Statistic Distribution

KINHKINH
T LNG
TRNG CAO NG
T K THUT SI GN
Chng 1bis: Phn phi xc sut (n)
Khoa Kinh t & Qun tr Kinh doanh
KINH T LNG
Chng 1bis: Phn phi xc sut
LUT
NH THC
Ging vin: PGS. TS. NGUYN THNG
E-mail: nguyenthong@hcmut.edu.vn or nthong56@yahoo.fr
Web: http://www4.hcmut.edu.vn/~nguyenthong/
PGS. TS. Nguyn Thng
Tl. (08) 38 640 979 - 098 99 66 719
KINH T LNG
KINH T LNG
NI DUNG MN HC
T HP
S t hp chp k ca N phn t
(k<=N), khng phn bit th
t c xc nh: k
N!
Chng 1: Thng k m t & Phn phi xc

sut c bn (n).
Chng 2: Kim nh gi thit thng k.
Chng 3: Hi quy tuyn tnh (HQTT) n.
Chng 4: Hi quy tuyn tnh bi.
Chng 5: Hi quy tuyn tnh vi bin gi & gi
tuyn tnh.
Chng 6: nh gi cht lng hi quy.
Chng 7: Phn tch chui thi gian.
Chng 8: Gii thiu phn mm SPSS p dng
cho HQTT & Chui thi gian
PGS. TS. Nguyn Thng
KINH T LNG
CC PHN PHI TK. C BN
PGS. TS. Nguyn Thng
Luat nh thc.
Phan phoi Poisson.
Phan phoi chuan (Laplace-Gauss).
Phan phoi Student.
Phan phoi 2.
Phan phoi Fisher.
PGS. TS. Nguyn Thng
This image cannot currently be display ed.
CN
k!N k !
with N! NN 1N 2 .....21
PGS. TS. Nguyn Thng
Quy c
0! 1
KINH T LNG
Bi tp:
1. Mi thi gm 5 cu ly ngu
nhin trong ngn hng gm 25
cu. Hi c th lp bao nhiu
khc nhau.
2. Mi thi gm 10 cu ly ngu
nhin trong ngn hng gm 20
cu. Hi c th lp bao nhiu
khc nhau.
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
LUT NH THC (bin ri rc)
Pr X k pk C kn p k q n k
n!
p k q n k
k!n k !
PHN PHI
POISSON
n s ln th
p xc sut th thnh cng hin tng
nghin cu v q=1-p
k s ln th thnh cng trong s n
th (k=0 n)
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Bi tp:
1. Tnh xc sut 10 ln thy ht
xc xc th c 3 ln mt 1 xut
hin.
hin.
hin.
PHAN PHOI POISSON

ay la phan phoi lien quan en bien
ri rac.
k
PGS. TS. Nguyn Thng
KINH T LNG
Bi tp: Gi thit xc sut mt Bc

s cha lnh mt bnh nhn l 0.8.
C ngi kt lun rng c 10
ngi n Bc s ny cha bnh
th c 8 ngi c cha khi?
Sai hay ng.
Xc sut 10 ngi n cha bnh
th 8 ngi c cha khi.
p=0.8, q=0.2, n=10, k=8 Sai
PGS. TS. Nguyn Thng
Pr X k e
k!
with e 2.718
: gia tr trung bnh cua phan phoi
Poisson.
k: gia tr bien xac suat nghien cu.
PGS. TS. Nguyn Thng
KINH T LNG
PHAN PHOI POISSON

Nhan xet: cac hien tng nh so loi
trong cac trang sach, so tai nan xy
ra trong san xuat trong mot chu ky
quan sat (ngay, thang,..) thng co
dang phan phoi Poisson.
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
PHAN PHOI POISSON VI GA TR TRUNG BNH
p (%)
2 3
PGS. TS. Nguyn Thng
0,15
0,2
0,25
0,3
0,35
0,4
0,45
k
0
0,9512 0,9048 0,8607 0,8187 0,7788 0,7408 0,7047 0,6703 0,6376
0,0476 0,0905 0,1291 0,1637 0,1947 0,2222 0,2466 0,2681 0,2869
0,0012 0,0045 0,0097 0,0164 0,0243 0,0333 0,0432 0,0536 0,0646
0,0000 0,0002 0,0005 0,0011 0,0020 0,0033 0,0050 0,0072 0,0097
0,0000 0,0000 0,0001 0,0001 0,0003 0,0004 0,0007 0,0011
0,0000 0,0000 0,0000 0,0000 0,0001 0,0001
Gi tr bin nghin cu
PGS. TS. Nguyn Thng
0,5
0,55
3,5
4,5
0.37 0.22 0.14 0.08 0.05 0.03 0.02 0.01 0.01
0.37 0.33 0.27 0.21 0.15 0.11 0.07 0.05 0.03
0.18 0.25 0.27 0.26 0.22 0.19 0.15 0.11 0.08
0.06 0.13 0.18 0.21 0.22 0.22 0.20 0.17 0.14
0.02 0.05 0.09 0.13 0.17 0.19 0.20 0.19 0.18
0.00 0.01 0.04 0.07 0.10 0.13 0.16 0.17 0.18
0.00 0.00 0.01 0.03 0.05 0.08 0.10 0.13 0.15
0.00 0.00 0.00 0.01 0.02 0.04 0.06 0.08 0.10
0,6
0,65
0,7
0,75
0,8
0,85
Xem tip trong :

