Bài giảng toán V

Bi ging Ton V cho K53-2012-2013 V Mnh Ti
1
i hc Thy Li B mn Ton

BI GING TON 5
Dnh cho Sinh vin K53

XC SUT - THNG K

2
V Mnh Ti

Gii thiu mn hc:
Xc sut thng k l lnh vc ton hc chuyn nghin cu v cc quy lut ca cc i lng nhn
mt gi tr no hon ton ngu nhin. y l mt cng c quan trng cho k s trong vic a ra
cc kt lun khoa hc khi ch c trong tay cc quan st thc t hoc cc kt qu t phng th
nghim.

Mn hc gm 8 chng:
Chng I Bin c v xc sut ca bin c
Chng II Bin ngu nhin v phn phi xc sut
Chng III K vng ton
Chng IV Mt s phn phi xc sut thng gp
Chng V Mu ngu nhin v phn phi ca mt s thng k c bn
Chng VI c lng tham s
Chng VII Kim nh gi thit
Chng VIII Hi quy v tng quan tuyn tnh

Ti liu tham kho chnh:
[1] Ronald E. Walpole, Raymond H.Myers v Sharon L.Myers, Xc sut v thng k dnh cho k
s v nh khoa hc (Bn dch ln 1 ca B mn S-XS&TK, H Thy Li).
[2] Nguyn Hu Bo, Xc sut thng k, Nxb Xy Dng, 2004.
[3] ng Hng Thng, M u v l thuyt xc sut v cc ng dng, Nxb Gio dc, 1997.
3
Bi 1: XC SUT CA MT BIN C
Ni dung chnh: Tnh xc sut ca mt bin c
- Bng nh ngha
- Bng cc quy tc xc sut

1. nh ngha c in ca xc sut:
1. 1. Php th:
* Php th: l mt th nghim m ta khng bit trc kt qu xy ra, nhng c th d on c
cc kh nng c th xy ra.
* Khng gian mu: Tp hp tt c cc kh nng c th xy ra ca mt php th. Khng gian mu k
hiu l , v ta gi s phn t ca khng gian mu l ||.
V d 1: Gieo mt ng xu, y
Php th l: Gieo mt ng xu.
Khng gian mu l { , } 2 S N = =
V d 2: Gieo ng thi 2 con xc sc
Php th l: Gieo ng thi 2 con xc xc.
Khng gian mu l { } (1,1); (1,2);...; (6,6) 36 = = .
1.2. Bin c: Bin c l mt tp con ca khng gian mu. K hiu bi cc ch ci in hoa u bng
ch ci: , , ;
1
;
2
;
Ch :
1) C 2 loi bin c c bit:
* Bin c chc chn: l loi bin c chc chn s xy ra. chnh l ton khng gian .
* Bin c khng th: l loi bin c m khng th xy ra. l bin c rng .
2) Cc bin c s cp: l cc bin c n gin , khng th biu din qua cc bin c khc.
3) Cc bin c ng kh nng: l cc bin c c cng kh nng xut hin.
4) Hai bin c c lp: l hai bin c m kh nng xy ra bin c ny khng nh hng n
kh nng xy ra ca bin c kia.

Mt s php ton bin c.
* Bin c A c gi l ko theo bin c B (k hiu A B ) nu A xut hin th B xut hin.
* Bin c A c gi l bng bin c B (k hiu A B = ) nu A B v B A .
* Hp ca 2 bin c: A B ngha l bin c A xut hin hoc B xut hin.
* Giao ca 2 bin c: A B ngha l bin c A xut hin v B xut hin.
* Bin c i: A l bin c i (b) ca bin c A, l bin c xut hin khi bin c A khng
xut hin.
* nh l De Morgan: i vi hai bin c:

i vi 3 bin c:

4
V d 3: Ba x th A, B, C bn mi ngi mt vin n vo mt mc tiu. Gi
A: x th A bn trng,
B: x th B bn trng,
C: x th C bn trng.
a) Hy m t bng li cc bin c sau: ABC, ABC , A B C .
b) Xt cc bin c: D = C t nht hai x th bn trng
E =C nhiu nht mt x th bn trng
F =Ch c mt x th bn trng
G =Ch c x th C bn trng.
Hy biu din cc bin c ny theo cc bin c A, B, C.
GII:
a) ABC: c ba x th u bn trng.
ABC : c ba x th u bn trt.
A B C : c t nht mt x th bn trng
b) D AB BC CA = .
E AB BC CA =
F ABC BAC CBA =
. G ABC =

1.3. Nhc li mt s quy tc im:
1.3.1. Quy tc nhn
Nu mt cng vic c chia ra lm k cng on, cng on 1 c
1
cch thc hin,
cng on 2 c
2
cch thc hin,, cng on c
cch thc hin, th s cch thc

hin xong cng vic l
1
cch.
V d: C bao nhiu cch i t H Ni ln H Giang, bit rng i t H Ni ln H
Giang th phi i qua Ph Th v i qua Tuyn Quang. i qua Ph Th, c th i t,
tu thy, tu Ha hoc i b. i t Ph Th ln Tuyn Quang th c th i tu thy, t
hoc i b. i t Tuyn Quang ln H Giang th c th i t, tu thy.
Gii:
1.3.2. Quy tc cng
Nu mt cng vic c chia thnh k trng hp, trng hp 1 c
1
cch thc
hin, trng hp 2 c
2
cch thc hin,, trng hp k c
cch thc hin, th s cch

thc hin xong cng vic l
1
+
2
+ +
cch.
V d: C bao nhiu s t nhin c ba ch s khc nhau m tng cc ch s bng 5.
Gii:

5
1.3.3. Hon v
nh ngha: Mt hon v l mt sp xp ca ton b hoc mt b phn ca mt tp phn t
no .
nh l: Ta c:
S hon v ca phn t phn bit l
= ! V d: C bao nhiu cch xp 10

ngi vo ngi mt dy 10 gh? (S:
10
= 10!)
S hon v ca phn t phn bit trong phn t chnh l s cch ly ra phn t
phn bit c sp th t t mt tp c phn t phn bit (chnh hp chp ca
phn t) l:
=
!
( )!

S hon v ca phn t phn bit c sp xp theo mt vng trn l ( 1)!
V d: C bao nhiu cch xp 10 ngi vo mt bn trn c 10 gh? (S: 9!)
S cch ly ra mt tp phn t phn bit khng phn bit th t t mt tp c
phn t phn bit l
=
!
! ( )!
( )
V d: C bao nhiu cch ly ra 3 qun bi cng mt lc t mt c bi? (S:
52
3
)
Ch : dng chnh hp, t hp hay hon v th cc phn t phi phn bit. T hp th
cc phn t khng c th t chnh hp th cc phn t c th t sp.
V d: C bao nhiu cch ly ra 3 qun bi t mt c bi theo phng thc:
a. Ly cng mt lc.
b. Ly ln lt khng hon li.
c. Ly ln lt c hon li.
Gii:

1.3.4. Phn hoch
- Phn hoch l mt cch sp xp phn t vo ngn m cc phn t khng c th t,
cc ngn c cc phn t khng trng lp.
-S cch phn hoch mt tp phn t thnh ngn trong ngn 1 c
1
phn t, ngn 2
c
2
phn t,, ngn th c
phn t l:
1
,
2
,,
=
!
1
!
2
!
!
(
1
+
2
+ +
= )
6
V d: C bao nhiu cch phn chia cng vic cho mt i cnh st Giao thong gm c 10
ngi. Trong yu cu l phi c 2 ngi trc c quan, 4 ngi i tun, 2 ngi i hp
v 2 ngi lm nhim v lin kt cc i khc.
Gii:

1.4. nh ngha c in ca xc sut
Xc sut ca mt bin c l 1 con s c trng cho kh nng xut hin ca bin c A, c k hiu
(), (P l ch ci u tin ca t xc sut trong ting Anh: Probability)
() =
S cc im mu ca A
Tng s im mu
=
||
||

Lu :
0 ( ) 1 P A
( ) 0 P = ; ( ) 1 P =
V d 4: Mt ng xu c tung 2 ln. Xc sut t nht mt mt nga xut hin l bao nhiu?
GII:

Khng gian mu: { } , , , 4 SS SN NS NN = =
Gi A : t nht mt mt nga xut hin
{ } , , 3 A NN NS SN A = =
Suy ra:
3
( )
4
A
P A = =
.

Chin lc gii bi ton tnh xc sut ca bin c bng nh ngha:
1. Xc nh php th, t suy ra khng gian mu v s phn t ca khng gian
mu (tnh ||).
2. Xc nh chnh xc bin c v t tn bin c.
3. m s trng hp c li cho bin c (tnh ||).
4. Tnh xc sut theo cng thc.
7

V d 5: Rt ngu nhin ng thi 5 qun bi t mt b bi, hy tm xc sut rt c 2 cy t
v 3 cy J .
GII:

24
( )
2598960
A
P A = =
.
V d 6: Trong mt ti c 10 qu bng xanh v 5 qu bng , ta ly ra ng thi 3 qu bng.
Tnh xc sut :
a) C ng 2 qu bng .
b) t nht mt qu bng .
Gii:

V d 7: Trong mt ti c 6 qu bng xanh v 5 qu bng , 4 bng vng, ta ly ra ln lt c
hon li 3 qu bng. Tnh xc sut :
a) C ng 2 qu bng .
b) C ng 2 mu trong s 3 qu bng.
c) t nht mt qu bng xanh.
Gii:

8
V d 8: Hy gii V d 7, nhng lc ny ta ly ra ln lt khng hon li 3 qu bng.

2. Cc Quy tc Xc sut
2.1. Quy tc cng
Thng thng vic tnh xc sut ca mt bin c no s d dng hn nu ta da vo xc sut
bit ca cc bin c khc. iu ny hp l khi bin c ang c ni n c th biu din
c di dng hp ca hai bin c khc hoc di dng phn b ca mt bin c no .
nh l cng xc sut:
Nu A v B l hai bin c ty th
( ) = () + () ()
V d 8: Xc sut mt sinh vin thi qua mn Ton 4 l
2
3
, xc sut anh ta thi qua mn
Ton 5 l
4
9
v xc xut qua c 2 mn l
1
4
. Tnh xc sut sinh vin thi qua t nht mt
mn.
GII:

p s:

H qu 1: Nu A v B l hai bin c khng giao nhau (xung khc) th
( ) ( ) ( ) P A B P A P B = +
H qu 2: (M rng cho n bin c xung khc) Nu
1 2
, ,...,
n
A A A l cc bin c khng giao nhau th
1 2 1 2
( . .. ) ( ) ( ) ... ( )
n n
P A A A P A P A P A = + + +
H qu 3: Vi bin c A bt k, ta lun c:
( ) 1 ( ) P A P A = .
V d 9: Theo tp ch ngi tiu dng (thng 7, thng 8 nm 1996) mt chic PC trong nh c
th c t nhng v tr sau:
9
Phng ng ca ngi trng thnh: 0,03
Phng ng ca tr em : 0,15
Phng ng khc : 0,14
Phng lm vic : 0,4
Cc phng khc : 0,28
(a) Tnh xc sut mt chic PC c t phng ng.
(b) Tnh xc sut mt chic PC khng c t phng ng.
GII:

p s: a. 0.32; b. 0.68
nh l 2: (m rng cho trng hp 3 bin c)
Cho A, B, C l ba bin c bt k, khi :
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) P A B C P A P B P C P AB P AC P BC P ABC = + + + .

V d 10: Ba x th mi ngi bn mt vin n vo bia, xc sut trng ch ca mi ngi ln
lt l 0,7; 0,6; 0,8. Tnh xc sut c t nht mt ngi bn trng ch.
GII:

p s: 0,976
Cc ni dung chnh trong bi ging bui 1:
Khi nim php th, khng gian mu v bin c. Mi quan h gia cc bin c, cc
php ton bin c.
nh ngha xc sut ca mt bin c.
Quy tc cng xc sut ( ) = () + () ().
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Bi 2: XC SUT CA MT BIN C (tip)

2.2. Xc sut c iu kin:

nh ngha 1:
Xc sut ca bin c B xy ra khi bit bin c A no xy ra c gi l xc sut
c iu kin v c k hiu l P(B|A).
K hiu P(B|A) thng c c l xc sut B xy ra vi iu kin A xy ra hoc
n gin l xc sut ca B vi iu kin A.

V d 1: Gieo 1 con xc xc, gi
A : bin c xut hin mt l
B : bin c xut hin mt 3 chm
Th:
1
( )
6
P B = nhng
1
( | )
3
P B A = .

nh l 1:
Xc sut c iu kin ca B vi iu kin A, k hiu P(B|A), c xc nh nh sau:
( . )
( | )
( )
P A B
P B A
P A
= , nu P(A) >0.

