  A frequentist definition of sensitivity of a search for new phenomena is
discussed, that has several useful properties. It is based on completely
standard concepts, is generally applicable, and has a very clear
interpretation. It is particularly suitable for optimization, being independent
of a-priori expectations about the presence of a signal, thus allowing the
determination of a single set of cuts that is optimal both for setting limits
and for making a discovery. Simple approximate formulas are given for the
common problem of Poisson counts with background.
