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Dis Tribu
Dis Tribu
Xi (Observ)
m MÉTODO DE MOMENTOS Y DE MÁXIMA VEROSIMILITUD
(mm.)
1 52.20
2 41.80 2
3 40.40
f ( X )=
1 −
e 2
[
1 X- μ
σ ]
4 38.20
5 32.70
σ √2 π
6 31.00 n
7 31.00 1
8 31.00 Media
μ=
n
∑ Xi
i=1
9 30.40 1 /2
[ ]
n
1 2
10
11
30.30
30.20
Desviación estándarσ =
n-1
∑ ( X i− μ )
i=1
12 29.20 Donde :
13 28.30 f(X) = función de densidad.
14 27.70 m = media de los datos observados
15 27.60 s = desviación estándar de los datos observados
16 27.50 X = variable hidrológica en estudio.
17 26.60 Xi = i-esima variable hidrológica.
18 26.00 e = base de los logaritmos neperianos(Ln).
19 25.80 ESTIMACIÓN DE PARÁMETROS
20 24.50 - Para los métodos de Momentos y de Máxima Verosimilitud
21 24.30 n= 32
22 24.20 m= 27.55313
23 23.60 s= 7.67598
24 23.20
25 21.80
26 20.80
27 20.70
28 20.40
29 18.80
30 17.60
31 17.20
32 16.70
ESTIMACION DE PARAMETROS DE LA DISTRIBUCION LOG-NORMAL DE 2 PARAMETROS
Csy = 0.345
Xi (Observ)
m LN Xi
(mm.)
1 52.20 3.955
2 41.80 3.733 METODO DE MOMENTOS
3 40.40 3.699
2
4
5
38.20
32.70
3.643
3.487
f ( X )=
1
e
−
2[
1 Ln ( X )−μ y
σy ]
6 31.00 3.434 X .σ y √2 π
7 31.00 3.434
8 31.00 3.434 μ2
9 30.40 3.414 Media μy =
1
2
Ln
( 2
CV+1 )
10 30.30 3.411
11 30.20 3.408
12 29.20 3.374 Desviación estándar de los = Ln ( C 2V +1 )
σ yLn(x) [ ] 1 /2
13 28.30 3.343
14 27.70 3.321
Coeficiente de Variación C V =
σ
15 27.60 3.318
16 27.50 3.314 μ
17 26.60 3.281 Donde :
18 26.00 3.258 f(X) = función de densidad.
19 25.80 3.250 my = media de los Ln(x).
20 24.50 3.199 m = media de los datos observados.
21 24.30 3.190 sy = desviación estándar de los Ln(x).
22 24.20 3.186 X = variable hidrológica en estudio.
23 23.60 3.161 CV = Coeficiente de variación de los datos observados.
24 23.20 3.144 ESTIMACION DE PARAMETROS
25 21.80 3.082 - Para el método de Momentos
26 20.80 3.035 m= 27.55313
27 20.70 3.030 s= 7.67598
28 20.40 3.016 Cv = 0.27859
29 18.80 2.934 my = 3.27874
30 17.60 2.868 sy = 0.27340
31 17.20 2.845
32 16.70 2.815
METODO DE MAXIMA VEROSIMILITUD
Media de los Ln(x) 1
n
μy =
n
∑ Ln ( X i )
i=1
Desviación estándar de los Ln(x)
1/ 2
[ ]
n
1
σ y= ∑ ( Ln ( X i )− μ y )2
n i =1
Donde :
Ln(xi) = Logaritmo neperiano de la i-esima variable hidrológ
n = Numero de datos.
Xi = i-esima variable hidrológica.
ESTIMACION DE PARAMETROS
- Para el método de Máxima Verosimilitud
my = 3.19281
sy = 0.26240
ESTIMACION DE PARAMETROS DE LA DISTRIBUCION LOG-NORMAL DE 3 PARAMETROS
Xi (Observ)
m (Xi - a) LN( Xi - a) (sy2- my)/(Xi -a) LN(Xi- a)/(Xi -a) LN(Xi- a) -my
(mm.)
METODO DE MOMENTOS 2
[ ]
n
1 2
σ y= ∑ [ Ln ( X i −a ) − μ y ]
n i =1
[ ( σ 2y− μ y )
] ∑[ Ln ( X i− a )
]
n n
∑ + =0
i =1 ( X i −a ) i=1 ( X i −a )
[ ]
1 n
α= ln
22 24.20 0.0120 0.2908 β n
− β . xi
23 23.60 0.0134 0.3164 ∑e
i=1
Xi (Observ)
m LnX Xi - g 1/(Xi - g)
(mm.) METODO DE MOMENTOS
1 52.20 3.96 51.52 0.01941
1 β−1 ( X −γ
−
α )
2 41.80 3.73 41.12 0.02432 f ( X )=
αΓ ( β ) ( X −α γ ) e
3 40.40 3.70 39.72 0.02518 Parámetro de Escala
σ
4 38.20 3.64 37.52 0.02665 α= x
√β
5 32.70 3.49 32.02 0.03123 Parámetro de Forma
2
Csy = 0.345
Xi (Observ)
m LnX Ln(Ln(X)) Yi - g 1/(Yi - g) METODO DE MOMENTOS
(mm.)
