UPM Institutional Repository

Bivariate generalized Pareto distribution for extreme atmospheric particulate matter


Mohd Amin, Nor Azrita and Adam, Mohd Bakri and Ibrahim, Noor Akma and Aris, Ahmad Zaharin (2014) Bivariate generalized Pareto distribution for extreme atmospheric particulate matter. In: 2nd ISM International Statistical Conference 2014 (ISM-II), 12-14 Aug. 2014, MS Garden Hotel, Kuantan, Pahang. (pp. 201-205).


The high particulate matter (PM10) level is the prominent issue causing various impacts to human health and seriously affecting the economics. The asymptotic theory of extreme value is apply for analyzing the relation of extreme PM10 data from two nearby air quality monitoring stations. The series of daily maxima PM10 for Johor Bahru and Pasir Gudang stations are consider for year 2001 to 2010 databases. The 85% and 95% marginal quantile apply to determine the threshold values and hence construct the series of exceedances over the chosen threshold. The logistic, asymmetric logistic, negative logistic and asymmetric negative logistic models areconsidered as the dependence function to the joint distribution of a bivariate observation. Maximum likelihood estimation is employed for parameter estimations. The best fitted model is chosen based on the Akaike Information Criterion and the quantile plots. It is found that the asymmetric logistic model gives the best fitted model for bivariate extreme PM10 data and shows the weak dependence between two stations.

Download File

PDF (Abstract)
Bivariate generalized Pareto distribution for extreme atmospheric particulate matter.pdf

Download (37kB) | Preview

Additional Metadata

Item Type: Conference or Workshop Item (Paper)
Divisions: Faculty of Environmental Studies
Institute for Mathematical Research
DOI Number: https://doi.org/10.1063/1.4907445
Publisher: AIP Publishing LLC
Keywords: Bivariate; Generalized Pareto distribution; Goodness of fit; PM10
Depositing User: Nabilah Mustapa
Date Deposited: 24 Oct 2017 04:06
Last Modified: 24 Oct 2017 04:06
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1063/1.4907445
URI: http://psasir.upm.edu.my/id/eprint/57546
Statistic Details: View Download Statistic

Actions (login required)

View Item View Item