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BY

ABAD ALI

SESSION 2011-2013

DEPARTMENT OF STATISTICS

G C UNIVERSITY, LAHORE (PAKISTAN)

DECLARATION

I, Abad Ai Roll No. 0563-M.Phil-STAT-2011, student of MPHIL in the subjects of Statistics

Session 2011-13 hereby declare that the matter printed in the Thesis on A COHERENT

EXAMINATION OF RAINFALL AND FLOOD DATA IN SOME SELECTED SITES OF

PAKISTAN" is my own work and has not been printed, published and submitted in the form of a

thesis in any University or Research Institute, etc. in Pakistan or abroad.

Dated: ______________

ABAD ALI

Certified that the research work contained in this thesis titled on A COHERENT

EXAMINATION OF RAINFALL AND FLOOD DATA IN SOME SELECTED SITES OF

PAKISTAN" has been carried out and completed by Mr. ABAD ALI, Roll No. 0563-M.PhilSTAT-2011under my supervision.

Supervisor

Dated: _____________

__________________________

Prof. Dr. Saleha Naghmi Habibullah

Visiting Professor

Department of Statistics,

GC University Lahore

Submitted Through:

________________

___________________

Controller of Examination

GC University Lahore

GC University Lahore

ACKNOWLEDGEMENT

None is worthy of praise except gracious ALLAH, Who created the Worlds of numerous

creatures in the capacity of Absolute Authority. Almighty Allah has opened the new dimensions

of knowledge for me and has led me to complete this task. All my respects to Almighty Allahs

last Prophet HAZARAT MUHAMMAD(peace be upon him) who is the great mentor of the

world. He enabled us to recognize the Creator of the world and to understand the philosophy of

life.

I feel great pleasure in expressing from the core of my heart gratitude to my Supervisor who has

been cooperative in all circumstances. I am extremely appreciative of her keen interest,

motivational behavior, tolerance and inspiring guidance that enabled me to surmount this uphill

task. It has been a great honor for me to work under her supervision. Her comments and valuable

suggestions have played a vitally important role.

I am also very thankful to Prof. Sam C Saunders, Prof. Emer. Washington State University,USA

for his valuable comments, suggestions and guidance throughout the period of my research.

I gratefully acknowledge Mr. Jaffer Hussain,Chairperson, Department of Statistics, GC

University,Lahore for his polite, helping, encouraging and motivational behavior to complete this

task. Last but not the least, I would like to thank my dearest mother and my family members.

ABBREVIATIONS

AEP

MOM

Method of Moments

ECDF

MLE

GOF

Goodness of Fit

EVT

GEVD

IWD

PPT

MAPE

MAD

MSD

TABLE OF CONTENTS

Chapter 1 Introduction

1.1

Preliminary Remarks

1.2

Global warming

1.3

Extreme Events

1.4

Precipitation

1.5

Rainfall

1.5.1

Intensity Of Rainfall

1.5.2

Rainfall measurement

1.5.3

1.5.4

Effects on agriculture

1.5.5

1.5.6

1.6

1.6.1

Winter

1.6.2

Monsoon

1.6.3

Pre Monsoon

1.6.4

Post Monsoon

1.7

1.7.1

Hydraulic Structure

1.8

Flood

1.8.1

Flood damaging

1.8.2

Health Hazard

1.8.3

1.8.4

Education

1.8.5

Energy

1.8.6

1.8.7

Environment

1.9

Chapter 2

Literature Review

2.1

Introduction

Chapter 3

Methodology

3.1

Introduction

3.2

Quantile

3.3

Exceedence Probability

3.4

Method of Estimations

3.5

Method of moments

3.6

3.7

3.8

Q-Statistics

3.9

Autocorrelation

3.10

Class of Distributions

3.10.1

3.10.2

3.10.3

Exponential Distribution

3.10.4

Gamma Distribution

3.10.5

Normal Distribution

3.10.6

3.10.7

Logistic Distribution

3.10.8

Nakagami Distribution

3.10.9

Weibull Distribution

3.10.10

3.10.11Rayleigh Distribution

3.10.12

Frechet Distribution

3.11

3.12

Probability Plots

3.13

Utilization of Software

Chapter 4

4.1

Introduction

4.2

Linear Models

4.3

4.4

4.5

4.6

4.7

4.8

4.9

4.10

4.11

Dir Rainfall

4.12

Kohat Rainfall

4.13

4.14

4.15

4.16

Muzafarabad

4.17

4.17.1

Lag Correlation

4.17.2

Cross correlation

Chapter 5

Record values

5.1

Introduction

5.2

5.3

5.4

5.5

5.6

5.7

5.8

5.9

Chapter 6

Stationary Models

6.1

Introduction

6.2

6.3

6.4

6.5

6.4

6.4.1

6.4.2

Tarbela Site

6.4.3

Shahdara Site

6.4.4

Mangla Site

6.4.4

Muzafarabad Site

6.4.4

Balakot Site

6.4.4

Risalpur Site

6.4.4

Kohat Site

6.4.4

Dir Site

Chapter 7

Probability distributions

7.1

Introduction

7.2

7.2.1

Exponential Distribution

7.2.2

Gamma Distribution

7.2.3

Normal Distribution

7.2.4

Log-Normal Distribution

7.2.5

Logistic Distribution

7.2.6

Nakagami Distribution

7.2.7

Weibull Distribution

7.2.8

Burr Distribution

7.2.9

7.2.10

Rayleigh Distribution

7.2.11

7.2.12

Frechet Distribution

7.3

7.4

7.5

Kohat

7.6

Chapter 8

Expected loss

8.1

Introduction

8.2

8.3

Pareto Distribution

7.4

8.5

8.6

Method of Moments

8.7

8.8

REFERENCES

CHAPTER 1

INTRODUCTION

1.1

Preliminary Remarks

Climate change is one of the hottest topics among the scientific community of the world today.

In particular, the phenomenon of global warming is a cause for grave concern for

meteorologists, oceanographers, and many other categories of scientists. United Nations bodies

(such as the World Health Organization) and national organizations (such as the US

Environmental Protection Agency) are investigating the risks to the inhabitants of this world due

to global warming.

One very important area of concern linked with the phenomenon of global warming is the

occurrence of flooding that is liable to cause loss of life and heavy damages to property. In

particular, people in the developing countries suffer heavily due to the damages caused by

excessive rain and flooding. Pakistan, for example, has experienced a number of floods during

the past few decades some of which caused excessive damage to life and property.

1.2

Global warming

The phenomenon of global warming has been taking place on planet earth for the past 15,000

years. Increase in the temperature of the planet gradually is considered as global warming. The

global warming is also called greenhouse effect. The greenhouse gasses (i.e carbon

monoxides,carbondioxide, sulpher dioxide etc) are the main caused of global warming. The

human beings, industries and vehicles are released these gasses.According to the scientists, these

gasses affect the atmosphere desperately. It caused to make a hole in the ozone layer, which is

working as a protector to the earth against the ultravioletrays released by the sun. Due to this

phenomenon, the earth received a higher temperature that caused global warming.

According to the opinion of a vast majority of the scientists today, this undesirable phenomenon

is the result of industrialization, significant increase in the human population and other factors

for which we ourselves are responsible.

Global warming exerts a variety of negative effects on the planet and its inhabitants such as

reduction of territories, damage to marine ecologies, destruction of seasonal insects and many

others. Extreme events such as high storms, cyclones and hurricanes can cause enormous

damages and destruction of infrastructures. People may experience increased water-loss from

reservoirs due to dryness, long summers and short winters as well as extreme temperature both in

summer and winter.Sometimes, the situation may become very grave such as in the case of

severe famines.

1.3

Extreme Events:

Any event is considered an extreme event if its amount differs from its normal value to a greater

extent, for example, inundation droughts and earthquakes etc. Extreme events affect human life

and property to a large extent. As such, attempts aimed at accurate modeling of extreme events

carry great significance for protecting human life and property.

During the past few decades, researchers have been greatly interested in studying extreme events

including both lower and upper extreme events. The smallest value of a data-set and the largest

value of a data-set, both are studied as extreme events. Analysis of record values (lower and

upper) based on some probability distributions have been studied.

1.5

Rain fall:

Precipitation in liquid form is called rain. Surface water on earth crust is evaporated by sun rays

then converted into clouds followed by the returning back to the earth surface in the form of

drops. This type of precipitation is called rainfall.

1.5.1

Intensity of rainfall:

Rainfall has broader effect on the socio-economic and human culture, so it is necessary to

measure it up. The intensive levels are classified as followed. Light rain is rated as 0.098

inches/hour.

The rain is considered moderate as it lies between 0.098 to 0.3 inches per hour. Heavy rain is

packed as 0.3 to 2 inches per hour. Extreme rain is reduced as 2 inches per hour to maximum.

1.5.2

Rainfall measurement:

Sectors like industry forestry and agriculture require swift updating of rainfall measurement.

Standardized rain gauge is used to detect rain and snow. Rain gauge is a device to measure the

depth of precipitation per unit area (m2) counted as millimeters. One litter water is precipitated

as if there is one millimeter per square meter rain fall. There is another unit as inches/square foot.

A rain gauge is a funnel with its upper end opens a storage beaker to measure depth of stored

water.

Pakistan meteorological department measure the rainfall at different stations and record is being

kept at different intervals like daily, weekly, monthly and annual basis.

1.5.3

Rainfall is a natural consequence of climate influence here on earth especially for those areas

which are far from irrigation systems. Rainfall has a splendid effect on human beings including,

mode, celebrations, socio economic sectors, poetry etc.

1.5.4

Effects on agriculture:

Rainfall is a natural phenomenon that has been specious impact on human existence. After some

regular intervals the rainfall is necessary for the plants to survive and nourish. Excessive

irregularity in rainfall patterns affects adversely the agriculture sector and its allied socioeconomic sectors like irrigation pattern and grain storage along with fodder.

1.5.5

Rainfall has a great effect on the socio-cultural aspect of life. The socio-cultural aspect has much

relation to the economy. A society having strong economic grounds has a much developed

culture. Agricultural economies are largely affected by the rain fall patterns. So there life styles

and culture are also getting affected. Rainfall has a direct influence on the behavior and moods of

people. Excessive rain getting country considers sunshine a blessing, a dry land devoid of rain

considers a single drop of rain a heavy blessing. Absence of rain and floods has some great

psychological and social effects. Poetry verses, objects, music attitudes, literature writings are

also affected by the rain. After all rain as a weather event have a great impact on human life.

1.5.6

Pakistan is a country of diversity with an average climate of hot and arid. Its an

agricultural country with latitudes 24N to 37N and longitudes 61E to 71E. Some areas receive

heavy rainfall, some with moderate and some with areas receiving light rainfall. Monsoon areas

get heavy rainfall through monsoon season and floods are common happening due to lack of

proper management of resources.

1.6

Pakistan has a variety of weather including every type of nature. It following has four seasons.

1.6.1

Winter

Pre-Monsoon

Monsoon

Post-Monsoon

Winter

The winter season in Pakistan almost existing in December, January, February and March but it

has a variation in different areas of Pakistan. Some areas received high cool and some are

slightly cool. The area of Himalayan received a heavy snowfall in winter season.

1.6.2

Monsoon

The monsoon is very popular in Asia due to the change in climate and the occurrence of rainfall.

This word (monsoon) is derived from Arabic word (Mawsam) and Portuguese word (moncao).

The winds in monsoon season enter in Pakistan from the Indian Ocean and Arabic Sea. These

monsoon winds caused a heavy rain and storms in the related areas of Pakistan. These are also

caused of floods in affected areas. The extreme peak of monsoon is happened in August. Its

duration is consists of the interval (July to September).

1.6.3

Pre Monsoon

Pakistan usually received a dry and hot weather in summer. From one aspect, this hot season is

harmful for Pakistan. Because, it melts the ice on glaciers which caused heavy floods like flood

of 2005 in Pakistan. The monsoon has started at the end of summer season thats why the

summer season is also called pre-monsoon. The summer season is consist of the period from

April to June.

1.6.4

Post Monsoon

Monsoon duration ends up to the last of September. Its duration is very short including October

and November. In this period a few rain has been received which is very useful for agriculture

point of view.

1.7

Proper Planning for any kind of formulation and structures is based on proper forecasting about

the event. For the purpose of weather records and forecasting Pakistan Meteorological

Department is working. In 2010 the highest temperature in Pakistan was recorded on 26 of the

May in Mohenj-o-daro ,in the province of Sindh. It was the most reliable measurement of the

hottest temperature in Asia ever recorded.

1.7.1

Hydraulic Structure

Pakistan has possessed the multi kind of land. It consists of Mountains, River, Desert cultivated

land etc. It has been classified in two main regions according to its geographical importance. The

first is based on Indus basin and second is based on the dry areas. Irrigation system of Pakistan

based on different rivers including (i) Satluj (ii) Jehlam (iii) Chenab (iv) Indus (v) Ravi. The

Hydraulic structure of Pakistan depends upon Dams, Weirs, Barrage, Rivers, lacks etc.

Pakistan has faced a dual type of problems, scarcity of rainfall as well as excessive floods and

rainfall. In some cultivated areas of Pakistan irrigation through the rainfall is the best irrigation

system. But the lack of preservative methods of overflow rainfall water caused huge type of

floods.

Global warming involved two main categories caused the change in climate (i) the natural

variability and (ii) the human activities. The greenhouse gasses, use of fossil fuel, properties of

the land surface, features of vaporizers and natural phenomenon are the major causes of the

global warming. Due to the large extent in temperature as a result the glaciers are melting rapidly

which caused the overflowing of the water named floods.

1.8

Floods

Floods are the most caustic natural catastrophes that occur in many parts of the world. These

floods have been renowned as the most costly orthodox hazards having high tendency to destroy

properties as well as human beings. These are very hard to predict due to the involvement of

many unnatural and natural factors in process of its occurrence.

An extreme situation due to the excessive rainfall leads to excessive losses of life and property.

This excessive level of water converted into a flood. Pakistan is being faced high intensity of

floods and flood damaging from last few decades.

1.8.1

Flood damaging

The monsoon in Pakistan occurred very severely, despite the forecasting with very low average

of the rainfall it comes with a huge amount in the mid of August in Southern areas of Pakistan, a

heavy rainfall is observed every year. The maximum rainfall is seemed in the beginning of July

and continued till the last week of September

1.8.2

Health Hazard:

The health infrastructure in rural areas is available for the sake of every kind of health and

provides the basics first aid. These infrastructures are being damaged with rainfall. Basic health

units and rural health centers suffer most damage. Millions of dollars invested in health sector

are ruined recklessly. The access of rainfall and flood also needed to investigate along with

health hazards measurements.

1.8.3

Agriculture has the central role in the growth of economy. Being a primary activity it engages a

larger number of work forces for hand work. The major source of the livelihood of Pakistan

population depends directly or indirectly on agriculture. The Rabi crop has been known as the

main crop wheat which is the staple food of major portion of population. Fruits consisting

grapes, citrus, mangoes and vegetables include potato, tomato, chilies and onion. Livestock is an

integral part of agricultural scenario. Buffalo and cattle are main source of milk, meat and hides

along with drafting power. Fodder crops include wheat straw and maize thinning.

1.8.4

Education

Education department has a significant effect on the economy and the development of any

country. The education institutions in those areas (school Madras and colleges) are spread over

the distance. These institutions are constructed irrespective of such kind of safety aspects like

floods, heavy rainfall and earthquake. A heavy proportion of such institutes have been affected

completely or partially due to the flood. In flood (2011) the 4096 educational institutes were

damaged in Sindh and Baluchistan. In Sindh, among the total number of damages which is 3892,

the 1032 Girls schools are damaged completely or partially.

1.8.5

Energy

Energy department is considered as a backbone of any country. There are many mega and small

units are working to fulfill the requirements of energy for multiple uses. In Pakistan the

following units are working for this purpose

(i)

(ii)

(iii)

Thermal Plants

Hydro-electric plants

Small Nuclear Plants

Most of the energy depends on the hydrological department. Heavy rainfall and floods caused a

huge damaging in these units as well. A well and preplanned policies can save much heritage and

reduce the cost of damaging.

1.8.6

Communication and transportation is a need of time in recent as well as the conservative period.

