THE FIRST ASYMPTOTIC

DISTRIBUTION OF EXTREME
VALUES
EXTREME VALUES AND THEIR INITIAL
DISTRIBUTION
• When samples are taken from the same population, the smallest item in
each sample is a random variable which follows certain distribution
function which depends on m and n and on the distribution function of
the population from which samples are drawn.
• When the size of the samples is very large, i.e. in the limit when n → ∞,
the distribution functions of the extreme values are called asymptotic
distribution functions or asymptotes and it no longer depends on m and
n, but only on the nature of its initial distribution.
THREE GENERAL TYPES OF
INITIAL DISTRIBUTION
1. EXPONENTIAL TYPE
Comprises those distributions that for large x converge to unity at least as
fast as the exponential function itself; all their moments exist. These types
of distribution satisfy

this suggests the application of de L’Hospital’s rule.

Examples of this type of distribution are normal, the logistic, the gamma,
and their logarithmically transformed distriibutions.
2. CAUCHY TYPE DISTRIBUTION
• these are distributions, which do not have moments above a certain order.

3. LIMITED DISTRIBUTIONS
• these are distributions with an upper or lower bound or with both. In
hydrology they are mainly of interest in the analysis of low flows and
droughts.
• For example, the lognormal distribution is of the exponential type at the
upper end, since x can assume values all the way to infinity; however, it is
of the limited type at the lower end of the distribution, because x cannot be
smaller than zero or c.
THE FIRST ASYMPTOTE FOR LARGEST VALUES
The asymptotic distribution function of the largest values

and the corresponding density function

where y = αn(x − un) is the reduced largest value. The distribution and the density
function of the extremes are denoted in this section by G(x) and g(x), merely to
distinguish them from the initial distribution function and the initial density function,
respectively.
• In hydrology, it has been especially useful in the analysis of annual floods, i.e. the yearly
maximal discharges on record. It is useful to restate the assumptions on which the derivation is
based, to gain a better understanding of its applicability:
(i) the initial distribution is of the exponential type;
(ii) the events, from among which the largest are considered, must be independent;
(iii) the sample size n is infinitely large.
• In the case of the yearly floods, i.e. the maxima of the daily flows, these conditions are not
really met. One of its practical disadvantages is that, since it has only two parameters, all
moments above the second are related to the first two.
• Another point of interest is the behavior of the first asymptote for extremely large events:
• This shows that, if the largest events are plotted against Tr on semi-log graph paper,
they should tend to a straight line in the range of very large values of Tr. This may be
a useful procedure to apply, when no probability paper is available.
• Fuller found that the largest 24 h average rate of flow to be expected in Tr years is

Where:
Qav = average annual flood
Note:
Qav is proportional to A^0.8, where A is the drainage area.
THE FIRST ASYMPTOTE FOR SMALLEST
VALUES
• The first asymptote for smallest values can be obtained from that for the
largest values by replacing x and un by −x and −un , respectively.

• Most initial distributions are not symmetrical; but Gumbel (1958) has
indicated how in the case of asymmetrical distributions the symmetry
principle can be extended simply by adopting new parameters, say u 1
and 1, instead of un and n.
 THE THIRD ASYMPTOTIC
DISTRIBUTION OF EXTREME
VALUES
THE THIRD ASYMPTOTE FOR LARGEST
VALUES
• This distribution is also known as the Weibull distribution for the
Swedish engineer who first used it to analyze breaking strengths. This
third asymptote is applicable to describe maxima when their initial
distribution has an upper bound.
• The corresponding third asymptotic density function:
THE THIRD ASYMPTOTE FOR SMALLEST VALUES
• In hydrology it is mainly the third asymptotic distribution for smallest values that
has been of interest. Different types of common events, such as rainfall amounts,
wind speeds or river flows, can often be assumed to be unlimited in magnitude, even
the smallest of such events can never be smaller than zero. As for the first
asymptote, the symmetry principle can be applied to derive the distribution of the
smallest values from that of the largest values. The procedure consists of changing
the sign of x, ω and v, and then assigning different values to the parameters, say ω1
and v1, to obtain:
• the first asymptote for smallest values is linked to the third by a
logarithmic transformation

