Section 3: Extreme Rainfall

Distribution Theory
Review important probability concepts associated with
rainfall (and flood) extremes

• Annual maximum series

• Important probability models
• Probability plots
• Estimating parameters of distributions
• Peak-over-threshold series
 Annual Maximum Series
Suppose we have a pluvio record from which we extract,
say the maximum 2-hour rainfall intensity i2 for each year.

Annual maximum intensity for

2-hr duration

Start of year t Start of year t+1 Start of year t+2

Average storm intensity
for 2 hr duration

Time
3-2
 Annual Maximum Series (2)
In any given year the probability that I2 exceeds 10mm/hr in
the maximum 2 hour storm is p.
p is called the annual exceedance probability or AEP
Two possible events in any year:
E : Pr [ I 2 ≥ 10] = p
N : Pr ( I 2 < 10 ) = 1 − p
Because the storms which produce maximum 2 hour
intensity in any year are different, the time series of annual
maximum 2-hour intensities is statistically independent

3-3
 Binomial Distribution
What is the probability of two annual maximum exceedances
( I 2 ≥ 10mm / hr ) in 4 years?
Suppose we have the sequence {E E N N }
Pr {E E N N } = p. p. (1 − p ) . (1 − p )
= p 2 (1 − p )
2

There are 6 possible sequences in which there are two exceedances

EEN N⎫
EN EN⎪
⎪
N N E E⎪
each has probability p 2 (1-p ) of occurring
2
⎬
N E N E⎪
N EEN⎪
⎪
E N N E⎭
4!
⇒ Pr ( 2 E in 4 years ) = p 2 (1 − p )
2

2! ( 4 − 2 )!
3-4
 Binomial Distribution (2)
0.6
In general 0.531
Pr [ x exceedances in n years] 0.5 p=0.1
n! n=6
p x (1 − p )
n− x
=
x !( n − x )!
0.4 0.354

Pr(x)
this is the probability distribution for the 0.3

random variable, X, the number of annual

maximum exceedances in n years. 0.2

It is called the binomial distribution 0.098

0.1

0.015
0.001 ~0 ~0
0.0
0 1 2 3 4 5 6

The expected or average number of annual maximum exceedances in n years is

n
E ( X ) = ∑ x Pr [ X = x ]
x =0
n
n!
= ∑x p x (1 − p )
n− x

x =0 x ! ( n − x )!
3-5
= np
 Geometric Distribution
The probability of two annual maximum exceedances being t years apart is
Pr [ E N N ........ N E ]
|← t years →|
= Pr [ exceedence recurrence interval = t years]
= (1 − p )
t −1
p 0.12

0.10

0.08
Pr(t)

0.06

0.04

0.02

0.00
0 1 2 3 4 5 6 7 8 9 10 3-6
t
 Average Recurrence Interval (ARI)
The average recurrence interval between two annual maximum
exceedances is
∞
E ( T ) = ∑ t Pr ( T = t )
t =1
∞
= ∑ t p (1 − p )
t −1

t =1

= p 1 + 2 (1 − p ) + 3 (1 − p ) + .....⎤
⎡ 2
⎣ ⎦
p
=
⎡⎣1 − (1 + p )⎤⎦
2

1
=
p
e.g. an AEP of p = 0.02 implies ARI=50 years
This doesn’t mean that exceedances occur once every 50 years, but
rather on average, annual exceedance is expected to occur once every 3-7
50 years.
 Poisson and Exponential Distributions
Suppose some event occurs randomly in time with its occurrence independent
of other events.
Suppose the average number of events per unit is ν.
The probability of n events occurring over an interval t is a Poisson distribution

(νt ) n exp(−νt )
P ( n | ν, t ) = , n = 0,1,2,....
n!

Let T be time to the arrival of the next event

P (T > t ) = P ( n = 0 | ν, t )
= exp(−νt )
P(T ≤ t ) =1 − exp(−νt )
The random variable T follows an exponential distribution with expected value 1/ν.

