Clopper-Pearson bounds from HEP data cuts

For the measurement of Ns signals in N events rigorous confidence bounds on the true signal probability pexact were established in a classical paper by Clopper and Pearson [Biometrica 26, 404 (1934)]. Here, their bounds are generalized to the HEP situation where cuts on the data tag signals with probability Ps and background data with likelihood Pb<Ps. In particular, the method may be of interest in connection with the statistical analysis part of the ongoing Higgs search at the LEP experiments. The relevant Fortran code is available on the web.