The recent world is required global network to improve the basic factors involved in the

infrastructure of any community. A large number of modern sources of communications and

transportations exist over there. The fundamental sources in Pakistan are as follows

(i)

(ii)

(iii)

Roads

Railway Lines

Airports

The total area of Pakistan is 796095 Sq/km. In which the 259618 km are interlinked by roads,

7791 km area is connected by railway lines, and there are 42 airports in Pakistan. The flood of

2011 has destroyed the communication and transport infrastructures including coastal highways

roads, railway network etc. From the two provinces of Pakistan, five districts of Baluchistan and

eighteen districts of Sindh received a large amount of destruction in this field.

1.8.7

Environment

The environment provides the basics for every society and it is highly affected by the extreme

changes. Pakistan is already facing composite complications of different kind of disease which

are related to the environment.

The objective of this study is to assess the appropriate statistical distributions which are used for

forecasting of the extreme rainfall and flood in coming years. The main objectives of this

research are

i.

ii.

To assist inthe prediction of flooding under the projected climate changeanticipated

iii.

To assess the suitable statistical distributions for flood and rainfall data

1.9

Pakistan receives very small amount of rainfall in most areas of Pakistan especially in those

areas whose are located below the latitude of 32 degree. The study area consists of mostly the

northern sites of Pakistan and Azad Jammon & Kashmir. The data has been gathered from the

Meteorological Department of Pakistan. We have selected the different rainfall and flood sites in

this analysis. As the rainfall sites are not very close to the flood sites but the geographical map of

these sites lies within the region covered both (rainfall and flood) areas.

This study is useful for prediction of the worst rainfall in coming years. It is based on the rainfall

data collection and collective compilation of available data by the contributing of Meteorological

Department of Pakistan.

Pakistan is an agronomic country. The ecological situation of Pakistan lies in between

37 N latitudes and

61 E -

24 N-

is a vast diversity present in its climate. Some areas of Pakistan acquire a high rainfall, some get

impartial and some receive very small amount of rainfall. Pakistans monsoon regions usually

receive heavy rainfall during the monsoon period, which results in flood due to lack of proper

water resource management and planning.

1.10

S/N

Site

Latitude

Longitude

Balakot

N

34.33

E

72.21

Dir

35.12

Kohat

33.35

Elevation

Years

Lengt

Site

995.40m

1977-

h

36

Description

Rainfall

71.51

1375.0m

2012

1977-

36

Rainfall

71.26

489m

2012

1977-

36

Rainfall

4

5

Mangla

Marala

33.14

32.67

73.64

74.46

147m

2012

1925-

89

Flood

250m

2013

1925-

88

Flood

56

Rainfall

Muzafarabad

34.22

73.29

702m

2012

1955-

Risalpur

34.04

71.58

1014m

2010

1977-

36

Rainfall

820m

2012

1925-

88

Flood

148m

2012

1977-

36

Flood

8

9

Shahdara

Terbela

34.15

34.74

73.49

72.48

2012

Table 1.3

Table contains the root Map from Terbela dam To mangla dam through Dir, Risalpur, Kohat and

Balakot

Where point A indicates Terbela flood site,point B indicates Dir rainfall site, point C indicates

Risalpur rainfall site, point D indicates Kohat rainfall, point E indicates Balakot rainfall and

point F indicates Mangla flood site.

CHAPTER 2

LITERATURE REVIEW

2.1 Introduction

Global warming is recently a great issue all around the World. The glaciers are melting

due the warmer temperature year by year with the passage of time. Change in temperature caused

the extreme events like temperature, rainfall, high floods etc. Increasing intensity of rainfall

caused high level of floods.

In the half of 20th century Professor Gumbel first time suggested the application of extreme

values distribution. (Gumble, 1941) used extreme value distribution for empirical analysis. The

statistician and engineers used it frequently later on. He used a meteorological variable (annual

flood flow, maximum precipitation etc) in 1941.

Huff and Neill (1959) used maximum magnitude of rainfall in Illinois and compared five

different statistical distributions. They analyzed annual maxima and seasonal for 1 to 10 days of

period. They used 30 stations having 40 years as a size of data analyzed and compute useful

statistical results. Method of moments and least square method are compared. The difference

between the results found insignificant.

Hershfield (1962) investigate the AMS series for the data based on the period of 24 hours rainfall

in USA. He used Gumble distribution which seems a good fit and give significant results

Alexander (1963) used the method of storm transposition for estimating the frequency of rare

events (Alexander, 1963).

Markovic (1965) used five probability distributions on the annual precipitation data along with

the river flows in Canada and USA based on 2506 gauge stations. These five distributions

named as candidate distribution including normal, log normal with two parameters, gamma of

two parameters, log normal of three parameters, gamma of three parameters. He found that the

gamma and log normal as insignificant results. Gamma distribution of one parameter has also in

significant results over three parameters (Markovic.1965)

Dickinson (1976), used extreme value distributions on rainfall data to developed some useful

rainfall extreme value distribution. He used the data of Southern Ontario from three stations. He

also suggested the analysis of seasonal patterns to estimate the rainfall run offs.

Lanwehr et al. (1979) used three methods for estimating the parameters which have lot of interest

in inferential statistics. Method of moments, Maximum likelihood and probability weighted

moment (PWM) method used in gumble distribution and made the comparison between these

three methods. He proved that PWM is good fit and best from all three methods.

In 1984. Stren and Coe fitted the non-stationary markove chains to the occurrence of rainfall.

They applied the Gamma distribution with using the different values of its parameters to the time

of years for total of the rainfall. They calculated the useful results from the models used for

rainfall data for prediction and planning.

In 1992, Haktanir applied thirteen different distributions to annual Rood peak series for more

than 30 observations taken from 45 unregulated streams in Anatolia. Parameters of these

distributions were mostly estimated by using method of maximum likelihood method of

moments and probability weighted moments (Haktanir, 1992).

The World Meteorological Organization in (1989) published a summary report favoring the

policy makers and engineers. In this report, different methodologies were discussed to estimate

the extreme events and utilization of different distributions to the data.

Akosy(2000), suggested that the gamma distribution found to be an appropriate distribution in

daily rainfall analysis. He used Markove chains to determine the dry and wet days through the

use of Gamma distribution. He used Gamma distribution to generate the sequence of such kind

of daily rainfall data.

Koutsoyiannis & Baloutsos, (2000) investigate the largest record of a long period of time

consisting of 136 years in Greece based on maximum annually rainfall data. They

furthermoreadvised that the use of (type 1) extreme value distribution was not feasible in its

conventionally used and suggested that generalized extreme value distribution is much better for

record values analysis and proved to be a good predictor for return periods.

Park et al. (2001) studied the maximum summer rainfall in South Korea from sixty one gauge

stations. He estimated L moments from Wakeby distribution and quantile estimation for the

different return periods. He renowned isopluvial maps for different return periods to the

estimated designs.

Kuczera (2001) utilized a comprehensive study of at site frequency flood data. He also used

Monte Carlo Bayesian method to estimate the confidence limits of quantile and the expected

probability distribution for any kind of frequency distribution of flood.

Pathak (2001) analyzed frequency analysis in South Florida Water management district for short

period of rainfall. The data used in this study based on the time interval of January 1, 1900 to

December 31, 1999. He used one day, three day and five day periods for highest rainfall.

Zalina et al, (2002) made a comparison between eight different candidate distributions to find the

best and reliable estimator of maximum annual rainfall in Peninsular. They applied extrapolation

of quantiles and a goodness of fit test and found that the generalized extreme value distribution is

a good fit to data.

Coles et al. (2003) used the concept of Beyesian inference in the modeling of rainfall data on

daily basis. He found a distribution which can predict the extreme rainfall in the coming years.

Ware & Lad (2003) used two different methods (frequentists and conventional) to make a

comparison of precision and accuracy of regional and at-site analysis of flood quantiles for

Wainmakariri River. He found that the frequentists method proved to be good as compared to

estimates by conventional method.

Ahsanullah, Chan and Balakrishnan (1993) discuss the recurrence relations between the

product moments of the extreme value distribution which are based upon record values. They

also settled the product and single moments utilizing these relations in very simple way.

Kamps (1995)investigate the order statistics and record values. He found someuseful

results which are applied to obtain the relations including explicit expressions and recurrence

relations for the moments of generalized order statistics of pareto, power function and Weibull

distributions. He gave the idea of generalized extreme values and their properties. Also derived

the joint density function of the first r and nth uniform generalized order statistics .He purposed

some necessary and fundamental conditions for the existence of moments of the generalized

order statistics.

Barbson and Palutikof (1999) used extreme wind speeds for frequency analysis based on five

Scottish islands. He applied the Generalized Pareto Distribution to the data and found the failure

behavior of the distribution in the presence of non-stationary in the wind speeds.

Pawlas and Szynal (2000) discussed some necessary conditions of characterization for

inverse Weibull and generalized extreme value distribution by the help of the moments of kth

record values.

In 2006 Thompson et al. Firstly introduced global index for earthquakes similar to index flood

method. They used the from 46 regions around the globe and showed that GPA and GEV are the

best fit to the magnitude and annual maximum series by using goodness of fit test and Lmoments diagram.

Soliman, Abd Ellah and Sultan (2006) investigate the Bayesian analysis of the Weibull

distribution having two parameters on the basis of record values.And estimate the Bayes and

Maximum likelihood estimators of record values. The hazard and reliability functions were also

discussed.

(Change, 2007) has reported that the eleven years from 1996 to 2006 were the warmest years.

Inthe third assessment report he had compared two intervals of the years to see the change in

linear trend. He found that from the years 1906 -2005 has a 0.74 linear trend which is increased

from 0.560C to 0.920C

and in the interval 1901 to 2000 years had received 0.6 0C change in

temperature. There is double linear warming trend in temperature of last half century as

compared to the change in temperature measured in last century.

Kao (2008) conducted an at-site frequency analysis of rainfall by using hourly precipitation dat

for 53 gauging station in Indiana. A combination of generalized extreme value distribution and

extreme value type-1 distribution was used to find at-site estimates and these estimates, at site

and regionals were compared. He found that the regional estimates were not better as compared

to at-site estimates.

Khan et al. (2008) found that the Frechet distribution is very useful and flexible having a

property to converge in different distributions. They used Monte Carlo Simulation to compare

the shape and scale parameters. They also gave some important results between the relation of

shape parameter to the Mode, Mean, Median, Variance, Coefficient of variance, Kurtosis and

Skewness. They also used mathematical and graphical technique for theoretical analysis of

Frechect distribution.

Sultan (2008) used Bayesian and Maximum Likelihood method to estimate the

parameters of Frechet distribution. He worked out with two different cases, one is estimation of

both parameter (shape and scale) being unknown and other is keeping location parameter as

known. He estimated the hazard function, survival rate and made a comparison between mean

square errors which is estimated by simulation method.

Kwon et al. (2008) used the gumble mixed model to analyze the bivariate storm frequency

analysis. They used hourly rainfall data collected for 34 years at Jecheon station in Korea. They

estimated the bivariate return periods, joint return periods and conditional return periods of storm

events.

Jakob et al. (2009) investigated the pattern of extreme rainfall in Sydney Australia in the absence

of stationary in the data. The data was based on the years 1921- 2005 of Sydney Observatory

Hills. He found that the rainfall pattern in Australia showed a large amount of variation both

seasonally and spatially.

In 2009, NOAA National Climate Data center composed a climate report indicating that the

temperature in last few decades had increased. This report was based on 300 scientists from all

over the world including 160 research groups. They used ten indicators to see the behavior of the

weather and temperature. Among these ten indicators seven are found to be increasing which

indicates increasing temperature duringthe last few decades.

Table 1.2

Indicators of Warming World

Sr #

1

2

3

4

5

6

Indicators

Air temperature near surface

Humidity

Snow cover

Temperature over oceans

Sea surface temperature

Sea ice

Increasing

Yes

Yes

No

Yes

Yes

No

Decreasing

No

No

Yes

No

No

Yes

7

8

9

10

Temperature over land

Glaciers

Sea level

Yes

Yes

No

Yes

No

No

Yes

no

frequency analysis which used DeceedanceProbability for the first time. Historical information

was completely and authentically evaluated in the study. A combination of weibull formula and

log normal-III was considered as best fit to the data.

Weiss et al.(2013) studied the probabilistic patterns of extreme storm surges happened beside

the French coasts of the Atlantic Ocean. They developed homogeneous regions to predict the

occurrence of the extreme storm surges on the same storm events of the regions included the

Eastern and Western English Channel regionsand Atlantic region.

Kantima Meeyaem et al. (2014) had proposed hybrid model for flood forecasting using case

study area. They discussed the three models based on mathematical techniques namely, Gumbel

distribution function, drainage density and Muskingum method. They found that hybrid models

are very useful for flood prediction especially in small size of data.

Chapter No 3

Methodology

3.1

Introduction

The purpose of this analysis is to evaluate the relationship between the length and intensity of the

extreme events (like heavy rainfall and worst flood)to the chances of these events to be

happened. In this study we have taken annual floods peaks of the four dams of Pakistan and

some annual rainfall data of different stations. These rainfall stations have mostly nearby

locations of the dams. The empirical data analysis has been done by using descriptive summary

and graphical techniques. The graphical techniques including (probability plots, histograms,

density graphs, empirical distributions function, etc) which can be used to find the probability

density function suitable for relevant data.

3.2

Quantile

Quantiles have the vital importance in the field of statistics. It splits the distribution into the

desired parts as many as a researcher needed. Particularly in the sector of hydrology, the

estimation of the intensity of rainfall, floods, drought and storms etc. It provides the basis for

future planning polices and hydraulic designs. Quantile is a value of extreme event that had a

particular probability of exceedence and a specified return period of that extreme event.

3.3

Exceedence Probability

It is simply a probability that any particular event will across the specific value. In frequency

analysis of flood peaks, the probability of flood height cross the available capacity is known as

exceedence probability.

The Annual Exceedence Probability (AEP) is the expected chance of the occurrence of the

natural hazard event (such as rainfall or flooding event) within a year it is mostly expressed in

percentage form. Extreme flood events occur (exceeded) rare times. Then the event will have a

lesser annual probability. It is denoted by

n 1

AEP 100

Where k is the rank of the observed values and n is the total observations.

3.4

Method of Estimations

There are many methods and advance techniques available for estimating the parameters.

Different researchers used different techniques according to their convenient approach.

Followings are some methods which are commonly used

Method of moments

Maximum likelihood method

Weighted probability moments

3.4.1

Method of moments

Method of moments (MOM) is very conservative and oldest technique. It is developed and used

by Karl Pearson (1857-1936). In this method the sample moments (Raw moments) is being

equated to the corresponding population moments.

The non-central rth population moments are calculated as

x f x dx

r

mr

3.4.2

1 n r

X i , r

n i 1

Maximum likelihood method is a well-known and most frequently used method for estimating

L x1 , x2 ,..., xn ;

the unknown parameters. Let

x1 , x2 ,..., xn

is the value of

L x1 , x2 ,..., xn ;

that maximizes

then

L .

0

or

LogL .

0

2 L .

0

2

(3.4.1)

The equation (3.4.1) gives the maxima or minima of the given distribution

L .

The function

log L .

and

likelihood function Log L(.) is proved much easier to find the values of

as compared to

likelihood function.

Crammer Rao Inequality can be used to find the variance of MLE

2 log L .

V E

2

ML estimators are usually consistent but under some regularity conditions, when the

n

sample size becomes large enough i.e

, then the unique consistent MLE is exist.

ML estimator attain the normality assumption when n becomes very large

MLE are efficient and consistent when n increases

A sufficient estimator always found by ML method if the sufficient estimator exists.

The ML estimator is biased and can be moderately biased when sample size is quite

It is always positive or zero i.e cannot be negative

MLE are in-variant under some functional forms of transformations.

It is only found when the density function is available.

$

MLE may or may not be unique in solution. If

is a MLE of and h() is 0ne-to-one

3.5

In time series analysis, the long term movement is called a trend. Trend can be of two types (i)

increasing with the passage of time (ii) or decreasing with time. A time plot is used to see

whether it is increasing or decreasing. Time plot is a simple graph which represents the relation

of the time to the corresponding values.

