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/DYHUVLyQFRQWLQXDGHOPRGHORXQLIRUPHPDQWLHQHODSURSLHGDGGHHTXLOLEULRDOUHSDUWLUSRU
LJXDOODPDVDGHSUREDELOLGDGFXDQGRHOUDQJRGHODYDULDEOHHVXQLQWHUYDORHQHOVHQWLGRGHTXH
ODIXQFLyQGHGHQVLGDGHVFRQVWDQWHHQHVWHFDVRDOLJXDOTXHORHVODSUREDELOLGDGSXQWXDOHQHO
GLVFUHWR (VWH PRGHOR UHSUHVHQWD HO SUREOHPD GH HOHFFLyQ GH XQ SXQWR DO D]DU GHQWUR GH XQ
LQWHUYDOR
$Vt VH GLFH TXH ; WLHQH XQD GLVWULEXFLyQ XQLIRUPH VL VX IXQFLyQ GH GHQVLGDG I[ WRPD HO
YDORU FRQVWDQWH N HQ HO LQWHUYDOR >D E@ \ HV QXOD IXHUD GH GLFKR LQWHUYDOR \ VH UHSUHVHQWD SRU
;UDEGRQGHODFRQVWDQWHNHVWiGHWHUPLQDGDSRUODFRQGLFLyQGHTXHI[VHDXQDIXQFLyQGH
GHQVLGDGHVGHFLUN\
[ >D E@ \ )[ VL [!E < VXV SULQFLSDOHV FDUDFWHUtVWLFDV PHGLD \ YDULDQ]D VRQ
\
0,5
1,0
0,4
0,8
0,3
0,6
0,2
0,4
0,1
0,2
0,0
0,0
-1
2
U04
-1
2
U04
'LVWULEXFLyQ([SRQHQFLDO
(O HVWXGLR \ DQiOLVLV GH WLHPSRV GH YLGD R VXSHUYLYHQFLD UHTXLHUH OD XWLOL]DFLyQ YDULDEOHV
DOHDWRULDV FRQWLQXDV VLHQGR HO PRGHOR H[SRQHQFLDO XQR GH ORV SULPHURV \ PiV FRQRFLGRV 3RU
HMHPSORGDGRXQLQWHUYDORGHORQJLWXGWODYDULDEOHDOHDWRULDTXHFRQWDELOL]DHOQ~PHURGHYHFHV
TXHRFXUUHXQGHWHUPLQDGRVXFHVRGXUDQWHGLFKRLQWHUYDOR1WVHFRUUHVSRQGHDXQPRGHORGH
3RLVVRQGHSDUiPHWUROWGRQGHOHVHOSDUiPHWURGHOPRGHORHQHOLQWHUYDORXQLWDULRHVGHFLUHO
Q~PHURSURPHGLRGHYHFHVTXHVHRFXUUHHOVXFHVRSRUXQLGDGGHWLHPSR
(Q HVWH FRQWH[WR OD YDULDEOH DOHDWRULD TXH PLGH OD GXUDFLyQ GH WLHPSR HQWUH GRV
RFXUUHQFLDVFRQVHFXWLYDVFRUUHVSRQGHDXQPRGHORH[SRQHQFLDO;ExpOFX\DGLVWULEXFLyQHVWi
GHWHUPLQDGD SRU OD SUREDELOLGDG GH TXH HO WLHPSR WUDQVFXUULGR VHD PD\RU TXH XQ GHWHUPLQDGR
LQWHUYDORGHORQJLWXGW
RHTXLYDOHQWHPHQWH
F x
(MHPSOR 8Q H[SHULPHQWR FRQVLVWH HQ HOHJLU DO D]DU XQ Q~PHUR UHDO HQ HO LQWHUYDOR > @ /DV
JUiILFDVGHODVIXQFLRQHVGHGHQVLGDG\GLVWULEXFLyQGHODYDULDEOH;DVRFLDGDDOH[SHULPHQWRVRQ
F(x)
'HQVLGD
DGGHSUREDELOLGDGG
GH*
0,30
P X d x e Ox x t \ f x
Oe Ox x t
&DUDFWHUtVWLFDVGHOPRGHORH[SRQHQFLDO
x P (;
)XQFLyQGHGHQVLGDGGH(
([SRQHQWLDO0HGLD
0,35
0,30
x
x 3URSLHGDGGHIDOWDGHPHPRULD