/KinhTeLuong/
Bang tra pp Poisson.xls
KINH T LNG
0,9
k
0
0,6065 0,5769 0,5488 0,5220 0,4966 0,4724 0,4493 0,4274 0,4066
0,3033 0,3173 0,3293 0,3393 0,3476 0,3543 0,3595 0,3633 0,3659
0,0758 0,0873 0,0988 0,1103 0,1217 0,1329 0,1438 0,1544 0,1647
0,0126 0,0160 0,0198 0,0239 0,0284 0,0332 0,0383 0,0437 0,0494
0,0016 0,0022 0,0030 0,0039 0,0050 0,0062 0,0077 0,0093 0,0111
0,0002 0,0002 0,0004 0,0005 0,0007 0,0009 0,0012 0,0016 0,0020
0,0000 0,0000 0,0000 0,0001 0,0001 0,0001 0,0002 0,0002 0,0003
PGS. TS. Nguyn Thng
2,5
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
PHN PHI POISSON VI GI TR TB

0,1
1,5
PGS. TS. Nguyn Thng
KINH T LNG
0,05
DANG HAM MAT O XAC SUAT POISSON
Bi tp 1: S liu kinh doanh v

xe ca Ca hng X trong qu
kh cho thy tun theo phn
phi Poisson c gi tr trung
bnh l 0.9 (v xe/ngy).
a. Tnh xc sut ca hng bn
c: 1, 3, 4 (v xe/ngy).
b. Tnh xc sut ca hng bn
c: 2 hoc 3 (v xe/ngy).
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Bi tp 2: S liu kinh doanh xe my

ca Ca hng X trong qu kh cho
thy s lng xe bn trong ngy
tun theo phn phi Poisson c gi
tr trung bnh l 3 (xe/ngy).
Tnh xc sut ca hng bn c:
2 (xe/ngy).
3 (xe/ngy).
2 hoc 5 (xe/ngy).
Tnh cht: Ham mat o xac suat p(t) luon

co tnh chat:
p(t)dt 1
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
- Xac suat e t1<t<t2: t
p(t)dt Pr(t
t t 2 ) s1
t1
- Xac suat e t> t0:
KINH T LNG
p(t)dt Pr(t t
) s2
t0
KINH T LNG
-Tnh oi xng:
PHN PHI
CHUN
Pr( t t 0 ) Pr( t t 0 ); t 0
- Xet mot ham mat o xac suat cua mot
bien lien tuc t:
Pr( t t 0 ) Pr( t t 0 ) 1; t 0
Hay:
Pr(t t 0 ) 1 Pr( t t 0 ) ; t 0
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
PHN PHI CHUN N(0,1) bin lin tc
HAM PHAN PHOI CHUAN N(, )

Xc sut
bin t nm
trong
khong t
n l 0.34
Gi tr TB
p(t)
vi
1
e
2
lch
chun
t2
2
p(t)
t [ , ]
S1
S2
0
-2.5
-1.5
-0.5
t2
PGS. TS. Nguyn Thngt1
Ham mat o
xac suat
0.5
t 0 1.5
t
2.5
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
BANG TRA HAM PHAN PHOI CHUAN

