Atom-probability error in a randomized endpoint rule is the change in included duration-model probability caused by using an inaccurate zero-atom probability in the randomization. Let , and hold the positive upper endpoint fixed at an actual cumulative distribution function value . If the true zero probability is but the rule uses a positive , its independent endpoint-inclusion probability is . Conditional on that chosen value,This is the atom term isolated in distribution sensitivity of randomized zero-endpoint probabilities, with upper-endpoint error deliberately removed. Underestimating reduces inclusion; overestimating it increases inclusion. The independent auxiliary draw can be generated from a uniform distribution.[ref]
SciPy 1.16.2 documentation. scipy.stats.uniform, support and rvs
If comes from an independent calibration, conditional probabilities must also be averaged over that calibration. For an original example, take , , and . Suppose the calibration returns or with equal probability. Its estimate is unbiased, yet the resulting included probabilities are and , averaging about rather than .
More generally, for an unbiased positive estimate in the valid rule range, Jensen's inequality givesThis reciprocal-estimation bias in randomized atom inclusion comes from a nonlinear plug-in rule, even with independent calibration. It does not identify the size of the error without a calibration model. Values below , including zero, require an explicitly defined clipped or guarded rule; the displayed inverse formula cannot simply be used there.
If a validated upper bound is available and , choosing instead guarantees under the fixed-upper-endpoint and independence assumptions. It may be conservative rather than exact. Uncertainty in remains a separate error term, and these are probabilities for a duration distribution, not a removal of the physical zero-duration atom.
Distribution sensitivity of randomized zero-endpoint probabilities quantifies how the probability equality in randomized endpoint inclusion at a zero-duration atom changes when its assumed duration law is wrong. Let the nominal law have zero-atom probability , choose a positive upper endpoint with nominal cumulative distribution function , and put , with . Use the parent's independently randomized decision to include zero.
If the actual zero probability is and the actual cumulative distribution function is , the included probability isSubtracting the target separates the two model errors:The first term is upper-endpoint probability error; the second is atom-probability error in a randomized endpoint rule. This identity is an algebraic consequence of independence of the auxiliary random draw, not a normal-approximation result. The documented uniform distribution random-variates construction supplies that auxiliary draw; normal cdf/ppf routines can evaluate a specified clipped-normal duration model.[ref]
For an original misspecification example, choose , , and , so . Suppose instead and . Thenwhich is below : comes from the upper endpoint and from the atom. These are stipulated distributions, not measured failure rates.
More generally, bounds and imply . This propagates validated model-error bounds only. Estimating the nominal law from the same observation used for the interval can add dependence; the unconditional fixed-rule identity then requires an appropriate joint or conditional argument.
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 reportThen the joint probability over both and the auxiliary random draw isThe 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.