Ly Thuyet Thongke

On thi Cao hoc Toan kinh te Phan Thong ke Tran Ngoc Hoi
1

N THI CAO HC
MN TON KINH T
(GV: Trn Ngc Hi 2011)

PHN III: THNG K

1. CC C TRNG MU
1.1. Bng s liu
Khi kho st m ng X ta thu thp s liu ca mu c n: (X
1
, X
2
,,
X
n
) v thng lp bng s liu theo cc dng sau:

Dng 1: Lit k di dng:
x
1
, x
2
,, x
n
trong mi s liu c th lp li nhiu ln.

Dng 2: Lp bng c dng:

X
i
x
1
x
2
.. x
k

n
i
n
1
n
2
. n
k

trong x
1
< x
2
<...< x
k
v mi s liu x
i
xut hin n
i
ln.

Dng 3: Lp bng c dng:

X
i
x
1
-x
2
x
2
- x
3
.. x
k
- x
k+1
n
i
n
1
n
2
. n
k

trong x
1
< x
2
<...< x
k
< x
k+1
v mi na khong [x
i
; x
i+1
) (tr ci cui
cng l on [x
k
; x
k+1
]) cha n
i
s liu.

Khi x l s liu ta s a s liu v Dng 2.
C th a Dng 1 v Dng 2 bng cch thng k li.
Dng 3 c a v Dng 2 bng cch thay cc khong x
i
-x
i+1
bng gi
tr trung bnh ca hai u mt
2
'
1 +
+
=
i i
i
x x
x .
Trong cc phn sau, ta xt mu ca m ng X c dng 2.


2
1.2. K vng mu
1) nh ngha. K vng mu hay Trung bnh mu ca m ng X
ng vi mu (X
1
, X
2
,, X
n
), k hiu
n
X hay X l i lng ngu nhin nh
bi:
k
i i
i 1
1
X X n
n
=
=

2) ngha. Khi n k vng mu
n
X hi t v k vng m
ng = M(X). Do khi n kh ln ta xp x:

n
X X M = ) (

1.3. Phng sai mu v lch mu
1) nh ngha. Phng sai mu ca m ng X ng vi mu (X
1
,
X
2
,, X
n
), k hiu
2
S (cn k hiu l
2
n
x
hay
2
n
) l i lng ngu nhin

nh bi:
k
2
2 2
i i
i 1
1
S X n (X)
n
=
=

Cn bc hai ca phng sai mu ca X gi l lch mu, k hiu
S
(cn k hiu l
n
x hay
n
):
k
2 2
i i
i 1
1
S X n (X)
n
=
=

2) Phng sai mu v lch mu hiu chnh
Phng sai mu hiu chnh ca m ng X ng vi mu (X
1
,
X
2
,, X
n
), k hiu
2
S (cn k hiu l
2
n 1
x

hay
2
n 1
) l i lng
ngu nhin nh bi:
k
2
2 2 2
i i
i 1
n 1 n
S S X n (X)
n 1 n 1 n 1
=
= =

Cn bc hai ca phng sai mu hiu chnh ca X gi l lch mu
hiu chnh, k hiu S (cn k hiu l
n 1
x

hay
n 1
):
k
2 2
i i
i 1
1 n
S X n (X)
n 1 n 1
=
=

3) ngha. Khi n phng sai mu hiu chnh hi t v
phng sai m ng
2
= D(X). Do khi n kh ln ta xp x:
Printed with FinePrint trial version - purchase at www.fineprint.com

3
2 2
D(X) S =

1.4. T l mu
1) nh ngha. Ta xt m ng vi t l cc phn t c tnh cht A
l p. Du hiu X m ta quan tm l cc phn t ca m ng c tnh cht A
hay khng: Nu c, ta t X = 1; nu khng, ta t X = 0. Nh vy, m ng
X c phn phi Bernoulli X B(p) nh sau:

X 0 1
P q p
(q = 1 p). Khi mt mu c n l mt b gm n i lng ngu nhin (X
1
,
X
2
, , X
n
) m mi X
i
u c cng phn phi Bernoulli vi X: X
i
B(p), ngha
l
X
i
0 1
P q p
Ni cch khc, mi X
i
ch nhn hai gi tr: 0 (vi xc sut q) v 1 (vi xc sut
p).
T l mu ca m ng X ng vi mu (X
1
, X
2
,, X
n
), k hiu F
n
,
l i lng ngu nhin nh bi:
k
n i i
i 1
1
F X n
n
=
=

2) ngha. Khi n t l mu F
n
hi t v t l m ng p.
Do khi n kh ln ta xp x:
p F
n

3) Ch . Di Dng 2 ca bng, vic tnh gi tr ca t l mu rt
n gin v ta ch cn xc nh s phn t m tha tnh cht A ca mu c n.
Khi
n
m
F
n
= .

V d. kho st ch tiu X ca mt loi sn phm, ngi ta quan st
mt mu v c kt qu sau:
X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18
Nhng sn phm c ch tiu X t 19 cm tr xung c xp vo loi B.
Hy xc nh k vng mu, phng sai mu, phng sai mu hiu chnh,
lnh mu, lnh mu hiu chnh ca ch tiu X v t l mu cc sn phm
loi B.
Gii. Trc ht ta thay cc khong x
i
- x
i+1
bng gi tr trung bnh ca hai u
mt
2
'
1 +
+
=
i i
i
x x
x .


4
X
i
13 17 21 25 29 33 37
n
i
8 9 20 16 16 13 18
Ta c:
- C mu n = 100.
- K vng mu ca X l
= = ). ( 36 , 26
1
cm n X
n
X
i i

- Phng sai mu ca X l:
2
2 2 2 2
i i
1
S X n X (7, 4452) (cm ).
n
= =

- lch mu ca X l:
S 7, 4452 (cm) =
- Phng sai mu hiu chnh ca X l:
2
2 2 2
n
S S (7, 4827) (cm ).
n 1
= =

- lch mu hiu chnh ca X l: S 7, 4827(cm) =

- T l mu cc sn phm loi B l:
%. 17 17 , 0
100
17
= = = =
n
m
F
n

v trong n = 100 sn phm c m = 8 + 9 = 17 sn phm c ch tiu X nh hn
hay bng 19 cm, ngha l c m = 17 sn phm loi B.

1.5. Hng dn s dng phn mm thng k trong cc my tnh b
ti CASIO 500MS, 570MS, 500ES, 570ES,..) tnh cc c trng mu:
V d. Xt li v d trn vi bng s liu:

X
i
13 17 21 25 29 33 37
n
i
8 9 20 16 16 13 18

a) i vi loi my tnh CASIO 500 v 570MS:

1) Vo MODE SD: Bm MODE (vi ln...) v bm s ng vi SD, trn
mn hnh s hin ln ch SD.
2) Xa b nh thng k: Bm SHIFT MODE 1 (mn hnh hin ln Stat
clear) AC = . Kim tra li: Bm nt trn hoc thy n = v
gc s 0 l xa.
3) Nhp s liu: Trnh t bm nh sau:
+
xi SHIFT , ni M (khi bm
SHIFT , trn mn hnh hin ln du ;). C th, ta bm:

5
+
+
+
1 3 SHIFT , 8 M
1 7 SHIFT , 9 M
2 1 SHIFT , 2 0 M

+
+
+
+
2 5 SHIFT , 1 6 M
2 9 SHIFT , 1 6 M
3 3 SHIFT , 1 3 M
3 7 SHIFT , 1 8 M

4) Kim tra v sa s liu sai: Bm nt trn kim tra vic nhp s
liu. Thy s liu no sai th mn hnh ngay s liu , nhp s liu
ng v bm = th s liu mi s thay cho s liu c.
V d. Nhp sai
+
1 3 SHIFT , 7 M . Khi kim tra ta thy trn
mn hnh hin ra:
- x
1
= 13
- Freq1 = 7 (sai)
Sa nh sau: mn hnh Freq1 = 7, bm 8 = th nhn c s
liu ng Freq1 = 8.
S liu no b nhp d th mn hnh s liu v bm
+
SHIFT M th tan b s liu (gm gi tr ca X v xc sut tng ng)
s b xa. Chng hn, nhp d
+
4 7 SHIFT , 1 8 M . Khi kim tra ta
thy x
8
= 47 (d). Ta mn hnh s liu v bm
+
SHIFT M th tan
b s liu d (gm gi tr ca X = 47 v tn s tng ng 18) s b xa.
Ch . Sau khi kim tra vic nhp s liu xong, phi bm AC xa
mn hnh v that khi ch chnh sa.
5) c kt qu:
i lng cn
tm
Thao tc Kt qu Ghi ch
Tng bnh phng
2
i i
X n

SHIFT 1 1 =
2
X 75028 =

2 2
i i
X n X =

Tng
i i
X n
SHIFT 1 2 = X 2636 =

i i
X n X =

C mu n
SHIFT 1 3 =
n = 100
K vng mu X SHIFT 2 1 = X 26.36 =

lch mu
S
SHIFT 2 2 =
n
x 7.4452 =
n
S x =
lch mu hiu
chnh S
SHIFT 2 3 =
n 1
x 7.4827
=
n 1
S x

=
Phng sai mu
2
2
S (7, 4452) =
Phng sai mu hiu chnh
2 2
S (7, 4827) =

6

b) i vi loi my tnh CASIO 500 v 570ES
1) Khai bo ct tn s: Bm SHIFT SETUP 4 1
(Bm bng cch bm nt trn xung)
2) Vo Mode Thng k: Bm MODE 3 (STAT) 1 (hoc MODE 2 (STAT) 1 )
(Trn mn hnh s hin ln ch STAT)
3) Nhp s liu: Nh trong bng sau:

4) Kim tra v sa s liu sai: Bm nt trn kim tra vic nhp s liu.
Thy s liu no sai th con tr ngay s liu , nhp s liu ng v bm
= th s liu mi s thay cho s liu c.
S liu no b nhp d th con tr s liu v bm DEL th
tan b s liu (gm gi tr ca X v tn sut tng ng) s b xa.
Ch . Sau khi kim tra vic nhp s liu xong, phi bm AC
xa mn hnh v that khi ch chnh sa. Trong qu trnh x l s liu,
mun xem li bng s liu th bm SHIFT 1 2
5) c kt qu:
i lng cn
tm
Thao tc Kt qu Ghi ch
Tng bnh phng
2
i i
X n

SHIFT 1 4 1 =
2
X 75028 =

2 2
i i
X n X =

Tng
i i
X n

SHIFT 1 4 2 =
X 2636 =

i i
X n X =

C mu n
SHIFT 1 5 1 =
n = 100
K vng mu X SHIFT 1 5 2 = X 26.36 =

lch mu
S SHIFT 1 5 3 =
n
x 7.4452 =
n
S x =
lch mu hiu
chnh S
SHIFT 1 5 4 =
n 1
x 7.4827
=
n 1
S x

=
Phng sai mu
2
2
S (7, 4452) =
Phng sai mu hiu chnh
2 2
S (7, 4827) =

7

2. C LNG
2.1. c lng im
Xt m ng X v mu (X
1
, X
2
,..., X
n
) ta c cc c lng im khng
chch sau:
1) K vng mu X l c lng khng chch ca k vng m
ng: X X M = ) ( .
2) Phng sai mu hiu chnh
2
S

l c lng khng chch ca
phng sai m ng:
2 2
D(X) S = .
3) T l mu F
n

l c lng khng chch ca t l m
ng:
n
F p .