3-8
 Distributions of Extrema
Suppose we have a LONG recording raingauge record, from which
we extract the maximum 2 hour rainfall intensity i2 for EACH year
Form a histogram
Frequency or count
Total = 5000

300 values of I2 fell in

the range 10mm/hr to
10.5mm/hr in say
300 5000yrs.

10 10.5
Histogram Annual maximum 2 – hour duration I2
interval 3-9
As the total number of years N → ∞ , we can make the
histogram interval smaller.
In the limit, we get a smooth curve for the annual maximum
2-hr rainfall intensity I 2
Probability density function

Annual maximum 2 – hour duration storm I2

Provided the area under the curve is adjusted to be 1 we

have a probability density function of i2

3-10
Properties of Probability Density Functions
Probability density function Cumulative distribution function
f(i2) F(i2)
b a

Pr ( a ≤ i2 ≤ b ) = ∫ f ( i2 ) di2 Pr(i 2 ≤ a ) = F(a ) = ∫ f (i 2 ) di 2

−∞
a

f(i2) F(i2)

a b
i2 0

i2

3-11
 Some Important Distributions:
Normal distribution
1 ⎡ 1 ⎛ x − μ ⎞2 ⎤
f ( x) = exp ⎢ − ⎜ ⎟ ⎥
σ 2π ⎢⎣ ⎝
2 σ ⎠ ⎥⎦
where μ ,σ are parameters that must be specified.
Expected value of x
∞
E( x) = ∫ xf ( x ) dx
−∞

=μ
Dispersion or variance of x
var ( x ) = E ( x − μ ) ⎤
⎡ 2
⎣ ⎦
∞
= ∫ ( x − μ ) f ( x ) dx
2

−∞

=σ2
3-12
 Normal Distribution
f(i2)

Area=0.16

μ i2

Measure of symmetry is given by the skewness coefficient

∞
1
η= ∫ ( x − μ ) f ( x ) dx
3

σ 3 −∞
= 0 for normal distribution 3-13
 Standard Normal Deviates
For a particular exceedance probability p the
corresponding value of I 2 can be obtained from
I 2 = μ + K pσ
where Kp is standard normal
deviate with exceedance prob p
For example, what is the I 2 for an
annual exceedance probability of 0.1
if μ = 20,σ = 5mm/hr ?
p = 0.1
⇒ hatched area = 0.5- p = 0.4
⇒ K0.1 = 1.28
⇒ I 2 = 20 + 1.28 × 5 = 26.4mm/hr
3-14
 Log Normal Distribution
log ( I 2 ) is normally distributed
log ( I 2 ) = μ + K pσ
f(I2)
Asymmetric or skewed distribution

