BEE 4730

Watershed Engineering

Fall 2014

HYDROLOGICAL RISK ANALYSIS

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. Chows 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)
B. Pearson III Frequency Factor
C. Empirical Rainfall Frequency-Duration Relationships
1. Some Hershfield Maps (USWB TR-40)
2. Weiss (1962) Equation
3. Worlds Largest Events (PMP)

August 28, 2014

BEE 4730

Watershed Engineering

Fall 2014

A. Lognormal
1. Frequency Factor Methods
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.

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.

Watershed Engineering

BEE 4730

Fall 2014

1.1. Chows Lognormal frequency factor (tabulated KT)

Ven Te Chow (1955) provided the simplest methodology by developing a table of frequency factors
specifically for the lognormal probability distribution function (pdf). The frequency factors are read
directly off the table using the Cv of the data to determine the table row and probability (P) to determine
the table column. The following example illustrates how to perform this frequency analysis.
DATA (x)
Precipitation
(in)
1.22
1.2
1
0.9
0.7
0.7
0.7
0.6
ANALYSIS
P
(from table 1)
0.99
0.95
0.8
0.5
0.2
0.05
0.01

Obs. T2
(years)
9.0
4.5
3.0
2.3
1.8
1.5
1.3
1.1

T = 1/P (years)
1.0
1.1
1.3
2.0
5.0
20.0
100.0

= 0.88 inches
= 0.242 inches
Cv = 0.275

K
(from table 1)
-1.79
-1.4
-0.84
-0.13
0.77
1.82
2.9

X
(inches)
0.45
0.54
0.67
0.85
1.06
1.32
1.58

1.8
1.6

(inches)
Precipitation
(in)
1-hr Precipitation

1.4

DATA

1.2
1.0
0.8

ANALYSIS

0.6
0.4
0.2
0.0
1

10

100

Return
Period
Return
Period
(years)

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

Watershed Engineering

BEE 4730

Fall 2014

1.2 Normal or Gausian frequency factor (Numerical approximation for KT)

A frequency analysis using the lognormal distribution and can be performed using the normal distribution
with log-transformed data; which simply means that you use the logs of your data instead of the raw data
(i.e., the logs are normally distributed):

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:

KT z w

2.515517 0.802853w 0.010328w 2

1 1.432788w 0.189269w 2 0.001308w3

1
w ln 2
P

(A.3)

0.5

(A.4)

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 Ys into Xs, 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:
Microsoft Excel 2007 or earlier:
Microsoft Excel 2010 or later:
MATLAB:
R:

=norminv(1-P, 0, 1)
=norm.inv(1-P, 0, 1)
normcdf(1-P, 0 ,1)
pnorm(1-P, mean=0, sd= )

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.

KT

T
6

0.5772 ln ln

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.

(A.6)

Watershed Engineering

BEE 4730

Fall 2014

2. Approximate Analytical Solution for Lognormal analyses 3

The following approximation for the Normal or Gaussian cumulative distribution function can be fit to
observed data that are Lognormally distributed.

Px

Px 1

1
2
3
4
1 b1 t b2 t b3 t b4 t
2

for t 0

1
2
3
4
1 b1 t b2 t b3 t b4 t
2

(A.7a)

for t < 0

(A.7b)

Where P(x) is the probability of exceedence for a rainfall amount = x. The constants, bi, are:
b1 = 0.196854; b2 = 0.115194; b3 = 0.000344; b4 = 0.019527
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.
The value t for any rainfall amount x is:

log x

(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 Chows (1955) frequency factor
method.
1 .8

P recip itatio n (in )

1 .6
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 )

This information is adopted from: Abramowitz, M. and I.A. Stegun. 1972. Handbook of Mathematical Functions.
Dover Publications, Inc. New York. 930-933.

Watershed Engineering

BEE 4730

Fall 2014

B. Pearson III Frequency Factor

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
1
z 6 z k 2 z 2 1 k 3 zk 4 k 5
3
3
k

Cs
6

(B.1)

(B.2)

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

C. Empirical Rainfall Frequency-Duration Relationships

1. Some Hershfield Maps (USWB TR-40)
The US Weather Bureau has created isohyetal maps (isohyet is a line of equal rainfall) for the contiguous
US (examples are included in this packet).
2. Weiss Equation (1962)
An equation to estimate the rainfall amount from a storm of any frequency (>1 yr.) and any duration (>
10 min.) anywhere in the contiguous U.S. is:
I = 0.0256(C-A)x + 0.00256[ (D-C) (B-A) ]xy + 0.01(B-A)y + A
I= rainfall amount in inches
x = return period variate from Table 1
y = duration variate in Table 2
A = 2-yr, 1-hr storm amount (from Hershfield map)
B = 2-yr, 24-hr storm amount (from Hershfield map)
C = 100-yr, 1-hr storm amount (from Hershfield map)
D = 100-yr, 24-hr storm amount (from Hershfield map)
Table 1 Linearized Rainfall Frequency Variate
Return
1
2
5
10
25
Period (yr.)
Variate
-6.93
0
9.2
16.1
25.3
Table 2 Linearized Rainfall Duration Variate
Duration
0.17
0.33
0.5
0.67
(Hrs.)
Variate
-37
-24
-15.6 -9.4

50

100

32.1

39.1

12

24

17.6

28.8

49.9

73.4

100

3. Worlds 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.