V d: kho st ch tiu X ca mt loi sn phm, ngi ta quan st

X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18

Nhng sn phm c ch tiu X t 19cm tr xung c xp vo loi B. Hy
c lng gi tr trung bnh, phng sai ca ch tiu X v t l cc sn phm
loi B.
Gii. Trong V d 1 1, ta tm c:
- K vng mu ca X l ). ( 36 , 26 cm X =
- Phng sai hiu chnh ca X l
2
2 2 2
n
S S (7, 4827) 55, 9903 (cm ).
n 1
= = =

- T l mu sn phm loi B l %. 17 =
n
F
Ta c lng:
- Gi tr trung bnh ca X l
M(X) ). ( 36 , 26 cm X =
- Phng sai ca X l
D(X)
2 2
S 55, 9903 (cm ). =
- T l cc sn phm loi B l
p %. 17 =
n
F
2.2. c lng khong cho k vng
1) c lng hai pha: Xt m ng X v mu (X
1
, X
2
,..., X
n
), ta c
cc cng thc c lng khang (hai pha) cho k vng M(X) = vi tin
cy = 1 nh sau:


8

BNG 1A
C LNG KHONG CHO K VNG = M(X) ( TIN CY = 1 )
Trng hp Phng sai
2
Cng thc
n 30 bit
(X z ; X z )
n n

+
Cha bit
S S
(X z ; X z )
n n

+
n < 30 v X c phn phi
chun
bit
(X z ; X z )
n n

+
Cha bit
k k
S S
(X t ; X t )
n n

+
z
tho (z
) = (1 )/2 = /2 tra t Bng gi tr hm Laplace

k
t
vi k = n 1 v = 1 tra t Bng Phn phi Student

Tra Bng hm Laplace xc dnh z
tha
1
(z )
2 2

= = ta c:
= 1 (z
) = /2 z

90% 10% 0,45 1,65
91% 9% 0,455 1,70
92% 8% 0,46 1,75
93% 7% 0,465 1,81
94% 6% 0,47 1,88
95% 5% 0,475 1,96
96% 4% 0,48 2,06
97% 3% 0,485 2,17
98% 2% 0,49 2,33
99% 1% 0,495 2,58

i khi gi tr z
c cho di dng P(|Z| z
) = 1 = hay P(Z
z
) =
1
2
= 0, 5
2
+ , trong Z N(0,1).
Bng phn phi Student ng vi k = n 1 v = 1 cho ta gi tr
k
t
tha P(|T|>
k
t
) = = 1 , ngha l P(|T|
k
t
) = 1 = . V d. Khi k =
12, = 0,01 ta c
k
t
= 3,055.

X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18
Nhng sn phm c ch tiu X t 19 cm tr xung c xp vo loi B.
a) c lng gi tr trung bnh ca ch tiu X vi tin cy 95%.

9
b) c lng gi tr trung bnh ca ch tiu X ca nhng sn phm loi
B vi tin cy 99% (Gi s X c phn phi chun).
Gii. a) y l bi ton c lng khong cho k vng = M(X) vi tin
cy = 1 = 95% = 0,95.
Vi cc s liu trn, trong 1, ta tm c:
- C mu n = 100.
- ). ( 36 , 26 cm X =
- ). ( ) 4827 , 7 (
2 2 2
cm S =
V n 30,
2
= D(X) cha bit nn ta c cng thc c lng khong
cho k vng:
S S
(X z ; X z )
n n

+
trong (z
) = /2 = 0,95/2 = 0,475. Tra bng gia tr hm Laplace ta c

z
= 1,96. Vy c lng khong l:

). 83 , 27 ; 89 , 24 ( )
100
4827 , 7
96 , 1 36 , 26 ;
100
4827 , 7
96 , 1 36 , 26 ( = +

Ni cch khc, vi tin cy 95%, gi tr trung bnh ca ch tiu X t
24,89cm n 27,83 cm.
b) y l bi ton c lng khong cho k vng
B
= M(X
B
) ca ch
tiu X = X
B
ca nhng sn phm loi B vi tin cy = 1 = 99% = 0,99.
Ta lp bng s liu ca X
B
:
X
Bi
13 17
n
Bi
8 9
T bng trn ta tnh c:
; 17 =
B
n ; 257
=
Bi Bi
n X . 953 . 3
2
=
Bi Bi
n X
- K vng mu ca X
B
l
B Bi Bi
B
1
X X n 15,1176 (cm).
n
= =

- Phng sai mu ca X
B
l:
2
2 2 2 2
B
Bi Bi B
B
1
S X n X (1, 9965) (cm ).
n
= =

- Phng sai mu hiu chnh ca X
B
l:
2
2 2 2 B
B
B
B
n
S S (2, 0580) (cm ).
n 1
= =

V n
B
< 30, X
B
c phn phi chun,
2
B
= D(X
B
) cha bit, nn ta c
cng thc c lng khong cho k vng:
k k B B
B B
B B
S S
(X t ; X t )
n n

+
trong
k
t
c xc nh t bng phn phi Student vi k = n

B
1 = 16 v
= 1 = 1 0,99 = 0,01. Tra bng phn phi Student ta c
k
t 2, 921
= .
Vy c lng khong l:

10
). 58 , 16 ; 66 , 13 ( )
17
0580 , 2
921 , 2 1176 , 15 ;
17
0580 , 2
921 , 2 1176 , 15 ( = +

Ni cch khc, vi tin cy 99%, gi tr trung bnh ca ch tiu X ca nhng
sn phm loi B t 13,66cm n 16,58cm.

2) c lng mt pha: Xt m ng X v mu (X
1
, X
2
,..., X
n
), ta c
cc cng thc c lng khang mt pha cho k vng M(X) = vi tin
cy = 1 nh sau:
BNG 1B
C LNG KHONG BN TRI CHO K VNG = M(X) ( TIN CY = 1 )
Trng hp Phng sai
2
Cng thc
n 30 bit
2
( ; X z )
n

+
Cha bit
2
S
( ; X z )
n
+
chun
bit
2
( ; X z )
n

+
Cha bit
k
2
S
( ; X t )
n
+
z
2
tho (z
2
) = (1 2)/2 ( = 1 ) tra t Bng gi tr hm Laplace

k
2
t


BNG 1C
C LNG KHONG BN PHI CHO K VNG = M(X) ( TIN CY = 1 )
Trng hp Phng sai
2
Cng thc
n 30 bit
2
(X z ; )
n

+
Cha bit
2
S
(X z ; )
n
+
chun
bit
2
(X z ; )
n

+
Cha bit
k
2
S
(X t ; )
n
+
z
2
tho (z
2

k
2
t


Ch :
Khi c c lng khong bn tri cho k vng vi tin cy l
( ; X ) + , ta ni gi tr ti a ca k vng tin cy l X + .
Khi c c lng khong bn phi cho k vng vi tin cy l
(X ; ; ) + , ta ni gi tr ti thiu ca k vng tin cy l X .


11
V d. Tip tc xt li V d trn.
c) c lng gi tr trung bnh ti a ca ch tiu X vi tin cy 95%.
d) c lng gi tr trung bnh ti thiu ca ch tiu X ca nhng sn phm
loi B vi tin cy 99% (Gi s X c phn phi chun).

Gii. c) Ta c tin cy = 1 = 95% = 0,95 ( = 0,05).
Ta tm c:
C mu n = 100.
). ( 36 , 26 cm X =
). ( ) 4827 , 7 (
2 2 2
cm S =
V n 30,
2
= D(X) cha bit nn ta c cng thc c lng khong
bn tri cho k vng:
2
S
( ; X z )
n
+
trong (z
2
) = (1 2)/2 = 0,90/2 = 0,45. Tra bng gi tr hm Laplace ta
c z
2
= 1,65. Suy ra gi tr trung bnh ti a ca ch tiu X vi tin cy
95% l:
2
S 7, 4827
X z 26, 36 1, 65 27, 5946(cm)
n 100
+ = + =
.

d) Ta c tin cy = 1 = 99% = 0,99 ( = 0,01).
Ta tm c:
C mu
B
n 17. =

B
X 15,1176 (cm) = .

2 2 2
B
S (2, 0580) (cm ). =
V n
B
< 30, X
B
c phn phi chun,
B
2
= D(X
B
) cha bit, nn ta c cng
thc c lng khong bn phi cho k vng vi tin cy = 1 l:
k B
B 2
B
S
(X t ; )
n
+

trong
k
2
t

c xc nh t bng phn phi Student vi k= n
B
1 = 16 v
2 = 0,02. Tra bng phn phi Student ta c
k
2
t 2, 583
= .
Vy gi tr trung bnh ti thiu ca ch tiu X ca nhng sn phm loi B
vi tin cy 99% l:
k B
B 2
B
S 2, 0580
X t 15,1176 2, 583 13, 8283(cm)
n 17
= =
.

2.3. c lng khong cho t l
1) c lng hai pha: Xt m ng X v mu (X
1
, X
2
,..., X
n
), ta c
cc cng thc c lng khang (hai pha) cho t l p = P(A) vi tin cy =
1 nh sau:


12
BNG 2A
C LNG KHONG CHO T L p = P(A) ( TIN CY = 1 )
n n n n
n n
F (1 F ) F (1 F )
(F z ; F z )
n n

+
z
tho (z
) = (1 )/2 = /2 tra t Bng gi tr hm Laplace

(F
n
l t l mu, l hm Laplace). chnh xc ca c lng l
n n
F (1 F )
z
n

= .
V d. kho st trng lng ca mt loi vt nui, ngi ta quan st
X(kg) 110-117 117-124 124-131 131-138 138-145 145-152 152-159
S con 28 29 35 46 36 7 8
Nhng con c trng lng t 145kg tr ln c xp vo loi A. Hy c t
l con vt loi A vi tin cy 97%.

Gii. y l bi ton c lng khong cho t l p cc con loi A vi tin cy
= 1 = 97% = 0,97.
Ta c cng thc c lng khong :

n n n n
n n
F (1 F ) F (1 F )
(F z ; F z )
n n

+
trong (z
) = (1 )/2 =

/2 = 0,97/2 = 0,485.
Tra bng gi tr hm Laplace ta c z

= 2,17.
C mu n = 189.
Trong n = 189 con c m = 7+ 8 = 15 con c trng lng t 145kg tr
ln nn c m = 15 con loi A. Do t l mu cc con loi A l:
F
n
= m/n = 15/189 = 0,0794.
Vy c lng khong l:

0, 0794(1 0, 0794) 0, 0794(1 0, 0794)
(0, 0794 2,17 ; 0, 0794 2,17 )
189 189
(0, 0367; 0,1221) (3, 67%; 12, 21%)

+
= =

Ni cch khc, vi tin cy 97%, t l con loi A t 3,67% n 12,21%.