N(0,1)
Pr( t t 0 ) Vi t la gia tr >=0

0
p(t)
Ham mat o
xac suat
0
-2.5
-1.5
PGS. TS. Nguyn Thng
-0.5
t 0 1.5
0.5
2.5
668
655
643
630
618
606
594
582
571
559
1.6
548
537
526
516
505
495
485
475
465
455
1.7
446
436
427
418
409
401
392
384
375
367
1.8
359
351
344
366
329
322
314
307
301
294
1.9
287
281
274
268
262
256
250
244
239
233
228
222
217
212
207
202
197
192
188
183
2.1
179
174
170
166
162
158
154
150
146
143
2.2
139
136
132
129
125
122
119
116
113
110
2.3
107
104
102
99
96
94
91
89
87
84
2.4
82
80
78
75
73
71
69
68
66
64
2.5
62
60
59
57
55
54
52
51
49
48
2.6
47
45
44
43
41
40
39
38
37
36
2.7
35
34
33
32
31
30
29
28
27
26
2.8
26
25
24
23
23
22
21
20
20
19
2.9
19
18
18
17
16
16
15
15
14
14
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
t0
5000
4960
4920
4880
4840
4801
4761
4721
4681
4641
0.1
4602
4562
4522
4483
4443
4404
4364
4325
4686
4247
0.2
4207
4168
4129
4090
4052
4013
3974
3936
3897
3859
0.3
3821
3873
3745
3707
3669
3632
3594
3557
3520
3483
0.4
3446
3409
3372
3336
3300
3264
3228
3192
3156
3121
0.5
3085
3050
3015
2981
2946
2912
2877
2843
2810
2776
0.6
2743
2709
2676
2643
2611
2578
2546
2514
2483
2451
0.7
2420
2389
2358
2327
2296
2266
2236
2206
2217
2148
0.8
2119
2090
2061
2033
2005
1977
1949
1922
1894
1867
0.9
1841
1814
1788
1762
1736
1711
1685
1660
1635
1611
1.0
1587
1562
1539
1515
1492
1469
1446
1423
1401
1379
1.1
1357
1335
1314
1292
1271
1251
1230
1210
1190
1170
1.2
1151
1131
1112
1093
1075
1056
1038
1020
1003
985
1.3
968
951
934
918
901
885
869
853
838
823
1.4
808
793
778
764
749
735
721
708
694
681
PGS. TS. Nguyn Thng
t
1.5
KINH T LNG
DNG KHC
BNG TRA
PHN PHI
CHUN
N(0,1)
PGS. TS. Nguyn Thng
KINH T LNG
V d tra bng:
Xac suat e t > t0=0.35 la:
=3632/10000=0.3632 = 36.32%
Hoac tm t0 e co gia tr xac suat
cho trc ( cho trc).
V du vi =0.166 t0=0.97
PGS. TS. Nguyn Thng
N(0,1)
(Normal)
t0
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Bi tp 1. Mt bin thng k x tun theo

phn phi chun N(x0=1.60;=0.1).
Tnh xc sut :
a. x > 1.75
b. x < 1.50
c. 1.50 < x < 1.75
d. Tm gi tr x1 Pr(x > x1) = 5%
e. Tm gi tr x2 Pr(x < x2) = 5%
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
HD: Tnh = Pr(x>x1) vi x1 =1.75

Gi tr TB
Ta c:
This image cannot currently be display ed.
x x 0 x1 x 0
Pr x x1 Pr
lch
chun
x x0
1.75 1.6
Pr t 1
Pr t
0.1
Vi:
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
x x0
: tuan theo phan phoi N0,1
PGS. TS. Nguyn Thng
KINH T LNG
Bi tp 0. Mt bin thng k t tun theo

phn phi chun N(0;1). Tnh xc sut
:
a. t > t0 = 1.28 [Tm a =Pr(t>1.28)]
b. t < t0 = 0.1
c. 0.1 < t < 1.28
d. Tm gi tr t0 Pr(t > t0) = 5%
e. Tm gi tr t0 Pr(t < t0) = 5%
KINH T LNG
Bi tp 2. Mt bin thng k x tun

theo phn phi chun N(50;3).
Tnh gi tr x0 :
a.
Pr 50 x 0 x 50 x 0 90%
b. Pr 50 x x 50 x 95%
0
0
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Bi tp 3. Mt bin thng k x tun theo

phn phi chun N(x0=10;=1.2). Tnh
xc sut :
a. x > 6.
b. x < 4.
c. X > 14.
d. Tm gi tr x1 Pr(x > x1) = 5%
e. Tm gi tr x2 Pr(x < x2) = 5%
PHN PHI STUDENT VI BC T DO

df bin lin tc
Phan phoi
Student bac
t do df
-0.5
0 .5
KINH T LNG
Bi tp 4. Mt bin thng k x tun

theo phn phi chun N(15;1).
Tnh gi tr x0 :
Pr15 x 0 x 15 x 0 90%
Pr15 x 0 x 15 x 0 95%
1 .5
2.5
df tng Phn phi Student

phi chun
KINH T LNG
Hm mt xc sut phn phi

Student bc t do n:
n 1
n 1
2
1
2 t 2
p n (t)
.
1
n
n n

2

(u) e x x u 1dx
Hm Gamma
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
PHN PHI
STUDENT
p(t)
-2.5
PGS. TS. Nguyn Thng
t0
PGS. TS. Nguyn Thng

