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Last name Pyai (Pyai , พาย ) , all around the world, is a rare surname. The cognomen Pyai is characteristic of South-eastern Asia, particularly Myanmar, where it is quite a rare surname, Malaysia, where it is a very rare surname, and Thailand. Not in comparison with a country's population, the name is most common in Myanmar, India, and Malaysia. Also, Pyai is the forename as well as the last name.