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INSTITUTE OF SCIENCE

STOCHASTIC HYDROLOGY

Course Instructor : Prof. P. P. MUJUMDAR

Department of Civil Engg., IISc.

Course
Contents

Introduction to Random Variables (RVs)

Probability Distributions - One dimensional RVs

Higher Dimensional RVs Joint Distribution; Conditional

Distribution; Independence

Properties of Random Variables

Parameter Estimation Maximum Likelihood Method

and Method of Moments

Commonly Used Distributions in Hydrology

Hydrologic Data Generation

Introduction to Time Series Analysis

Purely stochastic Models; Markov Processes

Course
Contents
(contd)

Analysis in the Frequency Domain : Spectral Density

Auto Correlation and Partial Auto Correlation

Auto Regressive Moving Average Models

(Box-Jenkins models model identification;

Parameter estimation ; calibration and validation ;

Simulation of hydrologic time series ; Applications to

Hydrologic Data Generation and Forecasting)

Reference
Books

Haan, C.T., "Statistical Methods in Hydrology", First

East-West Press Edition, New Delhi, 1995.

Bras, R.L. and Rodriguez-Iturbe , Random Functions

and Hydrology , Dover Publications, New York, USA,

1993.

Clarke, R.T., "Statistical Models in Hydrology", John

Wiley, Chinchester, 1994.

Yevjevich V. Probability and statistics in Hydrology ,

Water Resources Publications, Colorado, 1972.

Ang, A.H.S. and Tang, W.H., "Probabilistic concepts in

Engineering Planning Design", Vol. 1, Wiley, New York,

1975.

Rainfall Rainfall Catchment

streamflow

Reservoir Hydro-power

Pollution

Irrigated Rive

r

Agriculture

Recharge Pumping

Base flow

Groundwater Reservoir

Effluent

Stochastic Hydrology - Applications

Gauge-A

Reservoir Design

Reservoir

and Operation

Medium term

Flow Mean flow

(Mm3) forecasts for

hydropower/

irrigation/water

Time supply,

(months)

Short term

Observed (historical) flows at Gauge - A

forecasts for flood

History provides a valuable clue to the future

control

Stochastic Hydrology - Applications

Rainfall

and streamflow in a

catchment

Rainfall-Runoff

relationships

Rain Gauge

Stream Gauge

Stream Flow

Stochastic Hydrology - Applications

A , with sufficient lead

time

TOWN Water level at A: Function of

A rainfall in the catchment upstream,

evaporation, infiltration, storage,

vegetation and other catchment

characteristics.

Stochastic Hydrology

- Applications

Multi-reservoir systems

Flood forecasting

Intermediate catchment flows

Long-term operation of the

system

Stochastic Hydrology - Applications

How often does the system Fail to

deliver?

How quickly can the system recover

from failure?

Effect of a failure (e.g., expected flood

damages; deficit hydropower etc.)

Stochastic Hydrology - Applications

Inflow AET Rainfall

Release

IRRIGATED AREA

RESERVOIR

Canal Recharge

AQUIFER

Net

outflow

Stochastic Hydrology - Applications

Governed by :

Streamflow,

Temperature,

Hydraulic properties,

Effluent discharges,

Non-point source

pollution, Reaction

rates ..

Stochastic Hydrology - Applications

FFlood frequency analysis

F return period of critical events

FProbable Maximum Flood

FIntensity-Duration-Frequency relationships,

FRun-lengths : intervals between rainy days

FTime series, data generation, flow

forecasting

Stochastic Hydrology - Applications

1

Flow
Q

F Joint variation of flows in two or more streams

F Urban floods

Estimates of design rainfall intensity based on

probability concepts

F Spatial variation in aquifer parameters

F Uncertainties introduced by climate change

Likely changes in frequencies and magnitudes of

floods & droughts.

Likely changes in stream flow, precipitation patterns,

recharge to ground water

Random Variable

Real-valued function defined on the sample space.

Y Y(s)

Y is a Random

Element s in the Variable

sample space

an experiment values of Y

Intuitively, a random variable (RV) is a

variable whose value cannot be known with

certainty, until the RV actually takes on a

value; In this sense, most hydrologic variables

are random variables

Random Variable

RVs of interest in hydrology

Rainfall in a given duration

Streamflow

Soil hydraulic properties (e.g. permeability, porosity)

Time between hydrologic events (e.g. floods of a

given magnitude)

Evaporation/Evapotranspiration

Ground water levels

Re-aeration rates

Random Variable

Any function of a random variable is also a random

variable.

For example, if X is a r.v., then Z = g(X) is also r.v.

Capital letters will be used for denoting r.v.s and small

letters for the values they take

e.g. X rainfall, x = 30 mm

Y stream flow, y = 300 Cu.m.

We define events on the r.v. e.g. X=30 ; a <Y <b

We associate probabilities to occurrence of events

represented as P[X=30], P[a<Y<b] etc.

Discrete & Continuous R.V.s

Discrete R.V.: Set of values a random variable can

assume is finite (or countably infinite).