ln ( x ) −γ −[ ]
ln ( x ) −γ
1
2
52.20
41.80
3.9551
3.7329
1.3750
1.3172
3.9436
3.7214
0.25358
0.26872
f ( X )=
1
α⋅Γ ( β ) [ α
⋅e ] α
a =
n i =1
2
2. 515517+ 0. 802853 w+0 . 010328 w
z=w−
1+1 . 432788 w+0 .189269 w2 + 0 . 001308 w3
1/ 2
1
w = Ln 2 DISTRIBUCION
DISTRIBUCION DISTRIBUCION
DISTRIBUCION DISTRIBUCION DISTRIBUCION
p NORMAL
LOG-NORMAL DE 2
PARAMETROS
LOG-NORMAL DE 3
PARAMETROS
GUMBEL PEARSON TIPO III LOG-PEARSON TIPO III
1 serie hidrologica en solo se diferencia en los
P( x )= estudio solo se diferencia en los solo se diferencia en los parametros de c/ metodos
T parametros de c/ metodos parametros de c/ metodos solo se diferencia en los solo se diferencia en los
YT
T=
n+1
m
X T =μ+ z⋅σ X T =exp ( μ y + z⋅σ y ) X T =a+ ( exp ( μ y + z⋅σ y ) ) X T =α +
β ( ) parametros de c/ metodos
X T =γ + y⋅α
parametros de c/ metodos
X T =exp ( γ + y⋅α )
Xi XT (m3/seg) XT (m3/seg) XT (m3/seg) XT (m3/seg) XT (m3/seg) XT (m3/seg)
TR YT
m (Observ) Probab. W Z
(Años) Momentos y
(mm.) Momentos Max.Ver Momentos Max.Ver Momentos Max.Ver Momentos Max.Ver Momentos Max.Ver
Max.Ver
1 52.20 33.00 0.030 2.644 1.876 3.481 42.00 44.30 39.90 45.00 42.10 44.90 43.10 45.80 41.60 44.00 43.80
2 41.80 16.50 0.061 2.368 1.550 2.772 39.40 40.50 36.60 40.70 39.40 40.70 39.20 41.00 38.60 45.30 39.90
3 40.40 11.00 0.091 2.190 1.335 2.351 37.80 38.20 34.60 38.20 37.70 38.20 36.90 38.20 36.80 46.30 37.70
4 38.20 8.25 0.121 2.054 1.169 2.046 36.50 36.50 33.10 36.30 36.40 36.30 35.20 36.20 35.40 47.20 36.00
5 32.70 6.60 0.152 1.943 1.030 1.806 35.50 35.20 31.90 34.90 35.30 34.90 33.90 34.50 34.20 48.10 34.70
6 31.00 5.50 0.182 1.846 0.908 1.606 34.50 34.00 30.90 33.70 34.30 33.70 32.80 33.20 33.20 48.90 33.50
7 31.00 4.71 0.212 1.761 0.798 1.433 33.70 33.00 30.00 32.60 33.50 32.70 31.90 32.10 32.40 49.70 32.60
8 31.00 4.13 0.242 1.684 0.699 1.283 32.90 32.10 29.30 31.70 32.70 31.80 31.10 31.10 31.60 50.50 31.70
9 30.40 3.67 0.272 1.613 0.605 1.145 32.20 31.30 28.50 30.90 32.00 31.00 30.30 30.20 30.90 51.30 30.90
10 30.30 3.30 0.303 1.545 0.515 1.019 31.50 30.60 27.90 30.10 31.30 30.20 29.60 29.40 30.20 52.10 30.20
11 30.20 3.00 0.333 1.482 0.430 0.903 30.90 29.90 27.30 29.40 30.60 29.50 29.00 28.70 29.60 53.00 29.50
12 29.20 2.75 0.364 1.422 0.348 0.794 30.20 29.20 26.70 28.80 30.00 28.90 28.40 28.00 29.00 53.80 28.90
13 28.30 2.54 0.394 1.365 0.269 0.692 29.60 28.60 26.10 28.20 29.40 28.20 27.80 27.40 28.40 54.70 28.30
14 27.70 2.36 0.424 1.310 0.192 0.596 29.00 28.00 25.60 27.60 28.80 27.70 27.30 26.80 27.90 55.60 27.80
15 27.60 2.20 0.455 1.256 0.114 0.501 28.40 27.40 25.10 27.00 28.20 27.10 26.80 26.20 27.30 56.50 27.20
16 27.50 2.06 0.485 1.202 0.036 0.409 27.80 26.80 24.60 26.50 27.70 26.50 26.30 25.70 26.80 57.50 26.70
17 26.60 1.94 0.515 1.151 -0.039 0.322 27.30 26.30 24.10 25.90 27.10 26.00 25.80 25.20 26.20 58.50 26.20
18 26.00 1.83 0.546 1.099 -0.116 0.235 26.70 25.70 23.60 25.40 26.50 25.50 25.30 24.70 25.70 59.60 25.60
19 25.80 1.74 0.575 1.053 -0.188 0.157 26.10 25.20 23.20 25.00 26.00 25.00 24.90 24.30 25.20 60.70 25.20
20 24.50 1.65 0.606 1.001 -0.268 0.071 25.50 24.70 22.70 24.50 25.40 24.50 24.40 23.80 24.70 62.00 24.70
21 24.30 1.57 0.637 0.950 -0.348 -0.013 24.90 24.10 22.20 24.00 24.80 24.00 24.00 23.40 24.20 63.30 24.20
22 24.20 1.50 0.667 0.901 -0.428 -0.094 24.30 23.60 21.80 23.50 24.20 23.50 23.50 23.00 23.70 64.80 23.70
23 23.60 1.43 0.699 0.846 -0.518 -0.184 23.60 23.00 21.30 23.00 23.60 23.00 23.00 22.50 23.10 66.50 23.20
