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Correlation links between normal and log normal processes
Author(s) -
Mejía José M.,
RodríguezIturbe Ignacio
Publication year - 1974
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr010i004p00689
Subject(s) - autocorrelation , correlation , mathematics , statistical physics , statistics , correlation coefficient , physics , geometry
The generation of log normal hydrologic variables should be performed so that the characteristics of the historical record are preserved. It is shown that the common scheme used will preserve the first autocorrelation coefficient but will considerably distort the tails of the correlation structure. A new methodology is presented that preserves the tails of the correlation structure, and a simplification of the method is given for the case when the historical data follow a Markovian structure.