The objective of frequency analysis in a hydrologic context is to infer the probability that various size events will be exceeded or not exceeded from a given sample of recorded events. Two basic problems exist for most hydrologic applications. First the sample is usually small, by statistical standards, resulting in uncertainty as to the true probability. And secondly, a single theoretical frequency distribution does not always fit a particular data-type equally well in all applications. This manual provides guidance in fitting frequency distributions and construction of confidence limits. Techniques are presented which can possibly reduce the errors caused by small sample sizes. Also, some types of data are noted which usually do not fit any theoretical distributions.