ThS.

oan Vng Nguyen Slide bai giang XSTK

Trang 1

XC SUT V THNG K
(i hc v Cao ng)
Ti liu tham kho:
1. Gio trnh Xc sut Thng k v ng dng Nguyn Ph Vinh NXB Thng k.
2. Ngn hng cu hi Xc sut Thng k v ng dng HCN TP.HCM.
3. L thuyt Xc sut v Thng k inh Vn Gng NXB Gio dc.
4. L thuyt Xc sut v Thng k ton Nguyn Thanh Sn, L Khnh Lun NXBTK.
5. Xc sut Thng k L thuyt v cc bi tp u Th Cp NXB Gio dc.
6. L thuyt Xc sut v Thng k inh Vn Gng NXB Gio dc.
7. Xc sut Thng k v ng dng L S ng NXB Gio dc.
8. Xc sut v Thng k ng Hn NXB Gio dc.
9. Gio trnh Xc sut v Thng k Phm Xun Kiu NXB Gio dc.
10. Gio trnh L thuyt Xc sut & Thng k TonNguyn Cao VnNXB Kt Quc dn.


PHN I. L THUYT XC SUT

B TC I S T HP
1. Tnh cht cc php ton ,
a) Tnh giao hon:
A B B A = , A B B A = .
b) Tnh kt hp:
(A B) C A (B C) = ,
(A B) C A (B C) = .
c) Tnh phn phi:
A (B C) (A B) (A C) = ,
A (B C) (A B) (A C) = .
d) Tnh i ngu (DeMorgan):
A B A B = , A B A B = .
2. Quy tc nhn
Gi s mt cng vic no c chia thnh k giai
on. C n
1
cch thc hin giai on th 1, c n
2
cch
thc hin giai on th 2,..., c n
k
cch thc hin giai
on th k. Khi ta c n = n
1
.n
2
n
k
cch thc hin
ton b cng vic.

3. Quy tc cng
Gi s mt cng vic c th thc hin c k cch
(trng hp) loi tr ln nhau: cch th nht cho m
1
kt
qu, cch th hai cho m
2
kt qu, , cch th k cho m
k

kt qu. Khi vic thc hin cng vic trn cho
m = m
1
+ m
2
+ + m
k
kt qu.



4. Mu lp, mu khng lp

Mu khng lp: cc phn t ca mu ch c mt mt
ln (cc phn t khc nhau tng i mt).
Mu c lp: cc phn t ca mu c th lp li nhiu
ln trong mu.
Mu khng th t: khi thay i v tr cc phn t khc
nhau ca mu ta khng nhn c mu mi.
Mu c th t: khi thay i v tr cc phn t khc
nhau ca mu ta nhn c mu mi.
5. Cc cng thc thng dng
5.1. Hon v
nh ngha: Hon v ca n phn t l mt nhm c th
t gm mt n phn t cho. S hon v ca n phn
t c k hiu l
n
P ,
n
P n! = .

5.2. Chnh hp lp (c th t)
nh ngha: Chnh hp lp k ca n phn t (k n) l
mt nhm (b) c th t gm phn k t khng nht thit
khc nhau chn t n phn t cho. S cc chnh hp
lp k ca n phn t l n
k
.



5.3. Chnh hp (mu khng lp, c th t)
nh ngha: Chnh hp chp k ca n phn t (k n) l
mt nhm (b) c th t gm phn k t khc nhau chn
t n phn t cho. S chnh hp chp k ca n phn t
k hiu l
k
n
A .
k
n
n!
A n(n 1)...(n k 1)
(n k)!
= =

.

5.4. T hp (mu khng lp, khng c th t)
nh ngha: T hp chp k ca n phn t (k n) l
mt nhm (b) khng phn bit th t gm k phn t
khc nhau chn t n phn t cho.
S t hp chp k ca n phn t k hiu l
k
n
C v
( )
k
n
n!
C
k! n k !
=

. Quy c: 0! = 1.
Tnh cht:
k n k
n n
C C

= ;
k k 1 k
n n 1 n 1
C C C

= .


----------------------------------------------

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 2
Chng 1. CC KHI NIM C BN CA XC SUT

1. BIN C NGU NHIN
1.1. Php th v bin c
Php th l vic thc hin 1 th nghim hay quan st
mt hin tng no xem c xy ra hay khng.
Hin tng c xy ra hay khng trong php th c gi
l bin c ngu nhin.
Bin c ngu nhin thng c k hiu A, B, C
VD 1. + Tung ng tin ln l mt php th, bin c l
mt sp xut hin hay mt nga xut hin.
+ Chn ngu nhin mt s sn phm t mt l hng
kim tra l php th, bin c l chn c sn phm
tt hay chn c ph phm.
+ Gieo mt s ht la l php th, bin c l ht la ny
mm hay ht la khng ny mm.
1.2. Cc loi bin c
a) Khng gian mu v bin c s cp
Trong mt php th, tp hp tt c cc kt qu c th
xy ra c gi l khng gian mu k hiu l .
Mi phn t khng th phn nh thnh hai bin
c c gi l bin c s cp.
VD 2. Xt php th gieo 3 ht la.
Gi A
i
l bin c c i ht ny mm (i = 0, 1, 2, 3).
Khi cc A
i
l cc bin c s cp v
= {A
0
, A
1
, A
2
, A
3
}.
Gi B l c t nht 1 ht ny mm th B khng l
bin c s cp.


b) Bin c chc chn v bin c khng th
Trong mt php th, bin c nht nh xy ra l chc
chn, k hiu l .
Bin c khng th l bin c khng th xy ra khi thc
hin php th, k hiu .
VD 3.
T mt nhm c 6 nam v 4 n chn ra 5 ngi.
Khi , bin c chn c 5 ngi n l khng th,
bin c chn c t nht 1 nam l chc chn.

c) S trng hp ng kh nng
Hai hay nhiu bin c trong mt php th c kh nng
xy ra nh nhau c gi l ng kh nng.
Trong mt php th m mi bin c s cp u ng
kh nng th s phn t ca khng gian mu c gi
l s trng hp ng kh nng ca php th.
VD 4.
Gi ngu nhin mt hc sinh trong lp kim tra th
mi hc sinh trong lp u c kh nng b gi nh nhau.
d) Cc php ton
Tng ca A v B l C, k hiu C A B = hay
C = A + B, xy ra khi t nht 1 trong hai bin c A, B
xy ra.
VD 5. Bn hai vin n vo 1 tm bia. Gi A
1
: vin th
nht trng bia, A
2
: vin th hai trng bia v
C: bia b trng n th
1 2
C A A = .


Tch ca A v B l C, k hiu C AB A B = = , xy
ra khi v ch khi c A v B cng xy ra.
VD 6.
Mt ngi chn mua o. Gi A: chn c o mu
xanh, B: chn c o smi v
C: chn c o smi mu xanh th C = AB.
VD 7.
Chn ngu nhin 10 linh kin trong 1 l ra kim tra. Gi
A
i
: chn c linh kin th i tt v
C: chn c 10 linh kin tt th
10
1 2 10 i
i 1
C A A ... A A
=
= =

.
Phn b ca A, k hiu:
A \ A A = = .
VD 8.
Bn ln lt 2 vin n vo 1 tm bia.
Gi A
i
: c i vin n trng bia (i = 0, 1, 2),
B: c khng qu 1 vin n trng bia.
Khi
2
B A = ,
0 2
A A v
1 2
A A .
1.3. Quan h gia cc bin c
a) Bin c xung khc
Hai bin c v B c gi l xung khc nu chng
khng ng thi xy ra trong mt php th.

H cc bin c A
1
, A
2
,, A
n
c gi l xung khc
(hay i mt xung khc) khi mt bin c bt k trong h
xy ra th cc bin c cn li khng xy ra.
Ngha l
i j
A A , i j = .
VD 9. Mt hp c 3 vin phn mu , xanh v trng.
Chn ngu nhin 1 vin. Gi A: chn c vin mu
, B: chn c vin mu trng v C: chn c
vin mu xanh th A, B, C l xung khc.
b) Bin c i lp
Hai bin c A v B c gi l i lp nhau nu chng
tha mn 2 iu sau:
1) A v B xung khc vi nhau.
2) Phi c t nht mt trong 2 bin c xy ra.
VD 10. Trng 1 cy bch n. Gi A: cy bch n
sng, B: cy bch n cht th A v B l i lp.

H cc bin c {A
i
} (i = 1,, n) c gi l h y
cc bin c nu tha mn 2 iu sau:
1) H xung khc, ngha l
i j
A A , i j = .
2) Phi c t nht 1 bin c trong h xy ra,
ngha l
1 2 n
A A ... A = .
VD 11. H {A, B, C} trong VD 9 l y .
Ch . H

A, A l y vi bin c A ty .

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 3
2. XC SUT CA BIN C

2.1. nh ngha xc sut dng c in
Trong mt php th c tt c n bin c s cp ng kh
nng, trong c m kh nng thun li cho bin c A
xut hin th xc sut ca A l:
m
P(A)
n
= =
So bIon co fhuan loI cho A
So faf ca cac bIon co co fho
.
VD 1. Mt hp cha 10 sn phm trong c 3 ph
phm. Tnh xc sut:
a) Chn ngu nhin 1 sn phm t hp c ph phm.
b) Chn ngu nhin 1 ln t hp ra 2 sn phm c 2
ph phm.
VD 2. Mt hp c 10 sn phm trong c 4 ph phm.
Ly ngu nhin t hp ra 3 sn phm (ly 1 ln), tnh
xc sut :
a) C 3 sn phm u tt; b) C ng 2 ph phm.
VD 3. Mt lp c 60 hc sinh trong c 28 em gii
ton, 30 em gii l, 32 em gii ngoi ng, 15 em va
gii ton va gii l, 10 em va gii l va gii ngoi
ng, 12 em va gii ton va gii ngoi ng, 2 em gii
c 3 mn. Chn ngu nhin mt hc sinh ca lp. Tnh
xc sut:
a) Chn c em gii t nht 1 mn.
b) Chn c em ch gii ton.
c) Chn c em gii ng 2 mn.


u im v hn ch ca nh ngha dng c in
u im: Tnh c chnh xc gi tr ca xc sut m
khng cn thc hin php th.
Hn ch: Trong thc t c nhiu php th v hn cc
bin c v bin c khng ng kh nng.

2.3. nh ngha theo hnh hc
Cho min . Gi o ca l di, din tch, th
tch (ng vi l ng cong, min phng, khi).
Gi A l bin c im M S .
Ta c P(A) =

o o S
o o
.
VD 6. Tm xc sut ca im M ri vo hnh trn ni
tip tam gic u cnh 2 cm.
VD 7. Hai ngi bn hn gp nhau ti 1 a im theo
quy c nh sau:
Mi ngi c lp i n im hn trong khong t 7
n 8 gi.
Mi ngi n im hn nu khng gp ngi kia th
i 30 pht hoc n 8 gi th khng i na.
Tm xc sut hai ngi gp nhau.
2.4. Tnh cht ca xc sut
1) 0 P(A) 1 , vi mi bin c A;
2) P( ) 0 = ; 3) P( ) 1 = .
2.5. ngha ca xc sut
Xc sut l s o mc tin chc, thng xuyn xy ra
ca 1 bin c trong php th.
Ch . Xc sut ph thuc vo iu kin ca php th.

3. CNG THC TNH XC SUT
3.1. Cng thc cng xc sut
a) Bin c xung khc
A v B xung khc th: P(A B) P(A) P(B) = .
H {A
i
} (i = 1, 2,, n) th:
( )
1 2 n 1 2 n
P A A ... A =P(A )+P(A )+...+P(A ) .
b) Bin c ty
A v B l hai bin c ty th:
P(A B) P(A) P(B) P(AB) = .
H {A
i
} (i = 1, 2,, n) cc bin c ty th:
n n
i i i j
i 1 i 1 i j
n 1
i j k 1 2 n
i j k
P A P(A ) P(A A )
P(A A A )+...+( 1) P(A A ...A )
= = <

< <
1


=

( )

.
c) Bin c i lp
( )
P A 1 P(A) = .

