Kim nh gi thuyt thng k

Hong Vn H
hvha@hcmus.edu.vn
Ngy 10 thng 11 nm 2012

Bi ton kim nh gi thuyt thng k. . . . . . . . . . . . . . . . . . .

nh ngha . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Gi thuyt khng v i thuyt . . . . . . . . . . . . . . . . . . . . . . . .
Cch t gi thuyt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Min bc b - Tiu chun kim nh . . . . . . . . . . . . . . . . . . . .
Sai lm loi I v loi II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Sai lm loi I v loi II - Nhn xt . . . . . . . . . . . . . . . . . . . . . .
p - gi tr (p - value) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Kim nh gi thuyt cho trng hp mt mu . . . . . . . . . . . . .
Kim nh gi thuyt cho k vngTH bit 2 . . . . . . . . . . . . . . .
Kim nh gi thuyt cho k vngTH khng bit 2 , mu nh . . .
Kim nh gi thuyt cho k vngTH khng bit 2 , mu ln . . .
Kim nh gi thuyt cho k vngTH khng bit 2 . . . . . . . . . .
Kim nh gi thuyt cho k vngTH khng bit 2 . . . . . . . . . .
Kim nh gi thuyt cho k vngTH khng bit 2 . . . . . . . . . .
Kim nh gi thuyt cho t l. . . . . . . . . . . . . . . . . . . . . . . . .
Kim nh gi thuyt cho t l. . . . . . . . . . . . . . . . . . . . . . . . .
So snh hai k vng, trng hp bit phng sai . . . . . . . . . . . .
So snh hai k vng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
So snh hai k vng, trng hp khng bit phng sai, mu ln .
So snh hai k vng, trng hp khng bit phng sai, mu nh
So snh hai phng sai. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
So snh hai k vng, mu nh, trng hp 12 = 22 = 2 . . . . . .
So snh hai k vng, mu nh, trng hp 12 6= 22 . . . . . . . . . .
So snh hai k vng, trng hp khng bit phng sai . . . . . . .
So snh hai t l . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
So snh hai t l . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
So snh hai mu khng c lp (paired t - test). . . . . . . . . . . . .
Kim nh gi thuyt v phn phi . . . . . . . . . . . . . . . . . . . . . .
Kim nh gi thuyt v phn phi . . . . . . . . . . . . . . . . . . . . . .
Kim nh gi thuyt v tnh c lp . . . . . . . . . . . . . . . . . . . .
Kim nh gi thuyt v tnh c lp . . . . . . . . . . . . . . . . . . . .

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Bi ton kim nh gi thuyt thng k

Bi ton kim nh gi thuyt thng k

nh ngha

Gi thuyt khng v i thuyt

Cch t gi thuyt

Min bc b - Tiu chun kim nh

Sai lm loi I v loi II

p - gi tr
3

nh ngha
nh ngha 1. Gi thuyt thng k l nhng pht biu v cc tham s, quy lut phn phi, hoc tnh
c lp ca cc i lng ngu nhin. Vic tm ra kt lun bc b hay chp nhn mt gi thuyt
gi l kim nh gi thuyt thng k.
V d 1. Gim c mt nh my sn xut bo mch ch my vi tnh tuyn b rng tui th trung
bnh ca mt bo mch ch do nh my sn xut ra l 5 nm; y l mt gi thuyt v k vng ca
bin ngu nhin X = tui th ca mt bo mch ch. a ra kt lun l chp nhn hay bc b gi
thuyt trn, ta cn da vo mu iu tra v quy tc kim nh thng k.
4

Gi thuyt khng v i thuyt

nh ngha 2. Trong bi ton kim nh gi thuyt, gi thuyt cn c kim nh gi l Gi thuyt
khng (null hypothesis), k hiu l H0 . Mnh i lp vi H0 gi l i thuyt (alternative
hypothesis), k hiu l H1 .
Xt bi ton kim nh tham s, gi s ta quan trc mu ngu nhin (X1 , . . . , Xn ) t bin ngu
nhin X c hm mt xc sut f (x; ) ph thuc vo tham s . Gi l khng gian tham s, v
0 v c0 l hai tp con ri nhau ca sao cho 0 c0 = . Gi thuyt (gi thuyt khng) v i
thuyt ca bi ton c dng nh sau
(
H 0 : 0
(1)
H1 : c0
5

Gi thuyt khng v i thuyt

V d 2.
1. Gi l thay i trung bnh trong huyt p ca mt bnh nhn sau khi dng thuc; bc s iu
tr cn quan tm n gi thuyt sau
(
H0 : = 0 Khng c nh hng ca thuc ln huyt p ca bnh nhn
H1 : 6= 0 C nh hng ca thuc ln huyt p ca bnh nhn
2. Mt khch hng quan tm n t l sn phm km cht lng trong mt l hng mua ca mt
nh cung cp. Gi s t l sn phm km ti a c php l 5%. Khch hng cn quan tm n gi
thuyt sau
(
H0 : p 0.05 T l sn phm km cao hn mc cho php
H1 : p < 0.05 T l sn phm km mc chp nhn c
6

Cch t gi thuyt
1. Gi thuyt c t ra vi bc b n, ngha l gi thuyt t ra ngc li vi iu ta mun
chng minh, mun thuyt phc.
2. Gi thuyt c t ra sao cho khi chp nhn hay bc b n s c tc dng tr li bi ton thc
t t ra.
3. Gi thuyt c t ra sao cho nu n ng th ta s xc nh c quy lut phn phi xc sut
ca i lng ngu nhin c chn lm tiu chun kim nh.
4. Khi t gi thuyt, ta thng so snh ci cha bit vi ci bit. Ci cha bit l iu m ta
cn kim nh, kim tra, lm r. "Ci bit" l nhng thng tin trong qu kh, cc nh mc
kinh t, k thut.
5. Gi thuyt t ra thng mang ngha: "khng khc nhau" hoc "khc nhau khng c ngha"
hoc "bng nhau".
7

Cch t gi thuyt
Tng qut, mt bi ton kim nh gi thuyt cho tham s s c mt trong 3 dng di y (0 l
gi tr kim nh bit):
Hai pha:
(
H0 : = 0
H1 : 6= 0
Mt pha bn tri:
(
H0 : 0
H1 : < 0
Mt pha bn phi:
(
H0 : 0
H1 : > 0
8

Min bc b - Tiu chun kim nh

nh ngha 3. Xt bi ton kim nh gi thuyt c gi thuyt H0 v i thuyt H1 . Gi s rng H0
ng, t mu ngu nhin X = (X1 , . . . , Xn ) chn hm Z = h(X1 , . . . , Xn ; 0 ) sao cho vi s > 0
b ty ta c th tm c tp hp W tha iu kin
P (Z W ) =

(2)

Tp hp W gi l min bc b gi thuyt H0 v phn b Wc gi l min chp nhn gi thuyt H0 .

i lng ngu nhin Z = h(X1 , . . . , Xn ; 0 ) gi l tiu chun kim nh gi thuyt H0 . Gi tr gi
l mc ngha ca bi ton kim nh.
9

Min bc b - Tiu chun kim nh

Thc hin quan trc da trn mu ngu nhin (X1 , . . . , Xn ) ta thu c mu thc nghim
(x1 , . . . , xn ). T mu thc nghim ny, ta tnh c gi tr ca Z l z = h(x1 , . . . , xn ; 0 ).

