Hazard function analysis for flood planning under nonstationarity

The field of hazard function analysis (HFA) involves a probabilistic assessment of the “time to failure” or “return period,” T, of an event of interest. HFA is used in epidemiology, manufacturing, medicine, actuarial statistics, reliability engineering, economics, and elsewhere. For a stationary process, the probability distribution function (pdf) of the return period always follows an exponential distribution, the same is not true for nonstationary processes. When the process of interest, X, exhibits nonstationary behavior, HFA can provide a complementary approach to risk analysis with analytical tools particularly useful for hydrological applications. After a general introduction to HFA, we describe a new mathematical linkage between the magnitude of the flood event, X, and its return period, T, for nonstationary processes. We derive the probabilistic properties of T for a nonstationary one-parameter exponential model of X, and then use both Monte-Carlo simulation and HFA to generalize the behavior of T when X arises from a nonstationary two-parameter lognormal distribution. For this case, our findings suggest that a two-parameter Weibull distribution provides a reasonable approximation for the pdf of T. We document how HFA can provide an alternative approach to characterize the probabilistic properties of both nonstationary flood series and the resulting pdf of T.

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