CHNG 5

BIN NGU NHIN V PHN PHI XC SUT

(Random Variables and Probability Distributons)
5. NH NGHA BIN NGU NHIN (Random Variable)
5.1.1. nh ngha

Bin ngu nhin l nhng bin m gi tr ca n c xc nh mt cch ngu nhin.

V mt ton hc, nu mi bin c s ng A thuc tp hp bin c no y c th

t tng ng vi mt i lng xc nh X = X(A) th X c gi l mt bin c
ngu nhin. Bin ngu nhin X c th xem nh hm ca bin c A vi min xc nh
l .

Cc bin ngu nhin c k hiu bng cc ch ln X, Y, Z, cn cc gi tr ca

chng c k hiu bng cc ch nh x, y, z...

5.1.2. Phn loi

Bin ngu nhin c chia lm hai loi: bin ngu nhin ri rc, bin ngu nhin lin tc.
a)

Bin ngu nhin ri rc (Discrete Random Variable)

Nu gi tr ca bin ngu nhin X c th lp thnh dy ri rc cc s x1, x2, , xn (dy

hu hn hay v hn) th X c gi l bin ngu nhin ri rc.
b)

3.1.2.2. Bin ngu nhin lin tc (Continuous Random Variable)

Nu gi tr ca bin ngu nhin X c th lp y ton b khong hu hn hay v hn (a,b)

ca trc s 0x th bin ngu nhin X c gi l bin ngu nhin lin tc.
Th d

Lng khch hng n ca hng trong ngy l bin ngu nhin ri rc.

Nhit trong ngy Si Gn l bin ngu nhin lin tc.

5.2. PHN PHI XC SUT I VI BIN NGU NHIN RI RC

(Probability Distribution for Discrete Variable)
5.2.1. Hm xc sut (Probability Function)
Hm xc sut Px(x) ca bin ngu nhin ri rc X dng din t xc sut cho bin ngu
nhin X t gi tr x. PX(x) l hm ca gi tr x
PX(x) = P(X=x)

Cao Ho Thi

43

Th d
Trong th nghim thy 1 con xc sc, ta c
P(X=1) = P(X=2) = = P(X=6) = 1/6
Hm xc sut l : PX(x) = P(X=x) = 1/6 vi x =1, 2, 3, 4, 5, 6
5.2.2. Phn phi xc sut (Probability Distribution)
Phn phi xc sut ca bin ngu nhin X th hin s tng quan gia cc gi tr xi ca X
v cc xc sut ca xi, s tng quan c th trnh by bng bng th hoc bng biu
thc.
Th d
Trong th nghim thy 1 con xc sc, phn phi xc sut l:
Trnh by bng bng:
X
PX(x)

1/6

1/6

1/6

1/6

1/6

1/6

Trnh by bng th :
PX(x)

1/6

5.2.3. Hm xc sut tch ly (Cumulative Probalility Function).

a)

nh ngha

Hm xc sut tch ly FX(xo) ca bin ngu nhin ri rc x th hin xc sut X khng

vt qu gii hn xo. FX(xo) l hm ca xo
FX(xo) = P (Xxo)

Cao Ho Thi

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b)

Tnh cht

Ta c cc tnh cht sau:

a.

FX(xo) =

PX ( x )

x xo

PX (x) : tng ca tt c cc gi tr c th c ca x vi iu kin xxo

x xo

0 FX(xo) 1

b.

c.

xo

Nu x1 < x2 th FX(x1) FX(x2)

Th d
Trong th nghim thy 1 con xc sc, ta c hm xc sut tch ly nh sau
0 neu x 0 < 1

j
FX(xo) = neu j x 0 < j + 1 ( j = 1,2,...,5)
6

1 neu x 0 6
FX(xo)

1
5/6
4/6
3/6
2/6
1/6

FX(x 2.5) = PX(1) + PX(2) = 1/6 + 1/6 = 1/3

i vi bin ngu nhin ri rc hm xc sut tch ly lun c dng bc thang bt u

t 0 v tn cng bng 1.