Phn
PGS. TS. Nguyn Thng
b.
-1.5
Phan phoi
chuan N(0,1)
0
-2 .5
a.
p(t)
-1.5
-t0
0
-0.5
Pr t t 0
0.5
t0
1.5
2.5
PGS. TS. Nguyn Thng
KINH T LNG
Chng 1bis: Phn
phi
% xc sut (n)
df
KINH T LNG
80
60
40
20
10
0.325
0.727
1.376
3.078
3.314
12.70
31.82
63.65
0.289
0.617
1.061
1.886
2.92
4.303
6.965
9.925
0.277
0.584
0.978
1.638
2.353
3.182
4.541
5.841
0.271
0.569
0.941
1.533
2.132
2.776
3.747
4.604
0.267
0.559
0.92
1.476
2.015
2.571
3.365
4.032
0.265
0.553
0.906
1.44
1.943
2.447
3.143
3.707
0.263
0.549
0.896
1.415
1.895
2.365
2.998
3.499
0.262
0.546
0.889
1.397
1.86
2.306
2.896
3.355
0.261
0.543
0.883
1.383
1.833
2.262
2.821
3.25
10
0.26
0.542
0.879
1.372
1.812
2.228
2.764
3.169
11
0.26
0.54
0.876
1.363
1.796
2.201
2.718
3.106
12
0.259
0.539
0.873
1.356
1.782
2.179
2.681
3.055
Gi tr t0
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
df
0.87
13
0.259 0.538
14
0.258 0.537 0.868 1.345 1.761 2.145 2.624 2.977
15
0.258 0.536 0.866 1.341 1.753 2.131 2.602 2.947
16
0.258 0.535 0.865 1.337 1.746
2.12
2.583 2.921
17
0.257 0.534 0.863 1.333
1.74
2.11
2.567 2.898
18
0.257 0.534 0.862
1.734 2.101 2.552 2.878
19
0.257 0.533 0.861 1.328 1.729 2.093 2.539 2.861
20
0.257 0.533
21
0.257 0.532 0.859 1.323 1.721
22
0.256 0.532 0.858 1.321 1.717 2.074 2.508 2.819
0.86
1.35
1.33
KINH T LNG
1.771
2.16
2.65
3.012
1.325 1.725 2.086 2.528 2.845

2.08
2.518 2.831
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
Bi tp3. Mt bin thng k x tun

theo phn phi Student vi bc
t do df () = 10.
a. Tnh gi tr t0 Pr( x t 0 ) 5%
b. Tnh xc sut
Pr X 1.812
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
Bi tp 4:
1. Mt bin thng k x tun theo phn
phi chun N(0,1). Tnh xc sut :
a. abs(x) > 2
b. abs(x) > 1
2. Tng t bi tp trn nhng vi
phn phi Student c bc t do l 8.
Nhn xt 2 kt qu.
PGS. TS. Nguyn Thng
KINH T LNG
Phn phi 2 dng

trong nghin cu bin
xc sut c dng l
tng ca cc gi tr
bnh phng.
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
HM MT XC SUT 2
PHN PHI
2
Pr(X 02 )
H0
(i lng kim tra=0)
H1 (i lng kim tra khc 0)
PGS. TS. Nguyn Thng
PHN PHI
KINH T LNG
df
( )
2
2 2 ( )
2
1
(u) e x x u 1dx
bc t do
PGS. TS. Nguyn Thng
( 1)
2
hm gamma
1
2
3
4
5
6
7
8
9
10
11
12
13
02
(%)
90
10
2.5
0.5
0
0.0002 0.001 0.0039 0.0158
0.01 0.0201 0.0506 0.1026 0.2107
0.0717 0.115 0.216 0.352 0.584
2.71
4.61
6.25
3.84
5.99
7.81
5.02
7.38
9.35
6.63
9.21
11.34
7.88
10.6
12.84
7.78
9.24
10.64
12.02
13.36
14.68
15.99
17.28
18.55
19.81
9.49
11.07
12.59
14.07
15.51
16.92
18.31
19.68
21.03
22.36
11.14
12.83
14.45
16.01
17.53
19.02
20.48
21.92
23.34
24.74
13.28
15.09
16.81
18.48
20.09
21.67
23.21
24.73
26.22
27.69
14.86
16.75
18.55
20.28
21.96
23.59
25.19
26.76
28.3
29.82
99.5
PGS. TS. Nguyn Thng
KINH T LNG
p( 2 , )
2
0
0.207
0.412
0.676
0.989
1.34
1.73
2.16
2.6
3.07
3.57
99
0.297
0.554
0.872
1.24
1.65
2.09
2.56
3.05
3.57
4.11
97.5
0.484
0.831
1.24
1.69
2.18
2.7
3.25
3.82
4.4
5.01
95
0.711
1.15
1.64
2.17
2.73
3.33
3.94
4.57
5.23
5.89
1.064
1.61
2.2
2.83
3.49
4.17
4.87
5.58
6.3
7.04
PGS. TS. Nguyn Thng
KINH T LNG
df
14
15
16
18
20
24
30
40
60
120
KINH T LNG
(%)
99.5
4.07
99
4.66
97.5
5.63
95
6.57
90
10
5
2.5
1
0.5
7.79 21.06 23.68 26.12 29.14 31.32
4.6
5.14
5.23
5.81
6.26
6.91
7.26
7.96
8.55 22.31 25 27.49 30.58 32.8

9.31 23.54 26.3 28.85 32 34.27
6.26
7.43
7.01
8.26
8.23 9.39 10.86 25.99 28.87 31.53 34.81 37.16

