8/4/2013

1
Bi 7 So snh 2 tham s
1. So snh 2 t l
2. So snh 2 trung bnh
3. So snh 2 phng sai
So snh 2 t l
- Xt 2 m ng X, Y . Ta mun so snh t l phn t
c tnh cht A trong 2 m ng X, Y.
- Kho st c mu (x
1
, x
2
, , x
n
) v (y
1
, y
2
, , y
m
)
vi s cc phn t c tnh cht Aln lt l k
1
, k
2
- Mc ngha , kim nh: H
0
: p
1
= p
2
H
1
: p
1
= p
2
Tiu chun kim nh:
1 2 1 2 1 2
1 2
f f k k k k
g f f f
n m n m
1 1
f (1 f )
m n
+
= = = =
+
| |
+
|
\ .
Mc ngha : u(z
/ 2
) = 0,5 /2 z
/ 2
Kt lun: ,g, s z
/ 2
Chp nhn H
0
,g, > z
/ 2
Bc b H
0
, chp nhn H
1
So snh 2 t l
Vi i thit:
H
1
: p
1
> p
2
Min bc b: g e (t

; +)
H
1
: p
1
< p
2
Min bc b: g e (- ; - t

)
V d: nh gi cht lng sn phm do 2 nh
my sn xut ra, ngi ta kim tra ngu nhin 100
sn phm t nh my 1 thy c 20 ph phm v 150
sn phm nh my 2 thy c 15 ph phm. Hy so
snh cht lng sn phm ca 2 nh my vi mc
ngha = 5%
So snh 2 trung bnh
- Xt 2 m ng X, Y c trung bnh cha bit
1
,
2
- Kho st c mu (x
1
, x
2
, , x
n
) v (y
1
, y
2
, , y
m
)
vi c trng mu:
- Mc ngha , kim nh: H
0
:
1
=
2
H
1
:
1
=
2
Trng hp 1: Vi n > 30, m > 30; n < 30; m < 30 v
bit phng sai m ng:
Mc ngha :
u(z
/ 2
) = 0,5 /2 z
/ 2
Kt lun: ,g, s z
/ 2
Chp nhn H
0
,g, > z
/ 2
Bc b H
0
, chp nhn H
1
1 2
x ; s ; y ; s
2 2
1 2
x y
g
n m

=
| | o o
+
|
\ .
So snh 2 trung bnh
Vi i thit:
H
1
:
1
>
2
Min bc b: g e (z

; +)
H
1
:
1
<
2
Min bc b: g e (- ; - z

)
V d: Theo ti liu vin nghin cu pht trin gia
cm th hai ging g G
1
v G
2
c trng lng trung
bnh 3 thng tui l nh nhau. Ta nui th mi
ging 100 con v 3 thng tui cn li c kt qu
tng ng l:
2 2
1 2
x 1825g s 1628 y 1973g s 1876 = = = =
Hy cn c vo mu trn cho nhn xt v kt lun ti
liu vi mc ngha 1%?
So snh 2 trung bnh
Trng hp 2: n < 30, m < 30 phng sai m ng
X, Y bng nhau v cha bit:
Mc ngha : Tra phn phi student
P{X > t
/2
m+ n -2
} = /2 t
/2
m+ n -2
Kt lun: ,g, s t
/2
m+ n -2
chp nhn H
0
,g, > t
/2
m+ n -2
Bc b H
0
, chp nhn H
1
2 2
1 2
2
(n 1)s (m 1)s x y
s g
n m 2
1 1
s
n m
+
= =
+
| |
+
|
\ .
Vi i thit:
H
1
:
1
>
2
Min bc b: g e (t

m+ n -2
; +)
H
1
:
1
<
2
Min bc b: g e (- ; - t

m+ n -2
)
8/4/2013
2
So snh 2 trung bnh
V d: Gim c ti chnh ca mt doanh nghip
mun so snh chi ph tip khch gia 2 b phn bn
hng v sn xut. Mt mu iu tra 15 bin nhn chi
ph mi ni cho kt qu nh sau:
B phn bn hng B phn sn xut
Trung bnh: 42,5 USD Trung bnh: 31,75 USD
lch chun: 9,5 USD lc chun: 8,2 USD
Vi mc ngha 1% c s khc nhau hay khng v
chi ph trung bnh gia 2 b phn trn. Gi s cc
mc chi ph c cng lch chun
So snh 2 phng sai
- Cho 2 m ng X ~ N(
1
; o
1
2
); Y ~ N(
2
; o
2
2
) vi
phng sai m ng X, Y cha bit
- Kho st 2 mu c th:(x
1
, x
2
,, x
n
) v (y
1
, y
2
,..,y
m
)
vi cc phng sai mu ln lt : s
1
2
; s
2
2
- Mc ngha : H
0
: o
1
2
= o
2
2
H
1
: o
1
2
= o
2
2
Gi s o
1
2
> o
2
2
. Tiu chun kim nh:
Mc ngha : Tra bng Fisher Snedecor:
P{X > F(n-1, m-1, /2)} = /2
P{X > F(n-1, m-1, 1 - /2)} = 1 - /2
Kt lun: F(n-1, m-1, 1 - /2) s g s F(n-1, m-1, /2):
chp nhn H
0
. Ngc li bc b H
0
2
1
2
2
s
g
s
=
So snh 2 t l
+) Nu i thit H
1
: o
1
2
> o
2
2
min bc b gi thit
H
0
s l: W = (F(n 1; m 1; ); + )
V d: Gim c doanh nghip mun so snh chi ph
tip khch gia 2 b phn bn hng v sn xut. iu
tra 15 bin nhn chi ph mi ni cho kt qu nh sau:
B phn bn hng B phn sn xut
Trung bnh: 42,5 USD Trung bnh: 31,75 USD
lch chun: 9,5 USD lc chun: 8,2 USD
Vi mc ngha 1% vi s liu trn hy cho kt lun
v s khc nhau ca phng sai chi ph. Gi s chi
ph ca 2 b phn c phn phi chun.