Cao Ho Thi

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5.2.4. K vng ca bin ngu nhin ri rc

(Expected Value of Discrete Random Variable)
a)

K vng ca bin ngu nhin

K vng, E(X), ca bin ngu nhin ri rc X c nh ngha nh sau:
E(X) =

x.Px (x)
x

: Tng tt c cc gi tr c th c ca x
x

K vng ca bin ngu nhin c gi l s trung bnh (mean) v c k hiu l x

E(X) = x

Th d
Gi X l s li c trong 1 trang sch. Hm xc sut ca bin ngu nhin X c cho bi:
PX(0) = 0,81, PX(1) = 0,17, PX(2) = 0,02.
Tm s li trung bnh c trong 1 trang sch ?
Gii
x = E(X)

x * PX ( x )

= 0 * 0,81 + 1 * 0,17 + 2 * 0,02

= 0,21 li /1 trang
PX(x)

0,8

0,4
0
x = 0,21
b)

K vng ca hm s ca bin ngu nhin

Gi X l bin ngu nhin ri rc vi hm xc sut PX(x)

g(X) l mt hm s ca bin ngu nhin X
K vng ca hm s g(X) c nh ngha nh sau :
E[g(x)] =

g(x)PX (x)
x

Cao Ho Thi

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5.2.5. Phng sai (Variance)

Gi X l bin ngu nhin ri rc.
Gi X l s trung bnh ca bin ngu nhin

Phng sai ca bin ngu nhin X chnh l k vng ca (X - x) v c k hiu

2X .

2X = E[(X - X)] =

(x X )

* PX ( x )

Phung sai 2X c th tnh theo cng thc :

2X = E(X) - 2X =

x 2 PX (x) 2X
x

Chng minh

2X =
2X =

(x X ) 2 PX (x) = x
x

PX ( x) 2 X x.PX ( x) + X2 PX ( x)
x

x 2 PX (x) 2X
x

5.2.6. lch chun x (Standard Deviation)

lch chun c k hiu x

X =

2X

Th d
Cho hm xc sut ca s li X c trong 1 trang sch l
PX(0) = 0,81,

PX(1) = 0,17, PX(2) = 0,02

Tm lch chun ca s li c trong 1 trang sch ?

Gii
Trong th d trc ta c X = 0,21

K vng ca X
E(X)

x 2 PX (x) = 0 * 0,81 + 1 * 0,17 + 2 * 0,02

x

E(X)

= 0,25

Phng sai

2X = E(X) - 2X = 0,25 - (0,21) = 0,2059

lch chun

Cao Ho Thi

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x = X2 = 0,2059 = 0,4538
5.2.7. Momen
a)

Momen gc cp k (Momen of Order k)

mk = E [Xk] =

b)

k = 1:
k = 2:

m1 = E[X] =

x k PX ( x )
x

xPX (x) = X
x

m2 = E[X]

Momen trung tm cp k (Central Momen of Order k)

Mk = E[(X-X)k] =

(x X ) k .PX (x)

2X = E[(X - X)] = m2 - m 12

k = 2:

M1 = E [(X - )] = 0
M2 = E [(X - ) ] = (Variance)
M3 = E [(X - )] =

(Skewness : lch)

M4 = E [(X - )4] = KM2 = K4

K : h s Kurtorsis
5.2.8. Phn phi xc sut nh thc (Binomial Probability Distubutions)
a)

Hm xc sut ca phn phi nh thc

(Probability Function of Binomial Distribution).

Tin hnh n php th c lp.

Gi p l xc sut thnh cng trong mi php th c lp => q = (1-p) l xc sut
tht bi trong mi php th c lp.
Xc sut c s ln th thnh cng l x trong nhng php th c lp c cho
bi hm xc sut nh sau :
Px(x) = [n!/ (x!(n - x)!)].[px(1 - p)n-x ] vi x = 0,1,2,, n
hay
Px(x) = C xn pxqn-x

vi q = 1 - p

Ghi ch

Phn phi ca s ln php th thnh cng l x c gi l phn phi nh thc..

