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Extreme Value
Extreme Value
Frequency Analysis
Reading: Applied Hydrology
Chapter 12
Slides Prepared byVenkatesh
Merwade
Extreme events
Floods
Droughts
1
Frequency of occurence
Return Period
X
Random variable:
Threshold level:xT
X if:
xT
Extreme event occurs
Time between ocurrences of X x
Recurrence interval:
E ( )
Return Period:
or
1
P ( X xT )
T
3
p P ( X xT )
P ( X xT ) (1 p)
P ( X xT at least once in N years) 1 P( X xT all N years)
1
P ( X xT at least once in N years) 1 (1 p) 1 1
T
600
No. of
occurrences = 3
500
400
2 recurrence
intervals in 106
years
300
200
T = 106/2 = 53
years
100
0
1905
1908
1918
1927
1938
1948
1958
1968
1978
1988
1998
Year
If xT = 100, 000
cfs
P( X 100,000 cfs at least once in the next 5 years) =
1- (1-1/15.2) 5 = 0.29
7 recurrence
Data series
Annual Max Flow (10 3 cfs)
600
500
400
300
200
100
0
1905
1908
1918
1927
1938
1948
1958
1968
1978
1988
1998
Year
Hydrologic
data series
Probability distributions
Normal family
Normal distribution
1
f X ( x)
e
2
Standard Normal
distribution
Lognormal distribution
exp
x 2
y
2
y
x 0, and y log x
11
EV type I distribution
f ( x)
x u
1
x u
exp
exp
6sx
u x 0.5772
13
k 1
exp
x 0; , k 0
14
Exponential distribution
f ( x ) e
1
x 0;
x
Gamma Distribution
x 0; gamma function
16
x ; gamma function
y log x
18
x u
1
x u
exp
exp
6sx
u x 0.5772
Define a reduced
variable y
x u
F ( x) exp exp
xu
y
F ( x) exp exp( y )
y ln ln F ( x) ln ln(1 p) where p P(x xT )
1
yT ln ln 1
T
If you know T, you can find yT, and once yT is know, xT can
be computed by
xT u yT
19
Example 12.2.1
6s
6 * 0.177
0.138
T
5
y5 ln ln
ln ln
1.5
T 1
5 1
x5 u y5 0.569 0.138 *1.5 0.78 in
x50 1.11in
20
Frequency Factors
KT Frequency factor
x Sample mean
s Sample standard deviation
x
KT s
x
21
Normal Distribution
Normal distribution
1
f X ( x)
e
2
1 x
xT x
KT
zT
s
1
0.02; K 50 z50 2.054
50
EV-I (Gumbel)
Distribution
x u
F ( x) exp exp
6s
u x 0.5772
T
yT ln ln
T 1
xT u yT
T
6
6
s
s ln ln
T
6
x
s
0.5772 ln ln
T 1
x 0.5772
xT x KT s
KT
6
T
0.5772 ln ln
T 1
23
Example 12.3.2
0.5772 ln ln
T 1
5
6
0
.
5772
ln
ln
0.719
xT x K T s
0.649 0.719 0.177
0.78 in
24
Probability plots
Steps
1.
2.
3.
4.
The pink line you see on the plot is xT for T = 2, 5, 10, 25, 50,
100, 500 derived using the frequency factor technique for
normal distribution.
27
Steps
3.
4.
1.
2.
28
500
Data
Q (1000 cfs)
400
EV1
300
200
100
0
-2
-1
29