Professional Documents
Culture Documents
Distribucin Normal
Distribucin Log Normal 2 parmetros
Distribucin Log Normal 3 parmetros
Distribucin Gamma 2 parmetros
Distribucin Gamma 3 parmetros
Distribucin Log Pearson tipo III
Distribucin Gumbel
Distribucin Log Gumbel
Donde
f(x)
: Variable independiente
)(
)(
Para x > x0
Donde
X0
: Parmetro de posicin
Uy
Sy2
( )
Vlido para:
0x<
0< <
0<<
Donde
: Parmetro de forma
: Parmetro de escala
( )
Vlido para:
x0 x <
<x0<
0< <
0< <
Donde
x0
: Parmetro de escala
( )
Vlido para:
x0 x <
<x0<
0< <
0< <
Donde
x0
: Parmetro de posicin
: Parmetro de forma
: Parmetro de escala
mtodo
de
momentos,
Donde
: Parmetro de concentracin.
se
obtienen
las
siguientes
: Parmetro de localizacin.
Segn Ven Te Chow, la distribucin puede expresarse de la siguiente forma:
Donde
: Valor con una probabilidad dada.
: Media de la serie.
: Factor de frecuencia.
Las pruebas de bondad de ajuste son pruebas de hiptesis que se usan para evaluar
si un conjunto de datos es una muestra independiente de la distribucin elegida.
En la teora estadstica, las pruebas de bondad de ajuste ms conocidas son
la
y la Kolmogorov Smirnov, las cuales se describen a continuacin.
2.3.2.1. Prueba
Esta prueba fue propuesta por Karl Pearson en 1900, se aplica para verificar
bondad de las distribuciones normales y log normales.
Para aplicar la prueba, el primer paso es dividir los datos en un nmero k de
intervalos de clase. Luego se calcula el parmetro estadstico:
Donde
es el nmero observado de eventos en el intervalo i y
esperado de eventos en el mismo intervalo.
es el nmero
se calcula como:
[ ( )
( )]
i = 1, 2, , k
Cabe recalcar que la prueba del , desde un punto de vista matemtico solo
debera usarse para comprobar la normalidad de las funciones normal y Log
normal.
)|
0.51
0.37
0.30
0.26
0.24
0.22
0.20
0.19
0.56
0.41
0.34
0.29
0.26
0.24
0.22
0.21
0.67
0.49
0.40
0.35
0.32
0.29
0.27
0.25
Precipitacin (mm)
1965
46.3
1966
42.9
1967
33.9
1968
43.7
1969
62.7
1970
45.4
1971
48.0
1972
48.3
1973
40.3
1974
34.6
1975
47.9
1976
39.6
1977
45.4
1978
68.0
1979
37.7
1980
43.1
1996
24.9
1997
45.4
1998
72.1
1999
66.7
2000
65.4
2001
50.5
2002
64.5
2003
52.2
2004
43.1
2005
45.9
2006
55.4
2007
59.4
2008
60.0
2009
61.0
2010
94.7
2011
55.4
2012
43.8
2013
42.9
2014
52.0
Promedio
50.950
Desv. Sta.
