Frequentist interpretation. Feldman-Cousins unified scheme for confidence intervals. A 90% CL interval is guaranteed to include the true parameter value in 90% of hypothetical experiments (note F-C technique actually overcovers most of the time).
Intervals (each correct) will look different depending on background, ordering scheme, and probability distribution assumed - so need to fix these before the experiment.
But what happens if you come up with a new background component after performing the experiment ?
When a first GW is discovered it will be investigated in detail to check for alternative explanations. We can't routinely examine the background at this level so we will be potentially vetoing based on information not originally considered.
Knowing in advance the veto procedure before looking at the final events helps a lot. If changes after the fact are unavoidable then understanding the process as much as possible helps estimate the errors.
What should be done ?
1. Open box and take what's inside - statistically pure but risky
2. Stop worrying and do the best you can. Establish "fire drill" procedures
3. Conduct two separate searches : one for upper limits and one for discovery. For latter limit yourself to best behaved data and post hoc veto.
If we publish 90% confidence limits why aren't there more claimed detections ?
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