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# The Sound Manifesto July 2000

## 1 Sound as a Topic In Computer Science

A new topic of scholarly research is emerging in computer science—*sound*. Sound is normally studied from three different perspectives:

1. the *production* of sound by vibrating arrays of materials;
2. the *propagation* of sound through the air;
3. the *perception* of sound by the human ear and brain.

The production and propagation of sound are topics in physics, and the perception of sound is a topic in physiology and psychology. These three topics are often classified together as *acoustics*, but they are normally studied in isolation. Essentially, we have studied three critical things that happen to sound, without studying sound itself. Computer science provides the right perspective for a new study of sound as an inherently interesting object, connected intimately to, but not identified with, the mechanisms of production, propagation, and perception.

The study of sound is not new, nor is the idea that it should be a topic in computer science. In 1993, Carla Scaletti and other forward-looking scholars held a *Workshop on Sound-related Computation*  where they presented some visionary position papers announcing the mission of the Association for Computing Machinery’s new SIGSound group. With this Manifesto, we hope to bring the Sound topic some of the prominent attention that it deserves. This is the first version of the Manifesto, prepared for presentation at the conference on *Critical Technologies for the Future of Computing*, part of SPIE’s *International Symposium on Optical Science and Technology* in August 2000. We plan to expand and refine the Manifesto into a broad mission statement for the research community interested in sound.

### 1.1 Sound as an Information Channel

Sound is essentially an information channel. This is the hidden reason why particular phenomena in physics, physiology, and psychology are classified together as acoustics. The mechanisms for producing and for perceiving sound have developed co-operatively to allow information to be encoded in sound. Sound has an inherent information structure, determined by the combined capabilities of producers and perceivers, in which various encodings, such as music and speech, are realized. Study of the information structure of sound properly belongs at the center of the complex of acoustical topics, integrating insights from the study of production and of perception, and illuminating them both by explaining their purpose.

Computer science is accustomed to studying the structure of information, and algorithmic mechanisms for manipulating that structure. But the information structure of sound is substantially different from the channels that computer scientists have studied in the past. So, computer scientists can contribute a crucial perspective to the central topic of sound, while sound can stimulate fascinating new ideas in computer science.

### 1.2 Payoff from the Study of Sound

The systematic study of sound as an information channel will pay off in at least three important ways.

1. We will experience the scholarly joy of improving our understanding of an important phenomenon.
2. We will generate new techniques of analysis, modeling, and synthesis for existing applications of sound—speech recognition and synthesis, understanding of animal behavior, creation of music, etc.
3. We will exploit sound in human/computer interfaces, augmenting the rich interaction already provided by computer graphics, and making formerly visual materials accessible to visually handicapped people .

### 1.3 Current Specialized Sound Topics

Scientists already study a number of specialized topics concerning sound, including speech synthesis and analysis, linguistics, architectural acoustics, the behavior of musical instruments, identification of machines from their sounds, analysis of materials from their sounds, computer music, sonification. All of these specialties generate insights into the general structure of sound. But computer music and sonification are particularly important to my proposed systematic study of sound, because they study sound in general, with relatively little constraint from the intended application.

Just as typography exercises only a small and specially structured part of the space of visual symbols, speech exercises only a small and specially structured part of the space of sounds. On the other hand, the needs of musical composition and of sonification  demand very broad and general palettes of sound, with the greatest possible flexibility in exploiting the natural structure of sound.

## 2 Overlapping Time Scales in Sound

There are at least three different time scales for sound, which are perceived totally differently:

* In the *sonic* time scale, we sense the frequency of various sinusoidal components of a sound signal as pitch and color of a stationary sound. The sonic scale spans about $`10^4`$ through $`10^2`$ seconds. Sequences in the sonic time scale (e.g., sequences of samples) are not perceived as temporal sequences at all. The sonic time scale is analogous to the time scale in which the frequency of light is perceived as affecting color.
* In the *transient* time scale we perceive changes in the sinusoidal content of sound as attack, decay, and other transient effects. The transient time scale spans about $`10^3`$ through $`10^0`$ seconds. Sequences in the transient time scale are also not perceived as temporal sequences. The analog in visual perception to the transient time scale in sound is not obvious, and perhaps there is none.
* In the *event* time scale, we perceive the relationship between transients explicitly as sequences in time. The event time scale spans about $`10^2`$ through $`10^2`$ seconds. Perceptual time event sequences tend to combine events perceived by various senses, including acoustical and visual events.

To demonstrate the radically different perceptual structure of the three different auditory time scales, just play a familiar sound backwards . Time reversal has no impact on the mix of frequencies in the sonic time scale. Time-reversed transients change radically, and it is difficult or impossible to recognize the correspondence between the forward and reversed versions. Event sequences simply reverse themselves transparently. For another experiment, play a sequence of impulses at increasing frequencies. At 5 Hz, we clearly hear a sequence of clicks. At 1000 Hz we clearly hear a buzzing tone. We cannot locate the transition precisely. For some interesting portion of the 20–100 Hz region, we can hear a buzzing tone, and we can also resolve (but not count) individual clicks.

The temporal structure of sound is inherently more complicated than the temporal structure of vision, and may resemble that of haptic sensation. Visual perception also involves vibrational and event scales, but they are separated by orders of magnitude, and may be treated as independent dimensions. Due to this huge separation, animated graphics may be framed, and rendered as sequences of static images. No such framing can satisfy our perception of audible transients. Also, acoustical phase relationships are reported to the brain, while phase relationships in light are imperceptible, except to the extent that they reveal themselves by cancellation before they stimulate the retina.

## 3 Descriptive Models of Sound

At the center of the study of sound lie descriptive models of sound. We need models that interpolate between the structure of sound producers and the structure of sound perceivers, capturing the information that is transferred from one to the other. We already have some excellent models of sound for certain purposes, but none of them satisfies the need for general-purpose models at the center.

1. *Waveform* models of sound as time sequences of amplitude values (also called *time-domain* models) are ideal for recording and rendering sound, and for certain mixing and signal-processing operations. They have little direct relation to either sound production or perception.
2. *Fourier* models of sound as sums of sinusoidal components at different frequencies (the *frequency-domain* models) capture some important qualities of perception at the cochlear (inner-ear) level for stationary sound. They represent transients and other time-development as cancellation properties of infinitely extended sinusoids, completely missing the structure of the perception of sonic change.
3. *Time-frequency* models of sound as sums of time- and amplitude-modulated sinusoidal components in the form

$$\sigma (t)=\underset{p}{}A_p(t)\mathrm{sin}(\mathrm{\Phi }_p(t))$$

In this form, $`t`$ is *time*; each integer value of $`p`$ is the index of a component called a *partial*; $`A_p`$ and $`\mathrm{\Phi }_p`$ are the time-varying *amplitude* and *phase* for the $`p`$th partial; the derivative $`d\mathrm{\Phi }_p/dt`$ of phase is the time-varying *frequency* of the partial. There are infinitely many time-frequency descriptions of the same sound signal. With appropriate constraints on the $`A_p`$ and $`\mathrm{\Phi }_p`$, time-frequency models may be refined to match the cochlear level of perception very closely, and they represent a very important step in the refinement of sound models. Time-frequency models fail to capture higher levels of perceptual organization, particularly the natural relations between modulators of different partials. Perceptually very simple sounds have very complex time-frequency descriptions, and some perceptually natural transformations are very difficult.
4. *Stochastic*  models of sound present some or all of a sound signal as the output of a stochastic process, instead of giving a numerically precise description. Since sound perception ignores a lot of the detailed differences between signals with the same statistical properties, stochastic models can improve the transparency and representational efficiency of time-frequency models substantially. The simplest stochastic model presents sound as the sum of a deterministic component and white noise. More refined models employ filtered noise to match the spectral profile of a sound. Lemur  associates noise with each partial, by introducing a stochastic component to each phase function $`\mathrm{\Phi }_p`$. An ideal stochastic model should represent the perceptually significant qualities of the noise distributions of different partials, the distinction between random *flutter* in the phase and random *jitter* in the amplitude, and finally the correlation vs. independence between different random components .
5. *Excitation/filter* models of sound decompose sound into an excitation (which might be presented in a time-frequency description) and a filter with broad frequency response. Excitation/filter models make it easy to transform a sound by moving the excitation frequency, while holding the filter resonances constant. This corresponds fairly closely to the behavior of many instruments and the sung vowels, and sound perception seems to have adapted itself to such transformations.
6. *Physical*  models of sound describe the configurations of vibrating materials that produce sound, usually with finite-element simulations. Physical models are very useful for understanding the behavior of real acoustical instruments , and take an important step in establishing constrained relationships between the time development of different sinusoidal partials. But they fail to capture the perceptual structure of those relationships. It is generally quite difficult to manipulate a finite-element model in order to accomplish an intuitively understood change in the sound that it generates. Manipulation of finite-element physical models is essentially a mathematical analog to the manufacture of acoustical musical instruments—not an intuitive task. Waveguide  models organize finite-element systems and improve their computational complexity, but do little to improve intuitive transparency.
7. *Modal*  models of sound are based on physical insights, but they organize sound producers according to their modes of vibration, rather than their geometrical material structure. Modal models can use matrices of interactions between different modes to constrain the structure of transients. This is an excellent idea, capturing just the sort of interpolation between production and perception that we need. The details require a lot more study.

## 4 Synthesizing Sound

Each descriptive model leads fairly naturally to synthesis techniques. While it is very challenging to implement these synthesis techniques efficiently enough for real-time processing, once the right models have been identified, concentrated research plus Moore’s law will probably provide us with sufficiently powerful real-time computations. So, we do not expect the synthesis problem to be a strategic determinant of the quality of sound processing.

## 5 Analyzing Sound

Every descriptive model provides a target for analysis, but the analysis problems are more deeply challenging than the synthesis problems. The analysis problems for time-frequency models of sound, and all of the more sophisticated models, are extremely underconstrained—each signal in the time domain has infinitely many descriptions, with many degrees of freedom. The core of the analysis problem is to find the right additional constraints.

The current state of the art in sound analysis is based on various types of windowed Fourier  and wavelet  transforms. These methods are all equivalent to running the input signal through a bank of filters tuned to various frequencies. All of these methods produce sequences of quadruples of time, frequency, amplitude and phase. All of them suffer from the tradeoff between time and frequency resolution inherent in linear transforms. Given the time-frequency to amplitude-phase function, several techniques link these points into frequency- and amplitude-modulated partials, by linking amplitude peaks at nearby times. McAulay/Quatieri analysis  represents the state of the art in tracing spectral peaks. Marchand has improved the location of peaks using signal derivatives . Heterodyne analysis refines the two-step process by tracing each partial with a dynamically tunable filter. Filter-bank techniques can be refined to approximate cochlear stimulation very accurately, but we may wish to do better.

