INVESTIGATION OF CARBON MONOXIDE NATIONAL AMBIENT AIR
      QUALITY STANDARDS BASED ON MULTIPLE EXPECTED EXCEEDANCES
                      SUMMARY AND CONCLUSIONS

     Two statistical investigations have been made of  the  effects  on
air quality of alternative multiple expected exceedance  eight-hour
carbon monoxide  (CO) national ambient  air  quality standards  (NAAQS).
The studies made use of 1,199 site-years of CO concentration  data
for the years 1979-1981 obtained from the Storage and  Retrieval  of
Aerometric Data  (SAROAD) data base.  The studies showed  that,  on
average, attaining a 7 ppm, 5 expected exceedances per year eight-
hour CO NAAQS gave comparable air  quality  to that obtained when  a
site attained a 9 ppm,  1 expected  exceedance per  year  standard.
Similarly a 9 ppm,  5 expected exceedance eight-hour  CO NAAQS, gave,
on the average,  air quality comparable to that which would be
expected with a 12 ppm, 1  expected exceedance  per year standard.  In
92% of the 1,199 site years of data both the 7 ppm,  5  expected
exceedances and 9 ppm,  1 expected  exceedance standard  gave the same
pass/fail results,  (i.e.,  62%  of the site-years passed both
standards and 30% of the site years failed both standards).   Similar
results were obtained when the 9 ppm, 5 expected exceedances  and 12
ppm, 1 expected exceedance standards were  compared.
     When linear rollback procedures were used to estimate the
number of days with maximum eight-hour CO  concentrations above 9 ppm
when sites not attaining the standard were rolled back to  meet the
standard, there were 388 out of 335,826 had site-days  above 9 ppm  CO
when meeting the 9 ppm, 1  expected exceedance  standard and 426 out
of 335,826 site-days above 9 ppm when sites were  rolled  back  to  meet
a 7 ppm, 5 expected exceedance standard.  This result  suggests that
the one expected exceedance standard is slightly more  stringent  than
the 5 expected exceedance  standard.  In the 9 ppm, 5 expected
exceedances and 12 ppm, 1  expected exceedance comparison there were
204 site-days above 12 ppm for the one expected exceedance standard
and 182 days above 12 ppm  for the  five expected  exceedance standard.
                                     t.S. Ihvlronmental Protection '&.£&•
                                     Region 5, Library (5PL-16)
                                1     230 S. Dearborn Street, Room 1670
                                      Chicago, IL  60604

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In this case, the five expected exceedance standard appears to be
slightly more stringent than the one expected exceedance standard
considering the sites as a whole.
     The investigation also demonstrated that tail-exponential
distributions fit the upper  5 and 10% of the  daily  maximum eight-
hour CO concentrations quite well.   This finding permitted a more
general statistical treatment of the data base.   The second
investigation showed that if all sites not attaining the eight-hour
CO standard could be brought just into attainment  (a situation not
likely to be realized in practice)  a 9  ppm,  1 expected exceedance
standard would give more uniform control among sites of the highest
eight-hour concentrations than a 7  ppm, 5 expected exceedance
standard.  However, the difference  would be small.
     Under current practices (1),  attaining the standard is based on
the second highest concentration observed in one year for a 9 ppm, 1
expected exceedance standard or a 12 ppm, 1 expected exceedance
standard and the sixth highest concentration in the case of a 7 ppm,
5 expected exceedance standard or a 9 ppm, 5 expected exceedance
standard.  In this case the 5 expected exceedance standards gives
more uniform control among  sites than  the one expected exceedance
standards.  When three years of data are available and the fourth
and sixteenth observed highest concentrations are used for one and
five expected exceedances standards, respectively, the differences
between the 9 ppm, one expected exceedance standard and 7 ppm, 5
expected exceedances standard become very small;  but the 5 expected
exceedance standard continues  to give slightly tighter control of
the highest concentrations among sites.  Going to more years of data
or fitting distributions to the data is expected to result in the
one expected exceedance standards giving tighter control.  However,
even in  the  limit  when each site is brought  into exact conformance
with an expected exceedance standard,  which gives maximum advantage
to the one expected exceedance standard, the difference between the
one and  five expected exceedance standards will be small.  This
situation holds  for both the 9 ppm, 1  expected exceedance compared
to the 7 ppm, 5  expected exceedances standard and  the 12 ppm, 1
expected exceedance compared to the 9  ppm, 5 expected exceedances

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standard.
     It was also shown that for the eight-hour CO NAAQS,  expected
exceedance levels above five result in an increasing range of the
annual highest concentrations experienced at monitoring sites
subject to the standard.
                            INTRODUCTION

     This report presents the results  of two statistical
investigations of the effects of multiple expected exceedance eight-
hour carbon monoxide (CO) national ambient air quality standards
(NAAQS)  on air quality in U.S.  cities  as monitored at established
ambient air monitoring sites.
     Most primary NAAQS's specify  1.  a pollutant concentration
averaging time appropriate to the health effects which the standard
is to protect against and 2.  a concentration level,  also based on
health considerations,  above  which, no more than a single measured
concentration is permitted to occur in a calendar year at a single
monitoring site in a given geographic area.  Such standards have
been referred to as deterministic.  The recently promulgated revised
NAAQS for ozone is statistically based.  The expected annual
exceedance rate of the standard level is not permitted to be greater
than one at a single monitor.  Standards expressed in either the
deterministic or the more recent statistical forms described above
focus attention on the behavior of the highest and second highest
time-averaged pollutant concentrations observed at a monitoring site
in a calendar year.   While this is desirable from the point of view
of providing protection against unwanted health effects, concerns
have been expressed that  such standards lead to practical problems
in determining attainment of  the  standard.
     In particular,  the concern is that an unusual meteorological
condition or the occurrence of some unusual event leading to short-
term high emissions of pollutant in the vicinity of  a monitor can
cause the recording of concentrations which are atypically high for
the area.   In the  case  of deterministically based standards, which

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make use of the second highest recorded value during the  calendar
year, such occurrences could lead  to  the conclusion  that  an  area  is
in nonattainment even though pollutant levels in more typical  years
would indicate attainment.   Even  in  areas  not in attainment,
atypically high concentrations could  lead to an erroneously  high
design value and,  thereby,  an incorrect judgment of  the level  of
control effort required to bring an area into attainment.
     Statistically based standards  should not  have these  problems  if
adequate statistical methods are used to determine attainment  and
design values.   The reason is that  a  statistically valid  measure
would make use of all the concentrations observed at a site over one
or several years or, minimally, a  significant fraction of the  high
concentrations.   In current practice,  however,  attainment and  design
values are determined, for the most part, by essentially
deterministic methods.  For example,  EPA guidelines  permit the use
of the second highest value in one  year and the fourth highest value
in three consecutive years of data to be used to determine
attainment  and design values of the statistically based one  expected
exceedance ozone NAAQS.   These tests,  because of their reliance on
the few highest observed concentrations, are therefore subject to
the above mentioned concerns.  To  reduce this dependence  on  the
highest observed concentrations it has been proposed that the
allowed maximum annual  expected exceedance rate of the eight-hour  CO
NAAQS concentration be set at five.  Current EPA guidelines  would
then permit the use the sixth highest eight-hour concentration in
one year or the sixteenth highest  eight-hour concentration in  three
years for attainment  testing and determination of design values.
Such a multiple exceedance standard would be less sensitive  to the
occurrence  of unrepresentative or  erroneous high concentrations than
one expected exceedance standards  under present EPA guidelines.
     The preceding argument  for multiple expected exceedance
standards has also been stated in another way.  It has been pointed
out that with one year of concentration data the value of the  sixth
highest concentration is statistically more stable than the second
highest value.  Likewise, with three years of data the measured
sixteenth highest value is more stable than the fourth highest

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value.  Thus,  not only are the sixth and sixteenth highest values
less sensitive to aberrant events and errors,  they also provide, a
more accurate test of attainment and more accurate design values
than do the respective second and fourth highest values.
     The concern with the use of multiple exceedance standards is
that they may tend to shift  attention away from bringing under
control the highest concentrations which may occur in an area, and
therefore result in less protection for sensitive individuals.  A
one expected exceedance standard is, in principle,  exerting more
direct control on the behavior of the highest concentrations than a
multiple expected exceedance standard.  A five expected exceedance
standard is exerting maximum control in the vicinity of the fifth
highest concentration and generally less control of the highest
concentrations.
     The two investigations described in this report were undertaken
by EPA to obtain information on the effect on air quality of
multiple expected exceedance standards for CO.  The first study was
undertaken by Dr. Thomas C.  Curran of the Monitoring and Data
Analysis Division  (MDAD) of EPA"*s Office of Air Quality Planning and
Standards (OAQPS) in Durham, North Carolina.   It took as its data
base the air monitoring data  in EPA's Storage and Retrieval of
Aerometric Data  (SAROAD) data bank for CO concentrations obtained
during the period 1979-1981 and sought to draw conclusions based on
the actual data or, at the most, minimally adjusted data.
     The second  investigation was undertaken by the author of this
report for the Strategies and Air Standards Division (SDAD) of OAQPS
under Contract #68-02-3600.   It  was based on a subset of the MDAD
data base and tail-exponential distributions of the CO
concentrations which had been derived by Dr. Curran.  The use of the
tail-exponential distributions provided the basis for a more general
statistical analysis of the application of multiple expected
exceedance standards to CO than  is possible from manipulation of the
single-year data sets from  which  the distributions were derived.
     Neither investigation undertook an investigation of the
possibility that multiple expected exceedance standards might have
some advantages over single expected exceedance standards when there

