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The objective of this study is to examine the use of the conditional probability function (CPF) and nonparametric regres-sion (NPR) to identify the relationship between wind direction and concentration of PM2.5 (particulate matter with aerodynamic diameter less than or equal to 2.5 μm). Twenty four-hour integrated PM2.5 mass and species concentrations were measured at the St. Louis-Midwest Supersite in East St. Louis, Illinois, USA in the periods of 22-28 June 2001, 7-13 November 2001, and 19-25 March 2002. Wind directions were measured on site. The concentrations of 15 elements and ions, Le. AI, As, Cd, Cr, Cu, Fe, Mn, Ni, Pb, Se, Zn, OC, EC, SO4, and NO3 were calculated using the CPF and NPR. The comparison between the results obtained from the CPF and NPR demonstrated that they both agreed well with the locations of the known local point sources. The CPF was simpler and easier to calculate than NPR. In contrast, NPR provided PM2.5 concentrations but with some uncertainties. This study indicates that both methods can be utilized to promote the source apportionment study of ambient PM2.5.