It is natural to suppose that, since auditory perception depends only on information derived from cochlear stimulation, analysis techniques based on wavelet transforms can provide satisfactory insight into the structure of sound. On the contrary, we expect that there are perceptually important structural properties of a sound that do not affect our perception of that sound, but do affect its perceived relations to other sounds (e.g., after mixing, reverberation, distortion, or other naturally occurring transformations). And, there may be nonlinear analysis techniques that avoid the time-frequency resolution limits of linear transforms. Notice that current analysis methods are linear up to the time-frequency to amplitude-phase function, but the peak tracing methods are nonlinear. We should seek more profoundly nonlinear methods.

Keep in mind that the problem is not accuracy in reconstructing the original signal—perfect accuracy in reconstruction is achievable by filter-bank techniques. The problem is choosing one of the infinitely many solutions to a highly underconstrained analysis problem. We have no a priori definition of the “correct” analysis, but we might identify principles that lead to plausible consensus. The best way to seek these principles is probably through the idea of minimal description , but that is only a motivating idea, and does not prescribe the solution. Roughly, we would like the analysis corresponding to the simplest quasiphysical (probably modal) method for generating a sound. The analysis technique postulated here is almost sure to be ill conditioned (i.e., small changes in the signal lead to large changes in the analysis) at certain points, particularly at perceptually ambiguous points. For example, the distinction between a pair of beating partials and a single amplitude modulated partial will probably be ill conditioned.

## 6 Auditory User Interfaces

Graphical user interfaces (GUIs) have improved the quality of computer/human interaction immensely over teletype terminals. Even very primitive graphics is very effective in displaying the organization of different logical segments of interaction through the layout of windows on a display. Sound has the potential to carry similar amounts of information, but for the most part our computers just beep at us. Focused computer science research in sound will end this waste of a sense, with serious auditory user interfaces  (AUIs).

Graphical presentations of information enjoy one large structural advantage over audible presentations: built-in browsability. A static two-dimensional display is a small database, and a viewer can browse it easily by moving her head, eyes, and attention. Cartesian coordinates provide a built-in indexing system. So the overwhelming majority of GUI interaction involves sequences of static displays. Nature provides a rich interactive structure even while the display is static.

Sound can only encode information temporally, so AUI software must provide all browsing and other interactive function algorithmically. This is both a curse, because it has delayed the invention of useful general-purpose AUIs, and a blessing, because it will force us to a deeper understanding of cognitive issues in the interactive presentation of information. Direct translation from visual to audible presentation is very valuable , particularly when the information involved is essentially geometric (e.g., the location of objects around a person). But the full value of the AUI requires methods to present abstract information directly to the ear, without translating from a visual presentation. Anyone who encounters a descriptive diagram during a session of recording for the blind experiences the insufficiency of translating information to sound through a graphical intermediary.

Projects, such as *AsTeR* and *Emacspeak*, have already demonstrated the feasibility of browsing in an AUI, and the importance of direct audible presentation with no graphical intermediary. But the AUI design space has only been sampled, and an immense amount of research remains before we sense its structure and boundaries.

## 7 Linearity vs. Nonlinearity in Sound Production

Sound as an information channel gets much of its structure from the interaction between linear and nonlinear phenomena. The near-linearity of many resonant devices (violin strings, air cavities) and of cochlear receptors makes modulated sinusoids the right structural building blocks for sound at the lowest level. Modest nonlinearities in sound production, transmission, and cochlear stimulation produce harmonic distortion, making harmonic and near-harmonic sequences of sinusoidal partials crucial organizational units at the next level of abstraction. Severe nonlinearities in acoustic generators (bow-string, air-vocal-cord interactions) tend to generate harmonic sequences of partials. They also produce the attack-transient patterns that are major carriers of sonic information. We have very little practical understanding of the natural constraints on the structure of attacks and other transients, and this lack is largely due to the essential nonlinearity of practical acoustic generators.

For the purposes of this manifesto, we will focus on linear vs. nonlinear theories of acoustic filters. The word “filter” suggests electronic equalizers, noise suppressors, and similar systems. But the same basic theories apply to all resonating systems, and we are mainly interested in understanding natural acoustic generators through the theory of “filters.”

The theory of linear stationary (i.e., unclocked) filters  is a beautiful area of essentially complete mathematics, based on the LaPlace transform . This theory provides a thorough understanding of the structure and behavior of all linear resonant devices, including characterizations of crucial qualities, such as stability. We have no similarly comprehensive and tractable theory for nonlinear filters, and there probably is none.

Most of our understanding of nonlinear filters consists of detailed treatments of special cases, such as the acoustic generators in musical instruments and vocal tracts. The only completely general theories of nonlinear filters that we can find are the Volterra and Wiener theories , which generalize the Taylor series approach to nonlinear functions. These theories fail to provide the precise sorts of characterizations that we depend on in linear LaPlace theory, and only a small minority of acoustical research projects employ them.

For research in sound, we need a theory that rivals the perfection of LaPlace theory, covering some useful subclass of all nonlinear resonant devices. We do not know precisely how to define this subclass, but it should include models of typical nonlinear phenemona that are important to sound, such as nonlinear acoustical generators and saturation effects in resonators. Volterra and Wiener theories deserve a careful study, in hopes that they can enlighten the search for a good definition of nonlinear filters for models of sound. While aiming for a similar degree of success with LaPlace theory, we should not insist on detailed analogies between the results. For example, we may find great value in nonlinear transforms that are not perfectly invertible. And, instead of characterizing stability, we may decide to restrict attention to a class of nonlinear filters that are all stable.

## 8 Building a Research Community in Sound

In order to stimulate new insights into the central topic of sound structure, we need to combine those who are already doing excellent research in connected areas into a community of sound research. One tool for forging such a community is a forum for publication. We have established such a forum for unrefereed reports in the *Computing Research Repository* (*CoRR*) supported by *ACM*, the *Los Alamos e-Print archive*, and the *Networked Computer Science Technical Reference Library* (*NCSTRL*). We encourage interested authors to contribute to the repository—description and instructions are found at http://xxx.lanl.gov/archive/cs/intro.html. We encourage editors to solicit authors of posted reports to submit to their journals, and we are looking for resources to found a new journal on sound.

We also encourage computer science research institutions and associations to recognize sound as a topic similar in scope to computer graphics. In particular, we encourage ACM to upgrade SIGSound to the full status of other special interest groups, with formal membership.

## 9 Auditory Scene Analysis

Auditory scene analysis . takes a sound signal with one or more channels and computes a representation of the signal as the sum of sound sources of various types. Scene analysis is the ultimate sound modeling problem, analogous to model construction in computer vision, and it will force us to clarify the structure of general-purpose models of sound. Auditory scene analysis may try to mimic human perception, or it may aim at other representations. Scene analysis requires a method for modeling individual sound sources, and multichannel versions of the problem may require tracking those sources through space. Source identification and separation are key subproblems. In spite of recent increase in attention, practical results are very limited. Human listeners are far better at these tasks than any existing software.

In current implementations, the initial stage for extraction is usually one of the filter-bank analysis methods mentioned above, which yields a time-frequency analysis. From this representation auditory features are extracted and grouped into events by exploiting various cues, such as synchronized energy onset, continuity, common modulation, harmonic frequency relations, and so on . In addition to filter-bank methods, other techniques have been employed, such as correlograms and frequency warping .

The attribution of events to sources is accomplished by providing a set of rules, which essentially amount to assumptions about the types of sources allowed in the representation. Variations on the problem deal with *constrained* or *predetermined sources* that produce a range of known sounds, *modeled sources*, *spatially localized sources*, etc. Variant problems may also be characterized by specific audio *contexts*, such as music, speech, or a particular environment (traffic, industrial noise, etc.) We may also constrain the number of sources involved, or we may be interested in tracking only one or few important sources (e.g. signal-from-noise separation and voice extraction). The difficulty and scope of the problem solved and the success of the solution depend greatly on the source constraints.

It is clear that bottom-up signal processing alone will not yield a satisfying solution to the problem of auditory scene analysis. Human listeners are able to employ a variety of higher-level organizational information in order to facilitate source separation and identification. Expectations of source behavior are very important and are affected by previous exposure, aesthetics, training, etc. Furthermore, different auditory contexts require different amounts of organizational knowledge and specialized learning: almost anyone can separate speech from traffic noise, while following the lines played by different instruments of a string quartet generally requires ear training and possibly the study of composition. Additional complications arise from auditory illusions, such as our tendency to infer continuity and to hear sounds not present in the source .

## 10 Aesthetics and Efficacy

Auditory user interfaces and sonification of scientific data call for an unusual partnership between science/engineering and the arts, in which the arts contribute to goals in science and engineering. Partnerships between scientists and artists are nothing new. The great computer music institutes, such as IRCAM, CCRMA, …have always fostered such collaboration. Most collaboration aims at using techniques from science and engineering to understand art, or to produce art. Problems in musical perception also provide motivation and paradigmatic examples that drive some scientific research in auditory perception. The reverse—application of artistic principles to science and engineering—is relatively rare. We hope to see an increase in the application of art to science and engineering, based on the intuitive connection between aesthetics and efficacy in presenting information.

Scientists and engineers often suffer from a sort of reverse snobbery when they present their ideas. Overly polished presentations are sometimes scorned on the assumption that time and effort were applied to style at the expense of substance. Foolish attempts at cute style can obscure information, as Tufte shows for graphical presentations . On the other hand, crudeness in presentation also obscures conceptual content. Many early efforts at visualization of scientific data through 3-dimensional animations were ineffective due to distractingly poor aesthetics in the production, and the need for some level of artistic production quality is well accepted in visualization. We expect a similar need for good aesthetic design even in the most pragmatically motivated projects in auditory presentation of information. Because of our poorer understanding of the structure of sound, compared to visual scenes, We expect an even greater need for help from artists who enjoy an intuitive ability to construct aesthetically pleasing sounds. There are already a few collaborations where musical artists contribute their aesthetic intuitions to scientific sound projects, and we hope to see more.

So far, we know of no general scientific study of the link between aesthetics and efficacy. That will be a very exciting new area of research for anyone who discovers how to approach the issue. There has already been some study of the value of musical sounds for encoding nonmusical information .