3-15
I2
 Log Pearson III distribution
log ( I 2 ) = μ + III
K pσ
where
⎧
⎪ ⎡η ⎛ η⎞ ⎤
3
⎫⎪
III
K p = 2 ⎨ ⎢ ⎜ K p − ⎟ + 1⎥ − 1⎬ η
⎪⎩ ⎣ 6 ⎝ 6⎠ ⎦ ⎪⎭
for -1 ≤ η ≤ 1
with η being the skew of log ( I 2 )
and K p being the standard normal deviate with probability p.
There are 3 parameters μ, σ, η
Note when η = 0 III
K p = K p reducing to the log normal
distribution
3-16
 IIIK
p
Y in AEP of 1 in Y Y in AEP of 1 in Y
Skew 1.0101 1.0526 1.1111 1.25 2 5 10 20 50 100 200 500 Skew 1.0101 1.0526 1.1111 1.25 2 5 10 20 50 100 200 500
Coeff. Coeff.
(g) (g)
Percent Percent
99 95 90 80 50 20 10 5 2 1 0.5 0.2 99 95 90 80 50 20 10 5 2 1 0.5 0.2
3.9 -0.513 -0.513 -0.513 -0.510 -0.414 0.245 1.020 1.932 3.267 4.341 5.456 6.974
0 -2.326 -1.645 -1.282 -0.842 0.000 0.842 1.282 1.645 2.054 2.326 2.576 2.878
3.8 -0.526 -0.526 -0.526 -0.522 -0.414 0.264 1.040 1.943 3.258 4.314 5.407 6.894
-0.1 -2.400 -1.673 -1.292 -0.836 0.017 0.846 1.270 1.616 2.000 2.253 2.482 2.757
3.7 -0.541 -0.541 -0.540 -0.535 -0.414 0.283 1.059 1.953 3.249 4.285 5.357 6.813
-0.2 -2.472 -1.700 -1.301 -0.830 0.033 0.850 1.258 1.586 1.945 2.178 2.388 2.637
3.6 -0.556 -0.555 -0.555 -0.549 -0.414 0.302 1.077 1.963 3.238 4.256 5.306 6.730
-0.3 -2.544 -1.726 -1.309 -0.824 0.050 0.853 1.245 1.555 1.890 2.104 2.294 2.517
3.5 -0.571 -0.571 -0.570 -0.562 -0.413 0.322 1.096 1.971 3.226 4.225 5.253 6.646 -0.4 -2.615 -1.750 -1.317 -0.816 0.067 0.855 1.231 1.524 1.834 2.029 2.201 2.399
3.4 -0.588 -0.588 -0.587 -0.577 -0.411 0.341 1.113 1.980 3.214 4.193 5.199 6.561 -0.5 -2.686 -1.774 -1.323 -0.808 0.083 0.857 1.216 1.491 1.777 1.955 2.108 2.283
3.3 -0.606 -0.606 -0.604 -0.591 -0.408 0.361 1.131 1.987 3.200 4.159 5.144 6.474
-0.6 -2.755 -1.797 -1.329 -0.800 0.099 0.857 1.200 1.458 1.720 1.880 2.016 2.169
3.2 -0.625 -0.624 -0.622 -0.606 -0.405 0.381 1.148 1.993 3.185 4.125 5.087 6.386
-0.7 -2.824 -1.819 -1.333 -0.790 0.116 0.857 1.183 1.423 1.663 1.806 1.926 2.057
3.1 -0.645 -0.644 -0.641 -0.621 -0.400 0.401 1.164 1.999 3.169 4.089 5.029 6.296 -0.8 -2.891 -1.839 -1.336 -0.780 0.132 0.856 1.166 1.389 1.606 1.733 1.837 1.948
3.0 -0.667 -0.665 -0.660 -0.636 -0.396 0.420 1.180 2.003 3.152 4.051 4.970 6.205 -0.9 -2.957 -1.859 -1.339 -0.769 0.148 0.854 1.147 1.353 1.549 1.660 1.749 1.842
2.9 -0.690 -0.688 -0.681 -0.651 -0.390 0.440 1.195 2.007 3.134 4.013 4.909 6.113 -1.0 -3.023 -1.877 -1.340 -0.758 0.164 0.852 1.128 1.317 1.492 1.588 1.664 1.741