V d 2: Xc sut mt chuyn bay khi hnh ng gi l ( ) 0,83 P A = , xc sut n n
ng gi l P(B) = 0,82; xc sut n khi hnh v n u ng gi l 0,78. Tnh xc sut
mt chic my bay:
a) n ng gi bit rng n khi hnh ng gi;
b) khi hnh ng gi bit rng n n ng gi.
GII:

p s: a. 0,94; b. 0,95

11
V d 3: Cho mt mu ngu nhin gm 210 ngi c phn loi theo gii tnh v trnh hc
vn nh sau:
Trnh hc vn Nam N
S cp 38 45
Trung cp 35 50
Cao cp 25 17
Chn ngu nhin mt ngi, tm xc sut
(a) Ngi c chn l nam gii, bit rng ngi c trnh trung cp.
(b) Ngi c chn khng c trnh cao cp, bit rng ngi l n.
GII:

nh ngha 2
Cho A v B l hai bin c ca mt php th. Nu
( ) ( ) ( ) P P P AB A B = ,
th ta ni A v B l hai bin c c lp. Ngc li th gi A v B l hai bin c ph thuc.
Nhn xt:
- Nu P(A); P(B) >0, th A v B l hai bin c c lp khi v ch khi
P(B|A) = P(B) hoc P(A|B) = P(A).
ngha l, s xut hin ca bin c ny khng lm nh hng n s xut hin ca bin c kia.
- Nu , c lp th
cng c lp; ,
cng c lp;
, cng c lp.
V d 4: C hai ti ng cc qu cu. Ti th nht ng 3 qu trng, 7 qu xanh. Ti th hai ng
10 qu trng v 15 qu xanh. T mi ti ta chn ngu nhin mt qu cu. Tnh xc sut hai qu
cu ly ra l cng mu.
GII:

p s: /.
12

2.3. Quy tc xc sut nhn
T cng thc xc sut c iu kin, ta c ngay cng thc sau, gi l Quy tc nhn xc sut:
Quy tc nhn xc sut:
Vi 2 bin c A, B bt k, ta c
P(A.B) =P(A) P(B | A).
Nhn xt: Ta cn c th vit
P(A.B) =P(B) P(A | B).

V d 5: Mt hp cha 20 sn phm, trong c 5 sn phm b hng. Nu ly ngu nhin ln
lt 2 sn phm theo phng thc khng hon li, th xc sut c hai sn phm u b hng l
bao nhiu?
GII:

p s: /.
Quy tc nhn tng qut
Gi s
1 2
; ;...;
n
A A A l n bin c bt k th
1 2 1 2 1 1 2 1
( ... ) ( ) ( | )..... ( | ... )
n n n
P A A A P A P A A P A A A A

=
Cn nu
1 2
; ;...;
n
A A A c lp th
1 2 1 2
( ... ) ( ) ( )..... ( )
k n
P A A A P A P A P A =
V d 6: Mt chm c 6 chic cha kha, trong ch c 1 chic m c ca. Mt ngi th ln
lt c 6 chic cha kha m ca. Tnh xc sut ca c m ln th th 3.
GII:

p s: /

13
V d 7: Ba x th mi ngi bn mt vin n vo bia, xc sut trng ch ca mi ngi ln lt
l 0,7; 0,6; 0,8. Tnh xc sut
a) c ng mt ngi bn trng ch.
b) C t nht hai ngi bn trng ch
GII:

p s: a. 0,188; b. 0,976
2.4. Cng thc xc sut y v Quy tc Bayes:

nh ngha 1: (H bin c y )

Gi s trong khng gian mu tn ti k bin c
1 2
; ;...;
k
B B B tha mn:
i) Cc
i
B xung khc i mt, ngha l: .
i j
B B i j = .
ii)
1 2 k
B B B =
Th
1 2
; ;...;
k
B B B c gi l mt phn hoch ca khng gian mu (hay l mt h y cc bin
c).

nh l 1: (cng thc xc sut y )

Nu cc bin c B
1
, B
2
, , B
k
l mt phn hoch ca khng gian mu , trong P(B
i
) 0
vi mi i =1, 2, , k, th vi bin c A bt k ca ta c:
P(A) =
1
( . )
k
i
i
P B A
=
=
1
( ) ( | )
k
i i
i
P B P A B
=

V d 8: Trong mt nh my, ba my B
1
, B
2
, v B
3
sn xut 30%, 45%, v 25% tng sn phm.
Trong , t l ph phm ca 3 my tng ng l 2%, 3% v 2%. Chn ngu nhin 1 sn phm.
Tnh xc sut n l ph phm.

14
GII:

p s: 0,0245.
Vn : Ly ra 1 sn phm th thy l ph phm, th xc sut l sn phm ca my
B
3
l bao nhiu?

nh l 2 (Quy tc Bayess)
Nu cc bin c
B
1
,B
2
, , B
k
l mt phn hoch ca khng gian mu , trong P(B
i
) 0 vi mi i = 1, 2,
, k, th vi bin c A bt k ca S m P(A) 0 ta c

P(B
i
|A) =
1
( . )
( . )
i
k
j
j
P B A
P B A
=
=
1
( ) ( | )
( ) ( | )
i i
k
j j
j
P B P A B
P B P A B
=
, vi i =1, 2, , k.
V d 9: Quay li v d trn, nu chn ngu nhin mt sn phm v thy n l ph phm, tnh
xc sut sn phm l do my B
3
sn xut.
GII:

p s: /.
V d 10: Mt i c ba nhm x th. Nhm 1 c 30 x th, nhm 2 c 25 x th, nhm 3 c 15 x
th. Xc sut bn trng ch ca mi x th trong nhm 1 l 0,8; ca nhm 2 l 0,9; ca nhm 3 l
0,95. Ly ra mt x th bt k trong i v cho bn mt vin n th thy khng trng ch. Tm
xc sut x th thuc nhm 3.
Gii:

p s: /.
15
Cc chnh trong bi ging bui 2:
Xc sut iu kin: ( )
( )
( )
= |
P AB
P B A
P A
, vi P(A) > 0.
Quy tc nhn: P(AB) = P(A).P(B|A) vi P(A)> 0.
Cng thc xc sut y :
=
=
1
( ) ( ). ( | )
n
i i
i
P A P B P A B
Cng thc Bayes:
P(B
i
|A) =
=
1
( . )
( . )
i
k
j
j
P B A
P B A
=
=
1
( ) ( | )
( ) ( | )
i i
k
j j
j
P B P A B
P B P A B

16
Bi 3: BIN NGU NHIN V PHN PHI XC SUT

3.1. Khi nim bin ngu nhin mt chiu

nh ngha
Bin ngu nhin l mt hm s t tng ng mi phn t trong khng gian mu vi mt s thc.

V d 1: Gieo 1 con xc xc, gi X l s chm xut hin.
Khi , X l mt bin ngu nhin, v
{1,2,3,4,5,6} X = .

V d 2: Tung ng thi 3 ng xu cn i v ng cht. Nu c ng hai ng xu xut hin mt
nga, th ngi chi c 10USD cn ngc li th ngi chi mt 2USD.

Khng gian mu
{ } , , , , , , , . SSS SSN SNS NSS SNN NSN NNS NNN =
S tng ng mi im mu vi s mt nga xut hin c lit k nh sau
SSS SSN SNS NSS SNN NSN NNS NNN
0 1 1 1 2 2 2 3
Gi Y l s mt nga trong 3 ng xu th Y l mt bin ngu nhin v
{1,2,3} Y =
Ch :
Bin ngu nhin thng c k hiu bi cc ch hoa X, Y, Z,, cn cc ch thng x, y, z,
c dng k hiu cho gi tr ca bin ngu nhin.
Tp tt c cc gi tr ca X c gi l tp gi tr ca X. Da vo c im tp gi tr ca bin
ngu nhin, ngi ta chia cc bin ngu nhin thnh hai loi:
1. Nu tp gi tr ca X l tp m c, th ta gi X l bin ngu nhin ri rc.
2. Nu tp gi tr ca X l tp khng m c (cc gi tr ca X lp y mt khong no
ca trc s thc), th ta gi X l bin ngu nhin lin tc.

V d 3:
+ Rt ngu nhin ln lt c hon li 5 qun bi t mt b bi, gi X l s qun bch rt c.
Do tp gi tr ca X l hu hn, nn X l bin ngu nhin ri rc.
+Tung mt ng xu lin tip cho n khi thu c 5 mt nga th dng li.
17
t X = s ln tung. Do tp gi tr ca X l m c, nn X l bin ngu nhin ri rc.

+Y = tui th ca mt bng n.
Z = qung ng m mt chic t i c vi 1 lt xng c trong bnh.
T =Chiu cao ca mt ngi.
l cc bin ngu nhin lin tc.

3.2. Phn phi xc sut ca Bin ngu nhin mt chiu
3.2.1. Phn phi xc sut ri rc (bin ngu nhin mt chiu ri rc)
nh ngha:
Hm s () l hm xc sut hay phn phi xc sut ca bin ngu nhin ri rc X nu:
1. f(x) 0
2. ( ) 1 f x =
3. ( ) ( ). P X x f x = =
C nhiu trng hp m trong ta cn tnh xc sut bin ngu nhin X nhn gi
tr trong mt khong no . V d: Tnh
( ) = ( = )
= ()

Hm phn phi xc sut ca bin ngu nhin ri rc thng c cho bi dng bng
v gi l bng phn b xc sut:

1

2

()
(
1
) (
2
)
(
)

V d 1: Mt kin hng gm 8 chic my vi tnh ging nhau trong c 3 chic b li. Mt trng
hc mua ngu nhin 2 chic trong s my vi tnh ny.
a. Tm phn phi xc sut ca s chic b li.
b. Tm xc sut trng hc mua c t nht mt chic ti vi hng.
GII:

p s: a. () = ( = ) =

, = , , . b. /.
18

V d 2: Bin ngu nhin th hin s tin li ca mt ngn hng (tnh theo 1000USD) trong 5
nm l mt bin ngu nhin c bng phn b xc sut:
150 155 160 165 170 180
() 0,25 2k 0,35 k 4k 0,01
a. Tm hng s .
b. Tm xc sut ngn hng li t 170000 tr ln
c. Tm (156 < 170)
GII:

p s: a. = /; b. /; c. /.
nh ngha
Hm phn phi tch ly F(x) ca bin ngu nhin ri rc X vi phn phi xc sut f(x) l:
F(x) =P(Xx) = ( )
t x
f t
, vi - <x <.
Hm phn phi tch ly ca bin ngu nhin ri rc c xc nh bng cch cng dn cc ct trong
bng phn phi xc sut ca bin ngu nhin X.

V d 3: Tm hm phn phi tch ly ca bin ngu nhin X trong V d 2.
GII:
Theo nh ngh trn, ta tnh c:
19
0, 0
1
, 0 1
16
5
, 1 2
16
( )
11
, 2 3
16
15
, 3 4
16
1, 4
x
x
x
F x
x
x
x
<
<
<
<
<

V d 4: Da vo hm phn phi tch ly trong v d 3, hy tnh
a) P(X <2); b) P( X = 2) ;
c) P(1 X <3); d) P(X >1/3);
e) P(X =5/2); f) P(2<X 7).
Gii:

2. Phn phi xc sut lin tc (bin ngu nhin mt chiu lin tc)
nh ngha
Hm ( ) f x l hm mt xc sut ca bin ngu nhin lin tc X nu:
1) ( ) 0, f x x
2) ( ) 1 f x dx
+

3) P(a <X <b) = ( )
b
a
f x dx
.
Nu l bin ngu nhin lin tc vi hm mt () th
( = ) = 0
( ) = ( < ) = ( < ) = ( < < ) = ()

V d 1: Gi s sai s ca nhit phn ng (n v
0
C) trong mt th nghim l bin ngu nhin
lin tc X c hm mt xc sut
20
( )
2
, 1 2
( ) 3
0, 1;2
x
x
f x
x
< <

a) Chng minh f(x) tha mn iu kin 2 ca nh ngha.
b) Tm P(0 <X 1).
GII:

p s: b. /
V d 2: Cho bin ngu nhin X c hm mt dng
2
(4 ) , 0 2
( )
0, (0,2)
k x x
f x
x
<
=

a) Tm k.
b) Tnh
3
2
P X
| |
>
|
\ .
.
Gii:

p s: a. /; b. /
V d 3: Thi gian (n v o: 100 gi) m mt gia nh cho chy mt chic my ht bi trong mt
nm l bin ngu nhin lin tc X c hm mt nh sau:
, 0 1
( ) 2 , 1 2
0, (0,2)
x x
f x x x
x
< <
= <

Tm xc sut thi gian chy my ht bi trong mt nm
a) t hn 120 gi. b) t 50 n 100 gi.
Gii:

21

nh ngha

Hm phn phi tch ly F(x) ca bin ngu nhin lin tc X vi hm mt f(x) l:
F(x) =P( X x ) = ( )
x
f t dt
, vi - x < < .
Hai kt qu sau l h qu trc tip ca nh ngha
( ) f x =
( ) dF x
dx
, nu o hm tn ti.
( < < ) = ( )
= ( < ) = ( < ) = () ()
Mt cch d hiu, hm mt l o hm ca hm tch ly theo bin x, cn hm tch ly l nguyn
hm ca hm mt .

