The development of natural gas fields in the North Sea has introduced a new type of heating of homes in northern Europe and also a new type of local pollution source. Using natural gas causes concern about issues regarding emissions of pollutants such as nitrogen oxides, NO and NO2, often collectively referred to as NOX. The study is based on data collected from November 1987 to April 1988 in the village of Åkarp in southern Sweden. Each home in the area was heated by its own natural gas furnace. The question has been how to reveal the contribution of NOX due to the furnace. Another issue of great importance is the total amount of NOX emitted to the atmosphere, and of special interest is the extreme values. Here the Generalized Pareto Distribution is used as a model. It is investigated how an underlying normal error caused by the measuring system will affect the distribution. Further the quantiles in the Generalized Pareto Distribution disturbed by a normal error have been investigated. Methods have been developed so that these quantiles can be expressed in terms of the well known standard normal quantiles. The observed quantiles can then be related to the true quantiles and thus the influence of the measurement errors can be illustrated.