public class ConfidenceLevelextends ObjectConfidence level calculations.
For discoveries, 1-CLb indicates the probability that the background fluctuates to produce a distribution of candidates at least as signal-like as those observed in the data. For discovery, 1-CLb is required to be no more than 2.87x10-7, or twice that, depending on how one interprets what is meant by \xe2\x80\x9cfive sigma,\xe2\x80\x9d including just one side of a Gaussian tail or both. A \xe2\x80\x9cthree sigma\xe2\x80\x9d excess is defined to be 1-CLb = 1.3x10-3 or twice that. But forming discovery p-values, we must compute 1-CLb values of the order of 10-7. This computation involves generating of the order of 10^8 pseudoexperiments, just to be on the safe side.
Read Reference: HEP-EX/9902006. see: Tom Junk,NIM A434, p. 435-443,