## 11 World Wide Web References

* ACM SIGSound

+ http://www.acm.org/sigsound/
* *Computer Music Journal*

+ http://mitpress.mit.edu/e-journals/Computer-Music-Journal/
* *Journal of New Music Research*

+ http://www.swets.nl/jnmr/jnmr.html
* Computer Music Reference Lists

+ http://mitpress.mit.edu/e-journals/Computer-Music-Journal/ References/ReferenceList
    + ftp://ftp.cs.ruu.nl/pub/MIDI/DOC/bibliography.html
* International Computer Music Association

+ http://raven.dartmouth.edu/~icma/
* International Community for Auditory Display

+ http://www.icad.org/
* CoRR archive of Sound research

+ http://xxx.lanl.gov/archive/cs/intro.html

## Acknowledgments

We refined the ideas in *The Sound Manifesto* through discussions and correspondence with Larry Fritts, Josef Jurek, Hans Kaper, Gregory Kramer, Karen Landahl, Sylvain Marchand, Daniel Margoliash, Peter Meijer, Partha Niyogi, Howard Nusbaum, Silvia Pfeiffer, Stephen Travis Pope, T. V. Raman, Davide Rocchesso, Howard Sandroff, Carla Scaletti, Fred Stafford, Robert Strandh, Sever Tipei, Damien Tromeur-Dervout, Paul Vickers. Ilia Bisnovatyi prepared most of the sound and graphics demonstrations.


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# A frequentist analysis of solar neutrino data

## I Introduction

The standard method to analyze solar neutrino data in terms of neutrino oscillations consists in performing a least-squares fit. However, for the reasons described in Section II the standard least-squares analysis of solar neutrino data is approximate from a statistical point of view.

In this paper we present statistical methods based on Monte Carlo numerical calculations that allow to improve the implementation of the least-squares fit of solar neutrino data. In Section II we review the standard method and we discuss why its approximate assumptions could lead to significant inaccuracy in the results. In Section III we present a Monte Carlo method that allows to calculate the goodness of fit of solar neutrino data. In Section IV we present a Monte Carlo method that allows to calculate the confidence level of the usual allowed regions in the space of the neutrino oscillation parameters. In Section V we present an implementation to solar neutrino analysis of the classical frequentist Neyman method that allows to calculate exact confidence regions with correct coverage.

Since the purpose of this paper is to illustrate different methods for the statistical analysis of solar neutrino data, we consider for simplicity only the data relative to the total rates measured in the Homestake  and Super-Kamiokande  experiments, and the weighted average of the total rates measured in the two Gallium experiments GALLEX  and SAGE . The values of these rates are given in Table I of Ref. . Updated results of the Super-Kamiokande experiment and first results of the new GNO experiment have been presented in the recent Neutrino 2000 conference . Since the numerical calculations presented here take a long time and were started before the Neutrino 2000 conference, we do not take into account the new data. A complete analysis including the new data and the Super-Kamiokande data relative to the electron energy spectrum and the zenith-angle distribution is under way and will be published elsewhere .

Neutrino oscillations*** Here we consider the minimal two-neutrino model, although more complicated models are possible (see ).  depend on the mass-squared difference $`\mathrm{\Delta }m^2m_2^2m_1^2`$ and on the mixing angle $`\vartheta `$, that is restricted in the interval $`[0,\pi /2]`$. Traditionally solar neutrino data have been analyzed in terms of the parameters $`\mathrm{\Delta }m^2`$ and $`\mathrm{sin}^22\vartheta `$, that determine the probability of neutrino oscillations in vacuum. However, it has recently been shown that the parameter $`\mathrm{tan}^2\vartheta `$ is more convenient for finding the allowed regions in the interval $`\pi /4\vartheta \pi /2`$ when matter effects are important  For the same reason the parameter $`\mathrm{tan}^2\vartheta `$ has been employed in the framework of three-neutrino mixing  and the parameter $`\mathrm{sin}^2\vartheta `$ has been employed in the framework of four-neutrino mixing . . Moreover, the parameter $`\mathrm{tan}^2\vartheta `$ allows a better view of the regions at large mixing angles with respect to the usual parameter $`\mathrm{sin}^22\vartheta `$. Hence, in the following we analyze the solar neutrino data in terms of the parameters $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$.

Our calculation of the theoretical event rates follows the standard method described in several papers for matter-enhanced MSW  transitions  and vacuum oscillations . We calculate the MSW survival probability of $`\nu _e`$’s in the Sun using the standard analytic prescription  and the level-crossing probability appropriate for an exponential density profile . We calculate the regeneration in the Earth using a two-step model of the Earth density profile , that is known to produce results that do not differ appreciably from those obtained with the correct density profile. We have used the tables of neutrino fluxes, solar density and radiochemical detector cross sections available in Bahcall’s web page . For simplicity we have neglected the matter effects that slightly affect the vacuum oscillation solutions of the solar neutrino problem, as discussed in .

## II Standard statistical analysis

The traditional way to find the values of the neutrino oscillation parameters $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$ allowed by solar neutrino data is to perform a least-squares fit, often called “$`\chi ^2`$ fit”. In this method the estimates $`\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }`$ of the parameters $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$ are obtained by minimizing the least-squares function

$$X^2=\underset{j_1,j_2}{}\left(R_{j_1}^{(\mathrm{thr})}R_{j_1}^{(\mathrm{exp})}\right)(V^1)_{j_1j_2}\left(R_{j_2}^{(\mathrm{thr})}R_{j_2}^{(\mathrm{exp})}\right),$$
(1)
where $`V`$ is the covariance matrix of experimental and theoretical uncertainties, $`R_j^{(\mathrm{exp})}`$ is the event rate measured in the $`j^{\mathrm{th}}`$ experiment and $`R_j^{(\mathrm{thr})}`$ is the corresponding theoretical event rate, that depends on $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$.

The standard method for the calculation of the covariance matrix $`V`$ is the one presented in Refs. , in which the independent uncertainties $`\sigma _j^2`$ of the experimental rates $`R_j^{(\mathrm{exp})}`$, and the uncertainties of the theoretical rates $`R_j^{(\mathrm{thr})}`$ are added in quadrature. Here we use this method, with the only difference that we assume a complete correlation of the errors of the averaged cross sections for the fluxes in each experiment . Since these correlations are not known, the choice of complete correlations is the safest approach. Hence, using the notation of Refs.  The indices $`j,j_1,j_2=1,2,3`$ indicate the three solar neutrino experiments GALLEX+SAGE , Homestake  and Super-Kamiokande , respectively. The indices $`i,i_1,i_2=1,\mathrm{},8`$ denote the solar neutrino fluxes produced in the eight solar thermonuclear reactions $`pp`$, $`pep`$, $`\mathrm{He}p`$, $`\mathrm{Be}`$, $`\mathrm{B}`$, $`\mathrm{N}`$, $`\mathrm{O}`$, $`\mathrm{F}`$, respectively. The index $`k=1,\mathrm{},11`$ indicate the eleven input astrophysical parameters in the SSM (see Refs. ). , the covariance matrix $`V`$ is given by

$$V_{j_1,j_2}=\delta _{j_1,j_2}\sigma _{j_1}^2+\delta _{j_1,j_2}\left(\underset{i_1}{}R_{i_1j_1}^{(\mathrm{thr})}\mathrm{\Delta }\mathrm{ln}C_{i_1j_1}^{(\mathrm{thr})}\right)^2+\underset{i_1,i_2}{}R_{i_1j_1}^{(\mathrm{thr})}R_{i_2j_2}^{(\mathrm{thr})}\underset{k}{}\alpha _{i_1k}\alpha _{i_2k}\left(\mathrm{\Delta }\mathrm{ln}X_k\right)^2,$$
(2)
where

$$R_{ij}^{(\mathrm{thr})}=\varphi _i^{\mathrm{SSM}}C_{ij}^{(\mathrm{thr})}$$
(3)
is the event rate in the $`j^{\mathrm{th}}`$ experiment due to the neutrino flux $`\varphi _i^{\mathrm{SSM}}`$ produced in the $`i^{\mathrm{th}}`$ thermonuclear reaction in the sun according to the SSM and $`C_{ij}^{(\mathrm{thr})}`$ is the corresponding energy-averaged cross section that depends on $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$. The quantity $`\mathrm{\Delta }\mathrm{ln}C_{ij}^{(\mathrm{thr})}=\mathrm{\Delta }C_{ij}^{(\mathrm{thr})}/C_{ij}^{(\mathrm{thr})}`$ is the relative uncertainty of the energy-averaged cross section $`C_{ij}^{(\mathrm{thr})}`$, that is taken to be approximately equal to the one calculated without neutrino oscillations.

The quantities $`X_k`$ are the input astrophysical parameters in the SSM, whose relative uncertainties $`\mathrm{\Delta }\mathrm{ln}X_k`$ determine the correlated uncertainties of the neutrino fluxes $`\varphi _i^{\mathrm{SSM}}`$ through the logarithmic derivatives

$$\alpha _{ik}=\frac{\mathrm{ln}\varphi _i^{\mathrm{SSM}}}{\mathrm{ln}X_k}.$$
(4)
The values of $`\mathrm{\Delta }\mathrm{ln}C_{ij}^{(\mathrm{thr})}`$, $`\alpha _{ik}`$, $`\mathrm{\Delta }\mathrm{ln}X_k`$ are given in Ref. .

Notice that, since the theoretical rates $`R_{ij}^{(\mathrm{thr})}`$ depend on $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$, also the covariance matrix $`V`$ depends on $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$.

In the traditional method the minimum $`X_{\mathrm{min}}^2`$ of (1) provides the estimate of the neutrino oscillation parameters, usually called “best-fit values”, $`\widehat{\mathrm{\Delta }m^2}`$ and $`\widehat{\mathrm{tan}^2\vartheta }`$. The goodness of the fit is estimated by calculating the probability to observe a minimum of $`X^2`$ larger than the one actually observed assuming for $`X_{\mathrm{min}}^2`$ a $`\chi ^2`$ distribution with $`N_{\mathrm{exp}}N_{\mathrm{par}}=1`$ degrees of freedom, where $`N_{\mathrm{exp}}=3`$ is the number of experimental data points (the sums over $`j_1`$ and $`j_2`$ in Eq. (1) are from 1 to $`N_{\mathrm{exp}}`$) and $`N_{\mathrm{par}}=2`$ is the number of fitted parameters. Calling $`\alpha `$ this probability, one says that the fit is acceptable at $`100\alpha \%`$ CL. If $`\alpha `$ is larger than a minimum acceptable value, usually $`10^2`$, the fit is considered to be acceptable and one can proceed further to determine the uncertainties in the determination of the parameters $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$ (the allowed regions in parameter space).

