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Rare Event Probability Expm1 Crosswalk Tool

Compute rare event probability expm1 crosswalk from explicit bounded inputs.

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Description

Return eventProbability=-expm1(logSurvival) for a nonpositive finite natural logarithm of survival probability.

Products of small probabilities can round to zero in floating-point arithmetic. Natural logarithms turn products into sums, and centering or expm1-based expressions can reduce avoidable numerical loss. A finite log weight is different from a raw probability and cannot directly represent an exact zero probability.

Return eventProbability=-expm1(logSurvival) for a nonpositive finite natural logarithm of survival probability.

When to use this tool

Use Rare Event Probability Expm1 Crosswalk when you need the stated natural-log contribution or stable conversion between a finite log representation and an ordinary value.

How to use the tool and how it works

  1. Enter logSurvival. Use the units and conventions below.
  2. Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
  3. Read eventProbability. Use the output convention below.

Return eventProbability=-expm1(logSurvival) for a nonpositive finite natural logarithm of survival probability.1

Input fieldMeaning and unitsAccepted input
logSurvivalLog SurvivalRequired. Finite number.
Output fieldInterpretationReturned shape
eventProbabilityEvent ProbabilityRequired. Finite number.
json
{
  "input": {
    "logSurvival": 0
  },
  "output": {
    "eventProbability": 0
  }
}

Limitations and assumptions

  • Using expm1 reduces cancellation near zero. Negative infinity is not accepted, so an exact zero survival probability has no logarithmic input representation here.
  • Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
  • Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Signed zero is exported as zero.

Alternative or Complementary methods

Keep long products or normalizations in the log domain when feasible. Check whether exact zeros need a separate flag and whether the final ordinary-scale result is representable.

References

  1. Calculation and input contract: probability/rare-event-probability-expm1-crosswalk — tool.io

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