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Hydrology 03 Probability and Statistics
Hydrology 03 Probability and Statistics
All Tables and Figures (except where noted) were kindly provided by Pearson, from the
textbook by David A. Chin, 2013. Water –Resources Engineering, 3rd edition.
Probability and statistics
1
𝑇=
𝑃𝑒
• Dams
• Floods
N = number of years
𝑃𝑓 = 1 − (1 − 𝑃𝑒)𝑁
Statistical parameters
Variance 𝜎2
𝜎 = 𝜎2
Standard deviation 𝜎
Discrete Σ
Distributions
Continuous ∫
Statistical parameters
Skewness
𝑁 Probability +∞
Probability density 𝑓 𝑥 ′ 𝑑𝑥′ = 1
𝑓 𝑋𝑛 = 1 −∞
distribution function
𝑛=1
function Infinite # of
Finite # of answers
answers
∞
PDFs 𝐹𝑥 𝑥 = 𝑓 𝑥 ′ 𝑑𝑥′
𝑃(𝑥𝑖 ≤ 𝑥𝑛 ) = 𝑓(𝑥𝑖 )
−∞
𝑥𝑖 < 𝑥𝑛
𝑛 ∞
Mean 𝜇= 𝑥 ′ 𝑓 𝑥 ′ 𝑑𝑥′
𝜇= 𝑥𝑖 𝑓(𝑥𝑖 )
−∞
𝑖=1
𝑛 ∞
variance 𝜎2 = (𝑥 ′ − 𝜇𝑥 )2 𝑓 𝑥 ′ 𝑑𝑥′
𝜎2 = (𝑥𝑖 −𝜇𝑥 )2 𝑓(𝑥𝑖 ) −∞
𝑖=1
𝑛 ∞
1 skweness 𝑔𝑓 = (𝑥 ′ − 𝜇𝑥 )3 𝑓 𝑥 ′ 𝑑𝑥′
𝑔𝑓 = 3 (𝑥𝑖 −𝜇𝑥 )3 𝑓(𝑥𝑖 ) −∞
𝜎𝑥
𝑖=1
Example 8.1
A water-resource system is designed such that the probability f(xi), that the
system capacity is exceeded xi times during the 50-year design life, is given by the
following discrete probability:
xi f(xi)
0 0.13
1 0.27
2 0.28
3 0.18
4 0.09
5 0.03
6 0.02
>6 0.00
𝜇= 𝑥𝑖 𝑓(𝑥𝑖 ) = 2
𝑖=1
1
100 𝑦𝑟 𝐹𝑙𝑜𝑜𝑑 exceedance probability 𝑜𝑓 = 1% in any given 𝑦𝑟
100
1
20 𝑦𝑟 𝐹𝑙𝑜𝑜𝑑 exceedance probability 𝑜𝑓 20 = 5% in any given 𝑦𝑟
𝑃 𝑋 > 𝑋𝑇 = 𝑃
1
𝑃 𝑋 > 𝑋𝑇 = 𝑇
𝑃 𝑋 < 𝑋𝑇 = 1 − 𝑃
Cumulative Probability
Example 8.3
Analyses of the maximum-annual floods over the past 150 years in a small river
indicate the following cumulative distribution
Flow, Xn
P(X<xn)
a) Estimate the magnitude of (m3/s)
the flood with a return 0 0
period of 10 years 25 0.19
50 0.35
b) Estimate the magnitudes of 75 0.52
the floods with return
100 0.62
periods of:
Yellow – 20 years 125 0.69
Orange – 35 years 150 0.88
Blue – 50 years 175 0.92
Green – 100 years 200 0.95
225 0.98
250 1.00
PROBABILITY FUNCTIONS
𝑁 𝑛 𝑁−𝑛
𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙 𝐷𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 = 𝑓𝑛 = 𝑃 1−𝑃
𝑛
P = probability of success
n = number of successes
N = number of trials
𝑁 𝑁!
