  We propose a method to estimate the probability of new physics discovery in
future high energy physics experiments. Physics simulation gives both the
average numbers $<N_b>$ of background and $<N_s>$ of signal events. We find
that the proper definition of the significance is $S_{12} = \sqrt{<N_s>+<N_b>}
- \sqrt{<N_b>}$ in comparison with often used significances $S_1 =
\displaystyle \frac{<N_s>}{\sqrt{<N_b>}}$ and $S_2 = \displaystyle
\frac{<N_s>}{\sqrt{<N_s> + <N_b>}}$. We propose a method for taking into
account systematic uncertainties related to nonexact knowledge of background
and signal cross sections. An account of such systematics is very essential in
the search for supersymmetry at LHC. We propose a method for estimation of
exclusion limits on new physics in future experiments. We also estimate the
probability of new physics discovery in future experiments taking into account
systematical errors.
