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Forecasting uncertainties limit the widespread adoption of wind power generation. Energy storage systems (ESSs) are essential for managing uncertainty, and ESS sizing determines the availability of uncertainty management. However, most ESS sizing studies utilize heuristic approaches. Therefore, research on the determination of ESS sizing related to uncertainty management performance is needed. This paper proposes a theoretical ESS sizing method that considers the stochastic properties of the uncertainty. In the proposed method, the power subsystem (PS) and energy subsystem (ES) capacities, which are related to the instantaneous and accumulated uncertainty characteristics of the ESS, respectively, are determined in terms of the confidence interval of the uncertainty statistic. They are presented as simple formulas by applying the extreme value theory. Furthermore, to demonstrate the uncertainty …