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] 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 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.