3) c lng mt pha: Xt m ng X v mu (X
1
, X
2
,..., X
n
), ta c
cc cng thc c lng khang mt pha cho t l p = P(A) vi tin cy =
1 nh sau:
BNG 2B
C LNG KHONG BN TRI CHO T L P = P(A) ( TIN CY = 1 )
n n
n 2
F (1 F )
( ; F z )
n

+
z
2
tho (z
2

13

BNG 2C
C LNG KHONG BN PHI CHO T L P = P(A) ( TIN CY = 1 )
n n
n 2
F (1 F )
(F z ; )
n

+
z
2
tho (z
2

Ch :
Khi c c lng khong bn tri cho t l p vi tin cy l
n
( ; F ) + , ta ni gi tr ti a ca t l p vi tin cy l
n
F + .
Khi c c lng khong bn phi cho t l p vi tin cy l
n
(F ; ) + , ta ni gi tr ti thiu ca t l p vi tin cy l
n
F .
V d. Tip tc xt li V d trn.
c) c lng t l ti a con loi A vi tin cy 96%.
d) c lng t l ti thiu con loi A vi tin cy 98%.
Gii. Ta tm c:
C mu n = 189.
T l mu con loi A l: F
n
= 0,0794.
c) Ta c tin cy = 1 = 96% = 0,96 ( = 0,04).
Cng thc c lng khong bn tri cho t l p con loi A vi tin cy
= 1 = 0,96 l:
n n
n 2
F (1 F )
( ; F z )
n

+
trong (z
2
c z
2
= 1,75. Suy ra t l ti a con loi A l:

n n
n 2
F (1 F ) 0, 0794(1 0, 0794)
F z 0, 0794 1, 75 0,1138 11, 38%
n 189

+ = + = =

d) Ta c tin cy = 1 = 98% = 0,98 ( = 0,02).
Cng thc c lng khong bn phi cho t l p con loi A vi tin cy
= 1 = 0,98 l:
n n
n 2
F (1 F )
(F z ; )
n

+
trong (z
2
c z
2
= 2,06. Suy ra t l ti thiu con loi A l:

n n
n 2
F (1 F ) 0, 0794(1 0, 0794)
F z 0, 0794 2, 06 0, 0389 3, 89%.
n 189

= = =


14

2.4. c lng khong cho phng sai
1) c lng hai pha: Xt m ng X c phn phi chun v mu
(X
1
, X
2
,..., X
n
), ta c cc cng thc c lng khang cho phng sai
2
=
D(X) vi tin cy = 1 nh sau:

BNG 3A
C LNG KHONG CHO PHNG SAI
2
= D(X) ( TIN CY = 1 )
X c phn phi chun Cng thc
1) = M(X) bit
2 2 2 2
i i i i
1
2 2
(X ) n / ; (X ) n /

(1)
2) = M(X) cha bit
2 2 2 2
1
2 2
(n 1)S / ; (n 1)S /

(2)
(1) Tra
2
2
;
2
1
2
( = 1 ) t Bng P. phi Chi bnh phng

2
vi n bc t do
(2) Tra
2
2
;
2
1
2
( = 1 ) t Bng P. phi Chi bnh phng

2
vi n 1 bc t do

Ch :
1)
2
i
(X )
l tng bnh phng ca mu (X

1

, X
2

,..., X
n

).
2) Bng phn phi Chi bnh phng
2

2
(k) vi k bc t do cho ta cc gi tr
2
tha
2 2
P( )
> = . V d: Vi k = 20; = 0,01 ta c

2
37, 57
=
(Trong mt s ti liu khc, k hiu
2
ch gi tr m
2 2
P( )
= . Theo
ngha ny th
2
chnh l gi tr
2
1
m ta xt trn).
X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18
Gi s X c phn phi chun. Hy c lng phng sai ca X vi tin cy
90% trong mi trng hp sau:
a) Bit gi tr trung bnh ca X l 25cm.
b) Cha bit gi tr trung bnh ca X.

Gii. a) Gi thit cho ta = M(X) = 25. Ta c c lng khong ca phng
sai vi tin cy = 1 = 90% ( = 0,1) l:
2 2
i i i i
2 2
1
2 2
(X ) n (X ) n
;

Ta lp bng:
X
i
-
12 8 4 0 4 8 12
n
i
8 9 20 16 16 13 18

15
T ta tm c c mu n = 100;
2
i i
(X ) n 5728 =
.
Tra bng phn phi chi bnh phng
2

2
(n) vi n = 100 bc t do ta c:
2 2 2 2
0,05 0,95
1
2 2
124, 3 va 77, 93

= = = =
Vy c lng khong ca phng sai l:
5728 5728
; (46, 08; 73, 50)
124, 3 77, 93

=

Ni cch khc, vi tin cy 90%, phng sai ca ch tiu X ca loi sn
phm trn t 46,08(cm
2
) n 73,50(cm
2
).
b) V = M(X) cha bit, ta c c lng khong ca phng sai vi
tin cy = 1 = 90% ( = 0,1) l:
2 2
2 2
1
2 2
(n 1)S (n 1)S
;

Cc s liu ca bi ton c tnh trong cc v d trc. Nhc li
rng :
- C mu n = 100.
- ). ( 36 , 26 cm X =
- ). ( ) 4827 , 7 (
2 2 2
cm S =
2

2
(n1) vi n 1 = 99 100 bc t
do ta c:
2 2 2 2
0,05 0,95
1
2 2
124, 3 va 77, 93

= = = =

Vy c lng khong ca phng sai l:
2 2
99.(7, 4827) 99.(7, 4827)
; (44, 59; 71,13)
124, 3 77, 93

=

Ni cch khc, vi tin cy 90%, phng sai ca ch tiu X ca loi sn
phm trn t 44,59(cm
2
) n 71,13(cm
2
).
2) c lng mt pha: Xt m ng X c phn phi chun v mu
(X
1
, X
2
,..., X
n
), ta c cc cng thc c lng khang mt pha cho phng sai
2
= D(X) vi tin cy = 1 nh sau:
BNG 3B
C LNG KHONG BN TRI CHO PHNG SAI
2
= D(X) ( TIN CY = 1 )
1) = M(X) bit
( )
2 2
i i 1
0 ; (X ) n /

(1)
2) = M(X) cha bit
( )
2 2
1
0 ; (n 1)S /

(2)

16
(1) Tra
2
1
( = 1 ) t Bng Phn phi Chi bnh phng
2
vi n bc t do
(2) Tra
2
1
( = 1 ) t Bng Phn phi chi bnh phng
2
vi n 1 bc t do

BNG 3C
C LNG KHONG BN PHI CHO PHNG SAI
2
= D(X) ( TIN CY = 1 )
1) = M(X) bit
( )
2 2
i i
(X ) n / ;
(1)
2) = M(X) cha bit
( )
2 2
(n 1)S / ;
+ (2)
(1) Tra
2
( = 1 ) t Bng Phn phi Chi bnh phng

2
vi n bc t do
(2) Tra
2
( = 1 ) t Bng Phn phi chi bnh phng

2
vi n 1 bc t do
Ch :
Khi c c lng khong bn tri cho phng sai
2
= D(X) vi
tin cy l (0; D) , ta ni gi tr ti a ca phng sai
2

vi tin cy l D.
Khi c c lng khong bn phi cho phng sai
2
= D(X) vi
tin cy l (d; +), ta ni gi tr thiu ca phng sai
2

vi tin cy l d.

V d. Tip tc xt li V d trn. Vi tin cy 99%, hy c lng:
c) Gi tr ti a ca phng sai
2
trong trng hp bit gi tr trung
bnh ca X l 25cm.
d) Gi tr ti thiu ca phng sai
2
trong trng hp cha bit gi tr
trung bnh ca X.
Gii. c) Gi thit cho ta = M(X) = 25. Ta c c lng khong bn tri ca
phng sai vi tin cy = 1 = 99% ( = 0,01) l:
2
i i
2
1
(X ) n
0 ;

Tng t cu a), ta tm c c mu n = 100;
2
i i
(X ) n 5728 =
.
2

2
(n) vi n = 100 bc t do ta c:
2 2
1 0,99
70, 065
= =
Suy ra gi tr ti a ca phng sai
2
l:
2
i i
2
1
(X ) n
5728
81, 7527
70, 065

= =
.

d) V = M(X) cha bit, ta c c lng khong bn phi ca phng sai vi
tin cy = 1 = 99% ( = 0,01) l:
2
2
(n 1)S
;

Ta bit:
- C mu n = 100.

17
- ). ( 36 , 26 cm X =
- ). ( ) 4827 , 7 (
2 2 2
cm S =
2

2
(n1) vi n 1 = 99 100 bc t
do ta c:
2 2
0,01
135, 8
= = .
Suy ra gi tr ti thiu ca phng sai
2
l:
2 2
2
(n 1)S 99.(7, 4827)
40, 8180
135, 8
= =
.

2.5. Cc ch tiu chnh ca bi ton c lng khong cho k vng v
t l
Trong bi ton c lng khong cho k vng v t l c 3 ch tiu chnh
l:
- C mu n.
- chnh xc .
- tin cy = 1 .
Nu bit c 2 trong 3 ch tiu trn th c th suy ra ch tiu cn li.
1) Trng hp c lng khong cho k vng
Ta xt trng hp ph bin nht l n 30;
2
= D(X) cha bit. Khi ,
ta c cng thc c lng khong cho k vng = M(X) vi tin cy :
S S
(X z ; X z ) (z ) .
2 n n

+ = v i
Do ta c cng thc chnh xc ca c lng l:
S
z (1)
n
=

- Nu bit c mu n v tin cy th ta tra bng gi tr hm Laplace
tm z
tho (z
) = /2. T ta tm c chnh xc theo (1).

- Nu bit c mu n v chnh xc th t (1) ta suy ra
n
z
S

=

Tra bng gi tr hm Laplace ta tm c (z
). T suy ra tin cy
= 2(z
).
- Nu bit chnh xc v tin cy th t (1) ta suy ra:
2
z S
n

=

Ch rng
2
z S

c th khng l s nguyn, hn na, ta bit trong c
lng, c mu cng ln th c lng cng chnh xc. Do trong thc t ta
c yu cu:
1
n n (2)

18
trong
2
1
n (z S/ )

=

l s nguyn nh nht ln hn hay bng
2
(z S/ )
.
Gi n
0
l c mu ang xt, ta c:
Nu n
1
n
0
th ta khng cn iu tra thm v c mu ang c tha (2).
Nu n
1
> n
0
th ta cn iu tra thm t nht l n
1
n
0
s liu na m
bo tng s liu l n
1
tho (2).
Tm li, ta c qui tc xc nh cc ch tiu chnh khi c lng khong
cho k vng nh sau:
BNG 4A
XC NH CC CH TIU CHNH
TRNG HP C LNG KHONG CHO K VNG = M(X)
Ch tiu bit Ch tiu cn tm Cng thc
- C mu n
- tin cy = 1
chnh xc S
z
n
=
- C mu n
- chnh xc
tin cy = 1
n
2 ( )
S
=

- tin cy = 1
- chnh xc
C mu n
( )
2
n z S/
tho (z
) = (1 )/2 = /2 tra t Bng gi tr hm Laplace (x)

( )
2
z S/

l s nguyn nh nht ( )
2
z S/

X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18
a) Nu mun c lng gi tr trung bnh ca ch tiu X ca loi sn
phm trn vi chnh xc 1,8cm th s t c tin cy l bao nhiu?
b) Nu mun c lng gi tr trung bnh ca ch tiu X ca loi sn
phm trn vi chnh xc 1,5cm v tin cy 97% th phi iu tra thm t
nht bao nhiu sn phm na?
Gii. Cc s liu ca bi ton c tnh trong cc v d trc. Nhc li rng :
- C mu n = 100.
- ). ( 36 , 26 cm X =
- ). ( ) 4827 , 7 (
2 2 2
cm S =

a) y l bi ton xc nh tin cy = 1 khi c lng k vng
ca ch tiu X vi chnh xc = 1,8cm.
V n 30,
2
= D(X) cha bit nn ta c cng thc tnh chnh xc
ca c lng:
S
z
n
=


19
trong (z
) =

/2. Suy ra
n 1, 8. 100
z 2, 41
S 7, 4827

= = =
Tra bng gi tr hm Laplace ta c tin cy l:
2 (z ) 2 (2, 41) 2.0, 4920 98, 40%.
= = = =
Vy tin cy t c l 98,40%.
b) y l bi ton xc nh c mu khi c lng k vng ca ch tiu
X vi chnh xc = 1,5cm v tin cy = 1 = 97% = 0,97.
V n 30,
2
= D(X) cha bit nn ta c cng thc tnh chnh xc
ca c lng:
S
z
n
=

trong (z
) =

/2 = 0,97/2 = 0, 485.

= 2,17. Suy ra
2 2
z S 2,17.7, 4827
n 117,18
1, 5

= =

Thc t yu cu: n 117,18 = 118. V n
1
= 118 > 100 (100 l c mu ang
c) nn ta cn iu tra thm t nht l 118 100 = 18 sn phm na.