24 23.20 1.38 0.725 0.803 -0.591 -0.254 23.00 22.60 20.90 22.60 23.00 22.60 22.60 22.20 22.60 67.90 22.70
25 21.80 1.32 0.758 0.745 -0.690 -0.349 22.30 22.00 20.30 22.00 22.30 22.00 22.10 21.80 22.00 70.10 22.20
26 20.80 1.27 0.787 0.691 -0.786 -0.437 21.50 21.40 19.80 21.50 21.60 21.50 21.60 21.40 21.40 72.30 21.60
27 20.70 1.22 0.820 0.631 -0.898 -0.538 20.70 20.80 19.20 20.90 20.80 20.90 21.10 21.00 20.70 75.10 21.00
28 20.40 1.18 0.847 0.575 -1.004 -0.631 19.80 20.20 18.70 20.40 20.00 20.30 20.60 20.60 20.10 78.10 20.50
29 18.80 1.14 0.877 0.512 -1.131 -0.741 18.90 19.50 18.10 19.80 19.10 19.70 20.00 20.20 19.40 81.90 19.80
30 17.60 1.10 0.909 0.437 -1.289 -0.875 17.70 18.70 17.40 19.10 18.00 18.90 19.30 19.80 18.40 87.50 19.00
31 17.20 1.06 0.943 0.341 -1.505 -1.055 16.00 17.60 16.40 18.30 16.50 17.80 18.30 19.30 17.10 96.70 17.90
32 16.70 1.03 0.971 0.243 -1.751 -1.263 14.10 16.40 15.40 17.30 14.80 16.50 17.10 18.80 15.60 110.80 16.70
ESUMEN DE PARAMETROS
Normal Lognormal 2 XT Lognormal 3 XT Gumbel XT Pearson Tipo III XT Log-Pearson Tipo III XT
TR Xi (Observ)
(Años) (mm.) NORMAL LOGN2PMM LOGN2PMMV LOGN3PMM LOGN3PMMV GUMBELMM GUMBELMMV PEARSONTIPO3MM PEARSONTIPO3MMV LOGPEARSONTIPO3MM LOGPEARSONTIPO3MMV
XT Momentos Máxima Verosimilitud Momentos Máxima Verosimilitud Momentos Máxima Verosimilitud Momentos Máxima Verosimilitud Momentos Máxima Verosimilitud
33.00 52.20 42.00 44.30 39.90 45.00 42.10 44.90 43.10 45.80 41.60 44.00 43.80
16.50 41.80 39.40 40.50 36.60 40.70 39.40 40.70 39.20 41.00 38.60 45.30 39.90
11.00 40.40 37.80 38.20 34.60 38.20 37.70 38.20 36.90 38.20 36.80 46.30 37.70
### 8.25 38.20 36.50 36.50 33.10 36.30 36.40 36.30 35.20 36.20 35.40 47.20 36.00
6.60 32.70 35.50 35.20 31.90 34.90 35.30 34.90 33.90 34.50 34.20 48.10 34.70
5.50 31.00 34.50 34.00 30.90 33.70 34.30 33.70 32.80 33.20 33.20 48.90 33.50
4.71 31.00 33.70 33.00 30.00 32.60 33.50 32.70 31.90 32.10 32.40 49.70 32.60
4.13 31.00 32.90 32.10 29.30 31.70 32.70 31.80 31.10 31.10 31.60 50.50 31.70
3.67 30.40 32.20 31.30 28.50 30.90 32.00 31.00 30.30 30.20 30.90 51.30 30.90
3.30 30.30 31.50 30.60 27.90 30.10 31.30 30.20 29.60 29.40 30.20 52.10 30.20
3.00 30.20 30.90 29.90 27.30 29.40 30.60 29.50 29.00 28.70 29.60 53.00 29.50
2.75 29.20 30.20 29.20 26.70 28.80 30.00 28.90 28.40 28.00 29.00 53.80 28.90
2.54 28.30 29.60 28.60 26.10 28.20 29.40 28.20 27.80 27.40 28.40 54.70 28.30
2.36 27.70 29.00 28.00 25.60 27.60 28.80 27.70 27.30 26.80 27.90 55.60 27.80
2.20 27.60 28.40 27.40 25.10 27.00 28.20 27.10 26.80 26.20 27.30 56.50 27.20
2.06 27.50 27.80 26.80 24.60 26.50 27.70 26.50 26.30 25.70 26.80 57.50 26.70
1.94 26.60 27.30 26.30 24.10 25.90 27.10 26.00 25.80 25.20 26.20 58.50 26.20
1.83 26.00 26.70 25.70 23.60 25.40 26.50 25.50 25.30 24.70 25.70 59.60 25.60
1.74 25.80 26.10 25.20 23.20 25.00 26.00 25.00 24.90 24.30 25.20 60.70 25.20
1.65 24.50 25.50 24.70 22.70 24.50 25.40 24.50 24.40 23.80 24.70 62.00 24.70
1.57 24.30 24.90 24.10 22.20 24.00 24.80 24.00 24.00 23.40 24.20 63.30 24.20
1.50 24.20 24.30 23.60 21.80 23.50 24.20 23.50 23.50 23.00 23.70 64.80 23.70
1.43 23.60 23.60 23.00 21.30 23.00 23.60 23.00 23.00 22.50 23.10 66.50 23.20
1.38 23.20 23.00 22.60 20.90 22.60 23.00 22.60 22.60 22.20 22.60 67.90 22.70
1.32 21.80 22.30 22.00 20.30 22.00 22.30 22.00 22.10 21.80 22.00 70.10 22.20
1.27 20.80 21.50 21.40 19.80 21.50 21.60 21.50 21.60 21.40 21.40 72.30 21.60
1.22 20.70 20.70 20.80 19.20 20.90 20.80 20.90 21.10 21.00 20.70 75.10 21.00
