WEEK 9-10 : PROBABILITY AND STATISTICAL

DISTRIBUTION IN HYDROLOGY
LEARNING OUTCOMES
At the end of the week, students should be able to:
perform frequency analysis to obtain plotting positions
(CO2);
apply the concept of risk and reliability for hydrological study
(CO2).
perform flood frequency analysis using Gumbel distribution/
log-Pearson Type III distribution / log normal distribution (CO2)
determine confidence limits for the design flood estimation
(CO2).
 Estimation of Flood Peak
UH method
Empirical method
Modeling/ Simulation
Rational method
Statistical method
 Statistical Method
Probability and statistics are mathematical tools
commonly used:
to reduce and summarize observed data;
to present information in precise and meaningful form;
to determine the underlying characteristics of the
observed phenomenon;
to make prediction concerning future behavior.
The focus is on the event itself rather than the cause or
the processes which produce them.
 Frequency
a.k.a Return Period (T = 1/P)
OR Annual Recurrence Interval (ARI)

P( x xT ) = the probability of occurrence of an event x

of which the magnitude is equal to or in excess of a
specified magnitude xT

e.g. Event x = 24 h rainfall

Magnitude xT = 100 cm
P = P( x xT ) = P( 24 h Rainfall 100 cm )
 Frequency

Say P = P( x xT ) = P( 24 h Rainfall 100cm ) = 0.2

T = 1 / P = 5 years
Hence xT = x5 = 100 cm

The probability that a 24 h rainfall exceeds 100 cm is 0.2.

The return period of a 24 h rainfall of 100 cm is 5 years.
 Binomial Distribution
The probability of an event occurring r times in n
successive years is
n!
Pr,n = nC Pr qn-r = P r q nr
r (n r )!r!

q = 1 P = probability of event NOT occurring

n! = n (n-1) (n-2) . (2) (1)

e.g. The probability that a 24 h rainfall with 5 years

return period occurs 2 times in 3 years is
3!
P2,3 = 3C P2 q3-2
2 = (0.2) 2 (0.8)1 0.096
1! 2!
 Risk & Reliability
The probability of the event NOT occurring at all in n
successive years is P0,n = qn
Reliability Re = ( 1 P )n

The probability of the event occurring at least once in n

successive years is 1 P0,n
Risk R = 1 ( 1 P )n

Example 7.13,
Problem Solving: 2.15, 7.9, 7.22, 7.23
Frequency Analysis
Objective: To relate magnitude of event to the
probability of occurrence.

2 10 100 500
Return period (years)
 Plotting Position (pg 51)
1. The given annual series (of N number of records) is
arrange in descending order of magnitude x.
2. Assign order number m (m magnitude).
3. Calculate plotting position P.
4. Return period T = 1/P.
5. Plot x vs T.
6. Draw the best straight line (fitted curve).
7. Use plot for interpolation (and small extrapolation).
Empirical Equations
m
Weibull equation P N>25
N 1
m
California equation P Most popular
N
m 0.5
Hazen equation P
N
m 0.3
Chegodayev equation P
N 0.4
m 0.44
Blom P
N 0.12
m 3/8
Gringorten equation P
N 1/ 4

N convergence improves
 Exceedance probability

0.998 0.99 0.9 0.7 0.5 0.3 0.1 0.01 0.002

Approximation Extrapolation

Data point

2 10 100 500
Return period
(years)

Example 2.6, pg52

Problem solving: 2.15
 Annual Series
Time series = Chronological data
Annual Series = Time series of annual observations

Daily 96 97 98 99 00 01 02 03 04
rainfall

Time

Annual 96
Rainfall 99 01
98 00
04
97 02
03

year
 Annual Series
Complete duration series
e.g. Annual maximum series,
Annual minimum series
 Daily 96 97 98 99 00 01 02 03 04
rainfall

Time

24h
Maximum
Rainfall 96 97 99 01
98 00
04
02 03

year
24h Annual Maximum Series
Minimum
Rainfall

99 00
96 98 01 04
97 02 03
year
Annual Minimum Series
 Probability Distribution
For small extrapolation, plotting position can be
approximated by a best straight line;
For large extrapolation, plotting position must be
approximated using theoretical probability distribution:
Gumbel distribution
Log-Pearson Type III distribution Most popular