9.59 10.85 12.44 28.41 31.41 34.17 37.57 40
9.89 10.86 12.4 13.85 15.66 33.2 36.42 39.36 42.98 45.56
13.79 14.95 16.79 18.49 20.6 40.26 43.77 47.98 50.89 53.67
20.71 22.16 24.43 26.51 29.05 51.81 55.76 59.34 63.69 66.77
35.53 37.48 40.48 43.19 46.46 74.4 79.08 83.3 88.38 91.95
83.85 86.92 91.58 95.7 100.6 140.2 146.5 152.2 158.9 163.6
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
DNG KHC
BNG TRA LUT
2
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
10
KINH T LNG
Bi tp 1: Tm xc sut mt bin
thng k tun theo phn phi 2
vi bc t do l 10 ln hn gi tr
3.2.
Bi tp 2: Tm gi tr A xc sut
mt bin thng k tun theo phn
phi 2 vi bc t do l 20 c gi
tr p=5%.
PGS. TS. Nguyn Thng
KINH T LNG
PHAN PHOI LUAT FISHER

n1
2
1
p n1 ,n 2 (t) 2n n
n n2
1
e n1t
2 .
n n
1 2 n1e2t n 2
2 2
n1 n 2
2
hm gamma
n1, n2 bc t do
PGS. TS. Nguyn Thng
KINH T LNG
thng k tun theo phn phi 2
vi bc t do l 5 ln hn gi tr 5.
mt bin thng k tun theo phn
phi 2 vi bc t do l 10 c gi
tr p=5%.
PGS. TS. Nguyn Thng
KINH T LNG
Phn phi Fisher

dng trong nghin
cu bin xc sut c
dng l T s ca 2
gi tr c dng tng
bnh phng.
PGS. TS. Nguyn Thng
KINH T LNG
PHN PHI
FISHER
PGS. TS. Nguyn Thng
n2
2
2
KINH T LNG
2\1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
1
161
18.5
10.1
7.71
6.61
5.99
5.59
5.32
5.12
4.96
4.84
4.75
4.67
4.6
2
200
19
9.55
6.94
5.79
5.14
4.74
4.46
4.26
4.1
3.98
3.89
3.81
3.74
Fisher
4 vi
5 =5%
6
3
216
19.2
9.28
6.59
5.41
4.76
4.35
4.07
3.86
3.71
3.59
3.49
3.41
3.34
225
19.2
9.12
6.39
5.19
4.53
4.12
3.84
3.63
3.48
3.36
3.26
3.18
3.11
230
19.3
9.01
6.26
5.05
4.39
3.97
3.69
3.48
3.33
3.2
3.11
3.03
2.96
234
19.3
8.94
6.16
4.95
4.28
3.87
3.58
3.37
3.22
3.09
3
2.92
2.85
7
237
19.4
8.89
6.09
4.88
4.21
3.79
3.5
3.29
3.14
3.01
2.91
2.83
2.76
8
239
19.4
8.85
6.04
4.82
4.15
3.73
3.44
3.23
3.07
2.95
2.85
2.77
2.7
9
241
19.4
8.81
6
4.77
4.1
3.68
3.39
3.18
3.02
2.9
2.8
2.71
2.65
PGS. TS. Nguyn Thng
11
KINH T LNG
15
16
17
18
19
20
21
22
23
24
25
30
40
60
120
4.54
4.49
4.45
4.41
4.38
4.35
4.32
4.3
4.28
4.26
4.24
4.17
4.08
4
3.92
3.84
3.68
3.63
3.59
3.55
3.52
3.49
3.47
3.44
3.42
3.4
3.39
3.32
3.23
3.15
3.07
3
3.29
3.24
3.2
3.16
3.13
3.1
3.07
3.05
3.03
3.01
2.99
2.92
2.84
2.76
2.68
2.6
3.06
3.01
2.96
2.93
2.9
2.87
2.84
2.82
2.8
2.78
2.76
2.69
2.61
2.53
2.45
2.37
2.9
2.85
2.81
2.77
2.74
2.71
2.68
2.66
2.64
2.62
2.6
2.53
2.45
2.37
2.29
2.21
2.79
2.74
2.7
2.66
2.63
2.6
2.57
2.55
2.53
2.51
2.49
2.42
2.34
2.25
2.18
2.1
2.71
2.66
2.61
2.58
2.54
2.51
2.49
2.46
2.44
2.42
2.4
2.33
2.25
2.17
2.09
2.01
2.64
2.59
2.55
2.51
2.48
2.45
2.42
2.4
2.37
2.36
2.34
2.27
2.18
2.1
2.02
1.94
KINH T LNG
2.59
2.54
2.48
2.46
2.42
2.39
2.37
2.34
2.32
2.3
2.28
2.21
2.12
2.04
1.96
1.88
Fisher vi =5%
PGS. TS. Nguyn Thng
2\1
1
2
3
4
5
6
7
8
9
10
11
12
20
248
19.5
8.66
5.8
4.56
3.87
3.44
3.15
2.94
2.77
2.65
2.54
2.46
2.39
2.33
24
249
19.5
8.64
5.77
4.53
3.84
3.41
3.12
2.9
2.74
2.61
2.51
2.42
2.35
2.29
30
250
19.5
8.62
5.75
4.5
3.81
3.38
3.08
2.86
2.7
2.57
2.47
2.38
2.31
2.25
40
251
19.5
8.59
5.72
4.46
3.77
3.34
3.04
2.83
2.66
2.53
2.43
2.34
2.27
2.2
60
252
19.5
8.57
5.69
4.43
3.74
3.3
3.01
2.79
2.62
2.49
2.38
2.3
2.22
2.16
2
4999
.5
99.0
30.8
18.0
13.3
10.9
9.5
8.6
8.0
7.6
7.2
6.9
3
5403
.4
99.2
29.5
16.7
12.1
9.8
8.5
7.6
7.0
6.6
6.2
6.0
PGS. TS. Nguyn Thng
KINH T LNG
10
12
15
242
244
246
19.4 19.4 19.4
8.79 8.74
8.7
5.96 5.91 5.86
4.74 4.68 4.62
4.06
4
3.94
3.64 3.57 3.51
3.35 3.28 3.22
3.14 3.07 3.01
2.98 2.91 2.85
2.85 2.79 2.72
2.75 2.69 2.62
2.67
2.6
2.53
2.6
2.53 2.46
2.54 2.48
2.4
PGS. TS. Nguyn Thng
1
405
2.2
98.5
34.1
21.2
16.3
13.7
12.2
11.3
10.6
10.0
9.6
9.3
120
253
19.5
8.55
5.66
4.4
3.7
3.27
2.97
2.75
2.58
2.45
2.34
2.25
2.18
2.11
Fisher vi =5%
4
5624
.6
99.2
28.7
16.0
11.4
9.1
7.8
7.0
6.4
6.0
5.7
5.4
5
5763
.6
99.3
28.2
15.5
11.0
8.7
7.5
6.6
6.1
5.6
5.3
5.1
6
5859
.0
99.3
27.9
15.2
10.7
8.5
7.2
6.4
5.8
5.4
5.1
4.8
7
5928
.4
99.4
27.7
15.0
10.5
8.3
7.0
6.2
5.6
5.2
4.9
4.6
8
5981
.1
99.4
27.5
14.8
10.3
8.1
6.8
6.0
5.5
5.1
4.7
4.5
Fisher vi =1%
9
6022
.5
99.4
27.3
14.7
10.2
8.0
6.7
5.9
5.4
4.9
4.6
4.4
10
6055
.8
99.4
27.2
14.5
10.1
7.9
6.6
5.8
5.3
4.8
4.5
4.3
KINH T LNG
254
19.5
8.53
5.63
4.37
3.67
3.23
2.93
2.71
2.54
2.4
2.3
2.21
2.13
2.07
2\1
12
15
20
24
30
40
60
120 1000
6106 6157. 6208. 6234. 6260. 6286. 6313. 6339. 6362.