1.18 20.40 19.80 20.20 18.70 20.40 20.00 20.30 20.60 20.60 20.10 78.10 20.50
1.14 18.80 18.90 19.50 18.10 19.80 19.10 19.70 20.00 20.20 19.40 81.90 19.80
1.10 17.60 17.70 18.70 17.40 19.10 18.00 18.90 19.30 19.80 18.40 87.50 19.00
1.06 17.20 16.00 17.60 16.40 18.30 16.50 17.80 18.30 19.30 17.10 96.70 17.90
1.03 16.70 14.10 16.40 15.40 17.30 14.80 16.50 17.10 18.80 15.60 110.80 16.70
PRUEBA DE AJUSTE : ERROR CUADRATICO MINIMO
SUMA 172.52 98.09 344.47 87.33 159.32 86.85 131.27 98.06 158.33 53825.60 106.99
Error cuadrático mínimo 13.13 9.90 18.56 9.35 12.62 9.32 11.46 9.90 12.58 232.003 10.34
Two Parameter Log-Normal Three Parameter Log-Normal Gumbel Pearson III Log-Pearson III
Período de Datos Obs. Normal
Momentos Máx. Verosimiltud Momentos Máx. Verosimiltud Momentos Máx. Verosimiltud Momentos Máx. Verosimiltud Momentos Máx. Verosimiltud
Retorno TR Xo
(años) (mm) Xe Xe Xe Xe Xe Xe Xe Xe Xe Xe Xe
(Xe - Xo)2 (Xe - Xo)5 (Xe - Xo)6 (Xe - Xo)7 (Xe - Xo)8 (Xe - Xo)3 (Xe - Xo)4 (Xe - Xo)9 (Xe - Xo)10 (Xe - Xo)11 (Xe - Xo)12
(
mm) (
mm) (
mm) (
mm) (
mm) (
mm) (
mm) (
mm) (
mm) (
mm) (
mm)
33.00 52.20 42.00 104.04 44.30 62.41 39.90 151.29 45.00 51.84 42.10 102.01 44.90 53.29 43.10 82.81 45.80 40.96 41.60 112.36 44.00 67.24 43.80 70.56
16.50 41.80 39.40 5.76 40.50 1.69 36.60 27.04 40.70 1.21 39.40 5.76 40.70 1.21 39.20 6.76 41.00 0.64 38.60 10.24 45.30 12.25 39.90 3.61
11.00 40.40 37.80 6.76 38.20 4.84 34.60 33.64 38.20 4.84 37.70 7.29 38.20 4.84 36.90 12.25 38.20 4.84 36.80 12.96 46.30 34.81 37.70 7.29
8.25 38.20 36.50 2.89 36.50 2.89 33.10 26.01 36.30 3.61 36.40 3.24 36.30 3.61 35.20 9.00 36.20 4.00 35.40 7.84 47.20 81.00 36.00 4.84
6.60 32.70 35.50 7.84 35.20 6.25 31.90 0.64 34.90 4.84 35.30 6.76 34.90 4.84 33.90 1.44 34.50 3.24 34.20 2.25 48.10 237.16 34.70 4.00
5.50 31.00 34.50 12.25 34.00 9.00 30.90 0.01 33.70 7.29 34.30 10.89 33.70 7.29 32.80 3.24 33.20 4.84 33.20 4.84 48.90 320.41 33.50 6.25
4.71 31.00 33.70 7.29 33.00 4.00 30.00 1.00 32.60 2.56 33.50 6.25 32.70 2.89 31.90 0.81 32.10 1.21 32.40 1.96 49.70 349.69 32.60 2.56
4.13 31.00 32.90 3.61 32.10 1.21 29.30 2.89 31.70 0.49 32.70 2.89 31.80 0.64 31.10 0.01 31.10 0.01 31.60 0.36 50.50 380.25 31.70 0.49
3.67 30.40 32.20 3.24 31.30 0.81 28.50 3.61 30.90 0.25 32.00 2.56 31.00 0.36 30.30 0.01 30.20 0.04 30.90 0.25 51.30 436.81 30.90 0.25
3.30 30.30 31.50 1.44 30.60 0.09 27.90 5.76 30.10 0.04 31.30 1.00 30.20 0.01 29.60 0.49 29.40 0.81 30.20 0.01 52.10 475.24 30.20 0.01
3.00 30.20 30.90 0.49 29.90 0.09 27.30 8.41 29.40 0.64 30.60 0.16 29.50 0.49 29.00 1.44 28.70 2.25 29.60 0.36 53.00 519.84 29.50 0.49
2.75 29.20 30.20 1.00 29.20 0.00 26.70 6.25 28.80 0.16 30.00 0.64 28.90 0.09 28.40 0.64 28.00 1.44 29.00 0.04 53.80 605.16 28.90 0.09
2.54 28.30 29.60 1.69 28.60 0.09 26.10 4.84 28.20 0.01 29.40 1.21 28.20 0.01 27.80 0.25 27.40 0.81 28.40 0.01 54.70 696.96 28.30 0.00
2.36 27.70 29.00 1.69 28.00 0.09 25.60 4.41 27.60 0.01 28.80 1.21 27.70 0.00 27.30 0.16 26.80 0.81 27.90 0.04 55.60 778.41 27.80 0.01
2.20 27.60 28.40 0.64 27.40 0.04 25.10 6.25 27.00 0.36 28.20 0.36 27.10 0.25 26.80 0.64 26.20 1.96 27.30 0.09 56.50 835.21 27.20 0.16
2.06 27.50 27.80 0.09 26.80 0.49 24.60 8.41 26.50 1.00 27.70 0.04 26.50 1.00 26.30 1.44 25.70 3.24 26.80 0.49 57.50 900.00 26.70 0.64
1.94 26.60 27.30 0.49 26.30 0.09 24.10 6.25 25.90 0.49 27.10 0.25 26.00 0.36 25.80 0.64 25.20 1.96 26.20 0.16 58.50 1017.61 26.20 0.16
