Since my Maniac Math post got linked above (thanks, btw), and since I'm back playin' pokerz, I'll say a few words.

Estimation of proportions (like PFR and 3b) using statistics IS more difficult when the proportions are small (5% or less) or large (95% or more). The problem is that typical z-test methods that estimate the binomial distribution do work, but they need sample sizes of 200+ to become reliable. Estimating Villain's VPiP of, say, 20 - 25% requires sample sizes of 50 or so to be reliable.

I also want to caution folks about this "you need 10K HH's" for evaluation of your leaks to be meaningful. There are a couple of problems with this.

First, we have tilted sessions, great sessions and medium-good sessions. We don't always play JJ the same way in the same spots. A lot depends on opponents. There's enough variation in our game play that the "leaks" we find even after 10K hands may be relics of some hour of tilted-manic-donk-off poker.

Take stats for what they're worth: general reads that, when combined with one another, can point to areas of our game where we can improve. How do we improve? We filter out some hands from similar spots and work through them by posting HH's, analyzing them ourselves, and PUTTING OUR OPPONENTS ON A GYAW-DANG RANGE!!

Use the stats to look for POTENTIAL leaks (at any point that you have 3K or 4K in your sample). But don't marry the leaks. Keep looking at HH's and analyzing your specific decision-making until you find a trend of poor play at the table.