:


2.1 Introduction
2.2 Statistical Parameters
2.3 Theoretical Probability Distribution
2.4 Frequency Analysis
2


2.5 Graphic Method Using Probability Paper
2.6 Confidence Limits
2.7 Regression and Correlation
2.8 Multivariate Linear Regression and
Correlation
3


**2.9 Analysis of Time Series
**2.10 Dependence Models
2.11 Chi-square Test of
Goodness of Fit

2.1

Introduction

2.1

Introduction

,
.

,
, .

,
.
6

2.2

Statistical Parameters

Mean
for a grouped series with N data points
Arithmetic Mean

1 N
X av = X i
N i =1
Geometric Mean

X gm = ( X 1 X 2 X 3 ... X n )

1/ N

2.2

Statistical Parameters

Mean
for a grouped series with N data points
Harmonic Mean
X hm =

N
N

i =1

1
Xi

N
1
1
1
1
+
+
+
+
...

Xn
X1 X 2 X 3

Weighted Mean

Xw =

w1 X 1 + w2 X 2 + ... + wn X n
w1 + w2 + ... + wn
8

2.2

Statistical Parameters

Example :
Station
Rainfall(cm)
Area(sq. km)

A
51.8
31.0

B
32.0
58.0

D
43.4
31.0

28.7
31.5

F
38.6
86.0

50.5
71.0

G
59.6
27.0

H
31.5
43.5

I
31.7
66.0

Arithmetic Mean
X av

=
N

51.8 + 32.0 + 28.7 + ... + 31.7 367.8

=
= 40.87
9
9

Geometric Mean
X gm = ( X 1 X 2 X 3 ... X n )

1/ N

= ( 51.8 32.0 ... 31.7 )

1/ 9

= 39.6
9

2.2

Statistical Parameters

Harmonic Mean
X hm =

N
N
9
9
=
=
=
= 38.42
N
1
1
1
0.234225
1 1

1
1
1
+
+
+ ... +

51.8 + 32 + ... + 31.7

Xn
i =1 X i
X1 X 2 X 3

Weighted Mean
Xw =

w1 X 1 + w2 X 2 + ... + w9 X 9 51.8 31 + 32 58 + ... + 31.7 66 17688

=
=
= 39.75
31 + 58 + ... + 66
445
w1 + w2 + ... + w9

10

2.2

Statistical Parameters

Median
, . ,
.
: Me = X ( n +1/ 2)

: Me =

X ( n / 2) + X ( n / 2+1)
2

Mode
, .
, .
11

2.2

Statistical Parameters

Standard Deviation
,
.

i =1

n 1

( x x)
n

( x i )

i =1

12

2.2

Statistical Parameters

Coefficient of Variation, C.V.

, ,
, C.V..

C .V . =

x
13

2.2

Statistical Parameters

Coefficient of Skewness

3 =

1
N

( X i X av )

3
N2
3 =
( X i X av )

( N 1)( N 2 )

3
C .S . = 3

14

2.2

Statistical Parameters

Coefficient of Skewness

Me < Md < Mo

Me = Md = Mo

Mo < Md < Me

Cs < 0

Cs = 0

Cs > 0
15

2.2

Statistical Parameters

Coefficient of Kurtosis

4 =

1
N

( X i X av )

4
N3
3 =
( X i X av )

( N 1)( N 2 )( N 3)

4
C .K . = 4

16

2.2

Statistical Parameters

Coefficient of Kurtosis

Cs < 3

Cs = 3

Cs > 3

17

2.3

Theoretical Probability
Distribution

Biominal Distribution

1. n
2. , ,

3. , P
4. x

f ( x ) = C P (1 P )
n
x

n x
18

2.3.1.1 Biominal Distribution

Example
, 20%. .
(1) ?

n = 5, p = 0.2, q = 0.8

p (0) = C05 (0.2)0 (0.8)5 = 0.328

(2) ?

p (1) = C15 (0.2)1 (0.8) 4 = 0.41

19

2.3.1.1 Biominal Distribution

Example
, 5
.
(1) ?

n = 10, p = 0.2, q = 0.8

p (0) = C010 (0.2)0 (0.8)10 = 0.107
(2) ?

p (0) = C210 (0.2) 2 (0.8)8 = 0.302

20

Poisson Distribution

1. n
2. p
3. p n ( finite )

f ( x) =

x e
x!

