AbstractThe general problem we are concerned with here is the estimation ofPθ(C) whereCis some fixed event andPθis unknown in some class. The various available estimation procedures seem to involve the choice of some random probability measure. In particular we consider this problem whenCis a disk inR2centered at o andPθis restricted to be bivariate normal. Details concerning the implementation of the estimation procedures and a Monte Carlo study are discussed for this case. This particular problem arises when we are concerned with assessing the accuracy of a targeting procedu