class RooStats::LikelihoodInterval: public RooStats::ConfInterval

LikelihoodInterval is a concrete implementation of the RooStats::ConfInterval interface. It implements a connected N-dimensional intervals based on the contour of a likelihood ratio. The boundary of the inteval is equivalent to a MINUIT/MINOS contour about the maximum likelihood estimator [1]. The interval does not need to be an ellipse (eg. it is not the HESSE error matrix). The level used to make the contour is the same as that used in MINOS, eg. it uses Wilks' theorem, which states that under certain regularity conditions the function -2* log (profile likelihood ratio) is asymptotically distributed as a chi^2 with N-dof, where N is the number of parameters of interest.

Note, a boundary on the parameter space (eg. s>= 0) or a degeneracy (eg. mass of signal if Nsig = 0) can lead to violations of the conditions necessary for Wilks' theorem to be true.

Also note, one can use any RooAbsReal as the function that will be used in the contour; however, the level of the contour is based on Wilks' theorem as stated above.

References

1 F. James., Minuit.Long writeup D506, CERN, 1998.