(VWD~OWLPDSURSLHGDGOHSURSRUFLRQDXQHVSHFLDOLQWHUpVDOPRGHORH[SRQHQFLDOHQHVWXGLRV
GH ILDELOLGDG GDGR TXH LPSOLFD TXH OD XQLGDG R VLVWHPD QR VH GHVJDVWD HQ HO VHQWLGR GH TXH
LQGHSHQGLHQWHPHQWH GHO WLHPSR TXH KD\D HVWDGR IXQFLRQDQGR OD SUREDELOLGDG GH TXH VLJD
IXQFLRQDQGRHVODPLVPDTXHXQDQXHYD
(MHPSOR (Q XQD SODQWD GH SURFHVDGR GH UHVLGXRV VyOLGRV VH GHVFDUJDQ XQD PHGLD GH
FDPLRQHVGHEDVXUDFDGDKRUDGXUDQWHHOSHULRGRGHPi[LPDDFWLYLGDGTXHVHHVWLPDHQXQDV
KRUDV 6HD 7 OD YDULDEOH DOHDWRULD TXH PLGH HO WLHPSR HQWUH GRV GHVFDUJDV FRQVHFXWLYDV GH ORV
FDPLRQHVGHEDVXUDGXUDQWHGLFKRSHULRGRGHPi[LPDDFWLYLGDG
4Xp SUREDELOLGDG KD\ GH TXH HO WLHPSR 7 HQWUH GRV GHVFDUJDV FRQVHFXWLYDV VHD PD\RU
TXHPLQXWRV"\TXHVHDPD\RUTXHWPLQXWRV"
&XiOHVVRQODIXQFLyQGHGLVWULEXFLyQ\GHGHQVLGDGGHODYDULDEOHDOHDWRULD7"
(Q SULPHU OXJDU SRGHPRV REVHUYDU TXH HO Q~PHUR GH GHVFDUJDV GH FDPLRQHVGH EDVXUD
FDGD KRUD;K ; VH PRGHOL]D DWUDYpV GH XQD GLVWULEXFLyQ GH 3RLVVRQ GH PHGLD GHVFDUJDV
SRUKRUD$VtGLYLGLHQGRORVPLQXWRVGHXQDKRUDHQWUHODVGHVFDUJDVTXHVHSURGXFHQSRU
WpUPLQR PHGLR REWHQHPRV XQD GXUDFLyQ PHGLD GH PLQXWRV HQWUH FDGD GRV GHVFDUJDV
FRQVHFXWLYDV (7 PLQXWRVGDGRTXH7PLGHHOWLHPSRTXHWUDQVFXUUHHQWUHGRVGHVFDUJDV
FRQVHFXWLYDV
6LFRQVLGHUDPRVODYDULDEOH;TXHPLGHHOQ~PHURGHGHVFDUJDVGHFDPLRQHVGHEDVXUD
HQ XQ LQWHUYDOR GH PLQXWRV REVHUYDPRV TXH ; VLJXH XQ PRGHOR GH 3RLVVRQ GH PHGLD
GHVFDUJD SRU FDGD PLQXWRV 3RU WDQWR TXH HO WLHPSR HQWUH GRV GHVFDUJDV FRQVHFXWLYDV VHD
PD\RU TXH PLQXWRV 7! HTXLYDOHQWH D TXH QR VH SURGX]FD QLQJXQD RWUD GHVFDUJD HQ ORV
VLJXLHQWHVPLQXWRV;
P T !
PX
e
e
Densidad
0,25
0,15
0,10
0,05
0,00
'LVWULEXFLyQ1RUPDO
9HDPRV DKRUD XQR GH ORV PRGHORV PiV XWLOL]DGRV HQ OD SUiFWLFD \D TXH SURSRUFLRQD XQ
PRGHORGHGLVWULEXFLyQXQLILFDGRDOTXHVHDSUR[LPDQORVPRGHORVGHGLVWULEXFLyQGHQXPHURVDV
YDULDEOHVDOHDWRULDVDVRFLDGDVDH[SHULPHQWRVQDWXUDOHVWDOHVFRPRHOSHVRDOWXUDFRHILFLHQWHGH
LQWHOLJHQFLDSXQWXDFLRQHVGHXQH[DPHQHUURUHVGHPHGLGD
'HILQLFLyQ6HGLFHTXH;VLJXHXQDGLVWULEXFLyQQRUPDOGHPHGLD\GHVYLDFLyQWtSLFD!