No. of rainy days in a month (0,1,2.30)

Time (no of years) between two flood events (1,2.)

assume is infinite (the r.v. can take on values on a

continuous scale)

Amount of rainfall occurring in a day

Streamflow during a period

Flood peak over threshold

Temperature

Probability Distributions

Discrete random variables: Probability Mass Function

p(xi) > 0 ; p(xi) = 1

i

p(xi) = P [X = xi]

p(xi)

x1 x2 x3 ........... xn-1 xn

.

Probability Distributions

Cumulative distribution function : discrete RV

F(x) = p(xi)

xi < x

1.0

p(x1)+p(x2)

p(x1)

x1 x2 x3 ........... xn-1 xn

.

P[X = xi] = F(xi) F(xi-1)

The r.v., being discrete, cannot take values other

than x1, x2, x3. xn; P[X = x] = 0 for x x1,

x2, x3. xn

Some times, it is advantageous to treat

continuous r.v.s as discrete rvs.

e.g., we may discretise streamflow at a

location into a finite no. of class intervals and

associate probabilities of the streamflow

belonging to a given class

Continuous R.V.s

pdf Probability Density Function f(x)

cdf Cumulative Distribution Function F(x)

f(x) > 0 and

f ( x) = 1 can be a pdf

a b x

pdf is NOT probability, but a probability density & therefore

pdf value can be more than 1

Continuous RVs

f(x)

P [x < X < x+dx]

dx x

P [ x < X x + dx ]

f ( x) = lim where f ( x)dx = 1

dx dx

Continuous RVs

PDF Probability Density Function (Probability mass per

unit x)

x2

f(x)

P [x1<X<x2] = f ( x)dx

x1

x1 x2 x

Continuous RVs

x2

x1

F(x)

x x1 x2 x

PDF CDF

f(x)

P[a<X<b]

a b x

P[a < X < b] is probability that x takes on a value

between a and b

equals area under the pdf between a and b

b a b

= f ( x)dx f ( x)dx = f ( x)dx

a

P[a < X < b] = F(b) F(a)

Continuous RVs

x

dF ( x)

f ( x) =

dx

f(x) F(x)

x1 x x1 x

PDF CDF

Cumulative Distribution Function

x

a

1.0

a

Max. value= 1

F(x) P[X<a] = f ( x)dx

= Area under the pdf up to

a

a
x

For continuous RVs, probability of the RV taking a value

exactly equal to a specified value is zero

That is P[X = x] = 0 ; X continuous

d

P[X = d] = P[d < X < d] = f ( x)dx = 0

d

Because P[X = a] = 0 for continuous r.v.

P[a < X < b] = P[a < X < b] = P[a < X < b] = P[a < X < b]

f(x)

1-P[X<a]

a x

Area indicates P[X>a]

P[X > a] = f ( x)dx

a

a

= f ( x)dx f ( x)dx

= 1 F(a)

= 1 P[X < a]

Mixed Distributions

P [X = d] 0

A finite probability associated with a discrete event X = d

At other values that X can assume, there may be a

continuous distribution.

e.g., probability distribution of rainfall during a day:

there is a finite probability associated with a day being

a non-rainy day, i.e., P [X=0], where x is rainfall during

a day; and for x0, the r.v. has a continuous

distribution ;

Mixed Distributions

P[X=d]

f1(x) f2(x)

X=d x

d

1.0

F(x)

F=P[X=d]

d x

Distribution of

f(x) rainfall during a day

f(x), x>0

P[X=0]

0 x

1.0

F(x)

0 x

F(0) = P [X < 0] = P(X=0), in this case.

Example Problem

f(x) = a.x2 0<x<4

=0 otherwise

f ( x)dx =1

a.x 2 dx = 1

3 4

x

a = 1

3 0

Gives a = 3/64 and f(x) = 3x2/64; 0 < x < 4

2. Determine F(x)

x x

F ( x) = f ( x)dx = f ( x)dx

0

x

3x 2

= dx

0

64

3 x

3 x

=

64 3 0

x3

F ( x) = 0 x4

64

Then, for 3

3 27

example,

P[X 3] = F (3) = =

64 64

P[X < 4] = F(4) = 1.0

0 4 6

= 1 f ( x)dx + f ( x)dx + f ( x)dx

0 4

=1[ 0 + 1.0 + 0 ]

=0

Example problem

Consider the following pdf

1 x /5

f(x) = 5 e x>0

2. What is the probability that x lies between 3 and 5

3. Determine x such that P[X < x] = 0.5

4. Determine x such that P[X > x] = 0.75

1. CDF:

x x

F ( x) = f ( x)dx = f ( x)dx

0

x

1 x /5

= e dx

0

5

x /5 x

= e

0

F ( x) = 1 e x /5

= 0.63 0.45

= 0.18

3. Determine x such that P[X < x] = 0.5

1 e x /5 = 0.5

x / 5 = ln 0.5

x = 3.5

P[X x] = 1 P [ X x ] = 0.75

1 1 e x /5 = 0.75

e x /5 = 0.75

x / 5 = ln 0.75

x = 1.44

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