1.83 26.00 26.70 0.49 25.70 0.09 23.60 5.76 25.40 0.36 26.50 0.25 25.50 0.25 25.30 0.49 24.70 1.69 25.70 0.09 59.60 1128.96 25.60 0.16
1.74 25.80 26.10 0.09 25.20 0.36 23.20 6.76 25.00 0.64 26.00 0.04 25.00 0.64 24.90 0.81 24.30 2.25 25.20 0.36 60.70 1218.01 25.20 0.36
1.65 24.50 25.50 1.00 24.70 0.04 22.70 3.24 24.50 0.00 25.40 0.81 24.50 0.00 24.40 0.01 23.80 0.49 24.70 0.04 62.00 1406.25 24.70 0.04
1.57 24.30 24.90 0.36 24.10 0.04 22.20 4.41 24.00 0.09 24.80 0.25 24.00 0.09 24.00 0.09 23.40 0.81 24.20 0.01 63.30 1521.00 24.20 0.01
1.50 24.20 24.30 0.01 23.60 0.36 21.80 5.76 23.50 0.49 24.20 0.00 23.50 0.49 23.50 0.49 23.00 1.44 23.70 0.25 64.80 1648.36 23.70 0.25
1.43 23.60 23.60 0.00 23.00 0.36 21.30 5.29 23.00 0.36 23.60 0.00 23.00 0.36 23.00 0.36 22.50 1.21 23.10 0.25 66.50 1840.41 23.20 0.16
1.38 23.20 23.00 0.04 22.60 0.36 20.90 5.29 22.60 0.36 23.00 0.04 22.60 0.36 22.60 0.36 22.20 1.00 22.60 0.36 67.90 1998.09 22.70 0.25
1.32 21.80 22.30 0.25 22.00 0.04 20.30 2.25 22.00 0.04 22.30 0.25 22.00 0.04 22.10 0.09 21.80 0.00 22.00 0.04 70.10 2332.89 22.20 0.16
1.27 20.80 21.50 0.49 21.40 0.36 19.80 1.00 21.50 0.49 21.60 0.64 21.50 0.49 21.60 0.64 21.40 0.36 21.40 0.36 72.30 2652.25 21.60 0.64
1.22 20.70 20.70 0.00 20.80 0.01 19.20 2.25 20.90 0.04 20.80 0.01 20.90 0.04 21.10 0.16 21.00 0.09 20.70 0.00 75.10 2959.36 21.00 0.09
1.18 20.40 19.80 0.36 20.20 0.04 18.70 2.89 20.40 0.00 20.00 0.16 20.30 0.01 20.60 0.04 20.60 0.04 20.10 0.09 78.10 3329.29 20.50 0.01
1.14 18.80 18.90 0.01 19.50 0.49 18.10 0.49 19.80 1.00 19.10 0.09 19.70 0.81 20.00 1.44 20.20 1.96 19.40 0.36 81.90 3981.61 19.80 1.00
1.10 17.60 17.70 0.01 18.70 1.21 17.40 0.04 19.10 2.25 18.00 0.16 18.90 1.69 19.30 2.89 19.80 4.84 18.40 0.64 87.50 4886.01 19.00 1.96
1.06 17.20 16.00 1.44 17.60 0.16 16.40 0.64 18.30 1.21 16.50 0.49 17.80 0.36 18.30 1.21 19.30 4.41 17.10 0.01 96.70 6320.25 17.90 0.49
1.03 16.70 14.10 6.76 16.40 0.09 15.40 1.69 17.30 0.36 14.80 3.61 16.50 0.04 17.10 0.16 18.80 4.41 15.60 1.21 110.80 8854.81 16.70 0.00
PRUEBA DE AJUSTE DE CHI-CUADRADO
DISTRIBUCION NORMAL
Intervalo Intervalo
Pi Pacumulada Z Ni Ni2
No LCI LCS
1 0.16667 0.16667 -0.96741 0.00 20.10 9 81
2 0.16667 0.33334 -0.43071 20.10 24.20 10 100
3 0.16667 0.50001 0.00003 24.20 27.60 11 121
4 0.16667 0.66668 0.43076 27.60 30.90 11 121
5 0.16667 0.83335 0.96749 30.90 35.00 7 49
6 0.16667 0.99999 4.26489 35.00 60.30 6 36
6 54 508 ###
DISTR.NORM.ESTAND.INV(Proba
Intervalo Intervalo DISTR.NORM.ESTAND.INV(Probabil
Intervalo Intervalo
Pi Pacumulada Z = exp (my + Z sy) Ni Ni2 Pi Pacumulada LCZ= exp (my LC
+ Z sy) Ni Ni2
bilidad
No Acumulada) LC LCI LCS idad Acumulada)
No LC
I S
1 0.16667 0.16667 -0.96741 0.00 20.40 6 36 1 0.16667 0.16667 -0.96741 0.00 18.90 5 25
2 0.16667 0.33334 -0.43071 20.40 23.60 2 4 2 0.16667 0.33334 -0.43071 18.90 21.80 1 1
3 0.16667 0.50001 0.00003 23.60 26.50 6 36 3 0.16667 0.50001 0.00003 21.80 24.40 7 49
4 0.16667 0.66668 0.43076 26.50 29.90 4 16 4 0.16667 0.66668 0.43076 24.40 27.30 7 49
5 0.16667 0.83335 0.96749 29.90 34.60 8 64 5 0.16667 0.83335 0.96749 27.30 31.40 7 49
6 0.16667 0.99999 4.26489 34.60 85.20 5 25 6 0.16667 0.99999 4.26489 31.40 74.60 4 16
6 31 181 6 31 189
Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta
X2C = 4.032 X2t = 7.815 Xc < Xt X2 C = 5.581 X2t = 7.815 Xc < Xt
DISTR.NORM.ESTAND.INV(Probabi
DISTR.NORM.ESTAND.INV(Proba lidad Acumulada) + Z sy)
LCNORMAL
DISTRIBUCION LOG
bilidad Acumulada)
= a + exp
DE(my + Z sy)
3 PARAMETROS DISTRIBUCION LOGLC = a + exp