= 𝑝𝑒𝑟𝑚𝑢𝑡𝑎𝑡𝑖𝑜𝑛𝑠 =
𝑛 𝑛! 𝑁 − 𝑛 !
Example 8.4
The capacity of a storm water-management system is designed to accommodate
a storm with a return period of 10 years.
a) What is the probability that the stormwater system will fail once in 20 years?
Answer:
27%
a) What is the probability that the stormwater system will fail at least once in 20
years?
Answer:
The risk of failure (𝑃𝑓 ) or the probability that fails at least once in 20 years is 88%
Examples:
Large earthquake in Mexico City→ 20 years with no event
Return period → 10 years with no event
𝜆𝑛 𝑒 −𝜆
𝑃=𝑓 𝑛 =
𝑛!
a) What is the probability that the design event will be exceeded twice in the first
10 years of the system?
b) What is the probability that the design event will be exceeded more than
twice in the first 10 years?
Answers:
a) 1.6%
b) 0.1%
3. Gamma Distribution
𝜆𝑛 𝑡 𝑛−1 𝑒 −𝜆𝑡
𝑓 𝑡 =
𝑛−1 !
𝜆𝑛 𝑡 𝑛−1 𝑒 −𝜆𝑡
𝑓 𝑡 =
Γ(𝑛)
∞ Gamma Function
Γ(𝑛) = 𝑡 𝑛−1 𝑒 −1 𝑑𝑡 Γ(𝑛) =(n-1)! For n = 1,2,3…
0
𝜆𝛽 (𝑋 − 𝜖)𝛽−1 𝑒 −𝜆(𝑥−𝜖)
𝑃(𝑥) =
Γ(𝛽)
2 𝛽
2 𝛽 𝜖 = 𝜇𝑥 −
𝛽= 𝜆= 𝜆
𝑔𝑥 𝜎𝑥
Symetrical, bell-shaped
2
1 1 𝑥 − 𝜇𝑥
𝑓(𝑥) = 𝑒𝑥𝑝 −
𝜎𝑥 2𝜋 2 𝜎𝑥
𝑥 − 𝜇𝑥
𝑧=
𝜎𝑥
6. Normal distribution or Gaussian Distribution
1 −𝑧 2
𝑓(𝑧) = exp
2𝜋 2
Approximation:
𝐵 𝑓𝑜𝑟 𝑍 ≤ 0
F 𝑧 ≈
1−𝐵 𝑓𝑜𝑟 𝑍 ≥ 0
1 2 3 4 −4
𝐵 = 1 + 0.196854 𝑍 + 0.115194 𝑍 + 0.000344 𝑍 + 0.019527 𝑍
2
Example 8.9
The annual rainfall in the Upper Kissimmee River basin has been estimated to have
a mean of 130 cm and a standard deviation of 15.6 cm. Assuming that the annual
rainfall is normally distributed, what is the probability of having an annual rainfall
of less than 101.6 cm?
Answer:
3.4%
7. Log Normal Distribution
1 (ln 𝑥 − 𝜇𝑦 )2
𝑓 𝑥 = 𝑒𝑥𝑝 − 𝑓𝑜𝑟 𝑥 > 0
𝑥𝜎𝑦 2𝜋 2𝜎𝑦2
Where: 𝑌 = ln 𝑋 𝜇𝑦 ≠ 𝑙𝑛𝜇𝑥
𝜎𝑥
𝐶𝑣 = Coefficient of variation 𝐶𝑣 =
𝜇𝑥
𝑦−𝜇𝑦
Z=
𝜎𝑦
∴ we will transform the variable X into the variable Y and calculate Z
in terms of Y
Example 8.10
Annual-maximum discharges in the Guadalupe River show a mean of 801 m3/s and
a standard deviation of 851 m3/s. If the capacity of the river channel is 900 m3/s,
and the flow is assumed to follow a log-normal distribution, what is the probability
that the maximum discharge will exceed the channel capacity?