13.178
Nro datos
35
1
FDA Terica F(X)
FDA Emprica P(X)
0.8
0.8
0.7
0.7
0.6
0.5
0.4
0.3
0.6
0.5
0.4
0.3
0.2
0.2
0.1
0.1
0
20
30
40
50
0.9
Probabilidad F(X)-P(X)
Probabilidad F(X)-P(X)
0.9
60
Evento
70
80
90
0
20
100
0.7
Probabilidad F(X)-P(X)
Probabilidad F(X)-P(X)
0.8
0.7
0.6
0.5
0.4
0.3
80
90
100
0.5
0.4
0.3
0.2
0.1
0.1
30
40
50
60
Evento
70
80
90
0
20
100
30
40
50
60
Evento
70
80
90
100
0.9
0.8
0.8
0.7
0.7
0.6
0.5
0.4
0.3
0.6
0.5
0.4
0.3
0.2
0.2
0.1
0.1
30
40
50
0.9
Probabilidad F(X)-P(X)
Probabilidad F(X)-P(X)
70
0.6
0.2
60
Evento
70
80
90
0
20
100
30
40
50
60
Evento
70
80
90
100
1
FDA Terica F(X)
FDA Emprica P(X)
0.9
0.8
0.8
0.7
0.7
0.6
0.5
0.4
0.3
0.6
0.5
0.4
0.3
0.2
0.2
0.1
0.1
30
40
50
0.9
Probabilidad F(X)-P(X)
Probabilidad F(X)-P(X)
60
Evento
0.9
0.8
0
20
50
1
FDA Terica F(X)
FDA Emprica P(X)
0.9
0
20
40
0
20
30
60
Evento
70
80
90
100
0
20
30
40
50
60
Evento
70
80
90
100
DISTRIBUCIN GAMMA 3P
Tr
PROBABILIDAD
Pp
(Aos)
F(Z)
(mm)
2
0.5
48.731
5
0.8
60.809
10
0.9
68.536
25
0.96
77.937
50
0.98
84.683
100
0.99
91.225
200
0.995
97.619
500
0.998
105.908
1000
0.999
112.086
Parmetros Estadsticos
xo (posicin) = 25.5952
alfa (escala) = 6.8486
beta (forma) = 3.7016
DISTRIBUCIN GUMBEL
PROBABILIDAD
Pp
F(Z)
(mm)
2
0.5
48.783
5
0.8
60.432
10
0.9
68.145
25
0.96
77.889
50
0.98
85.119
100
0.99
92.295
200
0.995
99.444
500
0.998
108.877
1000
0.999
116.006
Parmetros Estadsticos
mu = 45.0164
alfa = 10.2775
DISTRIBUCIN NORMAL
PROBABILIDAD
Pp
F(Z)
(mm)
2
0.5
50.946
5
0.8
62.035
10
0.9
67.832
25
0.96
74.013
50
0.98
78.007
100
0.99
81.598
200
0.995
84.886
500
0.998
88.869
1000
0.999
91.664
Parmetros Estadsticos
mu = 50.9457
sigma = 13.1763
Tr
(Aos)
Tr
(Aos)
EVENTO
Xo
24.9
33.9
34.6
37.7
39.6
40.3
42.9
42.9
43.1
43.1
43.7
43.8
45.4
45.4
45.4
45.9
46.3
47.9
48
48.3
50.5
52
52.2
55.4
55.4
59.4
60
61
62.7
64.5
65.4
66.7
68
72.1
94.7
NORMAL
Xe
76.17
71.94
69.17
67.03
65.25
63.69
62.3
61.02
59.83
58.71
57.65
56.62
55.63
54.66
53.72
52.79
51.86
50.95
50.03
49.1
48.17
47.23
46.26
45.27
44.25
43.18
42.06
40.87
39.59
38.2
36.65
34.86
32.72
29.95
25.72
(Xe-Xo)
2628.8
1446.93
1194.98
860.21
657.73
547.22
376.32
328.4
279.99
243.75
194.48
164.38
104.65
85.83
69.2
47.43
30.96
9.28
4.11
0.65
5.41
22.78
35.26
102.61
124.42
263.13
321.9
405.23
533.95
691.76
826.84
1013.65
1244.47
1776.37
4758.3
146.292
Xe
(Xe-Xo)2
79.99
3035
73.77
1590
69.97
1251
67.17