V d 3: Cho bin ngu nhin X c hm mt l
( )
2
, 1 2
( ) 3
0, 1;2)
x
x
f x
x
< <

Tm hm phn phi tch ly ca X.
GII:

p s:
3
0, 1
1
( ) , 1 2
9
1, 1
x
x
F x x
x

+
= < <

V d 4: Cho bin ngu nhin X c hm phn phi l
8
0, 0
( )
1 , 0
x
x
F x
e x

=

>

a) Tm hm mt ca X.
b) Tnh
1
2
P X
| |
<
|
\ .
bng hai cch.
22
GII:

Cc chnh cho bi ging bui 3:

nh ngha bin ngu nhin 1 chiu.
Bin ngu nhin ri rc v lin tc.
Bng phn phi v hm phn phi tch ly ca bin ngu nhin ri rc.
Hm mt v hm phn phi ca bin ngu nhin lin tc.

23
Bi 4: BIN NGU NHIN HAI CHIU V
PHN PHI XC SUT NG THI

Cc ni dung chnh
Bin ngu nhin hai chiu v phn phi xc sut.
Phn phi bin duyn.
Phn phi xc sut iu kin.
c lp thng k.

nh ngha:
Cho 2 bin ngu nhin mt chiu X, Y. Cp (X,Y) c gi l mt bin ngu nhin hai chiu.

X c gi l thnh phn th nht, cn Y l thnh phn th hai ca bin ngu nhin 2 chiu
(X,Y).
Bin ngu nhin (X,Y) nhn gi tr (x,y), tc l X nhn gi tr l x ng thi Y nhn gi tr y.
Trong chng trnh, ta ch xt bin ngu nhin hai chiu vi cc thnh phn cng ri rc hoc cng
lin tc.
Nu X v Y u ri rc th (X,Y) c gi l bin ngu nhin hai chiu ri rc;
Nu X v Y u lin tc th (X,Y) c gi l bin ngu nhin hai chiu lin tc.

4.1. Bin ngu nhin 2 chiu ri rc
4.1.1. nh ngha
Hm xc sut ca bin ngu nhin hai chiu ri rc (X,Y) l mt hm s c cc tnh cht:
1. f(x, y) 0, (x, y)
2. ( , ) 1
x y
f x y =

3. P(X =x, Y =y) =f(x, y).
T nh ngha ta c: Vi min A ty trong mt phng Oxy, ta c
P[(X, Y) A] = ( , )
A
f x y .
Hm (, ) thng c cho bi bng, v gi l bng phn phi ng thi.
V d 1: Chn ngu nhin hai chic rut bt bi t mt hp gm 3 rut bt xanh l, 2 rut bt , 3
rut bt xanh l cy. Gi X l s rut bt xanh l, Y l s rut bt c chn, tm
a) Phn phi xc sut ng thi f(x, y).
b) P[(X, Y) A] trong A l min {(x, y) | x +y 1}.
GII:
24

p s: a. (, ) = ( = , = ) =

, = , , ; = , , ; + ; b. /
4.1.2. Phn phi bin duyn
nh ngha
Phn phi xc sut ca X , ca Y thu c t phn phi xc sut ng thi ca (X, Y) gi l phn
phi bin duyn.

Cch tm phn phi bin duyn t phn phi ng thi

Nu X, Y l cc bin ngu nhin ri rc th phn phi bin duyn ca X v Y l
g(x) = ( , )
y
f x y
v h(y) = ( , )
x
f x y .

V d 2: Tm hm phn phi bin duyn ca X v Y t bng phn phi ng thi trong V d 1
GII:

25
Nhn xt: tm phn phi bin duyn ca X v Y t bng phn phi ng thi, ta tnh tng cc
hng v tng cc ct.
X
Y
0 1 2 Tng hng
0 3/28 9/28 3/28 15/28
1 6/28 6/28 0 12/28
2 1/28 0 0 1/28
Tng ct 10/28 15/28 3/28 1
4.1.3. Phn phi c iu kin
nh ngha
Phn phi c iu kin ca bin ngu nhin Y vi iu kin X x = l
f(y | x) =
( , )
( )
f x y
g x
, g(x) >0.
Phn phi c iu kin ca bin ngu nhin X vi iu kin Y y = l
f(x | y) =
( , )
( )
f x y
h y
, h(y) >0.

V d 3: Tip theo V d 2, tm phn phi c iu kin ca X vi iu kin 1 Y = v t xc nh
( ) 0| 1 . P X Y = =
GII:

ngha: Nu bit mt trong hai rut bt c chn c mu th xc sut chic rut bt
cn li khng c mu xanh l l
1
2
.

26
V d 4: Tm phn phi c iu kin ca Y vi iu kin 2 X = v dng n xc nh P(Y =1|X
=2).
Gii:

4.1.4. c lp thng k
nh ngha
Cc bin ngu nhin X v Y c gi l c lp thng k khi v ch khi ( ) ( ) , ( ) f x y g x h y = vi
(x,y) nm trong min gi tr ca (X, Y).

V d 5: Kim tra tnh c lp ca X v Y trong v d trn.
Gii:

V d 6: Cho bin ngu nhin ri rc 2 chiu (X, Y) c bng phn phi xc sut ng thi
X
Y
0 1 2
0 0,016 0,128 0,256
1 0,024 0,192 0,384
Xt tnh c lp ca X v Y.
Gii:
27

4.2. Bin ngu nhin 2 chiu lin tc
4.2.1. nh ngha
Hm f(x, y) c gi l hm mt ng thi ca cc bin ngu nhin lin tc X v Y nu:
1. f(x, y) 0, (x, y)
2. ( , ) 1 f x y dxdy
+ +

=

3. P[(X, Y) A] = ( , )
A
f x y dxdy
, vi A l min ty
V d 1: Gi s bin ngu nhin hai chiu (X,Y) c hm phn phi xc sut l:
( ) ( )
2
(2 3 ), 0 1; 0 1
5 ( , )
0, 0,1 0,1
x y x y
f x y
x
+ < < < <

a) Chng minh f(x,y) tha mn iu kin 2 ca nh ngha.
b) Tm P[(X, Y) A] , vi A ={(x, y) | 0 <x <
1
2
,
1
4
<y <
1
2
}.
GII:

p s: /
4.2.2. Phn phi bin duyn

Nu X, Y l cc bin ngu nhin lin tc th
g(x) = ( , ) f x y dy
v h(y) = ( , ) f x y dx
.
l cc phn phi bin duyn ca X v Y.

V d 2: Tm cc hm phn phi bin duyn g(x) v h(y) vi hm mt ng thi trong V d 1.

28
GII:

p s: ( )
( )
4 3
, 0 1
5
0, 0,1
x
x
g x
x
+
< <
; ( )
( )
2
(1 3 ), 0 1
5
0, 0,1
y y
h y
y
+ < <

Nhn xt: Cc phn phi bin duyn g(x) v h(y) thc s l phn phi xc sut ca cc bin X v Y
tng ng v n tha mn tt c cc iu kin trong nh ngha. V d, trong trng hp lin tc
( ) ( , ) 1 g x dx f x y dydx

= =

v P(a <X <b) =P(a <X <b, - < Y < )
= ( , ) ( )
b b
a a
f x y dydx g x dx
=

.

4.2.3. Phn phi iu kin
Phn phi c iu kin ca bin ngu nhin Y vi iu kin X x = l
f(y | x) =
( , )
( )
f x y
g x
, g(x) >0.
Phn phi c iu kin ca bin ngu nhin X vi iu kin Y y = l
f(x | y) =
( , )
( )
f x y
h y
, h(y) >0.

V d 3: Cho bin ngu nhin hai chiu (X,Y), c hm mt ng thi:
2
10 , 0 1
( , )
0, ( , ) (0,1) (0,1)
xy x y
f x y
x y
< < <
=

a) Tm hm mt bin duyn g(x), h(y) v hm mt c iu kin f(y|x).
b) Tnh P(Y >
1
2
| X =0,25).

29
GII:

p s: b. /; a.
2
3
3
, 0 1.
( | )
1
0, cc gi tri khc
y
x y
f y x
x
< < <

=

4.2.4. c lp thng k

Cc bin ngu nhin X v Y c gi l c lp thng k khi v ch khi ( ) ( ) , ( ) f x y g x h y = , vi
(x,y) nm trong min gi tr ca (X, Y).

V d 4: Xt xem cc bin ngu nhin X v Y trong V d 1 c c lp khng?

V d 5: Cho bin ngu nhin 2 chiu c hm mt ng thi
2
. (1 3 ), 0 2, 0 1
( , )
0, ( , ) (0,2) (0,1)
k x y x y
f x y
x y
+ < < < <
=

a) Tm k.
b) Tm cc phn phi bin duyn. X v Y c c lp khng?
c) Tnh ( 1) P X > .
d) Tm hm f(x | y), t tnh P(
1 1 1
|
4 2 3
X Y < < = ).
GII:

30

p s: a. /; b. Khng c lp; c. /; d. /

31
Bi 5: K VNG V PHNG SAI CA MT BIN NGU NHIN

Cc ni dung chnh:
nh ngha v ngha ca k vng, phng sai.
Cng thc v phng php tnh k vng, phng sai ca bin ngu nhin X.
Cng thc v phng php tnh k vng, phng sai ca bin ngu nhin ( ). g X

5.1. K vng

5.1.1. nh ngha
K vng ca bin ngu nhin X l gi tr trung bnh ca bin ngu nhin , tnh theo tp trung
xc sut, k hiu l ( ) E X hoc .
5.1.2. Cch tnh k vng
Cho X l mt bin ngu nhin vi phn phi xc sut l f(x).
* Nu X l bin ngu nhin ri rc th
= E(X) = ( )
x
xf x

* Nu X l bin ngu nhin lin tc th
= E(X) = ( ) xf x dx
+

Lu :
K vng ca bin ngu nhin X khng nht thit l mt gi tr thuc tp gi tr, m n
thng nm trong khu vc c phn phi xc sut cao.
Trong thc t, cc gi tr ca bin ngu nhin X lun bin i nhng gi tr trung bnh
ca X th li tng i n nh v l gi tr i din cho X. V vy, ta ni ( ) E X l tm
ca phn phi xc sut.

V d 1: Tm k vng ca bin ngu nhin ri rc X c phn phi xc sut
x 0 1 2 3
f(x)
1
35

12
35

18
35

4
35

GII:

p s: 1,7
32
V d 2: t X l tui th tnh theo gi ca mt thit b in t, th X l mt bin ngu nhin c
hm mt xc sut l
3
20000
, 100
( )
0, 100
x
f x x
x
>

Hy tnh tui th trung bnh ca thit b in t loi ny.
GII:

p s: 200h
V d 3: Thi gian (n v o: 100 gi) m mt gia nh cho chy mt chic my ht bi trong mt
, 0 1
( ) 2 , 1 2
0, (0,2)
x x
f x x x
x
< <
= <

Hi rng trung bnh mt nm, mt gia nh chy my ht bi bao nhiu gi.
GII:

5.1.3. K vng ca hm bin ngu nhin

Cho X l bin ngu nhin vi hm phn phi xc sut l f(x). Gi tr trung bnh hay k vng ca
bin ngu nhin g(X) l
( )
[ ( )] ( ) ( )
g X
E g X g x f x = =

nu X l bin ngu nhin ri rc, v
( )
[ ( )] ( ) ( )
g X
E g X g x f x dx
+
= =

nu X l bin ngu nhin lin tc.
33
V d 5: Gi s s lng xe t X n ca hng ra xe trong mt ngy l mt bin ngu nhin c
phn phi xc sut nh sau:
X 4 5 6 7 8 9
f(x)
1
12

1
12

1
4

1
4

1
6

1
6

t ( ) 2 1 g X X = l s tin (tnh theo USD), m ngi ch ca hng s tr cho th ra xe. Trung
bnh ngi th ra xe s kim c bao nhiu tin trong mt ngy?
GII:

p s: 12,67

Tnh cht
K vng ca mt tng mt hiu ca hai hay nhiu hm ca mt bin ngu nhin X bng tng
hoc hiu ca k vng cc hm, tc l
[ ( ) ( )] [ ( )] [ ( )]. E g X h X E g X E h X =

Nu a v b l hai hng s, th
( ) ( ) . E aX b aE X b + = +

Lu rng
| |
2
2
( ) ( ) E X E X

V d 6: Cho X l bin ngu nhin c hm mt l
2
. , ( 1;2),
( )
0, ( 1;2) .
k x x
f x
x

=

Hy tm k vng ca g(X) =4X +3.
GII:

p s: = /;
()
=
34

5.2. Phng sai
nh gi phn tn ca bin ngu nhin X xung quanh gi tr trung bnh, ta a ra khi nim
phng sai.

5.2.1. nh ngha

Cho X l bin ngu nhin vi phn phi xc sut f(x) v k vng l . Phng sai ca X l
2 2 2
( ) [( - ) ] ( - ) ( )
X
x
D X E X x f x = = =

nu X l ri rc, v
2 2 2
( ) [( - ) ] ( ) ( )
X
D X E X x f x dx
+
= = =

nu X lin tc.

