Interval estimation of small tail probabilities - applications in food safety

Often in food safety and bio-surveillance it is desirable to estimate the probability that a contaminant or a function thereof exceeds an unsafe high threshold. The probability or chance in question is very small. To estimate such a probability, we need information about large values. In many cases, the data do not contain information about exceedingly large contamination levels, which ostensibly renders the problem insolvable. A solution is suggested whereby more information about small tail probabilities are obtained by combining the real data with computer-generated data repeatedly. This method provides short yet reliable interval estimates based on moderately large samples. An illustration is provided in terms of lead exposure data. Copyright (c) 2016 John Wiley & Sons, Ltd.