PROBABILITY AND STATISTICS IN HYDROLOGY

by VUJICA YEVJEVICH

WATER RESOURCES PUBLICATIONS FORT COLLINS, COLORADO, U. S. A. 1972

TABLE OF CONTENTS
Chapter 1 CHARACTERISTICS OF HYDROLOGIC PHENOMENA 1.1 Deterministic and Stochastic Processes of Hydrology 1.2 Probability, Determinism and Hydrology 1.3 Hydrologic Data 1.4 Hydrologic Magnitudes and Cause-Eftect Relations 1.5 Stochastic Nature of Water Demand 1.6 Problems for Discussion and Solutions 1 1 4 5 8 11 13

RANDOM PHENOMENA AND THEIR DISTRIBUTIONS . . . . 14 2.1 Probability and Random Phenomena of Hydrology 14 2.2 Approaches to Probability, and Hydrology 17 2.3 Random Events 20 2.4 Random Variables ?3 2.5 Univariate Distributions 24 2.6 Distributions of Bivariates, Multivariates, and Conditional Variables 28 2.7 Distributions of Functions of Random Variables 34 2.8 Problems for Discussion and Solutions 38 3 VARIOUS PROBABILITY TOPICS APPLIED TO HYDROLOGY 40 3.1 Combinatorial Analysis 40 3.2 Geometric Probabilities 43 3.3 Applications of the Theorem of Total Probabiliu and the Bayes's Theorem 48 3.4 Limit Theorems 52 3.5 Markov Chains ' . ' 55 3.6 Mathematical Expectation, and Variance of Random Variables . . 58 3.7 Law of Large Numbers 59 3.8 Problems for Discussion and Solutions 66 4 STATISTICS AND HYDROLOGY 68 4.1 Relationship of Statistics to Probability Theory 68 4.2 Statistics as Description Numbers 72 4.3 Mathematical Statistical Models 75 4.4 Concepts of Risk and Uncertainty in Hydrology 76 4.5 Statistics in Hydrology 81 4.6 Problems for Discussion and Solutions 82 5 EMPIRICAL DISTRIBUTIONS OF HYDROLOGIC VARIABLES . 83 5.1 Frequency and Cumulative Frequency Curves of Univariates . 83 5.2 Plotting Empirical Univariate Distributions of Ungrouped Data 89 5.3 Multivariate Frequency Distributions 92 5.4 Methods of Presentation and Analysis of Empirical Distributions 94 5.5 Qualitative Analysis of Frequency Distributions 96 5.6 Problems for Discussion and Solutions 97 6 PARAMETERS AND ORDER-STATISTICS AS DESCRIPTORS OF DISTRIBUTIONS 99 6.1 Parameters and Order-Statistics 99 6.2 Descriptors of Central Tendency 102 6.3 Descriptors of Dispersion 106

VII
6.4 6.5 6.6 6.7 6.8 7 Descriptors of Asymmetry Descriptors of Flatness Application Areas of Descriptors of Univariate Distributions in Hydrology and Water Resources Descriptors of Distributions of Bivariates, Multivariates, and Conditional Variables Problems for Discussion and Solutions 109 Ill 112 113 117 118 118 119 121 123 126 134 143 149 159 165 167 169 169 172 173 176 177 180 182 182 185 196 207 21? 213 214 214 219 224 230 232 232 235 242 247 260 263 275 277 277 278 283 285 285 287 295

PROBABILITY DISTRIBUTION FUNCTIONS IN HYDROLOGY 7.1 Functions for Fitting Empirical Frequency Distributions . . . . 7.2 Properties and Classification of Probability Distriburion Functions 7.3 Binomial Distribution 7.4 Poisson Distribution 7.5 Normal Distribution 7.6 Lognormal Distribution 7.7 Gamma Distributions 7.8 Extreme Value Distributions 7.9 Other Univariate Distribution Functions, and Concluding Remarks 7.10 Distribution Functions for Bivariates, Multivariates, and Conditional Variables 7.11 Problems for Discussion and Solutions 8 ESTIMATION METHODS 8.1 Definitions and Properties of Estimates 8.2 Graphical Estimation Method 8.3 Least-Squares Estimation Method 8.4 Method of Moments 8.5 Maximum Likelihood Method 8.6 Problems for Discussion and Solutions 9

SAMPLING THEORY 9.1 Basic Definitions and Approaches 9.2 Parameters of Distributions of Basic Statistics 9.3 Sampling Distribution Functions 9.4 Confidence and Tolerance Intervals and Limits 9.5 Content of Information in Various Parameters 9.6 Problems for Discussion and Solutions 10 TESTING HYPOTHESES AND GOODNESS OF F I T 10.1 Definitions of Hypotheses and Their Testing 10.2 Testing Simple and Composite Hypotheses 10.3 Testing the Goodness of Fit of Probability Functions to Empirical Distributions 10.4 Problems for Discussion and Solutions 11 CORRELATION AND REGRESSION 11.1 Definitions of Correlation and Regression 11.2 Linear Bivariate Correlation 11.3 Spurious Correlation and Interstation Correlation 11.4 Linear Bivariate Regression 11.5 Nonlinear Correlation and Regression 11.6 Multiple Linear Correlation and Regression Analysis 11.7 Problems for Discussion and Solutions 12 MULTIVARIATE ANALYSIS 12.1 Types of Multivariate Analyses 12.2 Multivariate Analysis by Principal Components 12.3 Multivariate Factor Analysis 12.4 Multivariate Canonical Analysis 12.5 Problems for Discussion REFERENCES INDEX