;NVLVXIXQFLyQGHGHQVLGDGYLHQHGDGDSRU
xP
e
SV
f x
f x f
&DUDFWHUtVWLFDVGHOPRGHORQRUPDO
P (;
0RGD/DGHQVLGDGI[DOFDQ]DVXPi[LPRHQ[
6LPpWULFDI[HVVLPpWULFDUHVSHFWRGH[
/RVSXQWRVGHLQIOH[LyQGHI[VRQ[ \[
/DSUREDELOLGDGHQHOLQWHUYDORHV
6L X i { N P i Vi i
k VRQLQGHSHQGLHQWHVHQWRQFHV
X X X k { N P P k V V k
)XQFLyQGHGHQVLGDGGHXQDYDULDEOH1
Normal; Mean=5; StDev=2
0,954
0,20
0,15
Densidad
(Q JHQHUDO VL FRQVLGHUDPRV XQ LQWHUYDOR GH WLHPSR GH ORQJLWXG W PLQXWRV OD YDULDEOH
DOHDWRULD;WTXHPLGHHOQ~PHURGHGHVFDUJDVGHFDPLRQHVGHEDVXUDWLHQHXQDGLVWULEXFLyQGH
t
t
3RLVVRQGHPHGLDGHGHVFDUJDV E X t
HQGLFKRLQWHUYDOR\
t
P T ! t P X t e t
e t
<SRUWDQWR7HVXQDYDULDEOHDOHDWRULDFRQWLQXDFRQGLVWULEXFLyQH[SRQHQFLDOGHPHGLD
\DTXHVXIXQFLyQGHGLVWULEXFLyQHV
FT t P T d t P T ! t e t SDUDWRGRW
VLHQGRVXIXQFLyQGHGHQVLGDG
d
f T t
FT t e t SDUDWRGRW!
dt
(Q HO JUiILFR VLJXLHQWHVH UHSUHVHQWD OD IXQFLyQ GH GHQVLGDG GH XQD YDULDEOH H[SRQHQFLDO
7ExpO\HOiUHDVRPEUHDGDFRUUHVSRQGHDODSUREDELOLGDG37
0,632
0,20
0,10
0,05
0,00
5
X
$VtHQODSUiFWLFDHVKDELWXDOXWLOL]DUODUHODFLyQHQWUHFXDOTXLHUPRGHORQRUPDO\ODQRUPDO
HVWiQGDURWLSLILFDGDGDGDHQOD~OWLPDSURSLHGDGSDUDHOFiOFXORGHSUREDELOLGDGHVDWUDYpVGHOD
GLVWULEXFLyQ
Q GH pVWD ~OWLPD
~
N
WHQLHQGR
R HQ FXHQWD
D ODV GRV V LJXLHQWHV SURSLHGDGHV
S
V
JHQHUDOHVGHODVIXQFLRQHVGHGLV
VWULEXFLyQ
GDGRTXHS
SDUDFXDOTX
XLHUQRUPDO ;NVHWLHQHTXH
P X d x
X P x P
P
d
V
V
P Z d z
GRQGH=N
NHVX
XQDQRUPDOH
HVWiQGDU
$GH
HPiV GHELG
GR D OD VLP
PHWUtD GH OD GLVWULEXFLyQ QRUPDO FRQ UHVSHFWRR D VX PHG
GLD VyOR HVV
QHFHVDULR HOXVRGHOD
DIXQFLyQGH
HGLVWULEXFLy
yQGHODQRUUPDOHVWiQG
GDUSDUDYDOORUHVSRVLWLY
YRV\DTXH
H
SDUDFDGDSXQWRQHJD
DWLYR]VH
HFXPSOHTX
XH
P Z d z P Z ! z P Z d z
$GHPiV QR HV QHFHVDULR FRQRFHU HO PRGHOR GH GLVWULEXFLyQ GH OD YDULDEOH DOHDWRULD
SREODFLRQDOSDUDDSUR[LPDUODGLVWULEXFLyQGHVXHVWDGtVWLFRPHGLDPXHVWUDOGDGRSRUODVVXPDV
SDUFLDOHV SRQGHUDGDV ~QLFDPHQWH TXH H[LVWDQ VXV SDUiPHWURV PHGLD \ YDULDQ]D FRPR VH