>0

x = 0,1, 2,...
21

2.3.1.2 Poisson Distribution

Example
80, 300 mm 0.02.
(1) 300 mm ?

p = 0.02
n = 10
np = = 0.02 10 = 0.20
p ( 3) =

( 0.2 ) e0.2
3

3!

= 0.0011
22

2.3.2

Continuous Distribution

Normal Distribution

1. ,
2.
3.,,

f (x ) =

1 x 2
exp (
)
2
2

23

2.3.2

Continuous Distribution

Log-Normal Distribution

z = log x

f ( x) =
x 2

1 ln x 2
z


2 z

x > 0, z = zav
24

2.3.2

Continuous Distribution

Extreme Value Distribution

1.
2.

3.

25

2.4

Frequency Analysis

1.
2.
3.

4.
5.
26


(i) Frequency factor
Dr. Ven Te Chow, 1951
()

(ii)Plotting position

2.5
27

 Return period
Tx

1
T=
P( X x)
X ()
x (200cms)
28

1
P( X x) =
T

1
(1 P ) = 1
T

1 T

n
n
1

1 1

Risk
Risk
29

Q. 40()
(Risk)RR=5%T
Answer

R = 1 1
T

1
0.05 = 1 1
T

40

T = 780 year

30

 (i)

Frequency factor

(XT)

X T = xav x
XT = k

X T : T
xav :
x :
:
kfrenquncy factor
31

 Frequency factor
k
TXT
X T = + k
k
1.
2.
3.k-TTk
32

2.4.1 Gumbels Distribution

( Extreme-value type I distribution )
a+x
= ln [ ln F ( x) ] = ln ln (1 P )
c
X T = a c ln ln T ln (T 1)
= ( c ) c ln ln T ln (T 1)

where a = ( c )

6
6
=

ln ln T ln (T 1)


6
T

=
+

ln
ln

6
T

=
+

0.57721
ln
ln

33

 6
T

X T =
0.57721 + ln ln

T
1

X T = + k

6
T

k =
0.57721 + ln ln

T 1

= 0.45005 + 0.7797 ln {ln T (T 1)}

34

2.4.2 Pearson Type-III Distribution

(Three parameters gamma distribution)
1
x x0
f ( x) =
( )

x x0
exp

x0

(skewed data)

35

TXT
1.Cs ()
2.NN100
1+8.5/N* Cs
3.k-Ttables 2.8a & 2.8bk
4.ChowsXT
X T = + k

36

2.4.3
37 Log-Pearson Type-III Distribution

x log10 x
x10

37

TXT
1. y = log10 x
2.yyCs ()
3.NN100
1+8.5/N* Cs
4.k-Ttables 2 .8a & 2.8b k
5.ChowsYT

X T = 10YT
38

2.4.3 Normal Distribution

Cs 0
2.8a 2.8bk Cs 0

Cs 0
(2.30)

t=

x = + t

tx2.6
k
39

2.4.3 Log Normal Distribution

Cs 0
2.8a 2.8bk Cs 0

x ln x
xy=ln(x)
xx
1 ln( x) y
f ( x) =
exp

2 y x

y
1

40


k 2.9
ChowsYT X T = 10YT
k

k=

exp y k y y 2 1
2

e 1

0.5

CvCs

CS = 3CV + CV

41

Example 2.8
Q.T50100

Table 2.10 annual maximum runoff records

Year
Runoff
(mm)
Year
Runoff
(mm)
Year
Runoff
(mm)

1950 1951 1952 1953 1954 1955 1956 1957

1958

1959

133

85.1

122.8

69.4

1960 1961 1962 1963 1964 1965 1966 1967

1968

1969

66.6

65

81

94.5

94.5

76

86.3

87.5

68.6

92.7

82.5

71.3

90.7

77.3

99.8

74.4

1970 1971 1972 1973 1974

91

106.8 102.2

87

84
42

Example 2.8

Ans.
For
For the
the series
series
Mean

xav

=
n

2170
86.8 mm
=
25

1/ 2
( xi xav )
5156.7
Standard deviation =
=
= 14.66 mm
n 1
25 1

14.66
Coefficient of variation C v =
= 0.1689
86.8

N
3
Coefficient of skewness C s = 3 = 3
( xi xav )