The standard regions of the parameters allowed at $`100\beta \%`$ CL are those that satisfy the condition

$$X^2=X_{\mathrm{min}}^2+\mathrm{\Delta }X^2(\beta ),$$
(5)
where $`\mathrm{\Delta }X^2(\beta )`$ is given by the value of $`\chi ^2`$ such that the cumulative $`\chi ^2`$ distribution for $`N_{\mathrm{par}}=2`$ degrees of freedom (the number of parameters) is equal to $`\beta `$. Common values for $`\beta `$ are $`0.90`$ ($`1.64\sigma `$), $`0.95`$ ($`1.96\sigma `$), $`0.99`$ ($`2.58\sigma `$), $`0.9973`$ ($`3.00\sigma `$), which give $`\mathrm{\Delta }X^2(0.90)=4.61`$, $`\mathrm{\Delta }X^2(0.95)=5.99`$, $`\mathrm{\Delta }X^2(0.99)=9.21`$, $`\mathrm{\Delta }X^2(0.9973)=11.83`$.

This procedure would be correct if the theoretical rates $`R_j^{(\mathrm{thr})}`$ depended *linearly* on the parameters $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$ to be determined in the fit and the errors $`R_j^{(\mathrm{thr})}R_j^{(\mathrm{exp})}`$ were *multinormally* distributed with *constant* covariance matrix $`V`$. Indeed, if these requirements were realized one could prove that $`X^2`$ has a $`\chi ^2`$ distribution with $`N_{\mathrm{exp}}=3`$ degrees of freedom, $`X_{\mathrm{min}}^2`$ has a $`\chi ^2`$ distribution with $`N_{\mathrm{exp}}N_{\mathrm{par}}=1`$ degrees of freedom, and $`X^2X_{\mathrm{min}}^2`$ has a $`\chi ^2`$ distribution with $`N_{\mathrm{par}}=2`$ degrees of freedom (see ). In this case the $`X^2`$ function would depend quadratically on the parameters and there would be only one allowed region with ellipsoidal form in the space of the parameters $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$.

In the case of solar neutrino data the gaussian distribution of experimental and theoretical uncertainties seems to be widely accepted, although it is not clear if this assumption is appropriate for the theoretical errors. On the other hand it is clear that

1. The theoretical rates $`R_j^{(\mathrm{thr})}`$ do not depend at all linearly on the parameters $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$. This is the reason why there are several allowed regions in the $`\mathrm{tan}^2\vartheta `$$`\mathrm{\Delta }m^2`$ plane (or the more traditional $`\mathrm{sin}^22\vartheta `$$`\mathrm{\Delta }m^2`$ plane) and these regions do not have elliptic form (see ).
2. The covariance matrix $`V`$ is not constant, but depends on $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\vartheta `$, as remarked after Eq. (4).
3. The errors $`R_j^{(\mathrm{thr})}R_j^{(\mathrm{exp})}`$ are not multinormally distributed, because although the fluxes $`\varphi _i^{\mathrm{SSM}}`$ and the cross sections $`C_{ij}^{(\mathrm{thr})}`$ are assumed to be multinormally distributed, their products (3), that determine the theoretical rates through the relations

$$R_j^{(\mathrm{thr})}=\underset{i}{}R_{ij}^{(\mathrm{thr})},$$
(6)
are not multinormally distributed (see ).

Hence, the usual method of calculating the goodness of fit and the allowed regions in the $`\mathrm{tan}^2\vartheta `$$`\mathrm{\Delta }m^2`$ plane is not guaranteed to give correct results, i.e. the goodness of fit could be significantly different from $`100\alpha \%`$ and the confidence level of the regions enclosed by borders with constant $`X^2=X_{\mathrm{min}}^2+\mathrm{\Delta }X^2(\beta )`$ could be significantly different from $`100\beta \%`$.

We believe that the largest correction is due to the non-linear dependence of the theoretical rates $`R_j^{(\mathrm{thr})}`$ from the parameters $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$, that causes the existence of more than one local minima of the least-squares function $`X^2`$. This implies that there are more possibilities to obtain good fits of the data and the true goodness of fit is likely to be smaller than $`100\alpha \%`$. Also, in repeated experiments the global minimum has significant chances to occur far from the true (unknown) value of the parameters $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$, with a smaller probability that the allowed regions cover the true value with respect to the linear case. Hence, we expect that the true confidence level of a usual $`100\beta \%`$ CL allowed region is smaller than $`\beta `$.

In the following sections of this paper we perform a least-squares fit of the solar neutrino data using the $`X_{\mathrm{min}}^2`$ estimator for the neutrino oscillation parameters $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$. We assume the usual gaussian distribution for the experimental and theoretical uncertainties. In Section III we calculate the goodness of fit using the Monte Carlo method, that is applicable in any case in which the distribution of the uncertainties is known (see, for example, Section 15.6 of ). In Section IV we calculate with the Monte Carlo method the confidence level of the usual allowed regions in the $`\mathrm{tan}^2\vartheta `$$`\mathrm{\Delta }m^2`$ parameter space. In Section V we implement the classical frequentist Neyman method for finding exact confidence regions with correct coverage at a given confidence level.

## III Goodness of fit

In order to calculate the goodness of fit, our method proceeds as follows (see, for example, Section 15.6 of ). We estimate the best-fit values of $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$ through the minimum of $`X^2`$ in Eq. (1) and we call these best-fit values $`\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }`$. Then we assume that $`\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }`$ are reasonable surrogates of the true values $`\mathrm{\Delta }m_{\mathrm{true}}^2`$, $`\mathrm{tan}^2\vartheta _{\mathrm{true}}`$ and the probability distribution of the differences $`\widehat{\mathrm{\Delta }m^2}_{(k)}\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }_{(k)}\widehat{\mathrm{tan}^2\vartheta }`$ is not too different from the true distribution of the differences $`\widehat{\mathrm{\Delta }m^2}_{(k)}\mathrm{\Delta }m_{\mathrm{true}}^2`$, $`\widehat{\mathrm{tan}^2\vartheta }_{(k)}\mathrm{tan}^2\vartheta _{\mathrm{true}}`$ in a large set of best-fit parameters $`\widehat{\mathrm{\Delta }m^2}_{(k)}`$, $`\widehat{\mathrm{tan}^2\vartheta }_{(k)}`$ ($`k=1,2,\mathrm{}`$) obtained with hypothetical experiments.

Using $`\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }`$ as surrogates of the true values, we generate $`N_s`$ synthetic random data sets with the usual gaussian distribution for the experimental and theoretical uncertainties. We apply the least-squares method to each synthetic data set, leading to an ensemble of simulated best-fit parameters $`\widehat{\mathrm{\Delta }m^2}_{(s)}`$, $`\widehat{\mathrm{tan}^2\vartheta }_{(s)}`$ with $`s=1,\mathrm{},N_s`$, each one with his associated $`(X_{\mathrm{min}}^2)_s`$. Then we calculate the goodness of the fit as the fraction of simulated $`(X_{\mathrm{min}}^2)_s`$ in the ensemble that are larger than the one actually observed, $`X_{\mathrm{min}}^2`$.

We calculate the synthetic data sets generating random neutrino fluxes $`\varphi _i`$ with a multinormal distribution centered on the SSM fluxes $`\varphi _i^{\mathrm{SSM}}`$ and having the covariance matrix

$$V_{i_1,i_2}^{(\varphi )}=\varphi _{i_1}^{\mathrm{SSM}}\varphi _{i_2}^{\mathrm{SSM}}\underset{k}{}\alpha _{i_1k}\alpha _{i_2k}\left(\mathrm{\Delta }\mathrm{ln}X_k\right)^2.$$
(7)
We also generate random energy-averaged cross sections $`C_{ij}`$ with a multinormal distribution centered on the theoretical energy-averaged cross sections $`C_{ij}^{(\mathrm{thr})}`$ corresponding to $`\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }`$ and having the completely correlated covariance matrix for each independent experiment $`j`$

$$V_{i_1,i_2}^{(j)}=C_{i_1j}\mathrm{\Delta }\mathrm{ln}C_{i_1j}C_{i_2j}\mathrm{\Delta }\mathrm{ln}C_{i_2j}.$$
(8)
Then, we calculate the rates $`R_j=_i\varphi _iC_{ij}`$. Finally, we generate random synthetic experimental rates $`R_j^{(s)}`$ with normal distribution centered on $`R_j`$ and standard deviation equal to that of the actual experimental data ($`\sigma _j`$). The synthetic experimental rates are inserted in the least-squares function (1) in place of $`R_j^{(\mathrm{exp})}`$ in order to find the minimum $`(X_{\mathrm{min}}^2)_s`$ and its associated best-fit parameters $`\widehat{\mathrm{\Delta }m^2}_{(s)}`$, $`\widehat{\mathrm{tan}^2\vartheta }_{(s)}`$.

The results of our calculations are reported in Table I. The global minimum of the least-squares function (1), $`X_{\mathrm{min}}^2=0.42`$, occurs in the SMA region§§§ Here we use the standard terminology for the allowed regions (see ): SMA for $`\mathrm{\Delta }m^25\times 10^6\mathrm{eV}^2`$, $`\mathrm{tan}^2\vartheta 10^3`$, LMA for $`\mathrm{\Delta }m^23\times 10^5\mathrm{eV}^2`$, $`\mathrm{tan}^2\vartheta 0.3`$, LOW for $`\mathrm{\Delta }m^210^7\mathrm{eV}^2`$, $`\mathrm{tan}^2\vartheta 0.5`$, VO for $`\mathrm{\Delta }m^210^8\mathrm{eV}^2`$.  for $`\mathrm{\Delta }m^2=5.1\times 10^6\mathrm{eV}^2`$ and $`\mathrm{tan}^2\vartheta =1.6\times 10^3`$. The results reported in the “SMA” row of Table I have been obtained taking $`\widehat{\mathrm{\Delta }m^2}=5.1\times 10^6\mathrm{eV}^2`$ and $`\widehat{\mathrm{tan}^2\vartheta }=1.6\times 10^3`$. We first restricted the allowed region of the mixing parameters around the SMA region ($`10^4\mathrm{tan}^2\vartheta 3\times 10^2`$ and $`3\times 10^7\mathrm{eV}^2\mathrm{\Delta }m^210^4\mathrm{eV}^2`$) and obtained the local value of the goodness of fit, reported in the “local” column of Table I. This value is almost equal (even slightly larger) to the standard one obtained assuming a $`\chi ^2`$ distribution with one degree of freedom, reported in the “standard GOF” column of Table I. Hence, we conclude that locally the usual method to evaluate the goodness of fit is reliable.

