The boundary probability of an empty detector-width confidence set is the chance that a valid uncertainty procedure yields no admissible nonnegative response width when the true variance difference is at its boundary. Under the explicit model , , take the central interval . The empty physical confidence set for a detector variance difference occurs when its upper endpoint is negative:This probability decreases with , so the largest value over the physical parameter range occurs at . If is the usual two-sided normal critical value, the boundary probability is .
At that boundary the other way to miss zero is a strictly positive lower endpoint. The two tail events are disjoint and each has probability ; the remaining probability produces a confidence set containing zero. The joint probability of empty and strictly positive detector-width intervals therefore accounts for the full two-sided noncoverage, not just the empty cases.
For an original repeated-measurement calculation, use and 400 independent measurements of a stipulated zero response-variance difference. The expected number of empty physical sets is approximately ten, with standard deviation , where . The count follows a binomial distribution only under the stated independent, common-probability model. Roughly ten additional intervals are expected to lie wholly above zero. Their existence is compatible with approximately 95 percent coverage at the boundary.
For an interior example , the empty-set probability falls to . Empty results are thus most common near the resolution boundary, where subtracting similar measured variances is already delicate.
NIST explains that interpreting expanded uncertainty as a confidence interval requires distributional assumptions.[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
These probabilities assume an actual normal model with known ; they are not inferred merely from an error bar labelled standard uncertainty. Correlation, systematic offsets or a misspecified detector response can change the repeated-measurement behavior. Retaining empty results in the record allows that behavior to be assessed rather than hiding it by replacing them with zero-width estimates.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.