( N 1) ( N 2 )
1/ 2

1
=
14.663

25

41793.7 = 0.553
43
( 25 1)( 25 2 )

Example 2.8

For
For the
the log
log transferred
transferred series
series
Mean

yav =

48.381
= 1.9327 mm
25
1/ 2

0.124358
Standard deviation =
= 0.072 mm
25 1
0.072
Coefficient of variation C v =
= 0.0372
1.9327
1 25 0.001762
Coefficient of skewness C s =
= 0.197
3
0.072 ( 25 1)( 25 2 )

44

Example 2.8

Extreme
Extreme Value
Value Type-I
Type-I
2.7 T50100k

k50 = 3.088 and k100 = 3.729

From Chow ' s relation X T = xav + k
X 50 = 86.8 + 3.088 14.66 = 132.0 mm
X 100 = 86.8 + 3.729 14.66 = 141.5 mm
45

Example 2.8

Pearson
Pearson Type-III
Type-III
Cs=0.553
2.8(a) Cs=0.553T50100k

k50 = 2.315 and k100 = 2.70

From Chow ' s relation X T = xav + k
X 50 = 86.8 + 3.088 2.315 = 120.7 mm
X 100 = 86.8 + 3.729 2.70 = 126.4 mm
46

Example 2.8

Log
Log Pearson
Pearson Type-III
Type-III
Cs=0.197
2.8(a) Cs=0.197T50100k

k50 = 2.15 and k100 = 2.70

From Chow ' s relation YT = yav + k
Y50 = 1.932737 + 0.071983 2.15 = 2.0875005 mm
Y100 = 1.932737 + 0.071983 2.70 = 2.110535 mm
X 50 = e 2.0875005 = 122.3 mm
X 100 = e 2.110535 = 129.0 m m

47

Example 2.9
Q. 280 m3/sec40
m3/sec 10400 m3/sec

Given
Given that
that

xav=280 m3/sec40 m3/sec

XT=400 m3/sec
TP
48

Assume Gumbel distribution for data.

Example 2.9

XTxavk

From
From Chows
Chows relation
relation

400 = 280 40 k k3
For
For Gumbel
Gumbel

k = 0.45005+0.7797 ln ln

T 1

3 = 0.45-0.7797 ln ln

T
1

T
= exp e 4.4248 = exp ( 0.01197 ) = 1.012049
T 1
T = 84 year

49

Example 2.9

The
The Probability
Probability of
of the
the event
event

P = 1 / T = 1/84 = 0.0119
occurring
occurring in
in next
next 10
10 years
years
10

10

1
1

1 1 = 1 1 = 0.1128 = 11.3%
84
T

50

2.5

Graphical Method Using

Probability Paper

Plotting position

1.
2.

1950

285

1951

150

51


3. m
1
4. x
P[Xxm]m/(N+1) N
( )
xm P [Xxm]
1950

285

1954

445

1951

150

1950

285

1952

50

1951

150

1953

12

1955

135

1954

445

1952

50

1955

135

1953

12

1 = 0.1428
7
2 = 0.2857
7
3 = 0.4288
7
4 = 0.5714
7
5 = 0.7143
7
6 = 0.8571
7

52


5. T
T 1/P (N+1)/m
if T = 5
1
5=
P[ X xm ]
1
P[ X xm ] = = 0.2
5

xm P [Xxm]
11 ==0.1428
77 0.1428
22 ==0.2857
0.2857
77
3 = 0.4288
1951
150
3
7
4 = 0.5714
1955
135
4
7
5 = 0.7143
1952
50
5
7

6 = 0.8571
1953
12
6
7
5X294.6 cms

1954
1950

445
285

11
2

53


6.
PX
7.
(Frequency curve)

54

2.5.1 Construction of Probability Paper

kT

1. ()
2. ()

55

56

57

2.5.2 Selection of Type of Distribution

(Extreme value distribution)

Extreme value Type-III distribution
Log normal distribution
Exponential distribution
58