Nu z W th ta bc b gi thuyt H0 .

Nu z Wc th ta kt lun cha c s bc b H0 .
10

Sai lm loi I v loi II

Trong bi ton kim nh gi thuyt thng k, ta c th mc phi cc sai lm sau
a. Sai lm loi I: l sai lm mc phi khi ta bc b H0 trong khi thc t gi thuyt H0 ng. Sai
lm loi I k hiu l , chnh l mc ngha ca kim nh.
(3)

= P (W |H0 )

b. Sai lm loi II: l sai lm mc phi khi ta chp nhn gi thuyt H0 trong khi thc t H0 sai. Sai
lm loi II k hiu l .
= P (Wc |H1 )
(4)
11

Sai lm loi I v loi II

XX
XXX
Thc t
XXX
XXX
Quyt nh
X

Khng bc b H0
Bc b H0

H0 ng

H0 sai

Khng c sai lm
(1 )
Sai lm loi I

Sai lm loi II

Khng c sai lm
(1 )
12

Sai lm loi I v loi II

V d 3. Kho st tc chy ca mt loi nhin liu rn dng y tn la ra khi gin phng.
Gi s bin ngu nhin X = tc chy ca nhin liu (cm/s) c phn phi chun vi k vng v
lch chun = 2.5.
Ta cn kim nh gi thuyt
(
H0 : = 50
H1 : 6= 50
Gi s bc b H0 khi: x
< 48.5 hoc x
> 51.5. Cc gi tr 48.5 v 51.5 gi l gi tr ti hn (critical
value). Gi s kho st mu ngu nhin c n = 10, ta tm xc sut sai lm loi I.
= P(Bc b H0 khi H0 ng)
13

Sai lm loi I v loi II

Tc l,
< 48.5| = 50) + P(X
> 51.5| = 50)
= P(X




48.5 50
X 50
51.5 50
X 50
<

<

+P
=P
2.5/ 10
2.5/ 10
2.5/ 10
2.5/ 10
= P(Z < 1.90) + P(Z > 1.90) = 0.0287 + 0.0287 = 0.0574
ngha l c 5.74% s mu ngu nhin kho st c s dn n kt lun bc b gi thuyt
H0 : = 50 (cm/s) khi tc chy trung bnh thc s l 50 (cm/s).
Ta c th gim sai lm bng cch m rng min chp nhn. Gi s vi c mu n = 10, min chp
nhn l 48 x
52, khi gi tr ca l




52 50
48 50

+P Z >
=P Z<
2.5/ 10
2.5/ 10
= 0.0057 + 0.0057 = 0.0114
14

Sai lm loi I v loi II

Cch th hai
gim l tng c mu kho st, gi s c mu n = 16, ta c

/ n = 2.5/ 16 = 0.625, vi min bc b l x

< 48.5 hoc x
> 51.5, ta c
< 48.5| = 50) + P(X
> 51.5| = 50)
= P(X




48.5 50
51.5
=P Z<
+P Z >
0.625
0.625
= 0.0082 + 0.0082 = 0.0164
Xc sut sai lm loi II c tnh nh sau
= P(Khng bc b H0 khi H0 sai)
tnh , ta cn ch ra mt gi tr c th cho tham s trong i thuyt H1 .
15

Sai lm loi I v loi II

51.5 trong khi gi tr
Gi s vi c mu n = 10, min chp nhn ca gi thuyt H0 l 48.5 X
thc s ca = 52. Sai lm cho bi
51.5| = 52)
= P(48.5 X


52
X
51.5 52
48.5 52

=P
2.5/ 10
2.5/ 10
2.5/ 10
= P(4.43 Z 0.63) = P(Z 0.63) P(Z 4.43)
= 0.2643 0.0000 = 0.2643

Gi s gi tr thc s = 50.5, khi

51.5| = 50.5)
= P(48.5 X


50.5
48.5 50.5
X
51.5 50.5

=P

2.5/ 10
2.5/ 10
2.5/ 10
= P(2.53 Z 1.27) = 0.8980 0.0057 = 0.8923
16

Sai lm loi I v loi II

Tng t , tng c mu s lm gim sai lm , vi c mu n = 16 v min chp nhn l
< 52, ta tnh c = 0.229.
48 < X
Bng 1 tng kt sai lm lm loi I v loi II vi min chp nhn v c mu khc nhau
Min chp nhn
48.5 < x
< 51.5
48 < x
< 52
48.5 < x
< 51.5
48 < x
< 52

n
10
10
16
16

vi = 52
0.2643
0.5000
0.2119
0.5000

0.0574
0.0114
0.0164
0.0014

vi = 50.5
0.8923
0.9705
0.9445
0.9918

Bng 1: Sai lm loi I v loi II

17

Sai lm loi I v loi II - Nhn xt

1. Ta c th gim kch thc ca min bc b (tng ng tng kch thc min chp nhn), v
xc sut sai lm loi I bng cch chn nhng im ti hn thch hp.
2. Xc sut sai lm loi I v loi II c lin quan vi nhau. Vi mt c mu c nh, vic gim sai
lm loi ny s lm tng sai lm loi kia.
3. C nh cc im ti hn, tng c mu n s lm gim xc sut sai lm loi I v loi II .
4. Nu H0 sai, sai lm s tng khi gi tr thc ca tham s tin gn n gi tr c pht biu
trong gi thuyt H0 .
18
7

p - gi tr (p - value)
nh ngha 4. Tng ng vi mt gi tr thng k kim nh tnh trn mt mu cc gi tr quan trc
xc nh, p - gi tr l mc ngha nh nht dng bc b gi thuyt H0 .
Da vo i thuyt H1 , cc bc tnh p-gi tr nh sau:
1. Xc nh thng k kim nh: T S. Tnh gi tr thng k kim nh da trn mu (x1 , . . . , xn ),
gi s bng a.
2. p-gi tr cho bi

P(|T S| > |a||H0 ), kim nh hai pha

p = P(T S < a|H0 ),
kim nh mt pha - bn tri

P(T S > a|H0 ),

kim nh mt pha - bn phi

Kt lun: Bc b gi thuyt H0 nu p-gi tr .

Kim nh gi thuyt cho trng hp mt mu

(5)

19

20

Kim nh gi thuyt cho trng hp mt mu

Kim nh gi thuyt cho k vng

Trng hp bit phng sai,
Trng hp khng bit phng sai, mu nh,
Trng hp khng bit phng sai, mu ln.

Kim nh gi thuyt cho t l

21

Kim nh gi thuyt cho k vng

TH bit 2
Cc gi nh:

Mu ngu nhin X1 , . . . , Xn c chn t tng th c phn phi chun N (, 2 ) vi k vng

cha bit.

