ECUACIONES PARA DISTRIBUCION GAMMA CON DOS PARAMETROS

Donde

ESTIMADORES POR MOMENTOS

parmetro de escala

parmetro de forma

funcin Gamma completa

Adems

ARAMETROS

RES POR MOMENTOS

ESTIMADORES POR MAXIMA VEROSIMILITUD

El estimador

ESTIMADORES POR MOMENT

se obtiene al resolver

Para

Empleando como valor inicial del parmetro

Para

el estimador
la derivada de la ec

es

La aproximacin Thom de la funcin digama de

y el valor

es

se obtiene

ESTIMADORES POR MOMENTOS L

el estimador

se obtiene con la expresin

Distribucin Gamma 2 parmetros

Estimadores por momentos

datos
datos periodo
originales ordenados retorno
ao

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
n=
media=
Desv est.=
Coef. Var.

n
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
40.000
103.081
35.864
0.348

prob no
probabilidad de no excedencia

P (mm)

P (mm)

Tr (aos)

1/Tr

P(1 - 1/Tr)

83.3
68.7
177.9
136.3
5.6
99.3
102.4
125.1
109.3
74.2
45.8
115.8
91.0
166.1
106.3
60.5
142.0
99.9
97.6
136.5
62.0
120.8
131.6
140.1
120.7
47.9
65.4
126.3
173.6
76.5
77.9
123.2
103.7
102.8
143.5
89.6
83.4
92.0
113.0
85.7

177.9
173.6
166.1

41.000
20.500
13.667
10.250
8.200
6.833
5.857
5.125
4.556
4.100
3.727
3.417
3.154
2.929
2.733
2.563
2.412
2.278
2.158
2.050
1.952
1.864
1.783
1.708
1.640
1.577
1.519
1.464
1.414
1.367
1.323
1.281
1.242
1.206
1.171
1.139
1.108
1.079
1.051
1.025

0.02439
0.04878
0.07317
0.09756
0.12195
0.14634
0.17073
0.19512
0.21951
0.24390
0.26829
0.29268
0.31707
0.34146
0.36585
0.39024
0.41463
0.43902
0.46341
0.48780
0.51220
0.53659
0.56098
0.58537
0.60976
0.63415
0.65854
0.68293
0.70732
0.73171
0.75610
0.78049
0.80488
0.82927
0.85366
0.87805
0.90244
0.92683
0.95122
0.97561

0.976
0.951
0.927
0.902
0.878
0.854
0.829
0.805
0.780
0.756
0.732
0.707
0.683
0.659
0.634
0.610
0.585
0.561
0.537
0.512
0.488
0.463
0.439
0.415
0.390
0.366
0.341
0.317
0.293
0.268
0.244
0.220
0.195
0.171
0.146
0.122
0.098
0.073
0.049
0.024

S
Cv

143.5

142.0
140.1
136.5
136.3
131.6
126.3
125.1
123.2

120.8
120.7
115.8
113.0

109.3
106.3
103.7
102.8

102.4
99.9
99.3
97.6
92.0

91.0
89.6
85.7
83.4

83.3
77.9

76.5
74.2
68.7
65.4
62.0
60.5
47.9
45.8
5.6

S=

1286.21

coef. asim.= -0.159

curtosis=
3.457
mp =
2

g
k
parmetros

Estimadores por momentos

12.478

8.261
Estimador de evento

ad de no excedencia
v
2.725
2.458
2.287
2.157
2.051
1.961
1.880
1.808
1.741
1.680
1.622
1.568
1.516
1.466
1.418
1.372
1.327
1.283
1.240
1.198
1.198
1.240
1.283
1.327
1.372
1.418
1.466
1.516
1.568
1.622
1.680
1.741
1.808
1.880
1.961
2.051
2.157
2.287
2.458
2.725

UT
P T(mm) (T - PT)^2
1.971 184.94
50.16
1.657 168.82
22.53
1.453 158.84
52.79
1.296 151.45
62.98
1.165 145.48
11.85
1.052 140.44
0.1
0.951 136.03
0.22
0.859 132.09
17.52
0.774 128.51
9.82
0.694 125.21
1.26
0.618 122.14
8.71
0.545 119.25
15.35
0.475 116.52
18.3
0.408 113.91
45.83
0.342 111.42
19.43
0.278 109.01
15.91
0.215 106.68
6.7
0.153 104.42
3.66
0.092 102.21
2.32
0.030 100.05
7.86
-0.030
97.92
19.9
-0.092
95.81
16.63
-0.153
93.73
31.35
-0.215
91.65
35.76
-0.278
89.58
5.77
-0.342
87.5
12.01
-0.408
85.41
17.19
-0.475
83.29
5.58
-0.545
81.14
5.08
-0.618
78.95
18.8
-0.694
76.69
1.36
-0.774
74.36
4.61
-0.859
71.92
5.39
-0.951
69.35
0.42
-1.052
66.6
1.38
-1.165
63.62
2.5
-1.296
60.29
0.03
-1.453
56.43
72.61
-1.657
51.67
34.87
-1.971
44.89 1547.37
suma
2211.91
EE