5.2.2. Cng thc tnh phng sai

Phng sai ca bin ngu nhin X c tnh theo cng thc
| |
2
2 2
( ) ( ) ( ) .
X
D X E X E X = =

Cn bc hai ca phng sai, , c gi l lch chun ca bin ngu nhin X.

V d 7: Gi X l bin ngu nhin biu th s thit b hng trong mt h thng gm 3 thit b c
kim tra ca mt chic my. Phn phi xc sut ca X nh sau.
x 0 1 2 3
f(x) 0,51 0,38 0,1 0,01
Tnh phng sai ca bin ngu nhin X.

GII:

p s: 0,4979
35
V d 8: Nhu cu hng tun i vi Pepsi, theo n v 1000 lt, ti mt chui cc ca hng mt
a phng no , l mt bin ngu nhin lin tc X vi hm mt xc sut nh sau
2( 1), (1;2)
( )
0, (1;2)
x x
f x
x

=

Hy tm k vng v phng sai ca X.
GII:

p s: = / ;
= /
5.2.3. Phng sai ca hm bin ngu nhin

Cho X l bin ngu nhin vi phn phi xc sut l f(x). Phng sai ca bin ngu nhin g(X) l
( )
2 2 2
( ) ( ) ( )
( ) {[ ( )- ] } [ ( ) ] ( )
g X g X g X
x
D g X E g X g x f x = = =

nu X l bin ngu nhin ri rc, v
( )
2 2 2
( ) ( ) ( )
( ) {[ ( )- ] } [ ( )- ] ( )
g X g X g X
D g X E g X g x f x dx
+
= = =

nu X l bin ngu nhin lin tc.

Cng thc thng dng:
| | | | | |
2
2 2
( )
( ) ( ) ( )
g X
D g X E g X E g X = =

V d 9: Tnh phng sai ca bin ngu nhin g(X) =2X + 3, trong X l bin ngu nhin vi
phn phi xc sut nh sau
x 0 1 2 3
f(x)
1
4

1
8

1
2

1
8

GII:
Trc tin ta i tm k vng ca ( ) 2 3 g X X = + . Ta c,
3
2 3
0
(2 3) (2 3) ( ) 6.
X
x
E X x f x
+
=
= + = + =

36
Li c:
3
2 2
0
(2 3) (2 3) ( ) 40.
x
E X x f x
=
( + = + =

Vy:
| |
2
2 2 2
(2 3) (2 3) (2 3) 40 6 4 X E X E X ( + = + + = =

Tnh cht ca phng sai ca hm bin ngu nhin:

Nu a v b l cc hng s, th
2
( ) ( ) D aX b a D X + =
.

V d 10: Cho X l bin ngu nhin c hm mt l
2
, ( 1;2),
( )
3
0, ( 1;2) .
x
x
f x
x

Hy tnh phng sai ca bin ngu nhin g(X) =4X + 3.
GII:

p s: /
V d 11: Cho bin ngu nhin X c hm phn phi
2
0, 0
( )
1 , 0
x
x
F x
e x

=

>

Tnh k vng v phng sai ca bin ngu nhin
2
3
( )
X
g X e = .
GII:

37
V d 12: Tm lch chun ca 3 1 Y X = + bit X l bin ngu nhin ri rc c hm phn phi
tch ly l

0, 0
1
, 0 1
16
5
, 1 2
16
( )
11
, 2 3
16
15
, 3 4
16
1, 4
x
x
x
F x
x
x
x
<
<
<
<
<

Gii:

p s: 3

Cc chnh trong bi ging bui 5:
nh ngha v ngha ca k vng, phng sai.
Cng thc v phng php tnh k vng, phng sai ca bin ngu nhin X.
Cng thc v phng php tnh k vng, phng sai ca bin ngu nhin ( ). g X

38
Bi 6: COVARIANCE V H S TNG QUAN

Cc ni dung chnh:
K vng v phng sai ca hm hai bin ngu nhin.
nh ngha, ngha v cch tnh Covariance.
nh ngha, ngha v cch tnh H s tng quan.

Trong nhng bi ging trc ta thy gia cc bin ngu nhin tn ti khi nim c lp v ph
thuc ln nhau. tr li cu hi v mc ph thuc ca 2 bin ngu nhin, ta a ra cc khi
nim Covariance v H s tng quan.
6.1 K vng v phng sai ca hm 2 bin ngu nhin
Cho X vY l cc bin ngu nhin vi phn phi xc sut ng thi l f(x,y). K vng ca bin
ngu nhin g(X,Y) l
( , )
x
[ ( , )]= ( , ) ( , )
g X Y
y
E g X Y g x y f x y =

nu X v Y l ri rc, v
+ +
( , )
- -
[ ( , )]= g(x,y)f(x,y)
g X Y
E g X Y dxdy

=

nu X v Y l cc bin ngu nhin lin tc.
V d 1: Cho X v Y l cc bin ngu nhin vi phn phi xc sut nh sau:
X
Y
0 1 2
0 3/28 9/28 3/28
1 6/28 6/28 0
2 1/28 0 0
Tnh k vng ca bin ngu nhin g(X,Y) =XY.
GII:

p s: /
39
V d 2: Hy tnh
Y
E
X
| |
|
\ .
bit rng hm mt ng thi l
2
(1 3 )
, ( ; ) (0;2) (0;1)
( , )
4
0, ( ; ) (0;2) (0;1)
x y
x y
f x y
x y
+

=

GII:

p s: /
nh l
K vng ca tng hoc hiu hai hay nhiu hm ca cc bin ngu nhin bng tng hoc hiu ca k
vng cc hm. Tc l,
[ ( , ) ( , )] . [ ( , )] [ ( , )] E g X Y h X Y E g X Y E h X Y =
Lu :
Ta lun c: (aX ) E bY aEX bEY + = +
Nu X v Y c lp th: ( ) ( ) ( ) . E XY E X E Y =
Nu X v Y khng c lp th khng nh trn l khng ng.

6.2. Covariance

Cho X v Y l cc bin ngu nhin vi phn phi xc sut ng thi f(x, y). Covariance ca X v Y
l
[( - )( )] ( )( ) ( , )
XY X Y X Y
x y
E X Y x y f x y = =

nu X v Y l cc bin ngu nhin ri rc, v
- -
[( - )( )] ( )( ) ( , )
XY X Y X Y
E X Y x y f x y dxdy
+ +

= =

nu X v Y l cc bin ngu nhin lin tc.

ngha ca Covariance:
Covariance ca hai bin ngu nhin cho ta bit mi quan h ca chng, v du ca Covariance
cho ta bit mi quan h ca chng l thun hay l nghch.
Cng thc thng dng tnh Covariance
40
Covariance ca hai bin ngu nhin X v Y c xc nh bi ( )
XY X Y
E XY =

V d 3: Cho bin ngu nhin ri rc 2 chiu c phn phi xc sut ng thi nh sau
X
Y
0 1 2
0 3/28 9/28 3/28
1 6/28 6/28 0
2 1/28 0 0
Tm Covariance ca X v Y.
GII:

p s: /
V d 4: T l X cc nam vn ng vin v t l Y cc n vn ng vin in kinh hon thnh bi thi
trong cuc thi marathon c m t bng hm mt ng thi sau
8 , ( , ) [0;1] [0; ]
( , )
0, ( , ) [0;1] [0; ]
xy x y x
f x y
x y x

=

Hy tm Covariance ca X v Y.
GII:

41

p s: /

V d 5: Hai x th A v B cng bn vo mt mc tiu, xc sut trng ch ca hai ngi ln lt
l 0,8 v 0,6. X th A bn 2 vin, x th B bn 1 vin. Gi X, Y l s vin n trng ch ca A v
B.
a) Tm phn phi xc sut ng thi ca X, Y.
b) Tnh Covariance ca X v Y.
GII:

p s: b. 0
Lu :
Nu hai bin ngu nhin c lp th 0
XY
= , ngc li khng ng.
Ngha l, nu 0
XY
= th cha chc X v Y c lp.
42

6.3. H s tng quan
nh ngha
Cho X v Y l cc bin ngu nhin vi Covariance
XY
v cc lch chun tng ng l
X
v
Y
. H s tng quan ca X v Y l
.
XY
XY
X Y

=

ngha:
Mc d Covariance ca hai bin ngu nhin cho ta bit v mi lin h ca hai bin ngu nhin, tuy
nhin ln ca Covariance khng cho ta bit v mc lin h ca hai bin ngu nhin.
H s tng quan l i lng khng ph thuc vo n v o, s cho ta bit mc tng quan
ca chng.
H s tng quan tha mn
1 1
XY

Nu 0
XY
= th 0
XY
= , trong trng hp ny, ta ni X v Y khng tng quan vi nhau.
Nu 1
XY
= th X, Y ph thuc tuyn tnh vi nhau, ngha l X a bY = + .

V d 5: Cho bin ngu nhin ri rc 2 chiu c phn phi xc sut ng thi nh sau
X
Y
0 1 2
0 3/28 9/28 3/28
1 6/28 6/28 0
2 1/28 0 0
Tm h s tng quan ca X v Y.
Gii:

43
V d 6: Cho bin ngu nhin hai chiu c hm mt ng thi nh sau
8 , ( , ) [0;1] [0; ]
( , )
0, ( , ) [0;1] [0; ]
xy x y x
f x y
x y x

=

Hy tm h s tng quan ca X v Y.
Gii:

V d 7: Cho bin ngu nhin hai chiu c hm mt ng thi nh sau
( )
, 0, 0
( , )
0 , , khc
x y
e x y
f x y
x y
+
> >
=

Hy tm h s tng quan ca X v Y.
Gii:

44
Bi 7: MT S PHN PHI XC SUT THNG GP

Ni dung chnh:
Phn phi ri rc: phn phi u, phn phi nh thc, phn phi nh thc m, phn phi hnh
hc, phn phi Poisson.
Phn phi lin tc: phn phi u, phn phi Chun, phn phi M.

7.1. Mt s phn phi ri rc thng gp
7.1.1. Phn phi ri rc u
V d 1: Tung mt ng xu, gi X l s chm xut hin. Ta c bng phn phi xc sut ca X l
x 1 2 3 4 5 6
f(x)
1
6

1
6

1
6

1
6

1
6

1
6

Nhn xt:
Xc sut X nhn mi phn t trong tp gi tr l bng nhau, trong trng hp ny ngi ta gi
X l bin ngu nhin c phn phi u ri rc. Tng qut, ta c nh ngha
nh ngha:
Nu bin ngu nhin X c tp gi tr l x
1
, x
2
,, x
k
v xc sut X nhn mi gi tr ca n l
bng nhau, th ta ni X c phn phi u ri rc.
Khi , hm xc sut ca X c cho bi cng thc
1 2
1
( ; ) , , ,...,
k
f x k x x x x
k
= =
nh l
Gi tr trung bnh v phng sai ca phn phi u ri rc f(x; k) l
1
k
i
i
x
k
=
=
v
2
2 1
( )
k
i
i
x
k
=

=

V d 1: Tm k vng v phng sai ca bin ngu nhin X trong V d 1.