Phng sai 2 bit.

Cho trc gi tr 0 , cn so snh k vng vi 0 .

Bi ton kim nh c 3 trng hp:

(
(
H 0 : = 0
H 0 : = 0
(b)
(a)
H 1 : < 0
H1 : 6= 0

(c)

H 0 : = 0
H 1 : > 0

vi mc ngha cho trc.

22

Kim nh gi thuyt cho k vng

TH bit 2
Cc bc kim nh
1. Pht biu gi thuyt khng v i thuyt
2. Xc nh mc ngha
3. Ly mu ngu nhin c n: X1 , . . . , Xn v tnh thng k kim nh
Z0 =

0
X

/ n

(6)

4. Xc nh min bc b W : bng 2
23

Kim nh gi thuyt cho k vng

TH bit 2
Gi thuyt
H 0 : = 0
H1 : 6= 0
H 0 : = 0
H 1 : < 0
H 0 : = 0
H 1 : > 0

Min bc b
o

W = z0 : |z0 | > z1/2

o
n
W = z0 : z0 < z1
o
n
W = z0 : z0 > z1

Bng 2: Min bc b vi i thuyt tng ng

5. Kt lun: Bc b H0 / Cha c s bc b H0 .
24

Kim nh gi thuyt cho k vng

TH bit 2
S dng p-gi tr (p - value): tnh p-gi tr da theo i thuyt v kt lun bc b H0 khi p -gi
tr , vi mc ngha cho trc. Cng thc tnh p - gi tr theo cc trng hp xem bng 3.
Gi thuyt
H 0 : = 0
H1 : 6= 0
H 0 : = 0
H 1 : < 0
H 0 : = 0
H 1 : > 0

p - gi tr
p = 2 [1 (|z0 |)]
p = (z0 )
p = 1 (z0 )

Bng 3: p-gi tr vi i thuyt tng ng

25

10

Kim nh gi thuyt cho k vng

TH bit 2
V d 4 (Kim nh 2 pha). Dy chuyn sn xut kem nh rng P/S c thit k ng hp
nhng tut kem c trng lng trung bnh l 6 oz (1 oz = 28g). Mt mu gm 30 tut kem c
chn ngu nhin kim tra nh k. B phn iu khin dy chuyn phi m bo trng lng
trung bnh mi tut kem l 6 oz; nu nhiu hn hoc t hn, dy chuyn phi c iu chnh li.
Gi s trung bnh mu ca 30 tut kem l 6.1 oz v lch tiu chun ca tng th = 0.2 oz.
Thc hin kim nh gi thuyt vi mc ngha 3% xc nh xem dy chuyn sn xut c vn
hnh tt hay khng?
26

Kim nh gi thuyt cho k vng

TH bit 2
Gi X l trng lng ca mt tut kem nh rng, gi s X N (, 0.22 ). Cc bc kim nh nh
sau:
1. Pht biu gi thuyt:
(
H0 : = 6
H1 : 6= 6
2. Xc nh mc ngha: = 0.03
3. Tnh gi tr thng k kim nh
z0 =

6.1 6.0
x
0
=
= 2.74
/ n
0.2/ 30

4. Xc nh min bc b: Bc b H0 khi |z0 | > z1/2

27

11

Kim nh gi thuyt cho k vng

TH bit 2
= 3% nn z1/2 = z0.985 = 2.17. Vy bc b H0 nu
z0 < 2.17 hoc z0 > 2.17
5. Kt lun: do z0 = 2.74 > 2.17 nn bc b H0 . Ta kt lun vi 97% tin cy rng trng lng
trung bnh mi tut kem khng bng 6.
S dng p - gi tr:
4a. Tnh p-gi tr, bi ton kim nh hai pha
p = 2[1 (|z0 |)] = 2[1 (2.74)] = 2[1 0.9969] = 0.0062
5a. Kt lun: vi = 0.03, ta c p = 0.0062 < 0.03 nn bc b H0 . Ta kt lun vi 97% tin cy
rng trng lng trung bnh mi tut kem khng bng 6.
28

Kim nh gi thuyt cho k vng

TH bit 2
V d 5 (Kim nh mt pha). Metro EMS: Mt bnh vin ti trung tm thnh ph cung cp dch
v cp cu ti nh. Vi khong 20 xe cp cu, mc tiu ca trung tm l cung cp dch v cp cu
trong khong thi gian trung bnh l 12 pht sau khi nhn c in thoi yu cu. Mt mu ngu
nhin gm thi gian p ng khi c yu cu ca 40 ca cp cu c chn. Trung bnh mu l 13.25
pht. Bit rng lch tiu chun ca tng th l = 3.2 pht. Gim c EMS mun thc hin mt
kim nh, vi mc ngha 5%, xc nh xem liu thi gian mt ca cp cu c b hn hoc bng
12 pht hay khng?
Cc bc kim nh:
1. Pht biu gi thuyt
H0 : = 12: Thi gian p ng ca dch v cp cu t yu cu, khng cn phi thay i.
H1 : > 12: Thi gian p ng ca dch v khng t yu cu, cn thay i.
29

12

Kim nh gi thuyt cho k vng

TH bit 2
2. Xc nh mc ngha: = 0.05
3. Tnh gi tr thng k kim nh
z0 =

13.25 12
x
12

=
= 2.47
/ n
3.2/ 40

4. Xc nh min bc b: bc b H0 nu z0 > z1 = z0.95 = 1.645

5. Kt lun: z0 = 2.47 > 1.645 nn bc b H0 . Ta kt lun rng vi 95% tin cy, Mertro EMS
khng p ng c mc tiu thi gian phc v khch hng t 12 pht tr xung.
30

Kim nh gi thuyt cho k vng

TH bit 2
S dng p - gi tr:
4a. Tnh p-gi tr, bi ton kim nh mt pha - bn phi
p = 1 (z0 ) = 1 (2.47) = 1 0.9932 = 0.0068
5a. Kt lun: vi = 0.05, ta c p = 0.0068 < 0.05 nn bc b H0 . Ta kt lun vi 95% tin cy
rng Metro EMS khng p ng c mc tiu thi gian phc v khch hng t 12 pht tr
xung.
31

Kim nh gi thuyt cho k vng

TH khng bit 2 , mu nh
Cc gi nh:

Mu ngu nhin X1 , . . . , Xn c chn t tng th c phn phi chun N (, 2 ) vi k vng

v phng sai 2 khng bit.

S dng c lng khng chch S thay cho .

C mu nh: n 30.

Bi ton kim nh c 3 trng hp:

(
(
H 0 : = 0
H 0 : = 0
(b)
(a)
H 1 : < 0
H1 : 6= 0

(c)

H 0 : = 0
H 1 : > 0

vi mc ngha cho trc.

32

13

Kim nh gi thuyt cho k vng

TH khng bit 2 , mu nh
Cc bc kim nh
1. Pht biu gi thuyt khng v i thuyt
2. Xc nh mc ngha
3. Ly mu ngu nhin c n: X1 , . . . , Xn v tnh thng k kim nh
T0 =

0
X

S/ n

(7)

Bin ngu nhin T0 c phn phi Student vi n 1 bc t do.