2) Trng hp c lng khong cho t l
Ta xt trng hp c mu kh ln. Khi , ta c cng thc c lng
khong cho t l p vi tin cy :
n n n n
n n
F (1 F ) F (1 F ) 1
(F z ; F z ) (z ) .
n n 2 2

+ = = v i
Do ta c cng thc chnh xc ca c lng l:

n n
F (1 F )
z (1)
n

=
- Nu bit c mu n v tin cy th ta tra bng gi tr hm Laplace
tm z
tho (z
) = /2. T ta tm c chnh xc theo (1).

- Nu bit c mu n v chnh xc th t (1) ta suy ra
n n
n
z
F (1 F )

Tra bng gi tr hm Laplace ta tm c (z
). T suy ra tin cy
= 2(z
).
- Nu bit chnh xc v tin cy th t (1) ta suy ra:
2
n n
2
z F (1 F )
n

=


20
Ch rng
2
n n
2
z F (1 F )
c th khng l s nguyn, hn na, ta bit trong

c lng, c mu cng ln th c lng cng chnh xc. Do trong thc t
ta c yu cu:
1
n n (2)
trong
2 2
1 n n
n z F (1 F ) /

=

l s nguyn nh nht ln hn hay bng
2 2
n n
z F (1 F ) /
. Gi n
0
l c mu ang xt, ta c:
Nu n
1
n
0
th ta khng cn iu tra thm v c mu ang c tha (2).
Nu n
1
> n
0
th ta cn iu tra thm t nht l n
1
- n
0
s liu na m
bo tng s liu l n
1
tho (2).
Tm li, ta c qui tc xc nh cc ch tiu chnh khi c lng khong
cho t l nh sau:
BNG 4B
XC NH CC CH TIU CHNH
TRNG HP C LNG KHONG CHO T L p = P(A)
Ch tiu bit Ch tiu cn tm Cng thc
- C mu n
- tin cy = 1
chnh xc
n n
F (1 F )
z
n

=
- C mu n
- chnh xc
tin cy = 1
n n
n
2 ( )
F (1 F )
=

- tin cy = 1
- chnh xc
C mu n 2 2
n n
n z F (1 F ) /
tho (z
) = (1 )/2 = /2 tra t Bng gi tr hm Laplace (x)

2 2
n n
z F (1 F ) /

l s nguyn nh nht
2 2
n n
z F (1 F ) /

X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18
Nhng sn phm c ch tiu X t 19cm tr xung c xp vo loi B.
a) Nu mun c lng t l cc sn phm loi B vi chnh xc 8%
th s t c tin cy l bao nhiu?
b) Nu mun c lng t l cc sn phm loi B vi chnh xc 9%
v tin cy 96% th phi iu tra thm t nht bao nhiu sn phm na?
Gii. Cc s liu ca bi ton c xt nhiu ln. Nhc li rng:
- C mu n = 100.
- T l mu cc sn phm loi B l F
n
= 0,17.
a) y l bi ton xc nh tin cy = 1 khi lng t l cc sn
phm loi B vi chnh xc = 8% = 0,08.
Ta c cng thc tnh chnh xc ca c lng:

21
n n
F (1 F )
z
n

=
trong (z
) =

/2 . Suy ra

n n
n 100
z 0, 08. 2,13
F (1 F ) 0,17(1 0,17)
= = =

Tra bng gi tr hm Laplace ta c tin cy l
2 (z ) 2 (2,13) 2.0, 4834 96, 68%.
= = = =
Vy tin cy t c l 96,68%.
b) y l bi ton xc nh c mu khi c lng t l cc sn phm loi
B vi chnh xc = 9% = 0,09 v tin cy = 1 = 96% = 0,96.
Ta c cng thc tnh chnh xc ca c lng:
n n
F (1 F )
z
n

=
trong (z
) =

/2 = 0,96/2 = 0,48.
= 2,06. Suy ra
2 2
n n
2 2
z F (1 F ) 2, 06 .0,17(1 0,17)
n 73, 92.
0, 09

= =

Thc t yu cu: n 73,92 = 74. V n
1
= 74 < 100 (100 l c mu ang c)
nn ta khng cn iu tra thm sn phm na.

3. KIM NH GI THIT
3.1. Kim nh gi thit v k vng
1) Kim nh hai pha: Xt m ng X c k vng = M(X) cha
bit. Vi mi s (0 < < 1) kh b, da vo mu (X
1
, X
2
,..., X
n
) ta c qui tc
kim nh gi thit hai pha v k vng = M(X) vi mc ngha nh sau:
BNG 5A
KIM NH GI THIT V K VNG = M(X)
H
0
: =
0
vi gi thit i H
1
:
0
(mc ngha )
Trng hp

Bc
n 30 n < 30
2
bit
2
cha bit
2
bit
2
cha bit
1) Tnh z
0
(X ) n
z

=

0
(X ) n
z
S

=

0
(X ) n
z

=

0
(X ) n
z
S

=
2) Tra Bng
z

k
t

3a) Chp nhn H
0

|z| z
|z| z
|z| z
|z|
k
t

3b) Bc b H
0

|z| > z
|z| > z
|z| > z
|z| >
k
t
tho (z
) = (1 )/2 tra t Bng gi tr hm Laplace

k
t
vi k = n 1 tra t Bng Phn phi Student


22

2) Kim nh mt pha: Xt m ng X c k vng = M(X) cha
bit. Vi mi s (0 < < 1) kh b, da vo mu (X
1
, X
2
,..., X
n
) ta c qui tc
kim nh gi thit mt pha v k vng = M(X) vi mc ngha nh sau:

BNG 5B
H
0
: =
0
vi gi thit i H
1
: >
0
(mc ngha )
Trng hp

Bc
n 30 n < 30
2
bit
2
cha bit
2
bit
2
cha bit
1) Tnh z
0
(X ) n
z

=

0
(X ) n
z
S

=

0
(X ) n
z

=

0
(X ) n
z
S

=
2) Tra Bng
z
2
z
2
z
2

k
2
t

3a) Chp nhn H
0

z z
2
z z
2
z z
2
z
k
2
t

3b) Bc b H
0

z > z
2
z > z
2
z > z
2
z >
k
2
t

z
2
thoa (z
2
) = (1 2)/2 tra t Bng gi tr hm Laplace

k
2
t


BNG 5C
H
0
: =
0
vi gi thit i H
1
: <
0
(mc ngha )
Trng hp

Bc
n 30 n < 30
2
bit
2
cha bit
2
bit
2
cha bit
1) Tnh z
0
(X ) n
z

=

0
(X ) n
z
S

=

0
(X ) n
z

=

0
(X ) n
z
S

=
2) Tra Bng
z
2
z
2
z
2

k
2
t

3a) Chp nhn H
0

z z
2
z z
2
z z
2
z
k
2
t

3b) Bc b H
0

z > z
2
z > z
2
z > z
2
z >
k
2
t

z
2
tho (z
2

k
2
t


X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18
Nhng sn phm c ch tiu X t 19cm tr xung c xp vo loi B.

23
a) Gi s trung bnh tiu chun ca ch tiu X l 29cm. Hy nhn nh
v tnh hnh sn xut vi mc ngha 1%.
b) Theo qui nh, ga tr trung bnh ca ch tiu X l 25cm. Cc s liu
trn thu thp c t cc sn phm do mt my sn xut. Vi mc ngha 2%
c th kt lun rng cc sn phm do my sn sut c ch tiu X cao hn qui
nh hay khng?
c) Bng phng php sn xut mi, sau mt thi gian, ngi ta thy gi
tr trung bnh ca ch tiu X ca nhng sn phm loi B l 16cm. Hy cho kt
lun v phung php mi vi mc ngha 2% (Gi s X c phn phi chun).
d) Theo s liu thng k c, ga tr trung bnh ca ch tiu X ca nhng
sn phm loi B l 16,5cm. Cc s liu trn thu thp c sau khi p dng
mt phng php sn xut mi. Hy cho kt lun v nhn nh cho rng
phng php mi c tc dng lm gim ch tiu X ca nhng sn phm loi B
vi mc ngha 2% (Gi s X c phn phi chun).

Gii. Cc s liu ca bi ton tnh c:
- C mu n = 100.
- K vng mu ca X: ). ( 36 , 26 cm X =
- Phng sai mu hiu chnh ca X: ). ( ) 4827 , 7 (
2 2 2
cm S =
- C mu loi B: n
B
= 17.
- K vng mu ca X
B
: ). ( 1176 , 15 cm X
B
=
- Phng sai mu hiu chnh ca X
B
: ). ( ) 0580 , 2 (
2 2 2
cm S
B
=

a) y l bi ton kim nh gi thit v k vng = M(X) vi mc
ngha = 1% = 0,01:
H
0
: = 29 vi gi thit i H
1
: 29.

V n 30;
2
= D(X) cha bit, nn ta kim nh nh sau:
Bc 1: Ta c
0
(X ) n (26, 36 29) 100
z 3, 5281.
S 7, 4827

= = =
Bc 2: Tra bng gi tr hm Laplace tm z

tho
(z
) = (1 )/2 = 0,99/2 = 0,495

ta c z

= 2,58.
Bc 3: Kim nh.
V |z|= 3,5281 > 2,58 = z

nn ta bc b gi thit H
0
: = 29, ngha l
chp nhn H
1
: 29.
Kt lun: Vi mc ngha 1%, tnh hnh sn xut khng bnh thng v
gi tr trung bnh ca ch tiu X khng ng tiu chun.
b) y l bi ton kim nh gi thit v k vng = M(X) vi mc
ngha = 2% = 0,02:
H
0
: = 25 vi gi thit i H
1
: > 25.


24
V n 30;
2
= D(X) cha bit, nn ta kim nh nh sau:
Bc 1: Ta c
0
(X ) n (26, 36 25) 100
z 1, 8175.
S 7, 4827

= = =
2
tho (z
2
) = (1 2)/2
= 0,96/2 = 0,48 ta c z
2
= 2,06.
Bc 3: Kim nh.
V z = 1,18175 < 2,06 = z
2
nn ta chp nhn gia thit H
0
: = 25.
Kt lun: Vi mc ngha 2%, khng th kt lun rng cc sn phm
do my trn sn sut c ch tiu X cao hn qui nh.
c) y l bi ton kim nh gi thit v k vng
B
= M(X
B
) ca ch
tiu X = X
B
ca cc sn phm loi B vi mc ngha = 2% = 0,02:

H
0
:
B
= 16 vi gi thit i H
1
:
B
16

V n
B
< 30, X
B
c phn phi chun,
2
B
= D(X
B
) cha bit, nn ta kim nh
nh sau:
Bc 1: Ta c

B 0 B
B
(X ) n (15,1176 16) 17
z 1, 7678.
S 2, 0580

= = =
Bc 2: t k = n
B
1 = 16. Tra bng phn phi Student ng vi k = 16
v = 0,02 ta c
k
t
= 2,583.
Bc 3: Kim nh.
V |z| = 1,7678 < 2,583 =
k
t
nn ta chp nhn gi thit H

0
:
B
= 16.
Kt lun: Vi mc ngha 2%, phng php mi khng c tc dng
lm thay i gi tr trung bnh ca ch tiu X
B
ca cc sn phm loi B.
d) y l bi ton kim nh gi thitv k vng
B
= M(X
B
) ca ch
tiu X = X
B
ca cc sn phm loi B vi mc ngha = 2% = 0,02:

H
0
:
B
= 16,5 vi gi thit i H
1
:
B
< 16,5

V n
B
< 30, X
B
c phn phi chun,
2
B
= D(X
B
) cha bit, nn ta kim nh
nh sau:
Bc 1: Ta c

B 0 B
B
(X ) n (15,1176 16, 5) 17
z 2, 7696.
S 2, 0580

= = =
Bc 2: t k = n
B
1 = 16. Tra bng phn phi Student ng vi
k = 16 v 2 = 0,04 ta c
k
2
t

= 2,2354.
Bc 3: Kim nh.
V z = 2,7696 > 2,2354 =
k
2
t

0
:
B
= 16,5,
ngha l chp nhn H
1
:
B
< 16,5.