1
.3
3
7
6
6
8
0
4
7
2 99.4 99.4 99.4 99.5 99.5 99.5 99.5 99.5 99.5
3 27.1 26.9 26.7 26.6 26.5 26.4 26.3 26.2 26.1
4 14.4 14.2 14.0 13.9 13.8 13.7 13.7 13.6 13.5
5 9.9
9.7
9.6
9.5
9.4
9.3
9.2
9.1
9.0
6 7.7
7.6
7.4
7.3
7.2
7.1
7.1
7.0
6.9
7 6.5
6.3
6.2
6.1
6.0
5.9
5.8
5.7
5.7
8 5.7
5.5
5.4
5.3
5.2
5.1
5.0
4.9
4.9
9 5.1
5.0
4.8
4.7
4.6
4.6
4.5
4.4
4.3
10 4.7
4.6
4.4
4.3
4.2
4.2
4.1
4.0
3.9
11 4.4
4.3
4.1
4.0
3.9
3.9
3.8
3.7
3.6
PGS. TS. Nguyn Thng
Fisher
vi 3.6
=1%
12 4.2
4.0
3.9
3.8
3.7
3.5
3.4
3.4
KINH T LNG
KINH T LNG
2\1
2.49 2.42 2.35

2.45 2.38 2.31
2.41 2.34 2.27
2.39 2.31 2.23
2.35 2.28
2.2
2.32 2.25 2.18
2.3
2.23 2.15
2.27
2.2
2.13
2.25 2.18 2.11
2.24 2.16 2.09
2.16 2.09 2.01
2.08
2
1.92
1.99 1.92 1.84
1.91 1.83 1.75
1.83 1.75 1.67
PGS. TS. Nguyn Thng
2.28
2.23
2.19
2.16
2.12
2.1
2.07
2.05
2.03
2.01
1.93
1.84
1.75
1.66
1.57
2.24
2.19
2.15
2.11
2.08
2.05
2.03
2.01
1.98
1.96
1.89
1.79
1.7
1.61
1.52
2.19
2.15
2.11
2.07
2.04
2.01
1.98
1.96
1.94
1.92
1.84
1.74
1.65
1.55
1.46
2.15
2.1
2.06
2.03
1.99
1.96
1.94
1.91
1.89
1.87
1.79
1.69
1.59
1.5
1.39
2.11
2.06
2.02
1.98
1.95
1.92
1.89
1.86
1.84
1.82
1.74
1.64
1.53
1.43
1.32
2.06
2.01
1.97
1.93
1.9
1.87
1.84
1.81
1.79
1.77
1.68
1.58
1.47
1.35
1.22
Fisher vi =5%
2.01
1.96
1.92
1.88
1.84
1.81
1.78
1.76
1.73
1.71
1.62
1.51
1.39
1.25
1
13
14
15
16
17
18
19
20
21
22
24
26
1
9.1
8.9
8.7
8.5
8.4
8.3
8.2
8.1
8.0
7.9
7.8
7.7
2
6.7
6.5
6.4
6.2
6.1
6.0
5.9
5.8
5.8
5.7
5.6
5.5
3
5.7
5.6
5.4
5.3
5.2
5.1
5.0
4.9
4.9
4.8
4.7
4.6
PGS. TS. Nguyn Thng
4
5.2
5.0
4.9
4.8
4.7
4.6
4.5
4.4
4.4
4.3
4.2
4.1
5
4.9
4.7
4.6
4.4
4.3
4.2
4.2
4.1
4.0
4.0
3.9
3.8
6
4.6
4.5
4.3
4.2
4.1
4.0
3.9
3.9
3.8
3.8
3.7
3.6
7
4.4
4.3
4.1
4.0
3.9
3.8
3.8
3.7
3.6
3.6
3.5
3.4
8
4.3
4.1
4.0
3.9
3.8
3.7
3.6
3.6
3.5
3.5
3.4
3.3
9
4.2
4.0
3.9
3.8
3.7
3.6
3.5
3.5
3.4
3.3
3.3
3.2
10
4.1
3.9
3.8
3.7
3.6
3.5
3.4
3.4
3.3
3.3
3.2
3.1
Fisher vi =1%
12
KINH T LNG
KINH T LNG
2\1
12
15
20
24
30
40
60
120 1000
13
14
15
16
17
18
19
20