868
64.92
641
63.02
516
61.36
341
59.88
288
58.54
238
57.3
202
56.14
155
55.05
127
54.02
74
53.03
58
52.08
45
51.16
28
50.27
16
49.4
2
48.54
0
47.69
0
46.85
13
46.01
36
45.17
49
44.32
123
43.46
143
42.58
283
41.68
336
40.75
410
39.76
526
38.72
665
37.59
774
36.33
923
34.87
1097
33.07
1523
30.5
4121
143.168
Xe
79.02
73.11
69.47
66.78
64.62
62.78
61.18
59.74
58.44
57.23
56.1
55.04
54.03
53.07
52.13
51.23
50.36
49.5
50.36
51.23
52.13
53.07
54.03
55.04
56.1
57.23
58.44
59.74
61.18
62.78
64.62
66.78
69.47
73.11
79.02
(Xe-Xo)2
2929.27
1537.53
1216.19
845.82
625.81
505.46
334.13
283.74
235.24
199.68
153.85
126.36
74.5
58.75
45.35
28.44
16.45
2.55
5.55
8.6
2.67
1.13
3.35
0.13
0.5
4.71
2.44
1.58
2.31
2.95
0.61
0.01
2.17
1.02
245.78
97.492
Xe
77.76
72.5
69.19
66.71
64.68
62.95
61.43
60.05
58.79
57.61
56.51
55.46
54.46
53.5
52.57
51.67
50.78
49.91
50.78
51.67
52.57
53.5
54.46
55.46
56.51
57.61
58.79
60.05
61.43
62.95
64.68
66.71
69.19
72.5
77.76
(Xe-Xo)2
2793.99
1490.15
1196.77
841.53
629.19
513.14
343.2
294.08
246.04
210.59
164.06
136.02
82.15
65.64
51.43
33.25
20.07
4.04
7.73
11.33
4.29
2.26
5.12
0
1.23
3.2
1.47
0.9
1.62
2.39
0.51
0
1.43
0.16
287.02
97.191
Xe
81.52
74.64
70.46
67.4
64.96
62.91
61.14
59.56
58.14
56.83
55.62
54.49
53.42
52.4
51.43
50.5
49.6
48.73
49.6
50.5
51.43
52.4
53.42
54.49
55.62
56.83
58.14
59.56
61.14
62.91
64.96
67.4
70.46
74.64
81.52
(Xe-Xo)2
3205.38
1659.99
1286.26
882.37
643.29
511.43
332.64
277.59
226.07
188.49
142.05
114.18
64.28
49.04
36.4
21.18
10.91
0.69
2.57
4.85
0.87
0.16
1.48
0.84
0.05
6.61
3.48
2.07
2.44
2.51
0.19
0.5
6.07
6.47
173.82
99.334
Xe
(Xe-Xo)2
80.09 3045.7
73.83 1594.24
70 1253.28
67.18 869.32
64.92
641.3
63.02 516.06
61.35 340.56
59.87 287.98
58.52 237.81
57.28 201.02
56.12 154.25
55.03
126.1
54
73.88
53.01
57.88
52.06
44.33
51.14
27.46
50.25
15.58
49.38
2.18
50.25
5.05
51.14
8.06
52.06
2.43
53.01
1.02
54
3.22
55.03
0.14
56.12
0.52
57.28
4.5
58.52
2.19
59.87
1.28
61.35
1.81
63.02
2.2
64.92
0.23
67.18
0.23
70
4.01
73.83
2.99
80.09 213.51
98.703
GUMBEL
Xe
81.7
74.43
70.11
67
64.55
62.51
60.76
59.21
57.82
56.55
55.38
54.29
53.27
52.3
51.37
50.48
49.62
48.78
47.97
47.17
46.38
45.6
44.83
44.05
43.27
42.47
41.66
40.82
39.95
39.02
38.03
36.93
35.66
34.11
31.9
(Xe-Xo)2
3226.43
1642.68
1261.04
858.44
622.31
493.22
318.83
266.02
216.71
181.02
136.53
110.13
61.91
47.56
35.62
20.96
11.01
0.78
