TestStatistic that returns the ratio of profiled likelihoods.
By default the calculation is:
\log{ \frac{ \lambda(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { \lambda(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } }
where \lambda is the profile likelihood ratio, so the MLE for the null and alternate are subtracted off.
If SetSubtractMLE(false)
then it calculates:
\log{ \frac{ L(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { L(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } }
where L is the Likelihood function.
The values of the parameters of interest for the alternative hypothesis are taken at the time of the construction. If empty, it treats all free parameters as nuisance parameters.
The value of the parameters of interest for the null hypotheses are given at each call of Evaluate.
This test statistic is often called the Tevatron test statistic, because it has been used by the Tevatron experiments.
Definition at line 26 of file RatioOfProfiledLikelihoodsTestStat.h.