  The probability leakage of model M with respect to evidence E is defined.
Probability leakage is a kind of model error. It occurs when M implies that
events $y$, which are impossible given E, have positive probability. Leakage
does not imply model falsification. Models with probability leakage cannot be
calibrated empirically. Regression models, which are ubiquitous in statistical
practice, often evince probability leakage.