Log-normal distribution
FLOODS Flood Frequency
Studies
Another approach to the prediction of
flood flows, and also applicable to other
hydrologic processes is the statistical
method of frequency analysis
 Probability Distribution
General equation of hydrologic frequency analysis:
xT x KT xT Value of variate with return period T
x Mean of variate
Standard deviation of variate
KT Frequency factor
 Gumbel Distribution pg.309
Extreme Value Distribution Type I

1. Given an annual maximum series, calculate mean x

and standard deviation :
(x x)
2

N 1
2. For the sample size N, determine reduced mean y n
and reduced standard deviation S n using Table 7.3
and Table 7.4.
 Gumbel Distribution
3. Select return period T and calculate the reduced
variate T
yT ln ln
T 1
yT yn
4. Calculate frequency factor KT
Sn
5. Hence xT x KT
To verify data fits Gumbels distribution
1. Plot xT vs T
2. Repeat (3) to (5) to plot another point
3. Draw fitted curve (straight line). Example 7.4,
Example 7.5,7.6
 Example 7.4

Fitted line
Q

Data point

T=2.33yrs, Q = Qave

Return period (years)

If N is large, Gumbel distribution will pass through the mean

annual flood ( Q = Qave ) at T = 2.33 years.
 Confidence Limits
Indicates the limits about the calculated value between
which the true value can be said to lie with a specific
probability based on sampling errors only.
Hydrologic events that have occurred constitute a
random sample, and are used to make inferences about
the true population (all possible events).
The inferences are inevitably uncertain, depending on
the length of record available and on the assumed
probability distribution.
The reliability of an estimate can be evaluated by the
confidence limit for that frequency as tabulated below.
 Confidence Limits

For a confidence probability c, the confidence

interval of the variate xT is bounded by
c (%) f(c)
x 1,2 = xT f(c) Se
50 0.674
f(c) = function of confidence prob. 68 1.00

Se = probable error 80 1.282

90 1.645
b
Se b 1 1.3K 1.1K 2 95 1.96
N 100 2.58
 x1

xT

x2

T
Example 7.7,
Problem solving: 7.12, 7.13, 7.17
 Log-Pearson Type III Distribution

If Z is the transformed variate of X such that

z log x

Then, the equation of hydrologic frequency analysis:

zT z K z z

zT Value of the transformed variate with return period T

z Mean of the transformed variate
z Standard deviation of the transformed variate
K z Frequency factor of the transformed variate
 Log-Pearson Type III Distribution

1. Given an annual series, calculate the transformed

variate z.
2. Calculate the mean z and standard deviation z
of the transformed variate: 2

z (z z)
N 1
3. Determine the coefficient of skew
N ( z z )3
Cs N = sample size
( N 1)( N 2) 3
z
 Log-Pearson Type III Distribution

4. For a selected return period T, determine the

frequency coefficient Kz using Table 7.6.
5. Hence zT z K z z
6. Calculate xT = antilog zT
7. Plot xT vs T
8. Repeat (4) to (7) to plot a few other points
9. Draw fitted curve.
Example 7.8,
Example 7.9, Problem solving: 7.17, 7.18,7.20
 Reliability of frequency analysis improves with
length of records available.
Generally, N > 30 is required.
Frequency analysis should not be adopted if N < 10.
If length of records is not satisfactory, regional
frequency analysis may be adopted for hydrologically
homogenous region.
 Safety Factor & Safety Margin

Safety factor F = Qdesign/ Qanalysed

Safety margin = Qdesign Qanalysed

Design values are selected based on economic reason

& acceptable failure.

Example: 7.11, 7.12, pg 272

Problem Solving: 7.26, 7.27
 Annual Series
Partial duration series = a series of selected data only
e.g. Annual exceedance series = a partial duration
series so chosen such that the number of values
in the series equals the number of year
 Daily
rainfall
Base value

Time

24h
Maximum
Rainfall 96 97 99 01 1 highest data / year
98 00
04
02 03

year
24h Annual Maximum Series
Maximum
Rainfall

Any 9 highest data

year
Annual Exceedance Series
 24h
Maximum
Rainfall

year

TE = Return period for annual exceedance series ( )

T = Return period for annual maximum series ( )
1
T
TE ln TE < T
T 1

Data to be analyzed must be independent.

Difference between T and TE negligible if T>20yrs.
e.g. T=10, TE=9.5, D=5%; T=100, TE=99.5, D=0.5%;