2.6

Confidence Limits

Confidence Limits
X TU = X T + S x
X TL = X T S x
X TU > X T > X TL

where x = a

n 1

n
a = (1 + 1.3k + 1.1k 2 )1/ 2
k :
59

 S
Confidence
limit(%)

50

68

Value of S

0.674

1.00

80

90

1.282 1.645

95

99

1.96

2.58

60

2.7

Regression and
Correlation

EX

(regression line)
y = f (x)

(coefficient of correlation)

61

2.7.1 Graphical Method

62

2.7.2 Analytical Method

( Method of Least squares )
xy
y = a + bx
Se
N

S e = ( y0 i yei )

i =1
N

= ( yi a bxi )

i =1

63

y = a + bx
2

Se Se = ( yi a bxi ) = 0
i =1

y Na b x = 0
y = Na + b x
xy a x b x = 0
xy = a x + b x
y x x x y y

a=
=
N x ( x )
N x y x y
b=
N x ( x )
i

b xi
N

64

2.7.3 Correlation
(correlation coefficient , )

65

Cov ( xi , yi )

x , y

1 N

Cov ( xi , yi ) = ( xi x ) ( yi y )
N i =1

x i yi N x y

=
2
2
2
2

x
N
y
N
i
i
x
y
=

x y ( x y ) N
( x ) N y ( y )
i

2
i

y
yi y =
( xi x )
x

66

2.7.4 Significance of Parameters

(1 r 2 )
Sr =
N
ab
For testing b

(b ) ( N 2)
t = r
b (1 r 2 )

For testing a

( N 2)
(a )
t = r

2
2
2

(1
)(

b
r
x

n
av )

1/ 2

1/ 2

67

2.7.5 Standard Form of Bivariate Equations

y = a + bx

Linear

Exponential y = be
Parabola

ax

y = ax b

Higher order equation y = a1 + a2 x + a3 x + K + an +1 x

2

Other forms of equations:

y=a+b

a
x
y=
y=
x
(b + x)
( a + bx )
68

Example 2.13
Q. 2.14

Assume
Assume aa linear
linear relation
relation

y=a+bx

where y is runoff and x is rainfall of July, respectively

yi x i x i x i yi
2

a=
b=

N xi ( xi )
2

N x i yi x i yi
N xi ( xi )
2

= 94.95

= 0.704
see Table2.15

69

Example 2.13

y=-94.95+0.704x
=0.855

Test for
(1 r 2 )

= 0.081
Sr =
N
+ 3Sr = 0.855 + 3 0.081 = +1.098

3Sr = 0.855 3 0.081 = +0.612

+ 4 Sr = 0.855 + 4 0.081 = +1.179
4 Sr = 0.855 4 0.081 = +0.531

the value of

is significantly different from zero

70

Example 2.13
Assume
Assume aa non-linear
non-linear relation
relation

y=axb

log => log(y) = log(a)+blog(x)

Y = A+BX
log(a) = -1.839 => a = 0.0145
b = 1.563

see Table2.16

y=0.0145x1.563

71

2.8
Multivariate Linear Regression and Correlation
:

x1x2x
x =b0 + b1x1 + b2x2
=> x =Nb0 + b1 x1 + b2 x2

2
=
+
xx
b
x
b
x
1 0 1 1 1 + b2 x1 x2

2
=
+
+
xx
b
x
b
x
x
b
x
2 0 2 1 1 2 2 2

72

2.11 Chi-Square Test

of Goodness of Fit
2

(chisquare test)

(Qi Pei )
Z i
=
=
Pei
i =1
i =1 Pei

73

 vOi
Pei

74

Example 2.19
2

Q. 2.3

Mean = 74.27
Variance = {5(45-74.27)2++2(115-74.27)2} / 55 = 315.85
Standard Deviation = (315.85)0.5 = 17.78
zi of col. (6) (for row 4)=

80 74.27
= 0.329
17.78

For zi = 0.329, F(xi) = 0.5 + 0.129 = 0.629 and so on

75

The chi-square test statistics is calculated in col. (9)

2
{55(0.2

0.224)
}
2

=
= 0.141
For example, 0.141 in row(4) is
0.224
2
For degrees of freedom of (8-2-1) = 5, 0.95 = 11.1

Since 4.459<11.1, fitting of the normal distribution to the data is accepted

76