Cao Ho Thi

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Hm xc sut PX(x) l hm xc sut ca phn phi nh thc.

b)

S trung bnh, phng sai v lch chun ca phn phi nh thc

Gi X l s ln thnh cng trong n php th, mi php th c xc sut thnh cng l p. X

tun theo phn phi nh thc vi s trung bnh, phng sai v lch chun c tnh
theo cc cng thc sau:
S trung bnh

X = E(X) = np
Phng sai

2X = E[(X - x)] = np(1-p)

Hay

2X = npq

vi q = 1-p

lch chun

x =

npq

Th d

Mt ngi i bn hng i tip xc cho hng vi 5 khch hng. Xc sut bn c

hng trong mi ln cho hng l 0,4.
a) Tm phn phi xc sut ca s ln bn c hng.
b) Tm s trung bnh, phng sai v lch chun ca s ln bn c hng.
c) Tm xc sut ca s ln bn c hng trong khong 2 n 4 ln.
Gii

a. Xc sut ca s ln bn c hng tun theo phn phi nh thc :

PX(x) = C xn Px qn-x = C 5x * (0,4)x * (0,6)5-x
5!
* (0,4)x * (0,6)5-x
x! (5 x)!
PX(x)
x = 0 => PX(0) = 0,078
PX(x) =

(khng bn c)

0,4

x = 1 => PX(1) = 0,259

x = 2 => PX(2) = 0,346
x = 3 => PX(3) = 0,230

0,2

x = 4 => PX(4) = 0,077

x = 5 => PX(5) = 0,010
(trong 5 ln bn c c 5)
Cao Ho Thi

4 5 X
s ln thnh cng
49

b. S trung bnh ca s ln bn c hng x = np = 5 * 0,4 = 2

Phng sai 2X = np(1-p) = 5 * 0,4 * 0,6 = 1,2
lch chun x =

12
. = 1,10

c. P(2 < X < 4) = PX(2) + PX(3) + PX(4) = 0,653

5.2.9. Phn phi xc sut Poisson
a)

Phn phi Poisson

Bin ngu nhin X c gi tun theo phn phi Poisson nu hm xc sut ca X c dng
PX(x) =

e x
x!

vi > 0,
x = 0,1,2,

b)

S trung bnh, phng sai v lch chun ca phn phi Poisson

S trung bnh ca phn phi Poisson

x = E(x) =

Phng sai.

x = E[(x-x)] =

lch chun

x =

Th d

Mt trm in thoi t ng nhn c trung bnh 300 ln gi trong 1 gi. Hi xc sut

trm nhn c ng 2 ln gi trong 1 pht cho trc.
Gii

S ln nhn c trung bnh trong 1 pht

300/60 = 5 ln/1pht => = 5
Xc sut nhn c ng 2 ln trong 1 pht.
PX(2) = (5 * e-5)/2! = 25/2e5 0,09

Cao Ho Thi

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5.3. PHN PHI XC SUT I VI BIN NGU NHIN LIN TC

(Probability Distributions For Continuous Random Variables)

Phn phi ca bin ngu nhin lin tc c xc nh bi hm mt xc sut.

5.3.1. Hm mt xc sut (Probability Density Function)

Gi X l bin ngu nhin lin tc, gi x l gi tr bt k nm trong min cc gi tr c th

c ca X.
Hm mt xc sut fX(x) ca bin ngu nhin lin tc l hm c nhng tnh cht sau :

fX(x) 0 , x

Xc sut P(a<X<b) gi tr ca bin ngu nhin X ri vo khong (a,b) c xc

nh bi ng thc.
P(a<X<b) =

a f X (x)dx

Ghi ch
9 th ca hm mt xc sut fX(x) c gi l ng cong mt xc sut
(probability density curve) hay ng cong tn s (frequency curve) hay cng cn
c gi ng cong phn phi xc sut i vi bin ngu nhin lin tc. Tung
ca mi im trn ng cong gi l mt xc sut.
9 V mt hnh hc xc sut bin ngu nhin ri vo khang (a,b) bng din tch
hnh thang cong gii hn bi ng cong phn phi xc sut, trc 0x, x = a, x = b.
Fx(x)