NORMAL DE (my
3 PARAMETROS
Momentos Max.Ver
my = 2.9170 my = 5.1014
sy = 0.3738 sy = 0.0456
a= 7.7293 a= -136.87
Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta
X2C = 2.097 X2t = 5.991 Xc < Xt X2 C = 2.484 X2t = 5.991 Xc < Xt
(-LN(-LN(Probabilidad Acumulada))) LC = (a+(Ym /b)
(-LN(-LN(Probabilidad Acumulada)))
DISTRIBUCION GUMBEL DISTRIBUCION GUMBEL
Momentos Max.Ver
LC = (a+(Ym /b)
a= 24.0986 a= 24.0415
b= 0.1671 b= 0.1827
Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta
X2C = 2.871 X2t = 7.815 Xc < Xt X2 C = 3.645 X2t = 7.815 Xc < Xt
si el párametro a es negativo:
si el párametro a es negativo:
DISTRIBUCION LOG PEARSON TIPO III PRUEBA.CHI.INV((Pacumulada);2*b)
DISTRIBUCION LOG PEARSON TIPO III
PRUEBA.CHI.INV((Pacumulada);2*b)
Momentos Max.Ver
a= 0.1600 a= 0.02012
b= 2.6889 b= 162.53082
g= 3.7121 g= 0.01150
Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta Chi-cuadrado calculado Chi-cuadrado tabular Se Acepta
X2C = 3.258 X2t = 5.991 Xc < Xt X2 C = 6.742 X2t = 8.991 Xc < Xt
E
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PRUEBA DE AJUSTE : SMIRNOV - KOLMOGOROV A
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( i
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n
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DISTRIBUCION NORMAL DISTRIBUCION LOG-NORMAL DE 2 PARAMETROS DISTRIBUCION LOG-NORMAL DE 3 PARAMETROS DISTRIBUCION GUMBEL DISTRIBUCION PEARSON TIPO III e
a
rD
sE
M
o
nB
Xi (Observ) Z F(x) I F(x) - P(x) I Z F(x) I F(x) - P(x) I Z F(x) I F(x) - P(x) I Z F(x) I F(x) - P(x) I Z F(x) I F(x) - P(x) I F(x) I F(x) - P(x) I P(x) I F(x) - P(x) I P(x) I F(x) - P(x) I P(x) I F(x) - P(x) I
m P(x) m
(m3/S) eE
Momentos y Max. Ver Momentos Max.Ver Momentos Max.Ver Momentos Max.Ver Momentos Max.Ver
nT
1 52.20 0.96970 3.21091 0.99914 0.02944 2.47382 0.99320 0.02350 2.90500 0.99793 0.02823 2.34850 0.99054 0.02084 3.08470 0.99876 2.11500 0.99090 0.02120 0.99419 0.02449 0.98812 0.01842 0.99836 0.02866
### ti
2 41.80 0.93939 1.85603 0.96851 0.02912 1.66114 0.95185 0.01246 2.05826 0.98037 0.04098 1.63579 0.94924 0.00985 1.84427 0.96766 0.90488 0.94938 0.00999 0.96177 0.02238 0.94561 0.00622 0.97127 0.03188
### opD
so
3 40.40 0.90909 1.67365 0.95310 0.04401 1.53654 0.93791 0.02882 1.92843 0.97331 0.06422 1.52353 0.93628 0.02719 1.67180 0.95292 0.76271 0.93647 0.02738 0.95090 0.04181 0.93353 0.02444 0.95971 0.05062
### E
4 38.20 0.87879 1.38704 0.91725 0.03846 1.33173 0.90844 0.02965 1.71504 0.95705 0.07826 1.33701 0.90931 0.03052 1.39801 0.91893 0.51922 0.90956 0.03077 0.92750 0.04871 0.90912 0.03033 0.93327 0.05448
###
I
5 32.70 0.84848 0.67052 0.74884 0.09964 0.76311 0.77729 0.07119 1.12258 0.86897 0.02049 0.80443 0.78937 0.05911 0.69817 0.75754 0.15031 0.78851 0.05997 0.81418 0.03430 0.80494 0.04354 0.79948 0.04900
### IA
6 31.00 0.81818 0.44905 0.67353 0.14465 0.56784 0.71513 0.10305 0.91912 0.82081 0.00263 0.61579 0.73115 0.08703 0.47726 0.68364 0.34092 0.72931 0.08887 0.75544 0.06274 0.75472 0.06346 0.73256 0.08562
### I
7 31.00 0.78788 0.44905 0.67353 0.11435 0.56784 0.71513 0.07275 0.91912 0.82081 0.03293 0.61579 0.73115 0.05673 0.47726 0.68364 0.31062 0.72931 0.05857 0.75544 0.03244 0.75472 0.03316 0.73256 0.05532
### P
8 31.00 0.75758 0.44905 0.67353 0.08405 0.56784 0.71513 0.04245 0.91912 0.82081 0.06323 0.61579 0.73115 0.02643 0.47726 0.68364 0.28032 0.72931 0.02827 0.75544 0.00214 0.75472 0.00286 0.73256 0.02502