3.6

Q-Statistics

The Ljung-Box Q-statistics at lag k is a test statistic used for the null hypothesis i.e, there is no

autocorrelation up to order k . It is calculated as

k

QLB n (n 2)

j 1

rj2

n j

rj

Where

the j-th autocorrelation and n is the number of observations. If the series does not based

asy

~ (k )

2

2

That is asymptotically distributed as a

autocorrelations.

3.7

Autocorrelation

There are three types of the data used for empirical analysis.

Cross section

Time series

Pooled

The pooled data is a combination of time series and cross sectional data. Time series data is an

important type of data for any empirical analysis. A number of assumptions had been made for

developing the models on these types of data.

The examination of the relation of two or more set of variables has always a great interest for

investigators. This kind of relationship is considered as correlation among those variables.

The correlation between two sets of random variables(X, Y) is the interdependence between

these random variables.

The correlation is measured by using the formula:

E X E X Y EY

E X E X EY EY

2

( x x )( y y ) / n

i

i 1

( xi x ) 2 / n

i 1

( y y)

i 1

/n

cov x, y

SxS y

Autocorrelation provides a good lead to investigate the properties of a time series. The auto

correlation

is

the

simple

( x1 , x1 k ) , ( x2 , x2 k ),..., xn k , xn

correlation

between

pairs

of

observations,

k 0

nk

r (k )

(x

t 1

x(1) )( xt k x(2) ) / ( n k )

n

(x x )

t 1

where

nk

/n

x(1) xt / n k , x(2)

t 1

t k 1

/ n k and

x xt / n

t 1

The cross sectional data is collected through a random sample of cross-sectional units. For

example from a data of households consumption collected through sample survey, one cannot

believe in advance that the random error term of one household is correlated with another

household. If such type of correlation exist in the cross-sectional units is called Spatial

Autocorrelation.

3.7

Class of Distributions

The probability distributions are used in various fields of research (hydrology, economic

variables, civil engineering designs and models, weather forecasting and flood risk

management).

The following distributions are used to carry out the analysis of rainfall and flood data.

3.10.1

The extreme events give very negative impacts in some fields. These events are very rare in

happenings but have great consequences. For example large amount of snowfall, extreme floods,

high temperatures and storms or wind speeds etc. The most researchers and analysts used EVT

(extreme value theory) for developing the suitable models to evaluate the loss and risks due to

the extreme events.

The probability density function of extreme value distribution is as follows:

f ( x)

1

x

x

exp[(

) exp{(

)}]

where

Where is a scale parameter and is a shape parameter. If Z follows a weibull distribution with

parameters (,) then the Log(Z) is followed as Extreme Value Distribution with

log and

3.10.2

continuous probability distributions. It is also known as Fisher-Tippett distribution. Extreme

value distributions recognized as limiting distribution for optimization problems. The GEV

distribution is used to normalize the maxima or minima obtained from a set of identical and

independent random variables. A theory depends upon extreme values (EVT) provides the basic

for measuring and modeling such kind of events which have very low chance of occurrences.

f ( x)

1

x k 1

x k

[1 k

] exp[{1 k

]

x

1 0

k 0

k 0

k 0

k 0

3.10.3

Exponential Distribution

occurrence between two events in a Poisson process. These events are rare events .The pdf is

f ( x) e

where

0 X

0

F ( x) 1 e x

3.10.4

Gamma Distribution

sense of its flexible property. The chi square and exponential distribution is somewhere called as

the children of Gamma distribution.

x

f ( x) x

a 1

Where

e b

b a a

x o, a , b 0

a X a1e x dx

0

3.10.5

Normal Distribution

The Normal distribution is the very well-known and frequently useable continuous distribution.

This distribution has another name as Gaussian distribution. Its pdf is as

f ( x, , , )

1

( x )2

exp[

]

2 2

2

and 0

3.10.6

The log normal (3P) is distribution which belongs to a class of continuous distributions. It has

three parameters , and .The probability density function is

f ( x, , , )

1

{log( x ) }2

exp[

]

2 2

( x ) 2

ox

o, 0, 0

3.10.7

Logistic Distribution

The logistic distribution is also belonging to a family of continuous distribution. The shape of

logistic distribution is similar to normal distribution its peak is higher than Normal. The logistic

distribution is useful Hydrologic records (discharge in rivers, rainfall etc)

x

)]

f ( x)

x 2

[1 exp{

}]

exp[(

3.10.8

, 0

Nakagami Distribution

The Nakagami distribution was proposed by (Nakagami, 1960). It is useful to develop models for

the fading of radio frequency or signals. Application of this distribution spread around many

fields like communications, hydrology, analysis of multimedia, traffic over networks and

ultrasound data etc.

f ( x)

2 2 1

x2

( ) x

exp(

)

x0

if =1 this distribution collapsed into Rayleigh distribution and if =0.5 it converge

into half normal.

3.10.9

Weibull Distribution

In a large group of famous distributions, Weibull distribution is very useful to analyze the life

time data. The Inverse Weibull distribution is also pay a vital role for predicting and analysis of

many extreme events like earthquakes, rain fall, sea currents, floods and wind speeds etc.

Applications of the Inverse Weibull distribution in many fields given in Harlow (2002) who

found importance of this distribution for modeling the statistical behavior of material properties

for applications in the field of engineering. Nadarajah and Kotz (2008) pointed the sociological

models based on Inverse Weibull randon variables.The scale form of the Inverse Weibull

distribution has its density function given by

f x cx c 1e x

x 0, 0, c 0

While the location-scale form of Inverse Weibull distribution has its density function given by

c

x

c x c 1

f x

e

x 0, 0, c 0, 0

Where c is the shape parameter, is the location parameter and is the scale parameter.

3.10.10

The inverse Gaussian distribution derived in 1915 by Schrodinger. In 1945 Tweedie proposed the

name of this distribution as inverse Gaussian distribution. In 1947 Wald revised this distribution

and suggested it as a limiting form of samples of sequential probability ratio test. Thats why the

inverse Gaussian distribution is also called Wald distribution. The pdf of it is as follow:

12

( x ) 2

f x [

] exp

2 x3

2 2 x

x0

, 0

and

3.10.11

Rayleigh Distribution

numbers, wind and speed wave length etc.

A random variable is said to follow a rayleigh distribution if it has the pdf

x

x2

exp(

)

2

2 2

f x

x0

>0

F x 1 exp(

3.10.12

x2

)

2 2

Frechet Distribution

The French Mathematician Maurice Frechet (1878-1973) gave a limiting distribution of the

sequence for local maxima that provides the scale normalization (Frechet, 1927).

x

f ( x)

0, 0, and x 0

Where is a scale parameter is a shape parameter and is a location parameter. And the

cumulative distribution function is

x

F ( x ) exp

3.11

The probability distributions have been applied on the different site of rainfall and flood data in

intermediate step. After that a goodness of fit test is carried out to see whether the distribution is

good for available data. For this purpose the following test are used

Chi Square goodness of fit test

Chi-square test has a wide application in the literature and commonly used for investigating the

good fit of any particular distribution to the data.

Chi-square test with null hypothesis

H0 = Distribution is a good fit for data

H1 = Distribution is not a good fit for data

Test statistic:

n

i 1

f0 fe

fe

fo

Where

fe

known as observed frequencies. Whereas

2 2 ( v )

Where v is the degree of freedom

The conclusion is based on critical region and calculated value of chi square. If the calculated

value of chi square is greater than the critical value then one can reject the null hypothesis

otherwise accept.

Kolmogorove Smirnov test

Kolmogorove Smirnov test is another tool for testing the goodness of fit to the specified

distribution. The null hypothesis is used under this test is as

Ho : selected sample is drawn from the specified distribution.

H1 : selected sample is not drawn from the specified distribution.

The test statistic is used

Dn sup x Fn X F X

sup x

The

The critical decisions based on the value of Dn , if the value of Dn closer to zero

then distribution is considered a good fit to the data.

3.12

Probability Plots

Probability plots are commonly used as graphical technique for checking the basic

assumption about the nature of the data. The given data is plotted versus the

theoretical distribution and investigate the place of points around the line. If the

mostly points lie around the straight line then the theoretical distribution followed

observed data. We have used some probability plots to see the behavior of the data.

3.13

Utilization of Software

The work has been done by using different statistical software including MATLAB 5 ,

SPSS 16, MINITAB 15 and EASYFIT. Some graphical analysis is obtained using

R LANGUAGE.

CHAPTER 4

LEAST SQUARE ANALYSIS

4.1

Introduction

The researchers are always interested in the nature of relation between the variables. For

instance, a researcher is wantedto determine the relationship between the disasters and extreme

eventssuch as rainfall, storm, hurricane, earthquake and flood etc.

A number of works have been made to find the better and precise methods for the estimation of

linear models and fitting the data in recent years but the Least Square method is still dominant

and used as an important tool of estimating the parameters.

Least square methods is perhaps the most widespread technique in the field of statistics. There is

several factors behind this fact. Mathematically,the use of squares makes least square method

very submissive because the Pythagorean theorem directs when the error term is independent of

an estimated quantity one can might be add the squared error and squared estimated quantity.

Another mathematical aspect is the involvement of arithmetic tools ( eigen-decomposition,

derivatives and singular value decomposition ) in the construction least square method for the

relatively long period of time.

As this method is shown by its name Least Squares which is obtained by minimizing the sum

of squares of the deviations from the corresponding population observations. Method of least

squares is the combination of different observations as being the best estimate of the true value;

errors decrease with aggregation rather than increase by Roger Cotes(1722).

4.2

A preliminary examination of data has been done by fitting a straight line and some graphical

techniques to see what kind of variation exist. For this purpose , we fit a straight line to the data

to see if the slope is positive and to what degree. The least square method is commonly used to

find the estimates of the parameters. In this case a similar technique is used to find the estimates

and utilization of those estimates for the prediction of the diversity of rainfall in coming years. It

is suggested by Sam C.Saunders Prof. Emer. Washington State University.

Consider the yearly (maximum) flood height data over a period of say n years where there may

yi i j

be missing observations. The data is

j 1, 2,3,..., n

where

measurements of the recorded yearly flood height on the ith year of the sample sequence.

A preliminary examination of data can be done by using some graphical techniques. Perhaps the

following simple types of examinations can be completed using elementary procedures. Consider

the expected model for the rainfall and flood data is

E Xk k

for k = 1,2,4, . . .n

(4.2.1)

{ X k }k=1

n

S Xk k

k 1

(4.2.2)

yi i j

Consider the yearly (maximum) flood height data over a period of n years. The data is

j 1, 2,3..., n

where

yi

.These

j

on the ith year of the sample sequence. Let

1

j

y i.

i j

(4.2.3)

^ and

We are to obtain the LS-estimators, say

found from solving the simultaneous equations by setting partial derivatives equal to zero. i.e

S

=0

and

=0

j 1,2,3,..., n

First assume that

i

i 1

n n 1

2

i

and

i 1

n n 1 2n 1

6

(4.2.4)

Now we have

And

S 2 n

yi

n i 1

(4.2.5)

S

n 1

2 y

(4.2.6)

Where we define

1 n

y yi

n i1

y*

and for later use

2

n n 1

i. y

i 1

And thus the two equations solved simultaneously for and we get

6

y* y

$

n 1

(4.2.7)

And

4n 2 y 3 n 1 y *

n 1

n 1

n 1

2

2n 1

and y *

where

These estimates can also be written in more convenient form. This is more useful for numerical

calculations.

3

Xk

2 kX k n 1 X k

n

n n 1

(4.2.8)

6

2 kX k n 1 X k

n n 1 n 1

(4.2.9)

Where k = 1,2,3 . . .n

Yi i1

v

E

E $ 0

and

this shows that these estimators give the true answer in expectations. i.e they are

Also show if there is no true increase. If there is annual average increase per year,

E Y v ik

namely,

then

v k n 1

E

^ and

rainfall and flood peaks after ten years by using the formulae

^ + (10 + n) ^

(4.2.10)

Now one might ask "What would the worst rainfall look like?" To answer this question, we could

then compute the reduced values

Zk=

X k k

(4.2.11)

n

Zmax= maxk =1 Zk

(4.2.12)

10 n $

Z max

(4.2.13)

4.3

The results of any data are mostly based on the availability and accuracy of the data.

Unfortunately, the missing observations are the real problem for every researcher. Now we will

discuss how one can tackle the issue of missing values.

J 1, 2,3, . .. n

we have

S

1

j

y i.

i j

(4.3.1)

And so

S

2

y i. and

i j

S

2

y i. i

i j

(4.3.2)

Now we equate these both to zero and with some acknowledged ambiguity we

1

j

y

i j

and y*

1

iy

( j ) i j i

(4.3.3)

1

j

and

i j

1

i2

j i j

(4.3.4)

The two equations determining the estimators are the solutions to the pair

y a

and

y* a b

Which are

y* a y

$

b a2

and

b y ay

b a2

(4.3.5)

It should also be demonstrated that no error is made by writing the ith year instead of the

calendar year say m + i where perhaps m = 1997. But if there is no data for two years then the

next coded entry would be the appropriate 1 value plus 2.

4.4

The Historigramof the Mangla flood peaks data pertaining the 89 years from 1925 to 2013

indicates decreasing line with very small value of r 2=0.011 in fig (4.4.1). The value of R-square

of the least square line is closer to zero which indicates that the line is almost horizontal. That

means there is neither an upward nor a downward secular at Mangla.

Fig.(4.4.1) The Historigram of the flood peaks at Mangla site

Linear Trend Model

Yt = 271526 - 829.501* t

1200000

Variable

Actual

Fits

1000000

Accuracy Measures

MAPE

8.46726E+01

MAD

1.36120E+05

MSD

4.27873E+10

Mangla

800000

600000

400000

200000

0

1

18

27

36

45

54

Index

63

72

81

Z k X k 271525.5 829.500511 k

The estimates

and

The maximum value calculated by using the maximum of Zk is 474880.5 corresponding to the

10 n $

Z max

year 1992.The worst flood peaks after some years may also be estimated as

Table (4.5.1)

Years

2015

2016

2017

670921.4535

670091.953

670067.937

The above table contains the forecasting of the flood height in coming years.

4.6

The Historigram of the Shahdara flood peaks data pertaining the 88 years from 1925 to 2012

indicates slightly decreasing line with very small value of r 2=0.008. The value of R-square of the

least square line is closer to zero which indicates that the line is almost horizontal. That means

there is neither an upward nor a downward secular at Shahdara.

The Historigram of the flood peaks at Shahdara site

Linear Trend Model

Yt = 102515 - 299.295* t

600000

Variable

Actual

Fits

500000

Accuracy Measures

MAPE

70

MAD

51600

MSD

7494464103

Shahdara

400000

300000

200000

100000

0

1

18

27

36

45

Index

54

63

72

81

Fig. (4.6.1)

Z k X k 102514.7 300.04 k

The estimates

and

The maximum value calculated by using the maximum of Zk is 492685.3 corresponding to the

year 1988.The worst flood peaks after some years may also be estimated as

10 n $

Z max

Table (4.6.1) Forecasting of worst flood peaks

Years

Estimated flood peaks

2015

567900

2016

567600

2017

567300

The table (4.6.1) has the forecasting flood height of three years at shahdara.

4.7

The Historigram of the Balakot rainfall data pertaining the 36 years from 1977 to 2012 indicates

increasing line with value of r2 =0.28. The amount of rainfall may increase in coming years and

caused diverse floods. There may be some other reasons along with global warming. The

forecasting of worst rainfall can play a vital role for decision making and hydrological

engineering. It provides the basis for developing the design values for rainfall and flood

protection buildings (dikes).