4. Xc nh min bc b W : bng 4
33

Kim nh gi thuyt cho k vng

TH khng bit 2 , mu nh
Gi thuyt
H 0 : = 0
H1 : 6= 0
H 0 : = 0
H 1 : < 0
H 0 : = 0
H 1 : > 0

Min bc b
o
n1
W = t0 : |t0 | > t1/2
n
o
n1
W = t0 : t0 < t1
n
o
n1
W = t0 : t0 > t1
n

Bng 4: Min bc b vi i thuyt tng ng (trng hp mu nh)

5. Kt lun: Bc b H0 / Cha c s bc b H0 .
34

14

Kim nh gi thuyt cho k vng

TH khng bit 2 , mu nh
S dng p-gi tr (p - value): tnh p-gi tr da theo i thuyt v kt lun bc b H0 khi p -gi
tr , vi mc ngha cho trc. Cng thc tnh p - gi tr theo cc trng hp xem bng 5.
Gi thuyt
H 0 : = 0
H1 : 6= 0
H 0 : = 0
H 1 : < 0
H 0 : = 0
H 1 : > 0

p - gi tr
p = 2P(Tn1 |t0 |)
p = P(Tn1 t0
p = P(Tn1 t0 )

Bng 5: p-gi tr vi i thuyt tng ng (trng hp mu nh)

35

Kim nh gi thuyt cho k vng

TH khng bit 2 , mu ln
Cc gi nh:

Mu ngu nhin X1 , . . . , Xn c chn t tng th c k vng v phng sai 2 khng bit.

S dng c lng khng chch S thay cho .

C mu ln: n > 30.

Khi c mu ln bin ngu nhin

Z0 =

0
X

S/ n

(8)

s hi t v phn phi chun ha Z N (0, 1). Khi min bc b W hoc p-gi tr s c tnh
0
X
bng Z0 phng trnh (8).
tng t nh trng hp bit phng sai, ch thay th
/ n
36

15

Kim nh gi thuyt cho k vng

TH khng bit 2
V d 6. Trm cnh st giao thng trn ng cao tc s thc hin vic bn tc nh k ti cc
a im khc nhau kim tra tc ca cc phng tin giao thng. Mt mu v tc ca cc
loi xe c chn thc hin kim nh gi thuyt sau
(
H0 : = 65
H1 : > 65
Nhng v tr m bc b H0 l nhng v tr tt nht c chn t radar kim sot tc .
Ti a im F, mt mu gm tc ca 64 phng tin c bn tc ngu nhin c trung bnh
l 66.2 mph v lch tiu chun 4.2 mph. S dng = 5% kim nh gi thuyt.
37

Kim nh gi thuyt cho k vng

TH khng bit 2
Cc bc kim nh:
1. Pht biu gi thuyt:
(
H0 : = 65
H1 : > 65
2. Xc nh mc ngha: = 0.05
3. Tnh gi tr thng k kim nh khi 2 khng bit v c mu n = 64 (ln)
z0 =

x
0
66.2 65
=

= 2.286
s/ n
4.2/ 64

4. Xc nh min bc b: Bc b H0 khi z0 > z1 = z0.95 = 1.645

38

Kim nh gi thuyt cho k vng

TH khng bit 2
5. Kt lun: z0 = 2.286 > 1.645 nn bc b H0 , ta kt lun vi 95% tin cy rng tc trung
bnh ti a im F ln hn 65 mph. a im F l a im tt t radar kim sot tc .
S dng p-gi tr:
4a. Tnh p-gi tr:
Vi z0 = 2.286, p = 1 (z0 ) = 1 (2.286) = 0.0111
5a. Kt lun: p = 0.0111 < 0.05 nn bc b H0 , ta kt lun vi 95% tin cy rng tc trung
bnh ti a im F ln hn 65 mph. a im F l a im tt t radar kim sot tc .
39

16

Kim nh gi thuyt cho t l

Bi ton:

Cho tng th X, trong t l phn t mang c tnh A no l trong tng th l p (p cha bit).
T mu ngu nhin (X1 , X2 , ..., Xn ) hy kim nh
(
(
(
H 0 : p = p0
H 0 : p = p0
H 0 : p = p0
(c)
(b)
(a)
H 1 : p > p0
H 1 : p < p0
H1 : p 6= p0
vi mc ngha .
Gi nh:

C mu n ln; phn phi chun xp x phn phi nh thc tt cn c np0 5 v

n(1 p0 ) 5.
40

Kim nh gi thuyt cho t l

Quan st s xut hin ca bin c "phn t mang c tnh A" trong n php th c lp. Gi Y l
s ln xut hin bin c trn th Y B(n, p). V
Y
P =
n
l mt c lng khng chch cho p.
Nu H0 ng, thng k
Z0 = r

P p0

p0 (1 p0 )
n

c phn phi chun ha N (0, 1). Chn Z0 lm tiu chun kim nh.

41

Kim nh gi thuyt cho t l

Cc bc kim nh
1. Pht biu gi thuyt v i thuyt
2. Xc nh mc ngha
3. Tnh gi tr thng k kim nh
Z0 = r

P p0

p0 (1 p0 )
n

4. Xc nh min bc b: bng 6
42

17

Kim nh gi thuyt cho t l

Gi thuyt
H 0 : p = p0
H1 : p 6= p0
H 0 : p = p0
H 1 : p < p0
H 0 : p = p0
H 1 : p > p0

Min bc b
o
W = z0 : |z0 | > z1/2
o
n
W = z0 : z0 < z1
o
n
W = z0 : z0 > z1
n

Bng 6: Min bc b cho bi ton kim nh t l

5. Kt lun: Bc b H0 / Cha c s bc b H0 .
S dng p-gi tr: p-gi tr tnh tng t nh bng 3.
43

Kim nh gi thuyt cho t l

V d 7. Trong k ngh ging sinh v u nm mi, Cc An ton giao thng thng k c rng
c 500 ngi cht v 25000 ngi b thng do cc v ti nn giao thng trn ton quc. Theo thng
co ca Cc ATGT th khong 50% s v tai nn c lin quan n ru bia.
Kho st ngu nhin 120 v tai nn thy c 67 v do nh hng ca ru bia. S dng s liu trn
kim nh li khng nh ca Cc An ton giao thng vi mc ngha = 5%.
Cc bc kim nh:
1. Pht biu gi thuyt:
(
H0 : p = 0.5
H1 : p 6= 0.5
2. Xc nh mc ngha: = 0.05
44

18

Kim nh gi thuyt cho t l

3. Tnh gi tr thng k kim nh
r

r
p0 (1 p0 )
0.5(1 0.5
=
= 0.045644
p =
n
120
(67/120) 0.5
p p0
=
= 1.28
z0 =
p
0.045644

4. Xc nh min bc b: bc b H0 khi |z0 | > z0.975 = 1.96 hoc tnh p-gi tr

p = [(1 (z0 )] = 2[1 (1.28)] = 2(1 0.8977) = 0.2006
5. Kt lun: do z0 = 1.28 < 1.96 (hoc p = 0.2006 > 0.05) nn kt lun cha c s bc b
gi thuyt H0 .
45

46

Kim nh gi thuyt cho trng hp hai mu c lp

So snh hai k vng, trng hp bit phng sai
Cc gi nh:

X1 , X2 , . . . , Xn l mu ngu nhin c chn t tng th 1 c phn phi chun vi k vng 1

v phng sai 12 .

