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 by
For 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] 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.

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