Linear Trend Model

Yt = 377.8 + 2.03* t

700

Variable

Actual

Fits

600

Accuracy Measures

MAPE

20.4

MAD

73.3

MSD

10481.3

Balakot

500

400

300

200

100

4

12

16

20

Index

24

28

32

36

Z k X k 378.2527 2.223k

The estimates

^

and

and

The maximum value calculated by using the maximum of Z k is 319.81 corresponding to the year

2010

Table (4.7.1) Forecasting of worst rainfall

Years

2015

2016

2017

4.8

Estimated rainfall

784.75

786.98

789.44

Let the series Xt considered independent time series based on time. And the series contains the

parabolic trend. Then we have the parabolic trend

E Xk k k2

(4.8.1)

n

S= X k k k

k=1

And

(4.8.2)

S

0

S

0

and

S

0

n

S

=2 X k k k 2 1

k=1

n

n n 1 2n 1

6

i 1

X

k 1

kX

k 1

n 1 n 1 2n 1

2

k 1

k 1

(4.8.3)

k k k3 0

2

k 1

(4.8.4)

k 1

k 1

k 1

k 1

k2X k k2 k3 k4 0

4.9

(4.8.5)

The forecasting of the time series data is based on the selection of appropriate model. We used

some techniques to measure the accuracy of the model, which are useful to compare and

forecasting of the different fits to the sampled data. The three methods of measuring the accuracy

of the specified models are:

Mean Absolute Percentage Error (MAPE)

Mean Absolute Deviation (MAD)

Mean Squared Deviation (MSD)

The outliers have a significant effect on these approaches e.g The MAD is slightly affected by

outliers as compared to the MSD. Generally the least value among all three methods is

considered as a good model.

4.10

A visual investigation of the data suggests the quadratic model that could be very useful to

explain the presence of trend in observed data. The value of R square (only 11.9%) variation

explained that the rainfall has very small changes with passage of time. The estimated values of

the quadratic model is as follows

R-Sq = 11.9%

The R Square statistic is a measure of the strength of association between the observed and

model-predicted values of the dependent variable. The large R Square values indicate strong

relationships for both models. The R Square for the Quadratic model is larger, though it is not

clear whether this is due to the Quadratic model capitalizing on chance with an extra parameter .

The R square value

The scatter plot of Risalpur site shows the parabolic trend in the observed data. There are shown

some outliers in the data.

A visual clue from the figure 1 indicates that there are some outliers present in the data. In order

to obtain the more precise examination one can detect the reasons of these outliers.

MAPE

MAD

MSD

Linear Method

24.4

78.0

10543.1

Trend Methods

Quadratic

23.19

72.97

9547.50

Exponential

23.7

75.4

10740.8

700

S

R-Sq

R-Sq(adj)

300

101.733

11.9%

6.5%

600

200

Residual

Risalpur

500

400

100

300

-100

200

-200

100

0

(a)

10

20

k_1

30

40

300

320

(b)

340

360

380

400

Fitted Value

420

440

460

The estimated amount of rainfall by quadratic model provides the best prediction as compared to

the other methods. From table (4.10.2), one can see the difference between the estimated values

by different methods for the same year which clearly shows that the misspecification of the

model will mislead the results.

Table (4.10.2)

Years

Forecasting

Linear

Quadratic

Exponential

2013

377.408

454.100

359.241

2014

378.838

467.966

360.518

2015

380.269

482.488

361.800

2016

381.699

497.664

363.086

2017

383.130

513.494

364.377

A huge difference is observed in forecasting with selected models. Large amount of rainfall is

expected according to second degree curve.

Quadratic Trend Model

700

700

Variable

Actual

Fits

Forecasts

600

600

500

Risalpur

500

Risalpur

Variable

Actual

Fits

Forecasts

400

400

300

300

200

200

100

100

4

12

16

20 24

Index

28

32

36

40

12

16

20 24 28

Index

32

36

40

Growth Curve Model

700

Variable

Actual

Fits

Forecasts

600

Risalpur

500

400

300

200

100

4

12

16

20

24

Index

28

32

36

40

The quadratic model gives the least results among all three methods so the quadratic degree is a

better choice for the forecasting of the rainfall in preceding years.

4.11

Dir Rainfall

The rainfall data at Dir site exhibit that the trend is quadratic. The figure (4.11.1) contains the

fitted plot of the Dir site and the residuals against the fitted. The value of R square is also very

small i.e 18 %.

(4.11.1)

S

R-Sq

R-Sq(adj)

220

75

25.4476

18.5%

13.5%

200

50

Residual

Dir

180

160

25

140

-25

120

100

-50

0

10

20

k_1

30

40

120

(b)

130

140

Fitted Value

150

160

Residuals plot

R-Sq = 18.5%

Table (4.11.1)

Measures

of

Trend Methods

Quadratic

Linear Method

Exponential

Accuracy

MAPE

11.689

11.594

11.327

MAD

16.964

16.853

16.695

MSD

560.513

558.224

563.690

The two values of accuracy measures including MAPE and MAD of the exponential model are

larger in amount to the corresponding models. From the figure (4.11.1 a) one can perceive that

the presence of outliers can change the true image of the modele.

Table (4.11.2) forecasting of worst rainfall

Years

Forecasting

Linear

2013

163.282

2014

164.528

2015

165.774

2016

167.020

2017

168.265

Graph of three models

Quadratic

166.959

168.801

170.675

172.580

174.516

Exponential

160.698

162.030

163.374

164.728

166.093

From the accuracy measures we can see that the Exponential model receives the smaller values

of MAPE and MAD while the quadratic model has the minimum value of MSD.

4.12

Kohat Rainfall

The Kohat site has a parabolic trend. The visual investigation of the graph suggests the presence

of outliers in the data. The estimated model is as follows.

Scatter plot of Kohat rainfall site

220

S

R-Sq

R-Sq(adj)

22.4230

4.2%

0.0%

60

200

40

Residual

Kohat

180

160

20

140

-20

120

-40

0

10

20

k_1

30

40

135

140

Fitted Value

145

150

Figure (4.12.1)

From the fig(4.12.1) the graph shows that there is no linear trend in the data. By using the

measurement of accuracy we can observe that the quadratic model gives the best fit for kohat site

of rainfall.

Table (4.12.1)

Measures

of

Linear Method

Accuracy

MAPE

12.006

MAD

17.475

MSD

474.968

Table (4.12.2) Forecasting of rainfall

Trend Methods

Quadratic

Forecasting

Linear

Quadratic

2013

148.110

143.005

2014

148.346

142.413

2015

148.582

141.777

2016

148.818

141.098

2017

149.054

140.376

Graphical Comparison of three models

11.960

17.368

470.556

Exponential

11.674

17.183

477.505

Years

Exponential

146.023

146.233

146.444

146.655

146.866

220

220

Variable

Actual

Fits

Forecasts

200

200

180

Kohat

180

Kohat

Variable

Actual

Fits

Forecasts

160

160

140

140

120

120

4

12

16

20

24

Index

28

32

36

40

12

16

20 24

Index

28

32

36

40

Growth Curve Model

220

Variable

Actual

Fits

Forecasts

200

Kohat

180

160

140

120

4

12

16

20

24

Index

28

32

36

40

Figure (4.12.2)

The exponential model receives the smaller accuracy values of MAPE and MAD as compared to

other models. We can also observe from the scatter plot Figure (4.12.1) that the pattern is not

followed linear of quadratic trend. The best choice for this data is the exponential model.

4.13

The Marala flood site has a parabolic trend. The visual investigation of the graph suggests the

presence of outliers in the data. The estimated model is as follows.

R-Sq = 4.4%

1200000

S

R-Sq

R-Sq(adj)

1000000

800000

207623

4.4%

2.2%

600000

400000

Residual

Marala

800000

600000

200000

400000

200000

-200000

-400000

0

10

20

30

40

50

60

70

80

90

250000

300000

Fitted Value

Table(4.13.1)

Measures

of

Linear Method

Accuracy

MAPE

56.9958

MAD

159975

MSD

4.35181E+10

Table (4.13.2) Forecasting of worst flood

Years

2013

2014

2015

2016

2017

Linear

322730

322465

322199

321933

321668

Trend Methods

Quadratic

55.3978

156370

4.16378E+10

Forecasting

Quadratic

222405

215376

208196

200867

193387

Exponential

56.9169

157535

4.59399E+10

Exponential

266671

266263

265855

265448

265041

350000

400000

1200000

1200000

Variable

Actual

Fits

Forecasts

1000000

1000000

800000

Marala

800000

Marala

Variable

Actual

Fits

Forecasts

600000

600000

400000

400000

200000

200000

0

1

18

27

36

45 54

Index

63

72

81

90

18

27

36

45 54

Index

63

72

81

90

Growth Curve Model

1200000

Variable

Actual

Fits

Forecasts

1000000

Marala

800000

600000

400000

200000

0

1

18

27

36

45

54

Index

63

72

81

90

From the table (4.13.1) we can see that the quadratic model has the smaller values of MAPE,

MAD and MSD. By using these measures of accuracy the best model is the quadratic model

4.14

50

S

R-Sq

R-Sq(adj)

9.78139

16.3%

8.4%

20

10

Residual

D.G.khan

40

30

20

-10

10

-20

0

10

15

20

25

12

k_1_1

14

16

18

20

22

Fitted Value

Figure(4.14.1)

Table(4.14.1)

Measures

of

Accuracy

MAPE

MAD

MSD

Table(4.14.2)

Years

2012

2013

2014

2015

2016

Forecasting

Linear

28.2392

28.6230

29.0069

29.3908

29.7747

Linear Method

Trend Methods

Quadratic

36.1637

7.6410

92.9969

33.3424

7.2195

83.7162

Quadratic

20.5184

19.0494

17.4377

15.6836

13.7869

Exponential

32.4880

7.4172

96.9935

Exponential

26.8601

27.3407

27.8298

28.3277

28.8345

24

26

28

50

50

Variable

Actual

Fits

Forecasts

40

D.G.khan

D.G.khan

40

Variable

Actual

Fits

Forecasts

30

20

30

20

10

10

3

12

15

18

Index

21

24

27

12

15

18

Index

21

24

27

Growth Curve Model

50

Variable

Actual

Fits

Forecasts

D.G.khan

40

30

20

10

3

12

15

Index

18

21

24

27

Figure (4.14.2)

The quadratic model is better fit for the forecasting of D.G.Khan rainfall site.

4.15

The quadratic model is seemed to be a good model for the Terbela flood site. There is an

indication of outliers in the data which is needed to be investigated and make a better prediction

for the future flood amounts. The R square value is about 60 % shows a huge amount of variation

is accounted. The estimated model is

R-Sq = 0.6%

900000

S

R-Sq

R-Sq(adj)

800000

500000

100191

1.0%

0.0%

400000

300000

Residual

Terbela

700000

600000

500000

200000

100000

400000

0

300000

-100000

200000

0

10

20

k_1

30

40

360000

365000

370000

375000 380000

Fitted Value

385000

Figure(4.15.1)

Table(4.15.1)

Measures

Accuracy

MAPE

MAD

MSD

Table(4.15.2)

Years

2013

2014

2015

2016

2017

of Trend Methods

Linear Method

16

63210

9254221795

Forecasting

Linear

395152

395752

396351

396951

397550

Quadratic

Exponential

16

62645

9238780213

18

63444

9386600743

Quadratic

385601

384652

383621

382509

381315

Exponential

373603

373533

373463

373394

373324

390000

395000

900000

800000

700000

700000

600000

600000

500000

500000

400000

400000

300000

300000

200000

Variable

Actual

Fits

Forecasts

800000

Terbela

Terbela

900000

Variable

Actual

Fits

Forecasts

200000

4

12

16

20 24

Index

28

32

36

40

12

16

20 24

Index

28

32

36

40

Growth Curve Model

900000

Variable

Actual

Fits

Forecasts

800000

Terbela

700000

600000

500000

400000

300000

200000

4

4.16

12

16

20

24

Index

28

32

36

40

Muzafarabad

The linear model is seemed to be a good model for the Muzafarabad rainfall site. There is an

indication of outliers in the data which is needed to be investigated and make a better prediction

for the future rainfall amounts. The R square value is about 70 % shows a huge amount of

variation is accounted. The estimated model is

$k $k 2

Zk X k

Z k X k 129.562 0.053 k 0.004k 2

R-Square= 70.2%

S

R-Sq

R-Sq(adj)

180

22.0272

0.7%

0.0%

50

160

140

Residual

Muzafarabad

25

120

-25

100

80

-50

0

10

20

30

k

40

50

60

123

124

125

126

127

Fitted Value

128

129

130

Table(4.16.1)

Measures

of Trend Methods

Linear Method

Accuracy

MAPE

MAD

MSD

14.434

17.705

459.259

Quadratic

Exponential

14.450

17.726

459.205

14.476

17.841

462.689

Figure (4.16.2)

Graphical comparison of three models

Trend Analysis Plot for Muzafarabad

Variable

Actual

Fits

Forecasts

180

160

Muzafarabad

Muzafarabad

160

140

120

100

Variable

Actual

Fits

Forecasts

180

140

120

100

80

80

1

12

18

24

30 36

Index

42

48

54

60

12

18

24

30 36

Index

42

48

54

60

Growth Curve Model

Variable

Actual

Fits

Forecasts

180

Muzafarabad

160

140

120

100

80

1

12

18

24

30

36

Index

42

48

54

60

A visual clue from the scatter plot of Muzafarabad the linear trend is suspected. From the

Accuracy table the linear trend is found to be good model.

Table (4.16.2) Forecasting of rainfall

Years

Forecasting

Linear

Quadratic

Exponential

2011

123.855

123.311

121.395

2012

123.745

123.144

121.265

2013

123.635

122.975

121.135

2014

123.526

122.804

121.006

2015

123.416

122.631

120.876

The above estimation methods are used as a preliminary analysis of the rainfall and flood data.

To evaluate the foretelling and warning about the floods are needed some further analysis

CHAPTER 5

ANALYSIS OF RECORD VALUES

5.1

Introduction

A record is a specific value or entry which is smaller or larger from all the previous values say

X

j

j 1,2,3,..., n

j 1

where

is largest in magnitude from all the remaining values is called an upper record value and the

value which is smallest in magnitude from the remaining all values is called lower record values.

X kj

Let

be the level of flood in the river on the k th day of jth site. If we are interested in maximum

X kj

then that local maxima known as upper record values. And the

Chandler (1952) gave the concept of the record times and record values. He found that the

expectation of inter record time is going unlimited of a random variable followed any probability

distribution. Feller (1966) quoted different examples related to the gambling problems which are

based on record values

There are many real lives practical examples of Record values as well as in statistical situations

like economics, sports, weather etc. some time we are interested for seeking new records and

maintain them for further analysis and comparisons. For example, Olympic records, world

records in sports, records of earthquakes, record of rainfall and highest flood peaks over the

years etc.

5.2

Let x1,x2,x3 . . .xnare the identical and independent distributed random variables

from any

distribution having probability density function f(x) and probability distribution function F(x)

with a specified random sample size.

X U (1) , X U (2) , X U (3) ,..., X U ( r )

If

are the upper record values then the probability density function of

XU (r)

f r ( x)

is

1

[ R x ]r 1 f ( x )

- x

r

(5.2.1)

Where the reliability function is as follows:

1 F ( x )

R x ln

r ( x)

d

f(x)

R(x) =

dx

1-F(x )

and

And the joint probability distribution of r upper record values written as follows:

r 1

f ( xU (i ) )

i 1

1 F ( xU (i ) )

(5.2.2)

XU (r)

X U ( s)

is as follows;

f r , s ( x, y )

1

[ R x ]r 1[ R y R x ]s r 1 r ( x ) f ( y )

r sr

(5.2.3)

- y x

where r<s and

5.3

Let x1,x2,x3 . . .xnare the identical and independent distributed random variables

from any

distribution having probability density function f(x) and probability distribution function F(x)

with a specified random sample size.

X L (1) , X L (2) , X L (3) ,..., X L ( r )

If

are the lower record values then the probability density function of

X L(r )

is

f r ( x)

1

[ H x ]r 1 f ( x)

- x

r

(5.3.1)

h( x )

H x ln[ F ( x )]

Where

d

f(x)

H (x) =

dx

F(x)

and

X L (1) , X L (2) , X L (3) ,..., X L ( r )

r 1

i 1

is given as

f ( xL ( i ) )

1 F ( xL ( i ) )

(5.3.2)

X L ( r ) and X L ( s )

f r , s ( x, y )

is

1

[ H x ]r 1[ H y H x ]s r 1 h( x) f ( y )

r sr

y x

(5.3.3)

5.4

Let X1,X2,X3,Xn are the independent and identically distributed from any distribution having

the probability density function f(x) and cumulative distribution function F(x).

