Coverage-preserving detector-width bound from a variance interval
ID: coverage-preserving-detector-width-bound-from-a-variance-interval
A coverage-preserving detector-width bound from a variance interval transforms uncertainty in a nonnegative response variance without imposing a symmetric width error bar. Let and let a random interval have stated frequentist coverage for . Define the width confidence set byFor the true width ,The events are identical, so their coverage probabilities are identical. The transformation does not create coverage that the original interval lacked. Resolution-limit conditioning in finite-input detector calibration explains why working with the variance difference first is useful near a barely resolved detector response.
For an original explicit measurement model, suppose has a normal distribution with mean and known standard deviation . A reading gives an approximately 95 percent interval . Intersecting with the physical range and taking square roots gives . This is an assumed normal model for measuring , not a claim that any difference of fitted squared widths is automatically normal.
If the entire variance interval is negative, the result is an empty physical confidence set for a detector variance difference. Do not replace its negative upper endpoint by zero and report an apparently exact zero width: that changes the confidence-set construction. An empty realization signals disagreement between that interval and the physical parameter range; it can occur even in a valid procedure on an occasional sample that misses the true value.
NIST distinguishes a standard uncertainty from an interval with a justified confidence level and explains the distributional assumptions behind a coverage factor near two.[ref]
Guidelines for Evaluating and Expressing the Uncertainty of NIST Measurement Results by Barry N. Taylor and Chris E. Kuyatt. §§6.2–6.3, Expanded Uncertainty
The normal interval above needs its stated model; the monotone transformation proof itself does not. Application to a detector additionally requires the nonnegative-profile convolution assumptions of finite-input correction in pulse-detector calibration; a correct statistical transformation cannot repair an invalid physical variance identity. New to topics? Read the docs here!