However, when we extend the allowed region of the mixing parameters to all the MSW region

$$10^4\mathrm{tan}^2\vartheta 2,10^8\mathrm{eV}^2\mathrm{\Delta }m^210^3\mathrm{eV}^2\text{(MSW region)},$$
(9)
and when we add also the VO region

$$0.1\mathrm{tan}^2\vartheta 1,10^{11}\mathrm{eV}^2\mathrm{\Delta }m^210^8\mathrm{eV}^2\text{(VO region)},$$
(10)
we obtain the values reported, respectively, in the “MSW” and “global” columns of Table I, which are significantly smaller than the one obtained with the standard method. As remarked in Section II, this is due to the non-linear dependence of the theoretical rates from the neutrino oscillation parameters, that implies that there are more possibilities to obtain good fits of the data with respect to the linear case. Therefore, we conclude that the standard method, although valid locally (when the allowed region of the parameters is restricted around the SMA region the linear assumption is approximately correct), is not valid in general and should not be trusted if there is more than one allowed region.

In order to check the local validity of the standard method we have also assumed that $`\widehat{\mathrm{\Delta }m^2}`$ and $`\widehat{\mathrm{tan}^2\vartheta }`$ have the values corresponding to the local minima of $`X^2`$ in the LMA, LOW and VO regions, restricting the allowed values of the parameters around the corresponding regions. The results are reported in the “LMA”, “LOW” and “VO” rows of Table I. One can see that the standard method is locally acceptable for the LMA and LOW solutions, but it largely overestimates the goodness of fit in the case of the VO solution. This is due to the fact that the theoretical rates are highly non-linear functions of the neutrino oscillation parameters in the VO region (10), resulting in several disjointed allowed regions.

The “MSW” and “global” entries in the “LMA”, “LOW” and “VO” rows of Table I are empty because it is meaningless to calculate the goodness of fit allowing values of the parameters in which the fit is better than the one in the assumed surrogate of the true values of the parameters.

Summarizing the results of this section, we have shown that if there were only one allowed region in the space of the neutrino oscillation parameters, or if there are valid reasons to restrict the allowed region of the parameters around one of the SMA, LMA, LOW solutions, the standard method to calculate the goodness of fit is approximately reliable. On the other hand, if there are more than one allowed regions, the standard method to calculate the goodness of fit is not reliable and the goodness of fit must be calculated numerically, with Monte Carlo, as we have done. This happens if one considers the MSW region (9) of the neutrino oscillation parameters, which contains three allowed regions (SMA, LMA and LOW), or the VO region (10), that contains several allowed regions, or all the parameter space (MSW+VO).

## IV Confidence level of allowed regions

In order to calculate the confidence level of the allowed regions it is necessary first to understand what is its meaning. The $`100\beta \%`$ CL allowed regions are defined by the property that they belong to a set of allowed regions obtained with hypothetical experiments and the regions belonging to this set cover (i.e. include) the true value of the parameters with probability $`\beta `$.

Given the usual “$`100\beta \%`$ CL” allowed regions in the space of the neutrino oscillation parameters we can calculate their confidence level $`\beta _{\mathrm{MC}}`$ with a method similar to the one described in the previous section for the goodness of fit. We assume that $`\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }`$ are reasonable surrogates of the true values $`\mathrm{\Delta }m_{\mathrm{true}}^2`$, $`\mathrm{tan}^2\vartheta _{\mathrm{true}}`$ and we generate a large number of synthetic data sets. We apply the standard procedure to each synthetic data set and obtain the corresponding “$`100\beta \%`$ CL” allowed regions in the space of the neutrino oscillation parameters. Then we count the number of synthetic “$`100\beta \%`$ CL” allowed regions that cover the assumed surrogate $`\widehat{\mathrm{\Delta }m^2}`$, $`\widehat{\mathrm{tan}^2\vartheta }`$ of the true values. The ratio of this number and the total number of synthetically generated data set gives the confidence level $`\beta _{\mathrm{MC}}`$ of the “$`100\beta \%`$ CL” allowed regions.

The results of our calculations are reported in Table II. As we have done in the previous section for the goodness of fit, we calculated first the local confidence levels restricting the allowed values of the parameters around the region whose local minimum of $`X^2`$ gives the assumed surrogates of the true values (“local” column of Table II). Then we calculated the confidence levels restricting the allowed values of the parameters to the MSW region (9) assuming the surrogates of the true values in the local minima of $`X^2`$ of the SMA, LMA and LOW regions (“MSW” column of Table II). Finally, we calculated the confidence levels without any restriction on the allowed values of the parameters, assuming the surrogates of the true values in the local minima of $`X^2`$ of the SMA, LMA, LOW and VO regions (“global” column of Table II).

One can see that the values of the confidence levels calculated locally for the SMA region, where the global minimum of $`X^2`$ lies, practically coincide with the standard ones (“standard CL” column of Table II). However, when the allowed values of the parameters are extended to the whole MSW region (9) or to the MSW and VO regions (global), the confidence levels are significantly smaller than the standard ones.

The same trend, slightly more pronounced, is observed when the surrogates of the true values of the parameters are assumed to correspond to the local minima of $`X^2`$ in the LMA and LOW region, with even a small deviation of the local confidence levels from the standard ones (with unpredictable sign).

When the surrogates of the true values of the parameters are assumed to correspond to the local minimum of $`X^2`$ in the VO region (10), the confidence levels are significantly smaller than the standard ones, even those calculated locally. This is due to the fact that the linear approximation used in the calculation of the standard confidence levels is badly violated (there are several disjointed allowed VO regions with non-elliptical shapes).

Summarizing the results of this section, we have shown that the standard confidence levels of the allowed regions in the neutrino oscillation parameter space are approximately correct if only one of the SMA, LMA or LOW region is considered to be allowed a priori. If the oscillation parameters are restricted to the MSW region (9), the confidence levels are significantly smaller than the standard ones, with some uncertainty depending on the assumed surrogates of the true values of the parameters. If one does not impose any restriction on the values of the parameters, the confidence levels decrease further. If only the VO regions are considered to be allowed even the confidence levels calculated locally are significantly smaller than the standard ones.

## V Exact allowed regions

In the previous section we have calculated the confidence level of the allowed regions in the neutrino oscillation parameter space obtained with the standard procedure based on Eq. (5). This calculation is approximate, because it is based on the assumption of a surrogate for the unknown true values of the neutrino oscillation parameters. Furthermore, we have seen that the value of the confidence level is different if the surrogate for the unknown true values of the neutrino oscillation parameters is assumed to be the value of the parameters in the global minimum of $`X^2`$ or in one of the local minima.

Luckily, there is a well-known procedure for constructing exact *confidence intervals* independently of the true values of the parameters. This procedure has been invented by Neyman in 1937  (see also ). It guarantees that the resulting confidence intervals have correct frequentist *coverage* (see ), i.e. they belong to a set of confidence intervals obtained with different or similar, real or hypothetical experiments that cover the true values of the parameters with the desired probability given by the chosen confidence level. In this section we apply this method in order to find confidence intervals with proper coverage for the neutrino oscillation parameters.

Neyman’s construction of exact frequentist confidence interval with $`100\beta \%`$ confidence level starts with the choice of an appropriate estimator of the parameters under investigation. Then, for any possible value of the parameters one calculates an *acceptance interval* with probability $`\beta `$, i.e. an interval of the estimator that contains $`100\beta \%`$ of the values of the estimator obtained in a large series of trials. Several methods are available for the construction of the acceptance intervals (see  and references therein). If the probability distribution of the estimator is known, the acceptance intervals can be calculated analytically; if not, one can calculate the acceptance intervals with numerical Monte Carlo methods. In general the acceptance intervals can be composed by disjoint sub-intervals. In the case of $`n`$ parameters the acceptance intervals are regions in the $`n`$-dimensional parameter space.

Once the $`100\beta \%`$ acceptance interval for each possible value of the parameters is calculated, the $`100\beta \%`$ confidence interval is simply composed by all the parameter values whose acceptance interval covers the measured value of the estimator (i.e. the actual estimate of the parameters). If the acceptance intervals are composed by disjoint sub-intervals, also the confidence interval is composed by disjoint sub-intervals. As we will see in the following, this is what happens in the case of solar neutrino oscillations.

Our implementation of Neyman’s construction goes as follows. First we choose as estimator of neutrino oscillation parameters the values of the parameters in the minimum $`X_{\mathrm{min}}^2`$ of the least-squares function (1). Since the probability distribution of the chosen estimator is not known, we calculate it numerically with a Monte Carlo. We define an appropriate grid in the 2-dimensional space of the neutrino oscillation parameters $`\mathrm{tan}^2\vartheta `$, $`\mathrm{\Delta }m^2`$ and for each value of the parameters on the grid we generate a large number of synthetic data sets. For each data set we find the value of the parameters corresponding to the minimum of $`X^2`$. This procedure gives the distribution of $`X_{\mathrm{min}}^2`$ for each value of the parameters on the grid. Unfortunately this is a rather lengthy task that requires several days of computer time in order to reach an acceptable accuracy, essentially because of the large number of points on a reasonably fine grid, about five thousand in the MSW region (9) and six thousand in the VO region (10).

We define the $`100\beta \%`$ acceptance intervals in the simplest and most natural way There is a subtle problem in choosing the method that defines the acceptance intervals: the method must be chosen independently of the data and the result. This is what we have done. Otherwise, the property of coverage is lost (see ), and one can always choose a method “ad hoc” to obtain any desired result. : for each value of the parameters we choose the shortest possible acceptance interval, i.e. that containing the values of the parameters on the grid with highest probability, whose sum is equal or larger than $`\beta `$ (in general perfect equality is not reached because of the discrete nature of the grid). In the case of a linear least-squares fit this method gives the allowed regions obtained with the standard prescription (5). Therefore, our exact allowed regions can be compared directly with the standard ones.

The acceptance intervals are 2-dimensional regions in the $`\mathrm{tan}^2\vartheta `$$`\mathrm{\Delta }m^2`$ parameter space. Because of the non-linearity of the neutrino oscillation probability as a function of the parameters, the acceptance intervals are composed by disjoint sub-intervals. This generates 2-dimensional confidence intervals composed by disjoint sub-intervals, some of which far from the values of the parameters corresponding to the actual $`X_{\mathrm{min}}^2`$. The confidence intervals are composed by the values of the parameters whose acceptance interval includes the parameters corresponding to the actual $`X_{\mathrm{min}}^2`$ (the measured value of the estimator).

