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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
Irrigated Rive
r
Agriculture
Recharge Pumping
Base flow
Groundwater Reservoir
Effluent
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
Rain Gauge
Stream Gauge
Stream Flow
Stochastic Hydrology - Applications
Release
IRRIGATED AREA
RESERVOIR
Canal Recharge
AQUIFER
Net
outflow
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
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) = 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
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
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]
f1(x) f2(x)
X=d x
F(x)
F=P[X=d]
d x
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
1 x /5
f(x) = 5 e x>0
F ( x) = 1 e x /5
1 e x /5 = 0.5
x / 5 = ln 0.5
x = 3.5