Y1 , Y2 , . . . , Ym l mu ngu nhin c chn t tng th 2 c phn phi chun vi k vng 2

v phng sai 22 .

Tng th 1 v 2 (i din bi X v Y ) c lp vi nhau.

Cc phng sai 12 v 22 bit.

Bi ton kim nh gi thuyt trn hai mu c lp gm cc dng sau:

(
(
(
H0 : 1 2 = D0
H0 : 1 2 = D0
H0 : 1 2 = D0
(c)
(b)
(a)
H1 : 1 2 > D0
H1 : 1 2 < D0
H1 : 1 2 6= D0
vi mc ngha cho trc.
47

19

So snh hai k vng, trng hp bit phng sai

Cc bc kim nh
1. Pht biu gi thuyt H0 v i thuyt H1
2. Xc nh mc ngha
3. Tnh thng kim nh
Z0 =

Y (1 2 )
X
r
12 22
+
n
m

(9)

thng k Z0 N (0, 1).

4. Xc nh min bc b
48

So snh hai k vng, trng hp bit phng sai

Min bc b v p-gi tr tng ng
i thuyt

Min bc b

p - gi tr

H1 : 1 2 6= D0
H1 : 1 2 < D0
H1 : 1 2 > D0

|z0 | > z1/2

z0 < z1
z0 > z1

p = 2[1 (|z0 |)]

p = (z0 )
p = 1 (z0 )

5. Kt lun: Nu bc b H0 , ta kt lun H1 ng vi (1 )100% tin cy. Ngc li ta kt

lun cha c s bc b H0 vi cho trc.
49

So snh hai k vng

V d 8. Mt cng ty sn xut sn nghin cu v 1 loi ph gia lm gim thi gian kh ca sn.
Thc hin th nghim trn 2 mu: mu th nht gm 10 mu vt c sn bng loi sn bnh
thng; mu th hai gm 10 mu vt c sn vi sn c cht ph gia mi. Trong nhng nghin cu
trc, bit rng lch tiu chun ca thi gian kh sau khi qut sn l 8 pht v khng thay i khi
thm ph gia vo. Trung bnh ca mu 1 v 2 ln lt l x
= 121 pht v y = 112 pht. Vi mc
ngha 5%, hy cho kt lun v loi sn vi cht ph gia mi.
1. Pht biu gi thuyt v i thuyt
(
H 0 : 1 2 = 0
H 1 : 1 > 2

cht ph gia mi khng c hiu qu

cht ph gia mi c hiu qu

2. Mc ngha: = 0.05
50

20

So snh hai k vng

3. Tnh gi tr thng k kim nh, vi x
= 121, y = 112 v 1 = 2 = 8 ta c
121 112
x
y 0
=r
= 2.52
z0 = s
82
82
12 22
+
+
10 10
n1 n2
4. Xc nh min bc b: bc b H0 khi z0 > z1 = z0.95 = 1.65.
5. Kt lun: Ta c z0 = 2.52 > 165 nn bc b H0 . Ta kt lun rng vi 95% tin cy, cht ph
gia c hiu qu lm gim thi gian kh sau khi sn.
5a. S dng p - gi tr: ta c p = 1 (z0 ) = 1 (2.52) = 0.0059 < 0.05 nn bc b H0 .
51

So snh hai k vng, trng hp khng bit phng sai, mu ln

Cc gi nh:

X1 , X2 , . . . , Xn l mu ngu nhin c chn t tng th 1 c k vng 1 v phng sai 12

khng bit.

Y1 , Y2 , . . . , Ym l mu ngu nhin c chn t tng th 2 c k vng 2 v phng sai 22

khng bit.

Tng th 1 v 2 (i din bi X v Y ) c lp vi nhau.

C mu ln: n > 30 v m > 30.

52

So snh hai k vng, trng hp khng bit phng sai, mu ln

i vi trng hp mu ln, khi phng sai tng th 12 v 22 khng bit, ta thay th bng cc
phng sai mu S12 v S22 m khng to ra nhiu khc bit.

Khi c n > 30 v m > 30, i lng

Z0 =

Y (1 2 )
X
r
S12 S22
+
n
m

(10)

s xp x phn phi chun ha N (0, 1).

Min bc b (hoc p - gi tr) trong trng hp ny c tnh tng t nh trng hp bit

phng sai (thay th 1 v 2 bi S1 v S2 ).
53

21

So snh hai k vng, trng hp khng bit phng sai, mu ln

V d 9. Kho st v chiu cao ca sinh vin hai khoa Ton v CNTT: chn ngu nhin 50 sinh vin
khoa Ton, tnh c chiu cao trung bnh l 163 (cm) v lch tiu chun 5 (cm). o chiu cao 50
khoa CNTT, c trung bnh mu l 166 (cm) v lch tiu chun 8 (cm). Vi mc ngha = 1%,
hy cho kt lun v chiu cao ca sinh vin hai khoa.
54

So snh hai k vng, trng hp khng bit phng sai, mu nh

Cc gi nh:

X1 , X2 , . . . , Xn l mu ngu nhin c chn t tng th 1 c phn phi chun vi k vng 1

v phng sai 12 khng bit.

Y1 , Y2 , . . . , Ym l mu ngu nhin c chn t tng th 2 c phn phi chun vi k vng 2

v phng sai 22 khng bit.

Tng th 1 v 2 (i din bi X v Y ) c lp vi nhau.

C mu nh: n 30 hoc m 30.

Ta xt hai trng hp:

1. Trng hp phng sai bng nhau 12 = 22 ,
2. Trng hp phng sai khc nhau 12 6= 22 .
55

So snh hai phng sai

Gi s X1 , . . . , Xn v Y1 , . . . , Ym ln lt l hai mu ngu nhin chn t hai tng th c lp v c
phn phi chun vi k vng v phng sai l (1 , 12 ) v (2 , 22 ). Ta cn kim nh gi thuyt
(
H0 : 12 = 22
(11)
H1 : 12 6= 22
Nu S12 l phng sai mu ngu nhin (X1 , . . . , Xn ) th
(n 1)S12
2 (n 1)
12
tng t, ta c

(12)

(m 1)S22
2 (m 1)
22
56

22

So snh hai phng sai

Khi , i lng
F =

S12 /12
S22 /22

(13)

s c phn phi F vi (n 1, m 1) bc t do.