FX(x)

S
x

b
P(a<X<b) = S

fx (x)dx = 1

==> Ton b din tch ca hnh thang cong l 1

Nu fX(x) l hm mt phn phi th fX(x) cn tha mn 2 iu kin

9 FX(x) 0, x
9

Cao Ho Thi

fx (x)dx = 1

51

Th d

Bin ngu nhin X tun theo lut phn phi vi mt fX(x), trong
neu x < 0

fX(x) = 2x

neu 0 x 1
neu x > 1

Tm xc sut X ri vo khong (0,5; 0,75)

Gii

Kim tra iu kin ca hm mt phn phi

x
fX(x) 0,
+

f (x)dx =

0dx + 2xdx + 0dx = 1

Vy f(x) l hm mt xc sut.
0 , 75

P[0,5<X<0,75] =

0 , 75

f ( x)dx =

0,5

2 xdx = x ]

2 0 , 75
0,5

= (0,75)2 (0,5)2 = 0,3125

0,5

0.5

0.75

Th d

Cho hm mt xc sut ca bin ngu nhin c dng:

0

ax + a
fx(x) =
- ax + a

neu x < -1
neu - 1 x < 0
neu 0 x 1
neu x > 1

a. Tm a
b. Tm xc sut bin ngu nhin X c gi tr trong khong (1/2,1) v trong khong
(-1/3,1/3)
Cao Ho Thi

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c. Tm P(X=1/2)
Gii:
f(x)

-1

a. Tm a:
S=

1 f X (x)dx = 1

1
a(1 (1)) = a = 1
2

=> S =

b. Tm xc sut
P(1/2X1)

1 / 2 (x + 1)dx =

= [-

x2
+ x]11 / 2
2

(1 / 2) 2
12
+ 1] [
+ 1 / 2]
2
2

= 1/2-[-1/8+1/2] = 1/8
1/ 3

P(-1/3X1/3) = 2P(0X1/3)=2 ( x + 1)dx

0

=2

-x/2+x

1/ 3
0

= 2 [-1/18+1/3] = 5/9

c. P(X = ) =

1/ 2

1 / 2

f X (x)dx = 0

Th d

Cho hm mt xc sut ca bin ngu nhin X c dng:

f(x)

Cao Ho Thi

3/4

53

Tm
a) P (X 3/4)
b) P (X > 1/2)
c) P (1/4 X 1 14 )
Gii
3/ 4

1/ 2

f X (x)dx = 0

a. P (X 3/4) =

3/ 4

f X (x)dx + 0

f X (x)dx

= 1/2(1/2 *1) + 1 (1(3/4 - 1/2) = 0,5

b. P (X > 1/2) =

1
1
2
1
2

fx (x)dx

1
= 1(1-1/2) + 1/2 (1)(1 1 ) = 0,75
2
1
c. P (1/4 X1 ) =
4

1
1
4
1
4

fx (x)dx

= 1-2 [1/2 * 1/4 * 1/2] = 7/8

5.3.2. Hm phn phi tch ly (Cumulative Distribution Function)

Hm phn phi tch ly cn c gi l hm phn tch hay hm phn phi xc sut

a)

nh ngha

Hm phn phi tch ly, FX(x) ca bin ngu nhin lin tc X th hin xc sut X
khng vt qu gi tr x. FX(x) l hm ca x.
Fx(x) = P(X x)
b)

3.3.2.2. Tnh cht

x

f X (x)dx

Fx(x) =

FX(x)dx = f X(x) = dFX(x)/dx

FX(x) l hm khng gim => FX(x + x) FX(x)

0 FX(x) 1

F(- ) = 0

F(+ ) =1

P (a < X < b) = FX(b) FX(a)

Cao Ho Thi

vi fX(x) l hm mt xc sut.

