I just did a back of the envelope kind of estimate. League OBP is around .330 (off the top of my head), so the odds of making 3 outs in succession is (1-.33)^3. That doesn't include things like errors and the like but it is a reasonable estimate. In reality, relievers as a whole perform better than starters, so that should be taken into account. For instance, in 2011, NL: Against Starters: .320/.407/.727 Against Relievers: .319/.367/.687 Almost no difference in OBP in 2011. That's probably a little flukish but it works out to around a 1 in 3 chance of a clean inning. There are other things you can consider, of course but it gives you a good idea. Doing these kind of estimates keeps us from having unrealistic expectations. Closers for instance. How often should they be expected to blow a save? I don't know but just a rough estimate might get us us a feel of what to expect. A 3.0 ERA pitcher is going to give up a run about every 3 innings. In reality, it's less than that because of multi-run innings but it's just a quick guess. Furthermore, I guess that closers come in for a 1 run save about half the time. They will also blow some of the games when they come in with a 2 or 3 run lead but maybe that will help balance out the previous assumption's error a bit. So they'll blow a 1 run lead about 1/3rd of the time and half their save opportunities will be in 1 run games. 1/3 x 1/2 = 1/6 = 17% is my guestimate. What's the reality? There were 17 NL relievers who recorded at least 10 saves last year (selective sample to be sure). They had an average ERA of 2.73. They blew 83 saves and recorded 566 saves. That's 13% of their saves that they blew. About 1 in 8 save opportunities. Even good closers are going to have their share of blown saves without luck on their side.