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is missing data.
     The CO standards which are the subject of this report are based
on an eight-hour  averaging time  and apply to the observed daily
maximum  eight-hour average concentration.  Since eight-hour average
concentrations are  calculated from successive one-hour average
concentrations,  there  are  twenty-four possible running eight-hour
averages within a calendar day.  A given eight-hour average is
identified as belonging  to a given day  if the beginning hour is
contained within the day.  The highest of the observed twenty-four
running eight-hour  average concentrations within a given calendar
day is the daily maximum for that day.   In a typical year a CO air
monitoring site will have  365 daily maximum eight-hour CO
concentrations associated  with  it,  if there are no missing data.
     The only forms of the CO NAAQS that are considered in this
report are those which specify a level of the  daily maximum eight-
hour CO concentration  and  the maximum allowable expected exceedances
of that  level per year.
     Principal attention is  given  to the following alternative
eight-hour CO standards:  9 ppm,  1  expected exceedance per year  (9
ppm/1 xx); 7 ppm, 5 expected exceedances per year  (7 ppm/5 xx); 9
ppm, 5 expected exceedances  per  year  (9 ppm/5 xx);  and 12 ppm, 1
expected exceedances per year  (12  ppm/1 xx).  The  first standard is
at the same level as the current eight-hour CO standard and is
therefore a convenient reference point.  It differs from the current
standard in that it is statistical in form rather than deterministic
and applies to the daily maximum eight-hour CO concentration. As
will be  shown, the 7 ppm/5 xx standard, on the average, is expected
to provide about the same air  quality as the  9 ppm/1  xx  standard.
The two  standards therefore  provide a good basis for comparison of
multiple and  single expected exceedance standards.  The 12 ppm/1 xx
standard provides an alternate  level of stringency for the  analysis.
As will  be shown, the 9  ppm/5 xx standard is expected to provide
about the same level of  protection as the 12 ppm/1 xx standard, on
the  average.

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         ANALYSIS OF 1979-1981 SAROAD CARBON  MONOXIDE CONCENTRATIONS

     The analyses summarized in this  section  were performed by Dr.
Thomas C. Curran of the Monitoring and Data Analysis Division (MDAD)
of the EPA's OAQPS.

Data Base
     The data base for the MDAD analyses was the CO data in SAROAD
for 1979-1981.   The analyses performed by MDAD were  obtained  from
SAROAD on July 30,  1982.   Only site-years with  at least 90  days  of
data were selected for analysis.  This selection procedure  resulted
in a data base  containing  1,199 site-years of CO concentration data.
     A data screening  program  and  visual inspection  identified some
suspect values but not in sufficient  quantity to  affect the
aggregate results.  No  data values  were eliminated.
     The 1979-1981 SAROAD data which  were the basis for the
distributions used in  the contractors's analysis  were  obtained by
MDAD in May, 1982.   In this case only site-years with at least 189
days of data were selected.  In addition, site-years in which the
highest daily maximum eight-hour concentration  was below 9.5  ppm
were excluded.  These  constraints  led to a  data  base of 449  site-
years.

Relationship Between Standards with Different Expected Exceedances
     In general it is  expected that if an area is just in attainment
of a standard based on one expected exceedance  a year,  it would  also
be just in attainment  of  a standard at some appropriately lower
level which specified a multiple number of expected exceedances.  To
determine what this relationship is for a daily  maximum eight-hour
CO NAAQS based on expected exceedances, it  is necessary to  know  the
underlying distribution of the CO  concentrations over  a period of
one year or more when the one expected exceedance standard  is just
being attained.   The reason is that the concentration  which  has  N
expected exceedances is strictly determined by  the distribution.  It
is that concentration  which has an expected frequency of exceedance
of N/365.

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     Tail-exponential  distributions, discussed in a later section of
this report were fit to each site-year data set in the 449 site-year
data base.  The concentrations corresponding to one through ten
expected exceedances per year were calculated from the  parameters of
each distribution.  Each concentration for a given site-year  was
ratioed to  the concentration corresponding to one expected
exceedance.
     The average values of the  ratios over all sites is shown in
Table 1. The  right-most column shows the resulting concentration
level if the concentration corresponding to one expected exceedance
per year is equal to 9 ppm.   It is seen that if NAAQS concentration
levels are  restricted  to whole  numbers  for  a  given unit, then, on
the average, 9 ppm/1 xx, 8 ppm/2 xx, 7 ppm/5 xx, and 6  ppm/11 xx are
all about the same stringency.  The table further suggests that the
7 ppm/5 xx standard, on  the  average, is slightly less stringent than
the 9 ppm/1 xx standard.
     The ratios in the the middle column can also be used with other
standard levels.   For  example,  a 9.2 ppm/5 xx standard  is, on
average, about as stringent  as  a 12 ppm/ Ixx  standard.  That is, a 9
ppm/5 xx standard is,  on average, slightly more stringent than a 12
ppm/  1  xx  standard.
     Table  1 represents  average behavior.  Individual sites will
differ. For example, the base data from which Table 1 was derived
show  that at the five  expected  exceedance level 50% of the sites
will  fall between 6.7  ppm  and 7.2 ppm, and 90% will fall between  6.2
ppm and 7.7 ppm when the concentration with one  expected exceedance
is  9.0.

Number of Site-years in  which Standard is Exceeded
     One possible measure  of the relative stringency of two
standards with different permitted expected exceedance  rates  is to
compare the number of  site-years that would fail to meet either
alternative. Table 2 compares the  two  standard  pairs 9  ppm/1  xx  vs.
7 ppm/5 xx and 12 ppm/1 xx vs 9 ppm/5  xx.
     A site year was considered to exceed the 9 ppm/1 xx standard if
the second highest daily maximum  eight-hour value was 9.5 ppm or
                                 8

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Table 1  Estimated Average Equivalence of Eight-Hour Carbon Monoxide
         Ambient Air Quality Standard Levels for Different Expected
         Exceedances, Based on 1979-1981 SAROAD Data.


      Expected               Ratio3           Average Equivalent
     Exceedances                                Standard Levelb
                                                     (ppm)
1
2
3
4
5
6
7
8
9
10
1.00
0.90
0.85
0.81
0.77
0.75
0.73
0.71
0.69
0.68
9.0
8.1
7.7
7.3
6.9
6.8
6.6
6.4
6.2
6.1
aRatio of concentration corresponding to Nth expected exceedance
 level and concentration corresponding to one expected exceedance
bAssumes standard level at one expected exceedance is 9.0 ppm.
 However, ratios in column 2 can be applied to other levels.

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Table 2   Comparison of Alternative Eight-Hour Carbon Monoxide
          Ambient Air Quality Standards Based on 1,199 Site-Years
          of Data from SAROAD for 1979-1981.
                             7ppm/5 xx  Std.
                             PASS
                                 FAIL
     9 ppm/1 xx Std.  PASS    748
                      FAIL     44
                                   47
                                  360
795 (66%)
404 (34%)
                              792
                             (66%)
                                  407
                                  (34%)
                             9ppm/5 xx  Std.
                             PASS
                                 FAIL
12ppm/l xx Std.  PASS    961
                 FAIL     24
                                         70      1031 (86%)
                                        144       168 (14%)
                              985
                              (82%)
                                  214
                                  (18%)
                                 10

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higher.  A site-year with a sixth  highest value of 7.5 ppm or higher
was considered to exceed the 7 ppm/5 xx standard.  Similar rules
were used with the 12 ppm/1 xx and 9 ppm/5 xx standards.  These
rounding procedures are  consistent with EPA guidance for the ozone
NAAQS (1).
     Table 1 indicates that by this  test the two 5 expected
exceedances standards  are  about as stringent as the  two respective
one exceedance standards with  which  they were compared.   For the 9
ppm/1 xx - 7 ppm/5 xx  comparison, the data in the middle square show
that on an individual  site-year basis both alternatives give the
same result 92% of the time (i.e.  62% of the site-years pass both
and 30% of the site-years fail both).  For  the 12 ppm/1 xx - 9 ppm/5
xx comparison both alternatives also give the same result 92% of the
time with 80% of the site-years passing both and 12% of the site-
years failing both standards.  The higher pass rate  with the latter
pair of standards is a result  of  reduced stringency compared to the
9 ppm/1 xx and 7 ppm/5 xx standards.
     The data also suggest that the  9 ppm/5 xx standard is slightly
more stringent than the  12 ppm/ Ixx  standard since a slightly
greater percentage of site-years  fail the 9 ppm/5 xx standard.
     No adjustment was made in this  comparison for missing data.
When an adjustment is made, as described in Appendix A, the 9 ppm/1
xx and 7 ppm/ 5 xx  standards give the same result 90% of the time
with 56% of the site-years passing both standards and  34% of the
site-years failing both  standards.  With the 12 ppm/1 xx and 9 ppm/5
xx standards, both gave  the  same  result 90% of the time. In this
case 76% of the site-years passed both and 14% of the site-years
failed  both.