45
7.1.2. Phn phi nh thc

nh ngha php th Bernoulli:
Mt th nghim thc hin m ch c hai kh nng xy ra, gi l kh nng thnh cng v kh nng
tht bi, gi l mt php th Bernoulli.
Qu trnh Bernoulli: l mt qu trnh c tnh cht sau:
1. Mt th nghim gm n php th cng loi c lp i lp li.
2. Mi bin c ca mt php th c phn loi theo bin c thnh cng hoc bin c tht bi.
3. Xc sut thnh cng trong mi php th u bng nhau v c k hiu l p.
4. Cc php th l c lp.
nh ngha phn phi nh thc
Cho dy php th Bernoulli m trong mi php th, xc sut thnh cng l p v tht bi l 1 q p =
. Gi X l bin ngu nhin ch s ln thnh cng trong n php th c lp, th X c gi l bin
ngu nhin c phn phi Nh thc, v X c hm xc sut l
( ; , ) , 0,1,2,..., .
x x n x
n
b x n p C p q x n
= =
Ta k hiu hm xc sut bi ( ; ; ) b x n p l do n ph thuc vo s php th v xc sut thnh cng
trong mi php th, ta cn gi n v p l hai tham s ca phn phi nh thc.
nh l
Gi tr trung bnh v phng sai ca phn phi nh thc ( ) ; , b x n p l
np = v
2
npq =
Thng thng, ta quan tm n vic lm th no tnh
( ) P X r < v P(a X b). Do tnh cht
quan trng ca cc gi tr ny nn cc tng
0
( ; , ) ( ; , )
r
x
B r n p b x n p
=
=

c tnh sn v ghi trong Bng A.1 trong phn ph lc, vi 1,2 ,.., 20 n = v cc gi tr xc
sut p l t 0,1 n 0,9.

V d 1: Xc sut mt bnh nhn sng st sau khi mc mt loi bnh him thy v mu l 0,4.
Nu bit rng c 15 ngi mc loi bnh ny, tm xc sut
a) c t nht 10 ngi sng st;
b) c t 3 n 8 ngi sng st;
c) c ng 5 ngi sng st.
GII:
Gi X l s ngi sng st. Khi X l bin ngu nhin nh thc ( ;15;0,4) b x
a) Xc sut c t nht 10 ngi sng st l:
46
9
0
( 10) 1 ( 10) 1 ( ;15, 0,4) 1 0,9662
0,0338.
x
P X P X b x
=
= < = =
=

b) Xc sut u c t 3 n 8 ngi sng st l:

8 2
0 0
(3 8) ( ;15, 0,4) ( ;15, 0,4) 0,9050 0,0271
0,8779.
x x
P X b x b x
= =
= =
=

c) Xc sut c ng 5 ngi sng st l:
5 4
0 0
( 5) (5;15, 0,4) ( ;15, 0,4) ( ;15, 0,4)
0,4032 0,2173 0,1859.
x x
P X b b x b x
= =
= = =
= =

R rng phn phi nh thc c nhiu ng dng trong khoa hc. Mt k s cng nghip lun quan
tm n t l ph phm trong mt dy chuyn sn xut. Thng thng, vic o lng iu
chnh cht lng v k hoch ly mu cho qu trnh sn xut l da vo phn phi nh thc. Phn
phi nh thc c p dng cho bt k mt tnh hung no trong cng nghip min l qu trnh ch
gm hai kt cc v cc kt qu ca qu trnh l c lp, vi xc sut thnh cng khng i. Phn
phi nh thc cn c s dng rng ri trong y hc v trong qun s. Trong c hai lnh vc ni
trn, kt cc thnh cng hay tht bi l quan trng. Chng hn, trong vic s dng thuc th iu tr
c hay khng iu tr c l quan trng, trong khi trng hay trt c cp khi
phng mt tn la.

7.1.3. Phn phi nh thc m
nh ngha
Nu mt php th c lp i lp li mt cch c lp vi bin c thnh cng xut hin trong mi
ln thc hin c xc sut l p v bin c tht bi xut hin vi xc sut l q =1- p, th phn phi xc
sut ca bin ngu nhin X, biu th s php th cn phi thc hin c c k bin c thnh cng
xut hin, l
* 1
1
( ; , ) , , 1, 2,...
k k x k
x
b x k p C p q x k k k

= = + +

V d 1: Mt ngi tung ba ng xu nhiu ln, tm xc sut ngi ny hai ln thu c c ba
mt nga hoc c ba mt sp ngay ln tung th nm.
GII:
S dng phn phi nh thc m vi x =5, k =2 v p =1/4, ta c
2 3
3
* 1
4 5
1 1 3 4! 3 27
(5;2, )
4 4 4 1!3!4 256
b C
| | | |
= = =
| |
\ . \ .
.
Tn gi ca phn phi nh thc m xut pht t vic mi s hng trong khai trin ca (1 )
k k
p q

tng ng vi cc gi tr b
*
(x; k, p) vi x =k, k +1, k +2,

47
Xt trng hp c bit ca phn phi nh thc m l k = 1, ta c mt phn phi xc sut ca s
php th cn phi thc hin thu c mt bin c thnh cng. Chng hn, lp i lp li vic tung
mt ng xu cho n khi mt nga xut hin th dng. Nh vy, ta c th quan tm n xc sut
ln u tin bin c thnh cng xut hin. Phn phi nh thc m rt gn thnh dng
* 1
( ;1, ) , 1,2,3,...
x
b x p pq x
= =
Do cc s hng trn l mt cp s nhn (geometric progress), theo l ta gi trng hp c bit
ca phn phi nh thc m ny l phn phi hnh hc (geometric distribution) v k hiu cc gi tr
ca n l g(x; p).

7.1.4. Phn phi hnh hc
nh ngha
Nu mt php th c lp i lp li mt cch c lp v xc sut xut hin bin c thnh cng
trong mi php th l p v bin c tht bi l q =1 p, th phn phi xc sut ca bin ngu nhin
X, biu th s php th phi thc hin n khi mt bin c thnh cng xut hin, l
1
( ; ) , 1,2,3,...
x
g x p pq x
= =

V d 1: Mt quy trnh sn xut, ngi ta bit rng trung bnh c 100 sn phm c 1 ph phm,
tnh xc sut kim tra ngu nhin ln lt tng sn phm th thy ph phm ln kim tra th
nm.
GII:
S dng phn phi hnh hc vi x =5 v p =0,01, ta c
4
(5;0,01) (0,01)(0,99) 0,0096. g = =

V d 2: Vo lc cao im, mt cuc gi in thoi thnh cng l rt kh, mi ngi gi u
gp kh khn trong vic thng my. Do , ta quan tm n s ln gi c c mt cuc gi
thnh cng. Gi s rng p = 0,05 l xc sut mt cuc gi thnh cng trong thi gian cao im.
Ta mun tnh xc sut n ln th nm bm s ta s c cuc gi thnh cng.
GII:
S dng phn phi hnh hc vi x =5 v p = 0,05, ta c
4
( 5) (5;0,05) (0,05)(0,95) 0,041. P X g = = = =
nh l
Gi tr trung bnh v phng sai ca bin ngu nhin c phn phi hnh hc, l
2
2
1 1
,
p
p p

= =

7.1.5. Phn phi Poisson, qu trnh Poisson
Cc php th cho kt qu l cc gi tr bng s ca bin ngu nhin X, biu th s bin c s cp
xut hin trong sut mt khong thi gian cho trc hoc mt min xc nh, c gi l php th
Poisson. Khong thi gian cho trc c th c di bt k, chng hn nh mt pht, mt ngy,
mt tun, mt thng hoc thm ch l mt nm. Do , mt php th Poisson c th to ra cc quan
48
st cho bin ngu nhin X biu th s cuc gi mi gi m mt vn phng nhn c, s ngy m
mt trng hc phi ng ca v thi tit xu trong sut ma ng, hoc s trn u phi tr hon
do tri ma trong sut ma bng. Mt min c xc nh c th l mt on, mt vng c din
tch hoc mt th tch hoc l mt mu ti liu. Trong cc v d , X c th l s chut ng trn
mi mu Anh (0,4 hecta), s vi khun trong mt m cy, hoc s li nh my trn mi trang giy.
Tnh cht ca Qu trnh Poisson
1. S bin c s cp xut hin trong mt khong thi gian hoc mt vng no l c lp vi
s bin c s cp xut hin trong bt k khong thi gian no hoc vng no khng c phn chung
vi khong thi gian hay vng ang xt ca khng gian.V l do ny, ta ni Qu trnh Poisson l
qu trnh khng c tr nh.
2. Xc sut mt bin c s cp xut hin trong mi khong thi gian ngn hoc trong mt
vng nh th t l vi chiu di ca khong thi gian hoc c ca vng v khng ph thuc vo s
bin c s cp ang xut hin ngoi khong thi gian ny hoc vng ny.
3. Xc sut c nhiu hn mt bin c s cp xut hin trong mt khong thi gian ngn hoc
mt vng nh trn l khng ng k.

Phn phi xc sut ca bin ngu nhin Poisson X, biu th s bin c s cp xut hin trong mt
khong thi gian cho trc hoc mt vng nh trc c k hiu bi t, l
(
, 0,1,2,...
!
)
( ; )
t x
e
x
x
t
p x t

= =
trong l s bin c xut hin trung bnh trong mt n v thi gian hoc vng.
Bng A.2 cha cc tng xc sut Poisson
0
( ; ) ( ; )
r
x
P r t p x t
=
=

vi mt s gi tr ca t thay i t 0,1 n 18. Ta minh ho vic s dng Bng ny qua hai v d
sau y.

V d 1: Trong sut php th phng th nghim, trung bnh s ht phng x i qua mt my m
trong mt phn nghn giy l 4. Xc sut 6 ht i vo my m trong vng mt phn nghn giy
cho trc l bao nhiu?
GII:
S dng phn phi Poisson vi x =6 v 4 t = , t Bng A2 ta tm c
4 6 6 5
0 0
4
(6;4) ( ;4) ( ;4) 0,8893 0,7851 0,1042
6!
x x
e
p p x p x
= =
= = = =

V d 2: S thng du trung bnh c a n mt cng ca thnh ph no trong mi ngy l
10. Nng lc bc d ca cng nhiu nht l 15 thng mt ngy. Tnh xc sut mt ngy cho
trc c thng du phi ch quay li.
GII:
Gi X l s thng du c a n cng trong mt ngy.
S dng Bng A.2, ta c
49
15
0
( 15) 1 ( 15) 1 ( ;10) 1 0,9513
0,0487.
x
P X P X p x
=
> = = =
=

Tng t nh phn phi nh thc, phn phi Poisson c dng trong vic qun l cht lng, bo
m cht lng, v ly mu chp nhn. Thm na, mt s phn phi xc sut lin tc quan trng
c s dng trong l thuyt tin cy v l thuyt xp hng cng da vo qu trnh Poisson.

nh l
Gi tr trung bnh v phng sai ca phn phi Poisson ( ; ) p x t u bng t .

7.2. Mt s phn phi lin tc thng gp

7.2.1. Phn phi lin tc u
Phn phi lin tc u l phn phi n gin nht trong thng k. Phn phi ny c c
trng bi mt hm mt , n rt bng phng, v do xc sut l khng thay i trn mt
khong ng [A, B].
Mc d ng dng ca phn phi lin tc u khng nhiu nh nhng phn phi khc c
nu ra trong chng ny, tuy nhin n rt thch hp cho nhng ngi mi hc khi bt u nghin
cu cc loi phn phi xc sut lin tc .

nh ngha:
Hm mt ca bin ngu nhin lin tc u X trn khong [A, B] l
| |
1
, khi
( ; , )
0, khi ,
A x B
B A f x A B
x A B

V d 1: Gi s rng mt phng hp ch c th c s dng khng qu 4h. Tuy nhin, trn thc t
thi gian s dng phng hp trong thi gian di hay ngn u xy ra kh thng xuyn. C th coi
thi gian s dng phng hp X l bin ngu nhin u trn khong [0, 4].
a) Tm hm mt xc sut ca X .
b) Tnh xc sut thi gian s dng phng hp ca mt cuc hp no ko di t nht 3h.
GII:
a) Hm mt ca bin ngu nhin X c phn phi u trn [0, 4] l
| |
1
, khi 0 4
( ) 4
0, khi 0,4
x
f x
x

b)
4
3
1 1
[ 3] .
4 4
P X dx = =

50

nh l

K vng v phng sai ca phn phi lin tc u l
2
2
( )
v .
2 12
A B B A

+
= =
7.2.2. Phn phi chun
Phn phi xc sut quan trng nht trong ton b lnh vc thng k l phn phi chun.
th ca n, c gi l mt ng cong chun, l mt ng cong c dng hnh qu chung, n
miu t xp x nhiu hin tng xy ra trong t nhin, trong cng nghip v trong nghin cu.
nh ngha
Bin ngu nhin lin tc X c gi l bin ngu nhin Chun nu hm mt ca n ph thuc
hai tham s v v c dng nh sau:
( )
2
(1/2)[ / ]
1
( ; , ) , ,
2
x
n x e x

= < < +
Vi mi cp v th phn phi chun hon ton xc nh.
nh ngha

Phn phi ca bin ngu nhin chun c trung bnh 0 = v phng sai
2
1 = c gi l phn
phi tiu chun, k hiu l (0;1) Z .

