Published May 2016 | Version v1
Journal article

Amplitude estimation of a sine function based on confidence intervals and Bayes' theorem

  • 1. III. Physikalisches Institut B, RWTH Aachen University, Otto-Blumenthal-Straße, Aachen, 52056 Germany (Germany)

Description

This paper discusses the amplitude estimation using data originating from a sine-like function as probability density function. If a simple least squares fit is used, a significant bias is observed if the amplitude is small compared to its error. It is shown that a proper treatment using the Feldman-Cousins algorithm of likelihood ratios allows one to construct improved confidence intervals. Using Bayes' theorem a probability density function is derived for the amplitude. It is used in an application to show that it leads to better estimates compared to a simple least squares fit.

Availability note (English)

Available from http://dx.doi.org/10.1088/1748-0221/11/05/P05003

Additional details

Publishing Information

Journal Title
Journal of Instrumentation
Journal Volume
11
Journal Issue
05
Journal Page Range
p. P05003
ISSN
1748-0221