The properties of record values are as follows:

X U (1) , X U (2) , X U (3) ,..., X U ( r )

If

X U (1) , X U (2) , X U (3) ,..., X U ( r )

(i)

r 1

f (x

i 1

) 1 F ( xU ( i ) )

is given

1

U (i )

(5.4.1)

X U r

(ii)

f r ( x)

is

1

[ R x ]r 1 f ( x)

- x

r

(5.4.2)

r ( x)

R x ln[1 F ( x )]

Where

and

d

R(x) = f(x)[1-F(x)]-1

dx

X U r and X U s

(iii)

f r ,s ( x , y )

is

1

[ R x ]r 1[ R y R x ]s r 1 r ( x ) f ( y )

r sr

- x y

rs

and

(iv)

(5.4.3)

n

(r)

1

=

x n R x

r 1

f(x) dx

(5.4.4)

Product moment of the nth and mth upper record values is as follows

(v)

n,m

r,s

(5.4.5)

(vi)

1,1

(r),(s)

- 1(r)

1

(s)

,

5.5

(5.4.6)

X L (1) , X L (2) , X L (3) ,..., X L ( r )

(i)

is given

as

f1,2,...,r ( xL (1) , xL (2) ,..., xL ( r ) ) f xL ( r )

r 1

f (x

i 1

) 1 F ( xL (i ) )

L(i)

(5.5.1)

X L (r )

(vii)

f r ( x)

is

1

[ H x ]r 1 f ( x)

- x

r

(5.5.2)

h( x )

H x ln[ F ( x)]

Where

and

d

1

H (x ) = f(x) F(x)

dx

X L ( r ) and X L ( s )

(viii)

f r , s ( x, y )

is

1

[ H x ]r 1[ H y H x ]s r 1 h( x) f ( y )

r sr

y x

(5.5.3)

(ix)

n

(r)

=

1

n

x H x

r

r 1

f(x ) dx

(5.5.4)

(x)

Product moment of the nth and mth lower record values is defined as

r,s

n ,m

n

m

= E(X L(r)

X L(s)

)

(5.5.5)

(xi)

1,1

(r),(s)

- 1(r)

1

(s)

,

5.6

(5.5.6)

X L 1 ,X L 2 ,........,X L r

Let

are the first r lower record values from the Inverse Weibull distribution

f x x 1e x

x 0, 0

(5.6.1)

F x e x

(5.6.2)

The distribution of r lower record values is

f r ( x)

1

[ H x ]r 1 f ( x )

r

H ( x) x

where

fr x

1 r 1 x

x

e

r

(5.6.3)

h( x )

H x x

Where

and

d

(x ) = x 1

dx

The mean of LRV from inverse weibul can be found by definition of expectation of a random

variables X

x f x dx

E( X )

c r 1 x

( x ) x e dx

r0

E( X )

(5.6.4)

z x

After substituting

r 1

E( X )

E( X

r 2

r 1

Var ( X )

r 1

(5.6.5)

(5.6.6)

f ( x, , ) x 1e x

, 0

(5.6.7)

The pdf of LRV from inverse weibull distribution with two parameters

f r ( x)

r

r

x r 1e x

(5.6.8)

E ( x)

r

r

r 1 x

dx

x e

0

(5.6.9)

E ( x)

2

r 1

r 2

E(x2 )

(5.6.10)

r 1

r 2

Var ( x)

5.7

(5.6.11)

X L 1 ,X L 2 ,........,X L r

Let

are the first lower record values from the Frechet distribution with

f ( x)

0, 0, and x 0

(5.7.1)

parameter. And the cumulative distribution function (cdf) of Frechet distribution is as follows:

x

F ( x) exp

(5.7.2)

x

f r ( x)

r 1

x

exp

(5.7.3)

E ( x)

1

1

r

E ( x2 )

(5.7.4)

1 2

2

1

2

r 2 r r

1

2

1

1

1

Var ( x) 2 r 2 r 2 r r

r

r

5.8

(5.7.5)

(5.7.6)

The likelihood function of the first n lower record values is given by (Arnold et al.)

L f xL n

f xL i

F

n 1

i 1

Li

(5.8.1)

We have the likelihood function for inverse Weibul Distribution of lower record values with

single parameter

n

L( , x) n X L n c1 exp X L n c

i 1

(5.8.2)

n

i 1

(5.8.3)

LogLf ( x ) n

X L n c

After setting

LogLf ( x)

0

(5.8.4)

n

X L n c

(5.8.5)

2 LogLf ( x )

n

2

2

2 LogLf ( x )

0

2

(5.8.6)

The variance of the ML estimator by using Rao Cramer Lower Bound we have

var $

n

(5.8.7)

n 1 x c L n

(5.8.8)

of MLE

E

that is

x

f ( x)

n n x

Lf ( x) n i

i 1

i 1

(5.8.9)

n

x

x

LogLf ( x) n log n log 1 log

i 1

i 1

n

(5.8.10)

LogLf ( x )

n

n

1

1

(5.8.11)

xL n n

LogLf ( x) n n

1

log

i1

(5.8.12)

When is known but and are unknown then the ML estimators are

n

x

n 1 log

i 1

n xL n

(5.8.13)

(5.8.14)

Z

in2

n

where Z i

X L n

(5.8.15)

E Z i

E

n n2

(5.8.16)

As we have

E Zi

H x

n 1

f x dx

(5.8.17)

E Z i

n xL n

n 0

After substituting

1n 1

xL n

xL n

t

dx

(5.8.18)

we get

E Zi n n1

(5.8.18)

Putting the value of equation (5.8.18) in equation (5.8.16) we get

E

5.9

Table (5.9.1) =3 , =2

r

1

2

3

4

5

6

7

Means

1.2599

1.1373

0.9477

0.8424

0.7722

0.7207

0.7791

Variance

1.3386

0.1238

0.0349

0.0252

0.0161

0.0113

0.0111

The table (5.9.1) contains the mean and variance of lower record values from the inverse weibull

distribution with known values of shape and scale parameters. As from table we can observe the

mean and variance are decreased as the value of r increased

Mean and Variance table of LRV from Frechet distribution.

Table (5.9.2) =3,=3,=2

r

1

2

3

4

5

6

7

8

Table(5.9.3) =5,=5,=4

r

Means

Variance

1

9.8210

3.3460

2

8.6570

0.64

9

3

Means

6.0623

4.7084

4.2569

4.0062

3.8390

3.7164

3.6211

3.5439

Variance

2.7846

0.7016

0.2643

0.1424

0.0900

0.0589

0.0470

0.0366

8.1913

0.3026

4

7.9183

0.1290

5

7.7162

0.0957

6

7.5676

0.0827

7

7.4487

0.0749

8

7.3501

0.0615

The table (5.9.2) and (5.9.3) contains the mean and variance of lower record values from the

Frechet distribution with different known values of shape, scale and location parameters. As from

table we can observe the mean and variance are decreased as the value of r increased.

Chap no 6 Stationary models

6.1 Introduction

The data collected according to the time is a problem of time series analysis. Any group of

observations which is specified in an arrangement of chronological order is called time series

data.

Hence, it is obviously noted that a large number of excellent texts on time series is available. In

which the main focus of the authors is on stationary time series and some have a good

contribution about globally non-stationary series which are used in financial time series.

Mostly the authors suggest the book of (Chatfield 2003) for the preliminary introduction about

the time series. There are many other useful books on time series by some authors i.e Priestley

(1983), Diggle (1990), Brockwell and Davis (1991), and Hamilton (1994). The book by Hannan

(1960) is concise (but concentrated) and Pole et al. (1994) is a good introduction to a Bayesian

way of doing time series analysis.

The record of data according to time can be hourly, daily, monthly, quarterly, yearly etc. For

example, record of temperature after every hour in some specific locations, weekly prices of rice

or wheat in Okara, production and consumption of monthly electricity in a certain area, monthly

or annually rainfall , yearly flood peaks at different Dams in Pakistan etc. All the mentioned

above data is related with time and treated as a time series data. Although a large number of data

is available for research in the field of social sciences. But problem is that, there is lacks in the

quality of data. We should never have ignored the fact that the results obtained from the data are

as good as the quality of data.

As we know the time series data is based on time which exhibits a natural order over time. So

there is highly a chance that the successive observations are inter-correlated. Especially, when a

short interval of time between the observations such as an hour, day, week or month instead of

years

Before discuss the further analysis, I would like to describe a beautiful quotation:

Experience with real-world data, however, soon convinces one that both stationarity and

Gaussianity is fairy tales invented for the amusement of undergraduates.

(Thomson 1994)

Keeping it in mind we observed in literature, the stationary models provide the basis for a great

portion of time series analysis.

Time series forecasting and modeling became most popular now a days in economic and

environmental topics. George Box and Gwilym Jenkins in 1976 used the form as ARIMA (p,d,q)

to describe a large class of models which could describe the behavior of many observed time

series. Where the d indicates the maximum number of times the series are required to be

differenced to make a time series stationary.

6.2

In practice, there are two important questions to be faced for any researcher. (i) how can one find

that the required time series is stationary, (ii) how can we made a time series stationary if it

found a lack of stationary. Although a variety of techniques are available for the detection of

Stationarity. Examination of the variation in mean and variance with respect to time of a time

series gives a visual clue for this purpose is examination in the change of mean and variance

(constant mean and variance suggest the Stationarity in the data).

6.3

The stationary time series provides a basic for inferential analysis of time series data. The unit

root test is most popular and widely used for this purpose from last several decades in the

literature. It is based on a random walk model as followed

X t X t 1 t

1 1

1

From above model if

X t X t 1 t

(6.3.1)

X t X t 1 X t 1 X t 1 t

(6.3.2)

X t 1 X t 1 t

(6.3.3)

X t X t 1 t

(6.3.4)

Where,

is the first-difference operator. As we can see from the equation 3 if the =1 then the

1

given time series is non stationary if

null hypothesis that H0 :

1

if

X t ( X t X t 1 ) t

6.4

Dickey and fuller have 1979 overcome the problem occurred in unit root test. They developed a

(tau )

X t 1

statistic to estimate the value of coefficient of

proposed three version of the regression are used for the test as follows

Yt Yt 1 t

1.

(6.4.1)

yt B1 Yt 1 t

2.

yt 1 2t Yt 1 t

3.

(6.4.2)

(6.4.3)

With drift around a stochastic trend in all above model the authors assumed that the random error

term is uncorrelated. Augmented Dickey fuller test dickey and fuller (1979) developed ADF

test for unit root. This is most appropriate when the error terms are correlated.

The model of the test is

m

Yt 1 2t Yt 1 Yt 1 t

1

1

Constant / intercept

2

Coefficient on time trend

The ADF test is performed in excel as followed

H0 : 0

(Process has a unit root i.e non-stationary)

H1 : 0

(Process has not a unit root i.e stationary)

(6.4.4)

H0 :Xk has a unit root (Non Stationary process)

H1 :Xkhas not a unit root(Stationary process )

6.5

The Dickey and fuller Test has a necessary assumption about the random error term that should

be independently and identically distributed. The Augmented Dickey Fuller (ADF) test designed

to overcome the problem of serial correlation in random error term. The Phillips and Perreon

(1988) suggested a number of unit root nonparametric test with irrespective of lagged difference

terms in serially correlated errorterm. Thats why the distribution of PP test is asymptotically

similar to the ADF test. But it is differ from ADF test in the context of serial correlation of and

the hetroscedasticity of random error term.

It also has test the null and alternative hypothesis as follows:

H0 : The data has a unit root (Non Stationary process)

H1 : The data has not a unit root(Stationary process )

6.4 Analysis of the stationary time series data at different sites

In this section we will use the mentioned above test to see whether the data hold the assumption

of stationary or not. For this purpose, the data from all sites analyzed in a sequence and the data

found to be stationary will be proceed in the section

6.4.1

From the following table (a) we see that the Augmented Dickey Fuller unit root test statistic

gives the

values -2.0725 which is smaller than the critical values at different level of

significance (i.e 5%, 10% etc) so we can reject H0 and conclude that the flood peaks at Marala

do not have a unit root. i.e it is stationary. PP test also reject the null hypothesis and give the

same results.

Table (a)

p value

Statistic

0.03983

-2.0725324

8

0.03983

-2.0725324

critical value

Alpha

-1.9694528

5%

-1.6336516

10%

Autocorrelation function is another important tool for diagnose the stationarity of the series. It

refers whether the time series going anywhere it should have the constant value all over the time

Abbas Keshvani (2013).

Figure 1

Autocorrelation Function for Marala

(with 5% significance limits for the partial autocorrelations)

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

2

10

12

14

16

18

Lag

20

22

10

12

14

16

18

20

22

Lag

As we see in above graph fig (a) ACF and fig (b) PACF are slightly exponential decay and

remains within the significant range which is an initiative indication of stationary series. In

theoretically the ACF should be close to zero because the process is purely random walk. So the

ACF and PACF suggest that the Marala flood peaks have a stationary series.

Figure 2

Normal Probability Plot

Versus Fits

99.9

900000

90

Residual

Percent

99

50

10

600000

300000

0

1

0.1

-800000

-400000

400000

800000

325000

330000

Residual

335000

340000

345000

Fitted Value

Histogram

Versus Order

900000

Residual

Frequency

30

20

10

0

300000

0

-200000

Residual

6.4.2

600000

10

20

30

40

50

60

70

80

Observation Order

TARBELA SITE

From the following table (b) we see that the Augmented Dickey Fuller unit root test statistic

gives the

values -0.9024 which is greater than the critical values at different level of

significance (i.e1%,2%,5%, 10% etc) so we cannot reject H 0 and conclude that the flood peaks

at Tarbela have a unit root. i.e it is nonstationary.

Table (b)

p value

Statistic

0.329485

-0.9024

Figure 3

critical

Alpha

value

-2.72488

-2.43209

-2.01518

-1.66269

1%

2%

5%

10%

(with 5% significance limits for the partial autocorrelations)

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

(with 5% significance limits for the autocorrelations)

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

1

Lag

As we see in above graph fig (a) ACF and fig (b) PACF are departure from exponential decay.

Even though it remains within the significant rang but behave alike a huge variation at different

number of lags. In theoretically the ACF should be close to zero because the process is purely

random walk. So the ACF and PACF suggest that the Tarbela flood peaks have a non-stationary

series.

Normal Probability Plot

Versus Fits

99

400000

Residual

Percent

90

50

-200000

200000

400000

375000

385000

390000

Fitted Value

Histogram

Versus Order

395000

400000

Residual

Frequency

380000

Residual

12

9

6

200000

3

0

200000

10

1

-120000

120000

Lag

240000

Residual

360000

10

15

20

25

Observation Order

30

35

6.4.3

SHAHDARA SITE

From the following table (c) we see that the Augmented Dickey Fuller unit root test statistic

gives the values -3.030007 which is smaller than the critical values at different level of

significance (i.e1%,2%,5%, 10% etc) so we can reject H 0 and conclude that the flood peaks at

Shadara do not have a unit root. i.e it is stationary.

Table (6.4.3 a)

p value

0.003859

Statistic

critical

Alph

-3.030007

value

-2.628747

a

1%

-2.360146

-1.969453

-1.633652

2%

5%

10%

Figure (4.6.3 b)

Partial Autocorrelation Function for Shahdara

(with 5% significance limits for the autocorrelations)

1.0

1.0

0.8

0.8

0.6

0.6

0.4

0.4

Autocorrelation

Partial Autocorrelation

0.2

0.0

-0.2

-0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.6

-0.8

-0.8

-1.0

-1.0

2

10

12

14

16

18

20

22

Lag

10

12

14

16

18

20

22

Lag

As we see in above graph fig (a) ACF and fig (b) PACF are slightly exponential decay and

remains within the significant range which is an initiative indication of stationary series. In

theoretically the ACF should be close to zero because the process is purely random walk. So the

ACF and PACF suggest that the Shahdaraflood peaks have a stationary series.

Figure(6.4.3c)

Normal Probability Plot

Versus Fits

99.9

900000

90

Residual

Percent

99

50

10

600000

300000

0

1

0.1

-800000

-400000

400000

800000

325000

330000

Residual

335000

340000

345000

Fitted Value

Histogram

Versus Order

900000

Residual

Frequency

30

20

10

0

600000

300000

0

-200000

200000

400000

600000

800000

Residual

6.4.4

10

20

30

40

50

60

70

80

Observation Order

MANGLA SITE

From the following table (d) we see that the Augmented Dickey Fuller unit root test statistic

gives the

values -3.74878 which is smaller than the critical values at different level of

significance (i.e1%,2%,5%, 10% etc) so we can reject H 0 and conclude that the flood peaks at

Mangla do not have a unit root. i.e it is stationary.