7.2.2.1. ng cong chun:

ng cong chun tc ( th ca phn phi tiu chun) c dng l mt qu chung m nh
chung nm trn trc Oy, v lch chun 1 = .

Tnh cht ca ng cong chun

51
1. Mode, l im trn trc honh m ti ng cong t gi tr ln nht, xy ra ti
. x =
2. ng cong c trc i xng l ng thng ng i qua .
3. ng cong c hai im un ti x = , li nu X < < + v lm nu
ngc li.
4. ng cong tim cn vi trc honh.
5. Tng din tch ca phn bn di ng cong v bn trn trc honh bng 1.
nh l:
K vng v phng sai ca bin ngu nhin Chun ln lt l v
2

7.2.2.2. Din tch phn nm bn di ng cong chun

Mi phn phi xc sut lin tc u c hm mt vi th l mt ng cong, m din
tch vng di ca ng cong chn bi hai ng thng
1 2
v x x x x = = bng xc sut bin
ngu nhin X nhn gi tr nm gia
1 2
v x x x x = = .
Do , vi ng cong chun trong hnh trn,
2 2
1 1
(1/2)[( )/ ]2
1 2
1
( ) ( ; , )
2
x x
x
x x
P x X x n x dx e dx

< < = =

Vic tnh tch phn ny l rt kh, nn cn phi c mt bng tra c th tnh nhanh din
tch vng bn di ng cong chun. Tuy nhin, chng ta khng th c mt bng tra cho mi gi
tr ca v .
Tuy nhin c mt phng php gip ta c th chuyn bin ngu nhin chun
2
( ; ) N bt
k thnh mt bin ngu nhin chun tc Z.

Xt php i bin
X
Z

=
khi , bin ngu nhin X c phn phi chun bt k c a v bin ngu nhin chun tc.

V d 1: Cho phn phi chun, tm din tch phn nm bn di ng cong hnh
a) bn phi s z = 1,84 v din tch phn nm bn di ng cong
b) gia hai s z =- 1,97 v z =0,86.
GII:
a) Din tch phn nm bn phi s z = 1,84 bng 1 tr i din tch phn nm bn tri s z = 1,84.
Tra Bng A.3, ta c din tch phn cn tm l
1 0,9671 =0,0329.
52
b) Din tch phn gia z =- 1,97 v z = 0,86 bng din tch ca phn nm bn tri z = 0,86 tr
i din tch phn nm bn tri z =-1,97.
T Bng A3 chng ta tm ra din tch ca phn hnh cn tm l
0,8051 0,0244 =0,7807.

V d 2: Cho mt phn phi chun, tm gi tr ca k sao cho
a) ( ) 0,3015 P Z k > =
b) ( 0,18) 0,4197. P k Z < < =
GII:
a) Ta thy din tch phn nm bn tri s k bng
1 0,3015 0,6985 = .
Tra Bng A3 ta tm c 0,52 k = .
b) T Bng A.3 chng ta thy, din tch ca phn bn tri ca 0,18 bng 0,4286.
Ta thy rng din tch ca phn gia k v 0,18 l 0,4197, v th din tch ca phn bn tri ca k
phi l 0,4286 0,4197 0,0089. =
Tra Bng A.3, chng ta c:
2,37. k =

V d 3: Cho mt phn phi chun vi 300 v 50, = = tm xc sut X nhn gi tr ln hn
362.
GII:
tm ( 362), P X > chng ta cn tnh din tch phn bn di ng cong chun bn phi x =
362.
Xt php i bin
300
50
X
Z

= , th Z l phn phi chun tc.
tnh ( 362), P X > ta chuyn x = 362 ti gi tr tng ng ca z, ri tnh din tch ca phn bn
tri z t Bng A.3, v ly 1 tr i din tch .
Ta c
362 300
1.24.
50
z

= =
Do ,
( 362) ( 1.24) 1 ( 1,24) 1 0,8925 0,1075. P X P Z P Z > = > = < = =

V d 4: Cho mt phn phi chun c 50 v 10. = = Tm xc sut X nhn gi tr trong
khong 45 v 62.
GII:
53
Xt php i bin
45
62
X
Z

= , th Z l phn phi chun tc.
Cc gi tr z tng ng vi
1 2
45 v 62 x x = = l
1 2
45 50 62 50
0,5 v 1,2.
10 10
z z

= = = =
Do ,
(45 62) ( 0,5 1,2). P X P Z < < = < <

V d 5: Cho mt phn phi chun vi 40 v 6, = = tm gi tr ca x tng ng vi
a) phn hnh nm bn tri c din tch 45%
b) phn hnh nm bn phi c din tch 14%
GII:
Trong bi ny, ta s dng php i bin
40
6
X
Z

=
a) Ta cn tm gi tr ca x phn nm bn tri ca x c din tch 0,45.
iu ny i hi chng ta tm gi tr ca z sao cho din tch phn bn tri z bng 0,45, ri t ta s
tm ra gi tr ca x.
T Bng A.3, ta c
( 0,13) 0,45 P Z < = , v th z =- 0,13.
Do ,
x = (6).(-0,13) +40 =39,22
b) Trong phn ny, ta phi tm gi tr ca x din tch phn bn phi ca x bng 0.14. iu ny i
hi chng ta tm gi tr ca z sao cho din tch phn bn phi z bng 0,14 v do din tch phn
bn tri z bng 0,86.
T bng A.3 chng ta thy
( 1,08) 0,86 1,08 P Z z < = =
Vy,
(6)(1,08) 40 46,48. x = + =
7.2.2.3. Xp x chun ca phn phi nh thc
nh l
Nu X l mt bin ngu nhin nh thc vi trung bnh np = v phng sai
2
npq = , th phn
phi gii hn ca
,
X np
Z
npq
= khi n+,
l phn phi chun tc N(z; 0,1)
54
V d 6: Xc sut bnh phc ca mt bnh nhn mc bnh mu him l 0,4. Nu 100 ngi mc
bnh ny th kh nng c t hn 30 ngi c cu sng l bao nhiu?
GII:
t X l bin ngu nhin ch s bnh nhn c cu sng. Khi , X l mt bin ngu nhin
c phn phi nh thc.
Do n = 100 l ln, ta c th c c kt qu kh chnh xc khi dng ng cong chun
xp x vi
100(0,4) 40 np = = =
v 100(0,4)(0,6) 4,899. npq = = =
Vy, ta c th xp x X bi bin ngu nhin chun (40; 4,899) N .
c c xc sut mong mun, chng ta tm din tch ca hnh nm bn tri x =29,5.
Thc hin php i bin
40
4,899
X
Z

= , gi tr tng ng z l
29,5 40
2,14
4,899
z

= =
Xc sut c t hn 30 ngi c cu sng trong 100 bnh nhn l
( 2) ( 2,14) 0,0162 P X P Z < = < =

V d 7: Mt k thi trc nghim c 80 cu hi m mi cu c 4 phng n tr li, trong ch c
mt phng n ng. Tnh xc sut mt sinh vin chn ngu nhin c th tr li ng t 25 n
30 cu hi trong 80 cu hi.
GII:
Xc sut sinh vin tr li ng 1 cu trong 80 cu hi l 1/4. Nu X l s cu tr li ng
ca sinh vin th X l bin ngu nhin c phn phi nh thc v
30
25
(25 30) ( ;80,1/ 4).
x
P X b x
=
=

Dng ng cong chun xp x vi
80(1/ 4) 20 np = = =
v 80(1/ 4)(3/ 4) 3.873, npq = = =
Chng ta cn tnh din tch ca hnh nm gia
1
24,5 x =
2
v 30,5 x = . Cc gi tr z tng ng l
1 2
24,5 20 30,5 20
1,16 v 2,71.
3,873 3,873
z z

= = = =
T bng A.3, ta c
30
25
1
(25 30) ( ;80; )
4
(1,16 2,71)
0,1196
P X b x
P Z
=
= < <
=

55
7.2.3. Phn phi m
nh ngha:
Bin ngu nhin lin tc X c phn phi m vi tham s nu hm mt ca n c cho bi
/
1
, khi x 0
( )
0 , khi 0
x
e
f x
x
>

vi 0 >

56
Bi 8: MU NGU NHIN V PHN PHI CA
CC THNG K C BN

Cc ni dung chnh
Cc khi nim c bn: tng th, mu, c mu...
Trung bnh mu, trung v mu, phng sai mu.
Phn phi T, phn phi Khi bnh phng.

t vn :
Trong thng k, ngi ta quan tm nht l vn lm th no rt ra c nhng kt lun
chnh xc cho mt i tng nghin cu no . Thng thng cc i tng nghin cu c s
lng rt ln nn ta khng th quan st trn ton b tp hp .
thu c kt lun, ngi ta phi nghin cu trn 1 m hnh thu nh ca tp hp ri t
dn n kt lun. Phng php lm nh vy c gi l phng php mu.

8.1. MU NGU NHIN
1. nh ngha
Tp hp gm tt c cc i tng c chung mt c tnh no m ta ang quan tm c
gi l mt tng th.
Vic chn ra t tng th mt tp con bt k no gi l php ly mu. Tp con ny gi l
mt mu, s lng phn t trong mu gi l c mu.
Nu vic chn mu c tin hnh mt cch ngu nhin v cc quan st l c lp th mu
c gi l mu ngu nhin.
Ly ngu nhin mt c th ca tng th v gi X l s o c tnh chung ca c th c
chn, khi ta c mt bin ngu nhin. Bin ngu nhin ny c phn phi c k hiu l f(x). Vi
mi c th, ta c 1 gi tr ca X. Khi , tng qut, ta ly mt mu c mu n ta s c n bin ngu
nhin
1 2
, ,...,
n
X X X , trong
i
X l s o c tnh chung ca c th th i. Cc bin ngu nhin
1 2
, ,...,
n
X X X lp thnh mt mu ngu nhin vi cc gi tr c th tng ng l
1 2
, ,...,
n
x x x . Do
cc c th c chn ngu nhin v iu kin ca vic chn l nh nhau nn c th thy cc bin
ngu nhin
1 2
, ,...,
n
X X X l c lp v cng phn phi l f. Do vy ta c cc phn phi xc sut
ca
1 2
, ,...,
n
X X X tng ng l
( ) ( ) ( )
1 2
, ,...,
n
f x f x f x .
nh ngha:
Cho
1 2
, ,...,
n
X X X l n bin ngu nhin c lp, mi bin ngu nhin u c phn phi l f(x). Khi
ta ni b cc bin ngu nhin
1 2
, ,...,
n
X X X l mt mu ngu nhin c n t tng th f(x) v phn
phi xc sut ng thi ca mu ngu nhin c vit di dng
f(x
1
, x
2
,, x
n
) =f(x
1
)f(x
2
)f(x
n
)

V d 1: Nu ta chn ngu nhin n = 8 c quy t mt qu trnh v ghi li tui th cho mi c quy
th sn phm th nht cho ta gi tr x
1
ca bin ngu nhin X
1
, sn phm th hai cho ta gi tr x
2
ca
57
bin ngu nhin X
2
,, phn t th tm cho ta gi tr ca bin ngu nhin x
8
v
1 2
, ,...,
n
x x x l gi tr
ca mu ngu nhin X
1
, X
2
,, X
8
.