7.629

T(aos)
2
5
10
20
50
100
500
1000
5000
10000

1/Tr
0.5
0.2
0.1
0.05
0.02
0.01
0
0
0
0

P(1 - 1/Tr)

0.5000
0.8000
0.9000
0.9500
0.9800
0.9900
0.9980
0.9990
0.9998
0.9999

1.177
1.794
2.146
2.448
2.797
3.035
3.526
3.717
4.127
4.292

UT

PT (mm)

0
0.84
1.28
1.65
2.05
2.33
2.88
3.09
3.54
3.72
EE

99.0
131.3
150.8
168.2
189.4
204.4
237.3
250.8
281.1
293.8
7.629

ESTIMADORES POR MAXIMA VEROSIMILITUD

datos
datos periodo
originales ordenados retorno
ao

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009

n=
40
media=
103.08
Desv est.= 35.86

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

prob no
probabilidad de no excedencia

P(mm)

P(mm)

Tr (aos)

1/Tr

P(1 - 1/Tr)

83.3
68.7
177.9
136.3
5.6
99.3
102.4
125.1
109.3
74.2
45.8
115.8
91.0
166.1
106.3
60.5
142.0
99.9
97.6
136.5
62.0
120.8
131.6
140.1
120.7
47.9
65.4
126.3
173.6
76.5
77.9
123.2
103.7
102.8
143.5
89.6
83.4
92.0
113.0
85.7

177.9
173.6
166.1

41.000
20.500
13.667
10.250
8.200
6.833
5.857
5.125
4.556
4.100
3.727
3.417
3.154
2.929
2.733
2.563
2.412
2.278
2.158
2.050
1.952
1.864
1.783
1.708
1.640
1.577
1.519
1.464
1.414
1.367
1.323
1.281
1.242
1.206
1.171
1.139
1.108
1.079
1.051
1.025

0.02439
0.04878
0.07317
0.09756
0.12195
0.14634
0.17073
0.19512
0.21951
0.24390
0.26829
0.29268
0.31707
0.34146
0.36585
0.39024
0.41463
0.43902
0.46341
0.48780
0.51220
0.53659
0.56098
0.58537
0.60976
0.63415
0.65854
0.68293
0.70732
0.73171
0.75610
0.78049
0.80488
0.82927
0.85366
0.87805
0.90244
0.92683
0.95122
0.97561

0.976
0.951
0.927
0.902
0.878
0.854
0.829
0.805
0.780
0.756
0.732
0.707
0.683
0.659
0.634
0.610
0.585
0.561
0.537
0.512
0.488
0.463
0.439
0.415
0.390
0.366
0.341
0.317
0.293
0.268
0.244
0.220
0.195
0.171
0.146
0.122
0.098
0.073
0.049
0.024

143.5

142.0
140.1
136.5
136.3
131.6
126.3
125.1
123.2

120.8
120.7
115.8
113.0

109.3
106.3
103.7
102.8

102.4
99.9
99.3
97.6
92.0

91.0
89.6
85.7
83.4

83.3
77.9

76.5
74.2
68.7
65.4
62.0
60.5
47.9
45.8
5.6

S=

1286.21

Coef. Var.
Cv
0.35
coef. asim.= -0.16
g
curtosis=
3.46 k
mp =
2
parmetros

C=

5.253

19.622

d de no excedencia

suma

uy=y
5.18
5.16
5.11
4.97
4.96
4.94
4.92
4.91
4.88
4.84
4.83
4.81
4.79
4.79
4.75
4.73
4.69
4.67
4.64
4.63
4.63
4.6
4.6
4.58
4.52
4.51
4.49
4.45
4.42
4.42
4.35
4.34
4.31
4.23
4.18
4.13
4.1
3.87
3.82
1.71
181.49
4.537

v
2.725
2.458
2.287
2.157
2.051
1.961
1.880
1.808
1.741
1.680
1.622
1.568
1.516
1.466
1.418
1.372
1.327
1.283
1.240
1.198
1.198
1.240
1.283
1.327
1.372
1.418
1.466
1.516
1.568
1.622
1.680
1.741
1.808
1.880
1.961
2.051
2.157
2.287
2.458
2.725

