This paper applies the probabilistic approach developed by Daraio and Simar (J Prod Anal 24:93–121, 2005 , Advanced robust and nonparametric methods in efficiency analysis. Springer Science, New York, 2007a , J Prod Anal 28:13–32, 2007b ) in order to develop conditional and unconditional data envelopment analysis (DEA) models for the measurement of countries’ environmental efficiency levels for a sample of 110 countries in 2007.