VD 1. Mt hp phn c 10 vin trong c 3 vin mu
. Ly ngu nhin t hp ra 3 vin phn. Tnh xc sut
ly c t nht 1 vin phn mu .

VD 2. C 33 hc sinh tham d k thi chn hc sinh gii
gm 2 vng thi. Bit rng c 17 hc sinh thi vng 1;
14 hc sinh thi vng 2 v 11 hc sinh trt c hai
vng thi. Chn ngu nhin mt hc sinh trong danh sch
d thi. Tm xc sut hc sinh ch thi duy nht 1
trong 2 vng thi.


3.2. Cng thc nhn xc sut
a) Xc sut c iu kin
Trong mt php th, xt 2 bin c bt k A, B vi
P(B) 0 . Xc sut c iu kin ca A vi iu kin B
xy ra c k hiu v nh ngha:
( )
P(AB)
P A B
P(B)
= .
Xc sut c iu kin cho php chng ta s dng thng
tin v s xy ra ca 1 bin c d bo xc sut xy ra
bin c khc.
Tnh cht: 1) ( ) 0 P A B 1 ;
2) ( ) P B B 1 = ; 3)
( ) ( ) P A B 1 P A B = ;
4) nu A
1
v A
2
xung khc th:
( ) ( ) ( )
1 2 1 2
P A A B P A B P A B = .
VD 3. Mt hp c 10 v, trong c 3 v trng thng.
Ngi th nht bc 1 v khng trng thng. Tnh
xc sut ngi th 2 bc c v trng thng (mi
ngi ch bc 1 v).
b) Cng thc nhn
A v B l 2 bin c c lp nu B c xy ra hay khng
cng khng nh hng n kh nng xy ra A v ngc
li, ngha l ( ) P A B P(A) = v ( ) P B A P(B) = .
Khi ta c P(AB) P(A).P(B) = .
Vi A, B khng c lp (ph thuc) th:
( ) ( ) P(AB) P(B)P A B P(A)P B A = = .
ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 4


VD 4. Mt l hng c 100 sn phm trong c 10 ph
phm. Kim tra lin tip khng hon li 5 sn phm, nu
c t nht 1 ph phm th khng nhn l hng . Tnh
xc sut nhn l hng.
VD 5. Mt l hng gm 12 sn phm trong c 8 sn
phm tt v 4 ph phm. Rt ngu nhin 1 sn phm t
l hng v khng ti sn phm , sau rt tip
sn phm th 2. Tnh xc sut sn phm th hai l tt.
VD 6. Mt cu th bng r c 4 qu bng ang nm
tng qu vo r. Nu bng vo r hoc ht bng th cu
th ngng nm. Bit xc sut vo r ca qu bng th 1,
2, 3 v 4 ln lt l 90%, 80%, 85% v 70%.
Tnh xc sut cu th nm c bng vo r.
3.3. Cng thc xc sut y v Bayes.
a) Cng thc xc sut y
Cho h cc bin c {A
i
} (i = 1, 2,, n) y v B l
bin c bt k trong php th, ta c:
( )
( ) ( )
n
i i
i 1
1 1 n n
P(B) P(A ) B A
P(A )P B A ... P(A )P B A
=
=
=

.

VD 7. Mt m ng c s n ng bng na s n b.
Xc sut n ng b bnh tim l 0,06 v n b l
0,0036. Chn ngu nhin 1 ngi t m ng, tnh xc
sut ngi ny b bnh tim.


b) Cng thc Bayes
Cho h cc bin c {A
k
} (k = 1, 2,, n) y v B l
bin c bt k trong php th. Xc sut xut hin A
k

sau khi xut hin B l:
( )
( )
( )
k k
k
n
i i
i 1
P(A )P B A
P A B
P(A )P B A
=
=

.

VD 8. T s t ti v t con i qua ng c trm
bm du l 5/2. Xc sut 1 t ti i qua ng ny
vo bm du l 10%; t con l 20%. C 1 t qua
ng bm du, tnh xc sut l t ti.
VD 9. C 3 bao la cng loi. Bao 1 nng 20kg cha 1%
ht lp, bao 2 nng 30kg cha 1,2% ht lp v bao 3
nng 50kg cha 1,5% ht lp. Trn c 3 bao li ri bc
ngu nhin 1 ht th c ht lp.
Tnh xc sut ht lp ny l ca bao th ba.

VD 10. Ba kin hng u c 20 sn phm vi s sn
phm tt tng ng l 12, 15, 18. Ly ngu nhin 1 kin
hng (gi s 3 kin hng c cng kh nng) ri t kin
ly ty ra 1 sn phm.
a) Tnh xc sut sn phm chn ra l tt.
b) Gi s sn phm chn ra l tt, tnh xc sut sn
phm thuc kin hng th hai.


Chng II. BIN (I LNG) NGU NHIN

1. BIN NGU NHIN V LUT PHN PHI XC SUT
1.1. Khi nim v phn loi bin ngu nhin
a) Khi nim
Mt bin s c gi l ngu nhin nu trong kt qu
ca php th n s nhn mt v ch mt trong cc gi
tr c th c ca n ty thuc vo s tc ng ca cc
nhn t ngu nhin.
Cc bin ngu nhin c k hiu: X, Y, Z, cn cc
gi tr ca chng l x, y, z,
VD 1.
Khi tin hnh gieo n ht u ta cha th bit c bao
nhiu ht s ny mm, s ht ny mm c th l 0, 1, ,
n. Kt thc php th gieo ht th ta bit chc chn c bao
nhiu ht ny mm. Gi X l s ht ny mm th l X
bin ngu nhin v X = {0, 1, 2, , n}.
b) Phn loi bin ngu nhin
Bin ngu nhin (bnn) c gi l ri rc nu cc gi
tr c th c ca n lp nn 1 tp hp hu hn hoc
m c.
Bin ngu nhin c gi l lin tc nu cc gi tr c
th c ca n lp y 1 khong trn trc s.
VD 2. + Bin X trong VD 1 l bnn ri rc (tp hu hn).
+ Gi Y l s ngi i qua 1 ng t trn ng ph th Y
l bnn ri rc (tp m c).
VD 3. + Bn 1 vin n vo bia, gi X l khong cch
t im chm ca vin n n tm ca bia th X l
bin ngu nhin lin tc.
+ Gi Y l sai s khi o 1 i lng vt l th Y l
bin ngu nhin lin tc.


1.2. Lut phn phi xc sut ca bin ngu nhin
Lut phn phi xc sut ca bin ngu nhin l mt
cch biu din quan h gia cc gi tr ca bin ngu
nhin vi cc xc sut tng ng m n nhn cc gi
tr .
1.2.1. Phn phi xc sut ca bin ngu nhin
a) Trng hp ri rc
Cho bin ngu nhin ri rc X c
1 2 n
X {x , x , ..., x } =
vi xc sut tng ng l
i i
p P(X x ) = = .
Ta c phn phi xc sut (dng bng)
X x
1
x
2
x
n
P p
1
p
2
p
n
Trong :

i
p 0 ;
n
i
i 1
p 1
=
=

;
i
i 1
p 1

=
=

(v hn);

i
i
a x b
P(a X b) p
< <
< < =

.
VD 4. Mt l hng c 12 sn phm tt v 8 ph phm.
Ly ngu nhin t l hng ra 8 sn phm.
Gi X l s ph phm trong 8 sn phm ly ra.
Tm phn phi xc sut ca X v chng minh:
0 8 1 7 7 1 8 0 8
8 12 8 12 8 12 8 12 20
C C C C ... C C C C C = .


ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 5


VD 5. Xc sut 1 ngi thi t mi khi thi ly bng
li xe l 0,3. Ngi thi cho n khi t mi thi.
Gi X l s ln ngi d thi.
Tm phn phi xc sut ca X v tnh xc sut ngi
phi thi khng t hn 2 ln.
b) Trng hp lin tc
Cho bin ngu nhin lin tc X. Hm f(x), x
c gi l hm mt xc sut ca X nu tha:
1) f(x) 0, x ; 2) f(x)dx 1

;
3)
b
a
P(a X b) f(x)dx < < =

(a < b).
Ch
1) Nhiu khi ngi ta dng k hiu f
X
(x) ch hm mt
xc sut ca X.
2) Do
a
a
P(X a) f(x)dx 0 = = =

nn ta khng quan
tm n xc sut X nhn gi tr c th. Suy ra
b
a
P(a X b) P(a X b) P(a X b)
P(a X b) f(x)dx
< = < =
= < < =

.
3) V mt hnh hc, xc sut bin ngu nhin (bnn) X
nhn gi tr trong (a; b) bng din tch hnh thang cong
gii hn bi x = a, x = b, y = f(x) v trc Ox.


4) Nu f(x) tha f(x) 0, x v f(x)dx 1

th f(x) l hm mt xc sut ca 1 bnn no .
VD 6. Chng t
3
4x , x (0; 1)
f (x)
0, x (0; 1)

=

l hm mt
xc sut ca bin ngu nhin X.
VD 7. Cho bnn X c hm mt xc sut:
2
0, x 1
f (x)
k
, x 1
x
<

.
Tm k v tnh P( 1 X 2) < .
1.2.2. Hm phn phi xc sut
Hm phn phi xc sut ca bin ngu nhin X, k
hiu F(x) hoc F
X
(x), l xc sut X nhn gi tr nh
hn x (vi x l s thc bt k). F(x) = P(X < x),
x .
Hm phn phi xc sut cho bit t l phn trm gi tr
ca X nm bn tri ca s x.
Vi bin ngu nhin ri rc X = {x
1
, x
2
, , x
n
}:

i i
i i
x x x x
F(x) P(X x ) p
< <
= = =

.
Vi bin ngu nhin lin tc X:
x
F(x) f(t)dt

.


Gi s
1 2 n
x x ... x < < < , ta c hm phn phi xc
sut ca X:

1
1 1 2
1 2 2 3
1 2 n 1 n 1
0 x x
p x x x
p p x x x
F(x)
...........................................................
p p ... p x x x

<
<
=
<
nou
no u
no u
nou
n
n
1 x x
'
1
1
1
1
1
1
1
1
1
!
1
1
1
1
1
1
1
1
1
+
nou


Tnh cht:
1) 0 F(x) 1, x ;
2) F(x) khng gim.
3) F( ) 0; F( ) 1 = = ;
4) P(a X b) F(b) F(a) < = .
Lin h vi phn phi xc sut
1) X ri rc: p
i
= F(x
i+1
) F(x
i
);
2) X lin tc: F(x) lin tc ti x v F (x) f(x) = .
VD 8. Mt phn xng c 2 my hot ng c lp.
Xc sut trong 1 ngy lm vic cc my hng tng
ng l 0,1 v 0,2. Gi X l s my hng trong 1 ngy
lm vic.
Lp hm phn phi xc sut ca X v v th ca F(x).

VD 9. Tui th X(gi) ca 1 thit b c hm mt xc
sut
2
0, x 100
f (x)
100
, x 100
x
<

.
a) Tm hm phn phi xc sut ca X.
b) Thit b c gi l loi A nu tui th ca n ko di
t nht l 400 gi. Tnh t l (xc sut) loi A.
VD 10. Bin ngu nhin X c hm mt xc sut:
a cos x, x ;
2 2
f(x)
0, x ;
2 2
' l
1
1 l
1
l 1
1 l
=
!
l
1
1
l

1
l 1
1+ l
.
Tm a v hm phn phi xc sut F(x).

VD 11. Thi gian ch phc v ca khch hng l bnn
X(pht) lin tc c hm ppxs
4
0, x 0
F(x) ax , x (0; 3]
1, x 3

>

.

a) Tm a v hm mt xc sut f(x) ca X.
b) Tnh
( )
P 2 Y 5 < vi
2
Y X 1 = + .
c) V th ca F(x).

