PROBABILITY AND STATISTICS

87-323: Hydrology Winter 2009

87-323 Hydrology University of Windsor

Statistics
To extract the essential information from a set of data, reducing a large set of numbers to a small set of numbers Summarizes the important characteristics of a population or make generalizations about populations using information obtained from random sampling To use the sample to identify and draw inferences about the population Based on mathematical principles that describe the random variation of a set of observations or a process Focus on the observations themselves rather than on the physical processes which produced them
87-323 Hydrology University of Windsor

Statistical Methods

Sample and sample space vs Population

Sample is a random collection/subset of S l i d ll ti / b t f population

Event E t Probability

87-323 Hydrology University of Windsor

Statistical Measures
Moments descriptors of data Mean first moment of values about the origin g

Variance or Standard deviation Second moment

Skewness Third moment

87-323 Hydrology University of Windsor 5

Effect of changes in and Cs on the Probability density f P b bilit d it function ti

Cs = 0 Cs > 0

Cs < 0

87-323 Hydrology University of Windsor

Probabilistic Treatment of Hydrologic Data

Probability is the chance that an even will occur when an observation of the random variable is made Probability density function to define the likelihood of a continuous random variable probability distribution function specifies the chance that an observation x of the variable will fall in a specified range of X (lets say annual precipitation) Discrete random variable can take on a specific value so they will have a non-zero probability

87-323 Hydrology University of Windsor

Typical Questions What is the probability that P(R<35)? P(R>45)? ( ) P(35R45)? Assuming annual precipitation is an independent process, process calculate the probability that there will be two successive years of precipitation less than 35
8

87-323 Hydrology University of Windsor

Return Period and Probability

Hydrology - involves Stochastic Processes Partly deterministic and Partly random Discrete and Random Variables d d bl Hydrologic processes or observations are described using statistics in the form of Return Period 2 or 5 year rainfall y 100-year flood An annual maximum (or any other independent event) even has a return period of T years, if its magnitude is equaled or exceeded once on the average every T yrs once, average, yrs. 1-F =(1/T) the probability that the event equaled or y g y exceeded in any single year
87-323 Hydrology University of Windsor 9

Flow-Duration Curve
Plot of magnitude vs. p percent of time the magnitude is equaled or exceeded.

87-323 Hydrology University of Windsor

10

Probability functions

87-323 Hydrology University of Windsor

11

Probability Distributions for hydrologic variables

The objective of a discrete analysis is most often to assign probabilities to the number of occurrences of an event b biliti t th b f f t Whereas, the objective of a continuous analysis is most often to determine the probability of the magnitude of an event, and vice versa. Normal distribution Log-normal distribution Exponential distribution E ti l di t ib ti Gamma/Pearson Type III distribution Log Pearson Type III distribution
87-323 Hydrology University of Windsor 12

1 e Normal Distribution f ( x) = 2
F ( z) =

1 (x ) 2 2

x
z x

1 e du 2

u2 2

Log-normal Distribution If the log of a random variable (RV) is normally distributed, the RV is considered to have Log-normal distribution Calculate the statistical measures and probability distribution functions for the logarithmic values of the actual data is a log-Pearson distribution with Cs =0
87-323 Hydrology University of Windsor 13

Table 3-4

Normal Distribution Di t ib ti P(z<-2) ? P(-2<z<1)? ( )

87-323 Hydrology University of Windsor

15

Fitting A Probability Distribution

Method of moments Easier, suitable for hydrology Method of Maximum likelihood Testing of the Goodness of fit
Comparison of theoretical and sample values of the relative frequency or the cumulative function

87-323 Hydrology University of Windsor

16

Frequency Analysis
to relate the magnitude of events to the frequency of occurrence th f f through th use of h the f probability distributions Hydrologic data analyzed are assumed to be independent and identically distributed Hydrologic system producing them is considered to be stochastic space and time independent stochastic, Approaches
Probability paper Mathematical Approach
87-323 Hydrology University of Windsor 17

Probability Paper
Plot between the value of random variable vs probability of its occurrence Probability scale depends on the g distribution being used Distributions normal or Gumbel Extreme value distributions

87-323 Hydrology University of Windsor

18

Figure 3-16

Mathematical Approach
Commonly used model for normal, lognormal, Pearson Type III and log-Pearson Type III distributions X=X+KS
Random Variable Mean K reflects the probability of occurrence of value X f l

87-323 Hydrology University of Windsor

20

Plotting Position Formulae

Generic Weibull Hazen
a and b are constants depends on Prob Distribution

ia Pi = n a b +1

i Pi = n +1
i 0 .5 Pi = n

87-323 Hydrology University of Windsor

21