Environmental Statistics

Environmental Statistics V. Barnett 2004 John Wiley & Sons, Ltd ISBN: 0-471-48971-9 (HB)

WILEY SERIES IN PROBABILITY AND STATISTICS Established by WALTER A. SHEWHART and SAMUEL S. WILKS Editors: David J. Balding, Peter Bloomfield, Noel A. C. Cressie, Nicholas I. Fisher, Iain M. Johnstone, J. B. Kadane, Geert Molenberghs, Louise M. Ryan, David W. Scott, Adrian F. M. Smith, Jozef L. Teugels Editors Emeriti: Vic Barnett, J. Stuart Hunter, David G. Kendall A complete list of the titles in this series appears at the end of this volume.

Environmental Statistics
Methods and Applications

VIC BARNETT
Nottingham Trent University, UK

Copyright 2004 John Wiley & Sons, Ltd, The Atrium, Southern Gate Chichester, West Sussex, PO19 8SQ, England Phone (44) 1243 779777 Email (for orders and customer service enquires): cs-books@wiley.co.uk Visit our Home Page on www.wiley.co.uk or www.wiley.com All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London, W1P 0LP, UK, without the permission in writing of the Publisher. Requests to the Publisher should be addressed to the Permissions Department John Wiley & Sons, Ltd, The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, England, or e-mailed to permreq@wiley.co.uk, or faxed to (44) 1243 770620. This publication is designed to provide accurate and authoritative information in regard to the subject matter covered. It is sold on the understanding that the Publisher is not engaged in rendering professional services. If professional advice or other expert assistance is required, the services of a competent professional should be sought. Other Wiley Editorial Offices John Wiley & Sons, Inc. 111 River Street, Hoboken, NJ 07030, USA Jossey-Bass, 989 Market Street, San Francisco, CA 94103-1741, USA Wiley-VCH Verlag GmbH, Pappellaee 3, D-69469 Weinheim, Germany John Wiley & Sons Australia, Ltd, 33 Park Road, Milton, Queensland, 4064, Australia John Wiley & Sons (Asia) Pte Ltd, 2 Clementi Loop #02-01, Jin Xing Distripark, Singapore 129809 John Wiley & Sons Canada Ltd, 22 Worcester Road, Etobicoke, Ontario, Canada, M9W 1L1 Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may not be available in electronic books. Library of Congress Cataloging-in-Publication Data Barnett, Vic. Environmental statistics / Vic Barnett. p. cm.(Wiley series in probability and statistics) Includes bibliographical references and index. ISBN 0-471-48971-9 (acid-free paper) 1. Mathematical statistics. 2. Environmental sciencesStatistical methods. I. Title. II. Series. QA276.B28484 2004 519.5dc22 2003057617 British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library ISBN 0-471-48971-9 Typeset in 10/12 pt Times by Kolam Information Services, Pvt. Ltd, Pondicherry, India. Printed and bound in Great Britain by Biddles Ltd, Guildford and Kings Lynn. This book is printed on acid-free paper responsibly manufactured from sustainable forestry in which at least two trees are planted for each one used for paper production.

To Hannah

Contents
Preface xiii

Chapter 1

Introduction 1.1 Tomorrow is too Late! 1.2 Environmental Statistics 1.3 Some Examples 1.3.1 Getting it all together 1.3.2 In time and space 1.3.3 Keep it simple 1.3.4 How much can we take? 1.3.5 Over the top 1.4 Fundamentals 1.5 Bibliography

1 2 2 5 5 8 10 12 14 16 18

PART I

E XTREMAL S TRESSES: E XTREMES, OUTLIERS, ROBUSTNESS Ordering and Extremes: Applications, models, inference 2.1 Ordering the Sample 2.1.1 Order statistics 2.2 Order-based Inference 2.3 Extremes and Extremal Processes 2.3.1 Practical study and empirical models; generalized extreme-value distributions 2.4 Peaks over Thresholds and the Generalized Pareto Distribution

21 23 24 25 26 32 37 40

Chapter 2

Chapter 3

Outliers and Robustness 3.1 What is an Outlier? 3.2 Outlier Aims and Objectives 3.3 Outlier-Generating Models 3.3.1 Discordancy and models for outlier generation 3.3.2 Tests of discordancy for specific distributions 3.4 Multiple Outliers: Masking and Swamping

45 45 46 49 49 51 53

viii 3.5 3.6 3.7 3.8

CONTENTS

Accommodation: Outlier-Robust Methods A Possible New Approach to Outliers Multivariate Outliers Detecting Multivariate Outliers 3.8.1 Principles 3.8.2 Informal methods 3.9 Tests of Discordancy 3.10 Accommodation 3.11 Outliers in linear models 3.12 Robustness in General

54 55 56 58 59 60 66 68 70 72

P A R T II

C OLLECTING ENVIRONMENTAL DATA: S AMPLING

AND MONITORING

75 77 78 79 81 82 84 85 86 89 90 92 96 99 100 102 103 103

Chapter 4

Finite-Population Sampling 4.1 A Probabilistic Sampling Scheme 4.2 Simple Random Sampling 4.2.1 Estimating the mean, X 4.2.2 Estimating the variance, S 2 4.2.3 Choice of sample size, n 4.2.4 Estimating the population total, XT 4.2.5 Estimating a proportion, P 4.3 Ratios and Ratio Estimators 4.3.1 The estimation of a ratio 4.3.2 Ratio estimator of a population total or mean 4.4 Stratified (simple) Random Sampling 4.4.1 Comparing the simple random sample mean and the stratified sample mean 4.4.2 Choice of sample sizes 4.4.3 Comparison of proportional allocation and optimum allocation 4.4.4 Optimum allocation for estimating proportions 4.5 Developments of Survey Sampling