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 6


1.3. Phn phi xc sut ca hm ca bin ngu nhin
Trong thc t, i khi ta xt bnn ph thuc vo 1 hay
nhiu bnn khc bit lut phn phi.

Bi ton. Cho hm (x) v bnn ri rc X c phn phi
xc sut cho trc. Tm phn phi xc sut ca (x) .
a) Trng hp 1 bin
VD 12. Lp bng phn phi xc sut ca
2
Y (X) X 2 = = , bit:
X 1 0 1 2
P 0,1 0,3 0,4 0,2
b) Trng hp nhiu bin
VD 13. Cho bng:
Y
X

1

0

1
1 0,1 0,15 0,05
2 0,3 0,2 0,2

Lp bng phn phi xc sut ca:
a)
2
Y 2X X 1 = .
b) Z (X, Y) 2X Y 5 = = .
c)
2 2
Z (X, Y) X Y = = .


1.4. Phn phi xc sut ca bnn 2 chiu (X, Y) ri rc
a) nh ngha
Cp 2 i lng ngu nhin ri rc c xt ng thi
(X, Y) c gi l 1 vector ngu nhin ri rc.
K hiu bin c (X < x).(Y < y) = (X < x; Y < y).
Hm phn phi xc sut ng thi ca X v Y l:
F(x, y) P(X x; Y y), x, y = < < .
X v Y c gi l c lp nu:
X Y
F(x, y) F (x).F (y), x, y = .
Ch
1) Nu X, Y c lp th hm phn phi ng thi ca X,
Y c xc nh qua cc hm phn phi ca X, ca Y.
2) Chng trnh ch xt hm phn phi bin ca X, Y.
b) Bng phn phi xc sut ng thi ca (X, Y)
Y
X
y
1
y
2
y
j
y
n
P
X
x
1

x
2

.
x
i

.
x
m

p
11
p
12
p
1j
p
1n
p
21
p
22
p
2j
p
2n
..................................................
p
i1
p
i2
p
ij
p
in
..
p
m1
p
m2
p
mj
p
mn

p
1
p
2
...
p
i

p
m

P
Y
q
1
q
2
q
j
q
n
1
P
ij
= P(X = x
i
, Y = y
j
) (i = 1,,m; j = 1,,n) l xc sut
X = x
i
, Y = y
j
v
m n
ij
i 1 j 1
p 1
= =
=

.


c) Phn phi xc sut bin (l)
T bng phn phi xc sut ng thi ca X, Y ta c:
Phn phi xc sut bin ca X
X x
1
x
2
x
i
x
m

P
X
p
1
p
2
p
i
p
m

n n
ij i j i i
j 1 j 1
p p(X x , Y y ) p(X x ) p
= =
= = = = = =

.
Phn phi xc sut bin ca Y
Y y
1
y
2
y
i
y
n

P
Y
q
1
q
2
q
i
q
n

m m
ij i j j j
i 1 i 1
p p(X x , Y y ) p(Y y ) q
= =
= = = = = =

.

Tnh cht. X v Y c lp
ij i j
p p .q , i, j = .
VD 14.
Cho bng phn phi xc sut ng thi ca X v Y:
Y
X

10

20

30

40
10 0,2 0,04 0,01 0
20 0,1 0,36 0,09 0
30 0 0,05 0,1 0
40 0 0 0 0,05

a) Tm phn phi bin ca X, ca Y.
b) Xt xem X v Y c c lp khng ?
c) Tm phn phi xc sut ca Z = X + Y.



2. CC C TRNG S (THAM S C TRNG) CA BIN NGU NHIN

Nhng thng tin c ng phn nh tng phn v bin
ngu nhin gip ta so snh gia cc i lng vi nhau
c gi l cc c trng s.
C ba loi c trng s:

Cc c trng s cho xu hng trung tm ca bnn:
K vng ton, Trung v, Mod,

Cc c trng s cho phn tn ca bnn:
Phng sai, lch chun, H s bin thin,

Cc c trng s cho dng phn phi xc sut.
2.1. K vng ton
2.1.1. nh ngha
a) Bin ngu nhin ri rc
Cho X = {x
1
, x
2
,, x
n
} vi xc sut tng ng l p
1
,
p
2
,, p
n
th k vng ton (gi tt l k vng) ca X, k
hiu EX hay M(X), l:
n
1 1 2 2 n n i i
i 1
EX x p x p ... x p x p
=
= =

.
VD 1. Mt l hng gm 10 sn phm tt v 2 ph phm.
Ly ngu nhin 2 sn phm t l hng , gi X l s
ph phm trong 2 sn phm ly ra.
Lp bng phn phi xc sut v tnh k vng ca X.

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 7


b) Bin ngu nhin lin tc
Bnn X c hm mt l f(x) th: EX x.f(x)dx

.
VD 2. Tm k vng ca bin ngu nhin X c hm mt
xc sut
2
3
(x 2x), x (0; 1)
f(x)
4
0, x (0; 1)
'
1
1

1
=
!
1
1
1
+
.
Ch
1) Nu X {x A} = , X lin tc th EX A .
2) Nu X = {x
1
,, x
n
} th:
1 n 1 n
EX [min{x , ..., x }; max{x , ..., x }] .
VD 3. Thi gian ch mua hng ca khch l bin ngu
nhin lin tc T (n v: pht) c hm mt xc sut
3
4
t , t (0; 3)
f(t)
81
0, t (0; 3)
'
1
1

1
=
!
1
1
1
+
. Tnh thi gian trung bnh
ch mua hng ca 1 khch hng.
VD 4. Cho bin ngu nhin X c hm mt xc sut
2
ax bx , x (0; 1)
f(x)
0, x (0; 1)
'
1

1
=
!
1
1
+
.
Cho bit EX = 0,6 hy tnh
1
P X
2
1

<

( )
.


2.1.2. ngha ca EX
K vng l gi tr trung bnh (theo xc sut) ca bin
ngu nhin X, n phn nh gi tr trung tm ca phn
phi xc sut ca X.
Trong thc t sn xut hay kinh doanh nu cn chn
phng n cho nng sut (hay li nhun) cao, ngi ta
chn phng n sao cho nng sut k vng (hay li
nhun k vng) cao.
VD 5. Theo thng k, mt ngi M 25 tui s sng
thm trn 1 nm c xc sut l 0,992 v ngi cht
trong vng 1 nm ti l 0,008. Mt chng trnh bo
him ngh ngi bo him sinh mng cho 1 nm
vi s tin chi tr l 10000 USD, ph bo him l 100
USD. Hi cng ty c li khng?

VD 6. Mt d n xy dng c vin C thit k cho c 2
bn A v B xt duyt mt cch c lp. Xc sut (kh
nng) A v B chp nhn d n ny khi xt duyt thit
k l 70% v 80%. Nu chp nhn d n th bn A phi
tr cho C l 400 triu ng, cn ngc li th phi tr
100 triu ng. Nu chp nhn d n th bn B phi tr
cho C l 1 t ng, cn ngc li th phi tr 300 triu
ng. Bit chi ph cho thit k ca C l 1 t ng v 10%
thu doanh thu.
Hi vin C c nn nhn thit k hay khng?



2.1.3. Tnh cht ca EX
1) E(C) = C vi C l hng s.
2) E(CX) = C.EX.
3) E(X Y) = EX EY, vi X v Y l hai bin ngu
nhin.
4) E(XY) = EX.EY nu X v Y l hai bnn c lp.
5) Nu Y (X) = th:
i i
i
(x )p ,
EY
(x)f(x)dx,

'
1
1
1
1
1
=
!
1
1
1
1
1+

nou X roI rac

nou X lIon fuc
.

VD 7. Tnh EY vi
2
Y (X) X 3 = = , bit X c
bng phn phi xc sut:
X 1 0 1 2
P 0,1 0,3 0,35 0,25
VD 8. Cho bnn X c hm mt xc sut:
2
2
, x [1; 2]
f(x)
x
0, x [1; 2]
'
1
1

11
=
!
1
1

1
1+
.
a) Tnh EX.
b) Tnh k vng ca
5
2
Y X
X
= .


2.2. Phng sai
2.2.1. nh ngha
Phng sai ca bin ngu nhin X, k hiu VarX hay
VX hay D(X), c xc nh:

( ) ( )
2 2
2
2
2
i i i i
i i
2
2
VarX E X EX E(X ) EX
x .p x .p ,

x .f(x)dx x.f(x)dx ,


= =
'
1
1
1

1

1
1
( )
1
1
=
!
1
1
1

1

1
1
1
( )
1+


nou X roI rac
nou X lIon fuc

VD 9. Tnh phng sai ca bin ngu nhin X c bng
phn phi xc sut:
X 1 2 3
P 0,2 0,7 0,1

VD 10.
Tnh phng sai ca bin ngu nhin X trong VD 2.

VD 11. Cho bin ngu nhin X c hm mt xc sut:
2
3
(1 x ), x 1
f(x)
4
0, x 1
'
1
1

1
=
!
1
1
1
+
.
Tm phng sai ca bin ngu nhin Y = 2X
2
.



ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 8


2.2.2. ngha ca VarX
Do X EX l lch gia gi tr ca X so vi trung
bnh ca n nn phng sai l trung bnh ca bnh
phng lch . Phng sai dng o mc phn
tn ca X quanh k vng. Ngha l: phng sai nh th
phn tn nh nn tp trung ln v ngc li.
Trong k thut, phng sai c trng cho sai s ca
thit b. Trong kinh doanh, phng sai c trng cho
ri ro u t.
Do n v o ca VarX bng bnh phng n v o
ca X nn so snh c vi cc c trng khc ngi
ta a vo khi nim lch tiu chun
(X) VarX = .

VD 12. Nng sut ca hai my tng ng l cc bnn X,
Y (n v: sn phm/pht) c bng phn phi xc sut:

X 1 2 3 4
P 0,3 0,1 0,5 0,1
v
Y 2 3 4 5
P 0,1 0,4 0,4 0,1

Nu phi chn mua 1 trong 2 loi my ny th ta nn
chn my no?



2.2.3. Tnh cht ca VarX
1) VarX 0 ; VarC = 0, vi C l hng s.
2) Var(CX) = C
2
.VarX; (CX) C . X = .
3) Nu a v b l hng s th Var(aX + b) = a
2
.VarX.
4) Nu X v Y c lp th:
Var(X Y) VarX VarY = ;
2 2
(X Y) (X) (Y) = .
2.3. Trung v v Mod
2.3.1. Trung v
Trung v ca bin ngu nhin X, k hiu medX, l s m
tha
1
P(X m)
2
< v
1
P(X m)
2
.
Nu X ri rc th medX = x
i
vi
i i 1
1
F(x ) F(x )
2

.
Nu X lin tc th medX = m vi
m
F(m) f(x)dx 0, 5

= =

.

VD 13. Cho bnn X c bng phn phi xc sut:

X 1 2 3 4 5
P 0,1 0,2 0,15 0,3 0,45
Khi ta c medX = 4.


VD 14. Tm med ca bnn X c bng phn phi xc sut:
X 1 0 1 2
P

0,25 0,15 0,30 0,30
VD 15. Cho hm
5
4
, x 1
f(x)
x
0, x 1
'
1
1

11
=
!
1
1
<
1
1+
.
a) Chng t f(x) l hm mt xc sut ca bin ngu
nhin X.
b) Tm medX.
2.3.2. Mod
ModX l gi tr x
0
m ti X nhn xc sut ln nht
(nu X ri rc) hay hm mt t cc i (nu X lin
tc). ModX cn c gi l s c kh nng nht.
VD 16. Cho bnn X c bng phn phi xc sut:

X 0 1 2 4 5 8
P 0,1 0,2 0,3 0,05 0,25 0,1
Khi ta c modX = 2.
VD 17. Tm medX v modX vi bin ngu nhin X c
bng phn phi xc sut:
X 20 21 22 23 24
P 0,30 0,25 0,18 0,14 0,13
VD 18. Cho bnn X c hm mt xc sut:
2
x
2
1
f(x) .e , x
2

. Tm modX.

