 Near-zero probability estimates in reciprocal plug-in rules

Near-zero probability estimates in reciprocal plug-in rules can make a nominal randomization undefined even when the underlying probability estimate is unbiased. For an independent measurement calibration count $J\sim \mathrm{Binomial}(M,p)$, the empirical atom fraction $\hat{p}=J/M$ has $E\hat{p}=p$, butThus its reciprocal is not a finite statistic on every measurement calibration outcome. The binomial probability mass function supplies this zero-count probability directly.^[ref]

In reciprocal-estimation bias in randomized atom inclusion, a fixed upper endpoint contributes actual probability $b$ and the auxiliary rule uses $r=1-a/\hat{p}$. Valid probabilities require a separate rule when $\hat{p}<a$, including zero. One possible numerical guard is ${\hat{p}}_{ϵ}=\max (J/M,ϵ)$ with $a\le ϵ\le 1$. It makes $r=1-a/{\hat{p}}_{ϵ}$ defined and between zero and one. It does not preserve the unbiasedness or the coverage properties of the unguarded formula.

For an original finite measurement calibration example, take $M=20$, $p=0.02$, $a=0.005$, $b=0.995$, and $ϵ=0.01$. A zero count occurs with probability about $0.6676$. On that outcome the guarded rule includes zero with probability $0.5$, and its included duration-model probability is $b-ap/ϵ=0.985$, below the nominal $b-a=0.99$. Averaging over every measurement calibration outcome givesThe calculation assumes the future duration, measurement calibration sample, and auxiliary random draw have the stipulated independence, and the upper-endpoint probability is exactly $b$.

Such finite-calibration guards for reciprocal endpoint randomization solve a domain problem, not a coverage proof. A validated upper probability bound can provide a different conservative construction under the parent's assumptions, but an arbitrary floor is not automatically such a bound. Calibration size, lower-tail events and the actual guarded rule must all enter the final joint-probability calculation.