  We study the optimal setup for observation of the CP asymmetry in neutrino
factory experiments --- the baseline length, the muon energy and the analysis
method. First, we point out that the statistical quantity which has been used
in previous works doesn't represent the CP asymmetry. Then we propose the more
suitable quantity, $\equiv \chi^{2}_{2} $, which is sensitive to the CP
asymmetry. We investigate the behavior of $ \chi^{2}_{2} $ with ambiguities of
the theoretical parameters. The fake CP asymmetry due to the matter effect
increases with the baseline length and hence the error in the estimation of the
fake CP asymmetry grows with the baseline length due to the ambiguities of the
theoretical parameters. Namely, we lose the sensitivity to the genuine
CP-violation effect in longer baseline.
