This action might not be possible to undo. Are you sure you want to continue?

**Prediction is very difficult, especially if its about the future.
**

- Neils Bohr

Section 1b– Basic Hydrology

**Statistics and Probability
**

• Many hydrologic data represent random phenomena – temperature, rainfall, wind • We must include extreme events in engineerring analysis – floods, droughts • Always some risk - question is ”How Much?” • Definition of probability and statistics

Section 3– Probability

Probability Rule I

The probability of obtaining either outcome A or B, with A and B independent and mutually exclusive, is the sum of the probability of obtaining each. P(A or B) = P (A U B) = P(A) + P(B) where: P(A or B) = probability of obtaining either A or B P(A) = probability of obtaining event A P(B) = probability of obtaining event B Venn diagram

Section 3– Probability

1

Probability If events are not mutually exclusive. is the product of the independent probabilities of obtaining either A or B. • P(A and B) = P(A n B) = P(A) * P(B) Example: What is the probability of getting a 1 and then a 3 when rolling a fair dice twice? Define Event A= rolling a 1 Define Event B= rolling a 3 P(A) = 1/6 P(B) = 1/6 P(A and B) = P(A n B) = P(A) * P(B) = 1/6 * 1/6 = 1/36 Section 3– Probability 2 . Thus. with A and B independent. then P(A or B) = P (A U B) = P(A) + P(B) .P(A n B) Venn diagram Section 3– Probability Example Example: What is the probability of getting a 1 or a 3 when rolling a fair dice one? • Define Event A = rolling a 1 • Event B = rolling a 3 • P(A) = 1/6 P(B) = 1/6 so • P(A or B)=P(A a B)=P(A)+P(B)= 1/6+1/6=2/6= 1/3 Section 3– Probability Probability Rule II The probability of obtaining both outcome A and B.

so P(A or B) = P(A U B) = P(A) + P(B) P(winning) = P(marble on 0) + P(marble on 5) • = 1/51 + 1/51 = 2/51 = 0.g. 0.00).0! = 1 note: The order of the successes is not important. 0 or 1) • A binomial experiment is one where the outcome is a Bernoulli variable Section 3– Probability Probability Rule III The probability P of having exactly n occurrences (Successes) in N trials is N! p n (1 − p ) N −n n !( N − n )! p= probability of success in any one trial p ( n.Bernoulli Variables and Binomial Experiments A Bernoulli variable is one that can take on only one of two values (e.92% Section 3– Probability 3 . If I bet on only 0 and 5. N ) = n ! = factorial of n remember: 4! = (4*3*2*1) = 24 . just the total number of successes over the number of trials Section 3– Probability Probability Example In a roulette game (1-49. Success or Failure. what is the probability of winning? Let Event A= event marble lands on 0 Event B= event marble land on 5 • Note: Independent events. True or False.0392 = 3.

16670 (1 − 0. P(S) = P (getting a 1) = 1/6 P(2 S’s in 6 tries) p( n.201 2!(6 − 2)! Section 3– Probability Probability Example What is the probability of getting a 1 at most two times in 6 throws of a fair die.1667)6−2 = 0.16671 (1 − . Note: the number of trials fixed. Let event A= getting a 1 at most twice P(A) = P(0 in 6) + P(1 in 6) + P(2 in 6) P(0 S’s in 6 tries) p(0. N ) = N! p n (1 − p) N −n n !( N − n )! p(2.5% Section 3– Probability Probability Example What is the probability of getting a 1 exactly two times in 6 throws of a fair die.16672 (1 − .335 0!(6 − 0)! 6! 0.Probability Example What is the probability of throwing a coin and getting three heads in a row? Let Event A= head on 1st toss Event B= head on 2nd toss Event C= head on 3rd toss • Note: Independent events.402+0.1667)6 −0 = 0.402 1!(6 − 1)! p (1.355+0.201=0. N= 6.938 Section 3– Probability 4 .1667)6−2 = 0.125 = 12.1667 2 (1 − .6) = 6! 0. so P(A_B_C) = P(A)*P(B)*P(C) P(3 heads in a row) = P(1st throw a heads) * P(2nd throw a heads)*P(3rd throw a heads) P(3 heads in a row) = 1/2 * 1/2 * 1/2 = 1/8 =0.6) = 6! 0. 6) = 6! 0. and only count the total number of successes Here n= 2.6) = p(2.1667) 6−1 = 0.201 2!(6 − 2)! P(getting 1 at most twice) = 0.

