Randomized endpoint inclusion at a zero-duration atom

ID: randomized-endpoint-inclusion-at-a-zero-duration-atom

Randomized endpoint inclusion at a zero-duration atom adds an independent random decision about whether an interval contains the atom, allowing an exact included probability under a specified distribution. Let the duration have zero mass and a continuous positive part. For a nominal central level , put , and assume . Choose upper endpoint with .
The coverage excess from central quantiles at a zero-duration atom shows that the closed set has probability , while has probability . Draw an independent and report
Then the joint probability over both and the auxiliary random draw is
The independence assumption is essential to the multiplication .
For an original example, let and . The endpoint is included with probability . The positive part contributes probability and randomized zero inclusion contributes , totaling . An individual reported set is still either closed, with duration-model probability , or open at zero, with probability . Exact applies to the randomized procedure jointly, not conditionally to each realized set.
The distribution sensitivity of randomized zero-endpoint probabilities matters if or the upper endpoint is estimated inaccurately. Plugging a guessed atom probability into does not establish the same equality for the true distribution. The pinned numerical reference documents a standard uniform distribution and its random-variates method, while its normal cdf/ppf methods evaluate the Gaussian component when the duration comes from a clipped normal input.[ref]
This is a mathematical probability construction. It does not remove the atom physically, improve measurement precision, or create a worst-case guarantee on missed optical energy. Its randomization rule and probability interpretation must be specified as part of the procedure.

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