The high particulate matter () 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 data from two nearby air quality monitoring stations. The series of daily maxima 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 data and shows the weak dependence between two stations.
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3 February 2015
THE 2ND ISM INTERNATIONAL STATISTICAL CONFERENCE 2014 (ISM-II): Empowering the Applications of Statistical and Mathematical Sciences
12–14 August 2014
Pahang, Malaysia
Research Article|
February 03 2015
Bivariate generalized Pareto distribution for extreme atmospheric particulate matter
Nor Azrita Mohd Amin;
Nor Azrita Mohd Amin
Institute of Engineering Mathematics, Universiti Malaysia Perlis, Kampus Pauh Putra, 02600 Arau, Perlis,
Malaysia
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Mohd Bakri Adam;
Mohd Bakri Adam
Institute of Mathematical Research, Universiti Putra Malaysia, 43400 UPM Serdang, Selangor,
Malaysia
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Noor Akma Ibrahim;
Noor Akma Ibrahim
Institute of Mathematical Research, Universiti Putra Malaysia, 43400 UPM Serdang, Selangor,
Malaysia
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Ahmad Zaharin Aris
Ahmad Zaharin Aris
Environmental Forensics Research Centre, Faculty of Environmental Studies, UPM,
Malaysia
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Nor Azrita Mohd Amin
Mohd Bakri Adam
Noor Akma Ibrahim
Ahmad Zaharin Aris
Institute of Engineering Mathematics, Universiti Malaysia Perlis, Kampus Pauh Putra, 02600 Arau, Perlis,
Malaysia
AIP Conf. Proc. 1643, 201–205 (2015)
Citation
Nor Azrita Mohd Amin, Mohd Bakri Adam, Noor Akma Ibrahim, Ahmad Zaharin Aris; Bivariate generalized Pareto distribution for extreme atmospheric particulate matter. AIP Conf. Proc. 3 February 2015; 1643 (1): 201–205. https://doi.org/10.1063/1.4907445
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