Modelling ground-level ozone concentration using copulas

被引:0
|
作者
Fernández-Durán, JJ [1 ]
机构
[1] Inst Tecnol Autonomo Mexico, Dept Estadist, Mexico City 01000, DF, Mexico
关键词
D O I
暂无
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Many random variables occurring in nature are circular random variables, i.e., its probability density function has period 2 pi and its support is the unit circle. The support of a linear random variable is a subset of the real line. When one is interested in the relation between a circular random variable and a linear random variable it is necessary to construct their joint distribution. The support of the joint distribution of a circular and a linear random variable is a cylinder. In this paper, we use copulas and circular distributions based on non-negative trigonometric sums to construct the joint distribution of a circular and a linear random variable. As an application of the proposed methodology the hourly quantile curves of ground-level ozone concentration for a monitoring station in Mexico City are analyzed. In this case the circular random variable has a uniform distribution if we have the same number of observations in each hour during the day and, the linear random variable is the ground-level ozone concentration.
引用
收藏
页码:406 / 413
页数:8
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