Number of Days Above a Given Concentration Level
     Another way to compare  a  multiple expected exceedance level
standard with a corresponding  one expected exceedance  standard is to
estimate how many site-days above the concentration level of the one
expected exceedance standard would occur if every site was first
made to meet the one expected  exceedance standard and then the
multiple expected exceedance standard.  In  the case  of  the 9 ppm/1
                                11

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xx standard if the second highest value for a given site-year data
set is greater than 9.5 ppm, the data set is rescaled in a
proportional manner so the  the  second high value is made equal to
9.0 ppm.  For  site-years in which the second highest value  was less
than 9.5  no scaling of  the data is done.  A similar procedure is
followed with the 7 ppm/5 xx standard.  This procedure is
essentially that of linear  rollback.
     Under the above described  comparison there were 388 site-days
above 9 ppm with the 9 ppm/1 xx standard and 426 days above the
standard with the  7 ppm/5 xx standard.   In both cases there was a
total of 335,826 site-days.  After adjusting for  missing data
(Appendix A)  the site-days above 9 ppm were 291 and 384 respectively
for the 9 ppm/1 xx and 7  ppm/5  xx standards.  These data suggest
that the 9 ppm/lxx standard  is  somewhat more stringent than the 7
ppm/5 xx  standard.
     The data base before application of the rollback procedures had
5,405 days above 9 ppm or 1.6%  of  the site-days.
     When the procedure was applied to the 12 ppm/1 xx and 9 ppm/1
xx standards, 204 days were above 12 ppm for the 12 ppm/1 xx
standard while 182 days were above 12 ppm for the 9 ppm/ 5 xx
standard, which suggest that the 9 ppm/ 5 xx standard is slightly
more stringent  than its corresponding one expected exceedance
standard.

PPM-Days Above a Given Concentration Level
     This measure weights each  site-day  above a given level by the
CO concentration in order  to give  increasing weight with increasing
concentration above that  level. For this computation each
concentration is rounded  to the nearest  whole number in ppm and the
number of  site-days at each ppm above the level are multiplied by
the ppm  level. The resulting products are summed  to give total ppm-
days above  the  concentration level.
     For  the 9 ppm/1 xx and 7 ppm/5 xx standards the appropriate
level was 9.0 ppm.  This  procedure yielded 4,123 ppm-days in the
case of the 9 ppm/1 xx standard and 4,692 ppm-days in the case of
the 7 ppm/5 xx standard.  The missing data adjustment altered these
                                12

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values to 3,112 and 4,189  ppm-days,  respectively.
     For the 12 ppm/1 xx standard there were 2,846 ppm-days above 12
ppm, while the 9 ppm/5 xx  standard gave 2,642 ppm-days above 12 ppm.
     In the  original data  base there were 64,682 ppm-days above 9
ppm and 23,100 ppm-days above 12  ppm.

Percent of Days Above  a Given Concentration Level
     Table 3 shows the distribution of site-days over daily maximum
eight-hour concentrations  above 9 ppm for the current data base and
for the 9 ppm/1 xx and 7 ppm/5 xx standards and over 12 ppm for the
12 ppm/1 xx and 9 ppm/5 xx standards. The distribution values are
percent of total site-days.  No adjustment for missing data has been
made.  The data continue to show the same comparability of the 9
ppm/1 xx with the 7 ppm/5 xx standard and the 12 ppm/1 xx with the 9
ppm/5 xx standard. As  before, the 9 ppm/1 xx standard is slightly
more stringent than the 7  ppm/5 xx standard, while the 12 ppm/1 xx
standard is slightly  less  stringent than the 9 ppm/5 xx standard.

Representation of CO  Data  by  Tail-Exponential Distributions
     It is well established that the time averaged concentrations
that will be observed within a calendar year at a monitoring site
can be represented statistically by a cumulative distribution
function which indicates the  expected frequency with which
concentrations above  any given level will occur. This distribution
can be approximated by suitably plotting time-averaged concentration
data obtained over one  or  more years.  Often the distribution can be
accurately represented by  mathematical  functions such  as lognormal,
Weibull, or exponential distributions (2,3,4).  Recent
investigations have suggested that the upper portions of
distributions may be  accurately represented by tail-exponential
distributions (5).  The MDAD  investigation demonstrated that both 5%
and 10% tail-exponential distributions fit daily maximum eight-hour
CO data quite well.  Using a probability  level  of  0.05 as the
acceptable cut-off for  a goodness of fit test, 98% of the site years
had adequate fits of  the 10%  tail and 96% had adequate fits for the
5% tail-exponential distribution.
                               13

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Table 3   Percent of Total Site-Days At Given Concentration Level For Current
          Data Base and Alternative Eight-Hour Carbon Monoxide Ambient Air
          Quality Standards.
Cone.
(ppn)
10
11
12
13
14
15
16
17
18
19
20
>20
Actual
1978-81
0.57
0.35
0.23
0.15
0.10
0.07
0.036
0.030
0.016
0.015
0.012
0.027
9ppm/lxx
0.073
0.027
0.0080
0.0039
0.0024
0.0012
0.0000
0.0003
0.0000
0.0000
0.0000
0.0000
7ppm/5xx 12ppm/lxx
0.063
0.034
0.015
0.0063
0.0021
0.0015
0.0030
0.0003
0.0009
0.0000
0.0003
0.0000
_
-
-
0.031
0.016
0.0080
0.0027
0.0012
0.0009
0.0006
0.0003
0.0003
9ppm/5xx
_
—
-
0.026
0.0095
0.0068
0.0030
0.0036
0.0009
0.0021
0.0012
0.0012
                                      14

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     Since the concentration which has N expected exceedances per
year is,  by definition,  the  concentration on  the  cumulative
distribution which has an associated frequency of N/365,  the  tail-
exponential distributions derived  in the MDAD study can be used  to
investigate the effect of standards with multiple exceedances on air
quality.   Such an investigation is the subject of the next  section.
ANALYSIS BASED ON BEHAVIOR OF DISTRIBUTIONS  OF  EIGHT-HOUR CARBON
MONOXIDE CONCENTRATIONS

     The investigation summarized in this section was undertaken  by
the contractor for the Strategies and Air Standards Division (SASD)
of. EPA's OAQPS.   It is based on the work of Dr. Thomas C. Curran,
reported in the previous section, and,  in particular,  makes
extensive use of the tail-exponential distributions he fit to
individual site-year data sets from  the SAROAD  CO concentrations  for
the years 1979-1981.

Background
     A term that is used frequently in the following discussion is
characteristic highest value.  If the concentrations of a pollutant
observed at a monitoring site in a calendar year  are realizations of
some underlying frequency distribution, the  annual characteristic
highest concentration is that concentration which has an expected
exceedance of once per year.   It is  the point on  the cumulative
distribution curve of daily maximum time-averaged concentrations
which corresponds to a frequency of  1/365 (the  concentration  which
is expected to be exceeded on an average of once  in 365 days).
     The Nth characteristic highest  concentration is the
concentration which is expected to be exceeded  N  times in a year.
Its associated frequency on the  cumulative distribution is N/365.
     Thus, the most precise meaning  of  a daily  maximum eight-hour CO
NAAQS of 9 ppm/1 xx  is that the characteristic  highest value of the
daily maximum  eight-hour CO  concentration is 9  ppm or less at any
monitoring site which attains the standard. For  a 7 ppm/ 5  xx
                                15

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standard the characteristic fifth highest value would not be greater
than 7 ppm.
     The demonstration by MDAD that the highest 5 to 10% of the
daily maximum eight-hour CO concentrations observed  at a site in  a
calendar year can be represented in over 95% of the  cases by a tail-
exponential distribution (see  previous  section)  greatly facilitates
further analysis of the 1979-1981 CO concentration data base.  The
reason for this is that the concentrations corresponding to one
expected exceedance per year or higher expected exceedances (the
characteristic Nth highest values)  can  be directly determined,  given
the parameters of  the  distribution  curve (Appendix B).
     Under present EPA guidelines,  with a one expected exceedance
standard, the second highest concentration observed at a site in  a
calendar year can used as a measure of the characteristic highest
concentration.  In statistics  it would  be considered an estimator of
the underlying characteristic highest value.  The observed second
highest value will normally change from one year to the next at a
given monitoring site due to random changes in weather and/or
pollutant emission  levels.  But, so long as there is no overall
trend in weather or pollutant emissions in the broad area around  the
site, the underlying frequency distribution, and therefore the
characteristic Nth highest values will not change.  These parameters
are statistical properties of the underlying distribution whereas
the observed Nth highest concentrations are random variables.
     Also, under present EPA guidelines, if three years of data are
available at a monitoring  site, the observed fourth highest
concentration would generally be used as the estimator for the
characteristic highest value.   If the standard is based on five
expected exceedances per year, then, following the above mentioned
practices, the observed sixth highest concentration in one year  or
the sixteenth highest  in three years would  be used as estimators for
the characteristic  fifth  highest concentration.
     Figure  1 is a  frequency plot for the observed ten highest daily
maximum eight-hour CO concentrations observed in 1980 at Site #
20040021101.  The line shown is the tail-exponential distribution
function which has been fitted to the highest 10% of the
                                16

