On the Probabilities of Environmental Extremes

Benjamin  Kedem; Ryan M.  Stauffer; Xuze  Zhang; Saumyadipta  Pyne

doi:10.6000/1929-6029.2021.10.07

Authors

Benjamin Kedem Department of Mathematics and Institute for Systems Research, University of Maryland, College Park, MD 20742, USA
Ryan M. Stauffer Earth System Science Interdisciplinary Center, University of Maryland, College Park, MD 20742, USA
Xuze Zhang Department of Mathematics and Institute for Systems Research, University of Maryland, College Park, MD 20742, USA
Saumyadipta Pyne Health Analytics Network, Pittsburgh, PA 15237; Public Health Dynamics Laboratory, and Department of Biostatistics, Graduate School of Public Health, University of Pittsburgh, Pittsburgh, PA, 15261, USA

DOI:

https://doi.org/10.6000/1929-6029.2021.10.07

Keywords:

Tail probabilities, repeated fusion, nitrogen dioxide, epidemiological, order statistics

Abstract

Environmental researchers, as well as epidemiologists, often encounter the problem of determining the probability of exceeding a high threshold of a variable of interest based on observations that are much smaller than the threshold. Moreover, the data available for that task may only be of moderate size. This generic problem is addressed by repeatedly fusing the real data numerous times with synthetic computer-generated samples. The threshold probability of interest is approximated by certain subsequences created by an iterative algorithm that gives precise estimates. The method is illustrated using environmental data including monitoring data of nitrogen dioxide levels in the air

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