• The first asymptotic distribution for largest values can be used here to
illustrate the construction of probability paper.
• The three asymptotes can be combined into a single expression, this idea
has mostly been applied to the largest values.
Where:
a can be determined by iteration from the sample skew coefficient gs
b can be obtained from the sample variance S2
c can be obtained from the sample mean

Note:
If the data record is so short that the third moment must be considered
unreliable, one can also apply the Weibull procedure. It has subsequently
found wide application in the prediction of various extreme phenomena, such
as floods, rain events, wind speeds and wave heights; it has also come to be
used in the estimation of regional flood frequencies
POWER LAW (OR FRACTAL) DISTRIBUTION
• Many natural phenomena exhibit a type of self-similarity or scale invariance in their
magnitudes, such that, for instance, the ratio of the event with return period Tr = 100
and that with Tr = 10, is equal to the ratio of those with Tr = 1000 and Tr = 100, such
phenomena obey a power law.
• The corresponding density function is

where:
a and b can be derived simply by least squares linear regression of the logs of the
observed values X against the logs of their return periods Tr.
• The power distribution has been found useful in the description of
numerous phenomena, such as fragmentation, earthquakes, volcanic
eruptions, mineral deposits, and land forms, among others. In hydrology,
the power distribution probably found its earliest application in the
description of rainfall intensities.
EXTENSION OF AVAILABLE
RECORDS
HISTORICAL INFORMATION
RETURN PERIODS
• As an illustration of possible scenarios for annual floods, consider the
three cases discussed by Dalrymple:

(i) A single historical event, larger than any event during the regular
period of record, is known to have occurred earlier
(ii) An historical event is known to have occurred and is the largest ever,
until an even larger event occurs during the period of record.
(iii)An historical record is available of all events above a certain base,
such as for example “bankful stage,” and it can be assumed that the
distribution of the lesser events during the regular period of record is
typical for that of the entire historical period.
ESTIMATION OF MOMENTS
• The same weighting method was also recommended in Bulletin 17B (Interagency
Advisory Committee on Water Data, 1982) to adjust the moments for the parameter
estimation of the generalized log-gamma distribution. Adjusted moments can be
calculated from the data as follows;
REGIONALIZATION
• Regional analysis, or regionalization, refers to the extension of available records in
space. Its dual objective is to improve the record at regular measuring sites, and to
provide estimates of frequency characteristics at sites, where no data are available.

INDEX-FLOOD METHOD
• In a hydrologically homogeneous region the flood distribution functions for different
streams are similar; in this case similarity means that, when the distribution
functions are scaled with their respective index-flood, the resulting dimensionless
distributions of all basins in the region can be assumed to have the same shape,
which is independent of drainage area and of any other basin characteristics.
TWO COMPONENTS OF INDEX FLOOD METHOD
Regional Flood Frequency Curve
-this index-flood is usually taken as the sample mean annual flood, but other
measures, such as quantiles. Constructed as the average or the median curve of the
available dimensionless curves.

Relationship Between The Magnitude Of The Index-floods And Easily

Obtainable Basin And Climate Characteristics
- only the drainage area has been considered as the significant characteristic. used to
predict the frequency curve for any ungaged catchment.
 QUANTILE ESTIMATION WITH MULTIPLE
REGRESSION
• first the frequency curves are constructed for the stations for which data are available
within the region of hydrologic homogeneity.
• Characteristics to be considered may include drainage area, main channel slope, main
channel length, mean annual precipitation, fraction of area with lakes and ponds, mean
annual runoff, Tr y 24 h rainfall, mean basin altitude, fraction of basin area covered with
forest, basin shape as ratio of main channel length and area, mean basin elevation, and
possibly others. The final selection of the characteristics to be included can be made on
the basis of their respective statistical significance and on the basis of the reduction of
the standard error caused by their inclusion.
 THEORETICAL DISTRIBUTION FUNCTIONS
WITH REGIONALIZED MOMENTS
• The underlying assumption of this approach is that the
moments in a hydrologically homogeneous region depend on
known or measurable basin and climate characteristics. Thus,
once the moments can be estimated for an ungaged basin
within the region on the basis of these characteristics, it
becomes possible to calculate the parameters of the selected
probability distribution function. This method is less restrictive
than the index-flood method.