0
1.28
16.95
40.91
54.36
128.83
147.22
286.57
336.38
407.18
517.69
649.1
749.3
886.49
1045.79
1443.4
3944
142.009
LOG GUMBEL
Xe
88.9
77.37
71.24
67.13
64.06
61.61
59.58
57.85
56.33
54.98
53.77
52.66
51.64
50.69
49.8
48.96
48.16
47.4
46.66
45.96
45.27
44.6
43.95
43.3
42.65
42.01
41.36
40.71
40.03
39.33
38.59
37.79
36.89
35.81
34.33
(Xe-Xo)2
4096.56
1889.73
1342.67
866.1
598.08
454.1
278.24
223.4
175.07
141.23
101.38
78.5
38.91
27.96
19.33
9.34
3.46
0.25
1.78
5.48
27.33
54.72
68.13
146.46
162.44
302.34
347.27
411.78
513.78
633.41
718.73
835.92
968.1
1317.19
3644.93
143.193
NORMAL
F(Z)
DELTA
0.024
0.004
0.098
0.042
0.107
0.024
0.157
0.046
0.195
0.056
0.21
0.043
0.271
0.076
0.271
0.049
0.276
0.026
0.276
0.002
0.291
0.014
0.294
0.04
0.337
0.024
0.337
0.052
0.337
0.08
0.351
0.094
0.362
0.11
0.409
0.091
0.412
0.116
0.42
0.135
0.487
0.097
0.532
0.079
0.538
0.101
0.632
0.034
0.632
0.062
0.739
0.017
0.754
0.004
0.777
0
0.814
0.008
0.848
0.015
0.864
0.003
0.884
0.005
0.902
0.014
0.946
0.001
1
0.027
0.135
0.2299
SI
0.093
LOGNORMAL 2P
F(Z)
DELTA
0.003
0.025
0.067
0.012
0.079
0.005
0.142
0.03
0.19
0.051
0.209
0.043
0.288
0.093
0.288
0.066
0.294
0.044
0.294
0.016
0.313
0.008
0.316
0.017
0.369
0.008
0.369
0.02
0.369
0.048
0.385
0.059
0.399
0.074
0.451
0.049
0.455
0.073
0.464
0.091
0.535
0.048
0.581
0.03
0.587
0.052
0.676
0.009
0.676
0.019
0.768
0.046
0.78
0.03
0.799
0.021
0.828
0.023
0.855
0.022
0.868
0.006
0.884
0.005
0.898
0.019
0.933
0.011
0.995
0.023
0.093
SI
NO
SI
SI
GUMBEL
F(Z)
DELTA
0.001
0.027
0.052
0.003
0.064
0.02
0.13
0.019
0.184
0.045
0.205
0.039
0.293
0.098
0.293
0.07
0.3
0.05
0.3
0.022
0.321
0.015
0.324
0.009
0.382
0.02
0.382
0.007
0.382
0.035
0.399
0.045
0.414
0.059
0.47
0.03
0.473
0.054
0.484
0.072
0.556
0.027
0.602
0.009
0.608
0.031
0.695
0.028
0.695
0
0.781
0.059
0.792
0.042
0.81
0.032
0.836
0.031
0.861
0.027
0.871
0.01
0.886
0.003
0.899
0.018
0.931
0.014
0.992
0.02
0.098
SI
LOG GUMBEL
F(Z)
DELTA
0
0.028
0.022
0.034
0.032
0.051
0.108
0.003
0.177
0.038
0.205
0.039
0.316
0.122
0.316
0.094
0.325
0.075
0.325
0.047
0.351
0.045
0.355
0.022
0.422
0.061
0.422
0.033
0.422
0.005
0.442
0.002
0.458
0.014
0.518
0.018
0.522
0.006
0.533
0.023
0.605
0.022
0.649
0.038
0.654
0.016
0.731
0.064
0.731
0.037
0.803
0.081
0.812
0.062
0.825
0.048
0.846
0.041
0.866
0.032
0.874
0.013
0.885
0.003
0.896
0.021
0.921
0.023
0.98
0.008
0.122
SI