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Figure 1 -Distribution of Ten Highest Daily Maximum Eight-Hour
          Carbon Monoxide Concentrations Observed at a Monitor
          and Tail-Exponential Distribution Fitted to Highest
          Ten Percent of Concentrations.
                  8
9    10    11
CONCENTRATION
12
(PPM)
14
15
16
                               17

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concentrations for the year.  The vertical axis  is the frequency
scale.  For present purposes,  it is  convenient  to show the scale  in
terms of the characteristic Nth highest value (each of these values
is associated with a frequency equal to N divided by the total
observations in the time period  under consideration.)
     It is seen from Figure 1, that  the characteristic highest value
estimated by the tail-exponential is 15.4 ppm and the characteristic
fifth highest value is estimated to  be 10.6.  These  values  would
have to be 9 ppm or lower and 7 ppm or lower for this site to be  in
conformance with the 9 ppm/1 xx or 7 ppm/5 xx standards,
respectively.  It is also seen that  the second highest concentration
is 14.0  ppm or 1.4  ppm below  the characteristic highest value
estimated from the distribution.  The sixth highest value is 9.7  ppm
or 0.9 ppm below  the characteristic  fifth highest value estimated
from  the  distribution.
     As indicated above, if there were no trends in weather or
overall emission levels in the neighborhood of  the  site,  it would be
expected that subsequent years of data would yield much the same
tail-exponential distribution.  Therefore, estimates of the
characteristic first and fifth highest values wou,ld change
relatively little, whereas the observed second and sixth  highest
values would vary over a relatively wider  range.
     The analyses discussed in the following sections are based on
the properties of the tail-exponential distributions fitted to all
site-years in the 1979-1981 SAROAD CO data base in which  the highest
observed daily maximum eight-hour CO concentration was greater than
9.5 ppm.  There were 449 such sites.   Of these,  436  site-years were
successfully fit by the  tail-exponential  at p=0.05.   An important
characteristic of these distributions was that the slope  of the
upper tail of the distributions varied from site to  site.  This is
apparent in the variation among sites in the ratio of the
characteristic fifth highest value to the characteristic  highest
value discussed in the preceding section.  From the data  base it  was
possible  to  characterize the  distribution of  this  slope  (or  ratio).
Also, by comparing the observed Nth  highest concentrations with the
corresponding calculated tail-exponential  frequency distributions
                               18

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it was possible to characterize the frequency distribution of the
first through tenth highest values about the respective
characteristic Nth highest values.  Under appropriate conditions,
the characteristic Nth highest concentration is  the most probable
value of the observed Nth highest value. However, the characteristic
Nth highest value  is  somewhat lower than the mean and median values
of the observed Nth highest concentration.  This is the basis for
the choice of the  observed YN+1 highest concentration (where Y is
the number of years of data)  as the estimator for the characteristic
Nth highest concentration in the EPA guidelines.
     By using the  empirically determined distribution of the upper-
tail slopes among  site and the distributions of  the highest values,
and representing the air quality by the tail-exponential
distributions it is possible  to investigate  the  effects of multiple
exceedance standards without further recourse to the data base of
observed CO concentrations.   A detailed description of how the base
distributions were derived and how the analyses  were performed is
given in Appendix  B.   The observed ten highest concentrations and
parameters of the 10% tail-exponential distribution fit to each
site-year are given in Appendix C.  These are the base data for the
analysis.

All Sites Just in  Attainment.
     Given that a  primary concern in setting an  air quality standard
is limiting the highest concentrations to which sensitive
individuals will be exposed,  then one method of comparing standards
is to compare their effects on the distributions of annual highest
concentrations among sites just meeting  the  standards.  As indicated
in the previous section, this would mean for a 9 ppm/1 xx standard
that the characteristic highest concentration for a calendar year is
exactly 9.0 ppm for each of the sites under  consideration.  This is,
of course, a hypothetical or idealized situation that is very
unlikely to be realized in practice,  because the underlying
characteristic highest concentration at a site is unlikely to be
known precisely.  Nor is it likely to remain constant over a
substantial time period since there will be  inevitable trends in
                                19

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pollutant emissions and long  term  weather  patterns. Furthermore, the
application of emission control measures is not  likely to bring all
sites to the point of just meeting a NAAQS.  However, for the
purposes of analysis this situation provides a useful, well-defined
end state for the investigation and comparison of  alternative
standards.
     Table 4 shows estimated distributions for the annual highest
eight-hour CO concentration among  sites  for a range of one expected
exceedance standards with concentration  levels varying from  7 ppm to
12 ppm.  The distributions are given in  terms of percentiles.  For
example,  75 percent of the sites in a given year would experience a
highest concentration equal to or  less than the  concentration given
for the 75th percentile.   It  is seen that  even though the
characteristic highest concentration at  each site  is, by definition,
exactly at the standard level, there is  a  significant variation in
the annual highest concentration.   For a 12 ppm/1  xx standard one
percent of the sites would experience a  concentration of about 19
ppm or higher in a given year.  For a 9 ppm/1 xx standard one
percent would experience about 14 ppm or higher.  Relatively high or
low levels of the observed highest concentration could occur at any
of the sites in a given year. This variation comes about from the
random nature of weather and hour by hour  emission levels.   It  is,
in a sense, a given.  Any variation among  sites  in attaining a
standard will result in a wider distribution of  the highest
concentrations than  shown  in the  top half of Table 4.
     Table 4 also shows the distribution of  highest concentrations
for three different five expected exceedance standards with
concentration levels of 7, 8, and 9 ppm.   In the Table each  of these
distributions has been placed under the  distribution of  the  one
expected exceedance standard it  most closely approximates.   It is
seen that the 7 ppm/5 xx standard is most like the 9 ppm/1 xx
standard. The 9 ppm/5 xx standard is most like  the 12 ppm/1 xx
standard. The 8 ppm/5 xx standard falls between the 10 ppm/1 xx and
the 11 ppm/1  xx  standards.
     Since there will always be a distribution among  sites of  the
observed  annual highest concentrations  it  is  useful to have  another
                                 20

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Table 4   Distribution of Annual Highest Eight-Hour Carbon Monoxide
          Concentrations for Alternative Ambient Air  Standards  under
          Conditions in Which All Sites Just Attain Standard.

Mean (ppm)
Std. Dev.
7ppm/lxx
7.6
1.0
Distribution Among
1%
5%
10%
25%
50% 	
75%
90%
95%
99%

Mean (ppm)
Std. Dev.
5.8
6.3
6.5
6.9
7.4 - -
8.2
8.9
9.5
11.0


(ppm)
Distribution Among
1%
5%
10%
25%


75%
90%
95%
99%










8ppm/lxx
8.7
1.2
Sites (ppm) :
6.7
7.2
7.4
7.9
- 8.5 - -
9.3
10.2
10.8
12.6



Sites (ppm) :










9ppm/lxx
9.8
1.3
i
7.5
8.1
8.4
8.9
- 9.6 - -
10.5
11.5
12.2
14.2
7ppm/5xx
9.9
1.6

7.6
8.0
8.3
8.8


10.7
12.0
12.9
15.0
IQppm/lxx
10.9
1.5

8.3
9.0
9.3
9.8
- - 10.6 -
11.7
12.8
13.5
15.8
llppm/lxx
12.0
1.6

9.2
9.8
10.2
10.8
- - 11.7 - -
12.8
14.0
14.9
17.4
8ppm/5xx













11.1
1.6

8.7
9.1
9.4
10.1


12.2
13.7
14.8
17.1
12ppm/lxx
13.0
1.8

10.0
10.7
11.2
11.8
- - 12.7
14.0
15.3
16.2
18.9
9ppm/5xx
12.8
2.0

9.7
10.3
10.6
11.4


13.8.
15.4
16.6
19.3
                                      21

-------
means of comparison which will be  the  same  for all sites when two
standards yield the same air quality in terms of the behavior of the
peak concentrations at a site.  The distribution among sites of the
characteristic highest value  is a useful measure serving this
purpose.  Under the conditions specified in Table 4 each of the one
expected exceedance standards has a single value of the
characteristic value at all sites.  The five  expected exceedance
standards do not.   This difference is  illustrated in Figures 2 and
3.
      Figure 2 shows the situation that would occur  if all sites not
in attainment were just brought into attainment with a 9 ppm/1 xx
eight-hour CO NAAQS.  To be  just in attainment means, in this case,
that the characteristic highest concentration for each site is
exactly equal to 9 ppm.  The  figure shows three tail-exponential
distributions plotted on the  same  basis as  Figure 1.  The three
distributions represent the range of distributions which will result
from the site-to-site variation in the slope of the upper tail of
the distribution.   The middle line  is  the median distribution.  That
is, half the distributions will fall to the left of the median and
half will fall to the  right.   All distributions, however, will pass
through 9 ppm at the expected exceedance  level of one, since, by
definition, all have a characteristic  highest value  of 9 ppm.
     The left-most line is the one-percentile line.  That is, one
percent of  the distributions will fall to the left  of  this  line.
They will of course, continue to pass  through the 9 ppm, 1 expected
exceedance point.   Likewise,  one percent of the distributions will
fall to the right of the 99-percentile line.
     The median line passes through 6.9 ppm at the five expected
exceedance level,  indicating  that  a 7  ppm/5 xx standard is slightly
less stringent than the 9 ppm/1 xx standard at  the  median  site. In
agreement with the MDAD analysis,  98%  of  the  sites will have
characteristic fifth  highest values from 5.9  to  8.1 when they all
just meet the  9 ppm/1  xx standard.
     The distribution  of the highest  concentration  is shown along
the concentration axis of Figure  2.   It is  seen that although the
characteristic highest value has  been brought to 9 ppm at all the
                               22