21
22
24
4.0
3.8
3.7
3.6
3.5
3.4
3.3
3.2
3.2
3.1
3.0
3.8
3.7
3.5
3.4
3.3
3.2
3.2
3.1
3.0
3.0
2.9
3.7
3.5
3.4
3.3
3.2
3.1
3.0
2.9
2.9
2.8
2.7
3.6
3.4
3.3
3.2
3.1
3.0
2.9
2.9
2.8
2.7
2.7
3.5
3.3
3.2
3.1
3.0
2.9
2.8
2.8
2.7
2.7
2.6
3.4
3.3
3.1
3.0
2.9
2.8
2.8
2.7
2.6
2.6
2.5
3.3
3.2
3.0
2.9
2.8
2.7
2.7
2.6
2.5
2.5
2.4
3.3
3.1
3.0
2.8
2.7
2.7
2.6
2.5
2.5
2.4
2.3
PGS. TS. Nguyn Thng
Fisher vi =1%
PGS. TS. Nguyn Thng
KINH T LNG
2\1
26
28
31
34
39
44
60
80
100
200
500
1
7.7
7.6
7.5
7.4
7.3
7.2
7.1
7.0
6.9
6.8
6.7
2
5.5
5.5
5.4
5.3
5.2
5.1
5.0
4.9
4.8
4.7
4.6
3
4.6
4.6
4.5
4.4
4.3
4.3
4.1
4.0
4.0
3.9
3.8
4
4.1
4.1
4.0
3.9
3.8
3.8
3.6
3.6
3.5
3.4
3.4
5
3.8
3.8
3.7
3.6
3.5
3.5
3.3
3.3
3.2
3.1
3.1
6
3.6
3.5
3.4
3.4
3.3
3.2
3.1
3.0
3.0
2.9
2.8
7
3.4
3.4
3.3
3.2
3.1
3.1
3.0
2.9
2.8
2.7
2.7
8
3.3
3.2
3.1
3.1
3.0
2.9
2.8
2.7
2.7
2.6
2.5
KINH T LNG
9
10
3.2 3.1
3.1 3.0
3.0 3.0
3.0 2.9
2.9 2.8
2.8 2.8
2.7 2.6
2.6 2.6
2.6 2.5
2.5 2.4
2.4 2.4
Fisher vi =1%
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
12
15
20
24
30
40
60
120 1000
26
3.0
2.8
2.7
2.6
2.5
2.4
2.3
2.2
2.1
28
2.9
2.8
2.6
2.5
2.4
2.4
2.3
2.2
2.1
31
2.8
2.7
2.5
2.4
2.4
2.3
2.2
2.1
2.0
34
2.8
2.6
2.5
2.4
2.3
2.2
2.1
2.0
1.9
39
2.7
2.5
2.4
2.3
2.2
2.1
2.0
1.9
1.8
44
2.6
2.5
2.3
2.2
2.2
2.1
2.0
1.9
1.8
60
2.5
2.4
2.2
2.1
2.0
1.9
1.8
1.7
1.6
80
2.4
2.3
2.1
2.0
1.9
1.8
1.7
1.6
1.5
100
2.4
2.2
2.1
2.0
1.9
1.8
1.7
1.6
1.4
200
2.3
2.1
2.0
1.9
1.8
1.7
1.6
1.5
1.3
1.8
1.7vi1.6
1.5
Fisher
=1%
1.4
1.2
2\1
500
2.2 Thng
2.1
1.9
PGS.
TS. Nguyn
DNG KHC
BNG TRA
FISHER(N1,N2)
3.2
3.0
2.9
2.8
2.7
2.6
2.5
2.4
2.4
2.3
2.2
PGS. TS. Nguyn Thng
13
KINH T LNG
KINH T LNG
HT
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
thng k tun theo phn phi
Fisher(6,10) ln hn gi tr 3.2.
mt bin thng k tun theo
phn phi Fisher(6,10) c gi tr
p=5%.
PGS. TS. Nguyn Thng
KINH T LNG
thng k tun theo phn phi
Fisher(8,7) ln hn gi tr 4.5.
mt bin thng k tun theo
phn phi Fisher(8,7) c gi tr
p=5%.
PGS. TS. Nguyn Thng
14