25
Kt lun: Vi mc ngha 2%, phng php mi c tc dng lm gim
gi tr trung bnh ca ch tiu X
B
ca cc sn phm loi B.

3.2. Kim nh gi thit v t l
1) Kim nh hai pha: Xt m ng X c t l p = P(A) cha bit.
Vi mi s (0 < < 1) kh b, da vo mu (X
1
, X
2
,..., X
n
) ta c qui tc
kim nh gi thit hai pha v t l p = P(A) vi mc ngha nh sau:

BNG 6A
KIM NH GI THIT V T L p = P(A)
H
0
: p = p
0
vi gi thit i H
1
: p p
0
(mc ngha )
Bc 1: Tnh z
n 0
0 0
(F p ) n
z
p (1 p )

Bc 2: Tra Bng
z

Bc 3a: Chp nhn H
0

|z| z

Bc 3b: Bc b H
0

|z| > z
tho (z

2) Kim nh mt pha: Xt m ng X c t l p = P(A) cha bit.
Vi mi s (0 < < 1) kh b, da vo mu (X
1
, X
2
,..., X
n
) ta c qui tc
kim nh gi thit mt pha v t l p = P(A) vi mc ngha nh sau:

BNG 6B
H
0
: p = p
0
vi gi thit i H
1
: p > p
0
(mc ngha )
Bc 1: Tnh z
n 0
0 0
(F p ) n
z
p (1 p )

Bc 2: Tra Bng
z
2

Bc 3a: Chp nhn H
0

z z
2

Bc 3b: Bc b H
0

z > z
2

z
2
tho (z
2

BNG 6C
H
0
: p = p
0
vi gi thit i H
1
: p < p
0
(mc ngha )
Bc 1: Tnh z
n 0
0 0
(F p ) n
z
p (1 p )

Bc 2: Tra Bng
z
2

Bc 3a: Chp nhn H
0

z z
2

Bc 3b: Bc b H
0

z > z
2

z
2
tho (z
2

26

X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 8 9 20 16 16 13 18
Nhng sn phm c ch tiu X t 27cm tr ln dc xp vo loi A.
a) Mt ti liu c cho rng t l sn phm loi A l 60%. Hy nhn nh
v ti liu c vi mc ngha 1%.
b) T l sn phm loi A trc y l 40%. Cc s liu trn thu thp
c sau khi p dng mt k thut mi. Vi mc ngha 3%, c th ni
rng k thut mi lm tng t l sn phm loi A hay khng?
Gii. Ta tnh c:
- C mu n = 100.
- T l mu cc sn phm loi A l F
n
= 47/100 = 0,47.
a) y l bi ton kim nh gi thit v t l p cc sn phm loi A
vi mc ngha = 1% = 0,01:
H
0
: p = 60% = 0,6 vi gi thit i H
1
: p 0,6
Ta kim nh nh sau:
Bc 1: Ta c

= = =

n 0
0 0
(F p ) n (0, 47 0, 6) 100
z 2, 6536.
p (1 p ) 0, 6(1 0, 6)


tho
(z
) = (1 )/2 = 0,99/2 = 0,495

ta c z

= 2,58.
Bc 3: Kim nh. V |z|= 2,6536 > 2,58 = z

nn ta bc b gi thit
H
0
: p = 0,6, ngha l chp nhn H
1
: p 0,6.
Kt lun: Vi mc ngha 1%, ti liu thng k c d lc hu, khng
cn ph hp vi thc t.
b) y l bi ton kim nh gi thit v t l p cc sn phm loi A vi
mc ngha = 3% = 0,03:
H
0
: p = 40% = 0,4 vi gi thit i H
1
: p > 0,4
Ta kim nh nh sau:
Bc 1: Ta c
n 0
0 0
(F p ) n (0, 47 0, 4) 100
z 1, 4289.
p q 0, 4(1 0, 4)

= = =

2
tho
(z
2
) = (1 2)/2 = 0,94/2 = 0,47
ta c z
2
= 1,88.
Bc 3: Kim nh. V z = 1,4289 < 1,88 = z
2
nn ta chp nhn gi
thit H
0
: p = 0,4.
Kt lun: Vi mc ngha 3%, k thut mi khng lm tng t l sn
phm loi A.


27
3.3. Kim nh gi thit v phng sai
1) Kim nh hai pha: Xt m ng X c phn phi chun vi
phng sai
2
= D(X) cha bit. Vi mi s (0 < < 1) kh b, da vo mu
(X
1
, X
2
,..., X
n
) ta c qui tc kim nh gi thit hai pha v phng sai
2
=
D(X) vi mc ngha nh sau:
BNG 7A
KIM NH GI THIT V PHNG SAI
2
= D(X)
H
0
:
2
=
0
2

vi gi thit i H
1
:
2

0
2
(mc ngha )
Bc 1: Tnh z 2
2
0
(n 1)S
z

=

Bc 2: Tra Bng 2
2
v
2
1
2

Bc 3a: Chp nhn H
0
2
1
2
z
2
2

Bc 3b: Bc b H
0

z <
2
1
2
hoc z >
2
2

2
2
v
2
1
2
tra t Bng Phn phi Chi bnh phng

2
vi n1 bc t do
2) Kim nh mt pha: Xt m ng X c phn phi chun vi
phng sai
2
= D(X) cha bit. Vi mi s (0 < < 1) kh b, da vo mu
(X
1
, X
2
,..., X
n
) ta c qui tc kim nh gi thit mt pha v phng sai
2
=
D(X) vi mc ngha nh sau:
BNG 7B
2
= D(X)
H
0
:
2
=
0
2

vi gi thit i H
1
:
2
>
0
2
(mc ngha )
Bc 1: Tnh z 2
2
0
(n 1)S
z

=

Bc 2: Tra Bng

2

Bc 3a: Chp nhn H
0

z
2

Bc 3b: Bc b H
0

z >
2

2
vi n1 bc t do
BNG 7C
2
= D(X)
H
0
:
2
=
0
2

vi gi thit i H
1
:
2
<
0
2
(mc ngha )
Bc 1: Tnh z 2
2
0
(n 1)S
z

=

Bc 2: Tra Bng

2
1

Bc 3a: Chp nhn H
0

z
2
1

Bc 3b: Bc b H
0

z <
2
1


28
2
1
2
vi n1 bc t do
V d. ng knh ca mt chi tit my l i lng ngu nhin X c
phn phi chun. Ngi ta o th 28 chi tit my do mt my sn xut v tm
c phng sai mu hiu chnh l S
2
= (2,0853)
2
(cm
2
).
a) Khi my hot ng bnh thng th lch chun ca X ca cc chi
tit my do my sn xut l 1,8cm. Vi mc ngha 1%, hy xt xem my c
hot ng bnh thng khng.
b) Theo qui nh mi, nu lch chun ca X ln hn 1,6cm th phi
iu chnh li my. Vi mc ngha 5%, c phi iu chnh li my khng?

Gii. Ta c:
- C mu n = 28.
- Phng sai mu hiu chnh ca X:
2 2 2
S (2,0853) (cm ). =
a) y l bi ton kim nh gi thit v phng sai
2
= D(X) vi mc
ngha = 1% = 0,01:
H
0
:
2
= (1,8)
2

vi gi thit i H
1
:
2
(1,8)
2

Bc 1: Ta c:
2 2
2 2
0
(n 1)S 27.(2, 0853)
z 36, 2373
(1, 8)
= = =

Bc 2: Tra bng Phn phi Chi bnh phng
2
vi k= n 1 = 27 bc
t do, ta tm c
2 2
0,005
2
49, 65
= = v
2 2
0,995
1
2
= = 11,80765.
Bc 3: Kim nh. V
2
1
2
11, 80765
= z = 36,2373
2
2
49, 65

=
0
:
2
= (1,8)
2
.
Kt lun: Vi mc ngha 1%, my hot ng bnh thng.
b) y l bi ton kim nh gi thit v phng sai
2
= D(X) vi mc
ngha = 5% = 0,05:
H
0
:
2
= (1,6)
2

vi gi thit i H
1
:
2
> (1,6)
2

Bc 1: Ta c:
2 2
2 2
0
(n 1)S 27.(2, 0853)
z 45, 8628
(1, 6)
= = =

Bc 2: Tra bng phn phi Chi bnh phng
2
vi k = n 1 = 27 bc
t do, ta tm c
2 2
0,05
40,11
= = .
Bc 3: Kim nh. V z = 45,8628 >
2
40,11

= nn ta bc b gi thit
H
0
:
2
= (1,6)
2
, ngha l chp nhn H
1
:
2
> (1,6)
2
.
Kt lun: Vi mc ngha 5%, phi iu chnh li my.

3.4. Kim nh gi thit v so snh hai k vng
1) Kim nh hai pha: Xt hai m ng X, Y vi cc k vng
X
=
M(X) v
Y
= M(Y) u cha bit. Vi mi s (0< < 1) kh b, da vo

29
cc mu
X
1 2 n
(X , X ,..., X ) v
Y
1 2 n
(Y , Y ,..., Y ) ta c qui tc kim nh gi thit
hai pha v so snh hai k vng nh sau:

BNG 8A
KIM NH GI THIT V SO SNH HAI K VNG
H
0
:
X
=
Y
vi gi thit i H
1
:
X

Y
(mc ngha )
Trng hp

Bc
n
X
30 v n
Y
30

n
X
< 30 hoc n
Y
< 30

1) Tnh z
2 2
X Y
X Y
X Y
z
S S
n n
=
+

2 2
X Y
X Y
X Y
z
S S
n n
=
+

2) Tra Bng
z

k
t

3a) Chp nhn H
0

|z| z
|z|
k
t

3b) Bc b H
0

|z| > z
|z| >
k
t
tho (z

k
t
vi k = n
X
+ n
Y
2 tra t Bng Phn phi Student

2) Kim nh mt pha: Xt hai m ng X, Y vi cc k vng
X
=
M(X) v
Y
= M(Y) u cha bit. Vi mi s (0< < 1) kh b, da vo
cc mu
X
1 2 n
(X , X ,..., X ) v
Y
1 2 n
(Y , Y ,..., Y ) ta c qui tc kim nh gi thit
mt pha v so snh hai k vng nh sau:

BNG 8B
H
0
:
X
=
Y
vi gi thit i H
1
:
X
>
Y
(mc ngha )
Trng hp

Bc
n
X
30 v n
Y
30

n
X
< 30 hoc n
Y
< 30

1) Tnh z
2 2
X Y
X Y
X Y
z
S S
n n
=
+

2 2
X Y
X Y
X Y
z
S S
n n
=
+

2) Tra Bng
z
2

k
2
t

3a) Chp nhn H
0

z z
2
z
k
2
t

3b) Bc b H
0

z > z
2
z >
k
2
t

z
2
tho (z
2

k
2
t



30

BNG 8C
H
0
:
X
=
Y
vi gi thit i H
1
:
X
<
Y
(mc ngha )
Trng hp

Bc
n
X
30 v n
Y
30

n
X
< 30 hoc n
Y
< 30

1) Tnh z
2 2
X Y
X Y
X Y
z
S S
n n
=
+

2 2
X Y
X Y
X Y
z
S S
n n
=
+

2) Tra Bng
z
2

k
2
t

3a) Chp nhn H
0

z z
2
z
k
2
t

3b) Bc b H
0

z > z
2
z >
k
2
t

z
2
tho (z
2

k
2
t


V d. Theo di gi c phiu ca hai cng ty A v B trong mt s ngy,
ngi ta tnh c cc s liu sau:
K vng mu lch mu hiu chnh
Cng ty A 38,24 2,2
Cng ty B 37,10 1,5
a) Cho bit s liu trn c c t 31 ngy theo di gi tr c phiu (mi ngy
mt gi tr cho mi cng ty). Vy vi mc ngha 1%, c th ni rng c
s khc bit thc s v gi c phiu trung bnh ca hai cng ty A v B hay
khng?
b) Cho bit s liu trn c c t 20 ngy theo di gi tr c phiu (mi ngy
mt gi tr cho mi cng ty).Vi mc ngha 4%, c th ni rng gi c
phiu trung bnh ca cng ty A thc s cao hn ca cng ty B hay khng
(Gi s cc gi tr c phiu c phn phi chun)?
Gii. a) y l bi ton kim nh v so snh hai k vng vi mc ngha
= 1% = 0,01:
H
0
:
A
=
B
vi gi thit i H
1
:
A

B

V n
A
= n
B
= 31 > 30 nn ta kim nh nh sau:
Bc 1: Ta c:
A B
2 2 2 2
A B
A B
X X 38, 24 37,1
z 2, 3838.
S S (2, 2) (1, 5)
n n 31 31

= = =
+ +


tho
(z
) = (1 )/2 = 0,99/2 = 0,495

ta c z
= 2,58.
Bc 3: Kim nh.