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      Figure  2   Ranges  of Distributions and Observed Highest
                 Concentrations  Over Monitor Sites When All Sites
                 Just Attain a 9 PPM,  1 Expected Exceedance, Daily
                 Maximum,  Eight-Hour Carbon-Monoxide Ambient Air
                 Standard.
CO
u

w
o


§
Cj
b
cu
>x.
     1
                                                    13
14
15
                             CONCENTRATION  (PPM)
                                     23

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     Figure 3  Ranges of Distributions and Observed Highest

               Concentrations Over Monitor Sites When All Sites

               Just Attain a 7 PPM,  5 Expected Exceedances,

               Daily Maximum, Eight-Hour Carbon Monoxide Ambient

               Air Standard.
10

 9


 8
u
U
w
eu
      r

     1L
                     i     r
      l     r
                                                                   !
                                 99%
                        1%\5 2
    75
                                               95
                                                              99%

                                                 am
                          8
10
11   12    13
                                                    14
                                                              15
                          CONCENTRATION  (PPM)
                                      24

-------
sites,  there  is  still  a  wide  variation  in  the observed highest
concentration.   Ninety-eight  percent of the sites just in attainment
of the 9 ppra/1 xx standard will observe highest annual daily maximum
concentrations in a given year which  fall  in  the range 7.5  - 14.2
ppm.   The highest concentrations at half the sites will fall  in the
range 8.9 - 10.5  ppm. As discussed above, this variation does not
indicate any change in the overall air quality from one site to
another.  It  is  primarily due to random fluctuations  in hourly
weather and pollutant emission levels.
     Figure 3 shows the  situation in which all sites not in
attainment are just brought  into attainment with a  7  ppm/5 xx eight-
hour  CO NAAQS.   Now all  the distributions pass through the common
point 7 ppm,  5 expected exceedances.  All  of their characteristic
fifth highest concentrations  are 7 ppm.  But, because of the
differences  among sites in the slope of the tail of  the
distribution, the characteristic highest values  show  a range  of
values.  The  median site has  a characteristic highest concentration
of 9.1.  Ninety-eight percent  of the characteristic highest values
fall between 8.1 and 10.6 ppm.  Thus,  if the optimum  value of the
characteristic highest concentration is 9 ppm, somewhat less  than
half the sites would be  over  controlled, while somewhat more  than
half the sites would be under controlled.  However,  the  range of  8.1
to 10.6  represents a  relatively small spread of  about 1 ppm  on
either side of a 9 ppm standard.
      A further  comparison  is obtained  from the  distribution  over
sites of the  observed highest concentration.  It  is  seen that the
spread in characteristic highest values has resulted  in only  a small
increase in the  spread of the observed highest concentrations when
the two standards  are compared.   For the 7 ppm/5 xx standard 98% of
the observed  highest concentrations  fall  between 7.6 and  15.0 ppm.
     It is clear from Figures 2 and 3 that in the hypothetical
situation illustrated, the one expected exceedance standard would
provide more uniform protection among sites than the five expected
exceedance standard.   However, the actual  differences in the  case of
the CO NAAQS  appear to be relatively  small.
     Table 5  displays the data from which Figures 2 and 3 were
                                25

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Table 5   Comparison of Alternative Eight-Hour Carbon Monoxide Ambient Air
          Standards Under Conditions in which All Sites Just Attain Standard.
Character ist ic
Highest Value
(ppm)

Mean
Std. Dev.
Distribution
1%
5%
10%
25%
Cnjl
OUT*
75%
90%
95%
99%

Mean
Std. Dev.
Distribution
1%
5%
10%
25%
50% 	
75%
90%
95%
99%
	 9ppm/lxx
9.0
0.0
Among Sites:
9.0
9.0
9.0
9.0
9n — — —

9.0
9.0
9.0
9.0
	 7ppm/5xx
9.1
0.6
Among Sites:
8.1
8.3
8.4
8.7
- - 9.1 	
9.5
9.8
10.1
10.6
Highest
Value
(ppm)
_ _ _ _
9.8
1.3

7.5
8.1
8.4
8.9
- Q fi _

10.5
11.5
12.2
14.2
^ ._rr !• m
9.9
1.6

7.6
8.0
8.3
8.8
- 9.6 -
10.7
12.0
12.9
15.0
Characteristic Highest
Highest Value Value
(ppm) (ppm)
_ _ _ _
12.0
0.0

12.0
12.0
12.0
12.0
19 n
±.*L • U
12.0
12.0
12.0
12.0
«• ^ .» «
11.7
0.7

10.4
10.6
10.9
11.2
— 117
— J— L. /
12.2
12.7
12.9
13.7
12ppm/lxx 	
13.0
1.8

10.0
10.7
11.2
11.8
— — 197

14.0
15.3
16.2
18.9
9ppm/5xxx 	
12.8
2.0

9.7
10.3
10.6
11.4
19 A
j-£ • 4z
13.8
15.4
16.6
19.3
                                    26

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constructed and provides additional data for the 12 ppm/1 xx and 9
ppm/5 xx alternatives.

Attainment Based on Observed N+l Highest Value in One Year
     In practice, the characteristic Nth highest concentration at a
site is never known precisely and this uncertainty will effect how
closely the idealized situation discussed in the preceding  section
can be realized.  Thus the methods used to determine attainment and
to arrive at design values  are  an  important factor in comparing the
relative abilities of multiple exceedance standards in controlling
the highest concentrations to which sensitive individuals are
exposed.
     To investigate these effects, a  9 ppm/1 xx and 7 ppm/5 xx
standard were compared in terms of their ability to control both the
characteristic highest value and the observed highest value at
monitor sites when the observed second highest and sixth highest
concentrations were used as estimators for the characteristic first
and fifth highest concentration, respectively.   While practical and
easy to use, the observed N+l highest concentration in one  calendar
year is only a fair estimator of the characteristic Nth highest
concentration.  As discussed, and illustrated in Figure 1,  the
observed Nth highest value will fluctuate even when the overall air
quality at  a site is stable from year to year and will tend to be
somewhat off  the underlying  frequency distribution.  It is  also the
case, however, that the larger  the value of N the more accurate and
stable the observed N+l highest concentration becomes as an
estimator of  the characteristic Nth highest value. Thus, use of the
observed sixth highest concentration as  a measure of attainment and
design values for a five expected exceedance standard, on this
basis, would provide more uniformity among sites than the use of the
observed second highest concentration with a one expected exceedance
standard.
     The fluctuations in the observed N+l highest concentration, in
general, will lead to an erroneous estimate in the design value and
therefore an erroneous estimate of the emission reductions  required
to just attain the standard.  The  end  result  will be that some sites
                               27

-------
will be over controlled and some under controlled.  This  situation
was simulated on a computer using  the  distribution  of  the upper-tail
slopes,  the distributions of observed  Nth highest concentrations,
and the  assumption that the distribution of daily maximum eight-hour
CO concentrations was  tail-exponential (Appendix B).   The results
for a 9 ppm/1 xx are shown in Figure 4 and those for a 7 ppm/5 xx
standard are shown in Figure 5.
     The three lines shown in each of the Figures 4 and 5 have a
different meaning from their counterparts in Figures 2 and  3.  The
lines represent the distribution among sites of the characteristic
Nth highest concentrations. For example,  referring  to Figure 4, one
percent of the sites will have characteristic third highest  values
which are at or below 6 ppm. Fifty percent will be at  or  below  8.1
ppm, and 99% will be at or below 9.5 ppm.  Thus,  the 1-percentile
and 99-percentile lines bound  about  98%  of  the  distributions.  The
50-percentile line is a good representation  of  the  middle
distribution.  The simple interpretation possible in Figures 2 and  3
cannot be applied because in the present case the distributions do
not pass through a common  point.
     The spreading of the distributions  in Figures  4 and  5  is
directly due to the variability  of the observed second and  sixth
highest concentrations.  The 7 ppm/5 xx  standard clearly  has a
somewhat tighter distribution of both  the characteristic  highest and
first highest concentrations.  This  comes about from the  lower
variability of the observed sixth  highest concentration compared to
the variability of the observed second highest value.  The  effect
would be larger were it not for variation in slopes of the upper-
tails of the distributions among sites.   This effect is  greater  for
the five expected exceedance standard  than for  the  one expected
exceedance  standard.
     It is also seen that  the variation in the characteristic
highest and observed highest concentrations is greater in Figures  4
and 5 than  in Figures  2 and 3.   This is again due to variability of
the observed second and sixth highest  concentrations.  In Figures  2
and 3 it was  assumed  the  characteristic highest and fifth highest
concentrations, respectively,  were exactly known.
                                 28

