Estimating Limiting Values of the Probability of Rare Events,

Abstract

Confidence intervals of the probability of the appearance of rare events are estimated as a function of the scale of the sample by which the probability is determined. A table of confidence intervals for actually encountered frequencies at a confidence probability of 99 percent is given. It is noted from the table that true probability of the event (and the average period of its recurrence) may differ several times from that calculated from the sample of frequency of recurrence. For example, if the probability of some meteorological element, calculated over a 30 year period of observations, is 10 percent (average period of recurrence corresponding to ten years), the maximum true value of probability will be equal to 31 percent, and the minimum, to 1.1 percent. Consequently, the minimum possible average period for recurrence will be three years, and the maximum will be 100 years. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 10, 1972
Accession Number
AD0751953

Entities

People

  • M. V. Zavarina
  • V. V. Klingo

Organizations

  • National Air and Space Intelligence Center

Tags

DTIC Thesaurus Topics

  • Frequency
  • Intervals
  • Observation
  • Probability

Fields of Study

  • Mathematics

Readers

  • Mathematics or Statistics
  • Statistical inference.