3. MT S LUT PHN PHI XC SUT THNG DNG

3.1. Phn phi xc sut ca bin ngu nhin ri rc
3.1.1. Phn phi siu bi
Xt tp c N phn t, trong c N
A
phn t c tnh
cht A. T tp ly ra n phn t. Gi X l s phn t
c tnh cht A th X c phn phi siu bi.
K hiu:
A
X H(N, N , n) hay
A
X H(N, N , n) .

a) nh ngha
Phn phi siu bi l phn phi ca bin ngu nhin ri
rc X = {0; 1; 2; ; n} vi xc sut tng ng l:
A A
k n k
N N N
k
n
N
C C
p P(X k)
C

= = = .
VD 1. Trong 1 ca hng bn 100 bng n c 5 bng
hng. Mt ngi chn mua ngu nhin 3 bng t ca
hng ny. Gi X l s bng hng ngi mua phi.
Lp bng phn phi xc sut ca X.
b) Cc s c trng
N n
EX np; VarX npq
N 1

= =

,
vi
A
N
p , q 1 p
N
= = .
VD 2. Mt r mn c 20 tri trong c 6 tri b h.
Chn ngu nhin t r ra 4 tri. Gi X l s tri mn
h chn phi. Lp bng phn phi xc sut ca X v tnh
EX, VarX bng hai cch.

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 9


3.1.2. Phn phi nh thc
a) Cng thc Bernoulli
Dy php th Bernoulli l dy n php th tha 3 iu
kin:
1) Cc php th ca dy c lp vi nhau.
2) Trong mi php th ta ch quan tm n 1 bin c A,
ngha l ch c A v A xut hin.
3) Xc sut xut hin A trong mi php th ca dy lun
l hng s:
( )
P(A) p, P A 1 p q, (0 p 1) = = = < < .
Cho dy n php th Bernoulli, xc sut xut hin k ln
bin c A l:
k k n k
k n
p C p q , p P(A)

= = .
VD 3. Mt b m sinh 2 con (mi ln sinh 1 con) vi xc
sut sinh con trai l 0,51. Gi X l s con trai trong 2 ln
sinh. Lp bng phn phi xc sut ca X.
VD 4. Mt my sn xut ln lt tng sn phm vi xc
sut 1 ph phm l 1%.
a) Cho my sn xut ra 10 sn phm, tnh xc sut c 2
ph phm.
b) My cn sn xut t nht bao nhiu sn phm xc
sut c t nht 1 ph phm nh hn 3%.
VD 5. Cho X c hm mt
3
4x , x (0; 1)
f(x)
0, x (0; 1)
'
1

1
=
!
1
1
+
.
Tnh xc sut trong 3 php th c lp c 2 ln X
nhn gi tr trong khong (0, 25; 0,5) .


b) nh ngha
Phn phi nh thc l phn phi ca bin ngu nhin
ri rc X = {0; 1; 2; ; n} vi xc sut tng ng l:
k k n k
k n
p P(X k) C p q

= = = .
K hiu: X B(n, p) hay X ~ B(n, p).
Ch
Khi n = 1 th X B(1, p) B(p), khi X cn c
gi l c phn phi khng mt hay Bernoulli.

c) Cc s c trng
0 0
EX np; VarX npq;
ModX x , np q x np p
= =
=
.
VD 6. Mt nh vn trng trng 5 cy lan qu, vi xc
sut n hoa ca mi cy trong 1 nm l 0,8.
a) Lp bng phn phi xc sut ca s cy lan trn n
hoa trong 1 nm.
b) Gi 1 cy lan n hoa l 1,2 triu ng. Gi s nh
vn bn ht nhng cy lan n hoa th mi nm nh
vn thu c chc chn nht l bao nhiu tin?
c) Nu mun trung bnh mi nm c 10 cy lan n hoa
th nh vn phi trng my cy lan?
VD 7. Mt l hng cha 20 sn phm trong c 4 ph
phm. Chn lin tip 3 ln (c hon li) t l hng, mi
ln chn ra 4 sn phm. Tnh xc sut trong 3 ln c
ng 1 ln chn c nhiu nht 3 ph phm.


3.1.3. Phn phi Poisson
a) Bi ton dn n phn phi Poisson
Gi X l s ln xut hin bin c A ti nhng thi im
ngu nhin trong khong thi gian (t
1
; t
2
) tha mn hai
iu kin:
1) S ln xut hin bin c A trong khong (t
1
; t
2
) khng
nh hng n xc sut xut hin A trong khong thi
gian k tip.
2) S ln xut hin bin c A trong 1 khong thi gian
bt k t l vi di ca khong .
Khi X c phn phi Poisson, k hiu X P( ) vi
2 1
c(t t ) 0 = , c: cng xut hin A.
Chng hn, s xe qua 1 trm hoc s cuc in thoi ti
1 trm cng cng c phn phi Poisson.

b) nh ngha
Bin ngu nhin X c phn phi Poisson vi tham s
0 (trung bnh s ln xut hin A) nu X nhn cc
gi tr 0, 1, 2,, n, vi xc sut tng ng l:
k
k
e .
p P(X k)
k!

= = = .
c) Cc s c trng
0 0
EX VarX ; ModX x , 1 x = = = .


VD 8. Trung bnh c 3 pht c 1 khch n quy mua
hng. Tnh xc sut trong 30 giy c 2 khch n
quy mua hng.
VD 9. Mt trm in thoi trung bnh nhn c 300
cuc gi trong 1 gi.
a) Tnh xc sut trm nhn c ng 2 cuc gi
trong 1 pht.
b) Tnh xc sut trm nhn c ng 5 cuc gi
trong 3 pht.
c) Tnh xc sut 2 trong 3 pht lin tip, mi pht
trm nhn c nhiu nht 1 cuc gi.
VD 10. Trung bnh 1 ngy (24 gi) c 10 chuyn tu vo
cng Cam Ranh. Chn ngu nhin lin tip 3 gi trong 1
ngy. Tnh xc sut 2 trong 3 gi y c ng 1 tu
vo cng.
3.2. Phn phi xc sut ca bin ngu nhin lin tc
3.2.1. Phn phi chun
a) nh ngha
Bnn X c gi l c phn phi chun vi tham s
v
2
( 0) , k hiu
( )
2
X N , , nu hm mt
phn phi xc sut ca X c dng:
2
2
(x )

2
1
f(x) e , x
2

=

.

Cc s c trng
2
ModX MedX EX ; VarX = = = = .



ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 10


b) Phn phi chun n gin
Cho
( )
2
X N , , t
X
T

=

th T c phn
phi chun n gin ( ) T N 0, 1 .
Hm mt phn phi xc sut ca T:
2
t

2
1
f(t) e
2

(gi tr c cho trong bng A).

Cng thc xc sut:
2
b
t

2
a
1
P(a T b) e dt
2

< < =

.


Hm
2
x
t

2
0
1
(x) e dt
2

( x 0 ) c gi l hm
Laplace (gi tr c cho trong bng B).

Tnh cht ca hm Laplace (dng tra bng)
1) ( x) (x) = (hm l);
2) vi x > 5 th (x) 0, 5 ;
3) P(T x) 0, 5 (x) < = .
Phn v mc
Ta gi t

l phn v mc ca T nu:
( ) P T t

= .

c) Phng php tnh xc sut phn phi chun tng
qut
Cho
( )
2
X N , , tnh P(a X b) < < ta t
a
=

,
b
=

P(a X b) ( ) ( ) < < = , tra bng B ta c
kt qu.
VD 11. Thi gian X (pht) ca 1 khch ch c phc
v ti 1 ca hng l bnn vi ( ) X N 4, 5; 1,21 .
a) Tnh xc sut khch phi ch c phc v t 3,5
pht n 5 pht; khng qu 6 pht.
b) Tnh thi gian ti thiu t nu xc sut khch phi ch
vt qu t l khng qu 5%.
VD 12. Thng k im thi X (im) trong mt k tuyn
sinh i hc mn ton ca hc sinh c nc cho thy X
l bin ngu nhin vi X N(4; 2, 25) .
Tnh t l im thi X 5,5.

VD 13. Tui th ca 1 loi bng n l X (nm) vi
X N(4, 2; 6, 25) . Khi bn 1 bng n th li c 100
ngn ng nhng nu bng n phi bo hnh th l 300
ngn ng. Vy c tin li trung bnh khi bn mi
bng n loi ny l 30 ngn ng th cn phi quy nh
thi gian bo hnh l bao nhiu?

VD 14. Cho X c phn phi chun vi EX = 10 v
( ) P 10 X 20 0, 3 < < = . Tnh ( ) P 0 X 15 < .

VD 15. Mt cng ty cn mua 1 loi thit b c dy t
0,118cm n 0,122cm. C 2 ca hng cng bn loi thit
b ny vi dy l cc bin ngu nhin c phn phi
chun N(,
2
). Gi bn ca ca hng X l 3
USD/hp/1000 ci v ca hng Y l 2,6 USD/hp/1000
ci. Ch s dy trung bnh (cm) v lch chun
(cm) c cho trong bng:
Ca hng (cm) (cm)
I 0,12 0,001
II 0,12 0,0015
Hi cng ty nn mua loi thit b ny ca hng no?
Ch . Nu
( )
2
X N , th:
( )
2
aX b N a b, a .
3.2.3. Phn phi
2
(n) (xem gio trnh)

3.2.4. Phn phi Student T(n) (vi n bc t do)
Cho T N(0, 1) v
2
Y (n) th

T
X T(n)
Y
n
= c hm mt xc sut:
n 1
2
2
n 1
2 x
f(x) 1
n n
n .
2

1
( )


=

1
( )

( )
.
Gi tr c ca t(n) c cho trong bng C.


Chng III. NH L GII HN TRONG XC SUT
1. MT S LOI HI T TRONG XC SUT V CC NH L (H i hc)
1.1. Hi t theo xc sut Lut s ln
a) nh ngha
Dy bin ngu nhin {X
i
} (i = 1, 2,, n) c gi l
hi t theo xc sut n bin ngu nhin X nu:
( )
n
n
, 0 : lim P X ( ) X( ) 0

= .
K hiu:
P
n
X X (n ) .
H bin ngu nhin {X
i
} (i = 1, 2,, n) c gi l
tun theo lut s ln (dng Tchbyshev) nu:
n n
i i
n
i 1 i 1
1 1
0 : lim P X EX 1
n n
= =
1

< =

( )



( )
n
P
i i
i 1
1
X EX 0
n
=

.

b) Bt ng thc Tchbyshev
Nu bin ngu nhin X c EX v VarX hu hn th:
( )
2
VarX
0 : P X EX

hay
( )
2
VarX
P X EX 1 <

.
ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 11


VD (tham kho). Thu nhp trung bnh hng nm ca
dn c 1 vng l 700USD vi lch chun 120USD.
Hy xc nh mt khong thu nhp hng nm xung
quanh gi tr trung bnh ca t nht 95% dn c vng .
Gii. Gi X(USD) l thu nhp hng nm ca dn c
vng . Ta c:
( )
2
VarX
P X EX 1 <

( )
2
2
120
P X 700 1 0, 95 < =

536, 656USD = .
Vy t nht 95% dn c vng c thu nhp hng nm
trong khong (163,344USD; 1236,656USD).
c) nh l lut s ln Tchbyshev
nh l
Nu h cc bin ngu nhin {X
i
} (i = 1, 2,, n) c
lp tng i c EX
i
hu hn v VarX
i
b chn trn bi
hng C th:
n n
i i
n
i 1 i 1
1 1
0 : lim P X EX 0
n n
= =
1

( )

.
H qu
Nu h cc bin ngu nhin {X
i
} (i = 1, 2,, n) c
lp tng i c EX
i
= v VarX
i
=
2
th:
n
P
i
i 1
1
X
n
=

.



ngha

Th hin tnh n nh ca trung bnh s hc cc bin
ngu nhin c lp cng phn phi v c phng sai hu
hn.

o 1 i lng vt l no ta o n ln v ly trung
bnh cc kt qu lm gi tr thc ca i lng cn o.

p dng trong thng k l da vo mt mu kh nh
kt lun tng th.
1.2. Hi t yu nh l gii hn trung tm

a) nh ngha
Dy bin ngu nhin {X
i
} (i = 1, 2,, n) c gi l
hi t yu hay hi t theo phn phi n b.n.n X nu:
n
n
lim F (x) F(x), x C(F)

= .
Trong , C(F) l tp cc im lin tc ca F(x).
K hiu:
d
n
X X hay
d
n
F F .