2.8 -0.714 -0.711 -0.702 -0.666 -0.384 0.460 1.210 2.010 3.114 3.973 4.847 6.019 -1.1 -3.087 -1.894 -1.341 -0.745 0.180 0.848 1.107 1.280 1.435 1.518 1.581 1.643
2.7 -0.740 -0.736 -0.724 -0.681 -0.376 0.479 1.224 2.012 3.093 3.932 4.783 5.923 -1.2 -3.149 -1.910 -1.340 -0.733 0.195 0.844 1.086 1.243 1.379 1.449 1.501 1.550
2.6 -0.769 -0.762 -0.747 -0.696 -0.369 0.499 1.238 2.013 3.071 3.889 4.718 5.826 -1.3 -3.211 -1.925 -1.339 -0.719 0.210 0.838 1.064 1.206 1.324 1.383 1.424 1.462
2.5 -0.799 -0.790 -0.771 -0.711 -0.360 0.518 1.250 2.012 3.048 3.845 4.652 5.728 -1.4 -3.271 -1.938 -1.337 -0.705 0.225 0.832 1.041 1.168 1.270 1.318 1.351 1.380
2.4 -0.832 -0.819 -0.795 -0.725 -0.351 0.537 1.262 2.011 3.023 3.800 4.584 5.628 -1.5 -3.330 -1.951 -1.333 -0.691 0.240 0.825 1.018 1.131 1.217 1.256 1.282 1.303
2.3 -0.867 -0.850 -0.819 -0.739 -0.341 0.555 1.274 2.009 2.997 3.753 4.515 5.527 -1.6 -3.388 -1.962 -1.329 -0.675 0.254 0.817 0.994 1.093 1.166 1.197 1.216 1.231
2.2 -0.905 -0.882 -0.844 -0.752 -0.330 0.574 1.284 2.006 2.970 3.705 4.444 5.424 -1.7 -3.444 -1.972 -1.324 -0.660 0.268 0.808 0.970 1.056 1.116 1.140 1.155 1.165
2.1 -0.946 -0.915 -0.869 -0.765 -0.319 0.592 1.294 2.001 2.942 3.656 4.372 5.320 -1.8 -3.499 -1.981 -1.318 -0.643 0.282 0.799 0.945 1.020 1.069 1.087 1.097 1.105
2.0 -0.990 -0.949 -0.895 -0.777 -0.307 0.609 1.303 1.996 2.912 3.605 4.298 5.215 -1.9 -3.553 -1.989 -1.311 -0.627 0.294 0.788 0.920 0.984 1.023 1.037 1.044 1.049
1.9 -1.037 -0.984 -0.920 -0.788 -0.294 0.627 1.311 1.989 2.881 3.553 4.223 5.108 -2.0 -3.605 -1.996 -1.303 -0.609 0.307 0.777 0.895 0.949 0.980 0.990 0.995 0.998
1.8 -1.087 -1.020 -0.945 -0.799 -0.282 0.643 1.318 1.981 2.848 3.499 4.147 4.999 -2.1 -3.656 -2.001 -1.294 -0.592 0.319 0.765 0.869 0.915 0.939 0.946 0.949 0.951
1.7 -1.140 -1.056 -0.970 -0.808 -0.268 0.660 1.324 1.972 2.815 3.444 4.069 4.890 -2.2 -3.705 -2.006 -1.284 -0.574 0.330 0.752 0.844 0.882 0.900 0.905 0.907 0.909
1.6 -1.197 -1.093 -0.994 -0.817 -0.254 0.675 1.329 1.962 2.780 3.388 3.990 4.779 -2.3 -3.753 -2.009 -1.274 -0.555 0.341 0.739 0.819 0.850 0.864 0.867 0.869 0.869
-2.4 -3.800 -2.011 -1.262 -0.537 0.351 0.725 0.795 0.819 0.830 0.832 0.833 0.833
1.5 -1.256 -1.131 -1.018 -0.825 -0.240 0.691 1.333 1.951 2.743 3.330 3.910 4.667
-2.5 -3.845 -2.012 -1.250 -0.518 0.360 0.711 0.771 0.790 0.798 0.799 0.800 0.800