### A
9 30.40 0.72727 0.37088 0.64480 0.08247 0.49635 0.69041 0.03686 0.84464 0.80074 0.07347 0.54590 0.70765 0.01962 0.39875 0.65515 0.32852 0.70543 0.02184 0.73129 0.00402 0.73433 0.00706 0.70584 0.02143
### R
10 30.30 0.69697 0.35785 0.63992 0.05705 0.48430 0.68615 0.01082 0.83208 0.79723 0.10026 0.53408 0.70358 0.00661 0.38564 0.65030 0.31133 0.70130 0.00433 0.72708 0.03011 0.73078 0.03381 0.70124 0.00427
###
11 30.20 0.66667 0.34483 0.63502 0.03165 0.47221 0.68184 0.01517 0.81948 0.79367 0.12700 0.52220 0.69946 0.03279 0.37252 0.64541 0.29415 0.69712 0.03045 0.72282 0.05615 0.72720 0.06053 0.69659 0.02992
E
"
###
12 29.20 0.63636 0.21455 0.58484 0.05152 0.34904 0.63661 0.00025 0.69115 0.75535 0.11899 0.40040 0.65576 0.01940 0.24090 0.59513 0.39546 0.65285 0.01649 0.67729 0.04093 0.68889 0.05253 0.64783 0.01147
###
C
Y
13 28.30 0.60606 0.09730 0.53852 0.06754 0.23453 0.59265 0.01341 0.57184 0.71649 0.11043 0.28584 0.61253 0.00647 0.12176 0.54823 0.48430 0.60920 0.00314 0.63172 0.02566 0.65041 0.04435 0.60068 0.00538
### E
"
14 27.70 0.57576 0.01913 0.50754 0.06822 0.15615 0.56185 0.01391 0.49018 0.68823 0.11247 0.20664 0.58174 0.00598 0.04197 0.51658 0.53379 0.57818 0.00242 0.59899 0.02323 0.62251 0.04675 0.56778 0.00798
### R
15 27.60 0.54545 0.00611 0.50241 0.04304 0.14293 0.55662 0.01117 0.47639 0.68333 0.13788 0.19321 0.57646 0.03101 0.02864 0.51130 0.51681 0.57287 0.02742 0.59335 0.04790 0.61768 0.07223 0.56219 0.01674
###
16 27.50 0.51515 -0.00692 0.49727 0.01788 0.12965 0.55136 0.03621 0.46256 0.67839 0.16324 0.17971 0.57115 0.05600 0.01531 0.50604 0.49984 0.56752 0.05237 0.58767 0.07252 0.61280 0.09765 0.55658 0.04143
###
17 26.60 0.48485 -0.12417 0.45082 0.03403 0.00794 0.50313 0.01828 0.33575 0.63159 0.14674 0.05506 0.52176 0.03691 -0.10507 0.45839 0.58992 0.51768 0.03283 0.53441 0.04956 0.56643 0.08158 0.50506 0.02021
###
18 26.00 0.45455 -0.20234 0.41995 0.03460 -0.07551 0.47012 0.01557 0.24881 0.59821 0.14366 -0.03139 0.48761 0.03306 -0.18569 0.42650 0.64024 0.48296 0.02841 0.49698 0.04243 0.53306 0.07851 0.46995 0.01540
###
19 25.80 0.42424 -0.22839 0.40975 0.01449 -0.10375 0.45892 0.03468 0.21938 0.58673 0.16249 -0.06084 0.47594 0.05170 -0.21263 0.41591 0.63687 0.47116 0.04692 0.48422 0.05998 0.52149 0.09725 0.45816 0.03392
###
20 24.50 0.39394 -0.39775 0.34522 0.04872 -0.29286 0.38477 0.00917 0.02234 0.50881 0.11487 -0.26058 0.39722 0.00328 -0.38855 0.34862 0.78249 0.39254 0.00140 0.39866 0.00472 0.44081 0.04687 0.38135 0.01259
###
21 24.30 0.36364 -0.42381 0.33564 0.02800 -0.32284 0.37331 0.00967 -0.00889 0.49650 0.13286 -0.29268 0.38484 0.02120 -0.41574 0.33859 0.77938 0.38026 0.01662 0.38525 0.02161 0.42757 0.06393 0.36962 0.00598
###
22 24.20 0.33333 -0.43683 0.33090 0.00243 -0.33792 0.36759 0.03426 -0.02461 0.49029 0.15696 -0.30887 0.37864 0.04531 -0.42934 0.33362 0.76267 0.37411 0.04078 0.37853 0.04520 0.42087 0.08754 0.36378 0.03045
###
23 23.60 0.30303 -0.51500 0.30305 0.00002 -0.42975 0.33347 0.03044 -0.12029 0.45236 0.14933 -0.40815 0.34138 0.03835 -0.51117 0.30439 0.81420 0.33727 0.03424 0.33823 0.03520 0.37957 0.07654 0.32907 0.02604
###
24 23.20 0.27273 -0.56711 0.28511 0.01238 -0.49227 0.31103 0.03830 -0.18543 0.42660 0.15387 -0.47645 0.31664 0.04391 -0.56589 0.28553 0.83862 0.31286 0.04013 0.31155 0.03882 0.35104 0.07831 0.30637 0.03364
###
25 21.80 0.24242 -0.74950 0.22677 0.01565 -0.71993 0.23574 0.00668 -0.42264 0.33607 0.09365 -0.73022 0.23259 0.00983 -0.75849 0.22408 1.00091 0.23034 0.01208 0.22177 0.02065 0.24604 0.00362 0.23111 0.01131