Answer:
There is a 28.6% of probability of flooding on any given year
8. Gumbel Distribution or
Extreme Value Type I Distribution
𝑃𝑥 𝑥 = 1 − 𝑒 −𝑔(𝑥)
8. Gumbel Distribution or
Extreme Value Type I Distribution
• The parent distribution to estimate the maxima can be normal, log normal,
gamma, exponential
8. Gumbel Distribution or
Extreme Value Type I Distribution
𝜇𝑥 = 𝑏 + 0.577𝑎 𝜇𝑥 = 𝑏 − 0.577𝑎
𝜎𝑥2 = 1.645 𝑎2 𝜎𝑥2 = 1.645 𝑎 2
𝑔𝑥 = 1.1396 𝑔𝑥 = −1.1396
𝑥−𝑏
If 𝑦= then
𝑎
Gumbel distribution: 𝑓 𝑦 = exp[±𝑦 − exp ±𝑦 ]
The annual-maximum discharges in the Guadalupe River between 1935 and 1978
show a mean of 811 m3/s and a standard deviation of 851 m3/s. Assuming that the
annual-maximum flows are described by an extreme-value Type I (Gumbel)
distribution, estimate the annual-maximum flowrate with a return period of 100
years.
Answer:
A flow of 3,482 m3/s has a return period of 100 years
Estimation of Population Distributions
i) Chi-Square
0<𝑋 2 <𝑋𝛼2
Example 8.18 – using Chi-Square
𝑥 − 𝜇𝑥 𝜇𝑥 = 1225 mm
𝑧= 𝑥 − 1225
𝜎𝑥 𝜎𝑥 = 151 mm 𝑧=
151
𝛼=5%
X rainfall data
1 2 3 4 5
Rainfall Number of Rainfall P(Z<z) Theoretical
Theoretical
z Probability for
range (mm) outcomes (mm) (cumulative) interval (Pm) outcomes (N*Pm)
1 2 3 4 5 6
Rainfall Number of Rainfall P(Z<z) Theoretical
Theoretical (X-N*Pm)2/
z Probability for
N*Pm
range (mm) outcomes (mm) (cumulative) interval (Pm) outcomes (N*Pm)
We got 𝑋 2 =1.42
V=M–1–n
M = 12 → number of intervals
n=2 → number of population parameters (𝜇 and 𝜎)
V = 12 – 1 – 2 = 9
Then the hypothesis 𝐻0 (that the distribution comes from a normal distribution) is
accepted at a 0.05 significant level
ii) Kolmogorov-Smirnov test
If the calculated D value is less than (<) the critical Ks value, then 𝐻0 is accepted
Example 8.19:
Use the Kolmogorov-Smirnov test at the 10% significance level to assess the
hypothesis that the data from example 8.18 are drawn from a normal distribution
Example 8.19 using Kolmogorov-Smirnov
1. Calculate z for every X (same as the X2 test)
2. Calculate the cumulative number of outcomes (k)
1 2
Theoretical
Cumulative
Rainfall (mm) normalized Number of Sample distribution PX(x) (from
Number of |PX(x)-SN(x)|
(x) rainfall (z) outcomes SN(x) =(k/N) appendix
outcomes (k)
C)
1000 -1.490 2 2 2/47=0.043 0.068 0.025
1050 -1.159 3 5 5/47=0.106 0.123 0.017
1100 -0.828 4 9 9/47=0.191 0.204 0.013
1150 -0.497 5 14 14/47=0.298 0.31 0.012
1200 -0.166 6 20 20/47=0.426 0.434 0.008
1250 0.166 7 27 27/47=0.574 0.566 0.008
1300 0.497 7 34 34/47=0.723 0.69 0.033
1350 0.828 5 39 39/47=0.830 0.796 0.034
1400 1.159 3 42 42/47=0.894 0.877 0.017
1450 1.490 2 44 44/47=0.936 0.932 0.004