The procedure is illustrated qualitatively in Fig. 1, where the cross corresponds to the actually measured $`X_{\mathrm{min}}^2`$, the union of the two vertically hatched regions is the acceptance interval associated with $`\mathrm{tan}^2\vartheta _A`$, $`\mathrm{\Delta }m_A^2`$, and the union of the three horizontally hatched regions is the acceptance interval associated with $`\mathrm{tan}^2\vartheta _B`$, $`\mathrm{\Delta }m_B^2`$. Since the acceptance interval associated with $`\mathrm{tan}^2\vartheta _A`$, $`\mathrm{\Delta }m_A^2`$ includes the point corresponding to $`X_{\mathrm{min}}^2`$, the point $`\mathrm{tan}^2\vartheta _A`$, $`\mathrm{\Delta }m_A^2`$ belongs to the confidence interval. On the other hand, the acceptance interval associated with $`\mathrm{tan}^2\vartheta _B`$, $`\mathrm{\Delta }m_B^2`$ does not include the point corresponding to $`X_{\mathrm{min}}^2`$ and the point $`\mathrm{tan}^2\vartheta _A`$, $`\mathrm{\Delta }m_A^2`$ is out of the confidence interval.

The results of our calculations are presented in Figs. 25, where we have depicted the 90%, 95%, 99% and 99.73% CL regions (gray areas) confronted with those obtained with the standard method based on Eq. (5) (areas enclosed by solid lines).

In Fig. 2 we have restricted the possible values of the neutrino oscillation parameters in a region around the SMA solution, where $`X_{\mathrm{min}}^2`$ lies. The acceptance interval for each point on the grid in the parameter space has been calculated generating about $`6\times 10^5`$ synthetic data sets (different for different points on the grid, in order to avoid correlations). One can see that the standard allowed SMA region is an acceptable approximation of the exact Here the adjective “exact” refers to the method, that produces confidence intervals with exact coverage. Obviously our confidence intervals are approximations of the exact ones, that would be obtained with an infinitely dense grid in parameter space and an infinite set of synthetic random data sets.  confidence interval. This is due to the fact that locally the linear approximation is rather good, as we already found in the previous two sections.

In Fig. 3 we have extended the possible values of the neutrino oscillation parameters to all the MSW region (9). For this figure the number of synthetic data sets for each point on the grid is about $`7\times 10^4`$ (less than in Fig. 2 because of the larger size of the grid, that slows down the calculation). The standard SMA region is still an acceptable approximation of the exact SMA region, but the exact LMA and LOW regions are dramatically larger than the standard ones, so large that they merge together, producing a huge allowed region around maximal mixing ($`\mathrm{tan}^2\vartheta =1`$). This is true even at 90% CL.

Figures 4 and 5 show, respectively, the allowed MSW and VO regions when there is no restriction on the possible values of the neutrino oscillation parameters (the number of synthetic data sets for each point on the grid is now about $`6.5\times 10^4`$). Again, one can see that the standard SMA region is an acceptable approximation of the exact SMA region, but the exact LMA, LOW and VO regions are much larger than the standard ones.

From the results of our calculations we conclude that the standard method to calculate allowed regions produces reliable results only locally, i.e. in the calculation of the allowed region surrounding the global minimum of $`X^2`$. The other allowed regions are dramatically underestimated by the standard method.

## VI Conclusions

We have presented the results of a numerical Monte Carlo calculation of the goodness of fit and the confidence level of the standard allowed regions for the neutrino oscillation parameters $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\vartheta `$ obtained from the fit of solar neutrino data. We have shown that the standard values of the goodness of fit and of the confidence level of the allowed regions are significantly overestimated with the standard method. This is due to the non-linear dependence of the neutrino oscillation probability from the parameters. The linear approximation, leading to the standard values of the goodness of fit and of the confidence level of the allowed regions, is valid only locally, for values of the parameters around a specific MSW solution (SMA, LMA, LOW). In the case of the VO solution the linear approximation is not valid even locally, because of the strong non-linearity of the oscillation probability that causes the existence of several allowed regions close together.

We have also calculated exact allowed regions with correct frequentist coverage using Neyman’s method. The results of these calculations show that the standard allowed region around the global minimum of the least-squares function is a reasonable approximation of the exact one. On the other hand, the size of the other regions is dramatically underestimated in the standard method. Indeed, in our calculation the exact SMA region, that contains the minimum of the least-squares function, practically coincides with the standard one. On the other hand, the exact LMA and LOW regions are much larger than the standard ones, so much that they merge in a huge allowed region around maximal mixing. Also the exact allowed VO regions are much larger than the standard ones.

The indications on neutrino mixing coming from solar neutrino data are becoming increasingly important for theory and experiment. Furthermore, solar neutrino data will soon be enriched by results of new powerful experiments (SNO , Borexino , GNO  and others ). As we have shown, the standard statistical analysis of solar neutrino data can lead to incorrect conclusions concerning the goodness of fit, the confidence level of the allowed regions and the size of the allowed regions far from the global minimum of the least-squares function. Hence, we believe that it is time to examine critically the method of statistical analysis of solar neutrino data and bring it to the level of quality already attained in other branches of research in high-energy physics.


text:
# X-ray emission from young stars in the Tucanae association

## 1 Introduction

The discovery of the TW Hydrae association as a nearby group of co-moving T Tauri Stars (TTS) far from molecular clouds has motivated the search for additional associations of pre-main sequence stars (PMS) close to Earth. In the course of a study of the Hipparcos catalog around IRAS 60$`\mu \mathrm{m}`$ sources Zuckerman & Webb (2000) recently announced the identification of a co-moving group of stars with general youth indicators.

Youth can be deduced from the presence of the $`6708\mathrm{\AA }`$ Li absorption line, H$`\alpha `$ profile, rotation rate, IR excess indicative of circumstellar material, and X-ray emission. While any of these properties certainly are not sufficient to establish the youth of a star, the common presence of several of these characteristics is suggestive for PMS nature. However, no accurate age determination is possible by these means. In addition, for all but one probable Tucanae members, Hipparcos parallaxes are available (see Zuckerman & Webb (2000) and our tables 2 and 3), so that the stars can be placed accurately into the H-R diagram. They all fall near and/or above the zero-age main sequence, hence are really young.

Based on proper motion, distance, and the above mentioned youth indicators Zuckerman & Webb (2000) have divided their sample of potential Tucanae members in two groups: probable members with common distance, space motion, and general signs of youth, and improbable members. This latter group consists of stars which either could be members without signs of youth, or stars which by chance have distances and proper motion similar to the association. Zuckerman & Webb (2000) have identified 11 of the probable members with X-ray sources from the ROSAT All-Sky Survey Bright Source Catalog (RASS BSC; Voges et al. (1999)), but only one of the non-members.

In this paper we present a more detailed study of the X-ray emission of Tucanae candidates based on data obtained from the ROSAT Public Data Archives. In particular we use X-ray luminosity distribution functions (XLDFs) to obtain further clues to the age of this association. Comparative studies of young stellar clusters and star-forming regions based on observations by the Einstein IPC (see e.g. Feigelson & Kriss (1989), Damiani et al. (1995)) have shown that the X-ray luminosity decays with stellar age. This is manifest in a decrease of the median of $`L_\mathrm{x}`$ and a corresponding shift of the XLDFs with respect to each other. A comparison of the XLDF for the Tucanae stars with that for well studied star forming regions should therefore allow to put constraints on the age of this association.

In Sect. 2 we describe the observations and analysis of the raw data. We also provide tables which summarize the X-ray properties of detected and undetected potential Tucanae members. The XLDFs of Tucanae candidates and comparison samples are discussed in Sect. 3. In Sect. 4 we present the X-ray lightcurves of all detected stars and discuss their variability. Our results are summarized in Sect. 5.

## 2 Observations

This study is based on the list of potential members of the Tucanae association provided by Zuckerman & Webb (2000). We analyze the ROSAT observations of all stars from their Table 1, i.e. both ‘probable’ members (Table 1a) and stars termed ‘improbable’ members (Table 1b).

The ROSAT satellite is equipped with two X-ray detectors in the focus of its telescope, the Position Sensitive Proportional Counter (PSPC) and the High Resolution Imager (HRI). See Trümper (1983), Pfeffermann et al. (1988) and David et al. (1999) for a description of the instrumentation for the ROSAT mission. The raw data of all observations can be retrieved from public archives. Our cross-correlation of Table 1 from Zuckerman & Webb (2000) with the archive showed that none of the stars was in the field of any HRI exposure. However, three stars have been observed in pointed observations of the PSPC. All stars in Tucanae have been observed during the ROSAT All Sky Survey (RASS).

In this section we describe our analysis of the PSPC data (in both pointed and survey mode) using the Extended Scientific Analysis System (EXSAS; Zimmermann et al. (1995)). The results of source detection are presented and the properties of detected and undetected stars are summarized.

### 2.1 PSPC pointed observations

Three stars from the Tucanae membership lists are in the field of view of a pointed PSPC observation (HIP 92680, HIP 100751, and HIP 103438). The ROSAT observation request numbers (ROR) are 201597p, 200099p, and 200404p, respectively. After extracting the raw data from the archive we have performed source detection on these exposures using a combined local and map detection algorithm based on a maximum likelihood technique (Cruddace et al. (1988)). For the cross-correlation of detected X-ray sources with the membership list introduced above we allow a maximum distance between X-ray and optical position of $`40^{\prime \prime }`$ (shown by Neuhäuser et al. (1995) to minimize the contamination by background sources). All stars are clearly identified with an X-ray source at an offset less than $`30^{\prime \prime }`$ from the optical position.

The number of counts in the background map at the source location is scaled to the photon extraction area and subtracted from the total number of counts. Count rates are computed using the information in the exposure maps, and transformed into luminosities applying the individual distances of the stars (derived from the Hipparcos parallax) and an energy-conversion-factor (ECF) determined from the hardness ratio.

Hardness ratios computed from the standard energy bands of the PSPC provide spectral information in case of low signal-to-noise. The PSPC hardness ratios are defined as follows

$$HR1=\frac{HS}{H+S}$$
(1)
$$HR2=\frac{H2H1}{H2+H1}$$
(2)
where $`H`$, $`S`$, $`H2`$, and $`H1`$ substitute the number of counts in the respective energy band: $`S=0.10.4\mathrm{keV}`$, $`H1=0.50.9\mathrm{keV}`$, $`H2=0.92.0\mathrm{keV}`$, and $`H=H1+H2`$.

As discussed by Fleming et al. (1995) for late-type stars the $`ECF`$ can be computed from $`HR1`$ and is given by

$$ECF=(8.31+5.30HR1)\mathrm{\hspace{0.17em}10}^{12}\mathrm{erg}\mathrm{cm}^2\mathrm{cts}^1$$
(3)
For early-type stars (HIP 100751 has spectral type B) this conversion may not be appropriate. In this case we have assumed thermal emission at $`kT=0.5\mathrm{keV}`$ (see Berghöfer et al. (1996)) and negligible absorption and computed the $`ECF`$ following the Technical Appendix F to the ROSAT Call for Proposals. Alternatively, count rates have been converted to fluxes using standard EXSAS routines. The luminosities derived by the two methods were found to be in good agreement, showing that the Fleming relation holds for the Tucanae stars.