Xt bin ngu nhin F F(u, v) c hm mt xc sut l f (x), phn v trn mc ca F l

f,u,v c nh ngha nh sau
Z
f (x)dx =
(14)
P(F > f,u,v ) =
f,u,v

Phn v di mc 1 ca F cho bi
f1,u,v =

1
f,u,v

(15)
57

So snh hai phng sai

Cc bc kim nh
1. Pht biu gi thuyt H0 : 12 = 22 v i thuyt H1 : 12 6= 22
2. Xc nh mc ngha
3. Khi H0 ng, thng k
F =

S12
S22

(16)

c phn phi F vi (n 1, m 1) bc t do.

4. Xc nh min bc b: bc b H0 khi f > f/2,n1,m1 hoc f < f1/2,n1,m1
5. Kt lun: Nu bc b H0 , ta kt lun H1 ng vi (1 ) 100% tin cy. Ngc li kt lun
cha c s bc b H0 .
58

23

So snh hai k vng, mu nh, trng hp 12 = 22 = 2

Trng hp 12 = 22 = 2 , ta s dng mt c lng chung cho c 12 v 22 l Sp2 gi l

phng sai mu chung (pooled sample variance)
Sp2 =

(n 1)S12 + (m 1)S22
n+m2

Thng k
T0 =

Y (1 2 )
X
r
1
1
+
Sp
n m

(17)

(18)

c phn phi Student vi n + m 2 bc t do

59

So snh hai k vng, mu nh, trng hp 12 = 22 = 2

t df = n + m 2, min bc b v p - gi tr trong trng hp ny c dng

i thuyt

Min bc b

p - gi tr

H1 : 1 2 6= D0

|t0 | > tdf

1/2
t0 < tdf
1
df
t0 > t1

p = 2P(Tdf |t0 |)

H1 : 1 2 < D0

H1 : 1 2 > D0

p = P(Tdf t0 )

p = P(Tdf t0 )

Kt lun: Bc b H0 /Cha c s bc b H0 .
60

So snh hai k vng, mu nh, trng hp 12 6= 22

Khi 12 6= 22 , s dng thng k

T0 =

Y (1 2 )
X
r
S12 S22
+
n
m

Khi T0 c phn phi Student vi bc t do df c xc nh nh sau

2
(s21 /n) + (s22 /m)
df = 2
(s1 /n)2 (s22 /m)2
+
n1
m1


(19)

(20)

Min bc b trong trng hp ny ging nh trng hp phng sai bng nhau, ch thay bc t
do df cho bi phng trnh (20).
61
24

So snh hai k vng, trng hp khng bit phng sai

V d 10. Ti mt thnh ph, khu vc A, ngi ta chn ngu nhin 17 sinh vin v cho lm 1 bi
kim tra o ch s IQs, thu c trung bnh mu l 106 v lch tiu chun bng 10; ti khu vc
B, ch s IQs trung bnh ca mt mu gm 14 sinh vin bng 109 vi lch tiu chun l 7. Gi s
phng sai bng nhau. C s khc bit v ch s IQs ca sinh vin hai khu vc A v B hay khng?
= 0.02.
62

So snh hai k vng, trng hp khng bit phng sai

V d 11. Hm lng thch tn (Asen) (v: ppb) trong nc cng cao cng c hi cho sc khe.
Ngi ta kim tra hm lng thch tn hai khu vc l trung tm thnh ph Bin Ha v khu vc
gn sn bay Bin Ha. Ti mi khu vc, ngi ta o ngu nhin hm lng thch tn trong nc ng
vi 10 a im khc nhau. S liu cho bi bng thng k bn di
Trung tm TP
3
7 25 10 15 6 12 25 15 7
Khu vc gn sn bay 48 44 40 38 33 21 20 12 1 18
Vi = 0.05, hy kim tra xem c s khc bit v hm lng thch tn hai khu vc ny.
63

So snh hai t l
Kho st nhng phn t tha mt tnh cht A no trn hai tng th c lp vi t l tng ng
l p1 v p2 ; t hai tng th chn ra hai mu vi c ln lt l n v m. Gi X v Y l s phn t tha
tnh cht A trong mu 1 v mu 2. Khi , ta c X B(n, p1 ) v Y B(m, p2 ).
Bi ton: so snh t l p1 v p2 .

Bi ton kim nh gi thuyt gm cc trng hp sau:

(
(
H0 : p1 p2 = D0
H0 : p1 p2 = D0
(b)
(a)
H1 : p1 p2 < D0
H1 : p1 p2 6= D0

(c)

H0 : p1 p2 = D0
H1 : p1 p2 > D0

Cc gi nh

Hai mu c lp,

C mu ln v np1 > 5; n(1 p1 ) > 5 v mp2 > 5; m(1 p2 ) > 5.

64

25

So snh hai t l
Cc bc kim nh
1. Pht biu gi thuyt H0 v i thuyt H1
2. Xc nh mc ngha
3. Tnh thng k kim nh
Z0 = s
vi

P1 P2 D0


1
1

+
P (1 P )
n m

(21)

Y
X +Y
X
P1 = ; P2 = ; P =
n
m
n+m

nu H0 ng, Z N (0, 1).

65

So snh hai t l
4. Xc nh min bc b
i thuyt

Min bc b

p - gi tr

H 1 : p1 p2 =
6 D0
H1 : p1 p2 < D0
H1 : p1 p2 > D0

|z0 | > z1/2

z0 < z1
z0 > z1

p = 2[1 (|z0 |)]

p = (z0 )
p = 1 (z0 )

5. Kt lun: Nu bc b H0 , ta kt lun H1 ng vi (1 )100% tin cy. Ngc li ta kt

lun cha c s bc b H0 vi cho trc.
66

So snh hai t l
V d 12. Mt cng ty sn xut thuc cn kim tra mt loi thuc c tc dng l gim vic xut
hin cn au ngc cc bnh nhn. Cng ty thc hin th nghim trn 400 ngi, chia lm hai nhm:
nhm 1 gm 200 c ung thuc v nhm 2 gm 200 ngi c ung gi dc. Theo di thy
nhm 1 c 8 ngi ln cn au ngc v nhm 2 c 25 ngi ln cn au ngc. Vi = 0.05, hay cho
kt lun v hiu qu ca thuc mi sn xut.
67

26

68

So snh hai mu khng c lp

So snh hai mu khng c lp (paired t - test)

Khi hai mu khng c lp th mi gi tr quan trc c trong mt mu c mi lin h tng

ng vi mt gi tr quan trc mu th hai. Nh vy, ta c th ghp cp tng gi tr trong hai
mu vi nhau.

Vic ghp cp l kt qu ca vic

quan trc gi tr trc v sau khi thc hin 1 th nghim. Chng hn nh o trng lng

trc v sau khi thc hin mt ch n king.

so snh cng 1 c tnh.
th nghim trn cng 1 a im.
th nghim vi cng thi gian.