8.2. MT S THNG K QUAN TRNG
Mc ch chnh ca chng ta trong vic chn ra cc mu ngu nhin l tm ra thng tin v
cc tham s ca phn phi tng th. Chng hn, ta mun c mt kt lun v t l p ngi thch mt
nhn hiu c ph no trong s nhng ngi ung c ph M. Ta khng th hi ton b nhng
ngi ung c ph trn ton nc M tnh p m ta ch chn ra mt mu ngu nhin vi c
ln tnh t l p nhng ngi trong mu thch nhn hiu c ph ni trn. Sau , ngi ta s dng
p suy din v gi tr p. Nh vy p l mt s c tnh theo cc gi tr thu c t mt mu;
v c nhiu mu ngu nhin chn c t tng th nn gi tr ca p s thay i t mu ny sang
mu khc. Tc l p l mt gi tr ca mt bin ngu nhin k hiu l
P , bin ngu nhin ny l

mt hm ca mu ngu nhin. Cc bin ngu nhin kiu ny c gi l nhng thng k.
nh ngha:
Thng k l hm ca cc bin ngu nhin nm trong mt mu ngu nhin
Chng ta s nh ngha mt s thng k quan trng m t cc gi tr o tng ng ca mt mu
ngu nhin. Thng k c dng nhiu nht o tm ca mt tp cc s liu c b tr theo trt
t ln l trung bnh mu, trung v, mode. Nhng thng k o mc phn tn v bin
ng ca tp s liu l phng sai mu, lch chun mu.
8.2.1. Trung bnh mu
nh ngha:
Cho
1 2
, ,...,
n
X X X l mt mu ngu nhin c n. Trung bnh mu l mt thng k, k hiu X
,
c
xc nh nh sau
1
n
i
i
X
X
n
=
=

Trong tnh ton, gi tr ca thng k c tnh khi bit mt gi tr mu v cng c gi
theo tn gi ca thng k . Chng hn, khi mu ngu nhin X
1
, X
2
,, X
n
nhn cc gi tr tng
ng x
1
, x
2
,.., x
n
th gi tr ca X l
1
n
i
i
x
x
n
=
=
v cng c gi l trung bnh mu.

V d 1: Mt v thanh tra thc phm kim tra mt mu ngu nhin 7 hp c ng c cng nhn hiu
xc nh phn trm cc tp cht l. Cc s liu sau y c ghi li:
1,8; 2,1; 1,7; 1,6; 0,9; 2,7 v 1,8.
Hy tnh trung bnh mu.
GII:
Gi tr x thu c ca thng k X l:

1,8 2,1 1,7 1,6 0,9 2,7 1,8
1,8%
7
x
+ + + + + +
= =

58
8.2.2. Trung v mu
nh ngha:
Cho X
1
, X
2
,, X
n
l mt mu ngu nhin c n c sp xp theo th t tng dn (tnh t
tri qua phi). Median hay trung v mu l mt thng k c k hiu X
, c xc nh nh sau:
1
2
/2 ( /2) 1
,
2
n
n n
X
X
X X
+
+
=

+

8.2.3. Mode
nh ngha:
Cho mt mu ngu nhin c c mu n . Khi mode M l gi tr ca mu xut hin nhiu nht (c
tn s ln nht).
Lu : Mode c th khng tn ti hoc tn ti m khng duy nht.

V d 4: Nu cc tng ca mt mu ngu nhin cc c dn ca Fairway Forest cho Hip hi
phi Virginia c ghi nhn l 9, 10, 5, 9, 9, 7, 8, 6, 10 v 11 la, khi Mode l 9$ m = , l
gi tr xy ra vi tn s cao nht.

8.2.4. Phng sai mu.
nh ngha:
Cho X
1
, X
2
, , X
n
l mu ngu nhin c n, khi phng sai mu (k hiu l
2
S ) c xc nh
bi
2
2 1
( )
1
n
i
i
X X
S
n
=

=

Vi mt mu c th, thay vo thng k trn ta c mt gi tr c th ca S
2
l s
2
.

V d 5: So snh gi c ph 4 ca hiu tp phm c la chn ngu nhin ti San Diego cho
thy cc mc tng t thng trc l 12, 15, 17 v 20 cent cho mi gi nng mt pound. Tm phng
sai ca mu ngu nhin cc mc tng gi.
GII:
+) Trung bnh mu
12 15 17 20
16 ( )
4
x cents
+ + +
= =
+) V th:
khi n l
khi n chn
59

4
2
2 2 2 2
2 1
2 2 2 2
( 16)
(12 16) (15 16) (17 16) (20 16)
3 3
( 4) ( 1) (1) (4) 3
3 4
i
i
x
s
=

+ + +
= =
+ + +
= =

Nu x

l mt s thp phn c lm trn, chng ta tch ly mt sai s ln khi s dng cng
thc phng sai mu ca nh ngha. trnh iu ny, chng ta dng mt cng thc hiu qu hn
c nu trong nh l sau y.
nh l:
Phng sai ca mt mu ngu nhin c n c xc nh bi cng thc sau:
2 2 2 2
2 1 1 1
( )
( 1) 1
n n n
i i i
i i i
n X X X nX
S
n n n
= = =

= =

nh ngha:
lch tiu chun mu k hiu bng S, l cn bc hai s hc ca phng sai mu.

V d 6: Tnh phng sai ca mu s liu
3, 4, 5, 6, 6 v 7
Biu din s c hi m mt mu ngu nhin cc ng dn nh bt c trong ngy 19 thng 7 nm
1966, ti h Muskoka.
GII:
Ta c
6 6
2
1 1
171, 31, 6
i i
i i
x x n
= =
= = =

.
Suy ra

2
2
(6)(171) (31) 13
(6)(5) 6
s

= =

60

HNG DN TNH CC THNG K TRN MY TNH CASIO
i vi my Casio f(x)-500MS hoc 570MS
Bc 1 : Xa ton b d liu c : SHIFT MODE 3 =
Bc 2 : Vo c ch SD (ch thng k): MODE 2 (500MS), hoc MODE MODE 2
(570MS)
Bc 3 : Nhp s liu :
Nu s liu cho bi dy
; ;
: Ta nhp :
M+
M+
M+
Nu s liu cho bi bng tn s

Tn s

Ta nhp :
M+
M+
M+
Bc 4 : Ly kt qu :
SHIFT S-VAR 1 = c

SHIFT S-VAR 3 = c ; tip
= c

SHIFT S-SUM 1 = c

SHIFT S-SUM 2 = c

SHIFT S-SUM 3 = c

i vi my Casio f(x)-500ES hoc 570 ES hoc vn-plus
Bc 1 : Bt hoc tt ch c tn s hay khng c tn s: SHIFT MODE 4 (4 : STAT)
Sau chn 1 (1 : ON) nu d liu cho bi bng tn s ;
chn 2 (2 : OFF) nu d liu cho bi dy.
Bc 2 : Vo c ch STAT (ch thng k): MODE 3 (3 : STAT)
Bc 3 : Nhp s liu :
Nu s liu cho bi dy
; ;
: Ta nhp :
=
Nu s liu cho bi bng tn s.
Ta nhp ln lt ht gi tr ct ri sang ct tn s nhp tng ng.
Bc 4 : Ly kt qu :
SHIFT STAT 5 (5 : Var) chn 1 = c

61
SHIFT STAT 5 (5 : Var) chn 2 = c ;

SHIFT STAT 5 (5 : Var) chn 4 = c

SHIFT STAT 4 (4 : Sum) chn 1 = c

SHIFT STAT 4 (4 : Sum) chn 2 = c

8.3. HM PHN PHI XC SUT CA CC THNG K
8.3.1. Phn phi ly mu ca gi tr trung bnh
Gi s mt mu ngu nhin c n c ly t tng th chun vi k vng l v phng sai
l

2
. V cc bin ngu nhin thnh phn X
i
(i = 1, 2, .., n) trong mu ngu nhin u c phn phi
chun vi k vng v phng sai ln lt l ,
2

nn
T cng thc
1 2 n
X X X
X
n
+ +
=

Suy ra X c phn phi chun vi k vng l
...
X
n

+ + +
= =
v phng sai l
2 2 2 2
2
2
...
x
n n

+ + +
= =

Nu chng ta ly mu t mt tng th m phn phi cha xc nh th ta vn c phn phi
ca X l xp x chun min sao c mu ln.

nh l gii hn trung tm:
Nu X l trung bnh ca mt mu ngu nhin c kch thc n c ly t mt tng th c gi tr
trung bnh l v phng sai hu hn
2
, th gii hn ca
/
X
Z
n

=

l bin ngu nhin tiu chun ( ) 0,1 Z khi n
.

Vic ly xp x chun cho bin ngu nhin X

ch tt khi 30 n . Nu n < 30 th vic ly xp
x ch tt khi phn phi ca tng th kh gn vi phn phi chun.
c bit, nu tng th c phn phi chun th ta khng cn quan tm n c ca tng th v
chc chn rng X

c phn phi chun.

62
V d 7: Mt cng ty in sn xut cc loi bng in vi tui th c phn phi xp x chun, gi
tr trung bnh bng 800 gi v lch tiu chun 40 gi. Tm xc sut mt mu ngu nhin 16
bng c tui th trung bnh cha n 775 gi.
GII:

Phn phi mu ca s sai khc gia hai gi tr trung bnh
Gi s ta c hai tng th, tng th th nht c trung bnh l
1
v phng sai
2
1
cn tng th th
hai c trung bnh l
2
v phng sai l
2
2
. t
1
X v
2
X ln lt l trung bnh mu c ly t
tng th th nht v th hai, hai mu c ly mt cch ngu nhin v c lp vi c mu ln lt
l n
1
, n
2
. Ta c th kt lun g v phn phi ly mu ca chnh lch
1 2
X X .

nh l:
Nu cc mu c lp c kch thc n
1
v n
2
c ly ngu nhin t hai tng th, ri rc hoc lin
tc, c cc gi tr trung bnh
1
;
2
, cc phng sai
2 2
1 2
;

tng ng, th phn phi ca
1 2
X X
l xp x chun c gi tr trung bnh v phng sai l
1 2
1 2 X X

=
1 2
2 2
2 1 2
1 2
X X
n n

= +

Do :
1 2 1 2
2 2
1 1 2 2
( ) ( )
( / ) ( / )
X X
Z
n n

=
+

c phn phi xp x phn phi tiu chun khi n ln.
Nu n
1
v n
2
cng ln hn 30 th xp x phn phi chun cho
1 2
X X

l rt tt. Nu n
1
hoc
n
2
nh hn 30 th vic xp x chun ni trn ch l tng i tt tr khi c hai tng th u khc
phn phi chun mt cch r rt.
c bit, c hai tng th u c phn phi chun th
1 2
X X c phn phi chun bt k c
mu nh th no.

V d 8: Th nghim trn hai loi sn khc nhau so snh thi gian kh: 50 mu sn loi A, v 50
mu sn loi B. c hai trng hp, lch tiu chun tng th l 1,0. Gi thit thi gian kh
trung bnh bng nhau vi c 2 loi sn. Tnh
63
( )
1
A B
P X X
(
>

GII:
Ta c phn phi ly mu ca
A B
X X l phn phi chun c trung bnh v phng sai l
0
A B
X X A B

= =
2 2
2 1 2
1 1 1
50 50 25
A B
X X
A B
n n

= + = + =
- Khi :
2 2
( ) ( ) 1 0
5
1
( / ) ( / )
25
A B A B
A A B B
X X
Z
n n

= = =
+

- Suy ra :
( ) ( ) ( ) 1 5 1 5 1 0,9999 0,0001
A B
P X X P Z P Z
(
> = > = < =

8.3.2. Phn phi mu ca phng sai mu
nh ngha:
Bin ngu nhin lin tc X c gi l bin ngu nhin c phn phi Khi - bnh phng vi

bc
t do, nu hm mt ca n c dng:
1
2 2
/2
1
, khi 0
( ) 2 ( / 2)
0, khi 0
x
x e x
f x
x

>

trong l mt s nguyn dng.

nh l:
Nu S
2
l phng sai ca mu ngu nhin c n c chn t mt tng th c phn phi chun vi
phng sai
2
, th thng k
2 2
2
2 2
1
( ) ( 1)
n
i
i
X X n S

=

= =

c phn phi Khi - bnh phng vi 1 n = bc t do.

Gi tr ca bin ngu nhin
2
c tnh vi mi mu c th l theo cng thc
2
2
2
( 1) n s
=

64

Bng A.5 cho ta mt s gi tr
2
sao cho
2 2
[ ] P

> = , vi mt s gi tr v .

8.3.3 Phn phi T
nh l:
Cho Z l bin ngu nhin tiu chun v V l mt bin ngu nhin Khi-bnh phng vi bc t do.
Nu Z v V c lp th phn phi ca bin ngu nhin T vi
/
Z
T
V
=
c hm mt
( 1)/2
2
[( 1) / 2]
( ) 1 ,
( / 2)
t
h t t

+
| | +
= + < < +
|
\ .

v c gi l bin ngu nhin c phn phi t.
H qu:
Gi s X
1
, X
2
, , X
n
l cc bin ngu nhin c lp, cng phn phi chun vi gi tr trung bnh
v lch chun . t:
1
n
i
i
X
X
n
=
=

2
2
1
( )
1
n
i
i
X X
S
n
=

Khi bin ngu nhin
/
X
T
S n

= c phn phi t vi 1 n = bc t do

Bng A.4 ghi cc kt qu tnh sn mt s gi tr t
sao cho [ ] . P T t
> = Do tnh i xng ca

phn phi qua trc tung, ta c
1
t t

= .