(1-p)N = 1-(1-1/T)N Reliability is defined as 1.02)30 = 0.01)30 = 0. .0.Return Period • Probability is often expressed as return period T – Means the average number of years between occurrence of an event • The largest storm in 100 years would be an event with a 100 year return period • The 100 year flood has a 1% chance of being exceeded in any year • Pr (occurrence in any year) p= 1/T • The probability event will not occur is p’ = 1-p = 1-1/T • If the probability of a storm occurrence is the same from year to year Section 3– Probability Risk and Reliability • If the probability of a storm occurrence is the same from year to year.455 Fairly high! Let’s use a larger 100-yr flood Risk = 1 .what is the Pr it occurs once in N years • For N year period. . .risk or Reliability = (1-1/T)N Section 3– Probability Class Exercise What is the probability that at least one 50-yr flood will occur during the 30-yr life of a flood control project? The probability of a 50-year flood occurring in any given year is P = 1/T = 1/50 = 0. or N } events in an N-year period or Risk= 1.(1-1/T)N = 1-(1-0. what is the Pr {T-yr} event occurs at least once? • This Pr is called risk R Risk ? { 1 event or 2 event or 3.26 Section 3– Probability 5 .02 The probability of at least one flood is the risk. thus Risk = 1.(1 ..P(no occurrence in N-years) = 1-p(0) = 1.

2] = 97..92 For N= 100.98 years Section 3– Probability 6 .05 = 1 – (1 – 1/T)5 T = 1 / [ 1 – (0.01 For N=10.95)0.71828..99 100 = 0.368 (reliability) P(n > 0 ) = 1 – e-1 = 0. P(n = 0) = (1 .9910=0. what is the probability of having no floods greater than the T-yr flood during a sequence of T years? Here p(n = 0) = (1 – 1/T)T Remember the definition of e 1 e = lim(1 + x ) x = lim(1 + ) n = 2. x →0 n →∞ n So as T gets large P(n = 0 ) = e-1 = 0. P(n=0)=(1-p)10=.p) 100 = 0.632 (risk) Section 3– Probability In Class Exercise Compute the return period of a design storm to be used for the design of a culvert. There is a 5% probability that the design storm will occur in the next 5 years Risk R = 1 – (1 – 1/T)N 0.37 Section 3– Probability In Class Example In general.In Class Example What is the probability that the 100-yr flood will not occur in 10 years or 100 years? p=1/T=1/100=0.

512 = 0.8)3 Probability of having a 5-yr flood in the next 3 years: Risk R = 1 – (0.8)3 = 1 – 0.8 Probability of not having a 5-yr flood in the next 3 years =(0.12 (1 − . 30) = 30! 0.1 Hint: use rule 3 p(2.227 2!(30 − 2)! Section 3– Probability In Class Exercise What is the probability of a flood equal to or greater than a 5-yr flood during the next 3 years? Probability of having a 5-yr flood next year = 1/5 = 0.488 = 48.1) 30−2 = 0.8% Section 3– Probability FLOOD FREQUENCY Section 3– Probability 7 .0.2 Probability of not having a 5-yr flood next year = 1. Here p = 1/10 = 0.In Class Exercise Compute the probability that exactly two 10-yr floods occur in a single 30-yr period.2 = 0.

Flood Frequency Analysis • Statistical Methods to evaluate probability of flood occurrence • Used to determine return periods of rainfall • Used to determine 100 yr flows for floodplain mapping purposes • Used for datasets that have no obvious trends Section 3– Probability Continuous and Discrete Section 3– Probability Probability Distributions CDF is the most useful form for analysis F ( x ) = P ( X ≤ x ) = ∑ P ( xi ) i F(x1) = P(−∞ ≤ x ≤ x1) = x1 −∞ ∫ f (x)dx P(x1 ≤ x ≤ x2) =F(x2)−F(x1) Section 3– Probability 8 .

Moments of a Distribution n th moment µ'N = ∑ x iN P (x i ) −∞ ∞ µ'N = ∫ ∞ −∞ x N f (x )dx First Moment about the Origin E(x) = µ = ∑ x i P(x i ) Discrete Mean Continuous Mean E(x) = µ = ∫ xf (x)dx −∞ ∞ Section 3– Probability Var(x) = second moment about mean Var(x) = σ 2 = ∑(x i − µ)2P(x i ) −∞ ∞ Var(x) = ∞ −∞ ∫ (x − µ) 2 f (x)dx Var(x) = E(x 2 ) −(E(x))2 cv = σ = Coeff. of Variation µ Section 3– Probability Estimates of Moments from Data x= 2 sx = 1 n ∑ x i ⇒ Mean of Data n i 1 ∑ (x i − x )2 ⇒ Variance n −1 Section 3– Probability 9 .

flood or drought data Skewness → µ3 → third central moment σ3 Cs = ∑(x i − x )3 skewness coeff. n 3 (n −1)(n − 2) sx Section 3– Probability Data with Long Right Tail Section 3– Probability Siletz River Data Stationary Data Showing No Obvious Trends Section 3– Probability 10 .Skewness Coefficient Used to evaluate high or low data points .