Chapter 5

Inaccessible and Sensitive Data 5.1 Encountered Data 5.2 Length-Biased or Size-Biased Sampling and Weighted Distributions 5.2.1 Weighted distribution methods 5.3 Composite Sampling 5.3.1 Attribute Sampling 5.3.2 Continuous variables 5.3.3 Estimating mean and variance

105 106 107 108 112 112 115 115

CONTENTS

ix 117 119 122 124 126

5.4

Ranked-Set Sampling 5.4.1 The ranked-set sample mean 5.4.2 Optimal estimation 5.4.3 Ranked-set sampling for normal and exponential distributions 5.4.4 Imperfect ordering

Chapter 6

Sampling in the Wild 6.1 Quadrat Sampling 6.2 Recapture Sampling 6.2.1 The Petersen and Chapman estimators 6.2.2 Capturerecapture methods in open populations 6.3 Transect Sampling 6.3.1 The simplest case: strip transects 6.3.2 Using a detectability function 6.3.3 Estimating f (y) 6.3.4 Modifications of approach 6.3.5 Point transects or variable circular plots 6.4 Adaptive Sampling 6.4.1 Simple models for adaptive sampling

131 131 132 133 136 138 139 142 144 146 147 148 149

Pa r t III

E XAMINING ENVIRONMENTAL EFFECTS: S TIMULUS RESPONSE RELATIONSHIPS Relationship: regression-type models and methods 7.1 Linear Models 7.1.1 The linear model 7.1.2 The extended linear model 7.1.3 The normal linear model 7.2 Transformations 7.2.1 Looking at the data 7.2.2 Simple transformations 7.2.3 General transformations 7.3 The Generalized Linear Model

151 153 154 156 158 160 161 162 166 168 171

Chapter 7

Chapter 8

Special Relationship Models, Including Quantal Response and Repeated Measures 8.1 Toxicology Concerns 8.2 Quantal Response 8.3 Bioassay 8.4 Repeated Measures

175 176 178 180 182

x P a r t IV Chapter 9

CONTENTS

S TANDARDS AND R e g u l a t i o n s Environmental Standards 9.1 Introduction 9.2 The Statistically Verifiable Ideal Standard 9.2.1 Other sampling methods 9.3 Guard Point Standards 9.4 Standards Along the CauseEffect Chain

189 191 191 193 195 199 200

Part V

MANY-DIMENSIONAL ENVIRONMENT:

SPATIAL 203 205 205 208 211 213 214 217 218 219 225 225 227 230 230 232

AND TEMPORAL PROCESSES

Chapter 10

Time-Series Methods 10.1 Space and Time Effects 10.2 Time Series 10.3 Basic Issues 10.4 Descriptive Methods 10.4.1 Estimating or eliminating trend 10.4.2 Periodicities 10.4.3 Stationary time series 10.5 Time-Domain Models and Methods 10.6 Frequency-Domain Models and Methods 10.6.1 Properties of the spectral representation 10.6.2 Outliers in time series 10.7 Point Processes 10.7.1 The Poisson process 10.7.2 Other point processes

Chapter 11

Spatial Methods for Environmental Processes 11.1 Spatial Point Process Models and Methods 11.2 The General Spatial Process 11.2.1 Predication, interpolation and kriging 11.2.2 Estimation of the variogram 11.2.3 Other forms of kriging 11.3 More about Standards Over Space and Time 11.4 Relationship 11.5 More about Spatial Models 11.5.1 Types of spatial model 11.5.2 Harmonic analysis of spatial processes

235 236 240 241 245 248 252 253 255 256 257

CONTENTS

xi 258 258 260 263

11.6 Spatial Sampling and Spatial Design 11.6.1 Spatial sampling 11.6.2 Spatial design 11.7 Spatial-Temporal Models and Methods

References Index

267 285

Preface
As we enter the new millennium we are ever more conscious of the environmental problems we face, whether these relate to depletion of rivers and oceans, despoliation of forests, pollution of land, poor air quality, environmental health issues, and so on. Most countries have active programmes to conserve their environment and to improve the quality of life in the face of the effects of environmental hazard, including the potential dangers of the greenhouse effect and of global warming. At the most basic level it is necessary to monitor what is going on, collecting data in a scientific (i.e. statistical) way to describe the changing scene. More importantly, it is crucial to formally describe the environmental circumstances we face with sound and validated, mathematically structured models and to analyse and interpret the data we can obtain on any environmental problems of interest and concern. For more than a decade now there has been a clearly identified theme of environmental statistics; many conferences and publications stress this emphasis, and thousands of researchers and developers would describe their professional field as environmental statistics. University courses are emphasizing the importance of applying scientific method to the study of environmental problems, and environmental statistics features as an important component of undergraduate and postgraduate study of statistics. This book has developed out of a final-year honours course in the Mathematics and Statistics programme at the University of Nottingham, UK. It is hoped that it might serve others as the basis for studying a range of emphases, models and methods relevant to statistical investigation of environmental issues. However, the book has stretched beyond its origins as course material and is designed to provide a broad methodological coverage of most of the areas of statistical inquiry that are likely to be encountered in environmental study. The choice of topics and their ordering differs from most statistical texts; the combination of methods for extremes, for collecting and assembling data, for examining relationship, for dealing with standards and handling temporal and spatial variation provides, in my experience, a relevant base for environmental investigation. Vic Barnett April 2003