1500 1.821 2 46 46/47=0.979 0.966 0.013
Same as χ test
Example 8.19 using Kolmogorov-Smirnov
3. Calculate the simple distribution Sn(x) = k/𝑁
N = number of years of data = 47
1 2 3
Theoretical
Cumulative
Rainfall (mm) normalized Number of Sample distribution PX(x) (from
Number of |PX(x)-SN(x)|
(x) rainfall (z) outcomes SN(x) =(k/N) appendix
outcomes (k)
C)
1000 -1.490 2 2 2/47=0.043 0.068 0.025
1050 -1.159 3 5 5/47=0.106 0.123 0.017
1100 -0.828 4 9 9/47=0.191 0.204 0.013
1150 -0.497 5 14 14/47=0.298 0.31 0.012
1200 -0.166 6 20 20/47=0.426 0.434 0.008
1250 0.166 7 27 27/47=0.574 0.566 0.008
1300 0.497 7 34 34/47=0.723 0.69 0.033
1350 0.828 5 39 39/47=0.830 0.796 0.034
1400 1.159 3 42 42/47=0.894 0.877 0.017
1450 1.490 2 44 44/47=0.936 0.932 0.004
1500 1.821 2 46 46/47=0.979 0.966 0.013
Same as χ test
Example 8.19 using Kolmogorov-Smirnov
4. Calculate the theoretical Px(x) using the normalized rainfall (z) in column 1, and
the appendix C1 (just as in X2 test)
1 2 3 4
Theoretical
Cumulative
Rainfall (mm) normalized Number of Sample distribution PX(x) (from
Number of |PX(x)-SN(x)|
(x) rainfall (z) outcomes SN(x) =(k/N) appendix
outcomes (k)
C)
1000 -1.490 2 2 2/47=0.043 0.068 0.025
1050 -1.159 3 5 5/47=0.106 0.123 0.017
1100 -0.828 4 9 9/47=0.191 0.204 0.013
1150 -0.497 5 14 14/47=0.298 0.31 0.012
1200 -0.166 6 20 20/47=0.426 0.434 0.008
1250 0.166 7 27 27/47=0.574 0.566 0.008
1300 0.497 7 34 34/47=0.723 0.69 0.033
1350 0.828 5 39 39/47=0.830 0.796 0.034
1400 1.159 3 42 42/47=0.894 0.877 0.017
1450 1.490 2 44 44/47=0.936 0.932 0.004
1500 1.821 2 46 46/47=0.979 0.966 0.013
Same as χ test
Example 8.18 – using Kolmogorov-Smirnov
1 2 3 4 5
Theoretical
Cumulative
Rainfall (mm) normalized Number of Sample distribution PX(x) (from
Number of |PX(x)-SN(x)|
(x) rainfall (z) outcomes SN(x) =(k/N) appendix
outcomes (k)
C)
1000 -1.490 2 2 2/47=0.043 0.068 0.025
1050 -1.159 3 5 5/47=0.106 0.123 0.017
1100 -0.828 4 9 9/47=0.191 0.204 0.013
1150 -0.497 5 14 14/47=0.298 0.31 0.012
1200 -0.166 6 20 20/47=0.426 0.434 0.008
1250 0.166 7 27 27/47=0.574 0.566 0.008
1300 0.497 7 34 34/47=0.723 0.69 0.033
1350 0.828 5 39 39/47=0.830 0.796 0.034 6
1400 1.159 3 42 42/47=0.894 0.877 0.017
1450 1.490 2 44 44/47=0.936 0.932 0.004
1500 1.821 2 46 46/47=0.979 0.966 0.013
Example 8.18 – using Kolmogorov-Smirnov
Significance level=10%
7
Example 8.18 – using Kolmogorov-Smirnov
8. Determine if 𝐻0 is accepted
D < Ks
Since
D = 0.034 and
Ks =0.352, then
𝐻0 is accepted and the data comes from normal distribution a 10% significant level
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