69

So snh hai mu khng c lp (paired t - test)

Xt (X1i , X2i ), vi i = 1, 2, . . . , n, l tp gm n cp gi tr quan trc vi gi s rng k vng v

phng sai ca tng th i din bi X1 l 1 v 12 v k vng v phng sai ca tng th i
din bi X2 l 2 v 22 . X1i v X2j (i 6= j) c lp.

nh ngha sai khc gia mi cp trong tp hp cc gi tr quan trc l

Di = X1i X2i , i = 1, . . . , n

(22)

Cc Di ,i = 1, . . . , n c gi s c phn phi chun.

Goi D = E(Di ), bi v D1 , . . . , Dn l nhng bin ngu nhin c lp v c cng phn phi,

nu d1 , . . . , dn l nhng gi tr ca D1 , . . . , Dn , ta nh ngha
70

27

So snh hai mu khng c lp (paired t - test)

Goi D = E(Di ), bi v D1 , . . . , Dn l nhng bin ngu nhin c lp v c cng phn phi,

nu d1 , . . . , dn l nhng gi tr ca D1 , . . . , Dn , ta nh ngha
n

1X
di
d =
n

(23)

i=1

s2d =

i=1

i=1

X
1 X
n
2 = 1
2
(di d)
d2i
(d)
n1
n1
n1

Ta cn kim nh cc gi thuyt v i thuyt sau

(
(
H0 : D = D0
H0 : D = D0
(b)
(a)
H1 : D < D0
H1 : D 6= D0

(c)

(24)

H0 : D = D0
H1 : D > D0
71

So snh hai mu khng c lp (paired t - test)

Cc bc kim nh
1. Pht biu gi thuyt H0 v i thuyt H1
2. Xc nh mc ngha
3. Tnh thng k kim nh
T0 =

D0
D

SD / n

(25)

thng k T0 c phn phi Student vi n 1 bc t do.

4. Xc nh min bc b
72

28

So snh hai mu khng c lp (paired t - test)

Min bc b v p - gi tr trong trng hp ny c dng
i thuyt

Min bc b

p - gi tr

H1 : D 6= D0

n1
|t0 | > t1/2

p = 2P(Tn1 |t0 |)

n1
t0 < t1

H1 : D < D0
H1 : D > D0

t0 >

n1
t1

p = P(Tn1 t0 )

p = P(Tn1 t0 )

5. Kt lun: Nu bc b H0 , ta kt lun H1 ng vi (1 ) 100% tin cy. Ngc li kt lun

cha c s bc b H0 .
Trng hp c mu n > 30, bi ton kim nh hai mu ph thuc thc hin tng t nh trng
hp mt mu da trn mu ngu nhin (D1 , . . . , Dn ).
73

So snh hai mu khng c lp

V d 13. Mt bc dinh dng nghin cu mt ch n king v tp th dc mi lm gim
lng ng trong mu ca cc bnh nhn b bnh tiu ng. 10 bnh nhn b bnh tiu ng
c chn th nghim chng trnh ny, bng kt qu bn di cho bit lng ng trong mu
trc v sau khi cc bnh nhn tham gia chng trnh
Trc
Sau

268
106

225
186

252
223

192
110

307
203

228
101

246
211

298
176

231
194

185
203

S liu c cung cp c bng chng kt lun rng ch n king v tp th dc c tc dng

lm gim lng ng trong mu khng? = 0.05.
74

Kim nh Chi bnh phng

(Goodness-of-Fit-test)

75

Kim nh gi thuyt v phn phi

Bi ton: Kho st bin ngu nhin X lin lin quan n mt tng th c phn phi cha

bit. Cn kim nh xem phn phi ca tng th c phi l F (x; ) hay khng? Chng hn, ta
cn kim nh phn phi ca tng th ang xt l phn phi chun.
76

29

Kim nh gi thuyt v phn phi

Cc bc kim nh
1. Chn mu ngu nhin c n: (X1 , . . . , Xn ). Chia min gi tr ca cc bin ngu nhin Xi thnh
K khong khng trng nhau l1 , l2 , . . . , lK (Trng hp X l bin ngu nhin ri rc, ta chia
thnh K im: x1 , x2 , . . . , xK ).
2. Gi Oj l s cc gi tr mu nm trong khong lj (j = 1, 2, . . . , K) (Trng hp X l bin ngu
nhin ri rc l tn s lp li ca gi tr xj ). Oj gi l cc tn s thc nghim.
3. Pht biu gi thuyt H0 : X tun theo lut phn phi F (x; ).
Khi , tnh pj = P(X lj ) (hoc P(X = xj ) nu X ri rc). t Ej = npj , Ej gi l cc tn
s l thuyt.
iu kin: Ej 5, j = 1, 2, . . . , K.
77

Kim nh gi thuyt v phn phi

4. Thng k kim nh Q2 cho bi cng thc
K
X
(Oj Ej )2
Q =
Ej
2

(26)

j=1

Q2 xp x phn phi 2 vi K 1 bc t do.

5. Bc b H0 nu

Q2 2,Kr1

(27)

vi r l s tham s c lng. Tm 2,Kr1 : tra bng Chi - bnh phng.

78

Kim nh gi thuyt v phn phi

V d 14. Bng thng k s v tai nn xe my/ngy qun 5 trong 80 ngy
S v tai nn
0
1
2
3
4

S ngy
34
25
11
7
3

Vi mc ngha 5%, hy kim tra xem s v tai nn xe my hng ngy c tun theo lut phn phi
Poisson hay khng?
79

30

Kim nh gi thuyt v phn phi

1. Gi X = s v tai nn xe my/ngy Q.5; pht biu gi thuyt
H0 : X tun theo lut phn phi Poisson vi tham s
2. Tnh cc tn s thc l thuyt Ej , j = 1, . . . , 5. Ej = npj = nP(X = xj ). Nu X P (), cc
xc sut pj c tnh nh sau
pj = P(X = xj ) =

e xj
xj !

Do cha bit nn ta s dng c lng ca l

5

X
= 1

Oi xi = 1
n
i=1

80

Kim nh gi thuyt v phn phi

3. Xc sut v kt qu tnh tn s l thuyt cho bng bn di
pi = P(X = xi )
p1 =
p2 =
p3 =
p4 =

e1 10
0!
e1 11
1!
e1 12
2!
e1 13
3!

Ei = npi

= 0.368

29.44

= 0.368

29.44

= 0.184

14.72

= 0.061
P4
p5 = 1 i=1 pi = 0.019

4.88
1.52

4. Tnh thng k Q2 ,
Q2 =

5
X
(34 29.44)2
(3 1.52)2
(Oj Ej )2
=
+ ... +
= 4.67
Ej
29.44
1.52
j=1

81

Kim nh gi thuyt v phn phi

5. Bc b H0 khi:

Q2 2,Kr1 = 20.05,511

Tra bng, ta c 20.05,3 = 7.815.

