Line-of-sight integrals of the squared density, commonly called the J-factor, are essential for inferring dark matter annihilation signals. The J-factors of dark matter-dominated dwarf spheroidal satellite galaxies (dSphs) have typically been derived using Bayesian techniques, which for small data samples implies that a choice of priors constitutes a non-negligible systematic uncertainty. Here we report the development of a new fully frequentist approach to construct the profile likelihood of the J-factor. Using stellar kinematic data from several classical and ultra-faint dSphs, we derive the maximum likelihood value for the J-factor and its confidence intervals. We validate this method, in particular its bias and coverage, using simulated data from the Gaia Challenge. We find that the method possesses good statistical properties. The J-factors and their uncertainties are generally in good agreement with the Bayesian-derived values, with the largest deviations restricted to the systems with the smallest kinematic datasets. We discuss improvements, extensions, and future applications of this technique.
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