000 to 15. 000 = 17% Section 3– Probability Cumulative Histogram Probability that Q < 20.000 is 55% Section 3– Probability 11 .Data with Trends Section 3– Probability Frequency Histogram Probability that Q is 10.

Mode • Positive Skew moves mean to right • Negative Skew moves mean to left • Normal Distn has mean = median = mode • Median has highest prob of occurrence Section 3– Probability 12 .Venn Diagram Section 3– Probability Probability Density Function Section 3– Probability Mean. Median.

decays rapidly to low probability • Normal .P (x successes in n trials) • Exponential .Symmetric based on µ and σ • Lognormal .Log data are normal • Gamma .skewed and recommended by the IAC on water data Section 3– Probability Binomial Distribution Section 3– Probability 13 .skewed distribution • Log Pearson III .Generalized Skew Section 3– Probability Major Distributions • Binomial .

Log Pearson Type 3 Section 3– Probability Graphical Methods • Need to fit some distribution to observed data • Data are arranged in order and assign a rank – If order is descending in magnitude. – Highest value has rank of 1 – Lowest value has rank of n • Gives estimate of exceedance probability – Probability ( event = ranked value ) Section 3– Probability 14 .Exponential Distribution Section 3– Probability Normal. Log Normal.

line •Plot data with plotting position formula •Determine P < x by reading the graph for F Section 3– Probability 15 .9 and 84. . then the return period of the mth data point is Tm = N +1 m Section 3– Probability Normal Probability Paper •Place mean at F = 50% •Place one Sx at 15.1% •Connect points with st. b = constants pm −a Pr (mth observation = mth value mN ordered observations such as P1 pm = of < P2 > . PN N +b Section 3– Probability Graphical Methods • Most formula common is pm = Where pm= probability of the mth m N +1 data point (observed value) Clearly. . all can be expressed as • Where a. lowest value has rank of 1 – Lowest value has rank of 1 – Highest value has rank of n • Gives estimate of non-exceedance probability – Pr (event = ranked value) • Many plotting formula are available.Graphical Methods • If order is ascending in magnitude.

Lognormal Probability Paper Section 3– Probability LogN Plot of Siletz R. Mean Straight Line Fits Data Well Section 3– Probability Siletz River Flow Data Various Distributions Section 3– Probability 16 .

assume normal dist’n •If Cs large.(Mean and Var of Y) •Take Skewness of Log data .Analysis of Data •Take Mean and Var of data •Take Skewness C of data •If Cs near zero. take Y = Log x .Normal Distribution Mean Section 3– Probability Flow Duration Curves Section 3– Probability Rules .Cs(Y) •Fit data to Log Pearson 3 or Log Normal Section 3– Probability 17 .

560 5.000 cfs was recorded in 1905 Year 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 Flow 14.In Class Exercise • • • • • • Prepare a flood frequency curve Determine probability of a flow of 20.400 6.136 6.200 12.440 3.984 5.140 4.856 5.680 8. % 18 .450 13.600 980 4.440 22.100 Rank Plot.480 19. A peak flow of 30.700 11. % Year 1962 1962 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 Flow 6.390 15.770 9.376 12.240 22.720 13.030 10.000 cfs Determine the magnitude of flow corresponding to an exceedance probability of 0.360 8.5 Determine the magnitude of flow of a return period of 100 years Use the normal distribution to find extreme values Make a frequency plot using a log normal distribution Section 3– Probability In Class Exercise The following data are maximum flows (cfs) of the Cedar River in Minnesota.400 Section 3– Probability Rank Plot.

- Modern Bayesian Econometrics
- Sim 2009
- Ch09 - Queuing
- Folio Add Math 2010 Baru
- BinomialPoisson2pp
- Modul S20 Teknik Antrian
- KEPONG BARU KL 2013 M2(Q)
- Lecture 22
- Principleof inclusion and exclusion of probability.pdf
- Site Percolation in 2D
- _newbold_ism_04.pdf
- 325 Notes
- MS12 14
- Add Math Project 2010 2nd
- D S Lecture #3 - Queing Theory
- Supplement on Probability
- Exercise - Chapter 4
- P Chapter 1 Solutions 4th Ed 2012
- junior docs
- Pre-Calculus Math 40s - Probability - Lesson 1
- ECONOMETRICS-2015 #10 - Logit and Probit Model
- Slides 01
- Queeeening Theoy
- Additional Mathematics Project
- L05 Binary Choice Models CIE555 0205&10
- TIME-ABSTRACTING BISIMULATION FOR MARKOVIAN TIMED AUTOMATA
- Boss
- Cn2 Probability
- 06 Bayesian Networks
- Unit 1 ( PROBABILITY THEORY ) - statistik
- Lecture4.Probability

Are you sure?

This action might not be possible to undo. Are you sure you want to continue?

We've moved you to where you read on your other device.

Get the full title to continue

Get the full title to continue reading from where you left off, or restart the preview.

scribd