Table (6.4.4a)

p value

0.001

Figure (6.4.4b)

Statistic

-3.74878

critical value

Alph

-2.62768

-2.35935

-1.96888

-1.63328

a

1%

2%

5%

10%

(with 5% significance limits for the partial autocorrelations)

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

(with 5% significance limits for the autocorrelations)

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

2

10

12

14

16

18

20

22

10

12

14

16

18

20

22

Lag

Lag

Graph of ACF for Tarbela Flood peaks (b) Graph of PACF for Tarbela Flood peaks

As we see in above graph fig (a) ACF and fig (b) PACF are slightly exponential decay and

remains within the significant range which is an initiative indication of stationary series. In

theoretically the ACF should be close to zero because the process is purely random walk. So the

ACF and PACF suggest that the Manglaflood peaks have a stationary series.

Normal Probability Plot

Versus Fits

99.9

1000000

90

Residual

Percent

99

50

10

1

0.1

500000

-500000

500000

1000000

200000

220000

Residual

Histogram

280000

Versus Order

30

Residual

Frequency

260000

1000000

40

20

10

0

240000

Fitted Value

500000

0

-200000

Residual

10

20

30

40

50

60

Observation Order

70

80

6.4.5

MUZAFARABAD SITE

From the following table (e) we see that the Augmented Dickey Fuller unit root test statistic

gives the values -3.45 which is smaller than the critical values at different level of significance

(i.e 1%,2%,5%, 10% etc) so we can reject H 0 and conclude that the flood peaks at Muzafarabad

site do not have a unit root. i.e it is stationary.

Table (6.4.5a)

p value

Statistic

critical value

Alph

0.003

-3.45

-2.96

-2.4325

-1.8765

-1.4532

a

1%

2%

5%

10%

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

Figure (6.4.5b)

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

1

10

11

Lag

Table(6.4.5c)

12

13

14

10

Lag

11

12

13

14

Normal Probability Plot

Versus Fits

99

50

Residual

Percent

90

50

25

0

-25

10

-50

-50

-25

0

Residual

25

50

124

Histogram

25

Residual

50

Frequency

130

Versus Order

12

6

3

0

-25

-50

6.4.6

126

128

Fitted Value

-40

-20

0

20

Residual

40

60

10 15 20 25 30 35 40 45

Observation Order

50 55

BALAKOT SITE

From the following table (f) we see that the Augmented Dickey Fuller unit root test statistic

gives the values -1.02467 which is larger than the critical values at different level of significance

(i.e 1%,2%,5%, 10% etc) so we cannot reject H0 and conclude that the rainfall data at Balakot

Site have a unit root. i.e it is non-stationary.

Table (6.4.6a)

p value

0.35998

Statistic

-1.02467

critical

Alpha

value

-2.99243

-2.7204

-2.3129

-1.4568

1%

2%

5%

10%

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

1

5

Lag

(b)

5

Lag

Normal Probability Plot

Versus Fits

99

200

Residual

Percent

90

50

10

1

100

0

-100

-200

-200

-100

0

Residual

100

200

380

400

Histogram

100

Residual

Frequency

200

6.4.7

440

460

Versus Order

12

6

3

0

420

Fitted Value

0

-100

-200

-200

-100

0

100

Residual

200

10

15

20

25

Observation Order

30

35

RISALPUR SITE

From the following table (g) we see that the Augmented Dickey Fuller unit root test statistic

gives the values -1.6875 which is larger than the critical values at different level of significance

(i.e 1%,2%,5%, 10% etc) so we can reject H0 and conclude that the rainfall at Risalpur site has a

unit root. i.e it is non-stationary.

Table (6.4.7a)

p value

Statistic

0.2973

-1.6875

critical

Alpha

value

-3.9926

-3.7209

-2.3124

-1.9563

1%

2%

5%

10%

Figure(6.4.7b)

Partial Autocorrelation Function for Risalpur

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

1

(a)

0.4

5

Lag

Figure (6.4.7c)

(b)

5

Lag

Normal Probability Plot

Versus Fits

99

200

Residual

Percent

90

50

10

1

-300

-200

-150

0

Residual

150

300

330

Histogram

340

350

360

Fitted Value

370

Versus Order

200

12

Residual

Frequency

16

4

0

6.4.8

-200

-200

-100

0

100

Residual

200

300

10

15

20

25

Observation Order

30

35

KOHAT SITE

From the following table (h) we see that the Augmented Dickey Fuller unit root test statistic

gives the values -2.6875 which is larger than the critical values at different level of significance

(i.e 1%,2%,5%, 10% etc) so we cannot reject H0 and conclude that the rainfall data at Kohat site

have a unit root. i.e it is non-stationary.

Table (6.4.8a)

p value

0.2754

Statistic

-2.6875

critical

Alpha

value

-4.7584

-4.0234

-3.3542

-2.9867

1%

2%

5%

10%

(with 5% significance limits for the partial autocorrelations)

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

(with 5% significance limits for the autocorrelations)

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

1

5

Lag

(b)

5

Lag

Normal Probability Plot

Versus Fits

99

60

Residual

Percent

90

50

10

1

40

20

0

-20

-50

-25

0

25

Residual

50

140

Histogram

146

148

60

Residual

Frequency

144

Fitted Value

Versus Order

4

2

40

20

0

-20

6.4.9

142

-20

20

Residual

40

60

10

15

20

25

Observation Order

30

35

DIR SITE

From the following table (i) we see that the Augmented Dickey Fuller unit root test statistic

gives the

values -0.45634 which is larger than the critical values at different level of

significance (i.e 1%,2%,5%, 10% etc) so we can reject H0 and conclude that the rainfall data at

Dir site have a unit root. i.e it is non-stationary.

Table (6.4.9a)

p value

Statistic

0.2254

-0.45634

critical

Alpha

value

-2.7432

-1.9857

-1.4562

-0.9346

1%

2%

5%

10%

1.0

1.0

0.8

0.8

0.6

0.6

Partial Autocorrelation

Autocorrelation

Figure (6.4.9b)

0.4

0.2

0.0

-0.2

-0.4

-0.6

0.4

0.2

0.0

-0.2

-0.4

-0.6

-0.8

-0.8

-1.0

-1.0

1

5

Lag

Figure(6.4.9c)

(b)

5

Lag

Normal Probability Plot

Versus Fits

99

40

Residual

Percent

90

50

10

20

0

-20

1

-40

-20

0

Residual

20

40

132

Histogram

136

Versus Order

40

10.0

7.5

Residual

Frequency

134

Fitted Value

5.0

2.5

20

0

-20

0.0

-30

-20

-10

0

10

Residual

20

30

40

10

15

20

25

Observation Order

30

35

Chap No 7

Probability distribution

7.1

Introduction

In this section we will apply the selected distribution to the different sites of flood and rainfall

data. To see, the which distribution is more appropriate and good fit. For this purpose, chi square

test is used as a goodness of fit test. The method of Maximum likelihood method is used for

estimating the parameters of selected distributions

7.2

The following table contains the descriptive statistic summary of Marala Flood peaks.

Table 7.1

Statistic

Size

Range

Values

88

990220

Percentiles

Min

5%

Values

109780

130730

Mean

Variance

Standard

334550

44064000000

209920

deviation

Coefficient

of 0.62745

Variation

Standard error

22377

Skewness

1.5196

Excess Kurtosis

1.8119

7.2.1 Exponential Distribution

10%

25% (Q1)

50% (Median)

145650

194640

255450

75% (Q3)

411760

90%

95%

Max

721300

800040

110000

Table (7.2.1a)

2.9891E-6

Parameters

Values

Graph(7.2.1b)

0.48

0.44

0.4

0.36

0.32

f(x)

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

x

Histogram

Exponential

700000

800000

900000

1E+6

1.1E+6

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Exponential

Table (7.4.2c)

Test

Test

Kolmogorov

statistics

0.28981

-Smirnov

Anderson-

9.2815

Darling

Chi-Squared

43.038

P values

Critical

Conclusion

0.0000005

value

0.14274

Reject

at

different

levels

of

2.5018

significance

Reject at

different

levels

of

12.592

significance

Reject at

different

levels

of

0.0000001

2

7.2.2

significance

Gamma Distribution

Table (7.2.2a)

Parameters

Values

Table (7.2.2b)

2.5401

1.3171E+5

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

0.36

800000

0.32

700000

Q

uantile(M

odel)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

400000

500000

600000

x

Histogram Gamma

Test

Kolmogorov

statistics

0.11674

-Smirnov

AndersonDarling

Chi-Squared

1.1E+6

Critical

Status

0.16777

value

0.14274

Reject

at

different

levels

of

2.5018

significance

Reject at

different

levels

of

12.592

significance

Reject at

different

levels

of

1.1466E-7

Normal Distribution

Table (7.2.3a)

Parameters

Values

Table(7.2.3b)

1E+6

significance

At 20% level of significance the kolmogorov-Smirnov accepted

`7.2.3

900000

P values

9.2815

43.038

800000

Gamma

Table (7.2.2c)

Test

700000

2.0992E+5

3.3455E+5

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

800000

0.36

0.32

700000

Quantile(Model)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Normal

Histogram Normal

Table (7.2.3b)

Test

Test

P values

Critical

Status

Kolmogorov-

statistics

0.19741

0.00176

value

0.14274

Smirnov

Anderson-

5.5215

2.5018

Darling

Chi-Squared

34.169

0.0000007

7.2.4 Log-Normal Distribution

9.4877

Table (7.2.4a)

Parameters

Values

Table (7.2.4b)

0.5427

12.562

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

0.36

800000

0.32

700000

Quantile(Model)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

400000

500000

600000

x

Histogram

700000

800000

900000

1E+6

1.1E+6

Lognormal

Lognormal

Table (7.2.4a)

Test

Test

P values

Critical value

Status

Kolmogorov

statistics

0.10937

0.2261

0.14274

2.5018

significance

Accepted at different levels of

8.558(20%)

significance

Reject only

at

10.645(<20%

significance

and

1%,2%,5%and 10%

-Smirnov

AndersonDarling

Chi-Squared

7.2.5

1.2029

10.572

0.10253

Logistic Distribution

Table (7.2.5a)

Parameters

Values

Table (7.2.5b)

1.1573E+5

3.3455E+5

20%

level

of

accepted

at

0.48

0.44

0.4

0.36

0.32

f(x)

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

700000

800000

900000

1E+6

1.1E+6

x

Histogram Logistic

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile(Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

1.1E+6

x

Logistic

Table (7.2.5c)

Test

Test

Kolmogorov-

statistics

0.20718

Smirnov

Anderson-

5.4775

Darling

Chi-Squared

24.34

P values

Critical

Status

0.000862

value

.14274

2.5018

9.4877

.0000683

7.2.6

Nakagami Distribution

Table (7.2.6a)

Parameters

Values

Table (7.2.6a)

1.5549E+11

M

0.53603

Probability Density Function

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

0.36

800000

0.32

700000

Q

uantile(M

odel)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

400000

Kolmogorov-

statistics

0.2089

Smirnov

Anderson-

4.8927

Darling

Chi-Squared

27.636

7.2.7 Weibull Distribution

800000

900000

1E+6

1.1E+6

P values

Critical

Status

0.007578

value

0.14274

2.5018

12.592

0.0011

Table (7.2.7a)

Parameters

Values

Table (7.2.7b)

700000

Nakagami

Table (7.2.6c)

Test

600000

Histogram Nakagami

Test

500000

2.1248

3.6554E+5

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

0.36

800000

0.32

700000

Quantile(Model)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

Histogram Weibull

Weibull

Table (7.2.7c)

Test

Test

P values

Critical value

Status

Kolmogorov-

statistics

0.1608

0.01867

0.17126(1%)

Smirnov

0.15961(2%

significance

Anderson-

)

2.5018

Reject at different levels of

15.086(1%)

significance

Only accepted at 1% levels of

11.388(2%)

significance

Darling

Chi-Squared

4.1265

14.914

0.01074

and

and

7.2.8

Table (7.2.8a)

Parameters

Values

Table (7.2.8b)

8.4978E+5

3.3455E+5

rejected

rejected

at

at

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

0.36

800000

0.32

700000

Q

uantile(Model)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

x

Histogram

Test

Kolmogorov

statistics

0.09508

-Smirnov

Anderson-

0.98598

Inv. Gaussian

600000

700000

800000

900000

1E+6

1.1E+6

Inv. Gaussian

P values

Critical

Status

0.38004

value

0.14274

2.5018

12.592

Darling

Chi-Squared 8.3096

0.21629

7.2.10

Rayleigh Distribution

Parameters

Values

Table (7.2.10a)

500000

Table (7.2.8c)

Test

400000

2.6693E+5

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

800000

0.36

0.32

700000

Quantile(Model)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

400000

500000

600000

Histogram

700000

800000

900000

1E+6

1.1E+6

x

Rayleigh

Rayleigh

Table (7.2.10b)

Test

Test

P values

Kolmogorov

statistics

0.16973

.01099

0.17126 (1%)

Only

0.1596(2%

)

3.9074 (1%)

10% etc.

Only accepted

3.2892(2%

)

16.812 (1%)

10% etc.

Only accepted

15.033(2%

-Smirnov

Anderson-

3.7393

Darling

Chi-Squared

7.2.11

15.19

0.0188

accepted

at

at

at

1%

1%

1%

)

10% etc.

Generalized Extreme value Distribution

Table (7.2.11a)

Parameters

Values

Table (7.2.11b)

0.27275

1.1212E+5

2.2895E+5

levels

levels

levels

of

of

of

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

0.36

800000

0.32

700000

Q

uantile(M

odel)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

x

Histogram

Test

Kolmogorov

Statistic

0.07407

500000

600000

700000

800000

900000

1E+6

1.1E+6

Table (7.2.11c)

Test

400000

P values

Critical

Status

0.69163

value

0.14274

2.5018

12.592

-Smirnov

Anderson-

0.58447

Darling

Chi-Squared 2.3871

0.88088

7.2.12

Frechet Distribution

Table (7.2.12a)

Parameters

Values

Table (7.2.12b)

2.3386

2.3344E+5

11395.0

Q-Q Plot

1.1E+6

0.48

1E+6

0.44

900000

0.4

0.36

800000

0.32

700000

Q

uantile(M

odel)

f(x)

0.28

600000

0.24

500000

0.2

0.16

400000

0.12

300000

0.08

200000

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

100000

100000

200000

300000

x

Histogram

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

Frechet (3P)

Frechet (3P)

Table (7.2.12c)

Test

Test

Critical

Status

Kolmogorov-

Statistic

0.05098

values

0.9556

value

0.1427

2.5018

12.59

Smirnov

Anderson-

0.33501

Darling

Chi-Squared

Conclusion

4.3167

0.7184

The Log Normal and inverse Gaussian distributions are found to be a good fit for the Marala

Site. The Log normal distribution gives significant results for only 20% level of significance and

chi-square GOF test is accepted at less than 20% level of significance. The Rayleigh and weibull

distribution is only accepted at one percent level of significance. The Generalized extreme value

distribution, Inverse Gaussian and frechet distribution are seems to be a good fit to the marala

Site.

