  We review the CLS method used by ATLAS and CMS to set exclusion limits on the
mass of the Higgs boson. We investigate the impact of theoretical uncertainties
of Higgs boson cross-sections due to higher order perturbative corrections and
convolution with parton densities on exclusion limits. We illustrate the impact
on limits of commonly used treatments of these uncertainties with a simulated
Higgs search. We adopt a "worst- case scenario" for the perturbative
uncertainties. We find that the statistical methods of ATLAS and CMS do not
incorporate this specific uncertainty adequately.