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Figure  4   Ranges  of Distributions and Observed Highest Concentrations

           Over  Monitor Sites When Attainment of a 9 PPM, 1 Expected

           Exceedance Carbon Monoxide Standard is Based on the

           Observed Second Highest Daily Maximum Eight-Hour Concentration

           in One  Year.
en
w
u
23
o

8

Q
63
EH
a
w
a,
    9


    8


    7



    6



    5
    4 r-
3 ;-
                      8    9    10   11   12
                             CONCENTRATION (PPM)
                                                   13   14   15
                                    29

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Figure 5  Ranges of Distributions and Observed Highest
          Concentrations Over Monitor Sites When Attainment
          of a 7 PPM, 5 Expected Exceedance Carbon Monoxide
          Standard is Based on the Observed Sixth Highest
                Maximum Eight-Hour Concentration, in One Year.
en
u

I
o
Q
H
s
W
0,
X
                      .. 1%, 5   2^   50    75\
                                     10   11   12
13   14   15
                            CONCENTRATION (PPM)
                                      30

-------
     It is concluded from Figures 4 and 5, that in cases where
attainment of the  standard and design values are to be judged from
the observed N+l highest  value in a  single year of data, a 7 ppm/1
xx standard gives  somewhat better control of characteristic highest
and observed highest concentrations  than does a 9 ppm/1  xx  standard.
Figures 2 and 3 suggest that if the accuracy of the estimators could
be significantly increased then  the  situation would  be  reversed.
The 9 ppm/1 xx standard would give somewhat better control of the
characteristic and observed  highest  concentrations.  The use of
several years of data, in cases where there was no trend in  emission
levels, would increase the accuracy  of  the observed YN+1 highest
concentrations as  extimators of  the  Nth  characteristic highest
value.  Fitting  distributions to one or more years of data would
further improve accuracy  by making more  complete use of the
available concentration  data.
     Table 6 gives the distribution data for  the  9 ppm/1 xx and 7
ppm/5 xx alternative standards as well as for the 12 ppm/1  xx and 9
ppm/5 xx  alternatives.

Attainment Based on 3N+1  Highest Concentration in Three Years
     For cases  in which  there are three consecutive years  of CO
concentration data which  exhibit no  pronounced trends the 3N+1
observed highest concentration would be  used as an estimator of the
Nth characteristic highest concentration under present EPA
guidelines.  Thus  with three years of data the observed fourth
highest concentration would  be used  with a one expected exceedance
standard while the observed sixteenth highest concentration would be
used with a five expected exceedance standard.  These observed 3N+1
highest concentrations will exhibit  less variation from year to year
than the corresponding observed N+l  highest concentrations  in one
year of data and therefore will be more  accurate estimators of the
Nth characteristic highest concentrations.
     To investigate the effect of using  three years of CO
concentration data on the comparison of  alternative multiple
expected exceedance standards, it was necessary to develop within-
site distributions for the observed  Nth  highest concentration in
                               31

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Table 6   Comparison of Alternative Eight-Hour Carbon Monoxide Ambient Air
          Standards Under Conditions in which the Observed N+l Highest
          Concentration in One Year is Used in Attaining an N Expected
          Exceedance Standard.
c
F

Mean
Std. Dev.
Distribution
1%
5%
10%
25%
cna _ _

75%
90%
95%
99%

Mean
Std. Dev.
Distribution
1%
5%
10%
25%
cria _

75%
90%
95%
99%
:haracter istic
lighest Value
(ppm)
- - 9ppm/lxx
9.6
0.9
Among Sites:
7.2
8.0
8.5
9.0
9P, —

10.2
10.7
11.1
11.7
— 7ppm/5xx
9.2
0.7
Among Sites:
7.9
8.2
8.4
8.7
91 —

9.6
10.1
10.6
11.4
: Highest
Value
(ppm)
(2nd Hi) - -
10.4
1.8

7.1
8.1
8.5
9.2
in o _ _ „

11.4
12.7
13.8
15.8
(6th Hi) - -
10.0
1.7

7.5
8.0
8.3
8.9
97 —

10.8
12.2
13.4
15.2
Character istic
Highest Value
(ppm)
	 12ppm/lxx (2nd
12.8
1.2

9.6
10.7
11.3
12.1
- — — — 1 "? Q —

13.6
14.3
14.7
15.6
	 9ppm/5xx (6th
11.9
0.9

10.2
10.5
10.8
11.2
UQ — — _
. O
12.4
13.0
13.6
14.6
Highest
Value
(ppm)
Hi) - -
13.9
2.3

9.4
10.7
11.3
12.3
_ -I 0 C
XJ.D
15.2
16.9
18.4
21.0
Hi) - -
12.9
2.1

9.7
10.3
10.6
11.4
IOC

13.9
15.7
17.2
19.5
                                      32

-------
and observed highest concentrations  among  sites.
     The one year  data in Table 7 continue to show that the 7 ppm/5
xx standard gives  somewhat tighter control of  the both the
characteristic highest concentration and the observed highest
concentration among sites  than does  the 9 ppm/1 xx standard when the
observed sixth and second  highest  concentration are used as
estimators, respectively.  There seems to be no heightening or
diminishing of the relative  effectiveness  of the two  standards.  On
this basis, it is  concluded  that the data  in Table 7 give a reliable
indicator of the relative  effect of  using  three years of data.
     Comparing the one year  and  three  year results in Table 7f it is
seen that going to three years results in a lowering of the mean and
median values of both the  characteristic highest and the observed
highest concentrations among sites and in a narrowing of the
respective distributions among sites.  However, the effect is
greater for the 9  ppm/1 xx standard  than for the 7 ppm/5 xx
standard.   The result  is that the differences between the two
standards which are quite  apparent in the one year case are markedly
narrowed in the three year case.   Nevertheless, when three years of
data are used there is still a sight advantage for the 7 ppm/5 xx
standard over the  9 ppm/1  xx standard  in terms of greater control
over peak CO concentrations.
     The greater effect on the 9 ppm/1 xx standard when going to
three years of data is explained by  two factors: 1. going to three
years improves the accuracy  of the estimator of the characteristic
highest value to a greater extent  than it does the accuracy of the
estimator of the characteristic  fifth  highest  value, and 2. as the
accuracy of the estimator  is  increased the relative effect of the
upper-tail slope,  which favors the lower expected exceedance
standards, increases.   If  enough years of valid data were available,
at some point the  one expected exceedance  standard would give
tighter control among sites,  using the observed YN+1 highest
concentration as the estimator.  The results shown in Figures 2 and
3 and Tables 4 and 5 represent the limiting case since the
underlying assumption is  that the  characteristic Nth highest
concentration is known precisely and each site is brought to that
                               35

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value.   It is noted,  however,  that even in the limiting case for the
eight-hour CO NAAQS,  the difference between a one and five expected
exceedances standard is still relatively small.
     Another way in which the -accuracy of estimator can be
increased, whatever number of years of data is available,  is to make
greater use of the data.  That is, fit a distribution to all of the
data or to the upper tail and estimate the characteristic values
directly from the distribution.
Finding the Optimum Expected Exceedance Level
     The optimum expected exceedance level can be defined as
follows.  Consider a series of alternative eight-hour CO standards
with expected  exceedances  1,  2,  3,...,N.   For  each alternative
adjust the standard concentration level so that the median
characteristic highest concentration among sites just meeting the
standard is the same value for each of the standards.  Assume the
sites are just brought into attainment by application of an
estimator for  the Nth characteristic highest concentration.  The
standard which results in the least variation among sites in the
characteristic highest concentration can reasonably be considered
the optimum standard of  the group.
     What this optimum expected exceedance level is will depend
strongly on the accuracy of estimator.  If, for example, the
estimator gave the exact value of the characteristic highest
concentration at a site, then the one expected exceedance standard
would be optimum since,  at attainment, all sites would have a
characteristic highest concentration equal to  the  standard  level.
This is the situation illustrated in Figure 2.  For standards with
higher expected exceedance levels the variation among sites in the
slopes of the  upper tails of the CO distributions will cause
variation among sites in the characteristic highest concentration,
even though the characteristic Nth highest concentration is brought
to the same value at each site.  This is the situation shown in
Figure 2.
     The situation in which  the observed  YN+1  highest concentration
in Y years is  used as the estimator for an N expected exceedance
                                 36