Ch
Nu
P
n
X X th
d
n
X X .

2. CC LOI XP X PHN PHI XC SUT
b) nh l Liapounop (gii hn trung tm)
Cho h cc bin ngu nhin {X
i
} (i = 1, 2,, n) c
lp tng i. t
n n
i i
i 1 i 1
Y X , EX
= =
= =

,
n
2
i
i 1
VarX
=
=

. Nu EX
i
, VarX
i
hu hn v
3
n
i i
3
n
i 1
E X EX
lim 0

th
( )
2
Y N , .
ngha
Dng nh l gii hn trung tm tnh xp x (gn
ng) cc xc sut.
Xc nh cc phn phi xp x gii quyt cc vn
ca l thuyt c lng, kim nh,
2.1. Lin h gia phn phi Siu bi v Nh thc
Nu n c nh, N tng v hn v
A
N
p (0 p 1)
N

th
A A
k n k
N N N
d k k n k
n
n
N
C C
C p q
C

.
Xp x phn phi siu bi bng Nh thc
Nu N kh ln v n rt nh so vi N (n < 0,05N) th
A
N
X B(n; p), p
N
= .
VD 1. Mt vn lan c 10000 cy sp n hoa, trong
c 1000 cy hoa mu . Chn ngu nhin 20 cy lan
trong vn ny.
Tnh xc sut chn c 5 cy lan c hoa mu .


2.2. Lin h gia Nh thc v Poisson
Nu n , p 0, np th:
k
d k k n k
n
e .
C p q
k!

.
Xp x phn phi Nh thc bng Poisson
Cho X c phn phi nh thc B(n, p), np = . Khi :
a) Nu n ln v p kh b (gn bng 0) th X P( ) .
b) Nu n ln v p cng kh ln (gn bng 1) th
X P( ) .
VD 2. Mt l hng c 0,1% ph phm. Tm xc sut
khi chn ra 1000 sn phm c:
a) Tt c u tt; b) Khng qu 2 ph phm.
2.3. nh l gii hn Moivre Laplace

nh l 1 (gii hn a phng)

Gi p
k
l xc sut xut hin k ln bin c A trong n
php th Bernoulli vi P(A) = p (p khng qu gn 0 v
khng qu gn 1) th
n
n
k
npq.P (k)
lim 1
f(x )
= .
Trong ,
2
x

2
k
1 k np
f(x) e , x
2 npq

= =

hu hn.

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 12


nh l 2 (gii hn Moivre Laplace)
Cho X B(n, p) v
n
X np
S
npq

= th:
F
n
S N(0, 1) .
Xp x Nh thc bng phn phi chun
Cho X B(n, p) , nu n kh ln, p khng qu gn 0
v 1 th
2
X N( ; ) vi
2
np, npq = = .
Khi :
1)
1 k
P(X k) .f
1


= =

( )
(tra bng A, f(x) = f(x)).
2)
2 1
1 2
k k
P(k X k )
1 1


=



( ) ( )
.

VD 3. Trong mt kho la ging c t l ht la lai l
13%. Tnh xc sut sao cho khi chn 1000 ht la ging
trong kho th c khng qu 15 ht la lai.

VD 4. Mt khch sn nhn t ch ca 325 khch hng
cho 300 phng vo ngy 1/1 v theo kinh nghim ca
nhng nm trc cho thy c 10% khch t ch nhng
khng n. Bit mi khch t 1 phng, tnh xc sut:

a) C 300 khch n vo ngy 1/1 v nhn phng.

b) Tt c cc khch n vo ngy 1/1 u nhn c
phng.

..


PHN II. L THUYT THNG K
Chng IV. L THUYT MU
1. KHI NIM V PHNG PHP XC NH MU

1.1. Mu v tng th (m ng)
Tp hp c cc phn t l cc i tng m ta nghin
cu c gi l tng th. S phn t ca tng th c
gi l kch thc ca tng th.
T tng th ta chn ra n phn t th n phn t c
gi l mt mu c kch thc (c mu) n. Mu c
chn ngu nhin mt cch khch quan c gi l mu
ngu nhin.
VD 1. Khi nghin cu v s c trong mt h th s c
trong h l kch thc ca tng th. T h bt ln 10
con c th c 1 mu khng hon li kch thc l 10.
Nu t h bt ln 1 con c ri th xung, sau tip
tc bt con khc, tin hnh 10 ln nh th ta c mu
c hon li kch thc 10.
Khi mu c kch thc ln th ta khng phn bit mu
c hon hay khng hon li.
1.2. Phng php xc nh mu
Mu nh tnh l mu m ta ch quan tm n cc phn
t ca n c tnh cht A no hay khng.
VD 2. iu tra 100 h dn ca mt thnh ph v thu
nhp trong 1 nm. Nu h c thu nhp di 10 triu
ng/nm l h ngho. Th trong 100 h c iu tra ta
quan tm n h ngho (tnh cht A).


Mu nh lng l mu m ta quan tm n mt yu t
v lng (nh chiu di, cn nng,) ca cc phn t
trong mu.
VD 3. Cn 100 tri da gang c chn ngu nhin t 1
cch ng l mu nh lng.

Mu c kch thc n l tp hp ca n bin ngu nhin
c lp X
1
, X
2
,, X
n
c lp t bin ngu nhin X v
c cng lut phn phi vi X l mu tng qut. Tin
hnh quan st (cn, o,) tng bin X
i
v nhn c
cc gi tr c th X
i
= x
i
, khi ta c mu c th x
1
,
x
2
,, x
n
.


VD 4. Chiu cao ca cy bch n l bin ngu nhin c
phn phi chun. o ngu nhin 5 cy X
1
, X
2
,, X
n
ta
c X
1
=3,5m; X
2
=3,2m; X
3
=2,5m; X
4
=4,1m; X
5
=3m.
Khi , {X
1
, X
2
,, X
n
} l mu tng qut c phn phi
chun v {3,5m; 3,2m; 2,5m; 4,1m; 3m} l mu c th.

Xc sut nghin cu v tng th hiu v mu cn
thng k th ngc li.



Xt v lng
Trung bnh tng th l EX = .
Phng sai tng th
2
VarX = l biu th cho mc
bin ng ca du hiu X.
Xt v cht
m ng c chia thnh 2 loi phn t: loi c tnh
cht A m ta quan tm v loi khng c tnh cht A.
Gi X = 0 nu phn t khng c tnh cht A v X = 1
nu phn t c tnh cht A, p l t l phn t c tnh cht
A th:
X B(p), p EX = =
So phan fu co fnh chaf A
So phan fu cua fo ng fho
.
1.3. Sp xp s liu thc nghim
1.3.1. Sp xp theo cc gi tr khc nhau
Gi s mu (X
1
, X
2
,, X
n
) c k quan st khc nhau l
X
1
, X
2
,, X
k
( k n ) v X
i
c tn s n
i
(s ln lp li)
vi
1 2 k
n n ... n n = . S liu c sp xp theo
th t tng dn ca X
i
.

VD 5. Kim tra ngu nhin 50 sinh vin, kt qu:

X (im) 2 4 5 6 7 8 9 10
n
i
(s SV) 4 6 20 10 5 2 2 1
ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 13


1.3.2. Sp xp di dng khong
Gi s mu (X
1
, X
2
,, X
n
) c nhiu quan st khc
nhau, khong cch gia cc quan st khng ng u
hoc cc X
i
khc nhau rt t th ta sp xp chng di
dng khong.
Xt khong ( )
min max
x , x cha ton b quan st X
i
.
Ta chia ( )
min max
x , x thnh cc khong bng nhau (cn
gi l lp ) theo nguyn tc:
S khong ti u l 1 + 3,322lgn, di khong l:
max min
x x
h
1 3, 322lg n

.

VD 6. o chiu cao ca n = 100 thanh nin, ta c bng
s liu dng khong:

Lp (khong)
(n v: cm)
Tn s n
i

(s thanh nin)
Tn sut
i
n
n

148 152
152 156
156 160
160 164
164 168
5
20
35
25
15
0,05
0,2
0,35
0,25
0,15



S dng cng thc
i 1 i
i
a a
x
2

= ta c bng s liu
dng bng (dng tnh ton):

x
i

Tn s n
i

Tn sut
i
n
n

150
154
158
162
166
5
20
35
25
15
0,05
0,2
0,35
0,25
0,15
Ch
i vi trng hp s liu c cho bi cch lit k th
ta sp xp li dng bng.

VD 7. Theo di mc nguyn liu hao ph sn xut ra
mt n v sn phm mt nh my, ta thu c cc s
liu sau (n v: gam). Hy sp xp s liu di dng
bng?
20; 22; 21; 20; 22; 22; 20; 19; 20; 22; 21;
19; 19; 20; 18; 19; 20; 20; 18; 19; 20; 20;
21; 20; 18; 19; 19; 21; 22; 21; 21; 20; 19;
20; 22; 21; 21; 22; 20; 20; 20; 19; 20; 21;
19; 19; 20; 21; 21.


2. CC C TRNG MU (tham kho)

2.1. Cc c trng mu
Gi s tng th c trung bnh EX = , phng sai
2
VarX = v t l p phn t c tnh cht A.
2.1.1. T l mu F
n

Cho mu nh tnh kch thc n, ta gi
n
n i i
i 1
0
1
F X , X
1 n
=
'
1
1
= =
!
1
1
+

l t l mu tng qut.
Cho mu nh tnh kch thc n, trong c m phn t
c tnh cht A. Khi ta gi:
n
m
f f
n
= = l t l mu c th.

Tnh cht

a) K vng ca t l mu bng t l tng th:
( )
1 n
n
X ... X
M F M p
n
1


= =

( )
.

b) Phng sai ca t l mu:
1 n
n
X ... X pq
VarF Var
n n
1


= =

( )

(cc X
i
c phn phi Bernoulli).


2.1.2. Trung bnh mu
Trung bnh mu:
n
n i
i 1
1
X X X
n
=
= =

.
Trung bnh mu c th:
n
n i
i 1
1
x x x
n
=
= =

.
Tnh cht
( ) n E X EX = = ,
( )
2
n
VarX
Var X
n n

= = .


Ch

T l mu
1 n
n
X ... X
F
n

= v trung bnh mu
1 n
n
X ... X
X
n

= khc nhau ch l trong F
n
, cc
X
n
ch c phn phi Bernoulli:
i
0,
X
'
1
1
=
!
1
1
+
ne u pha n t kho ng co tnh cha t A
1, ne u pha n t co tnh cha t A
.




ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 14


2.1.3. Phng sai mu
Phng sai mu:
( )
n
2 2 2
n
i n
i 1
1
S S X X
n
=
= =

.
Mu c th:
( )
n
2 2 2
n
i n
i 1
1
s s x x
n
=
= =

.
Phng sai mu hiu chnh:
( )
n
2
2 2
n i n
i 1
1
S S X X
n 1
=
= =

.
Mu c th:
( )
n
2
2 2
n i n
i 1
1
s s x x
n 1
=
= =

.
Tnh cht.
2
2
n 1
E S
n
1


=

( )

,
( )
2 2
E S = .
Trong tnh ton ta s dng cng thc:
( )
n
2 2 2
2 2
n n
n n i
i 1
n 1
s x x , x x
n 1 n
=
l
l = =
l

l

.
2.2. Lin h gia c trng ca mu v tng th
Cc c trng mu
2
n
n n
F , X , S l cc thng k dng
nghin cu cc c trng
2
p, , tng ng ca
tng th. T lut s ln ta c:

2 2
n
n n
F p, X , S (theo xc sut).
Trong thc hnh, khi c mu n kh ln (c hng chc
tr ln) th cc c trng mu xp x cc c trng tng
ng ca tng th:
2
2 2 2
x , f p, s , s

.

3. PHN PHI XC SUT CA CC C TRNG MU (tham kho)
3.1. Phn phi xc sut ca t l mu F
Do EF = p v
pq
VarF
n
= nn vi n kh ln th:
pq
F N p,
n
1

( )
.
Vi mu c th kch thc n, t l mu f th p f .
Ta c:
f(1 f) (F p) n
F N p, hay N(0, 1)
n
f(1 f)
1

( )

.
3.2. Phn phi xc sut ca trung bnh mu
3.2.1. Trng hp tng th X c phn phi chun
( )
2
X N ,

Do EF = p v
2
EX , VarX
n

= = nn:
( )
2
X
X N , hay n N 0, 1
n
1

( )
.
Vi mu c th kch thc n ln, th
2 2
s . Ta
c: ( )
2
s X
X N , hay n N 0, 1
n s
1

( )
.
Khi n < 30 v
2
cha bit th:
2
X
n (n 1)
s

c phn phi Student vi n 1
bc t do.


3.2.2. Trng hp X khng c phn phi chun
T nh l gii hn trung tm, ta suy ra:
( )
d
X
n N 0, 1

( )
d
X
n N 0, 1
s

.
Vi n 30 , ta c cc phn phi xp x chun:
a)
2
bit th:
( )
2
X
n N 0, 1 , X N ,
n
1

( )
.

b)
2
cha bit th:
( )
2
X S
n N 0, 1 , X N ,
S n
1

( )
.

3.3. Phn phi xc sut ca phng sai mu
Gi s tng th
( )
2
X N , , khi :
( )
n
2 2
2
n
i
2 2 2
i 1
n n 1 1
S S X X
=

= =

s c phn
phi
2
(n 1) .

4. THC HNH TNH CC C TRNG MU C TH
4.1. Tnh t l mu f
Trong mu c m phn t c tnh cht A m ta quan tm
th t l mu l
m
f
n
= .
4.2. Tnh trung bnh mu x
Mu c n gi tr x
i
th trung bnh mu l:
n
1 2 n
i
i 1
x x ... x 1
x x
n n
=

= =

.
Nu x
i
lp li n
i
(i = 1,, k n ) ln th trung bnh
mu l:
k
i i
i 1
1
x x n
n
=
=

.
VD. Xt 10 kt qu quan st:
102, 102, 202, 202, 202, 302, 302, 302, 302, 402.
Ta c:
1
x (102.2 202.3 302.4 402.1)
10
= .
4.3. Tnh phng sai mu
2
s

Tnh x v
( )
n
2
2 2 2 2
1 2 n i
i 1
1 1
x x x ... x x
n n
=
= =

.
Phng sai mu l:
( )
2 2 2
s x x =

.
Phng sai mu c hiu chnh l:
2
2
n
s s
n 1
=

.
ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 15

S DNG MY TNH B TI TNH CC C TRNG CA MU

1. S LIU N (khng c tn s)

VD 1. Cho mu c c mu l 5: w = (12, 13, 11, 14, 11).

a) My fx 500MS
Xa nh: MODE -> 3 -> = -> =
Vo ch thng k nhp d liu
MODE -> 2 (chn SD i vi fx500MS); MODE -> MODE -> 1 (chn SD i vi fx570MS)
Nhp cc s:
12 M+ 13 M+. 11 M+
Xut kt qu
SHIFT -> 2 -> 1 -> = (xut kt qu x : trung bnh mu)
SHIFT -> 2 -> 2 -> = (xut kt qu s

= x n : lch chun ca mu)

SHIFT -> 2 -> 3 -> = (xut kt qu s = x n 1 : lch chun ca mu c hiu chnh)

b) My fx 500ES
Xa nh: SHIFT -> 9 -> 3 -> = -> =
Vo ch thng k nhp d liu
SHIFT -> MODE -> dch chuyn mi tn tm chn mc Stat -> 3 (ch khng tn s)
MODE -> 3 (stat) -> 1 (1-var) -> (nhp cc s) 12 = 13 =. 11 =
Xut kt qu
SHIFT -> 1 -> 5 (var) -> 1 -> = (n: c mu)
SHIFT -> 1 -> 5 (var) -> 2 -> = ( x : trung bnh mu)
SHIFT -> 1 -> 5 (var) -> 3 -> = ( x n : lch chun ca mu)
SHIFT -> 1 -> 5 (var) -> 4 -> = ( x n 1 : lch chun ca mu c hiu chnh)

2. S LIU C TN S

VD 2. Cho mu nh sau
x
i
12 11 15
n
i
3 2 4
a) My fx 500MS
Xa nh: MODE -> 3 -> = -> =
Vo ch thng k nhp d liu
MODE -> 2 (chn SD i vi fx500MS); MODE -> MODE -> 1 (chn SD i vi fx570MS)
Nhp cc s:
12 -> SHIFT -> , -> 3 -> M+
11 -> SHIFT -> , -> 2 -> M+
15 -> SHIFT -> , -> 4 -> M+
Xut kt qu, lm nh 1a)

b) My fx 500ES
Xa nh vo ch thng k nhp d liu c tn s:
SHIFT -> MODE (SETUP) dch chuyn mi tn -> 4 -> 1
MODE -> 3 (stat) -> 1 (1-var)
Nhp cc gi tr v tn s vo 2 ct trn mn hnh
X FREQ
12 3
11 2
15 4
Xut kt qu, lm nh 1b)
VD 3. iu tra nng sut ca 100 ha la trong vng, ta c bng s liu sau:
Nng sut (tn/ha) 3 - 3,5 3,5 - 4 4 - 4,5 4,5 - 5 5 - 5,5 5,5 - 6 6 - 6,5 6,5 - 7
Din tch (ha) 7 12 18 27 20 8 5 3
Nhng tha rung c nng sut t hn 4,4 tn/ha l c nng sut thp.
a) Tnh t l din tch la c nng sut thp.
b) Tnh nng sut la trung bnh, phng sai v lch chun ca mu c hiu chnh.





ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 16
Chng V. C LNG C TRNG CA TNG TH (M NG)

1. C LNG IM

1.1. Thng k
Mt hm ca mu tng qut T = T(X
1
, X
2
,, X
n
) c
gi l 1 thng k.
Cc vn ca thng k ton c gii quyt ch yu
nh vo vic xy dng cc hm thng k ch ph thuc
vo mu tng qut, khng ph thuc cc tham s.

1.2. c lng im
c lng im ca tham s (t l, trung bnh,
phng sai,) l thng k ( )
1 n
X , ..., X =

ch ph
thuc vo n quan st X
1
, , X
n
, khng ph thuc vo .
VD 1.
T l mu
1 2 n
X X ... X
F
n

= l c lng
im ca t l tng th p.
Trung bnh mu
1 2 n
X X ... X
X
n

= l c
lng im ca trung bnh tng th .
1.3. c lng khng chch (tham kho)
Thng k ( )
1 n
X ,..., X

l c lng khng chch ca

nu ( )
1 n
E X ,..., X
l
=
l
l

.


VD 2.
EF = p (t l mu l c lng khng chch ca t l
tng th).

( )
E X = (trung bnh mu l c lng khng chch
ca trung bnh tng th ).

( )
2
2 2
E S E S
1

= =

( )

(phng sai mu l c lng

khng chch ca phng sai tng th
2
).
VD 3. Cn 100 sn phm ca 1 x nghip ta c bng s
liu:
x (gr) 498 502 506 510
n
i
40 20 20 20
Ta c:
498.40+502.20+506.20+510.20
x
100
= 502, 8(gr) = .
D on (c lng): Trng lng trung bnh ca cc
sn phm trong x nghip l 502, 8(gr) .

VD 4 (tham kho). T mu tng qut W = (X
1
, X
2
) ta
xt hai c lng ca trung bnh tng th sau:
1 2
1 1
X X X
2 2
= v
1 2
1 2
X X X
3 3

= .
a) Chng t X v X l c lng khng chch ca .
b) c lng no hiu qu hn?


Gii

a)
( ) ( ) ( )
1 2 1 2
1 1 1 1
E X E X X E X E X
2 2 2 2
1

= =

( )


1 1
2 2
= = .

( ) ( ) ( )
1 2 1 2
1 2 1 2
E X E X X E X E X
3 3 3 3
1

= =

( )


1 2
3 3
= = (pcm).


b)
( )
1 2
1 1
Var X Var X X
2 2
1

=

( )

( ) ( )
2 2 2
1 2
1 1
Var X Var X
4 4 4 4 2

= = = .

( )
1 2
1 2
Var X Var X X
3 3
1

=

( )

( ) ( )
2 2 2
1 2
1 4 4 5
Var X Var X
9 9 9 9 9

= = =

( ) ( )
Var X Var X < .
Vy c lng X hiu qu hn.

2. C LNG KHONG

2.1. nh ngha
Khong
( )
1 2 ;

ca thng k

c gi l khong
tin cy ca tham s nu vi xc sut 1 cho trc
th
( )
1 2 P 1 < < =

.
Xc sut 1 l tin cy ca c lng,
2 1 2 =

l di khong tin cy v l chnh
xc ca c lng. Khi :
( )
1 2 ;

.

Bi ton tm khong tin cy ca l bi ton c
lng khong.

Ch
Do tng th X l bin ngu nhin lin tc nn:
( ) ( )
1 2 1 2 P P < < =

.
Do , ta c th ghi 1 2 ;
l

l
l

.

2.2. c lng khong cho t l tng th p
Gi s t l p cc phn t c tnh cht A ca tng th
cha bit. Vi tin cy 1 cho trc, khong tin
cy cho p l ( )
1 2
p ; p tha:
( )
1 2
P p p p 1 < < = .

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 17


Trong thc hnh vi t l mu
n
m
f f
n
= = (n: c mu;
m: s phn t quan tm), khong tin cy cho p l:
( ) f ; f , vi
( ) f 1 f
t
n

= .
Trong t

l mc phn v, tm c t

1
(t )
2

= bng cch tra bng B.
Ch
( )
2
2
t
n f 1 f 1

l
l
=
l

l
l
l kch thc mu cn chn
ng vi , 1 cho trc ([x] l phn nguyn ca x).

VD 1. Mt trng H c 10.000 sinh vin. im danh
ngu nhin 1000 sinh vin thy c 76 ngi b hc. Hy
c lng s sinh vin b hc ca trng vi tin cy
95%.



VD 2. c lng s c trong 1 h ngi ta bt ln
3000 con, nh du ri th li xung h. Sau 1 thi gian
bt ln 400 con thy c 60 con c nh du.
Vi tin cy 97%, hy c lng s c c trong h.



VD 3. Ly ngu nhin 200 sn phm trong 1 kho hng
thy c 21 ph phm.

a) c lng t l ph phm c trong kho hng vi tin
cy 99%.

b) Da vo mu trn, nu mun chnh xc ca c
lng l = 0,035 th tin cy ca c lng l bao
nhiu ?

c) Da vo mu trn, nu mun chnh xc l 0,01 vi
tin cy 97% th cn kim tra thm bao nhiu sn
phm na ?