REVHUYDHQHOVLJXLHQWH7HRUHPD&HQWUDOGHO/tPLWH
7HRUHPD GH /LQGHEHUJ/pY\ 6HD ; ; ;Q XQD VXFHVLyQ GH YDULDEOHV DOHDWRULDV
LQGHSHQGLHQWHVHLGpQWLFDPHQWHGLVWULEXLGDVFRQPHGLDP\YDULDQ]D V ILQLWDV(QWRQFHV
Sn nm
V n
o N
L
(VWHUHVXOWDGRWDPELpQSXHGHHVFULELUVHFRPR
Xn m
oN
L
n
GRQGH X n
7HR
RUHPDVFHQ
QWUDOHVGHOOtPLWH
/RVVWHRUHPDV FHQWUDOHVG
GHOOtPLWHVR
RQUHVXOWDGR
RVGHWHRUtD
DGHODSUREEDELOLGDGTX
XHSHUPLWHQ
Q
DSOLFDUODG
GLVWULEXFLyQ QRUPDOFRP
PRPRGHOR DSUR[LPDGR
RHQGLYHUVD
DVVLWXDFLRQQHVH[SHULP
PHQWDOHVOR
R
TXHOHDSR
RUWDXQDLPSRUWDQWHXWLOLGDGSUiFWWLFDDOPRGH
HORQRUPDO HQORV SURFFHVRVGHOD
DLQIHUHQFLD
D
HVWDGtVWLFD
D &RPR VH
H UHIOHMD GH
HO VLJXLHQWH UHVXOWDGR 'H 0RLYUH \ /DSODFHH VREUH OD GLVWULEXFLyQ
G
Q
OtPLWHGHX
XQDYDULDEOH
HGHFRQWHRGHp[LWRVH
HQXQSURFH
HVRGH%HUQ
QRXOOLHVGHHFLUHQXQD
DUHSHWLFLyQ
Q
GHH[SHULP
PHQWRVLQGH
HSHQGLHQWHV
VGH%HUQRX
XOOLFRQHOPLLVPRSDUiP
PHWURGHp[L WR
7HRUHPD 'H 0RLYUH
H/DSODFH 6HD ; ; ;Q XQD VXFHVLyQ
V
GHH YDULDEOHV
V DOHDWRULDVV
LQGHSHQGLH
HQWHVHLGpQ
QWLFDPHQWHGLVWULEXLGDVVFRQ;Qb
bSSDUDWRGRQ\VHD6
6Q (QWRQFHV
Sn np L
o N
np
npq
n
X
n i i
'LVWULEXFLRQHVDVRFLDGDVDOPRGHORQRUPDO
'LVWULEXFLyQFKLFXDGUDGRGH3HDUVRQ
6HD = = =Q XQ FRQMXQWR GH Q YDULDEOHV DOHDWRULDV QRUPDOHV HVWiQGDU H
LQGHSHQGLHQWHV =LN OD YDULDEOH DOHDWRULD ; GDGD SRU OD VXPD GH FXDGUDGRV VLJXH XQ
PRGHORGHGLVWULEXFLyQFKLFXDGUDGRGH3HDUVRQGHQJUDGRVGHOLEHUWDG
\SRUWDQWRVLHPSUHHVSRVLWLYD
$GHPiVVXVSULQFLSDOHVFDUDFWHUtVWLFDVVRQ
\ OD VLJXLHQWH JUiILFD UHSUHVHQWD OD IRUPD GH VX IXQFLyQ GH GHQVLGDG SDUD DOJXQRV JUDGRV GH
OLEHUWDGQ GI
Grfica de distribucin
Chicuadrado
(VWWHUHVXOWDGR
RQRVSURSRUFLRQDODFR
RQYHUJHQFLD
DGHOPRGHORELQRPLDO DOQRUPDO\
\SRUWDQWR
DSUR[LPDU OD GLVWULEXFFLyQ ELQRPLLDO SRU XQ P
PRGHOR QRUUPDO FXDQGR HO Q~PHUUR GH UHSHWWLFLRQHV GHOO
H[SHULPHQWRHVVXILFLH
HQWHPHQWHJUDQGH
B n p o N n p
L
n p q w B n p | N P
np V
0,25
0,20
npq
npp | N P
O V
0,15
0,10
0,05
0,00
VLHQGRODD
DSUR[LPDFLy
yQEXHQDFX
XDQGRO!