6. Do Q2 = 4.67 < 7.815 nn kt lun cha c s bc b H0 . Vy, s v tai nn giao thng/
ngy Q.5 tun theo lut phn phi Poisson.
82
31

Kim nh gi thuyt v phn phi

V d 15. im thi ca 200 sinh vin trong mt lp hc cho bi bng bn di. C kin cho rng
im thi ca sinh vin l i lng ngu nhin c phn phi chun vi im trung bnh bng 75 v
lch chun bng 8. Vi = 0.05, hy kim tra kin ny.
im thi
S sinh vin

(0, 60]
12

(60, 70]
36

(70, 80]
90

(80, 90]
44

(90, 100]
18
83

Kim nh gi thuyt v phn phi

V d 16. Nhm mu ca 500 ngi chn ngu nhin t mt khu vc cho bi bng sau

A
75

B
150

AB
15

O
260

Theo t in y khoa th t l nhm mu trong dn s l 0.18, 0.28, 0.05, 0.49. Hi nhm mu trong
dn s c ph hp vi t in y khoa hay khng? Mc ngha 1%.
84

Kim nh gi thuyt v phn phi

V d 17. Chn 100 ngi bnh tm thn c phn loi vo ma m h sinh ra, s liu cho bng
sau:

Xun
20

H
35

Thu
20

ng
25

Hi bnh c ph thuc vo ma c sinh ra hay khng? Mc ngha 1%.

85

32

Kim nh gi thuyt v tnh c lp

Bi ton:

Gi s mi phn t trong mt tng th c th c phn loi theo hai c tnh khc nhau, gi
l c tnh X v c tnh Y . X c r gi tr v Y c s gi tr. Gi
Pij = P(X = xi , Y = yj )
vi i = 1, . . . , r v j = 1, . . . , s. Pij l xc sut chn c mt phn t trong tng th c c
tnh X bng i v c tnh Y bng j.

Gi

s
X

Pij ,

i = 1, . . . , r

r
X

Pij ,

j = 1, . . . , s

pi = P(X = xi ) =

j=1

v
qj = P(Y = yj ) =

i=1

86

Kim nh gi thuyt v tnh c lp

pi l xc sut chn c mt phn t ca tng th c c tnh X bng xi , qj l xc sut chn
c mt phn t ca tng th c c tnh Y bng yj .

Ta cn kim nh xem X c c lp vi Y hay khng?

Pht biu gi thuyt
H0 : Pij = pi qj i = 1, . . . , r; j = 1, . . . , s

v i thuyt

H1 : (i, j) sao cho Pij 6= pi qj

87

33

Kim nh gi thuyt v tnh c lp

Kho st N phn t, ta c bng kt qu, trong bi ton ny gi l bng ngu nhin

(contingency table):
H
HH Y
X HH
H

y1

y2

ys

Tng hng

x1
x2
..
.

n11
n21
..
.

n12
n22
..
.

..
.

n1s
n2s
..
.

n1
n2
..
.

xr
Tng ct

nr1
m1

nr2
m2

nrs
ms

nr
N

Bng 7
trong , cc nij gi l tn s thc nghim.
88

Kim nh gi thuyt v tnh c lp

c lng ca pi v qj ln lt bng
ni
, i = 1, . . . , r
N
mj
qj =
, j = 1, . . . , s
N
pi =

Gi Nij l s phn t c c tnh (xi , yj ) trong N phn t kho st, th Nij B(N, Pij ). Khi
,
E(Nij ) = N Pij = N pi qj khi H0 ng
t
eij = N pi qj =

n i mj
N

eij gi l tn s l thuyt.
89

34

Kim nh gi thuyt v tnh c lp

nh l 5 (Pearson). Vi Nij v Eij = N Pij , bin ngu nhin

s
r X
X
(Nij Eij )2
Eij
i=1 j=1

s hi t theo phn phi v bin ngu nhin Chi bnh phng 2(r1)(s1) bc t do.
90

Kim nh gi thuyt v tnh c lp

Cc bc kim nh
1. Pht biu gi thuyt H0 : X v Y c lp
2. Xc nh tn s thc nghim nij v tn s l thuyt
eij =

n i mj
N

vi ni v mj l tng hng i v tng ct j tng ng,

iu kin: eij 5.
91

Kim nh gi thuyt v tnh c lp

3. Tnh thng k kim nh
Q2 =

s
r X
s
r
X
(nij eij )2 X X n2ij
=
N
eij
eij
i=1 j=1

(28)

i=1 j=1

Nu H0 ng, thng k Q2 c phn phi Chi bnh phng vi (r 1)(s 1) bc t do

4. Bc b H0 khi

Q2 > 2(r1)(s1) ()

(29)



p = P 2(r1)(s1) Q2

(30)

4b. S dng p-gi tr:

Bc b H0 khi: p .

92

35

Kim nh gi thuyt v tnh c lp

V d 18. Mt bo co khoa hc trong y khoa tuyn b rng vic s hu mt th cng trong nh
(ch hoc mo) s lm tng kh nng sng st ca nhng ngi ch m thng b ln cn au tim.
Mt mu ngu nhin gm 95 ngi ln cn au tim c chn kho st. D liu ca mi ngi
kho st c chia lm 2 loi:
- Nhng ngi sng st/t vong 1 nm sau khi ln cn au tim.
- Ngi sng st/t vong c nui th cng trong nh hay khng.
Kt qu cho bi bng sau
C nui th cng

Khng nui th cng

28
8

44
15

Sng st
T vong

93

Kim nh gi thuyt v tnh c lp

1. Pht biu gi thuyt, H0 : Bnh ln cn au tim c lp vi vic nui th cng,
2. Tnh tn s thc nghim: vi n1 = 72, n2 = 23, m1 = 36, m2 = 59
72 36
n 1 m1
=
= 27.284;
N
95
n 2 m1
23 36
=
=
= 8.716;
N
95

n 1 m2
72 59
=
= 44.716
N
95
n 2 m2
23 59
=
=
= 14.284
N
95

e11 =

e12 =

e21

e22

3. Tnh gi tr thng k Q2
2

Q =

2
2 X
X
n2ij
i=1 j=1

eij

n=

282
442
82
152
+
+
+
27.284 44.716 8.716 15.284

95 = 0.125
94

Kim nh gi thuyt v tnh c lp

4. Bc b H0 khi: Q2 > 2(r1)(s1) () = 21 (0.05).
Tra bng Chi - bnh phng, ta c 21 (0.05) = 3.841.
Q2 = 0.125, suy ra Q2 < 3.841. Ta kt lun cha c s bc b H0 tc l bnh ln cn
au tim c lp vi vic nui th cng.
95

36

Kim nh gi thuyt v tnh c lp

V d 19. V my bay ca hng hng khng Vit Nam Airline c chia lm 3 loi: Hng thng (C),
hng trung (B) v hng doanh nhn (A). Hnh khch i my bay ca VN Airlines nm trong 1 trong
2 dng sau: bay ni a hoc quc t. Kho st 920 hnh khch bay ca hng, cho kt qu sau:

Loi v
Hng thng
Hng trung
Hng doanh nhn

Loi chuyn bay

Ni a Quc t
29
22
95
121
518
135

C kin cho rng hnh khch mua loi v no (A, B, C) s ph thuc vo vic ngi bay ni a
hay quc t. Vi mc ngha 5%, hy kim tra kin trn.
96

37