UT
PT(mm) (T - PT)^2
1.971
208.91
963.8
1.657
187.11
183.45
1.453
173.77
58.67
1.296
163.95
417.94
1.165
156.09
197.46
1.052
149.48
87.61
0.951
143.73
52.25
0.859
138.62
5.48
0.774
133.99
5.51
0.694
129.75
11.65
0.618
125.81
0.52
0.545
122.12
1.09
0.475
118.65
4.62
0.408
115.35
28.47
0.342
112.2
13.17
0.278
109.17
14.66
0.215
106.25
9.11
0.153
103.43
8.44
0.092
100.68
9.33
0.030
98
23.54
-0.030
95.37
49.12
-0.092
92.78
50.53
-0.153
90.23
82.79
-0.215
87.7
98.74
-0.278
85.18
46.32
-0.342
82.66
68.97
-0.408
80.14
88.63
-0.475
77.6
64.84
-0.545
75.04
69.85
-0.618
72.43
117.75
-0.694
69.77
65.46
-0.774
67.03
89.78
-0.859
64.18
101.14
-0.951
61.21
56.19
-1.052
58.05
54.37
-1.165
54.65
54.53
-1.296
50.9
91.29
-1.453
46.61
1.69
-1.657
41.41
18.99
-1.971
34.19
820.06
suma
EE

4187.81
10.498

0.098

T - PT)^2
T(aos)
2
5
10
20
50
100
500
1000
5000
10000

1/Tr P(1 - 1/Tr)

0.5 0.5000
0.2 0.8000
0.1 0.9000
0.05 0.9500
0.02 0.9800
0.01 0.9900
0 0.9980
0 0.9990
0 0.9998
0 0.9999

v
1.177
1.794
2.146
2.448
2.797
3.035
3.526
3.717
4.127
4.292

UT
0
0.84
1.28
1.65
2.05
2.33
2.88
3.09
3.54
3.72
EE

PT(mm)

96.7
137.7
163.1
186.3
215.0
235.6
281.3
300.4
343.5
361.8
10.498

ESTIMADORES POR MOMENTOS L

datos
datos periodo
originales ordenados retorno
ao

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009

n=
40
media=
103.08
Desv est.= 35.86

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

prob no
probabilidad de no excedencia

PT(mm)

PT(mm)

Tr (aos)

1/Tr

P(1 - 1/Tr)

83.3
68.7
177.9
136.3
5.6
99.3
102.4
125.1
109.3
74.2
45.8
115.8
91.0
166.1
106.3
60.5
142.0
99.9
97.6
136.5
62.0
120.8
131.6
140.1
120.7
47.9
65.4
126.3
173.6
76.5
77.9
123.2
103.7
102.8
143.5
89.6
83.4
92.0
113.0
85.7

177.9
173.6
166.1

41.000
20.500
13.667
10.250
8.200
6.833
5.857
5.125
4.556
4.100
3.727
3.417
3.154
2.929
2.733
2.563
2.412
2.278
2.158
2.050
1.952
1.864
1.783
1.708
1.640
1.577
1.519
1.464
1.414
1.367
1.323
1.281
1.242
1.206
1.171
1.139
1.108
1.079
1.051
1.025

0.02439
0.04878
0.07317
0.09756
0.12195
0.14634
0.17073
0.19512
0.21951
0.24390
0.26829
0.29268
0.31707
0.34146
0.36585
0.39024
0.41463
0.43902
0.46341
0.48780
0.51220
0.53659
0.56098
0.58537
0.60976
0.63415
0.65854
0.68293
0.70732
0.73171
0.75610
0.78049
0.80488
0.82927
0.85366
0.87805
0.90244
0.92683
0.95122
0.97561

0.976
0.951
0.927
0.902
0.878
0.854
0.829
0.805
0.780
0.756
0.732
0.707
0.683
0.659
0.634
0.610
0.585
0.561
0.537
0.512
0.488
0.463
0.439
0.415
0.390
0.366
0.341
0.317
0.293
0.268
0.244
0.220
0.195
0.171
0.146
0.122
0.098
0.073
0.049
0.024

143.5

142.0
140.1
136.5
136.3
131.6
126.3
125.1
123.2

120.8
120.7
115.8
113.0

109.3
106.3
103.7
102.8

102.4
99.9
99.3
97.6
92.0

91.0
89.6
85.7
83.4

83.3
77.9

76.5
74.2
68.7
65.4
62.0
60.5
47.9
45.8
5.6

S=

1286.21

Coef. Var.
Cv
0.35
coef. asim.= -0.16
g
curtosis=
3.46 k
mp =
2
parmetros

PARA

Z=

PARA

Z=

ad de no excedencia
Mo
177.86
173.57
166.11
143.51
142.04
140.12
136.5
136.28
131.65
126.33
125.09
123.17
120.8
120.68
115.83
113
109.27
106.33
103.73
102.85
102.38
99.89
99.33
97.63
91.98
90.97
89.55
85.65
83.39
83.28
77.86
76.5
74.24
68.7
65.43
62.04
60.46
47.91
45.77
5.55
suma
4123.24
Mo=promedio
103.08