54

FX(x)
1

FX(x)
x

-1
Th d

Bin ngu nhin X c cho bi hm phn phi

FX(x) = ( x 1) / 2

Nu x <1
N u 1 x 3
Nu x >1

Tnh xc sut bin ngu nhin X nm trong khong (1.5, 2.5) v khong (2.5, 3.5)
Gii

P(1,5 < X < 2,5)

= F(2,5) - F(1,5)
= (2,5 - 1)/2 - (1,5 -1)/2 = 0,5

P(2,5 < X < 3,5)

= F(3,5) - F(2,5)
= 1 - (2,5 -1)/2 = 0,25

5.3.3. K vng ca bin ngu nhin lin tc

a)

K vng ca bin ngu nhin

K vng E(X) ca bin ngu nhin lin tc X c nh ngha nh sau :

E(X) =

xfx (x)dx

K vng ca bin ngu nhin c gi l s trung bnh k hiu l x

E(X) = x
b)

K vng ca hm s ca bin ngu nhin

E[g(x)] = g(x) fX (x)dx

Cao Ho Thi

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5.3.4. Phng sai

= E[X - x)]
=

[x - x)]fX(x)dx

hay
= E(X) - x

5.3.5. lch chun :

2x

5.3.6. Hm phn phi chun (The Normal Distribution)

a)

Hm mt xc sut ca phn phi chun

Nu hm mt xc sut ca bin ngu nhin X c dng

fX (x) =

1
2 2

Vi - < < + v

( x ) 2
2 2

0 < < +

Th bin ngu nhin X c gi l tun theo lut phn phi chun.

b)

Tnh cht ca phn phi chun

Gi X l bin ngu nhin tun theo lut phn phi chun vi cc tham s v . Ta c
cc tnh cht sau
a. S trung bnh ca bin ngu nhin X tun theo lut phn phi chun l .
E(X) =
b. Phng sai ca bin ngu nhin X l
Var(X) = E[(X - )] =
c. ng cong ca hm mt xc sut c dng hnh chung i xng qua tr s trung
bnh v c gi l ng cong chun (normal curve)

Cao Ho Thi

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Phn phi chun c phng sai ging nhau nhng s trung bnh khc nhau
1 < 2 < 3

Phn phi chun c s trung bnh ging nhau nhng phng sai khc nhau
21 < 22 < 23

12
22
32

d. K hiu: Nu bin ngu nhin X tun theo phn phi chun c s trung bnh l v
phng sai l , ta k hiu
X ~ N (,)

Cao Ho Thi

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c)

Hm phn phi tch ly ca phn phi chun (Cumulative Distribution Function of

Normal Distribution)
nh ngha

Cho X ~ N (,). Hm phn phi tch ly ca bin ngu nhin X tun theo phn phi
chun c nh ngha nh sau :
x

FX(x) = P(X<x) =

( x ) 2
2 2

dx

Th d
xo

Din tch S =

f X (x)dx

FX(xo) = P (Xxo) = S

F(x)
Din tch S = FX(x)

FX(xo)

x0

xo

P[a<X<b] =

( x)dx = FX(b) - FX(a)

F(x)

FX(b)

Din tch S = FX(x)

FX(a)

5.3.7. Phn phi chun chun ho (Standard Normal Distribution)

a)

nh ngha

Phn phi chun chun ha l phn phi chun c s trung bnh l 0 (zero) v
phng sai l 1.
Ghi ch

Bin ngu nhin tun theo phn phi chun chun ha c gi l bin ngu nhin
chn ha (standard normal variable) v c k hiu l Z. Z ~ N(0,1)

Cao Ho Thi

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ng cong ca hm mt xc sut ca phn phi chun chun ha gi l ng

cong chun chun ha (standard normal variable)
f(x)

=0
2 = 1

Tung ca 1 im bt k trn ng cong chun s c xc nh t phng trnh ca

hm mt xc sut ca phn phi chun.
fX(x) =

Vi = 0 , = 1 v x = z

1
2 2

( x ) 2
22

f ( x) =

2 2

z0 2
2

Gi tr ca hm phn phi tch ly ca phn phi chun chun ha (cng bng din
tch nm di ng cong chun) c lp thnh bng v c cho sn trong cc ph
lc ca sch thng k. Cc bng ny cho gi tr ca
FZ(z) = P (Z z) =

f Z (z)dz

f(x)