1.4 -1.318 -1.168 -1.041 -0.832 -0.225 0.705 1.337 1.938 2.706 3.271 3.828 4.553
1.3 -1.383 -1.206 -1.064 -0.838 -0.210 0.719 1.339 1.925 2.667 3.211 3.745 4.438 -2.6 -3.889 -2.013 -1.238 -0.499 0.369 0.696 0.747 0.762 0.768 0.769 0.769 0.769
1.2 -1.449 -1.243 -1.086 -0.844 -0.195 0.733 1.340 1.910 2.626 3.149 3.661 4.323 -2.7 -3.932 -2.012 -1.224 -0.479 0.376 0.681 0.724 0.736 0.740 0.740 0.741 0.741
1.1 -1.518 -1.280 -1.107 -0.848 -0.180 0.745 1.341 1.894 2.585 3.087 3.575 4.206 -2.8 -3.973 -2.010 -1.210 -0.460 0.384 0.666 0.702 0.711 0.714 0.714 0.714 0.714
-2.9 -4.013 -2.007 -1.195 -0.440 0.390 0.651 0.681 0.688 0.689 0.690 0.690 0.690
1.0 -1.588 -1.317 -1.128 -0.852 -0.164 0.758 1.340 1.877 2.542 3.023 3.489 4.088
-3.0 -4.051 -2.003 -1.180 -0.420 0.396 0.636 0.660 0.665 0.666 0.667 0.667 0.667
0.9 -1.660 -1.353 -1.147 -0.854 -0.148 0.769 1.339 1.859 2.498 2.957 3.401 3.969
0.8 -1.733 -1.389 -1.166 -0.856 -0.132 0.780 1.336 1.839 2.453 2.891 3.312 3.850 -3.1 -4.089 -1.999 -1.164 -0.401 0.400 0.621 0.641 0.644 0.645 0.645 0.645 0.645
0.7 -1.806 -1.423 -1.183 -0.857 -0.116 0.790 1.333 1.819 2.407 2.824 3.223 3.730 -3.2 -4.125 -1.993 -1.148 -0.381 0.405 0.606 0.622 0.624 0.625 0.625 0.625 0.625
0.6 -1.880 -1.458 -1.200 -0.857 -0.099 0.800 1.329 1.797 2.359 2.755 3.132 3.609 -3.3 -4.159 -1.987 -1.131 -0.361 0.408 0.591 0.604 0.606 0.606 0.606 0.606 0.606
-3.4 -4.193 -1.980 -1.113 -0.341 0.411 0.577 0.587 0.588 0.588 0.588 0.588 0.588
0.5 -1.955 -1.491 -1.216 -0.857 -0.083 0.808 1.323 1.774 2.311 2.686 3.041 3.487 -3.5 -4.225 -1.971 -1.096 -0.322 0.413 0.562 0.570 0.571 0.571 0.571 0.571 0.571
0.4 -2.029 -1.524 -1.231 -0.855 -0.067 0.816 1.317 1.750 2.261 2.615 2.949 3.366
0.3 -2.104 -1.555 -1.245 -0.853 -0.050 0.824 1.309 1.726 2.211 2.544 2.856 3.244 -3.6 -4.256 -1.963 -1.077 -0.302 0.414 0.549 0.555 0.555 0.556 0.556 0.556 0.556
0.2 -2.178 -1.586 -1.258 -0.850 -0.033 0.830 1.301 1.700 2.159 2.472 2.763 3.122 -3.7 -4.285 -1.953 -1.059 -0.283 0.414 0.535 0.540 0.541 0.541 0.541 0.541 0.541
0.1 -2.253 -1.616 -1.270 -0.846 -0.017 0.836 1.292 1.673 2.107 2.400 2.670 3.000 -3.8 -4.314 -1.943 -1.040 -0.264 0.414 0.522 0.526 0.526 0.526 0.526 0.526 0.526
0 -2.326 -1.645 -1.282 -0.842 0.000 0.842 1.282 1.645 2.054 2.326 2.576 2.878 -3.9 -4.341 -1.932 -1.020 -0.245 0.414 0.510 0.513 0.513 0.513 0.513 0.513 0.513

