Return Period - Wikipedia

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8/29/2020 Return period - Wikipedia

Return period
A return period, also known as a recurrence interval or repeat interval, is an average time or an
estimated average time between events such as earthquakes, floods,[1] landslides,[2] or a river discharge
flows to occur.

It is a statistical measurement typically based on historic data over an extended period, and is used
usually for risk analysis. Examples include deciding whether a project should be allowed to go forward in
a zone of a certain risk or designing structures to withstand events with a certain return period. The
following analysis assumes that the probability of the event occurring does not vary over time and is
independent of past events.

Contents
Estimating a return period
Return period as the reciprocal of expected frequency
Probability distributions
Poisson
Example
Binomial
Example
Risk analysis
See also
References

Estimating a return period

Recurrence interval

n number of years on record;


m is the number of recorded occurrences of the event being considered e.g. floods

For floods, the event may be measured in terms of m3/s or height; for storm surges, in terms of the
height of the surge, and similarly for other events.This is the Weibull's Formula.[3]

Return period as the reciprocal of expected frequency


The theoretical return period between occurrences is the inverse of the average frequency of occurrence.
For example, a 10-year flood has a 1/10 = 0.1 or 10% chance of being exceeded in any one year and a 50-
year flood has a 0.02 or 2% chance of being exceeded in any one year.

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8/29/2020 Return period - Wikipedia

This does not mean that a 100-year flood will happen regularly every 100 years, or only once in 100
years. Despite the connotations of the name "return period". In any given 100-year period, a 100-year
event may occur once, twice, more, or not at all, and each outcome has a probability that can be
computed as below.

Also, the estimated return period below is a statistic: it is computed from a set of data (the observations),
as distinct from the theoretical value in an idealized distribution. One does not actually know that a
certain or greater magnitude happens with 1% probability, only that it has been observed exactly once in
100 years.

That distinction is significant because there are few observations of rare events: for instance if
observations go back 400 years, the most extreme event (a 400-year event by the statistical definition)
may later be classed, on longer observation, as a 200-year event (if a comparable event immediately
occurs) or a 500-year event (if no comparable event occurs for a further 100 years).

Further, one cannot determine the size of a 1000-year event based on such records alone but instead
must use a statistical model to predict the magnitude of such an (unobserved) event. Even if the historic
return interval is a lot less than 1000 years, if there are a number of less-severe events of a similar nature
recorded, the use of such a model is likely to provide useful information to help estimate the future
return interval.

Probability distributions

One would like to be able to interpret the return period in probabilistic models. The most logical
interpretation for this is to take the return period as the counting rate in a Poisson distribution since it is
the expectation value of the rate of occurrences. An alternative interpretation is to take it as the
probability for a yearly Bernoulli trial in the binomial distribution. That is disfavoured because each year
does not represent an independent Bernoulli trial but is an arbitrary measure of time. This question is
mainly academic as the results obtained will be similar under both the Poisson and binomial
interpretations.

Poisson
The probability mass function of the Poisson distribution is

where is the number of occurrences the probability is calculated for, the time period of interest and
is the counting rate.

Example

If the return period of occurrence is 234 years ( ) then the probability of no occurrence in ten
years is

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8/29/2020 Return period - Wikipedia

Binomial
In a given period of n years, the probability of a given number r of events of a return period is given by
the binomial distribution as follows.

This is valid only if the probability of more than one occurrence per year is zero. Often that is a close
approximation, in which case the probabilities yielded by this formula hold approximately.

If in such a way that then

Take

where

T is return interval
n is number of years on record;
m is the number of recorded occurrences of the event being considered

Example

Given that the return period of an event is 100 years,

So the probability that such an event occurs exactly once in 10 successive years is:

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8/29/2020 Return period - Wikipedia

Risk analysis

Return period is useful for risk analysis (such as natural, inherent, or hydrologic risk of failure).[4] When
dealing with structure design expectations, the return period is useful in calculating the riskiness of the
structure.

The probability of at least one event that exceeds design limits during the expected life of the structure is
the complement of the probability that no events occur which exceed design limits.

The equation for assessing this parameter is

where

is the expression for the probability of the occurrence of the event in question in
a year;
n is the expected life of the structure.

See also
100-year flood
Cumulative frequency analysis
Frequency of exceedance
Residence time

References
1. ASCE, Task Committee on Hydrology Handbook of Management Group D of (1996). Hydrology
Handbook | Books. doi:10.1061/9780784401385 (https://doi.org/10.1061%2F9780784401385).
ISBN 978-0-7844-0138-5.
2. Peres, D. J.; Cancelliere, A. (2016-10-01). "Estimating return period of landslide triggering by Monte
Carlo simulation". Journal of Hydrology. Flash floods, hydro-geomorphic response and risk
management. 541: 256–271. doi:10.1016/j.jhydrol.2016.03.036 (https://doi.org/10.1016%2Fj.jhydrol.
2016.03.036).
3. Anonymous (2014-11-07). "Flood Estimation Handbook" (https://www.ceh.ac.uk/services/flood-estim
ation-handbook). UK Centre for Ecology & Hydrology. Retrieved 2019-12-21.
4. Water Resources Engineering, 2005 Edition, John Wiley & Sons, Inc, 2005.

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This page was last edited on 21 December 2019, at 15:41 (UTC).

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