###
26 20.80 0.21212 -0.87977 0.18963 0.02249 -0.89169 0.18643 0.02569 -0.60159 0.27354 0.06142 -0.92746 0.17702 0.03510 -0.89710 0.18499 1.10922 0.17636 0.03576 0.16397 0.04815 0.16842 0.04370 0.18268 0.02944
###
27 20.70 0.18182 -0.89280 0.18613 0.00431 -0.90931 0.18176 0.00006 -0.61996 0.26748 0.08566 -0.94801 0.17176 0.01006 -0.91101 0.18131 1.09283 0.17128 0.01054 0.15860 0.02322 0.16068 0.02114 0.17813 0.00369
###
28 20.40 0.15152 -0.93188 0.17588 0.02436 -0.96271 0.16805 0.01653 -0.67559 0.24955 0.09803 -1.01062 0.15632 0.00480 -0.95279 0.17055 1.10431 0.15643 0.00491 0.14297 0.00855 0.13764 0.01388 0.16483 0.01331
###
29 18.80 0.12121 -1.14033 0.12729 0.00608 -1.26146 0.10372 0.01749 -0.98686 0.16207 0.04086 -1.37178 0.08511 0.03610 -1.17699 0.11980 1.29820 0.08860 0.03261 0.07386 0.04735 0.02763 0.09358 0.10323 0.01798
###
30 17.60 0.09091 -1.29666 0.09749 0.00658 -1.50271 0.06638 0.02453 -1.23823 0.10798 0.01707 -1.67873 0.04640 0.04451 -1.34665 0.08912 1.43756 0.05173 0.03918 0.03899 0.05192 #NUM! #NUM! 0.06792 0.02299
###
31 17.20 0.06061 -1.34877 0.08877 0.02816 -1.58680 0.05613 0.00448 -1.32584 0.09254 0.03193 -1.78941 0.03654 0.02407 -1.40350 0.08025 1.46411 0.04215 0.01846 0.03049 0.03012 #NUM! #NUM! 0.05821 0.00240
###
32 16.70 0.03030 -1.41391 0.07870 0.04840 -1.69470 0.04486 0.01456 -1.43827 0.07516 0.04486 -1.93452 0.02631 0.00399 -1.47476 0.07008 1.50506 0.03199 0.00169 0.02184 0.00846 #NUM! #NUM! 0.04746 0.01716
###
Prom 27.55 0.500 0.14465 0.10305 0.16324 0.08703 2.11500 0.08887 0.07252 #NUM! 0.08562
Desv 7.68 0.284 El Ajuste es Bueno El Ajuste es Bueno El Ajuste es Bueno El Ajuste es Bueno El Ajuste es Malo El Ajuste es Bueno El Ajuste es Bueno #NUM! El Ajuste
n 32.00
0.240416 #NUM!
ESTIMACION DE EVENTOS EXTREMOS PARA DIFERENTES PERIODOS DE RETORNO
DISTRIBUCION DISTRIBUCION
DISTRIBUCION DISTRIBUCION DISTRIBUCION DISTRIBUCION
LOG-NORMAL DE 2 LOG-NORMAL DE 3
NORMAL GUMBEL PEARSON TIPO III LOG-PEARSON TIPO III
PARAMETROS PARAMETROS
2.00 0.500 1.177 0.000 0.3665 27.60 26.50 24.40 26.20 27.40 26.30 26.00 25.40 26.50 58.00 26.40
5.00 0.200 1.794 0.841 1.4999 34.00 33.40 30.40 33.00 33.80 33.10 32.30 32.50 32.70 49.40 32.90
10.00 0.100 2.146 1.281 2.2504 37.40 37.70 34.10 37.60 37.30 37.60 36.40 37.50 36.30 46.60 37.10
20.00 0.050 2.448 1.645 2.9702 40.20 41.60 37.50 41.90 40.20 41.90 40.30 42.40 39.50 44.90 41.00
25.00 0.040 2.537 1.751 3.1985 41.00 42.80 38.60 43.30 41.00 43.20 41.50 43.90 40.40 44.50 42.20
50.00 0.020 2.797 2.054 3.9019 43.30 46.50 41.80 47.60 43.50 47.50 45.40 48.70 43.20 43.50 46.00
75.00 0.013 2.939 2.216 4.3108 44.60 48.70 43.60 50.10 44.90 49.90 47.60 51.40 44.80 43.10 48.20
100.00 0.010 3.035 2.326 4.6001 45.40 50.10 44.80 51.80 45.80 51.60 49.20 53.40 45.90 42.80 49.80
200.00 0.005 3.255 2.576 5.2958 47.30 53.70 47.90 56.10 47.90 55.80 53.00 58.00 48.40 42.30 53.50
500.00 0.002 3.526 2.878 6.2136 49.60 58.30 51.80 61.90 50.40 61.30 58.10 64.10 51.50 41.90 58.40
1000.00 0.001 3.717 3.090 6.9073 51.30 61.80 54.80 66.40 52.20 65.40 61.80 68.70 53.80 41.60 62.30
2000.00 0.001 3.899 3.290 7.6007 52.80 65.30 57.80 71.00 54.00 69.60 65.60 73.20 56.00 41.50 66.10
5000.00 0.000 4.127 3.540 8.5171 54.70 69.90 61.70 77.10 56.20 75.10 70.70 79.20 58.90 41.30 71.30
10000.00 0.000 4.292 3.718 9.2103 56.10 73.40 64.60 81.90 57.70 79.20 74.50 83.70 61.00 41.20 75.30
si el párametro a es negativo:
PRUEBA.CHI.INV((Pacumulada);2*b)