31
V |z|= 2,3838 < 2,58 = z

0
:
A
=
B
.
Kt lun: Vi mc ngha 1%, gi tr c phiu trung bnh ca hai cng
ty A v B c th xem l nh nhau, ngha l khng c s khc bit thc s v
gi c phiu trung bnh ca hai cng ty ny.
b) y l bi ton kim nh v so snh hai k vng vi mc ngha
= 4% = 0,04:
H
0
:
A
=
B
vi gi thit i H
1
:
A
>
B

V n
A
= n
B
= 20 < 30 v cc gi tr c phiu X
A
, X
B
u c phn phi
chun nn ta kim nh nh sau:
Bc 1: Ta c:
A B
2 2 2 2
A B
A B
X X 38, 24 37,1
z 1, 9147.
S S (2, 2) (1, 5)
n n 20 20

= = =
+ +

Bc 2: t k = n
A
+ n
B
2 = 38. Tra bng phn phi Student ng vi
k = 38 v 2 = 0,08 ta c
k
2
t

= 1,799.
Bc 3: Kim nh:

V z = 1,9147 > 1,799 =
k
2
t

nn ta bc b H
0
:
A
=
B
, ngha l chp
nhn
A
>
B
.
Kt lun: Vi mc ngha 4%, c th xem gi tr c phiu trung bnh
ca cng ty A thc s cao hn ca cng ty B.

3.5. Kim nh gi thit v so snh hai t l
1) Kim nh hai pha: Xt hai m ng X, Y trong X c t l p
X
;
Y c t l p
Y
u cha bit. Vi mi s (0 < < 1) kh b, da vo cc mu
X
1 2 n
(X , X ,..., X ) v
Y
1 2 n
(Y , Y ,..., Y ) ta c qui tc kim nh gi thit hai pha
v so snh hai t l nh sau:
BNG 9A
KIM NH GI THIT V SO SNH HAI T L
H
0
: p
X
= p
Y
(= p
0
)vi gi thit i H
1
: p
X
p
Y
(mc ngha )
Trng hp

Bc
p
0
bit

p
0
cha bit

1) Tnh z
X Y
n n
0 0
X Y
F F
z
1 1
p (1 p )
n n
=

+

X Y
n n
0 0
X Y
F F
z
1 1
p (1 p )
n n
=

+

vi
X nX Y nY
0
X Y
n F n F
p
n n
+
=
+

2) Tra Bng
z

3a) Chp nhn H
0

|z| z
|z| z

3b) Bc b H
0

|z| > z
|z| > z
tho (z


32
2) Kim nh mt pha: Xt hai m ng X, Y trong X c t l p
X
;
Y c t l p
Y
u cha bit. Vi mi s (0 < < 1) kh b, da vo cc mu
X
1 2 n
(X , X ,..., X ) v
Y
1 2 n
(Y , Y ,..., Y ) ta c qui tc kim nh gi thit mt pha
v so snh hai t l nh sau:
BNG 9B
H
0
: p
X
= p
Y
(= p
0
)vi gi thit i H
1
: p
X
> p
Y
(mc ngha )
Trng hp

Bc
p
0
bit

p
0
cha bit

1) Tnh z
X Y
n n
0 0
X Y
F F
z
1 1
p (1 p )
n n
=

+

X Y
n n
0 0
X Y
F F
z
1 1
p (1 p )
n n
=

+

vi
X nX Y nY
0
X Y
n F n F
p
n n
+
=
+

2) Tra Bng tm
z
2
z
2

3a) Chp nhn H
0

z z
2
z z
2

3b) Bc b H
0

z > z
2
z > z
2

z
2
tho (z
2

BNG 9C
H
0
: p
X
= p
Y
(= p
0
)vi gi thit i H
1
: p
X
< p
Y
(mc ngha )
Trng hp

Bc
p
0
bit

p
0
cha bit

1) Tnh z
X Y
n n
0 0
X Y
F F
z
1 1
p (1 p )
n n
=

+

X Y
n n
0 0
X Y
F F
z
1 1
p (1 p )
n n
=

+

vi
X nX Y nY
0
X Y
n F n F
p
n n
+
=
+

2) Tra Bng
z
2
z
2

3a) Chp nhn H
0

z z
2
z z
2

3b) Bc b H
0

z > z
2
z > z
2

z
2
tho (z
2

V d. Kho st mt s sn phm cng loi hai kho I v II, ta thu c
cc s liu sau:

S sn phm S ph phm
Kho I 100 4
Kho II 200 24

33
a) Vi mc ngha 5%, c th ni rng cht lng hng hai kho l
nh nhau hay khng?
b) Vi mc ngha 1%, c th ni rng cht lng hng kho I tt hn
kho II khng?
Gii. T cc gi thit ca bi ton ta suy ra:
- i vi kho I: C mu n
1
= 100; t l mu ph phm F
n1
= 0,04.
- i vi kho II: C mu n
2
= 200; t l mu ph phm F
n2
= 0,12.
-
1 n1 2 n2
0
1 2
n F n F 100.0, 4 200.0,12 7
p .
n n 100 200 75
+ +
= = =
+ +

a) y l bi ton kim nh gi thit v so snh hai t l vi mc
ngha = 5% = 0,05:
H
0
: p
1
= p
2
vi gi thit i H
1
: p
1
p
2

Ta kim nh nh sau:
Bc 1: Ta c:
n1 n2
0 0
1 2
F F 0, 04 0,12
z 2, 2454.
7 7 1 1
1 1
1
p (1 p )
75 75 100 200
n n

= = =

+ +


tho
(z
) = (1 )/2 = 0,95/2 = 0,475

ta c z

= 1,96.
Bc 3: Kim nh:

V |z|= 2,2454 > 1,96 = z

0
: p
1
= p
2
, ngha l
chp nhn H
1
: p
1
p
2
.
Kt lun: Vi mc ngha 5%, cht lng hng hai kho khng nh
nhau.
b) y l bi ton kim nh gi thit v so snh hai t l vi mc
ngha = 1% = 0,01:
H
0
: p
1
= p
2
vi gi thit i H
1
: p
1
< p
2

Ta kim nh nh sau:
Bc 1: Tnh z nh trong Bc 1 cu a) ta c z= 2,2454.
2
tho
(z
2
) = (1 2)/2 = 0,98/2 = 0,49
ta c z
2
= 2,33.
Bc 3: Kim nh:

V z = 2,2454 < 2,33 = z
2
0
: p
1
= p
2
.
Kt lun: Vi mc ngha 1%, cha th ni rng cht lng hng kho
I tt hn kho II.

3.6. Kim nh gi thit v phn phi
1) Bi ton. Xt m ng X cha bit lut phn phi. Vi mi s (0
< < 1) kh b, hy da vo mt mu thu c ca X kim nh gi thit:
H
0
: X c phn phi theo qui lut cho
vi gi thit i:
H
1
: X khng c phn phi theo qui lut cho

34
vi mc ngha .
2) Qui tc kim nh: Gi s mu thu c gm k nhm c dng:
X
i
x
0
-x
1
x
1
-x
2
............ x
i-1
-x
i
............ x
k1
-x
k
n
i
n
1
n
2
............ n
i
............ n
k

trong cc gi tr n
i
(ngoi tr n
1
v n
k
ng vi cc khong u v cui)
khng qu b (n
i
5).
i vi trng hp ri rc, ta thay khong x
i-1
-x
i
bi
i 1 i
i
x x
x
2
+
= , hn
na, khi X c th ly v hn gi tr, ta cn phi thay khong cui x
k1
-x
k
bng
(x
k1
,+) (hoc khong u x
0
-x
1
bng (, x
1
), nu cn). Da vo phn phi
cho trong H
0
tnh cc xc sut p
i
= P(X = x
i
).
i vi trng hp X lin tc, ta thay khong u x
0
-x
1
bng (,
x
1
); thay khong cui x
k1
-x
k
bng (x
k1
,+) v da vo phn phi cho trong
H
0
tnh cc xc sut p
i
= P(x
i 1
X x
i
).

Ch . Khi tnh cc p
i
, nu cha bit tham s no ca phn phi cho
th ta thay bng c lng khng chch t mu ang xt.
Ta c qui tc kim nh nh sau:

BNG 10
KIM NH GI THIT V PHN PHI
H
0
: X c phn phi theo qui lut cho (mc ngha )
Bc 1: Tnh
2

2 k
2 i i
i i 1
(n np )
np
=

Bc 2: Tra Bng 2

Bc 3a: Chp nhn H
0

2

2

Bc 3b: Bc b H
0

2
>
2

2
vi k r 1 bc t do, trong r l s tham s cha
bit ca phn phi.

V d 1. iu tra 160 gia nh 4 con mt vng dn c ngi ta thu
c bng s liu sau:
S con gi 0 1 2 3 4
S gia nh 16 48 62 30 4
Vi mc ngha 5%, c th cho rng s con gi trong mt gia nh 4 con c
phn phi nh thc hay khng?
Gii. Gi X l s con gi trong mt gia nh 4 con. Bi ton yu cu kim nh
gi thit sau vi mc ngha = 5% = 0,05:
H
0
: X c phn phi nh thc X B(4,p) vi p cha bit
vi gi thit i:
H
1
: X khng c phn phi nh thc nh trn.
Trc ht ta thay p bng t l mu s con gi trong mt gia nh:

35
n
1.48 2.62 3.30 4.4
p F 0, 4344.
160.4
+ + +
= =
Ta tnh cc p
i
= P(X = i) theo cng thc Bernoulli:
i i 4 i
i 4
p C (0, 4344) (0, 5656)

=
C th ta tnh c:
p
0
= 0,1023; p
1
= 0,3144; p
2
= 0,3622; p
3
=0,1855; p
4
=0,0356.
Ta lp bng:
X
i
n
i
p
i
np
i
(n
i
np
i
)
2
/np
i

0 16 0,1023 16,368 0,0083
1 48 0,3144 50,304 0,1055
2 62 0,3622 57,952 0,2828
3 30 0,1855 29,68 0,0035
4 4 0,0356 5,696 0,5050
Tng n = 160
2
= 0,9051
Bc 1: Ta c
2 k
2 i i
i i 1
(n np )
0, 9051
np
=
= =
.
Bc 2: S tham s cha bit l r = 1 (do p cha bit). Ta c k r 1 =
5 1 1 = 3. Tra bng phn phi Chi bnh phng
2

2
(3) vi 3 bc t do,
ta c:
2 2
0,05
7, 815
= = .
Bc 3: Kim nh:
V
2
= 0,9051 < 7,815 =
2
nn

ta chp nhn gi thit H
0
.
Kt lun: Vi mc ngha 5%, c th cho rng s con gi trong mt gia
nh 4 con l X c phn phi nh thc: X B(4, 0,4344).

