Behavior for conf() different from XSPEC (bug?)

From: Nat Butler <nrbutler_at_email.domain.hidden>
Date: Mon, 7 Jun 2004 09:44:08 -0400 (EDT)
Hey,

I haven't seen anyone comment on this before.  Apologies if that's not the 
case.

I've noticed that the conf() function in ISIS (and fconf() and vconf())
determine parameter confidence intervals by freezing the other parameters
and by varying the interesting parameter until a desired dchi^2 is
achieved.  I'm not sure what this means statistically. 

The standard XSPEC approach is to fit the other (non-interesting) parameters
as the interesting parameter is varied.  When the desired dchi^2 is found
in this case, the parameter bounds are confidence regions based on the
likelihood ratio test.  This is valid if your number of data points and counts
are large.

In practice, the important thing I've noticed is that ISIS underestimates
confidence intervals relative to XSPEC.  If this isn't a bug, it would
be a good idea for there to be more explanation in the manual and help.

-Nat
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Received on Mon Jun 07 2004 - 09:49:50 EDT

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