Uncertainty components in profile likelihood fits

Abstract When a measurement of a physical quantity is reported, the total uncertainty is usually decomposed into statistical and systematic uncertainties. This decomposition is not only useful for understanding the contributions to the total uncertainty, but is also required to propagate these contributions in subsequent analyses, such as combinations or interpretation fits including results from other measurements or experiments. In profile likelihood fits, widely applied in high-energy physics analyses, contributions of systematic uncertainties are routinely quantified using “impacts,” which are not adequate for such applications. We discuss the difference between impacts and actual uncertainty components, and establish methods to determine the latter in a wide range of statistical models.