The pointed PSPC observations of stars from our membership list are summarized in Table 1. Next to the Hipparcos number, X-ray position, and offset between optical and X-ray position $`\mathrm{\Delta }`$ (column 4) we give the maximum likelihood of existence (column 5), the exposure time (column 6), and the broad band count rate (column 7). To derive the X-ray luminosity (shown in column 8) we have divided the count rate by the number of components in the system (HIP 103438 is a binary, the other two stars are singles; see also Tables 2 and 3 for the multiplicity of the Tucanae stars). This implies that all members contribute the same amount of X-ray emission and was shown by König et al. (2000) to be acceptable in almost all cases according to ROSAT HRI observations of resolved young binary stars in Taurus. Finally, columns 9 and 10 contain the hardness ratios.

### 2.2 RASS observations

During the first months of its operation ROSAT performed an All-Sky Survey. In the course of this program the whole sky was scanned by the $`2^{}`$ field of view of the PSPC. The FOV was shifted by $`4^{}`$ per scan, such that the total number of scans of a specific location in the sky is $``$ 25. The exposure times depend on the ecliptic latitude $`\beta `$ and scale with $`1/\mathrm{cos}\beta `$. For the Tucanae stars they range from $`50500`$ s.

Owing to the short exposures ($``$ 30 s per scan) the sensitivity of the RASS is limited to $`\mathrm{2\hspace{0.17em}10}^{28}\mathrm{erg}/\mathrm{s}`$ at a distance of 45 pc. Its main advantage is therefore the spatial completeness. In contrast to the pointed observations, where only three Tucanae candidates have been observed, X-ray data for all potential Tucanae stars are available from the RASS.

We have retrieved the RASS raw data from the Public Archive. For the source detection we proceed in a similar way as described in Sect. 2.1 for pointed PSPC observations. The maximum offset allowed between optical and X-ray position is again $`40^{\prime \prime }`$. As a consequence of the scanning mode a given source has a different off-axis angle in each RASS scan. The compilation of count rates and luminosities follows the description outlined in Sect. 2.1. Since for non-detections no information about the spectral hardness is available, we use the mean of the $`ECF`$ of detected Tucanae members for the conversion of upper limit counts to upper limit $`L_\mathrm{x}`$.

The detection fraction is much larger among the likely members of Tucanae (13/22) than in the group of improbable members (1/15). The X-ray properties of all detected and undetected stars are given in Tables 2 and 3. The meaning of columns 1 to 7 in Table 2 (detected sources) is the same as in Table 1. We provide the distance derived from the Hipparcos parallax in column 8. The multiplicity of the stellar system is given in column 9, and the spectral type in column 10. The multiplicity is used to derive the X-ray luminosity (column 11) as described in Sect. 2.1. The last three columns show the ratio of X-ray to bolometric luminosity, and the PSPC hardness ratios. $`L_{\mathrm{bol}}`$ was derived from the $`V`$ magnitude and spectral type (as given by Zuckerman & Webb (2000)) using the bolometric correction of Schmidt-Kaler (1982) and assuming negligible absorption. This is justified because of the small distance and lack of intervening gas in the line of sight. The low ($`0.0`$) hardness ratios of the Tucanae stars also show that absorption is small if not negligible. Note, that no individual $`V`$ magnitudes are available for the components in close multiple systems. Therefore, we have used the combined $`L_\mathrm{x}`$ as well as the combined $`L_{\mathrm{bol}}`$ (i.e. without scaling to the number of components) in order to compute $`L_\mathrm{x}/L_{\mathrm{bol}}`$.

For undetected sources (Table 3) we list the Hipparcos number, the optical position (columns 2 and 3), exposure time (column 4), upper limit to the broad band count rate (column 5), the distance to the star (column 6), multiplicity (column 7), spectral type (column 8), and upper limits to the X-ray luminosity (column 9) and to the $`L_\mathrm{x}/L_{\mathrm{bol}}`$-ratio (column 10). As for detected sources $`L_\mathrm{x}`$ has been computed by dividing the observed count rate by the multiplicity.

## 3 The age of the Tuc association (Comparison with other star-forming regions)

In this section the XLDF of the Tucanae candidates is studied. The X-ray emission declines with stellar age. Therefore, a comparison to XLDFs of other nearby regions of star formation should provide insight into the evolutionary stage of this association. In the following we describe the comparison samples.

### 3.1 TW Hydrae

Until the discovery of the Tucanae association, the TW Hydrae association was the only recognized nearby young stellar association far from molecular clouds. Strong X-ray emission is considered as (one of many) indicators for membership to the association since it was first studied in X-rays by Kastner et al. (1997). In subsequent studies which have added more stars to the group X-ray luminosities for the new members have been presented (see e.g. Jensen et al. (1998), Hoff et al. (1998), Webb et al. (1999), Sterzik et al. (1999), Hoff (2000)). However, a systematic study of the X-ray properties of the whole sample has not been performed, and no XLDFs have been examined so far. In view of the similarity of the Tucanae and TW Hydrae regions, particularly the close and similar distance, it is intimating to compare their X-ray characteristics.

Fourteen TTS systems are known so far in the TW Hya region (see Rucinski & Krautter (1983), de la Reza et al. (1989), Gregorio-Hetem et al. (1992), Kastner et al. (1997), Jensen et al. (1998), Webb et al. (1999), Sterzik et al. (1999), Hoff (2000)), all listed in Table 4. The multiplicities of these objects are given in Webb et al. (1999), Sterzik et al. (1999), and Hoff (2000). The possible spectroscopic binaries listed by Webb et al. (1999) have been confirmed as such (Torres et al., in prep.). The recently detected faint object next to TWA-7 (Neuhäuser et al. (2000a)) has most recently been found to be a background K dwarf according to an H-band spectrum taken with ISAAC at the VLT (Neuhäuser et al. (2000b)) so that we regard TWA-7 as single.

We have cross-correlated the list of TW Hydrae stars with the RASS BSC. All but one star (GSC 7739 2180) can be identified with an X-ray source at less than $`40^{\prime \prime }`$ from the optical position. In order to obtain the X-ray properties of GSC 7739 2180 which had no counterpart in the BSC we have checked the raw RASS data, and found that the star is located in a region of low exposure. We have detected an X-ray source with 10.7 cts at the optical position (RX J1121.1-3845). Thus, all TW Hydrae stars are X-ray emitters. Their X-ray characteristics are listed in Table 4. We give the designation of the star (column 1), the X-ray position (column 2 and 3), the distance between optical and X-ray position $`\mathrm{\Delta }`$ (column 4), the exposure time (column 5), the broad band count rate (column 6), the multiplicity (column 7), X-ray luminosity (column 8) and hardness ratios (column 9 and 10). As for the Tucanae stars, the luminosity of multiples has been divided by the number of components. Our X-ray data agree well with previously published ROSAT data for TWA stars111For HR 4796, a pair comprised of an A type and an M type star with separation of just $`7.6^{\prime \prime }`$, an elongated X-ray source has been detected in the HRI pointed observation. We can therefore distribute the photons detected here in the RASS equally among the two components, as in the other binaries. Note that Hu$`\stackrel{´}{\mathrm{e}}`$lamo et al. (2000) give a different HRI X-ray luminosity for HR 4796 than Jura et al. (1998), because Jura et al. (1998) converted the HRI X-ray photons using the PSPC energy conversion factor, while Hu$`\stackrel{´}{\mathrm{e}}`$lamo et al. (2000) used the correct HRI conversion..

### 3.2 Taurus-Auriga

Taurus-Auriga is one of the nearest ($`d=140`$ pc; Elias (1978), Wichmann et al. (1998)) and best studied regions of star formation. The region is particularly rich in late-type PMS stars. In an analysis of RASS data Neuhäuser et al. (1995) found that the subclass of weak-line TTS (i.e. TTS with weak H$`\alpha `$ emission lines) in Taurus-Auriga are X-ray brighter than classical TTS (which are defined by equivalent widths of H$`\alpha >10\mathrm{\AA }`$). Because the Tucanae members appear to be somewhat evolved, they are probably all weak H$`\alpha `$ emitters (naked weak-line post-TTS on radiative tracks near the ZAMS). Therefore, for our comparison we select only the weak-line TTS from Taurus-Auriga. We also note, that the classical TTS in Taurus-Auriga appear to be less X-ray bright than the wTTS although being younger (Neuhäuser et al. (1995), Stelzer et al. in prep). This may be due to magnetic star-disk coupling during the cTTS phase which prevents spin-up, and restricts the dynamo efficiency. The X-ray luminosity, therefore, shows a peak at the stage of the wTTS, and the decrease in X-ray luminosity with age sets in only after the disk is dissipated.

We have re-computed the XLDF for the RASS data of Taurus-Auriga weak-line TTS including also stars which have been discovered since the study of Neuhäuser et al. (1995). These newly discovered stars are listed in König et al. (2000). Most of them were not detected during the RASS. We do not include all those TTS, which were originally discovered by ROSAT, in order to avoid a bias towards X-ray bright TTS.

### 3.3 IC 2602

IC 2602 is a 30 Myr (Mermilliod (1981)) old open cluster whose stars are about to reach the main-sequence. With a distance of $`150\mathrm{pc}`$ (see Whiteoak (1961)) the cluster is relatively nearby. The X-ray emission from IC 2602 was studied by Randich et al. (1995) who have analyzed pointed PSPC observations and selected probable cluster members on the basis of the photometry of the optical counterparts. For the comparison of the XLDFs we have made use of Table 4 in Randich et al. (1995) (see Sect. 3.5).

### 3.4 Pleiades

Due to their relatively small distance (116 pc; Mermilliod et al. (1997)) the $`100\mathrm{Myr}`$ old Pleiades cluster has often been used in comparative evolutionary studies. Detailed investigations of the X-ray emission from the Pleiades have been presented e.g. by Stauffer et al. (1994), Micela et al. (1996), and Micela et al. (1999) based on observations performed by the Einstein and ROSAT satellites. A study of the full set of archived ROSAT observations will be presented in a later publication (Stelzer et al., in prep). Here, we anticipate the XLDF composed of all Pleiades stars which have been in the field of view of any pointed PSPC observation. Upper limits for non-detections are included. A detailed description of the data analysis will be given in the subsequent paper.

