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PreprintCC BY 4.0arXiv

Bayesian Superiority in On/Off analysis

Abstract

We present a detailed comparison of Bayesian criteria with three non-informative priors - flat, Jeffreys, and scale-invariant - for testing a signal against an unknown background and compare them with the classical frequentist Li-Ma approach in the On/Off problem. We perform Monte Carlo simulations for various background levels and evaluate the Li-Ma and Bayesian criteria by their Type I error rates. We then simulate a nonzero signal and compare the criteria in terms of Type II error rates. We find that both the Li-Ma criterion and the Bayesian criterion with the Jeffreys prior control Type I error well, excluding the case of small background b < 0.5; the Bayesian criterion with the Jeffreys prior is statistically more powerful than the Li-Ma criterion for b ≲ 40.

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BibTeX
@misc{babenov2026bayesian,
  title = {{Bayesian Superiority in On/Off analysis}},
  author = {Gleb Babenov and Petr Satunin},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.11683},
  eprint = {2609.11683},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.11683},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Bayesian Superiority in On/Off analysis
AU  - Gleb Babenov
AU  - Petr Satunin
PY  - 2026
DA  - 2026/09/17
PB  - arXiv
DO  - 10.48550/arxiv.2609.11683
UR  - https://arxiv.org/abs/2609.11683
AB  - We present a detailed comparison of Bayesian criteria with three non-informative priors - flat, Jeffreys, and scale-invariant - for testing a signal against an unknown background and compare them with the classical frequentist Li-Ma approach in the On/Off problem. We perform Monte Carlo simulations for various background levels and evaluate the Li-Ma and Bayesian criteria by their Type I error rates. We then simulate a nonzero signal and compare the criteria in terms of Type II error rates. We find that both the Li-Ma criterion and the Bayesian criterion with the Jeffreys prior control Type I error well, excluding the case of small background b < 0.5; the Bayesian criterion with the Jeffreys prior is statistically more powerful than the Li-Ma criterion for b ≲ 40.
ER  -