  The frequentist statistical methods applied to search for short-baseline
neutrino oscillations induced by a sterile neutrino with mass at the eV scale
are reviewed and compared. The comparison is performed under limit setting and
signal discovery scenarios, considering both when an oscillation would enhance
the neutrino interaction rate in the detector and when it would reduce it. The
sensitivity of the experiments and the confidence regions extracted for
specific data sets change considerably according to which test statistic is
used and the assumptions on its probability distribution. A standardized
analysis approach based on the most general kind of hypothesis test is
proposed.