2EVVHUYDU TXH
H HQ ODV DQWHULRUHV
D
D
DSUR[LPDFLR
RQHV VH DSUR[LPD
D
XXQD YDULDEOH DOHDWRULD
D
GLVFUHWD ;
; SRU XQD YDULDEOH
Y
DOH
HDWRULD FRQWWLQXD < WHQ
QLHQGR HQ FXHQWD TXHH ODV GLVFUH
HWDV WLHQHQ
Q
FRQFHQWUDG
GDODPDVDGHSUREDELOLGDGHQXQ FRQMXQWRG
GHSXQWRV\ODVFRQWLQXXDVWLHQHQS
SUREDELOLGDG
G
SXQWXDO QX
XOD 3DUD HYLWDU HVWH
H LQFRQYHQLLHQWH HQ OD SUiFWLFD VH UHDOL]DD XQD FRUUUHFFLyQ SRUU
FRQWLQXLGDG
GSDUDFRQFFHQWUDUHQODPDVDGH SUREDELOLGD
DGTXHKD\HQWRUQRDXXQSXQWRGH
HODYDULDEOH
H
FRQWLQXDSDUDDSUR[LP
PDUODSURED
DELOLGDGSXQ
QWXDOGHODY
YDULDEOHGLVF
FUHWD
Densidad
VLHQGRDFH
HSWDEOHHVWD
DDSUR[LPDF
FLyQFXDQGR
RQS!QT!
!\S
SVLE LHQFXDQWRPD\RUVHD
Q\PiVVH
HDSUR[LPHSDPHMRUHVODDSUUR[LPDFLyQ
$VLPLVPR WHQ
QLHQGR HQ FXHQWD OD
D DSUR[LPDFLyQ GHO PRGHOR
P
ELQ RPLDO DO 3RLVVRQ
3
OD
D
GLVWULEXFLyQ
GHWHUPLQDG
QQRUPDOWD
DPELpQVH XWLOL]DEDMR
X
GDVFRQGLFLR
RQHVFRPR
RDSUR[LPDF
FLyQGHXQD
D
GLVWULEXFLyQ
QGH3RLVVR
RQ
PO
df
3
4
5
6
7
8
9
10
10
15
X
20
25
30
2WUDVSURSLHGDGHVGHLQWHUpVGHHVWHPRGHORVRQ
x $GLWLYLGDGRUHSURGXFWLYLGDG6L; H<
VRQLQGHSHQGLHQWHVHQWRQFHV
;<
x 6L 6 HV OD YDULDQ]D LQVHVJDGD GH XQD PXHVWUD DOHDWRULD VLPSOH GH WDPDxR Q GH XQD
YDULDEOHQRUPDO1 HQWRQFHV
3RU HMHPSOR HO JUiILFR VLJXLHQWH UHSUHVHQWD OD IXQFLyQ GH GHQVLGDG GH XQD YDULDEOH FRQ
GLVWULEXFLyQ)GH6QHGHFRUSDUDDOJXQRVJUDGRVGHOLEHUWDGQPOODPDGRVJUDGRVGHOLEHUWDGGHO
QXPHUDGRUQ GI\GHOGHQRPLQDGRUP GI
Grfica de distribucin
F
0,6
0,5
0,1
0,0
Densidad
0,3
0,2
0,1
0,0
2,5
5,0
7,5
10
12
8QD SURSLHGDG GH XWLOLGDG SDUD HO FiOFXOR GH FXDQWLOHV GH HVWH PRGHOR HQ ORV SUREOHPDV
LQIHUHQFLDOHVHVODSUHVHUYDFLyQGHOPRGHORPHGLDQWHODWUDQVIRUPDFLyQ< ;LQWHUFDPELDQGRORV
SDUiPHWURVHVGHFLUVL HQWRQFHV
2WUDDSOLFDFLyQGHLQWHUpVHQLQIHUHQFLDHVODWUDQVIRUPDFLyQGDGDSRU HOFRFLHQWHGHGRV