### 3.5 X-ray Luminosity Functions

To compute the XLDFs for the different stellar associations we have used the ASURV statistics package (see Feigelson & Nelson (1985)) which ensures a proper treatment of censored data points, i.e upper limits for undetected sources. For unresolved multiples we have assumed that all components emit X-rays at the same level. The observed $`L_\mathrm{x}`$ has, therefore, been divided by the number of components, and all components are considered in the XLDF.

In Fig. 1 we display the RASS XLDF of the group of probable

members of the Tucanae association. The subsample of late-type stars is also shown. For these stars the XLDF is somewhat steeper indicating that the early-type stars are the weaker X-ray emitters. Five of the early-type stars in the Tucanae sample have spectral type A. For A type stars no mechanism producing X-rays is known, consistent with our finding that all A stars in Tucanae are undetected in the RASS. O and B stars can generate X-rays in shocks associated with their strong winds. None of the B stars from our sample is detected in the RASS, but one B star is detected in a PSPC pointing. For late-type stars with convective envelopes of substantial depth (starting from $``$ F5; Walter (1983)) the X-ray emission is thought to be related to magnetic dynamo activity. All stars in Taurus-Auriga are TTS, i.e. late-type PMS stars. Therefore, to obtain homogeneous samples for the comparison of XLDFs with other star-forming regions only the G, K, and M stars among the Tucanae members should be retained. Due to the non-detection of stars earlier than spectral type F in the Tucanae sample, reducing the sample to G, K, and M stars mainly effects the number of upper limits involved in the XLDF.

We have reduced the other samples in the same way to G, K, and M members. In TW Hydrae most stars have very late spectral types. Only one star, HR 4796A (spectral type A0), had to be excluded. All TTS in Taurus have spectral types G and later. The sample of IC 2602 is composed of all stars from Table 4 in Randich et al. (1995) which are labeled ‘photometric members’ (flags ‘Y’ or ‘Y?’) and have $`BV>0.6`$. In this table the authors give $`\mathrm{lg}L_\mathrm{x}`$ for all ROSAT PSPC X-ray sources in the cluster with optical counterparts. To treat the multiples among these stars consistently with the other stellar groups we have made use of the Open Cluster Data Base compiled by C. Prosser and colleagues (available at ftp://cfa-ftp.harvard.edu/pub/stauffer/clusters). The multiplicities given in the Open Cluster Data Base are used to derive $`L_\mathrm{x}`$ of the individual components as described in Sect. 2.1. The membership list in the Pleiades is based on the entries of the Open Cluster Data Base. For the XLDF computed for comparison with Tucanae we restrict this sample to G, K, and M type stars which have been observed in any pointed PSPC observation (see Stelzer et al., in prep. for more details).

The Kaplan-Meier Estimator for the late-type stars of all stellar groups introduced in the previous subsections is shown in Fig. 2.

All distributions except that of the Pleiades are remarkably similar. Particularly, the XLDF of the 30 Myr old IC 2602 cluster and the PMS regions occupy the same region in the diagram. The distribution for TW Hydrae shows the steepest slope, i.e. smallest spread of luminosities. The narrow luminosity distribution of the TW Hydrae sample might be explained by two effects: (i) Since only for four systems the parallax has been measured, we have adopted a mean distance of 55 pc for the remaining stars. Therefore the real spread in distance is probably underestimated. And (ii) the spectral type distribution is very homogeneous in TW Hydra. Most stars have spectral types late K or M, while for the other samples the spread in spectral types is larger (a substantial number of G and early K stars enter the distributions). We note, that the distribution of the Pleiades and IC 2602 have been derived from pointed data, while the XLDF of Tucanae, TW Hydrae and Taurus-Auriga are obtained from RASS observations. However, in the displayed luminosity range the lower sensitivity limit of the RASS should not play a role, and all distributions should be complete.

The general coincidence of the shape and location of the XLDF of Tucanae, TW Hydrae, Taurus-Auriga, and IC 2602 suggests that the stars in the Tucanae association are young ($`10`$ to $`30`$ Myr). Certainly, their age is well below that of the Pleiades ($`10^8\mathrm{yrs}`$) whose XLDF is clearly shifted to lower luminosities. This is also manifest in Table 5 where we give the mean and median of the X-ray luminosity for all examined samples.

The values presented in Table 5 have been derived with ASURV, i.e. upper limits have been taken account of. The weakly X-ray emitting stars of early spectral type in Tucanae reduce $`\mathrm{lg}L_\mathrm{x}`$ significantly. All values for $`\mathrm{lg}L_\mathrm{x}`$ of late-type stars except the Pleiades are compatible with each other within their uncertainties.

The mean ratio of the logarithm of the X-ray to bolometric luminosity for the RASS detected Tucanae members (Table 1a of Zuckerman & Webb (2000)) is $`3.47\pm 0.19`$, which is typical for late-type stars generally characterized by $`\mathrm{lg}(L_\mathrm{x}/L_{\mathrm{bol}})3`$. Four Tucanae stars display an $`L_\mathrm{x}/L_{\mathrm{bol}}`$ value slightly higher than this saturation limit. But note, that two of these show strong variability (see lightcurves in Fig. 4) which may have led to an overestimation of the quiescent X-ray emission. For the probable members $`L_\mathrm{x}/L_{\mathrm{bol}}`$ correlates well with the equivalent width of Li I, a commonly accepted age indicator. The correlation is shown in Fig. 3 (filled circles). The stars labeled as ‘improbable’ members by Zuckerman & Webb (2000) do not follow the $`L_\mathrm{x}/L_{\mathrm{bol}}W_{\mathrm{Li}}`$ relation (open circles). In most stars from this group neither the Li I line is detected nor are they known to be X-ray emitters consistent with them not being part of the association.

## 4 Variability

In order to investigate whether the X-ray emission of the Tucanae stars is variable we have generated lightcurves for all detected sources from the arrival time information of the photons counted within the source extraction radius. The background counts were extracted from the background map as described in Sect.2.1. An alternative method of background acquisition consists of constructing a separate background lightcurve at a source free position, and subtracting it from the source lightcurve. This procedure is sensitive to local variations in the background. We have applied both methods to the Tucanae stars and found no significant differences. The count rates have been corrected for vignetting, i.e. effects due to detector off-axis position and support structure.

For the RASS lightcurves the photons have been binned into 5600 s intervals (corresponding to the duration of one satellite orbit around the Earth). Note, however, that the actual exposure times in individual bins range between $``$ 10 - 30 s. For pointed observations we use a binsize of 400 s. This interval corresponds to the wobbling motion of the telescope. The wobble is performed to ensure that no source remains hidden behind the entry window’s support structure, and may produce apparent variability in a lightcurve if the binning is smaller than that period.

Most of the lightcurves show strong variability. To examine the variations in a quantitative way we have computed the relative luminosity change between the bin with maximum ($`C_{\mathrm{max}}`$) and minimum count rate ($`C_{\mathrm{min}}`$) for each star, i.e.

$$\mathrm{\Delta }C_\mathrm{x}=\frac{C_{\mathrm{max}}C_{\mathrm{min}}}{\frac{1}{2}(C_{\mathrm{max}}+C_{\mathrm{min}})}$$
(4)
and its 1 $`\sigma `$ uncertainty from the errors of the respective count rates.

In Fig. 4 we display all RASS lightcurves for which the change in count rate $`\mathrm{\Delta }C_\mathrm{x}`$ in the course of the observation amounts to at least 3 $`\sigma `$. For clarity we provide the number of counts and the exposure time in each bin on top of each lightcurve. The variability is significant at the 3 $`\sigma `$ level for 10 of the detected Tucanae members (77%). The values $`\mathrm{\Delta }C_\mathrm{x}`$ and its significance are given in Table 6 together with the minimum and maximum luminosity observed in the lightcurve.

For variable stars the amplitude of the lightcurve is displayed in Fig. 5, where we have plotted maximum versus minimum count rate. Constant sources would lie on the dotted line. The dashed line corresponds to a factor of 10 change.

Among the pointed PSPC observations, only the lightcurve of HIP 92680 shows significant variability. However, the other two observations (ROR 200099p and 200404p) are rather short, and therefore long-term variations on HIP 100751 and HIP 103438 (an improbable member) might have been missed. The lightcurve of HIP 92680 is displayed in Fig. 6. Remarkably, this star was among the few sources not found to be variable (at the 3 $`\sigma `$ level) during the RASS (see Table 6).

## 5 Conclusions

We have searched the ROSAT All-Sky Survey for X-ray emission from potential members of the recently identified Tucanae association. 59% of the stars labeled ‘probable’ members by Zuckerman & Webb (2000) are detected, but only 7% of the ‘improbable’ members. The RASS XLDF of the probable members is very similar to the XLDF for the Taurus-Auriga star forming region, and the young open cluster IC 2602. The XLDF of the TW Hydrae association has the same $`\mathrm{lg}L_\mathrm{x}`$, but shows a somewhat smaller spread of luminosities. This is presumably due to the narrow range of spectral types among the TW Hydrae stars and/or the assumed uniform distance of 55 pc for all stars without measured parallax. The similarity of the XLDF for the above mentioned regions indicates that the X-ray emission does not change significantly with age from the early PMS stage (Taurus-Auriga) until the phase when the main-sequence (MS) is reached (IC 2602). However, the XLDF of the 100 Myr old Pleiades cluster is characterized by significantly weaker X-ray emitters than all other samples and suggests that once on the MS the stellar X-ray luminosity decreases. From this comparison we infer an age between $`1030`$ Myr for the Tucanae association.

Most of the RASS detected Tucanae members have highly variable lightcurves. The only star observed in a long PSPC pointed exposure shows strong variations there, but was not significantly variable during the RASS. This strengthens the hypothesis that probably all Tucanae stars are variable given long enough observing time. The strong X-ray variability observed can be considered another indicator for the youth of these systems.

The youth and close distance of the Tucanae stars makes them good candidates for direct imaging of substellar companions, both brown dwarfs and even giant planets, because substellar objects are hot and bright when young (Burrows et al. (1997)) and well separated when nearby. I.e. they are detectable with the current technology (e.g. Neuhäuser et al. (2000a)). The Tucanae members are as well suited for this purpose as the TW Hya members and the MBM 12 T Tauri stars (Hearty et al. (2000a), Hearty et al. (2000b)).

###### Acknowledgements.

This research has made use of the ROSAT All-Sky survey data which have been processed at MPE, and the Open Cluster Data Base at ftp://cfa-ftp.harvard.edu/pub/stauffer/clusters provided by J. Stauffer and colleagues. The ROSAT project is supported by the Max-Planck-Gesellschaft and Germany’s federal government (BMBF/DLR).