Statistical Methods in

HYDROLOGY
CHARLES

The Iowa State

University

T.

Press / Ames

HAAN

Table of Contents
PREFACE

xiii

ACKNOWLEDGEMENTS

xv

INTRODUCTION

PROBABILITY AND PROBABILITY DISTRIBUTIONS

BASIC CONCEPTS

Probability

.7
8

Total Probability Theorem

13

Bayes Theorem
Counting
Graphical Presentation

14

Random Variables

20

Univariate Probability Distributions

Bivariate Distributions

21

Marginal

15

17

28

Distributions

29

Conditional Distributions

30

Independence

.31

Derived Distributions

36

Mixed Distributions

40

Exercises

40

PROPERTIES OF RANDOM VARIABLES

44

Moments and Expectation Univariate Distributions

Moment Generating Functions

45

Measures of Central

47

Arithmetic
Geometric

Tendency

47

47

mean

48

mean

vii

TART.F, OF CONTENTS

djj

Median

48

Mode

Weighted

48
48

mean

Measures of Dispersion

49

Range

49

Variance

49

Measures of Symmetry

50

Measures of Peakedness
Moments and

51

Expectation Jointly Distributed Random

-

52

Covariance

53

Correlation coefficient

53

Further properties of moments

Sample Moments

55

Parameter Estimation

58

57

Unbiasedness

59

Consistency

59

Efficiency
Sufficiency

59

Method of moments

60

Maximum likelihood

62

59

Chebyshev Inequality

63

Law of Large Numbers

64

Exercises

65

SOME DISCRETE PROBABILITY

DISTRIBUTIONS

APPLICATIONS

AND THEIR
68

Hypergeometric Distribution

68

Bernoulli Process

70

Binomial distribution

70

Geometric distribution

73

Negative binomial distribution

Summary of Bernoulli process

75

Poisson Process

75
76

Poisson distribution

76

Exponential

77

distribution

Gamma distribution

Summary of Poisson

Variables

78
process

79

Multinomial Distribution

79

Exercises

81

NORMAL DISTRIBUTION

84

General Normal Distribution

84

Reproductive Properties

85

Standard Normal Distribution

86

Central Limit Theorem

89

Constructing Normal Curves for Data

Normal Approximations

91

90

Binomial distribution

92

Negative

93

binomial distribution

TABLE OF CONTENTS

ix

Poisson distribution

93

Continuous distributions

93

94

Exercises

SOME CONTINUOUS PROBABILITY DISTRIBUTIONS

Uniform Distribution

97
98

Exponential Distribution
Gamma Distribution

101

Lognormal Distribution

106

Extreme Value Distributions

110

Extreme value type 1

Extreme value type III minimum (Weibull)

112

Discussion

118
118

Pearson Distributions

119

Some Important Distributions of Sample Statistics

120

Chi-square

120

The t distribution

120

The F distribution

122

More

on

123

Moment Generating Functions

124
125

Exercises

114

Beta Distribution

Transformations

97

PROBABILITY PLOTTING AND

FREQUENCY ANANLYSIS

128

Graphical Construction of Probability Paper

129

Mathematical Construction of Probabilty Paper

130

Probability Plotting

133

Analytical Hydrologic Frequency Analysis

139

Normal distribution

140

Lognormal distribution

140

Log Pearson type III distribution

140

Extreme value type I distribution

Other distributions

144

General considerations

144

Treatment of zeros

146

144

Regional Frequency Analysis

Frequency Analysis of Precipitation Data
Frequency Analysis of Other Hydrologic Variables

152

Exercises

158

CONFIDENCE INTERVALS AND HYPOTHESIS TESTING

Confidence Intervals

154
158

161
161

Mean of normal distribution

162

Variance of

164

normal distribution

One-sided confidence intervals

165

Parameters of probability distributions

165

Hypothesis Testing
H0:u=
H:y

u
u

i,
i,

H:u= u2> normal distribution, known variance

H:u= u2. normal distribution, unknown variance

166
170
171

TABLE OF CONTENTS

Ho:ia=)j0;Ha:ij?!:po,

normal distribution, known variance

normal distribution, unknown variance

Test for difference in means of two normal distributions

HQ:u=y0;H11:y^vi0,
TestofH0:oJ
population
Test of

B0:a]

a20

versus

Ha:a2 t a\

a\

versus

H:Oj f

a\

for two normal

173

Testing the Goodness of Fit of Data

Chi-square goodness of fit test

Probability

to

Distributions

General comments

on

goodness

173

174
174

176

The Kolmogorov-Smirnov test

of fit tests

178
178

Exercises

180

SIMPLE LINEAR REGRESSION

Notation

180

Simple Regression
Evaluating the Regression

180

Confidence Intervals and Tests of Hypotheses

Inferences on regression coefficients

186

184

188

Confidence intervals

on

regression line

190

Confidence intervals

on

standard

192

error

Extrapolation

192

General Considerations

192

Exercises

194
197

MULTIPLE LINEAR REGRESSION

197

Notation

General Linear Model

197

Confidence Intervals and Tests of Hypotheses

203

Confidence intervals

on

standard

error

on the

203

regression coefficients
Confidence intervals on the regression line

203

Other inferences in

207

Inferences

11

172
173

Test for equality of variances from several normal distributions

10

171

for normal

populations

171

regression

206

Which Line is Best

209

Extrapolation

211

An

Application of Multiple Regression

Transforming Nonlinear Models

212

General Comments

218

Exercises

219

CORRELATION

216

222

Inferences About Population Correlation Coefficients

223

Serial Correlation

227

Correlation and Regional Analysis

Correlation and Cause and Effect

229

Spurious Correlation

231

Exercises

234

230

TABLE OF CONTENTS
12

xi

MULTIVARIATE ANALYSIS

236

Notation

236

Principal Components
Regression on Principal Components
Rotation of Principal Components
Factor Analysis

236

245
I

249
249

Rotation of Principal Components

II
An Application of Regression on Principal Components
Canonical Correlation
-

Multivariate Regression Analysis

Exercises
13

261

DATA GENERATION

263

263

Multivariate Data Generation

267

Applications of Data Generation

271

Exercises

273

ANALYSIS OF HYDROLOGIC TIME SERIES

275

Definitions

275

Autocorrelation

279

Spectral Analysis
Examples of Autocorrelation

15

258

260

Univariate Data Generation

14

25 1
254

280
and Spectral

Density

Functions

283

Summary

286

Exercises

286

SOME STOCHASTIC HYDROLOGIC MODELS

289

Purely Random Stochastic Models

293

First Order Markov Process

293

First Order Markov Process with Periodicity

296

Higher Order Autoregression

298

Models

Multisite Markov Model

Markov Chain Models

298

Other Stochastic Models

309

Exercises

311

302

APPENDICES
A

Proof that s2 is

313
an Unbiased

Estimator for a2

313

Table of Common Distributions and Their

Data for Use in Problem Solutions

316

Matrix Algebra

326

Statistical Tables

333

Properties

314

BIBLIOGRAPHY

353

INDEX

367