2.3. c lng trung bnh tng th
Gi s tng th c trung bnh cha bit. Vi tin
cy 1 cho trc, khong tin cy cho l ( )
1 2
;
tha: ( )
1 2
P 1 < < = .
Trong thc hnh ta c 4 trng hp sau
a) Trng hp 1. Kch thc mu n 30 v phng
sai tng th
2
bit.
Tnh x (trung bnh mu).
T
B
1
1 (t ) t
2


= .
Suy ra
( )
x ; x vi t
n

= .

VD 4. Kho st ngu nhin 100 sinh vin thy im
trung bnh mn XSTK l 5,12 im vi lch chun
0,26 im. Hy c lng im trung bnh mn XSTK
ca sinh vin vi tin cy 97%.
b) Trng hp 2. Kch thc mu n 30 v phng
sai tng th
2
cha bit.
Tnh
2 2 2
n
x, s s s s
n 1
=

( lch chun
mu hiu chnh).
T
B
1
1 (t ) t
2


= (bng B)

( )
x ; x vi
s
t
n

= .
VD 5. o ng knh ca 100 trc my do 1 nh my
sn xut th c bng s liu:
ng knh (cm) 9,75 9,80 9,85 9,90
S trc my 5 37 42 16

a) Hy c lng ng knh trung bnh ca trc my
vi tin cy 97%.
b) Da vo mu trn, vi chnh xc 0,006, hy xc
nh tin cy.
c) Da vo mu trn, nu mun c chnh xc l 0,003
vi tin cy 95% th cn phi o bao nhiu trc my ?
c) Trng hp 3. Vi n 30 < , phng sai tng th
2

bit v X c phn phi chun th ta lm nh trng
hp 1.

d) Trng hp 4. Vi n 30 < , phng sai tng th
2

cha bit v X c phn phi chun.
Tnh
2 2 2
n
x, s s s s
n 1
=

.
T
C n 1
1 t

(bng C)
Suy ra
( )
x ; x vi
n 1
s
t .
n

= .
Ch
Trong thc hnh, nu bi khng cho X c phn phi
chun th ta b sung vo.
VD 6. Bit chiu di ca 1 sn phm l i lng ngu
nhin c phn phi chun. o ngu nhin 10 sn phm
ny th c trung bnh 10,02m v lch chun ca
mu cha hiu chnh l 0,04m. Tm khong c lng
chiu di trung bnh ca loi sn phm ny vi tin cy
95%.
VD 7. Nng sut la trong 1 vng l i lng ngu
nhin c phn phi chun. Gt ngu nhin 115 ha la ca
vng ny ta c s liu:
Nng sut (t/ha) 40 42 42 44 44 46
Din tch (ha) 7 13 25
Nng sut (t/ha) 46 48 48 50 50 52
Din tch (ha) 35 30 5
a) Hy c lng nng sut la trung bnh vng ny
vi tin cy 95%.
b) Nhng tha rung c nng sut khng qu 44 t/ha l
nng sut thp. Hy c lng nng sut trung bnh ca
nhng tha rung c nng sut thp vi tin cy 99%.
ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 18



VD 8. nghin cu nhu cu v loi hng A 1 khu
vc ngi ta tin hnh kho st 400 trong ton b 4000
gia nh, kt qu:
Nhu cu (kg/thng) 01 12 23 34
S gia nh 10 35 86 132
Nhu cu (kg/thng) 45 56 67 78
S gia nh 78 31 18 10

a) c lng nhu cu trung bnh loi hng A ca khu
vc trn trong 1 nm vi tin cy 95%.
b) Vi mu kho st trn, nu mun c c lng vi
chnh xc 4,8 tn v tin cy 95% th cn kho st ti
thiu bao nhiu gia nh trong khu vc?

2.4. c lng phng sai tng th
2

Gi s tng th X c phn phi chun vi phng sai
2
cha bit. Vi tin cy 1 cho trc, khong
tin cy cho
2
l
( )
2 2
1 2
; tha:
( )
2 2 2
1 2
P 1 < < = .

Trong thc hnh ta c hai trng hp sau





a) Trng hp 1. Trung bnh tng th bit.
T mu ta tnh ( )
k
2
2
i i
i 1
n.s n x , k n
=
=

.
T 1
2

, tra bng D tm c:
2 2
n n
1 ,
2 2
1 1






( ) ( )
.
2 2
2 2
1 2
2 2
n n
n.s n.s
,
1
2 2
= =
1 1






( ) ( )

.

b) Trng hp 2. Trung bnh tng th cha bit.
T mu ta tnh
( )
k
2
2
i i
i 1
x (n 1)s n x x , k n
=
=

.
T 1
2

, tra bng D tm c:
2 2
n 1 n 1
1 ,
2 2

1 1






( ) ( )
.
2 2
2 2
1 2
2 2
n 1 n 1
(n 1)s (n 1)s
,
1
2 2


= =
1 1






( ) ( )
.


VD 9. Trng lng gi m X(gr) l bnn c phn phi
chun. Cn kim tra 15 gi m c s liu:
X(gr) 84 84,5 85 85,5
S gi 2 3 8 2
Vi tin cy 93%, hy c lng phng sai X trong
mi trng hp sau:
a) Bit trng lng trung bnh gi m l 84,9gr.
b) Cha bit trng lng trung bnh gi m.

VD 10. Kho st 16 sinh vin v im trung bnh ca
hc k 2 th tnh c s
2
= 2,25 im. c lng
phng sai v im trung bnh hc k 2 ca sinh vin
vi tin cy 97%, bit rng im trung bnh X ca sinh
vin l bin ngu nhin c phn phi chun.

VD 11. Mc hao ph nguyn liu cho 1 n v sn phm
l i lng ngu nhin X (gr) c phn phi chun.
Quan st 28 sn phm ny ngi ta thu c bng s
liu:

X (gr) 19,0 19,5 20,0 20,5
S sn phm 5 6 14 3

Vi tin cy 90%, hy c lng phng sai ca mc
hao ph nguyn liu trn trong 2 trng hp:
a) Bit EX = 20gr.
b) Cha bit EX.


Chng VI. KIM NH GI THIT THNG K
1. KIM NH GI THIT V C TRNG TNG TH (M NG)

1.1. Khi nim bi ton kim nh
Dng cc thng k t mu chp hay bc b mt gi
thit H no ni v tng th gi l kim nh gi thit
thng k.
Khi kim nh gi thit H c th xy ra 1 trong 2 sai
lm sau:
1) Loi 1: Bc b H trong khi H ng;
2) Loi 2: Chp nhn H trong khi H sai.
Phng php kim nh l cho php xc sut xy ra sai
lm loi 1 khng vt qu mc ngha . Vi mc
ngha cho, ta chp nhn H nu xc sut xy ra sai
lm loi 2 l nh nht.
Ch
Mc ngha gim th P(loi I) gim P(loi II)
tng, ngha l kh nng chp nhn H tng.

1.2. Kim nh gi thit t l tng th p

ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 19


Vi t l p
0
cho trc th
0
0 0
F p
T N(0; 1)
p q
n

= v
W t T P(t t )

= l min bc b gi
thit H.
Cc bc gii
t gi thit H: p = p
0
(ngha l t l tng th nh t l
cho trc).
T mu c th ta tnh t l mu
m
f
n
= v
gi tr kim nh
0
0 0
f p
t
p q
n

= .
T mc ngha 1
B
1
(t ) t
2


= .
Nu t t

th ta chp nhn gi thit, ngha l p = p

0
.
Nu t t

th ta bc b gi thit, ngha l
0
p p .

Trong trng hp bc b, nu f > p
0
th kt lun p > p
0

v f < p
0
th p < p
0
.

VD 1. Kim tra 800 sinh vin thy c 128 sinh vin gii.
Trng bo co tng kt l c 40% sinh vin gii th c
th chp nhn c khng vi mc ngha 5%?



VD 2. kim tra 1 loi sng th thao, ngi ta cho bn
1000 vin n vo bia thy c 540 vin trng ch. Sau
, bng ci tin k thut ngi ta nng t l trng ln
70%. Hy cho kt lun v ci tin vi mc ngha 1%.

VD 3. Theo bo co, t l hng ph phm trong kho l
12%. Kim tra ngu nhin 100 sn phm thy c 13 ph
phm. Vi mc ngha 5% th bo co trn c ng tin
khng ?

VD 4. Mt cng ty tuyn b rng 40% dn chng a
thch sn phm ca cng ty. Mt cuc iu tra 400 ngi
tiu dng thy c 175 ngi a thch sn phm ca cng
ty. Vi mc ngha 3%, hy kim nh tuyn b trn ?
1.3. Kim nh gi thit trung bnh tng th
Vi trung bnh
0
cho trc, tng t bi ton c
lng khong cho trung bnh tng th, ta c cc trng
hp sau (tm tt):
t gi thit H: =
0
(ngha l trung bnh tng th
nh trung bnh cho trc).
a) Trng hp 1. Vi
2
n 30, bit.
Tnh
0
x
t , t
n

.
Nu t t

ta chp nhn gi thit;

t t

ta bc b gi thit.


b) Trng hp 2. Vi
2
n 30, cha bit.
Lm nh trng hp 1 nhng thay s = .
c) Trng hp 3. Vi
2
n 30, < bit, X c phn
phi chun (lm nh trng hp 1).
d) Trng hp 4. Vi
2
n 30, < cha bit, X c
phn phi chun.
Tnh
0
x
t
s
n

= . T mc ngha
C n 1
t

.
Nu
n 1
t t

ta chp nhn gi thit;

n 1
t t

ta bc b gi thit.

Ch
Trong trng hp bc b:
Nu
0 0
x v
0 0
x < < .

VD 5. Trng lng trung bnh ca ca mt loi sn
phm l 6kg. Kim tra 121 sn phm thy trng lng
trung bnh l 5,795 kg v phng sai
2
s 5, 712 =

.
Hy kim nh v trng lng trung bnh ca sn phm
ny vi mc ngha 5%.




VD 6. Cn th 15 con g ty 1 tri chn nui khi xut
chung ta tnh c x 3, 62kg = . Bit trng lng g
ty l bin ngu nhin c
2
0, 01 = .

a) Gim c tri ni rng trng lng trung bnh ca g
ty l 3,5kg, vi mc ngha 2% hy kim nh li ni
trn ?
b) Gi s ngi ta dng thc n mi v khi xut chung
trng lng trung bnh ca g ty l 3,9 kg. Vi mc
ngha 3%, hy cho kt lun v loi thc n ny ?
VD 7. Khi lng ca mt bao go ca 1 nh my l
bin ngu nhin c lch tiu chun l 0,3kg. Ban
gim c tuyn b khi lng mi bao go ca nh my
l 50kg. Cn th 50 bao th thy khi lng trung bnh l
49,97kg. Vi mc ngha 1%, hy kim tra li tuyn b
trn ?
VD 8. im trung bnh mn ton ca sinh vin nm
trc l 5,72. Nm nay theo di 100sv c s liu:
im 3 4 5 6 7 8 9
S sinh vin 3 5 27 43 12 6 4
Vi mc ngha 5%, phi chng im trung bnh ca
sinh vin nm nay cao hn nm trc?
ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 20


VD 9. Chiu cao cy ging X(m) trong mt vm m
l bin ngu nhin c phn phi chun.
o ngu nhin 25 cy ta c:
X (m) 0,8 0,9 1,0 1,1 1,2 1,3
S cy 1 2 9 7 4 2
Theo quy nh khi no cy cao trung bnh trn 1m th
em ra trng. Vi mc ngha 5%, c th em cy ra
trng c cha ?

1.4. Kim nh gi thit phng sai tng th c phn
phi chun
2
(tham kho)
Vi
2
0
cho trc, ta thc hin cc bc sau:
t gi thit H:
2 2
0
= (ngha l phng sai tng th
nh phng sai cho trc).

