIncomplete(1./(1.+tau),mainObs,auxiliaryObs+1); return P_Bi; } Double_t RooStats::NumberCountingUtils::BinomialExpZ(Double_t signalExp, Double_t backgroundExp, Double_t relativeBkgUncert) { // See BinomialExpP return RooStats::PValueToSignificance( BinomialExpP(signalExp,backgroundExp,relativeBkgUncert) ) ; } Double_t RooStats::NumberCountingUtils::BinomialWithTauExpZ(Double_t signalExp, Double_t backgroundExp, Double_t tau){ // See BinomialWithTauExpP return RooStats::PValueToSignificance( BinomialWithTauExpP(signalExp,backgroundExp,tau) ) ; } Double_t RooStats::NumberCountingUtils::BinomialObsZ(Double_t mainObs, Double_t backgroundObs, Double_t relativeBkgUncert){ // See BinomialObsP return RooStats::PValueToSignificance( BinomialObsP(mainObs,backgroundObs,relativeBkgUncert) ) ; } Double_t RooStats::NumberCountingUtils::BinomialWithTauObsZ(Double_t mainObs, Double_t auxiliaryObs, Double_t tau){ // See BinomialWithTauObsP return RooStats::PValueToSignificance( BinomialWithTauObsP(mainObs,auxiliaryObs,tau) ) ; }