2.

5 Phn phi chun

y l phn phi ca i lng ngu nhin lin tc, rt quan trng c ng dng rng ri
nht. Chng ta s xt mt s c trng quan trng ca n
a. nh ngha v tnh cht
nh ngha 2.5. i lng ngu nhin lin tc X c gi l tun theo lut phn phi
chun, k hiu X N(, 2 ), nu X c mt hm xc sut
f(t) =

(t ) 2
2

2
trong ; l cc tham s.
th ca hm mt f(t) c dng:

(2.3.11)

Mnh 2.5. (K vng - phng sai)

Nu X N(, 2 ), th:
E(X) = ; V ar(X) = 2
(2.3.12)
Nhn xt: Nh vy hai tham s v trong biu thc hm mt tng ng l k
vng v lch chun ca X. Do hm mt i xng qua ng thng x = nn
phn phi chun c k vng, trung v v Mod u bng .

Mnh 2.6. Cho cc LNN X 1, X2, .... Xn. Nu Xi

X 1+X2+ ....+ Xn
hoc

N ( ; 2),

N (n ; n )
2

th:

(2.3.13)

( X 1 + X2 + .... + Xn ) = N ( ,
)
n
n

b. Phn phi chun tc v hm Laplace

i =1, n

(2.3.14)

nh ngha 2.3.6. (Phn phi chun tc)

Cho X N (, 2 ), nu = 0, 2 = 1 th X c gi l tun theo lut phn
phi chun tc, hay X

N (0, 1). Khi hm mt c dng:

g(t) =

1
t
e
(t R )
2
2

(2.3.15)

Hm g(t) c gi l hm Gauss, n l mt hm chn. Nn phn phi chun tc cn

c tn gi l phn phi Gauss.
Xy dng hm Laplace:
Khi X

N (0, 1), hm phn phi xc xut c dng:

x

F(x) =

g (t )dt

1
2

t2
2

(x R )

dt

V hm mt Gauss g(t) l hm chn nn ta c th vit

x

F(x) =

t2
2

1
dt = +
2

1
2

t2
2

dt

(x) =

1
2

t2
2

dt

, x>0

(x) c gi l hm Laplace

Tnh cht . (Tnh cht ca hm Laplace)

i) Hm (x) l hm khng gim.
ii) Hm (x) l hm l, c ngha: (- x) = - (x)
iii) (x) 0,5; x 4.
V d
+) Tm (2; 47) =?
Vi x = 2; 47 tra bng 3 ta c (2; 47) = 0; 49324.
Hoc tnh theo Excel:
(2; 47) = NORMSDIST(2:47) - 0,5 = 0,993244347 - 0,5 = 0,493244347
+) Tm x bit (x) = 0,475?

Tra bng 3 ta c (1, 96) = 0,475 suy ra x = 1,96.

Hoc tnh theo Excel:
x = NORMSINV (0,475 + 0,5) = 1,959963985
c. Php quy chun v cc cng thc tnh xc sut
Mnh . (Php quy chun)
x
Nu X N (, 2 ), th LNN Z =
c phn phi chun tc Z N(0; 1)

nh l. (Cng thc tnh xc sut)

Nu X N, 2 ), th:
b
a
i)
P (a X b) = (
) - (
)

b
ii)
P (X b) = 0,5 + (
)

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

iv)
P (| X - | < )=2 ( )

H qu. Nu X N (0; 1) th
i)
P (a X b) = (b) - (a)
ii)
P (X b) = 0,5 + (b)
iii)
P (X a ) = 0,5 - (a)
iv)
P (| X - | < )=2 ( )
V d: Cho i lng ngu nhin X N(1; 0,5). Tnh cc xc sut sau:
a. P (-5 X < 1,231)
b. P (| X 1| < 0,64)
c. P (X < 2,1)
d. P (X > 3,1)
Gii: S dng cc cng thc tnh xc sut nu trn ta c:
a. P (-5 X < 1,231) = (

1,213 1
)0,5

5 1

)
(
0,5
= (0,462) - (-12)
= (0,462) + (12)
= 0.178 + 0,5
= 0,678
0,64

b. P (| X 1| < 0,64) = 2 ( 0,5 )

= 2 (1,28)
= 2 x 0,39973 = 0,79964
2,1 1

c. P (X < 2,1) = 0,5 + ( 0,5 )

= 0,5 + (2,2)
= 0,5 + 0,4861
= 0,9861
2,3 1

d. P (X > 3,1) = 0,5 - ( 0,5 )

= 0,5 - (2,6)

= 0,5 0,49534
= 0,00466
V d 2.3.10. Trng lng ca gi m n lin l LNN X (n vi: gram) tun theo lut
phn phi chun X N(100; 4). Gi m c trng lng t 98,28g n 102, 28(g) l t
tiu chun. Tm t l ph phm v tr li cc cu hi sau:
a. Chn 200 gi m, tm s gi ph phm trung bnh.
b. Chn ngu nhin 3 gi m, tm xc sut c ng mt gi m ph phm.
Gii: Xc sut 1 gi m c chn ngu nhin l chnh phm:
P(98; 28 < X < 102,28) = (

102,28 100
98,28 100
) - (
) = 0,68
2
2

Vy xc sut 1 gi m c chn ngu nhin l ph phm:

P = 1 0,68 = 0,32
a. Ta xem vic chn 1 gi m l 1 php th Bernoulli. Nh vy trung bnh 200 gi m
c chn c:
EX = np = 200 x 0,32 = 64
gi ph phm
b. Xc sut trong 3 gi c chn c 1 gi ph phm l:
P 3 (1) = C 13 (0,32)(0,68) 2 = 0,444