T mu ta tnh gi tr kim nh
2
2
2
0
(n 1)s
=

.
T
D 2 2
n 1 n 1
1 , 1
2 2 2

1 1






( ) ( )
.
Nu
2 2 2
n 1 n 1
1
2 2

1 1


< <



( ) ( )
ta chp nhn
gi thit, ngc li th bc b gi thit.
Trong trng hp bc b, nu
2 2
0
s th kt lun
2 2
0
v
2 2
0
s < th
2 2
0
< .
VD 10. Tin hnh 25 quan st v ch tiu X ca 1 loi
sn phm, ta tnh c s
2
= 416,667. C ti liu ni rng
phng sai ca ch tiu X l 400. Vi mc ngha 3%,
cho nhn xt v ti liu ny?

2. KIM NH SO SNH HAI C TRNG
2.1. So snh hai t l p
x
v p
y
ca hai tng th X, Y

t gi thit H: p
x
= p
y
.
T 2 mu ta tnh
x
x
x
m
f
n
= ,
y
y
y
m
f
n
= ,
x y
0
x y
m m
p
n n

(t l thc nghim chung ca hai mu).

Tnh
0 0
q 1 p =
x y
0 0
x y
f f
t
1 1
p q
n n

=
1

( )
(gi tr kim nh).

Nu t t

th chp nhn H
x y
p p = ;
nu
x y
x y
t t
p p
f f

'
1
1
<
!
1 <
1
+
; nu
x y
x y
t t
p p
f f

'
1
1

!
1
1
+
.

VD 1. T hai tng th X
1
, X
2
tin hnh 2 mu c kch
thc n
1
= 100, n
2
= 120 ta tnh c f
1
= 0,2 v f
2
= 0,3.
Vi mc ngha 1% hy so snh hai t l ca hai tng
th .
VD 2. Kim tra 120 sinh vin trng A thy c 80 sinh
vin gii, 150 sinh vin trng B c 90 sinh vin gii.
Hi t l sinh vin gii ca 2 trng nh nhau khng vi
mc ngha l 5%?



VD 3. Kim tra 120 sn phm kho I thy c 6 ph
phm. Kim tra 200 sn phm kho II thy c 24 ph
phm. Cht lng hng hai kho c khc nhau khng
vi: 1) Mc ngha 5% ? 2) Mc ngha 1% ?

2.2. So snh hai trung bnh
x
v
y
ca hai tng th
Tm tt 4 trng hp (chp nhn hay bc b gi thit
nh bi kim nh trung bnh):

t gi thit H:
x
=
y
.
Trng hp 1.
x y
n , n 30 v
2 2
x y
, bit.

T 2 mu c th ta tnh kim nh
2
2
y
x
x y
x y
t
n n

v
so snh vi t

.
Trng hp 2.
x y
n , n 30 v
2 2
x y
, cha bit.
Ta thay
2 2
x y
, bi
2 2
x y
s , s trong trng hp 1.
Trng hp 3.
x y
n , n 30 < v
2 2
x y
, bit ng
thi X, Y c phn phi chun (nh trng hp 1).


Trng hp 4.
x y
n , n 30 < v
2 2
x y
, cha bit; X, Y
c phn phi chun.

Tnh phng sai mu chung cha hiu chnh ca 2 mu
2 2
x x y y
2
x y
(n 1)s (n 1)s
s
n n 2

=

.
Tnh gi tr kim nh
x y
x y
t
1 1
s.
n n

.
T
x y
n n 2 C
t

v so snh vi t.
VD 4. Cn th 100 tri cy nng trng I ta tnh c
2
x
x 101, 2gr; s 571, 7 = = v 361 tri cy nng
trng II tnh c
2
y
y 66, 39gr; s 29, 72 = = .
Hy so snh trng lng trung bnh ca tri cy 2 nng
trng vi mc ngha 1%.

VD 5. o ng knh 20 trc my do my I sn xut v
22 trc my do my II sn xut ta tnh c
x 251, 7mm = ;
2
x
s 52, 853 = v y 249, 8mm = ;
2
y
s 56, 2 = . C th xem ng knh trung bnh ca cc
trc my 2 my nh nhau vi mc ngha 1% khng?
ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 21



VD 6. Khi lng trung bnh ca 50 tri da hu do x
A trng l 6,72kg vi s
x
= 0,72kg. Khi lng trung bnh
ca 80 tri da hu do x B trng l 6,46kg vi
s
y
= 0,91kg. Vi mc ngha 1% c kt lun khi lng
trung bnh tri da hu do x A trng nng hn khng ?

VD 7. Khi lng trung bnh ca 23 tri da hu do x
A trng l 6,72kg vi s
x
= 0,72kg. Khi lng trung bnh
ca 19 tri da hu do x B trng l 6,46kg vi
s
y
= 0,91kg. Vi mc ngha 1% c kt lun khi lng
trung bnh tri da hu do x A trng nng hn khng ?


2.3. So snh hai phng sai
2
x
v
2
y
ca hai tng
th (so snh t l phng sai) (tham kho)

t gi thit H:
2 2
x y
= .
Tnh gi tr kim nh
2
x
2
y
s
g
s
= .
T mc ngha
2

.
Tra bng E ta tm c
x y
2
f f (n 1, n 1)

= .


Nu g < f ta chp nhn gi thit, nu g > f ta bc b gi
thit.
Trong trng hp bc b gi thit:
Nu
2 2
x y
s s th kt lun
2 2
x y
v ngc li.

VD 8. Gi c phiu l bin ngu nhin c phn phi
chun. iu tra ngu nhin gi c phiu ca cng ty X
trong 25 ngy tnh c lch tiu chun mu hiu
chnh l 7,5 ngn ng; ca cng ty Y trong 22 ngy l
6,2 ngn ng. Vi mc ngha 5%, hy so snh v
ri ro c phiu ca hai cng ty trn.

VD 9. Doanh s bn hng (n v: triu ng) ca 1
cng ty A l bin ngu nhin c phn phi chun. Cng
ty A cho ngi theo di doanh s bn hng trong 7 ngy
vng X th tnh c phng sai mu cha hiu chnh
l 82,1; vng Y trong 6 ngy th tnh c 25,3.
Vi mc ngha 3%, hy so snh ri ro u t ca
cng ty A hai vng trn.



Chng VII. L THUYT TNG QUAN V HM HI QUY


1. H s tng quan gia X v Y

minh ha cho vn , chng ta th xem xt nghin
cu sau y m trong nh nghin cu o lng
cholesterol (Y) trong mu ca 10 i tng nam
tui (X).
Kt qu o lng nh sau:
X 20 52 30 57 28
Y 1,9 4,0 2,6 4,5 2,9

X 43 57 63 40 49
Y 3,8 4,1 4,6 3,2 4,0

Biu lin h gia tui v cholesterol:


Biu trn y gi cho thy mi lin h gia tui
(X) v cholesterol (Y) l mt ng thng (tuyn tnh).



o lng mi lin h ny, chng ta c th s
dng h s tng quan:
n
i i
i 1
xy
n n 2 2
x y 2 2
i i
i 1 i 1
(x x)(y y)
xy x.y
r
s .s
(x x) (y y)
=
= =

= =

.
Trong
ij i i
i 1
j 1
1
xy n x
n
y
=
=
=

,
ij
n n =

.
Ch .
2 2
x y
s .s

c sai s b hn
x y
s .s

.
ngha
H s tng quan o mi quan h tuyn tnh gia x, y.
1)
xy
1 1 r .
2) Nu
xy
r 0 = th hai bin s khng c quan h tuyn
tnh; nu
xy
r 1 = th hai bin s c quan h tuyn tnh
tuyt i.
3) Nu
xy
r 0 < th quan h gia x, y l gim bin
(c ngha l khi x tng th y gim).
4) Nu
xy
r 0 th quan h gia x, y l ng bin
(c ngha l khi x tng th y cng tng).


ThS. oan Vng Nguyen Slide bai giang XSTK

Trang 22
VD 1. Tnh h s tng quan gia tui v cholesterol
cho bng trn. Ta c:
n
i 1
i
x
1
x 43
n
, 9
=
= =

;
n
i 1
i
y
1
y 3,
n
56
=
= =

;
ij i i
i 1
j 1
xy y 167, 2
1
6 n x
n
=
=
= =

;
2
x
s 183, 29 =

;
2
y
s 0, 6944 =

.
Vy
xy
2 2
x y
xy x.y
r 0, 9729
s .s

= =

.

2. ng thng hi qui

tin vic theo di v m t m hnh, gi tui cho
c nhn i l x
i
v cholesterol l y
i
, i 1,10 = .

Cc im c ta (x
i
; y
i
) to thnh ng gp khc
v gn vi ng thng c dng y = ax + b. Ngi ta
dng ng thng y = ax + b tnh xp x cc gi tr y
i

theo x
i
:
i i i
y ax b = vi mt sai s
i
, ng
thng ny c gi l ng thng hi quy.


Cc thng s a, b phi c c tnh t d liu.
Phng php c tnh cc thng s ny l phng
php bnh phng b nht. Phng php bnh phng b
nht l tm gi tr a, b sao cho tng bnh phng sai s
n n
i 1 i 1
2
2
i i i
(ax y b)
= =
l

l
=

l nh nht.
c lng cho a, b p ng iu kin trn l:
2
x
xy x.y
a , b y ax
s

= =

.
Ch
x
xy
y x
y y x x
r
s s

=

.

VD 2. o chiu cao X(m) v khi lng Y(kg) ca 5 hc
sinh, ta c kt qu:

X(m) 1,45 1,6 1,5 1,65 1,55
Y(kg) 50 55 45 60 55

a) Tm h s tng quan r
xy
.
b) Lp phng trnh hi quy tuyn tnh ca Y theo X.
c) D on nu mt hc sinh cao 1,62m th nng khong
bao nhiu kg?


VD 3. S vn u t X(triu ng) v li nhun Y(triu
ng) trong mt n v thi gian ca 100 quan st l:

Y
X

0,3

0,7

1,0
1 20 10
2 30 10
3 10 20

a) Lp phng trnh hi tuyn tnh ca X theo Y.
b) D on nu mun li nhun thu c l 0,5 triu
ng th cn u t bao nhiu?
VD 4. S thng bia Y(thng) c bn ra ph thuc vo
gi bn X (triu ng/ thng). iu tra 100 i l v 1
loi bia trong mt n v thi gian c bng s liu:

Y
X

100

110

120
0,150 5 15 30
0,160 10 25
0,165 15
a) Tnh h s tng quan r
xy
.
b) Lp phng trnh hi tuyn tnh ca X theo Y.
c) D on nu mun bn c 115 thng bia th gi bn
mi thng c bao nhiu?
3. S dng my tnh tm ng hi qui
VD 5. (fx 500ES) Bi ton cho dng cp
i i
(x , y )nh sau
X 20 52 30 57 28 43 57 63 40 49
Y 1,9 4 2,6 4,5 2,9 3,8 4,1 4,6 3,2 4
Tm h s
xy
r , ng hi qui mu
x
y ax b = .
Nhp liu:
SHIFT -> MODE -> dch chuyn mi tn tm chn mc
Stat-> 2 (ch khng tn s)
MODE->2 (stat) ->2 (A+Bx) -> (nhp cc gi tr ca X,
Y vo 2 ct)
X Y
20 1,9

49 4
Xut kt qu:
SHIFT - > 1 -> 7 ->1(A chnh l b trong phng trnh)
- >2 (B chnh l a trong phng trnh)
-> 3 (r chnh l
xy
r ).
VD 6. (fx 500ES) Bi ton cho dng bng nh sau

X
Y
21 23 25
3 2
4 5 3
5 11 8
Nhp liu:
SHIFT -> MODE -> dch chuyn mi tn tm chn muc
Stat-> 1 (ch c tn s)
MODE->2 (stat) ->2 (A+Bx) -> (nhp cc gi tr ca X,
Y, tn s vo 2 ct)
X Y FREQ
21 3 2
21 4 5
23 4 3
23 5 11
25 5 8
Xut kt qu ging v d trn.
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