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standard is more complex.  The effect of the upper tail slope will
be counterbalanced by the increasing  accuracy  of  the  estimator as N
increases.   As indicated in the previous  section,  as  the number of
years (Y)  increases the  accuracy  of the estimator  increases  for any
particular N.   This increase is most rapid for small values of N.
The limiting case is when the estimator  is exact,  as  discussed in
the previous paragraph.   In this  case  the  optimum is  the one
expected exceedance  standard.
     Table 8 shows the trade-off between the effects of the upper
tail slope and the accuracy of  the estimator when the observed N+l
highest concentration in one year is  used as an estimator.  For each
observed N+l highest concentration, a standard level  was chosen
(line 2 of Table 8)  which gave a median  value  among sites of 9.0 ppm
for the characteristic highest concentration.   The distributions of
the characteristic highest values shown in Table 8 are plotted as
contours of equal percentile in Figure 6.   Figure 7 uses the
standard deviations of the distributions divided by the mean of the
distributions as a measure of variation among sites.   Dividing by
the mean corrects  for variation  in the standard deviation due to
changes in the overall level of the  concentrations (in this  case,  a
small  effect).
     Inspection of Table 8 and Figures 6 and 7 shows that the
optimum level occurs at the observed  fourth highest concentration in
one year.   It is seen that there is  a sharp drop  in variation among
sites of the slope of characteristic  highest value proceeding from
use of the first to fourth observed  highest concentration as
estimators.  The rise after the minimum is reached is slower.  The
observed third through sixth highest  concentrations are all within
the vicinity of the minimum.  It is  also  seen,  in  agreement  with
Figures 4 and 5 and Table 6, that the observed sixth  highest value
is clearly superior to the second highest value as an estimator.
     The presence of the observed highest concentration in Table 8
and Figures 6 and 7 needs to be explained.   Although  the treatment
up to this point has associated the  observed N+l highest
concentration with an N expected exceedance standard, the
association is, to some extent, arbitrary.  The Nth highest
                              37

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Figure 6
Change in Distribution of Characteristic  Highest
Concentration Among Sites Just Attaining  a  Carbon
Monoxide Standard Based on the Observed Nth Highest
Concentration in One Year When Allowed Expected
Exceedances are Increased While the Standard Level
is Adjusted to Maintain a Constant Median Characteristic
Highest Concentration Over Sites.
       13
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             ORDER  STATISTIC OF OBSERVED CONCENTRATION
                                  39

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Figure  7
      Change in Variation of Characteristic Highest

      Concentration Among Sites Just Attaining a

      Carbon Monoxide Standard Based on the Observed

      Nth Highest Concentration in One Year When

      Allowed Expected Exceedances are Increased.
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                ORDER STATISTIC OF OBSERVED CONCENTRATION
                               40

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concentration can also be used,  with some justification.  This is
seen in line 2 of Table 8 which shows  the levels to which the
standard concentration must be adjusted in each case in order to
attain a median value of 9.0  ppm among the sites.  The observed
fifth highest concentration required an adjustment to 7.1 ppm while
the observed sixth  highest  concentration  required an  adjustment to
6.9.   Thus  the observed  fifth and sixth highest values are about
equivalent in representing  a 7 ppm/5 xx standard which yields a 9.0
median characteristic highest concentration among sites.  Using the
fifth highest concentration would make the 7  ppm/5 xx standard
slightly more stringent.
     The adjusted standard  levels for  the observed highest and
second highest concentrations fall about  equally above and below the
9.0 ppm level and therefore both estimators have about equal claim
to representing the 9 ppm/1 xx standard.   However, use of the
observed highest concentration would lead to a significant increase
in variability of the characteristic highest  concentration among
sites.
     Figure 8 compares the one year and three year cases using
theoretical distributions for the observed Nth highest
concentration.  To  put the  two curves  on the  same basis, the value
of N  (labeled order statistic in the figure)  is divided by the
number of years.  Thus,  the order statistic 5 corresponds to the
fifth highest concentration in one year and the 15th highest
concentration in three years.  The observed fourth and 16th highest
concentrations used in Table  7 occur  at  1.33 and  15.33,
respectively, on the three year curve.
     Comparing the one year curves in Figures 7 and 8, it is seen
that at all values of the order statistic the variation among sites
is greater when the theoretical distributions are used.  There is
also a broader minimum and there is a  slower  rise after the  minimum
with the theoretical curves.   However,  the minimum occurs at about
four  in both  cases.
     Comparing the one year and three year curves in Figure 8, it is
seen that there  is  a significant reduction in variation among sites
at all values of the order  statistic,  but the reduction is sharper
                                41

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Figure 8
           Change in Variation of Characteristic Highest

           Concentration Among Sites Just Attaining a Carbon

           Monoxide Standard Based on the Observed Nth Highest

           Concentration in One and in Three Years When Allowed

           Expected Exceedances are Increased.
 (Uses  Theoretical  Distributions of Nth Highest Concentration.)
   16
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                                        3 Years
                                              8
         ORDER STATISTIC OF OBSERVED CONCENTRATION/YEARS
                                                        10
                              42

-------
for lower values of the order statistic.   This effect causes the
minimum to shift to lower values.   The minimum now appears to occur
in the vicinity of the observed sixth to ninth highest concentration
in three years.   Increasing  the number of  years  would move the curve
further downward, i.e., the  minimum would shift toward 1.
     Thus, it is concluded that with one year of data a three
expected exceedance standard using the  fourth highest value is
optimum.  However, to employ this standard to achieve a
characteristic highest value of about 9  at the median site would
require the use of a fractional standard level of 7.4 or 7.5 ppm.
five expected exceedance allows use of  an integral value for the
standard level (expressed in ppm).   In this  case either the observed
fifth highest or sixth highest concentration would give close to the
minimum variation of the characteristic  highest concentration among
sites.  Use of the observed sixth highest concentration is in
conformance with present EPA guidelines.
     It is also concluded that neither  the observed highest or
second highest concentration are  quite satisfactory for a 9 ppm/1  xx
standard.   The use of the second highest observed value is more
appropriate to an 8.4 or  8.5 standard under  an objective to achieve
a characteristic highest value close to  9 ppm at the median site.
     In the three year case the sixth to ninth observed highest
value would be optimum but  these would require a fractional value  of
about 7.5  ppm for the standard.   Again the use of  the fifteenth or
sixteenth highest value associated with  a 7 ppm/5 xx standard gives
close to the minimum variance.  The use  of the sixteenth highest
value conforms  to present guidelines.
     The use of the observed fourth highest value in three years
conforms  to about an 8.7  ppm standard.  This  is  an  improvement over
the use of the second highest value in  the one year case.   The use
of the observed third highest value in  three years conforms to a 9.2
ppm standard which is better.  However,  the variation of the
characteristic highest value among sites is now significantly higher
than it would be for  a 7 ppm/5 xx standard using the  observed
sixteenth highest concentration.
     It appears that in cases where the estimator  is to be the
                               43

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observed N+l highest concentration,  the  7 ppm/5  xx  standard
represents a practical optimum exceedance level  when  the  objectives
are:  1.  minimum variability of the  characteristic  highest
concentration among sites,   2.  a median  value among sites of  9 ppm
for the characteristic highest concentration,  and  3.  the use of  an
integral value for the standard level.   As  the expected exceedances
increase above five there is a continuing increase  in the range of
the characteristic highest concentrations and, therefore, the
observed highest concentrations among sites.
     If the desired median value is  12 ppm then repeating the above
analysis would yield 9 ppm/5 xx as a practical optimum.
                                44

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                             REFERENCES
1.   "Guideline  for  the  Interpretation of Ozone Air  Quality
     Standards",  EPA-450/4-79-003,  Office of  Air  Quality  Planning
     and Standards,  EPA,  Research  Triangle  Park,  NC  27711, January,
     1979.
2.   R.  I.  Larsen, "A Mathematical Model  for  Relating  Air  Quality
     Measurements to Air Quality Standards",  Office of Air Programs
     Publication No.  AP-89,  EPA,  Research Triangle  Park, NC  27711,
     1971.
3.   "The  Validity  of  the Weibull  Distribution  as  a  Model  for  the
     Analysis of Ambient Ozone Data",  Draft  Report to EPA  by PEDCo
     Environmental, November  17,  1977.
4.   T. C. Curran and N. H.  Frank, "Assessing the Validity of the
     Lognormal Model When Predicting Maximum Air  Pollution
     Concentrations",   Presented  at the  68th Annual Meeting  of  the
     Air  Pollution  Control  Association,  Boston, June  15-20,  1975.
5.   L.  Breiman,  J.  Gins, C. Stone, "Statistical Analysis  and
     Interpretation of Peak  Air  Pollution Measurements", Final  Report
     to EPA by Technology Service  Corporation,  Contract No.  68-02-
     2857,  Report No.  TSC-PD-A190-10,  November,  1978.
                                45

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                             APPENDIX A
                     ADJUSTMENT FOR SAMPLE SIZE
     In some analyses,  a simplified adjustment was incorporated to
partially account for the effect of missing data.   The  purpose  was
to introduce an allowance for missing data without predicting new
values or extrapolating beyond the existing data.   It uses  the
intuitive idea that if data are missing a higher observed value
should be used to determine status.   A convenient way to  implement
this idea for a data base of this size was to multiply the allowable
exceedance rate plus one by the fraction of days with data, round to
the nearest integer and use this result to choose which value should
be used to determine status.  This approach can be illustrated  by
considering the following equation and examples:
INDEX=GREATEST INTEGER - (ALLOWABLE RATE + l)x (FRACTION OF DATA)+0.5
     For example, if a site has complete data and the allowable
exceedance rate is one then the above equation indicates that the
second highest value should be used.   However, if the site had only
50% complete data then the above equation would indicate that the
maximum  observed  value should be used.  In addition,  when the sample
size adjustment was used in an analysis, the number of days above 12
ppm was  determined  by weighting each day by the inverse of the
fraction of days of data.  In  other  words,  if  a site-year was 50%
comlete, each  day above  12 ppm  would be  counted twice (i.e.
multiplied by  I/.5)  to compensate for missing data.   Therefore, the
missing  value  adjustment may be viewed as having two opposing
effects.   On the one hand,  it  may mean that a higher value is used
to estimate the rollback factor so that the high values are reduced
more; on the other hand, those values remaining above the level of
interest are weighted more heavily.
                                46