V d 2. Quan st mt s ngi n mt trung tm bu in trong 110
khong (mi khong 5 pht) ta thu c kt qu sau:
S ngi 0 1 2 3 4 5
S khong 19 34 19 15 12 11
Gi X l s ngi n trung tm ny trong mt khong thi gian 5 pht. Vi
mc ngha 3%, c th cho rng X c phn phi Poisson hay khng?
Gii. Bi ton yu cu kim nh gi thit sau vi mc ngha = 3% = 0,03:
H
0
: X c phn phi Poisson X P(a) (a cha bit)
vi gi thit i:
H
1
: X khng c phn phi Poisson.
Trc ht ta thay a bng k vng mu
i i
1
a X X n 2
n
= =

Ta tnh cc p
i
= P(X = i) theo cng thc:
2 i
i
e 2
p
i!
=
v lp bng:


36
X
i
n
i
p
i
np
i
(n
i
np
i
)
2
/np
i

0 19 0,135335 14,8869 1,136408
1 34 0,270671 29,7738 0,599882
2 19 0,270671 29,7738 3,898554
3 15 0,180447 19,8492 1,184669
4 12 0,090224 9,92464 0,434982
(5;+) 11 0,052652 5,79172 4,683614
Tng n = 110
2
=11,9381
Bc 1: Ta c
2 k
2 i i
i i 1
(n np )
11, 9381.
np
=
= =

Bc 2: S tham s cha bit l r = 1 (do a cha bit). Ta c k r 1 =
6 1 1 = 4. Tra bng phn phi Chi bnh phng
2

2
(4) vi 4 bc t do,
ta c:
2 2
0,03
10, 7119
= = .
Bc 3: Kim nh:
V
2
= 11,9381 > 10,7119 =
2
nn

ta bc b gi thit H
0
.
Kt lun: Vi mc ngha 3%, X khng c phn phi Poisson.

V d 3. Kho st ch tiu X ca mt loi sn phm ta thu c kt qu
sau:
X
i
20-22 22-24 24-26 26-28 28-30
S sn phm 7 14 33 27 19
Kim nh gi thit X c phn phi chun vi mc ngha 2%.
Gii. Bi ton yu cu kim nh gi thit vi mc ngha = 2% = 0,02:
H
0
: X c phn phi chun X N(,
2
) (,
2
cha bit)
vi gi thit i:
H
1
: X khng c phn phi chun.
Trc ht xp x:
i i
2 2 2 2 2
i i
1
X X n 25, 74;
n
1
S X n (X) (2, 3034) .
n
= =
= =

Ta tnh cc p
i
= P(x
i1
X x
i
) theo cng thc:
i i 1 i i 1
i
x x x 25, 74 x 25, 74
p ( ) ( ) ( ) ( )
2, 3034 2, 3034

= =

trong l hm Laplace, v lp bng:

X
i
n
i
p
i
np
i
(n
i
-np
i
)
2
/np
i

(, 22) 7 0,0516 5,16 0,6561
22-24 14 0,1720 17,20 0,5953
24-26 33 0,3203 32,03 0,0294
26-28 27 0,2927 29,27 0,1760
(28,+) 19 0,1634 16,34 0,4330
Tng n = 100
2
=1,8898

37

Bc 1: Ta c
2 k
2 i i
i i 1
(n np )
1, 8898
np
=
= =
.
Bc 2: S tham s cha bit l r = 2 (do ,
2
cha bit). Ta c k r
1 = 5 2 1 = 2. Tra bng phn phi Chi bnh phng
2

2
(2) vi 2 bc t
do, ta c:
2 2
0,02
7, 824
= = .
Bc 3: Kim nh:
V
2
= 1,8898 < 7,824 =
2
nn

ta chp nhn gi thit H
0
.
Kt lun: Vi mc ngha 2%, X c phn phi chun: X N(,
2
) vi
= 25,74;
2
= (2,3034)
2
.

3.7. Kim nh gi thit v tnh c lp
1) Bi ton. T hai m ng X v Y ta tin hnh quan st v c kt
qu trong bng sau:

Y
X
y
1
... y
j
... y
k
m
X

x
1
n
11
... n
1j
n
1k
m
1

... ... ... ... ... ... ...
x
i
n
i1
... n
ij
n
ik
m
i

... ... ... ... ... ... ...
x
h
n
h1
... n
hj
... n
hk
m
h

n
Y
n
1
... n
j
... n
k
n

trong
n
ij
l s ln (X,Y) = (x
i
,y
j
) vi 1 i h; 1 j k;
m
i
=
k
ij
j 1
n
=
l s ln X = x
i
vi 1 i h;
n
j
=
h
ij
i 1
n
=
l s ln Y = y
j
vi 1 j k;
n =
h k
ij
i 1 j 1
n
= =
l c mu (X,Y).
Vi mi s (0 < < 1) kh b, hy da vo mu trn kim nh
gi thit: H
0
: X v Y c lp
vi gi thit i H
1
: X v Y khng c lp
vi mc ngha .


38

2) Qui tc kim nh:

BNG 11
KIM NH GI THIT V TNH C LP
H
0
: X v Y c lp (mc ngha )
Bc 1: Tnh
2

h k
2
ij
i 1 j 1
n 1
= =

=

vi
2
ij
ij
i j
(n )
m n
=
Bc 2: Tra Bng 2

Bc 3a: Chp nhn H
0

2

2

Bc 3b: Bc b H
0

2
>
2

2
vi (h1)(k1) bc t do

V d. Mt cng ty iu tra s thch ca khch hng v 3 loi mu khc
nhau ca cng mt mt hng. Kt qu thu c nh sau:
Mu hng
kin
A B C
Thch 43 30 42
Khng thch 35 53 39
Khng c kin 22 17 19
Hi i vi mt hng trn, c s phn bit v s thch ca khch hng i vi 3
loi mu hng A, B, C hay khng vi mc ngha 3%?
Gii. Gi
- X l kin ca khch hng;
- Y l mu hng.
Bi ton yu cu kim nh gi thit sau vi mc ngha = 3% = 0,03:
H
0
: X c lp vi Y
vi gi thit i: H
1
: X khng c lp vi Y

Ta lp bng:
Y
X
A B C Tng
Thch 43
11
0,160783 =
30
12
0, 078261 =
42
13
0,153391 =
115
Khng thch 35
21
0, 096457 =
53
22
0, 221181 =
39
23
0,119764 =
127
Khng kin 22
31
0, 083448 =
17
32
0, 049828 =
19
33
0, 062241 =
58
Tng 100 100 100 n=300
trong
ij
c tnh theo cng thc:
2
ij
ij
i j
(n )
m n
= . C th:

39
2
11
43
0,160783
115 100
= =
,... (kt qu c ghi chi tit trong bng).

Bc 1: Ta c
2
ij
n 1 7, 6062.

= =

Bc 2: Ta c (h-1)(k-1) = 4 (do h = k = 3). Tra bng phn phi chi
bnh phng
2
2
(4) vi 4 bc t do, ta c:
2 2
0,03
10, 7119.
= =
Bc 3: Kim nh:
V
2
=7,6062 < 10,7119 =
2

0
.
Kt lun: Vi mc ngha 3%, khng c s phn bit v s thch ca
khch hng i vi cc loi mu hng.

BI TP

Bi 1. kho st chiu cao X ca mt ging cy trng, ngi ta quan st mt
mu v c kt qa sau:

X(cm) 95-105 105-115 115-125 125-135 135-145 145-155 155-165
S cy 10 10 15 30 10 10 15

a) c lng chiu cao trung bnh ca ging cy trng trn vi tin cy
96%. Vi tin cy , chiu cao trung bnh ti a ca ging cy trng trn
l bao nhiu? Ti thiu l bao nhiu?
b) Nu mun c lng chiu cao trung bnh ca ging cy trng trn vi
tin cy 99% v chnh xc 4 cm th cn phi iu tra thm bao nhiu cy
na?
c) Nu c lng chiu cao trung bnh ca ging cy trng trn vi chnh
xc 4,58cm th s t c tin cy l bao nhiu?
d) Mt ti liu thng k c cho rng chiu cao trung bnh ca ging cy trng
trn l 127cm. Hy cho kt lun v ti liu vi mc ngha 1%.
e) Nhng cy trng c chiu cao t 135cm tr ln c gi l nhng cy
cao. Hy c lng t l cy cao vi tin cy 95%. Vi tin cy , t
l cy cao t gi tr ti a l bao nhiu? Ti thiu l bao nhiu?
f) Nu c lng t l cy cao vi chnh xc 10% th s t c tin cy
l bao nhiu?
g) Nu c lng t l cy cao vi tin cy 95% v chnh xc 11% th cn
phi iu tra thm bao nhiu cy na?
h) Trc y, t l cy cao ca loi cy trng trn l 40%. Cc s liu trn thu
thp c sau khi p dng mt k thut mi. Hy cho kt lun v k
thut mi vi mc ngha 5%.
i) Nhng cy trng c chiu cao t 105cm n 125cm c gi l nhng cy
loi A. Hy c lng chiu cao trung bnh ca nhng cy loi A vi
tin cy 95% (GS X c phn phi chun).

40
j) Bng phng php mi, sau mt thi gian ngi ta thy chiu cao trung
bnh ca nhng cy loi A l 119,5cm. Hy cho kt lun v phng php
mi vi mc ngha 1% (GS X c phn phi chun).
k) Gi s X c phn phi chun. Vi tin cy 95%, hy c lng phng
sai ca X trong hai trng hp :
) Bit k vng ca X l 130 cm.
) Cha bit k vng ca X.
l) Khi canh tc bnh thng th phng sai ca chiu cao X l 300cm
2
. Hy
nhn nh v tnh hnh canh tc vi mc ngha 5% (GS X c phn phi
chun).

Bi 2. nghin cu nhu cu ca mt loi hng mt khu vc, ngi ta kho
st 400 h gia nh. Kt qu nh sau:
Nhu cu (kg/thng/h) 0-1 1-2 2-3 3-4 4-5 5-6 6-7 7-8
S h 10 35 86 132 78 31 18 10
Cho bit trong khu vc c 4000 h.
a) c lng nhu cu trung bnh v mt hng ny ca ton khu vc trong mt
nm vi tin cy 95%.
b) Khi c lng nhu cu trung bnh v mt hng ny ca ton khu vc trong
mt nm, nu ta mun t c tin cy 99% v chnh xc l 4,8tn th
cn kho st t nht bao nhiu h gia nh?

Bi 3. kho st ch tiu X ca mt loi sn phm ca x nghip I, ngi ta
quan st mt mu trong kho v c kt qa sau:

X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sphm 8 9 20 16 16 13 18

a) Nhng sn phm c ch tiu X t 19cm tr xung c gi l nhng sn
phm loi B. Hy c lng t l sn phm loi B vi tin cy 92%.
b) Gi s trong kho c 1000 sn phm loi B. Hy c lng s sn phm
trong kho vi tin cy 92%.
c) Gi s trong kho c 10.000 sn phm. Hy c lng s sn phm loi B
c trong kho vi tin cy 92%.
d) Gi s trong kho ln 1000 sn phm ca x nghip II v trong 100 sn
phm ly t kho c 9 sn phm ca x nghip II. Hy c lng s sn phm
ca x nghip I c trong kho vi tin cy 82%.