Source: Interagency Advisory Committee 0n Water Data (1982) Source: Interagency Advisory Committee on Water Data (1982).

from ARR, Table 3-17

2.3
 Parameter Inference
Normally we do not know the parameters of the
underlying distribution
NOR do we have an infinite number of observations
from the distribution.
Role of statistics is to get the best estimates of the
distribution parameters from a limited sample of size n.
Note that estimates are NOT the true values!
Suppose our sample has n years of annual 2-hour
rainfall maxima
{i
21 , i22 , i23 ,........i2n }
Two approaches are used to estimate parameters of
rainfall probability models
3-18
Approach 1: Classical Method of Moments
1. Normal distribution
Estimate μ by
1 n
m = ∑ i2 j
n j =1
Estimate the variance σ 2 by

( )
n
1
∑
2
s2 = i2 j − m
n − 1 j =1

2. Log-normal distribution
( )
Same as normal except use log i2 j in place of i2 j
3-19
 3. Log Pearson III distribution
Estimate μ by
1 n
( )
m = ∑ log i2 j
n j =1
Estimate the variance σ by2

( ( ) )
n
1 2
s2 = ∑
n − 1 j =1
log i2 j − m

Estimate the skew η by

( )
n
n 3
g=
( )(
n − 1 n − 2 s 3 ∑ ⎡log i2 − m ⎤
) j =1 ⎣ j ⎦
3-20
 Approach 2: Bayesian Approach
Formulate the posterior distribution of parameters given
information on
• Observed annual maxima
• Measurement error
• Censored data (e.g. annual maximum exceeded a
threshold m years in n years).
Must be solved using computers
Find parameters that are most probable in the sense that
they maximise the posterior density

3-21
 Probability Plots
How do we know if data follow a particular probability distribution.
In statistics there are several ways to answer this question. However, the most
intuitive and probably most useful tool is the probability plot.
But first we need some theoretical background on empirical distribution functions.
30000

Normal probability model

Log normal probability model
25000

20000
Fitted flow

15000

10000

5000

0
0 5000 10000 15000 20000 25000 30000
3-22
Observed flow
 Empirical Distribution Functions
Suppose we have n observations {x1, x2,…, xn} which are independent
samples from the probability distribution of the random variable x with pdf f(x)
and distribution function F(x) = P(X<x).
Can we learn anything about the probability distribution of x without making
any assumptions about the underlying distribution?
Rank the data from smallest to largest to give {x(1), x(2), …., x(k),…, x(n)} where
x(k) is referred to as the kth order statistic.
The percentile of the kth-order statistic is defined as

p (k ) = P[ x ≤ x (k ) ] = F[ x (k ) ]
Intuitively if n were large we could estimate the probability of x ≤ x(k) using the
estimator (traditionally called a plotting position)
k
p̂ ( k ) =
n
This is not a good choice! Why? 3-23
 Empirical Distribution Functions (2)
Can show the pdf of the percentile p(k) is
n! k −1
f k (p( k ) ) = p ( k ) (1 − p( k ) ) n −k
(k − 1)!(n − k )!

which is a beta distribution with mean and variance

k (n − k + 1)
E[p(k ) ] =
k Var[p (k ) ]=
n +1 (n + 1)2 (n + 2)

Median plotting position

Weibull or mean plotting position
k − 0.4
k p̂ ( k ) =
p̂ ( k ) = n + 0 .2
n +1
Overestimates the true percentile
On average correctly estimates of x(k) with approximately 50%
the percentile of x(k). probability

3-24
 Quantile-Quantile Plots
For a random variable x with distribution function F(x) the quantile xP satisfies the
condition

P(X ≤ x P ) = F( x P ) = P

A quantile-quantile (or q-q) plot is constructed as follows:

1. Rank the data and estimate the plotting position, the estimated P[X<x(i)] for each
ranked observation x(i)..

2. Fit a probability model to the data and compute the quantile corresponding to the
plotting position.

3. Plot the observed data against the computed quantile. If the plot falls close to the
45o line then the fitted probability model would be judged consistent with the data.
A non-parametric test called the Kolmogorov-Smirnov test can be used to
determine if deviations from the 45o line are statistically significant.

3-25
 Q-Q Plot Example
Part of annual maximum
flood data set n = 54
Rank Observed Plotting Normal Log normal 30000
flow position quantile quantile
P(X<x(i)) Normal probability model
1 269 0.015385 -4812.14 468.2212
2 284 0.030769 -3536.73 607.5744
Log normal probability model
25000
3 700 0.046154 -2718.85 718.056
4 758 0.061538 -2098.1 815.133
5 844 0.076923 -1589.13 904.4437
6 881 0.092308 -1152.65 988.7917 20000
7 939 0.107692 -767.178 1069.798
8 1060 0.123077 -419.601 1148.516

Fitted flow
9 1190 0.138462 -101.308 1225.673
10 1570 0.153846 193.7016 1301.807 15000
11 1580 0.169231 469.7605 1377.328
12 1650 0.184615 730.134 1452.568
13 1700 0.2 977.3279 1527.799
14 1890 0.215385 1213.339 1603.261
10000
15 2110 0.230769 1439.746 1679.152
16 2120 0.246154 1657.865 1755.66
17 2150 0.261538 1868.796 1832.961
18 2190 0.276923 2073.436 1911.209
19 2370 0.292308 2272.575 1990.558 5000
20 2390 0.307692 2466.902 2071.164
21 2420 0.323077 2657 2153.174
22 2440 0.338462 2843.389 2236.736
23 2600 0.353846 3026.538 2322.004 0
24 2630 0 369231 3206 866 2409 133 0 5000 10000 15000 20000 25000 30000
Observed flow
Log-normal distribution closely
approximates true distribution
3-26
 Custom Probability Plots

Although the q-q plot can be constructed for any probability model it requires fitting the
probability model and computing the cumulative probability P[Q<q(i)].