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                             APPENDIX B
              MATHEMATICAL DESCRIPTION OF METHODOLOGY
     The computations in- this report make extensive use of
computations made by Dr. T.  Curran  of MDAD/OAQPS who fit tail-
exponential distributions to 430 sets of 8-hour CO concentrations
The tail-exponential distribution may be written as follows:
(1)         G(C)  = GQexp(-(C - CQ)/k)
where:        C = time-averaged concentration.
           G(C)  = fraction of concentrations above C.
             CQ = minimum concentration for which the tail-
                  exponential distribution is valid.
             GO = G(CQ),  the frequency corresponding to CQ
              k = constant.
     For convenience, the distribution G(C) has been defined as the
compliment of the more usual cumulative distribution F(C)  where F is
the fraction of concentrations less than or equal to C.  That is,
G(C)=1-F(C).  Thus,  if the  tail-exponential distribution applies to
the highest ten percent of the concentrations,  then GQ=O.!.
     In setting statistically based standards the interest is in
establishing a standard concentration level at which the expected
exceedances in one year  cannot be greater than a specified value.
In the statistical  theory of extreme values this is a point on the
distribution curve and is called  the characteristic  mth highest
value.   By definition
(2)        G(Cm)  = m/n
where:        n = number of concentrations in a data set.
                = the characteristic mth highest concentration.
By substituting (2)  into (1)  and solving  for  k,  it can be shown
that:
                                47

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(3)          1/k = log(G0n/m)/(Cm - CQ)
If all concentrations are expressed as fractions of C-i,  the
characteristic highest concentration,  a quantity Z can be defined
such that:
(4)            z =  (x - x0)/(l - xQ)
where:        x = CC-  :  XQ =
Note that:     z  = 0 at x = XQ or C = CQ  and
              z = 1 at x = 1 or C =  -]
     x is the concentration in units of the characteristic highest
concentration,   z  has  a  similar  interpretation but with XQ as the
origin.
Substituting into Equation  (1):
 (5)        G(z) = GQ exp (-z log GQ n)
Written this way, the tail-exponential becomes a universal curve.
     The quantity XQ is a measure of the slope of the upper tail of
the distribution and consequently was used to express the variation
in slope among  sites.
     Appendix C contains a listing of the observed ten highest
concentrations for 436 site-years and the computed parameters of the
tail-exponential distribution CQ  and k  (Equation 1)  for  GQ=O.!.
Given CQ and k for a site, Equation  (3)  can be solved for C-^ and the
quantity XQ  calculated.
     When  more than one year of data was available for a
given site the XQ values were averaged.   This procedure yielded XQ
values for 251 sites.   These values were rank ordered.  A frequency
                                48

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R/(N + 1)  was assigned to each  of  the  ordered  values  where R is the
rank and N the total number of values.  This distribution, referred
to as FQ(XQ), was used in the computations.
     It was also necessary to obtain distributions of the observed
Nth highest concentrations.   This  was  done for the ten highest
concentrations at each site  (listed in Appendix C).  As above,
Equation  (3)  was used to calculate C^  and XQ given k  and Cg for a
site.  Given  the mth highest  concentration it  was  possible to
calculate x/m) = c(m)/cl an(^' therefore:

(6)         z(m) = (x(m) - xQ)/(l  -  xQ)   m = 1,2,....,10

The z/mx for  a given m were rank ordered and a separate distribution
developed for each value of m.   These  distributions were labeled
F(m) (z(m) ) •
     The reason for developing distributions of z/m\  rather than
 /-x is that  the z/m\  are  independent  of the  level of the
concentrations and independent of  XQ.   The distribution of z is not
independent of the number of observations, however, and,
consequently, missing values will cause some distortion in the
distributions.  Since  the  data  sets  were reasonably complete, it is
not believed that missing data caused sufficient error to cast doubt
on the results of the study.
     Table 6  of the report presents distributions  among sites of the
characteristic highest and observed highest concentrations for N
expected exceedance standards.   The observed N+l highest
concentration in one year is used  as an  estimator  for the Nth
characteristic highest concentration.   The distributions are
obtained as follows:
1. A number is chosen randomly from a uniform distribution of
numbers between 0 and 1. This number is used as the cumulative
frequency in the empirically  determined distribution F,QX(XO) to
find the corresponding XQ value.

2. For an N expected exceedance  standard the  same  process  is used
                                49

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with  the  distribution F(N+I) (Z(N+1) ^  to 9enerate  a  value

3.  The process is repeated with  the  distribution Fm(zm) to
generate  a  value  z /-x.
4. From Equation  (6) it follows that:
                                     o
     and
     (8)
where the z/jj+]\, Zm/  an^ XQ have been determined in Steps  1,  2,
and  3.
The observed N+l highest concentration  is  by definition x
                                                          /N+-j_\
5. With this concentration as a design value/ the perceived  needed
adjustment  to  the original distribution  to  bring it  into conformance
with the standard is:
              u - C
                    std/x(N+l)Cl
This perceived adjustment  isf of course, generally  in  error  because
the correct adjustment is  cstd/xNCl
 (Note:  X(N+1) ^s a randomly generated, observed N+l  highest
concentration whereas XN is the characteristic Nth  highest
concentration of  the  original distribution.)
Thus, the new characteristic highest concentration  is  calculated
from:
             Cl  ~  (Cstd/x(N+l)Cl)Cl  ~Cstd/x(N+l)

 6.  The corresponding observed highest  concentration is then:
                                  50

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(11)
7.  Steps 1 through 5 are repeated a large number of times.  The
result is to produce a population of characteristic highest values,
C]_,  and highest values, C/-^.  These distributions are representative
of the distributions of the annual characteristic highest values and
highest values of daily maximum eight-hour CO concentrations of a
large number of sites all brought to conformance with an N expected
exceedance standard.  The standard, in turn,  is based on an estimate
of the characteristic Nth highest concentration and is subject to
error .
     For Tables 4 and 5 in which all sites were brought exactly into
attainment with the  standard, the distribution of z/N\  was set to a
fixed value so that  z/N% = ZN for all percentiles.  The value of
was computed  from Equation  (5) by setting G(z)  = N/n and GQ = 0.1
(since the tail-exponential fits in Appendix  C  were for the upper
10% of the data).  Thus,  for  this  case,  the random procedure in Step
2 always generates  the same value,  ZN.
     In Table 7 theoretical distributions of  z/nj  are used.  If it is
assumed that the daily maximum 8-hour CO concentrations are
independently and identically distributed over  the days of the year,
it is possible to show that
             m-1
F(m)  =
             v=0
                                                             n-v
where G, in the present application, is the tail-exponential
distribution of daily maximum 8-hr  CO concentrations.   (See W. F.
Biller,  "Studies  in the  Review of the Photochemical Oxidant
Standard" Report  prepared  for  the EPA Office of Air Quality Planning
and Standards under Contract No.  68  02  2589, January,  1979.)
Performing the three year  computations  is straightforward.  For
example, where the  16th highest  concentration  in three years is used
as an estimator,  the theoretical distribution  for  z/i g\ in three
years, computed from (12), is  used in Step 4 to determine an xm.  In
                                51

-------
the remaining steps the computation is transformed to the one year
case by setting m equal to 5.333.   For  the   4th  highest  value m is
set equal to 1.333.
                                52

-------
                             APPENDIX C
DATA BASE USED IN INVESTIGATION OF MULTIPLE EXPECTED EXCEEDANCES
AMBIENT AIR STANDARDS EMPLOYING TAIL-EXPONENTIAL DISTRIBUTIONS
     The data base for the investigation of multiple expected
exceedances standardards employing tail-exponential distributions
was obtained by MDAD from the 1979-1981 eight-hour CO concentration
in the SAROAD data bank.  Site-years with less than 189 days of data
were excluded as were site-years whose observed highest eight-hour
concentration was less  than 9.5 ppm.  This selection procedure gave
a data base of 449 site-years.  A statistically acceptable tail-
exponential fit  (p = 0.05)  could not be made to 13 of the site
years.   Consequently the working data base consisted of 436 site-
years.
     For each site-year the following table lists:
     1. Site identification.
     2. Calendar year.
     3. Concentration CQ corresponding to G =  0.1  (See Equation
        (1)/ Appendix B).
     4. Tail-exponential distribution parameter k  (See Equation
        (1), Appendix B).
     5. Number of eight-hour CO concentrations in the site-year
     6. Observed ten-highest daily maximum, eight-hour CO
        concentrations  in ppm.
                                53

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