Bi 4. Tri cy ca mt ch hng c ng trong cc st, mi st 100 tri.
Ngi ta kim tra 50 st th thy c 450 tri khng t tiu chun.
a) c lng t l tri khng t tiu chun ca l hng trn vi tin cy
95%.
b) Nu mun c lng t l tri khng t tiu chun vi chnh xc 0,5%
th s t c tin cy l bao nhiu?

41
c) Nu mun c lng t l tri khng t tiu chun vi chnh xc 1% v
tin cy 99% th phi iu tra thm t nht bao nhiu st na?

Bi 5. bit s lng c trong h ln ngi ta bt ln 2000 con nh du
xong ri th chng xung h. Sau ngi ta bt ln 400 con v thy c 80
con c nh du.
a) Vi tin cy 95%, hy c lng s c c trong h.
b) c lng s c ti a c trong h vi tin cy 96%.
c) c lng s c ti thiu c trong h vi tin cy 94%.

Bi 6. Cho cc s liu nh Bi 1.
a) Gi s trung bnh tiu chun ca chiu cao X l 125cm. C th khng nh
rng vic canh tc lm tng chiu cao trung bnh ca ging cy trng trn
vi mc ngha 1% hay khng?
b) Gi s trung bnh tiu chun ca chiu cao X l 134cm. C th khng nh
rng vic canh tc lm gim chiu cao trung bnh ca ging cy trng trn
vi mc ngha 2% hay khng?
c) Sau khi p dng phng php canh tc mi, ngi ta thy chiu cao trung
bnh ca cc cy loi A l 114cm. Hy kt lun xem phng php mi c
lm gim chiu cao trung bnh ca cc cy loi A hay khng vi mc
ngha 3% (Gi s X c phn phi chun) .
d) Trc y, chiu cao trung bnh ca cc cy loi A l 120cm. Cc s liu
trn thu thp c sau khi p dng mt k thut mi. Hy kt lun xem
k thut mi c lm gim chiu cao trung bnh ca cc cy loi A hay khng
vi mc ngha 2% (Gi s X c phn phi chun).
e) Sau khi p dng mt phng php sn xut, ngi ta thy t l cc cy loi A
l 35%. Hy kt lun xem phng php mi c lm tng t l cc cy loi A
ln hay khng vi mc ngha 2%.
f) Theo ti liu thng k, t l cy loi A l 20%. Hy xt xem hin nay vic
canh tc c lm tng t l cc cy loi A hay khng vi mc ngha 5%?
g) Theo ti liu c, phng sai ca chiu cao X l 250cm
2
. Vi mc ngha
5%, xt xem hin ti chiu cao ca cy trng c bin ng hn so vi trc
y hay khng (GS X c phn phi chun)?
h) Trc y, phng sai ca chiu cao X l 350cm
2
. Cc s liu trn thu thp
c sau khi p dng mt k thut mi. Vi mc ngha 5%, hy xt
xem k thut mi c lm chiu cao ca ging cy trng trn t bin ng hn
hay khng (GS X c phn phi chun)?

Bi 7. kho st ng knh ca mt chi tit my ngi ta kim tra mt s
sn phm ca hai nh my. Trong kt qu sau y, X l ng knh ca chi tit
my do nh my I sn xut cn Y l ng knh ca chi tit my do nh my II
sn xut. Nhng sn phm c chi tit my nh hn 19cm c xp vo loi C.

X(cm) 11-15 15-19 19-23 23-27 27-31 31-35 35-39
S sn phm 9 19 20 26 16 13 18


42
Y(cm) 13-16 16-19 19-22 22-25 25-28 28-31 31-34
S sn phm 7 9 25 26 18 15 11

a) C th kt lun rng ng knh trung bnh ca mt chi tit my do hai nh
my sn xut bng nhau hay khng vi mc ngha 1%?
b) C th cho rng ng knh trung bnh ca mt chi tit my do nh my I
san xut ln hn ng knh trung bnh ca mt chi tit my do nh my II
sn xut hay khng vi mc ngha 5%?
c) Xt xem ng knh trung bnh ca mt chi tit my do nh my II sn xut
c nh hn ng knh trung bnh ca mt chi tit my do nh my I sn
xut hay khng vi mc ngha 2%?
d) Vi mc ngha 4%, t l sn phm loi C do hai nh my sn xut c nh
nhau khng?
e) Vi mc ngha 3%, c th cho rng t l sn phm loi C do nh my I
sn xut ln hn t l sn phm loi C do nh my II sn xut hay khng?
f) Hy nhn xt v kin cho rng t l sn phm loi C do nh my II sn
xut nh hn t l sn phm loi C do nh my th I sn xut vi mc
ngha 5%?

Bi 8. Sn phm sn xut ra trn mt dy chuyn t ng c ng gi theo
qui cch 3 sn phm/hp. Vi mc ngha 1%, hy xt xem s sn phm loi I
c trong mi hp c phi l LNN c phn phi nh thc hay khng. Bit rng
khi kim tra 100 hp ngi ta thy c 75 hp c 3 sn phm loi I, 20 hp c 2
sn phm loi I; 5 hp c 1 sn phm loi I.

Bi 9. Qua st trong mt s ngy v s tai nn giao thng X xy mi ngy
mt thnh ph ta c s liu sau:
S tai nn X 0 1 2 3 4 5
S ngy 10 32 46 35 20 13
Vi mc ngha 1%, c th xem s tai nn giao thng xy mi ngy thnh
ph trn l LNN c phn phi Poisson c hay khng?

Bi 10. Quan st nng sut X ca mt ging la th nghim trn 100 tha
rung ta c kt qu sau:

Nng sut (tn/ha) 8-9 9-10 10-11 11-12 12-13 13-14 14-15
S tha 8 15 21 23 16 9 8

Vi mc ngha 5% c th xem nng sut X l LNN c phn phi chun hay
khng?

Bi 11. Bng s liu iu tra v tnh hnh hc tp ca 10.000 sinh vin ca mt
trng i hc nh sau:
Gii Kh Trung bnh v km
Nam 1620 2680 2500
N 880 1320 1000

43
Vi mc ngha 5%, xt xem c s khc bit v cht lng hc tp ca nam
v n hay khng.

P S

Bi 1. 1a) 127,2447cm - 134,7553cm; 134,1902cm; 127,8098cm
1b) 39 1c) 98,82%
1d) |z| = 2,1942 < 2,58 = z

: Ti liu c cn ph hp.
1e) 25,65% - 44,35%; 42,87%; 27,13%
1f) 96,42% 1g) 0
1h) |z| = 1,0206 < 1,96 = z

: Lm thay i t l cy cao.
1i) 113,936cm - 118,064cm
1j) |z| = 3,5 > 2,492 =
k
t
: Thay i chiu cao trung bnh cy loi A, theo hng tng.

1k) 254,7082(cm
2
) - 444,6121(cm
2
)
1k) 253,9354(cm
2
) - 443,2631(cm
2
)
1l)
2
1
2
74, 222
=
2
= 109,6662
2
2
129, 56
=
: Bnh thng.
Bi 2. 2a) 166,9584tn - 180,5616tn 2b) 1392.
Bi 3. 3a) 10,43% - 23,57% 3b) 4261-9587 3c) 1043- 2357
3d) 6795 - 18342.
Bi 4. 4a) 8,21% - 9,79% 4b) 79,5% 4c) 5.
Bi 5. 5a) 8362 - 12437 5b) 12121 5c) 8651.
Bi 6. 6a) z = 3,2913 > 2,33 = z
2
: Tng chiu cao trung bnh.
6b) z = 1,6457 < 2,06 = z
2
: Khng lm gim chiu cao TB.
6c) z = 2 > 1,974 =
2
t

: Lm gim chiu cao trung bnh cy loi A.
6d) z = 4 > 2,1715 =
2
t

: Lm gim chiu cao TB cy loi A.
6e) z= 2,0966 > 2,06 = z
2
. Lm tng t l cy loi A.
6f) z = 1,25 < 1,65 = z
2
. Khng lm tng t l cy loi A.
6g)
2
= 131,5995 >
2
124, 3

= : Chiu cao bin ng hn.
6h)
2
= 93,9996 >
2
1
77, 93

= : Chiu cao khng t bin ng hn.
Bi 7. 7a) |z| = 1,7188 < 2,58 = z
: Bng nhau.
7b) z = 1,7188 > 1,65 = z
2
: Ca nh my I sn xut ln hn.
7c) z =1,7188 < 2,06 = z
2
: Khng th xem ca nh my II nh hn.
7d)|z| = 1,6942 < 2,06 = z

: Nh nhau.
7e) z = 1,6942 < 1,88 = z
2
: Ca nh my I ln hn.
7f) z = 1,6942 > 1,65 = z
2
: Ca nh my II nh hn.
Bi 8.
2 2
2, 881 9, 21
= < = : X c PP nh thc X B(3 ; 0,9).

Bi 9.
2
= 2,4592 < 13,28 =
2
: X c phn phi Poisson.

Bi 10.
2
= 1,9883 < 9,488 =
2
: X c phn phi chun.

Bi 11.
2 2
32, 52 5, 99
= > = : C s khc bit.

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Ly Thuyet Thongke

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Ly Thuyet Thongke

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On thi Cao hoc Toan kinh te Phan Thong ke Tran Ngoc Hoi

) l i lng ngu nhin

) = (1 )/2 = /2 tra t Bng gi tr hm Laplace

vi k = n 1 v = 1 tra t Bng Phn phi Student

c cho di dng P(|Z| z

) = /2 = 0,95/2 = 0,475. Tra bng gia tr hm Laplace ta c

= 1,96. Vy c lng khong l:

c xc nh t bng phn phi Student vi k = n

) = (1 )/2 = /2 tra t Bng gi tr hm Laplace

( = 1 ) t Bng P. phi Chi bnh phng

( = 1 ) t Bng P. phi Chi bnh phng

l tng bnh phng ca mu (X

> = . V d: Vi k = 20; = 0,01 ta c

( = 1 ) t Bng Phn phi Chi bnh phng

( = 1 ) t Bng Phn phi chi bnh phng

) = /2. T ta tm c chnh xc theo (1).

) = (1 )/2 = /2 tra t Bng gi tr hm Laplace (x)

) = /2. T ta tm c chnh xc theo (1).

c th khng l s nguyn, hn na, ta bit trong

) = (1 )/2 = /2 tra t Bng gi tr hm Laplace (x)

) = (1 )/2 tra t Bng gi tr hm Laplace

vi k = n 1 tra t Bng Phn phi Student

) = (1 )/2 = 0,99/2 = 0,495

nn ta chp nhn gi thit H

) = (1 )/2 tra t Bng gi tr hm Laplace

) = (1 )/2 = 0,99/2 = 0,495

tra t Bng Phn phi Chi bnh phng

tra t Bng Phn phi Chi bnh phng

) = (1 )/2 tra t Bng gi tr hm Laplace

) = (1 )/2 = 0,99/2 = 0,495

) = (1 )/2 tra t Bng gi tr hm Laplace

) = (1 )/2 = 0,95/2 = 0,475

tra t Bng Phn phi Chi bnh phng

tra t Bng Phn phi Chi bnh phng

,... (kt qu c ghi chi tit trong bng).

nn ta chp nhn gi thit H

: Thay i chiu cao trung bnh cy loi A, theo hng tng.

= < = : X c PP nh thc X B(3 ; 0,9).

: X c phn phi Poisson.

: X c phn phi chun.

= > = : C s khc bit.

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