For common probability models special probability plots have been developed which do
not require fitting the model.

One such plot is the normal probability plot. It exploits the fact that if x is normally
distributed with mean μ and standard deviation σ then

x = μ + σK

where K is the standard normal deviate.

The plot is constructed by plotting the observed value on one axis and the corresponding
value of K on the other axis. The appropriate value of K is evaluated using plotting
position for the ranked observation. If x is consistent with the normal distribution its
data will plot as a straight line with slope being the standard deviation.

3-27
 Normal Probability Plot Example
30000
Plotting
Rank Flow log10(Flow) position K Normal
25000
1 269 2.429752 0.015385 -2.16005 probability plot
2 284 2.453318 0.030769 -1.8696
3 700 2.845098 0.046154 -1.68335 20000
4 758 2.879669 0.061538 -1.54198

Flow
5 844 2.926342 0.076923 -1.42608 15000
6 881 2.944976 0.092308 -1.32668
7 939 2.972666 0.107692 -1.2389 10000
8 1060 3.025306 0.123077 -1.15974
9 1190 3.075547 0.138462 -1.08726
5000
10 1570 3.1959 0.153846 -1.02008
11 1580 3.198657 0.169231 -0.95721
0
-3 -2 -1 0 1 2 3

To work out K use Excel Standard normal devia te K

function NORMSINV(plotPos) 100000

Log-normal
probability plot
Data do not follow a straight line 10000

on normal probability plot

Flow

Data closely follow straight line on

1000
log-normal probability plot
Æ Log-normal distribution closely
100
approximates true distribution -3 -2 -1 0 1 2 3
Standard normal deviate K 3-28
 POT (or Partial Duration) Series
Start of year t Start of year t+1 Start of year t+2
Average storm intensity
for 2 hr duration

Threshold qo

Time

Annual maximum series throws away useful information

In year t+1 the second biggest intensity > biggest intensity in year t
Æ Form POT (peak-over-threshold) series to include all independent events
above a threshold intensity

What is the distribution of time T between independent storm events

3-29
with average intensity Q exceeding q?
 POT Series

Suppose all intensities above the

threshold qo are sampled from the same
distribution denoted by the pdf p(q|q>qo)

Suppose over a time interval of length T there are n peaks over the
threshold qo.
This defines the POT time series {q1,…,qn} which consists of n
independent realizations sampled from the pdf p(q|q>qo).
What is the relationship between POT and annual maximum series?

3-30
 POT Series
The number of POT events n occurring over an interval
T is random. Suppose that the random variable n
follows a Poisson distribution with ν being the average
number of POT events per unit time

(νT ) n exp(−νT )
P(n | ν) = , n = 0,1,2,....
n!

The relationship between the POT ARI TP(w) and annual maximum series ARI
TA(w) is

1
TA ( w ) =
⎛ 1 ⎞
1− exp⎜⎜ − ⎟⎟
⎝ TP ( w ) ⎠ 3-31
 POT Series

(i) TA > 10 years

Use of annual maximum series is
generally preferred because it yields
1000 virtually identical answers to POT
analysis and annual maximum series
are easier to extract and define. This
100 series is generally used in design, as
low AEPs in this range are generally
Annual maximum ARI, yrs

required for estimation of a design flood

10
for a structure.
(ii) TA < 10 years
Use of POT series is generally preferred
1
because all events are of interest in this
range, whether they are the highest in
the particular year of record or not. The
0.1
0.1 1 10 100 1000
annual maximum series may omit many
POT ARI, yrs events of interest.
3-32