103.081

M(1)
6936.62
6595.58
6146.07
5166.36
4971.44
4764.08
4504.63
4360.9
4081
3790.02
3627.64
3448.76
3261.52
3137.78
2895.63
2712
2513.23
2339.33
2178.41
2056.97
1945.18
1798.06
1688.56
1562.11
1379.73
1273.51
1164.19
1027.85
917.33
832.81
700.71
612.01
519.69
412.22
327.14
248.15
181.37
95.82
45.77
0
96220.17
M(1)= 61.68

v
2.725
2.458
2.287
2.157
2.051
1.961
1.880
1.808
1.741
1.680
1.622
1.568
1.516
1.466
1.418
1.372
1.327
1.283
1.240
1.198
1.198
1.240
1.283
1.327
1.372
1.418
1.466
1.516
1.568
1.622
1.680
1.741
1.808
1.880
1.961
2.051
2.157
2.287
2.458
2.725

UT
1.971
1.657
1.453
1.296
1.165
1.052
0.951
0.859
0.774
0.694
0.618
0.545
0.475
0.408
0.342
0.278
0.215
0.153
0.092
0.030
-0.030
-0.092
-0.153
-0.215
-0.278
-0.342
-0.408
-0.475
-0.545
-0.618
-0.694
-0.774
-0.859
-0.951
-1.052
-1.165
-1.296
-1.453
-1.657
-1.971

20.278
0.197

0.122
7.971

VALOR ES MENOR A 0.5

valor es menor a 0.5

PT(mm) (T - PT)^2

186.61
76.47
170.1
12.01
159.9
38.6
152.33
77.87
146.24
17.64
141.09
0.94
136.59
0.01
132.57
13.76
128.92
7.45
125.55
0.61
122.42
7.15
119.47
13.66
116.69
16.88
114.03
44.22
111.49
18.79
109.04
15.67
106.67
6.76
104.37
3.87
102.12
2.61
99.92
8.6
97.75
21.4
95.61
18.3
93.49
34.03
91.38
39.04
89.28
7.31
87.17
14.43
85.04
20.36
82.89
7.62
80.71
7.19
78.49
22.99
76.2
2.75
73.83
7.12
71.36
8.27
68.76
0
65.98
0.31
62.96
0.86
59.6
0.73
55.71
60.75
50.9
26.4
44.08 1484.02
suma
EE

2167.45
7.552

T(aos)
2
5
10
20
50
100
500
1000
5000
10000

1/Tr P(1 - 1/Tr)

0.5 0.5000
0.2 0.8000
0.1 0.9000
0.05 0.9500
0.02 0.9800
0.01 0.9900
0 0.9980
0 0.9990
0 0.9998
0 0.9999

UT
0
0.84
1.28
1.65
2.05
2.33
2.88
3.09
3.54
3.72

1.177
1.794
2.146
2.448
2.797
3.035
3.526
3.717
4.127
4.292

EE

12.931

#VALUE!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

2.725
2.458
2.287
2.157
2.051
1.961
1.880
1.808
1.741
1.680
1.622
1.568
1.516
1.466
1.418
1.372

UT
QT (m^3/s) (QT - QT)^2
1.971 #VALUE! #VALUE!
1.657 #VALUE! #VALUE!
1.453 #VALUE! #VALUE!
1.296 #VALUE! #VALUE!
1.165 #VALUE! #VALUE!
1.052 #VALUE! #VALUE!
0.951 #VALUE! #VALUE!
0.859 #VALUE! #VALUE!
0.774 #VALUE! #VALUE!
0.694 #VALUE! #VALUE!
0.618 #VALUE! #VALUE!
0.545 #VALUE! #VALUE!
0.475 #VALUE! #VALUE!
0.408 #VALUE! #VALUE!
0.342 #VALUE! #VALUE!
0.278 #VALUE! #VALUE!
suma

#VALUE!

EE

#VALUE!

T(aos)
2
5
10
20
50
100
500
1000
5000
10000

PT(mm)

98.8
131.8
151.7
169.5
191.2
206.6
240.3
254.1
285.3
298.4
7.552

1/Tr
0.5
0.2
0.1
0.05
0.02
0.01
0
0
0
0

P(1 - 1/Tr)

0.5000
0.8000
0.9000
0.9500
0.9800
0.9900
0.9980
0.9990
0.9998
0.9999

1.177
1.794
2.146
2.448
2.797
3.035
3.526
3.717
4.127
4.292

UT

QT (m^3/s)
0 #VALUE!
0.84 #VALUE!
1.28 #VALUE!
1.65 #VALUE!
2.05 #VALUE!
2.33 #VALUE!
2.88 #VALUE!
3.09 #VALUE!
3.54 #VALUE!
3.72 #VALUE!

EE

#VALUE!