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KINHKINH

Tl. (08) 38 640 979 - 098 99 66 719

Chng 1: Thng k m t & Phn phi xc

CC PHN PHI TK. C BN

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

This image cannot currently be display ed.

LUT NH THC (bin ri rc)

PGS. TS. Nguyn Thng

PHAN PHOI POISSON

PGS. TS. Nguyn Thng

Bi tp: Gi thit xc sut mt Bc

PHAN PHOI POISSON

PGS. TS. Nguyn Thng

PHAN PHOI POISSON VI GA TR TRUNG BNH

PGS. TS. Nguyn Thng

0,9512 0,9048 0,8607 0,8187 0,7788 0,7408 0,7047 0,6703 0,6376

0,0476 0,0905 0,1291 0,1637 0,1947 0,2222 0,2466 0,2681 0,2869

0,0012 0,0045 0,0097 0,0164 0,0243 0,0333 0,0432 0,0536 0,0646

0,0000 0,0002 0,0005 0,0011 0,0020 0,0033 0,0050 0,0072 0,0097

0,0000 0,0000 0,0001 0,0001 0,0003 0,0004 0,0007 0,0011

0,0000 0,0000 0,0000 0,0000 0,0001 0,0001

PGS. TS. Nguyn Thng

0.37 0.22 0.14 0.08 0.05 0.03 0.02 0.01 0.01

0.37 0.33 0.27 0.21 0.15 0.11 0.07 0.05 0.03

0.18 0.25 0.27 0.26 0.22 0.19 0.15 0.11 0.08

0.06 0.13 0.18 0.21 0.22 0.22 0.20 0.17 0.14

0.02 0.05 0.09 0.13 0.17 0.19 0.20 0.19 0.18

0.00 0.01 0.04 0.07 0.10 0.13 0.16 0.17 0.18

0.00 0.00 0.01 0.03 0.05 0.08 0.10 0.13 0.15

0.00 0.00 0.00 0.01 0.02 0.04 0.06 0.08 0.10

Xem tip trong :

0,6065 0,5769 0,5488 0,5220 0,4966 0,4724 0,4493 0,4274 0,4066

0,3033 0,3173 0,3293 0,3393 0,3476 0,3543 0,3595 0,3633 0,3659

0,0758 0,0873 0,0988 0,1103 0,1217 0,1329 0,1438 0,1544 0,1647

0,0126 0,0160 0,0198 0,0239 0,0284 0,0332 0,0383 0,0437 0,0494

0,0016 0,0022 0,0030 0,0039 0,0050 0,0062 0,0077 0,0093 0,0111

0,0002 0,0002 0,0004 0,0005 0,0007 0,0009 0,0012 0,0016 0,0020

0,0000 0,0000 0,0000 0,0001 0,0001 0,0001 0,0002 0,0002 0,0003

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PHN PHI POISSON VI GI TR TB

PGS. TS. Nguyn Thng

DANG HAM MAT O XAC SUAT POISSON

Bi tp 1: S liu kinh doanh v

Bi tp 2: S liu kinh doanh xe my

Tnh cht: Ham mat o xac suat p(t) luon

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

- Xac suat e t1<t<t2: t

- Xac suat e t> t0:

PGS. TS. Nguyn Thng

PHN PHI CHUN N(0,1) bin lin tc

HAM PHAN PHOI CHUAN N(, )

PGS. TS. Nguyn Thng

BANG TRA HAM PHAN PHOI CHUAN

Pr( t t 0 ) Vi t la gia tr >=0

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Bi tp 1. Mt bin thng k x tun theo

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

HD: Tnh = Pr(x>x1) vi x1 =1.75