Mt s bng lp sn, ch cho ta din tch nm di ng cong chun t 0 n z.

f(x)

Da vo bng ny ta c th tnh c xc sut cho bin ngu nhin Z nm trong

khong no . C th.
Cao Ho Thi

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P(a Z b) P(Z > b)

P(Z < a)
b)

Chun ha bin ngu nhin (Standardization of Variable)

Nu bin ngu nhin X c s trung bnh l v phng sai l , th bin ngu

nhin Z = (X-)/ s c s trung trung bnh l 0 v phng sai l 1.
Z c gi l bin ngu nhin c chun ha (standardized).
Nu X tun theo phn phi chun th Z tun theo phn phi chun chun ha v Z
c gi l bin ngu nhin chun chun ha (Standard normal variable). Khi :
P(a < X < b) = P[(a-)/ < Z < (b-)/

+2

+3

Th d
Cho Z ~N(0,1). Tm xc sut gi tr ca Z
a) Nh hn - 1,25
b) Nm trong khong (-0,50 , 0,75)
c) Ln hn 1
Gii

a. P(Z - 1,25)

f(x)

= FZ (-1,25)
= 1 - FZ(1,25)
= 1 - 0,8944
= 1 - 0,1056

Ghi ch

1.25

FZ(-zo) = 1 FZ (zo)

1.25

f(x)

b. P(-0,50 Z 0,75)
= FZ (0,75) FZ(-0,50)
= FZ(0,75) - [1 FZ(0,50)]
= 0,7734 - [1 - 0,6915)]
Cao Ho Thi

0.5 0

0.75
60

= 0,4649

f(x)

c. P(Z > 1) = 1 - P(Z 1)

= 1 FZ(1)
= 1 0,8413

= 0,1587

0.5 0

0.75

Th d
Cho X ~ N(15,16). Tm xc sut X c gi tr ln hn 18
Gii

P (X >18)

= P(Z> [(18 -)/]

= P(Z> [(18 - 15)/4] = P(Z> 0,75)

= 1 - P(Z<0,75)

= 1 FZ(0,75)

= 1 0,7734
P(X>18)

= 0,2266

Th du
Nu X l bin ngu nhin tun theo phn phi chun c s trung bnh l 3 v lch
chun l 2. Tm P(4<X<6)
Gii

P (4 <X<6)

= P(4-3)/2 < Z(6 - 3)/2]

= P(0,5< Z<1,5) = FZ(1,5)- FZ(0,5)
= 0,9332 0,6915 = 0,2417

Th d

Tm gi tr ca b bit rng P (-b < Z < b) = 0,9010

Gii
f(x)

1.65

FZ(b) = 1 - (1-0,9010)/2 = 1 0,0990/2 = 1 - 0,0495

FZ(b) = 0,9505 ==> b = 1,65
5.3.8. S gn ng ca phn phi chun i vi phn phi nh thc
Cao Ho Thi

61

(Normal Approximaton to the Binomial Distribution)

Px(x)

X
S ln thnh cng
Gi X l s ln thnh cng trong nhng php th v xc sut thnh cng trong mi php
th l p
Nu n ln v p khng qu gn 0 hay qu gn 1 th ta c th dng phn phi chun tnh
ton gn ng cho phn phi nh thc.
Bin ngu nhin X tun theo lut phn phi nh thc c chun ha theo cng thc

X np

Z=

np(1 p)

Vi s trung bnh ca phn phi nh thc = np v lch chun = np(1 p)

Khi :
a np

P(a X b) P(

np(1 p)

b np
np(1 p)

iu kin n 50

Nu k n s hiu chnh lin tc (continuity correction)

P(a X b) P(

a 0,5 np
np(1 p)

P(X=a) = P(a-0,5 X a+0,5) (

b + 0,5 np
np(1 p)

a 0,5 np
np(1 p )

iu kin 20 n 50

a + 0,5 np
np(1 p)