YDULDQ]DVLQVHVJDGDV6L HVODYDULDQ]DLQVHVJDGDGHXQDPXHVWUDDOHDWRULDVLPSOHGHWDPDxR
QGHXQDYDULDEOHDOHDWRULDSREODFLRQDO;NP;V;\ HVODYDULDQ]DLQVHVJDGDGHRWUDPXHVWUD
DOHDWRULD VLPSOH GH WDPDxR P GH XQD YDULDEOH DOHDWRULD SREODFLRQDO <NP<V< VLHQGR ; H <
LQGHSHQGLHQWHVHQWUHVtHQWRQFHV
df
2
5
10
15
20
0,4
-2,5
0,3
-5,0
0,4
df2
2
4
6
8
2
4
6
8
2
4
6
8
0,2
Grfica de distribucin
0,0
df1
3
3
3
3
5
5
5
5
7
7
7
7
0,7
Densidad
'LVWULEXFLyQGHW6WXGHQW
6HD=XQDYDULDEOHDOHDWRULDQRUPDONHLQGHSHQGLHQWHGHXQDYDULDEOHDOHDWRULD;FRQ
GLVWULEXFLyQ FKLFXDGUDGR OD YDULDEOH DOHDWRULD 7 GDGD SRU HO FRFLHQWH HQWUH XQD QRUPDO
HVWiQGDU \ OD UDt] FXDGUDGD GH XQD FKLFXDGUDGR WLSLILFDGD VLJXH XQ PRGHOR GH GLVWULEXFLyQ W GH
6WXGHQWFRQORVPLVPRVJUDGRVGHOLEHUWDGTXHODFKLFXDGUDGR
2EVHUYDU TXH HVWD GLVWULEXFLyQ WLHQH FDUDFWHUtVWLFDV VLPLODUHV D OD GLVWULEXFLyQ QRUPDO
HVWiQGDU FRPR VH PXHVWUD HQ ODV VLJXLHQWHV JUiILFDV GH OD IXQFLyQ GH GHQVLGDG SDUD DOJXQRV
JUDGRVGHOLEHUWDGQ GIFRPRODVLPHWUtDUHVSHFWRGHODPHGLD\VLH[LVWHQVXVYDORUHVPHGLR\
YDULDQ]DVRQ
\ DGHPiV FRQYHUJH D OD QRUPDO HVWiQGDU SRU OR TXH HO LQWHUpV SULQFLSDO GH HVWH PRGHOR W GH
6WXGHQWVHFHQWUDHQORVSUREOHPDVFRQWDPDxRPXHVWUDOSHTXHxRQFRPRVHxDOy*RVVHW
2WUDDSOLFDFLyQGHLQWHUpVHQLQIHUHQFLDHVTXHVLHVODPHGLD\6 YDULDQ]DLQVHVJDGDGH
XQD PXHVWUD DOHDWRULD VLPSOH GH WDPDxR Q GH XQD YDULDEOH DOHDWRULD SREODFLRQDO ;NPV
HQWRQFHV
'LVWULEXFLyQGH)GH6QHGHFRU
6HDQ;H<GRVYDULDEOHVDOHDWRULDVLQGHSHQGLHQWHVFRQGLVWULEXFLRQHVFKLFXDGUDGR;
H<
ODYDULDEOHDOHDWRULD7GDGDSRUHOFRFLHQWHHQWUHDPEDVFKLFXDGUDGRVWLSLILFDGDVVLJXH
XQPRGHORGHGLVWULEXFLyQ)GH6QHGHFRUFRQJUDGRVGHOLEHUWDGQP
2EVHUYDUTXHHVWDGLVWULEXFLyQWLHQHFDUDFWHUtVWLFDVVLPLODUHVDODGLVWULEXFLyQFKLFXDGUDGR
GH3HDUVRQHVVLHPSUHSRVLWLYD\VXVFDUDFWHUtVWLFDVSULQFLSDOHVVLH[LVWHQVRQ