We analyzed the catch and effort data for the brown shrimp (Farfantepenaeus californiensis) fishery over 22 years. We used a biomass dynamic model in a stochastic version to analyze the catch-per-unit effort of the trawl fishery in the Gulf of California, Mexico. Two hypotheses were proposed: the first (observation error) assumes that the catch-per-unit effort (CPUE) is measured with error, while in the second (process error), the variability of the population is produced by factors not included in the model. The results show that the hypothesis of the process error was accepted. In this case, the hypothesis of the process error recognizes several sources of perturbation in the model. For example, changes in the size structure of the shrimp population, changes in the natural mortality, variations in the fecundity or recruitment, and changes in the environment. Evidence of the relation between the environment and the shrimp population is discussed, as is the possibility of proposing a biological hypothesis for the trends of the population and the CPUE.