The feasible-set boundary in overlap inversion separates joint measurements admitting a finite positive Gaussian radius ratio from measurements incompatible with that forward model. For radius-setting parameter and log-ratio , the admissible region is
At its upper boundary the inferred radius ratio tends to zero; at its lower boundary it becomes arbitrarily large. The joint radius-setting and log-ratio bounds must therefore be checked against the sloping joint boundary, not against a fixed limit evaluated only at the central .
An original ellipsoid calculation gives an exact test for a common joint-set model. Let lie in , with positive definite. For any vector , the maximum of is
To see this, write , , and apply the Cauchy-Schwarz inequality; equality is attained along the corresponding transformed direction.
Use and . The entire ellipse is strictly admissible if both displayed maxima are negative and its smallest is positive. This ellipsoidal admissibility test for overlap data checks every point of the stated joint set. It does not require sampling a coarse grid that might miss the closest approach to the boundary.
For stipulated means , standard-scale parameters , and , the central distance is 0.3. With zero covariance, the upper-boundary excursion is
so the ellipse crosses that boundary. With correlation , the covariance is 0.0024 and the excursion becomes
That ellipse stays below the upper boundary; the lower boundary and positive- condition are also satisfied. Correlation changes the geometry even though both marginal uncertainty scales are unchanged.
Figure 1.
Original joint calibration sets with identical marginal scales: zero correlation crosses the finite-inversion boundary, while correlation +0.8 stays inside
. Details.
If a set intersects the forbidden region, report the incompatibility and examine calibration, model adequacy and the meaning of the input bounds. Clipping points and applying the inverse to the survivors changes the propagated set or probability distribution. JCGM 101 separates input assignment, propagation and output summaries and gives conditions for valid Monte Carlo propagation.[ref] An illustrative ellipse is a deterministic set here; interpreting it as a confidence region requires an additional statistical model.
Interval propagation for bounded overlap data maps an allowed measurement interval through the nonlinear inversion of a symmetric Gaussian overlap log-ratio. It exposes asymmetry and finite-model limits that a central value with a symmetric standard uncertainty can hide. A deterministic input bound and a statistical confidence interval have different meanings, even if the endpoint calculation is the same.
For known , define
A finite positive radius ratio requires . Within this range decreases monotonically with . Thus an input interval lying strictly inside that range maps exactly to
The endpoint order reverses. This is direct monotone propagation, without a small-uncertainty approximation.
An original example sets and . The inferred radius ratio lies approximately between 0.4739 and 0.5306. The endpoints should be computed from the full inverse, rather than by forcing equal absolute distances around the central inferred radius. Such asymmetry becomes much stronger near either finite-model boundary.
If an interval reaches from below, it permits radius ratios arbitrarily close to zero. Reaching permits arbitrarily large radius ratios. Boundary values themselves correspond only to limiting ratios, not finite positive solutions. If the interval extends beyond the model range, some allowed observations have no solution in this forward model. Intersecting the interval with the admissible range can describe its compatible portion, but it does not justify discarding the incompatible observations or retaining the original claimed coverage without further analysis.
Uncertainty in changes the boundary too. For a rectangular set with and , increases with . Consequently the extreme compatible radius ratios are
For negative , the dependence on reverses; a sign-spanning interval requires checking that dependence instead of blindly using the positive-case formula. A correlated joint uncertainty region in need not fill the rectangle, so independent interval bounds can overstate the feasible range.
Joint radius-setting and log-ratio bounds therefore belong with the experimental calibration, not only the final arithmetic. JCGM 101 separates assigning input distributions from propagation, defines output coverage intervals and states conditions for its Monte Carlo method.[ref] A correctly propagated deterministic set is not automatically a 95% confidence interval; any probability statement requires the input model and its calibration. Optical alignment and state-gain checks remain necessary because an interval calculation cannot repair an incorrect forward model.