7.3

Table (7.3.1)

Statistic

Size

Range

Values

88

553800

Percentiles

Min

5%

Values

22205

28450.0

Mean

Variance

Standard

89196.0

7639100000

87402.0

deviation

Coefficient

of 0.97988

Variation

Standard error

9317.1

Skewness

3.8177

Excess Kurtosis

17.989

7.3.1 Exponential Distribution

10%

25% (Q1)

50% (Median)

32609.0

45555

60000

75% (Q3)

97875.0

90%

95%

Max

182440

213750

576000

1.1211E-5

Parameters

Values

Q-Q Plot

560000

0.8

520000

0.72

480000

440000

0.64

400000

0.56

360000

320000

Q

uantile(M

odel)

f(x)

0.48

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

Histogram

Table (7.3.1b)

Test

Kolmogorov-

Statistic

0.23883

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

Exponential

Exponential

Test

160000

P values

Critical

Status

6.6876E-5

value

o.14274

7.2808

2.5018

Darling

Chi-Squared

53.271

1.0346E-9

7.3.2 Gamma Distribution

12.592

Smirnov

Anderson-

Table (7.3.2a)

1.0415

Parameters

Values

Table (7.3.2b)

85644.0

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

400000

0.56

360000

0.48

Q

uantile(Model)

f(x)

320000

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

200000

240000

280000

x

Histogram Gamma

400000

440000

480000

520000

560000

Test

Test

P values

Critical

Status

Kolmogorov

Statistic

0.23068

value

1.3389E-4 0.14274

Reject

-Smirnov

at

different

levels

of

at

different

levels

of

significance

Reject at

different

levels

of

significance

Anderson-

6.8804

Darling

Chi-Squared

50.92

2.5018

3.0741E-9 12.592

Reject

significance

Normal Distribution

Table (7.3.3a)

Parameters

Values

Table (7.3.3b)

360000

Gamma

Table (7.3.2c)

7.3.3

320000

87402.0

89196.0

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

400000

0.56

360000

0.48

Quantile(M

odel)

f(x)

320000

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

200000

240000

280000

x

Histogram Normal

Test Statistic

P values

Critical

Status

Kolmogorov

0.24227

4.9499E-5

value

0.14274

Reject

-Smirnov

at

9.6237

480000

520000

560000

different

levels

of

48.39

2.9566E-9

2.5018

Reject

at

different

levels

of

11.07

significance

Reject at

different

levels

of

Log-Normal Distribution

Table (7.3.4a)

Parameters

Values

Table (7.3.4b)

440000

significance

significance

7.3.4

400000

Test

Darling

Chi-Squared

360000

Normal

Table (7.3.4a)

Anderson-

320000

0.63479

11.151

0.8

0.72

0.64

0.56

f(x)

0.48

0.4

0.32

0.24

0.16

0.08

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

x

Histogram

Lognormal

Q-Q Plot

560000

520000

480000

440000

400000

360000

Quantile(Model)

320000

280000

240000

200000

160000

120000

80000

40000

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

x

Lognormal

Table (7.3.4c)

Test

Test

Kolmogorov-

Statistic

0.12515

values

0.11646 20%(0.11248)

Smirnov

Critical value

Status

Only rejected at 20% level of

0.1285(20%

significance

1%,2%,5%

significance

and

and

accepted

10%

level

at

of

Anderson-

1.5027

Darling

Chi-Squared

19.857

0.0029

20%(1.9286)

1.9286(20%

significance

1%,2%,5%

12.592

significance

Rejected at

4

7.3.5

and

and

accepted

10%

level

of

different

level

of

significance

Logistic Distribution

Table (7.3.5a)

48187.0

Parameters

Values

Table (7.3.5b)

89196.0

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

400000

0.56

360000

0.48

Q

uantile(M

odel)

f(x)

320000

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

200000

240000

280000

P values

Statisti

Kolmogorov-

c

0.24277

Smirnov

440000

480000

520000

560000

Critical

Status

value

4.7379E-

0.14274

2.5018

12.592

Anderson-

8.7112

Darling

Chi-Squared

40.643

7.3.6

400000

Logistic

Table (7.3.5c)

Test

360000

Histogram Logistic

Test

320000

3.4048E-

7

Weibull Distribution

at

Table (7.3.6a)

1.8529

Parameters

Values

Table (7.3.6b)

91883.0

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

400000

0.56

360000

0.48

Quantile(Model)

f(x)

320000

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

200000

240000

280000

x

Histogram Weibull

400000

440000

480000

520000

560000

P values

Critical

Status

0.01003

value

1%(0.1712

rov-

6)

Smirnov

0.159(2

Anderson 4.8786

%)

2.5018

Rejected

at

different

level

of

11.07

significance

Rejected at

different

level

of

Kolmogo

-Darling

Chi-

Test Statistic

360000

Weibull

Table (7.3.6c)

Test

320000

0.17122

16.301

0.00604

Squared

7.3.7 Inverse Gaussian Distribution:

significance

Table (7.3.7a)

Parameters

Values

Table (7.3.7b)

92896.0

89196.0

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

400000

0.56

360000

0.48

f(x)

Quantile(Model)

320000

280000

240000

0.4

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

200000

240000

280000

x

Inv. Gaussian

(a) Histogram of

320000

360000

400000

440000

480000

520000

560000

x

Histogram

Inv. Gaussian

Inverse Gaussian

distribution

Table (7.3.7c)

Test

Test

Kolmogorov-

Statistic

0.18289

P values

Critical

Status

0.00477

value

0.14274

Rejected

Smirnov

Anderson-

at

different

level

of

significance

3.7881

1%(3.9074)

Darling

Chi-Squared

3.2892(2%)

12.592

Rejected at

22.227

0.0011

significance

7.3.8

Rayleigh Distribution

Table (7.3.8a)

Parameters

Values

Table (7.3.8b)

71168.0

different

level

of

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

400000

0.56

360000

0.48

Q

u

a

n

tile(M

o

d

e

l)

f(x)

320000

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

200000

240000

280000

x

Histogram Rayleigh

Test

Kolmogorov-

Statistic

0.23978

Smirnov

400000

440000

8.0591

Darling

Chi-Squared

29.91

520000

560000

P values

Critical

Status

6.1559E-

value

0.14274

2.5018

12.592

4.0891E-

5

Generalized Extreme value Distribution

Table (7.3.9a)

Parameters

Values

Table (7.3.9b)

480000

Anderson-

7.3.9

360000

Rayleigh

Table (7.3.8c)

Test

320000

K

0.45104

26675.0

52585.0

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

400000

0.56

360000

0.48

Q

u

a

n

tile(M

o

d

e

l)

f(x)

320000

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

x

Histogram

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

Test

Test

Critical

Status

Kolmogorov-

Statistic

0.06397

values

0.8413

value

0.14274

2.5018

12.592

Smirnov

Anderson-

0.38742

Darling

Chi-Squared

6.0328

7.3.10

0.4195

3

Frechet Distribution

Table (7.3.10a)

Parameters

Values

Table (7.3.10b)

2.1416

57449.0

4775.4

Q-Q Plot

560000

0.8

520000

0.72

480000

0.64

440000

0.56

400000

360000

0.48

Q

u

a

n

tile(M

o

d

e

l)

f(x)

320000

0.4

280000

240000

0.32

200000

0.24

160000

0.16

120000

80000

0.08

40000

0

40000

80000

120000

160000

200000

240000

280000

320000

360000

400000

440000

480000

520000

560000

40000

80000

120000

160000

200000

240000

x

Histogram

280000

320000

360000

400000

440000

480000

520000

560000

Frechet (3P)

Frechet (3P)

Table (7.3.10c)

Test

Test

P values

Critical

Status

Kolmogorov-

Statistic

0.06598

0.75404

value

0.1427

2.5018

12.592

Smirnov

Anderson-

0.38143

Darling

Chi-Squared

Conclusion

4.8019

0.5497

The log normal and Inverse Gaussian distribution is very sensitive to this data the Anderson

Darling and Kolmogorov Smirnove GOF is significant at 20% level of significance only while

the chi square test is rejected at different level of significance. The GEV distribution and Frechet

distribution is good fit to the data.

7.4

Table (7.4.1)

Statistic

Size

Range

Mean

Variance

Values

89

1067600

234200

43733000000

Percentiles

Min

5%

10%

25% (Q1)

Values

22400

76400.0

88190

117230

Coefficient

of 0.89294

Variation

Standard error

22167.0

Skewness

2.6163

Excess Kurtosis

7.378

7.4.1 Exponential Distribution

50% (Median)

75% (Q3)

157000

274350

90%

95%

Max

440680

760250

109000

Table (7.4.1 a)

4.2699E-6

Parameters

Values

Table (7.4.1b)

Probability Density Function

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

x

Histogram

Exponential

700000

800000

900000

1E+6

1.1E+6

Q-Q Plot

1.1E+6

1E+6

900000

800000

700000

Q

uantile(M

odel)

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Exponential

Table (7.4.1c)

Test

Test

Kolmogorov-

Statistic

0.24434

P values

Critical

Status

3.6524E-5

value

0.14195

Rejected

Smirnov

at

6.1768

Darling

Chi-Squared

34.051

of

2.3256E-6

2.5018

Rejected

at

different

level

of

11.07

significance

Rejected at

different

level

of

significance

Gamma Distribution

MLE = 1.0e+05=1.1245

Parameters

Values

level

significance

Anderson-

7.4.2

different

4.2699E-6

1.8673E+5

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Gamma

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Gamma

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.19605

0.0018

0.14195

Smirnov

AndersonDarling

Chi-Squared

Rejected at different

level of significance

4.2518

22.805

3.6774E-4

2.5018

Rejected at different

11.07

level of significance

Rejected at different

level of significance

7.4.3

Normal Distribution

=2.0912E+5 =2.3420E+5

Parameters

Values

2.0912E+5

2.3420E+5= 2.0795E+5

2.3420E+5

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Normal

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Normal

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.2252

1.9015E-4

0.14195

Smirnov

Anderson-

Rejected

at

different level of

8.5233

0.14195

significance

Rejected

at

Darling

different level of

Chi-Squared

significance

Rejected

45.1

1.3845E-8

11.07

at

different level of

significance

7.4.4

Log-Normal Distribution

MLE

Parameters

Values

= 12.10510.6903

0.68641

12.105

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Lognormal

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Lognormal

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.08973

0.44483

0.14195

Smirnov

Anderson-

Accepted

at

different level of

0.93497

2.5018

significance

Accepted

at

Darling

different level of

Chi-Squared

significance

Accepted

11.882

0.06466

12.592

at

different level of

significance

7.4.5

Logistic Distribution

=1.1530E+5 =2.3420E+5

Parameters

Values

1.1530E+5

1.9489 0.8898

2.3420E+5

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Logistic

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Logistic

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.22296

2.2843E-4

0.14195

Smirnov

AndersonDarling

Chi-Squared

Rejected at different

level of significance

7.5814

40.742

1.0578E-7

2.5018

Rejected at different

11.07

level of significance

Rejected at different

level of significance

7.4.6

WeibullDistribution

=1.7178 =2.4515E+5

Parameters

Values

1.7178

MLE 2.5814E+5

2.4515E+5

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Weibull

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Weibull

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.13959

0.0564

Smirnov

20%(0.11186) Rejected

10%(0.12779) 10%

Anderson-

3.5537

Darling

Chi-Squared

15.287

0.01814

20%

level

significance

2%(0.15873)

accepted

1%(0.17031)

and 5%

2.5018

significance

Rejected at different

1%(16.812)

level of significance

Only accepted at 1%

15.033

levels of significance

at2%

at

=2.9373E+5 =2.3420E+5

Parameters

Values

2.9373E+5

of

5%(0.14195)

7.4.7

and

2.3420E+5

and

1%,2%

level of

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Inv. Gaussian

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Inv. Gaussian

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.12089

0.1365

Smirnov

Anderson-

0.12779 at

Accepted at 5%,2%and1%

5%,2%and1%

20%(1.3749) Only rejected at 20% and

1.7242

Darling

1.9286 at

Chi-Squared

5%,2%and1%

5%(11.O7)

Accepted at different level

4.7111

0.45214

Accepted at 5%,2%and1%

of significance

7.4.8

Rayleigh Distribution

=1.8686E+5

Parameters

Values

MLE= 2.2146e+05

1.8686E

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Rayleigh

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Rayleigh

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.21416

4.6195E-4

0.14195

Smirnov

AndersonDarling

Chi-Squared

Rejected

at

different

level of significance

7.3189

15.801

0.00744

2.5018

Rejected

at

different

11.07

level of significance

Rejected at different

level of significance

7.4.9

Parameters

Values

K

0.3965

78946.0

1.3838E+5

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

700000

800000

900000

x

Gen. Extreme Value

Test

Test Statistic

P values

Critical

value

Status

1E+6

1.1E+6

Kolmogorov-

0.05547

0.93281

Smirnov

10%(0.12779) of significance

5%(0.14195)

2%(0.15873)

Anderson-

0.36255

Darling

1%(0.17031)

20%(1.3749)

10%(1.9286)

of significance

5%(2.5018)

2%(3.2892)

Chi-Squared

0.61399

0.99616

1%(3.9074)

20%(8.5581)

10%(10.645)

of significance

5%(12.592)

2%(15.033)

1%(16.812)

7.4.10

Parameters

Values

Frechet Distribution

1.3727

1.0992E+5

21478.0

0.56

0.52

0.48

0.44

0.4

0.36

f(x)

0.32

0.28

0.24

0.2

0.16

0.12

0.08

0.04

0

100000

200000

300000

400000

500000

600000

700000

800000

900000

1E+6

1.1E+6

x

Histogram

Frechet

Q-Q Plot

1.1E+6

1E+6

900000

800000

Quantile (Model)

700000

600000

500000

400000

300000

200000

100000

100000

200000

300000

400000

500000

600000

x

Frechet

700000

800000

900000

1E+6

1.1E+6

Test

Test Statistic

KolmogorovSmirnov

AndersonDarling

Chi-Squared

P values

Critical

Status

0.737

value

0.1419

Accepted at different

0.08345

level of significance

5.0444

3.4969

0.7444

2.5018

Accepted at different

12.592

level of significance

Accepted at different

level of significance

Conclusion

The log normal distribution seems to be a good fit for Mangla site. The GOF test is only rejected

at 20 % alpha for Inverse Gaussian distribution the chi square test is accepted at all level of

alpha so the IGD is also good fit to the data. The GEV and Frechet Distribution good fit to the

Mangla site.

7.5

Kohat

Statistic

Size

Range

Mean

Variance

Standard deviation

Coefficient

Variation

Standard error

Skewness

Excess Kurtosis

7.5.1

of

Values

36

94.89

143.74

494.72

Percentiles

Min

5%

10%

25% (Q1)

22.242

50% (Median)

0.15474

75% (Q3)

175.86

3.7071

1.0118

0.85693

90%

95%

Max

188.38

210.34

Exponential Distribution

Parameters

Values

0.0.00696

Values

115.45

116.53

126.57

139.5

155.25

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

176

184

192

200

208

x

Histogram

Exponential

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

x

Exponential

176

184

192

200

208

Test

Test Statistic

Kolmogorov-

0.55209

Smirnov

P values

Critical

Status

2.0907E-

value

0.22119

Rejected at different

10

Anderson-

12.19

Darling

Chi-Squared

81.348

1.1102E-

level of significance

2.5018

Rejected at different

9.4877

level of significance

Rejected at different

16

7.5.2

level of significance

Gamma

Parameters

Values

41.766

3.4417

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

176

168

176

184

192

200

208

x

Histogram

Gamma

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

x

Gamma

184

192

200

208

Test

Test Statistic

Kolmogorov-

0.13474

P values

Critical

Status

0.48888

value

0.22119

accepted at different

Smirnov

level of significance

Anderson-

0.61054

Darling

Chi-Squared

0.72191

0.9486

2.5018

accepted at different

9.4877S

level of significance

accepted at different

level of significance

7.5.3

Normal Distribution

Parameters

Values

143.74

22.242

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

176

184

192

200

208

x

Normal

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

176

184

x

Histogram

Test

Test Statistic

P values

Normal

Critical

value

Status

192

200

208

Kolmogorov-

0.15494

0.31941

0.22119

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.8509

4.9146

0.29618

2.5018

accepted at different

9.4877

level of significance

accepted at different

level of significance

7.5.4

Log-Normal Distribution

Parameters

Values

4.9572

0.14529

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

176

184

192

200

208

x

Lognormal (3P)

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

x

Histogram

Lognormal (3P)

