Theoretical and Experimental Results on Modeling Low Probabilities

Abstract

Building on [1], [5], we model probability distributions from data using the high profile distribution. We show that the high profile distribution is majorized by the empirical frequency distribution, that the support of high profile distributions can be mixed, namely the distribution can have both discrete and continuous components, and obtain the high profile distribution for certain profiles. We then experimentally compare the high profile distribution with certain estimators that have been studied in statistics literature for the species estimation problem.