5.3.9. S gn ng ca phn phi chun i vi phn phi Poisson

Gi X l bin ngu nhin tun theo phn phi Poisson c s trung bnh l .
Nu ln th ta c th dng phn phi chun tnh ton gn ng cho phn phi
Poisson. Bin ngu nhin X c chun ha theo cng thc.
Z=

Cao Ho Thi

62

P(a X b) P (

a 0,5

b + 0,5

P(X=a) P (a-0,5 X a+0,5)

Th d

Mt ngi bn hng i cho hng vi 100 khch hng. Theo kinh nghim hy vng bn
c hng cho mi mt khch hng l 40%. Tm xc sut s khch hng s mua hng
nm trong khong 45 n 50.
Gii

Gi X l s khch hng s mua hng X tun theo lut phn phi nh thc vi
= np = 100 * 4 = 40, lch =

np (1 p ) = 100 * 0,4 * 0,6 = 24

Dng cch tnh gn ng ca phn phi chun

P(45 X 50)

= P[

45 40
24

50 40
24

= P[1,02 Z 2,04]
= FZ(2,04) FZ(1,02)
= 0,9793 - 0,8461
= 0,1332
Nu k n s hiu chnh lin tc.
P(45 X 50)

= P[

45 40
24

50.5 40
24

= P[0,92 Z 2,14]
= FZ(2,04) FZ(1,02)
= 0,9838 - 0,8212
= 0,1626
Ghi ch : Nu tnh trc tip bng phn phi nh thc.

P(45X50) = PX(45) + PX(46) + PX(46) + PX(47) + PX(48) + PX(49) + PX(50)

Cc bng nh thc ng vi n 20.
Th d

Mt nh my sn xut th mt loi sn phm mi. Mi sn phm sn xut c xc sut b

h l 0,16. Tm xc sut c ng 20 sn phm b h trong 80 sn phm.
Gii

Gi X l s sn phm b h. X tun th theo lut phn phi nh thc vi.

Cao Ho Thi

63

 = np = 80 * 0,16 = 12,8
=

np (1 p ) = 80 * 0,16 * 0,84 = 3,279

P(X = 20 )

= P(19,5 <X<20,5)
= P(19,5-12,8)/3,279 <Z<(20,5-12,8)/3,279
= P(2,04 <Z<2,35)
= FZ (2,35)-FZ (2,05) = 0,9906 - 0,9793

P(X = 20 )

= 0,113

Ghi ch :
20

P(X = 20 ) = C P20 q80-20 = 0,122

Li gii chnh xc :

80

5.3.10. S gn ng ca phn phi chun i vi t s ca s ln thnh cng ca bin

ngu nhin X tun theo lut phn phi nh thc

Gi X l bin ngu nhin ch s ln thnh cng trong n php th.

Gi f = X/n l t s ca s ln thnh cng.
Gi p l xc sut thnh cng ca 1 ln th.

K vng ca f

E(f) = p

Phng sai ca f

2f = p(1-p)/n

lch chun ca f

f =

2f =

p(1 p)
n

S chun ha ca bin ngu nhin f

Z=

fp
p(1 p)
n

Th d

Gi s n = 100, p = 0,36. Tm xc sut sao cho s f ca s ln thnh cng trong n php

th nm trong khong 0,24 v 0,42.
Gii
Cao Ho Thi

64

E(f) = p = 0,36
Var(f) = 2f = p(1-p)/n = 0,36 * 0,64/100 = 0,002304
f =

2f = 0,048

Bin ngu nhin f c chun ha di dng

Z = (f - 0,36)/0,048
P(0,24 f 0,42)

= P[(0,24 - 0,36)/0,048 (f -0,36)/0,048 (0,42 - 0,36)/0,048]

= P(-2,5 Z 1,25) = 0,4938 + 0,3944

= 0,8881 0,89

Ghi ch

P(0,24 f 0,42)

Cao Ho Thi

= P(24 X 42)

65