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Usefulness of Frequency Analysis Frequency Analysis T. Giambelluca GEOG 405 University of Hawai‘i at Mānoa Histogram • Determine high and low values • Divide the range into a reasonable number of “bins” • Count the number of values in each bin • Convert counts to relative frequency (optional) • Plot using a column chart By analyzing the frequency of past events, we can estimate the probability of future events. We often assume: Probability (future) = Frequency (past) Probability Density Functions (PDFs) • The histogram can be represented by a smooth curve • A theoretical probability density function (pdf) can be “fitted” to the data • For example, the normal distribution function often fits annual rainfall data very well (right) 1 Probability Density Functions • The normal distribution can be adjusted to the sample by changing the values of its two parameters: mean and variance Variance = (Std. Dev.)2 Y= Probability Density Functions Annual rainfall is often normally distributed. But, shorter interval rainfall data are usually skewed, with a high frequency of low values. For example, daily rainfall (below). Probability Density Functions • Use of a PDF allows probabilities to be calculated for any range of values • For example, if a data set is normally distributed, the probability of a value occurring in the range of one standard deviation below and above the mean is 68% Probability Density Functions • Gamma distribution is useful for skewed samples Y= 2 Extreme Value Analysis • In hydrology, we are often more interested in the extreme values than the middle of the distribution • Special functions are used to estimate the extremes of a distribution • The generalized extreme value (GEV) distribution includes several distinct types, including the Gumble distribution Extreme Value Analysis Extreme Value Analysis • • • • • • • Partial Duration Series: ranked list of highest values in a sample Annual Maximum Series: ranked list of the highest values recorded in each year of record Duration: time interval of data series Rank (m): position in ordered series Sample Size (n): number in sample Exceedance Frequency (f): Return Period (RP): f = m n +1 RP = 1 n +1 = f m Extreme Value Analysis 3 Extreme Value Analysis Extreme Value Analysis Extreme Value Analysis Extreme Value Analysis 4 Extreme Value Analysis • Point-to-Area Problem 5