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The following provide succinct guidelines for performing lognormal and log-Pearson III frequency
analyses, the two most commonly used in hydrological engineering, and information for developing
strictly empirical risk estimates. The lognormal probability distribution is usually used for precipitation
frequency analyses and log-Pearson III is typically used for watershed discharge analyses.
A. Lognormal:
1. Frequency Factor (KT) Methods
1.1. Chow’s Lognormal frequency factor (tabulated KT )
1.2. Normal or Gausian frequency factor (Numerical approximation for KT)
2. Approximate Analytical Solution for Lognormal analyses and some example built-in
functions (Excel, MATLAB, R)
A. Lognormal
A simple frequency analysis requires mean, , and standard deviation, , of a set of data (e.g., maximum
value series) and knowledge of the probability density function that best describes the distribution of the
data. The value x for any given probability, P, or return period, T, is calculated using:
xT 1 K T Cv (A.1)
Where Cv is coefficient of variation (/) and KT is called the frequency factor1. Tables of frequency
factors are available for most probability distributions but relatively good approximations are available
for some of the distributions commonly used in water resource engineering.
1
The frequency factor is essentially the “z,” the standard normalized variable for probability distributions. The
adoption of the frequency factor approach essentially streamlines the analytical statistics.
BEE 4730 Watershed Engineering Fall 2014
DATA (x)
Precipitation Obs. T2
(in) (years)
1.22 9.0 = 0.88 inches
1.2 4.5 = 0.242 inches
1 3.0 Cv = 0.275
0.9 2.3
0.7 1.8
0.7 1.5
0.7 1.3
0.6 1.1
ANALYSIS
P T = 1/P (years) K X
(from table 1) (from table 1) (inches)
0.99 1.0 -1.79 0.45
0.95 1.1 -1.4 0.54
0.8 1.3 -0.84 0.67
0.5 2.0 -0.13 0.85
0.2 5.0 0.77 1.06
0.05 20.0 1.82 1.32
0.01 100.0 2.9 1.58
1.8
1.6
1.4
(inches)
(in)
1.2 DATA
1-hr Precipitation
1.0
Precipitation
0.8 ANALYSIS
0.6
0.4
0.2
0.0
1 10 100
Return
Return Period
Period (years)
2
The observed T is calculated with the Weibull (1939) relationship: T = (1 + N)/ rank, N = total number of data.
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
y logx (A.2)
where x is a data point and y is the log-transformed data point. (You can use ln() as well)
For the normal distribution, the frequency factor equals a quantity called the standard normal variable, z,
which can be approximated as:
To carry-out your analysis, log-transform your data, calculate the Cv of these transformed data, choose a
range of probabilities, and use Eqs. (A.3) and (A.1) to calculate the associated Y values, i.e., theoretical
log-transformed event magnitudes for each P. Then transform your Y’s into X’s, which should have the
same units as your original data:
X 10Y (A.5)
If you used ln() in A.2, you would use exp() instead of “10” in A.5. Note also, most computational tools
have functions to calculate the standard normal variable, z:
Recall, z is the integral of the standard normal probability function (a.k.a., cumulative distribution)
between –∞ and 1-P; the standard normal probability function is the normal probability function with a
mean =0 and a standard deviation = 1.
ALSO
Chow (e.g., 1964) also developed a relatively simple approach for determining KT for the Extreme Value
type I (EVI) distribution, which is most commonly used in the frequency analyses of large events,
although the log-normal analysis often works just as well.
6 T
KT 0.5772 ln ln (A.6)
T 1
For extremely small events (e.g., drought conditions), engineers will use log-transformed data in
conjunction with Eq. (A.6), which is often called EVIII.
BEE 4730 Watershed Engineering Fall 2014
The following approximation for the Normal or Gaussian cumulative distribution function can be fit to
observed data that are Lognormally distributed.
Px
1
2
1 b1 t b2 t b3 t b4 t
2 3 4
4
for t 0 (A.7a)
Px 1
1
2
1 b1 t b2 t b3 t b4 t
2 3 4
4
for t < 0 (A.7b)
Where P(x) is the probability of exceedence for a rainfall amount = x. The constants, bi, are:
To calculate t, first log transform all your data, x, to y (Eq. A.2). Then calculate mean, , and standard
deviation, , of the y values.
log x
t (A.8)
Example: Ithaca, NY 1-hour precipitation (1981-1997): data are shown as symbols, the dashed line is the
frequency analysis using the method above and the solid line is using Chow’s (1955) frequency factor
method.
1 .8
1 .6
P recip itatio n (in )
1 .4
1 .2
1 .0
0 .8
0 .6
0 .4
0 .2
0 .0
1 .0 0 1 0 .0 0 1 0 0 .0 0
R e tu rn P e rio d , T (y rs )
3
This information is adopted from: Abramowitz, M. and I.A. Stegun. 1972. Handbook of Mathematical Functions.
Dover Publications, Inc. New York. 930-933.
BEE 4730 Watershed Engineering Fall 2014
The Log-Pearson Type III is the most common distribution used in stream discharge frequency analyses.
Unfortunately, there are no good analytical approximations for this distribution so practitioners almost
always apply the Pearson Type III frequency factor approach, using log-transformed data (Eq. A.2). As
with the lognormal distribution, the frequency factors can be obtained from tables or analytical
approximations (Eq. B.1, B.2)
KT z z 2 1 k
1 3
3
1
z 6 z k 2 z 2 1 k 3 zk 4 k 5
3
(B.1)
Cs
k (B.2)
6
Where Cs is the coefficient of skew of the log-transformed data and z is the standard normal variable as
defined in Eq. (A.3).
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
3. World’s Largest Events and U.S. PMPs (see maps and graph included)
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
BEE 4730 Watershed Engineering Fall 2014
References:
Abramowitz, M. and I.A. Stegun. 1972. Handbook of Mathematical Functions. Dover Publications, Inc.
New York. 930-933.
Chow, V.T. 1955. On the deterimination of frequency factor in log-probability plotting. Trans. AGU. 36:
481-486
Chow, V.T. 1964. Handbook of applied hydrology. McGraw-Hill. New York. Library of Congress Card
No. 63-13931.
Hansen, E.M., L.C. Schreiner, J.F. Miller. 1982. Application of probable maximum precipiation
estimates – United States east of the 105th meridian, NOAA hydrometerological report no. 52,
National Weather Service, Washington, DC/
Hershfield, D.N. 1961. Rainfall Frequency Atlas of the United States. US Weather Bureau Tech. Paper
40, May. Washington, DC.
Weiss, L.L. 1962. A general relation between frequency and duration of precipitation. Mon. Weather
Rev. 90: 87-88.