176

184

192

200

208

Test

Test Statistic

Kolmogorov-

0.085523

P values

Critical

Status

0.93628

value

0.22119

accepted

Smirnov

at

different

level of significance

Anderson-

0.28257

Darling

Chi-Squared

1.8966

0.59413

2.5180

accepted

at

different

7.8147

level of significance

accepted at different

level of significance

7.5.5

Logistic Distribution

Parameters

Values

12.265

143.74

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

176

184

192

200

208

x

Logistic

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

x

Histogram

Logistic

176

184

192

200

208

Test

Test Statistic

Kolmogorov-

0.0852

P values

Critical

Status

0.93628

value

0.22119

Smirnov

of significance

Anderson-

0.28257

Darling

Chi-Squared

1.8966

0.59413

2.5018

7.8147

of significance

accepted at different level

of significance

7.5.6

Nakagami Distribution

Parameters

Values

M

9.4017

21143.0

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

176

184

192

200

208

x

Nakagami

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

x

Histogram

Nakagami

176

184

192

200

208

Test

Test Statistic

Kolmogorov-

0.14202

P values

Critical

Status

0.42288

value

0.22119

accepted

at

Smirnov

different level of

Anderson-

significance

accepted

0.7219

2.5018

at

Darling

different level of

Chi-Squared

significance

accepted

4.7522

0.31368

9.4877

at

different level of

significance

7.5.7

Weibull Distribution

Parameters

Values

8.0821

150.33

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

176

184

192

200

208

x

Weibull

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

x

Histogram

Weibull

176

184

192

200

208

Test

Test Statistic

Kolmogorov-

0.14942

P values

Critical

Status

0.36137

value

0.22119

accepted at different

Smirnov

level of significance

Anderson-

1.6686

Darling

Chi-Squared

3.27

0.35184

1.3749

accepted at different

7.8147

level of significance

accepted at different

level of significance

7.5.8

Parameters

Values

6003.5

143.74

Probability Density Function

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

x

Histogram

Inv. Gaussian

176

184

192

200

208

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

176

184

192

200

208

x

Inv. Gaussian

Test

Test Statistic

P values

Critical

Status

Kolmogorov-

0.15524

0.31724

value

0.22119

Smirnov

of significance

Anderson-

0.73821

Darling

Chi-Squared

3.6163

0.46042

2.5018

9.4877

of significance

accepted at different level

of significance

7.5.9

Rayleigh Distribution

Parameters

Values

114.69

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

176

168

176

184

192

200

208

x

Histogram

Rayleigh

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

184

192

200

208

x

Rayleigh

Test

Test Statistic

P values

Critical

Status

Kolmogorov-

0.39748

1.2129E-5

value

0.22119

Rejected at different

Smirnov

AndersonDarling

Chi-Squared

level of significance

7.1506

33.736

2.2525E-7

2.5018

Rejected at different

7.8147

level of significance

Rejected at different

level of significance

7.5.10

Parameters

Values

K

0.06266

16.71

133.0

Test

Test Statistic

P values

Critical

Status

Kolmogorov-

0.07291

0.98347

value

0.22119

Rejected at different

Smirnov

AndersonDarling

Chi-Squared

level of significance

0.2401

0.21649

0.99455

2.5018

Rejected at different

9.4877

level of significance

Rejected at different

level of significance

7.5.11

Parameters

Values

Frechet Distribution

7.0341

107.41

25.242

0.36

0.32

0.28

f(x)

0.24

0.2

0.16

0.12

0.08

0.04

0

120

128

136

144

152

160

168

x

Histogram

Frechet (3P)

176

184

192

200

208

Q-Q Plot

208

200

192

184

Quantile (Model)

176

168

160

152

144

136

128

120

120

128

136

144

152

160

168

176

184

192

200

208

x

Frechet (3P)

Test

Test Statistic

KolmogorovSmirnov

AndersonDarling

Chi-Squared

P values

Critical

Status

0.9348

value

0.2212

Rejected at different

0.08548

level of significance

0.2981

1.6054

0.6581

2.5018

Rejected at different

7.8147

level of significance

Rejected at different

level of significance

Conclusion

The Gamma Distribution shows insignificant results by GOF test (Anderson Darling,

Kolmogorov Simirnove and chi square) and concludes as a good fit for the rainfall data of Kohat

Site. Normal Log normal logistic Nakagami and inverse Guassian Distribution are also support

the null hypothesis of all three GOF tests.

7.6

Statistic

Size

Range

Mean

Variance

Standard deviation

Coefficient

of

Values

56

98.59

126.98

470.81

21.698

0.17088

Percentiles

Min

5%

10%

25% (Q1)

50% (Median)

75% (Q3)

Values

80.84

90.476

99.366

111.61

124.37

143.27

Variation

Standard error

Skewness

Excess Kurtosis

7.6.1

2.8995

0.24919

-0.25919

Exponential Distribution

Parameters

Values

0.00788

90%

95%

Max

152.87

168.92

179.43

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Exponential

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Exponential

Test

Test Statistic

P values

Critical

value

Status

170

180

Kolmogorov-

0.47721

Smirnov

AndersonDarling

Chi-Squared

6.9056E-

0.17823

12

17.902

117.14

Rejected at different

level of significance

2.5018

Rejected at different

7.8147

level of significance

Rejected at different

level of significance

7.6.2

Gamma Distribution

Parameters

Values

34.247

3.7077

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Gamma

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Gamma

Test

Test Statistic

P values

Critical

value

Status

170

180

Kolmogorov-

0.07178

0.9152

0.17825

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.27545

3.103

0.68411

2.5018

accepted at different

11.07

level of significance

accepted at different

level of significance

7.6.3

Normal Distribution

Parameters

Values

21.698

126.98

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Normal

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Normal

Test

Test Statistic

P values

Critical

value

status

170

180

Kolmogorov-

0.07918

0.8466

0.17823

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.36388

3.7319

0.4435

2.5018

accepted at different

9.4877

level of significance

accepted at different

level of significance

7.6.4

Log-Normal Distribution

Parameters

Values

0.17118

4.8295

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Lognormal

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Lognormal

Test

Test Statistic

P values

Critical

value

status

170

180

Kolmogorov-

0.07666

0.87204

0.17823

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.2812

2.5752

0.76513

2.5018

accepted at different

11.07

level of significance

accepted at different

level of significance

7.6.5

Logistic Distribution

Parameters

Values

126.98

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Logistic

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Logistic

Test

Test Statistic

P values

Critical

value

status

170

180

Kolmogorov-

0.10072

0.5856

0.17823

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.55964

5.4454

0.24457

2.55964

accepted at different

9.4877

level of significance

accepted at different

level of significance

7.6.6

Weibull Distribution

Parameters

Values

6.9575

134.57

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Weibull

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Weibull

Test

Test Statistic

P values

Critical

value

status

170

180

Kolmogorov-

0.09036

0.71625

0.17823

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.77165

6.3995

0.17123

2.5018

accepted at different

9.4877

level of significance

accepted at different

level of significance

7.6.7

Parameters

Values

4348.7

126.98

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Inv. Gaussian

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Inv. Gaussian

Test

Test Statistic

P values

Critical

value

status

170

180

Kolmogorov-

0.08824

0.74246

0.17823

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.42201

5.2269

0.38882

2.5018

accepted at different

11.07

level of significance

accepted at different

level of significance

7.6.8

Rayleigh Distribution

Parameters

Values

101.32

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Rayleigh

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Rayleigh

Test

Test Statistic

P values

Critical

value

status

170

180

Kolmogorov-

0.30846

3.1424E-5

0.17823

Smirnov

AndersonDarling

Chi-Squared

level of significance

9.6572

49.919

8.3130E-

2.5018

Rejected at different

7.8147

level of significance

Rejected at different

11

7.6.9

Rejected at different

level of significance

Parameters

Values

k

0.18291

20.578

118.3

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Gen. Extreme Value

Test

Test Statistic

P values

Critical

value

status

170

180

Kolmogorov-

0.06799

0.94239

0.17823

Smirnov

AndersonDarling

Chi-Squared

accepted at different

level of significance

0.2588

3.0613

0.69054

2.5018

accepted at different

11.07

level of significance

accepted at different

level of significance

7.6.10

Parameters

Values

Frechet Distribution

7.0341

107.41

25.242

0.32

0.28

0.24

f(x)

0.2

0.16

0.12

0.08

0.04

0

80

90

100

110

120

130

140

150

160

170

180

x

Histogram

Frechet

Q-Q Plot

180

170

160

Quantile (Model)

150

140

130

120

110

100

90

80

80

90

100

110

120

130

140

150

160

x

Frechet

Test

Test Statistic

P values

Critical

value

Status

170

180

KolmogorovSmirnov

AndersonDarling

Chi-Squared

0.4537

0.1782

0.1117

level of significance

1.188

2.402

Rejected at different

0.8912

2.5018

Rejected at different

11.07

level of significance

Rejected at different

level of significance

Conclusion

The Gamma distribution gave the results of goodness of fit tests in the favour of null hypothesis

which seems to be a good fit for Muzafarabad site. Normal and log-normal both distributions are

significant for this data. The Generalized extreme value distribution, inverse Gaussian and

Weibull distributions are also found to be good for Muzafarabad rainfall station.

Over all Conclusion

The thirteen distributions are selected for carried out the analysis of average annually rainfall and

annually flood peaks data. Among these distributions some are found to be appropriate for the

rainfall data and some are good for flood peaks. Three distributions including Inverse Gaussian,

Generalized Extreme Value and Frechet distributions are appropriate for the flood peaks data.

And the Gamma distribution, Inverse Gaussian, Log Normal and weibull distribution found to be

good for rainfall data. The Inverse Gaussian Distribution can be used for both, the rainfall and

flood data.

Chapter 8

8.1

Introduction

In section 3 we have estimated the worst rainfall and flood after n years. On the basis of this

estimation one can make decisions to overcome the ultimate disasters. A higher level of levee

around the river, the renovation of dams, construction of buildings and emergency protection can

be made on the basis of this estimation.

8.2

Let us consider the governmental decision as to whether or not to fund building or raising to a

higher level a Levee along a river which is prone to annual flooding. There are three options of

i

construction of building or raising the levee by an amount

$Ci

at a total cost of

where

0 1 2 3 and C1 C2 C3

The annual maximum flood heights for n years in the future are represented by the random

X

j

variables

Xj

j 1

where

i

the maximum height of the flood in j years. For the ith selection

is the flood level the levee can control and thereby prevent damage to farm land and residences.

During the jth year the damage that will be sustained is a function of

X j i

( X j i )

X j i

j i

(8.2.1)

And the number of hectares, inundated (which for simplicity we assume to be proportional to the

water excess over the levee.

a X j i

Hectares inundated

However there is a pay-off annually to the populace and government, when there have been no

homes destroyed and no flooding damage so harvesting is accomplished. The value, when no

damage occurs, again for simplicity assuming proportionality, is $h = [ hectare]. Here h is the

average monitory crop values considering the variety of crops with different worth. This gives

h.a. X j i

$Ci

This loss must be measured against the cost of preventing flooding, namely,

How is a decision to be made considering loss functions?? How can the levee pay for itself?

Considering an n-year period ahead the construction expense will be recovered if and only if for

i

the designated levee height

we have

h.a. X

i 1

Ci

(8.2.2)

Assumption I

j 1

Let the

spring flood is stationary and does not change over time.. In this case we write X ~ F and then

we must compare values to see if the value of the crops and homes saved exceeds the amortized

cost, namely,

i 1

Ci

n.h.a

i 1, 2,3

(8.2.3)

E x x dF x

E x xdF x dF x

E x E X dF x F

E x E X F x dx

(8.2.4)

A closed form for the equation (7.2.1) is difficult for distributions which can truly reflect the

annual flood distribution and one must often resort to numerical integration for evaluation. If no

flood exceeds the levee for a number of years then we have a positive return to the state economy

when for some period of n years

E X

Ci

n.a.h

i 1, 2,3

(8.2.5)

max X j

n

j 1

i i 1, 2,3

X

j

Yn max X j

n

j 1

Since

P Yn F n

j 1

So this is the probability the construction of the levee will be positive. Thus based on records of

flood heights over the proceeding m years we can estimate the parameters of a chosen

representative distribution such as perhaps the Pareto distribution, first used by the Italian

Economist Vilfredo Pareto which can reflect a lot of variation.

8.3

Pareto Distribution

The Pareto distribution is widely used in literature as measured a distribution of income and a

population of the city within specific years. A random variable X is said to be a Pareto

distribution.

f x 1

x

; x ; , 0

(8.3.1)

F x 1

F x e

(8.3.2)

ln

(8.3.3)

7.4

and

The estimates of

by using the ML method are provide those values which make the

L ( x, , )

likelihood function

n

L ( x, , )

i 1

xi 1

(8.4.4)

The calculus methods are mostly involved for maximizing the functions. However, here we dont

have any need of calculus work to observe that with the increase in k the likelihood function gets

very large beyond the bound. Because the value of k can never be larger of minimum of Xj for

all j = 1,2,3,4,n The best way to maximize the L(x,,) is to formulate k as follows:

K min X j

n

j 1

(8.4.5)

L ( x, , )

Since

L ( x, , )

L ( x, , )

LogL( x, , )

because differentiate of

so the log

likelihood function is

n

i 1

(8.4.6)

n

LogL ( x, , ) n

n log log( xi )

i 1

Equating to zero

LogL( x, , )

0

We get

(8.4.7)

n

n

n log log( xi ) 0

i 1

n

n

log( xi ) n log

i1

n

n

n

log( xi ) log

i1

i 1

n

n

log( xi ) log

i1

x

log i

i 1

n

(8.4.8)

min x

i

and

8.5

x

log i

i 1

n

The variance and covariance can be found by using the information matrix

Information matrix is the expectation of negative Hessian Matrix. Munir et

al(2012) i.e

2L

I E

i j

where i, j 1, 2,3,...

2L

2

I E 2

L

2L

2L

2

(7.5.1)

n

2

I E

n

n

2

(8.5.2)

We have

var I 1

Where

n

2

n

2

I

n

2

n 1 3

and

2

n 1 3

n 1

COV ,

8.6

(8.5.3)

(8.5.4)

(8.5.5)

Method of Moments

x f x dx

r

and the sample moments can be calculated as followed

(8.6.1)

1 n r

mr X i , r

n i 1

(8.6.2)

To find the estimates through the method of moments we equate the sample moments to the

population.

After some simplification we get

The rth moment is

r E X

r 1

dx

(8.6.3)

After solving equation () we get

r

r

(8.6.4)

and 2

2

2

(8.6.5)

1 m1 and 2 m2

We equate

m12 m2

m2

m12 m12 m2

m12 m2

(8.6.6)

m2 1

m1

m12 m2

2

1

m2 m12 m12 m2

(8.6.7)

8.7

Let us consider a matrix R of order 2x2 to find the asymptotic variance and covariance of the

estimates.

r11

r21

r12

r22

r11

Where

, r12 1

(8.7.1)

r21

and

, r22 2

(8.7.2)

1

R

2

2

1

1

and

1 2

2 2

2

2 2

2 2

2

2

2

(8.7.3)

(8.7.4)

(8.7.5)

Now we consider

RVRT V R 1 RT

(8.7.6)

var

cov ,

cov ,

var

(8.7.7)

and

var m1

cov m1, m2

var m2

(8.7.8)

1 2

2 2

var m1

cov m , m

1

2

cov m1 , m2

var m2

2 2

2

(8.7.9)

var

1 2

2

4 4

(8.7.10)

var

4 2 2

(8.7.11)

Cov ,

1 2 4 2 var m1 1

3

4 3

(8.7.12)

8.8

Method of Probability weighted method (MPWM) is also used to estimate the parameters of

Pareto distribution.

r E X 1 F X

The PWM for Pareto distribution is as followed:

(8.8.1)

X r

r E X r E X 1 r

(8.8.2)

Where

E X 1 r

r 1 r 1

(8.8.3)

r

r 1

Terbela

MOM

MOM

MLE

5.108

308867.051

3.1168

MLE

272000

6

Mangla

2.1262

140747.95

0.47887

22400

Shahdara

2.433

52535.04

0.87469

22205

Marala

4.8892

218760.1144 1.0463

109780

MOM

MOM

MLE

MLE

Muzaffarabad

0.1430

130.566

2.288

80.84

3.4601

16.8431

1.7071

10.43

Risalpur

4.3830

268.8135

1.1092

130.67

Dir

10.004

120.1379

3.8409

106.32

Kohat

7.6423

124.9403

4.8004

115.45

Balakot

5.0974

333.8674

1.6041

230.67

The figure is taken from Pakistan Flood Impact Assessment report 2011-2012.

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