65
Bi 9: BI TON C LNG TRUNG BNH

Cc ni dung chnh
c lng im v c lng khong.
c lng khong cho mt k vng.
c lng khong cho hiu hai k vng.

t vn :
Nh chng ta bit, l thuyt v suy lun thng k bao gm phng php a ra nhng
kt lun, khi qut v tng th thng qua vic phn tch nhng thng tin thu c t mu ngu
nhin c chn t tng th .
Suy lun thng k c chia thnh hai mng chnh: c lng v kim nh gi thuyt.
phn bit hai phn ny ta xt v d sau y: Mt ng c vin tng thng mun c lng
t l c tri ng h ng ta trong c nc bng cch ly kin ca 200 c tri, c chn ngu nhin
v c lp t cc ni khc nhau. T l trong mu ng h ng ta lm c s a ra c lng v t
l ng h ng ta trong c nc.
Cc kin thc v phn phi ca t l s gip ta xc nh c chnh xc ca c lng. Bi ton
ny l bi ton c lng tham s.
Khi ng ta tuyn b t l ng h ng ta trn c nc l 65%, th vn t ra i vi ng c vin
i lp l cn tm hiu xem li pht biu trn c c s hay khng. Lc ny, ta khng c lng
tham s m phi a ra quyt nh chp nhn hay khng chp nhn li tuyn b trn. Li phi da
vo l thuyt v mu v cc s liu thc nghim a ra quyt nh vi chnh xc c th xc
nh c. Bi ton ny l bi ton kim nh gi thuyt.
Bi ging ny ch yu trnh by v phng php c lng truyn thng c lng cho gi tr
trung bnh, t l, phng sai.

9.1. CC PHNG PHP C LNG TRUYN THNG
9.1.1. c lng im
a) nh ngha 1:
c lng im v mt tham s chung ca tng th no l mt gi tr n
ca mt thng
k
. V d nh gi tr x ca thng k X , c tnh t mt mu c n, l mt c lng im ca

trung bnh tng th , hoc gi tr
x
p
n
= ca thng k
P l mt c lng im ca t l p ca
ton tng th.
Rt kh thng k
dng c lng tham s tng th t chnh xc tuyt i, nhng ta

cng c th hy vng rng
khng qu xa .
b) nh ngha 2:

Thng k
c gi l c lng khng chch ca tham s

nu tha mn:
( )
= =
66
c) Phng sai ca c lng im
Nu v l hai c lng khng chch ca tham s , th ta s chn thng k vi phng
sai nh hn. Khi
1 2
2 2

< ta ni
1
l c lng ca hiu qu hn so vi
2
.
nh ngha:
Xt tt c cc c lng khng chch ca tham s , c lng c phng sai nh nht c gi
l c lng hiu qu ca .

Ngoi cch c lng im ni trn, ngi ta cn c th dng mt khong ca trc s thc c
chng tham s cha bit ri vo khong .

9.1.2. c lng khong
c lng khong ca tham s tng th l mt khong c dng trong hai s cn ty
thuc vo gi tr ca mt thng k
vi mi mu c th v phn phi xc sut ca
. Cc mu
khc nhau cho ta cc gi tr khc nhau ca
v do ta c cc gi tr

,
L U
khc nhau nn c
th thy l hai gi tr ca cc bin ngu nhin tng ng

,
L U
.

9.2. C LNG CHO MT K VNG
9.2.1. Khong tin cy cho , khi
2
bit
nh l:
Nu X l trung bnh ca mt mu ngu nhin c n c ly t tng th vi
2

bit, th khong
tin cy (1 )100% cho trung bnh

xc nh nh sau
/ 2 / 2
x z x z
n n

< < +

Trong
/2
z

l gi tr z to nn mt din tch / 2 v bn phi ca n.

Ch :
tnh gi tr
/2
z
ta tra bng A.3, vi gi tr din tch 1- / 2

67
i vi mu c nh c chn t tng th c phn phi khng phi chun th chnh xc
khng cao. Tuy nhin vi c mu ln hn hoc bng 30 th l thuyt ly mu bo m thu c kt
qu tt.

V d 2: Hm lng km trung bnh thu c khi o 36 a im khc nhau trn mt dng sng l
2,6 gam/mi-li-lt. Bit rng lch chun ca tng th l 0,3. Hy tm cc khong tin cy 95% cho
hm lng km trung bnh trong dng sng .
GII:

p s: , < < ,
nh l:
Nu x c s dng c lng im cho , th vi tin cy (1 )100% th sai s ca c
lng khng vt qu:
/ 2
z
n

V d 3: Trong v d 2, vi tin cy 95% gi tr trung bnh mu x = 2,6 sai khc vi

mt
khong khng qu:
/2
0,3
1,96. 0,098
36
z
n

= =
nh l:
Nu x c s dng c lng im cho , vi tin cy (1 )100% , sai s ca c
lng khng vt qu khi c mu ti thiu cn dng l:
2
/2
z
n

| |
=
|
\ .

68
V d 4: Trong V d 2, nu ta mun vi tin cy 95% sai s ca c lng x cho

khng vt
qu 0,05, th c mu ti thiu phi l bao nhiu?
GII:

p s: n=139

9.2.2. Khong tin cy cho khi

cha bit
nh l:
Nu x v s ln lt l trung bnh v lch chun mu ca mt mu ngu nhin c chn t tng
th c phn phi chun vi

cha bit, khong tin cy (1 )100% cho

l
/ 2 / 2
s s
x t x t
n n

< < +
trong
/2
t

l gi tr ca t , vi 1 n bc t do sinh ra mt din tch / 2 v bn phi ca n.

Ch :
tnh gi tr
/2
t
ta tra bng A.4 (tra trc tip vi gi tr / 2 ).

Kt qu trn c gi thit l tng th c phn phi chun, tuy nhin nu tng th c phn phi xp x
chun th s dng kt qu trn cng kh tt, cn khi khng bit dng phn phi ca tng th th i
hi c mu phi ln hn hoc bng 30.

V d 5: Mt mu c ly t tng th c phn phi xp x chun vi s liu nh sau
9,8 10,2 10,4 9,8 10,0 10,2 v 9,6
Hy tm khong tin cy 95% cho gi tr trung bnh ca tng th.
GII:

69

p s: (9,74;10,26).

9.3. C LNG CHO HIU HAI GI TR TRUNG BNH
9.3.1. Khong tin cy cho hiu
1 2
khi
2 2
1 2
, bit
nh l:
Nu
1
x

v
2
x

l trung bnh mu ca cc mu ngu nhin c lp c ln lt l n
1
v n
2
c ly t
nhng tng th vi phng sai bit l
2 2
1 2
, , th khong tin cy (1 )100% cho
1 2
l
2 2 2 2
1 2 1 2
1 2 1 2
/ 2 1 2 / 2
1 2 1 2
( ) ( ) x x z x x z
n n n n

+ < < + +
trong
/2
z
l gi tr ca z sinh ra mt din tch / 2 v bn phi ca n.

V d 6: Cho hai tng th A v B vi lch chun ln lt l 6 v 8. Mt mu t A c c l 50,
cho ta gi tr trung bnh mu l 36. Mt mu t B c c l 75, cho ta gi tr trung bnh l 42. Tm
khong tin cy 96% cho hiu
B A
.
GII:

p s

3,43 8,57
B A
< <
70
9.3.2. Khong tin cy cho
1 2
, cha bit
1 2
; nhng gi thit
2 2
1 2
=
nh l:
Nu
1
x

v
2
x

l trung bnh mu ca cc mu ngu nhin c lp c ln lt l n
1
v n
2
c ly t
nhng tng th c phn phi xp x chun vi phng sai bng nhau nhng cha bit, th khong
tin cy (1 )100% cho
1 2
l
1 2 1 2
/ 2 1 2 / 2
1 2 1 2
1 1 1 1
( ) ( )
p p
x x t s x x t s
n n n n

+ < < + +

trong
/2
t
l gi tr ca t vi n n +
1 2
2 bc t do, sinh ra mt din tch / 2 v bn phi ca
n, v s
p
c tnh theo cng thc
2 2
1 1 2 2
1 2
( 1) ( 1)
2
p
n s n s
s
n n
+
=
+
.

V d 7: Cho hai tng th A v B. Mt mu t A c c l 12, cho ta gi tr trung bnh mu l 3,11 v
lch tiu chun mu l
1
0,771 s = . Mt mu t B c c l 10, cho ta gi tr trung bnh l 2.04 v
lch tiu chun l
2
0,448 s = . Tm khong tin cy 90% cho hiu
A B
, gi s rng hai tng
th c phn phi xp x chun v c phng sai bng nhau nhng cha bit.
GII:

p s: 0,593 <
A B

<1,547.
71
9.3.3. (c thm) Khong tin cy cho
1 2
; cha bit
2 2
1 2
, nhng gi thuyt
2 2
1 2

nh l:
Nu
1
x ,
2
1
s v
2
x ,
2
2
s l trung bnh mu, phng sai mu ca cc mu ngu nhin c lp c ln
lt l n
1
v n
2
c ly t nhng tng th c phn phi xp x chun vi phng sai khc nhau
nhng cha bit, th khong tin cy (1 )100% xp x cho
1 2
l
2 2 2 2
1 2 1 2
1 2 1 2
/ 2 1 2 / 2
1 2 1 2
( ) ( )
s s s s
x x t x x t
n n n n

+ < < + +

trong
/2
t
c xc nh bi
/2
( )
2
P T t

> = vi s bc t do l
( )
( ) ( )
2
2 2
1 1 2 2
2 2
2 2
1 1 1 2 2 2
/ /
[ / / ( 1)] [ / / ( 1)]
s n s n
s n n s n n
+
=
+

(c lm trn n s nguyn k tip nu cha nguyn).

V d 8: Cho hai tng th A v B. Mt mu t A c c l 15, cho ta gi tr trung bnh mu l 3,84 v
lch tiu chun mu l , s =
1
3 07 . Mt mu t B c c l 12, cho ta gi tr trung bnh l 1,49 v
lch tiu chun l , s =
2
0 8. Tm khong tin cy 95% cho hiu
A B
, gi s rng hai tng th
c phn phi chun v c phng sai khc nhau nhng cha bit.
GII:
- T gi thit:
1 2
1 2
1 2
15, 12,
3,84, 1,49, 0,05
3,07, 0,8,
n n
x x
s s
= =

= = =

= =

- y l bi ton c lng cho hiu hai k vng,
2 2
1 2
, cha bit nhng gi thuyt
2 2
1 2

- Khong tin cy 95% cho hiu
A B

2 2 2 2
1 2 1 2
1 2 1 2
/2 1 2 /2
1 2 1 2
( ) ( )
s s s s
x x t x x t
n n n n

+ < < + + - Thay s:

( )
( ) ( )
( )
2
2 2
1 1 2 2
2 2
2 2
1 1 1 2 2 2
2
2 2
2 2 2 2
/ /
[ / / ( 1)] [ / / ( 1)]
3,07 /15 0,8 /12
16,3
[(3,07 /15) /14] [(0,8 /12) /11]
s n s n
s n n s n n
+
=
+
+
=
+
lm trn thnh 17.
+ Vi 0,05 = , v bc t do l 17, tra bng A.4 ta c
0,025
2,110 t = .
- Vy, khong tin cy 95% cho
A B
l

72
2 2 2 2
3,07 0,8 3,07 0,8
2,35 2,110 2,35 2,110
15 12 15 12
A B
+ < < + +

0,565 4,135
A B
< <

Nh vy, vi tin cy 95% ta ni rng hiu
A B
nm trong khong (0,565 ; 4,135 ).

V d 9: D liu sau y, c ghi nhn theo ngy, th hin khong thi gian hi phc i vi cc
bnh nhn c iu tr ngu nhin bng mt trong hai loi thuc
1 2
1 2
2 2
1 2
14 16
17 19
1,5 1,8
n n
x x
s s
= =

= =

= =

Xc nh khong tin cy 99% cho hiu s
1 2
trong thi gian hi phc trung bnh cho hai loi
thuc, gi thit cc l thuyt chun c phng sai bng nhau.

V d 10: c lng c s khc nhau trong hai nhn hiu, mt th nghim c tin hnh
c s dng 12 lp mi nhn hiu. Cc lp ny c chy cho n khi mn. Kt qu l:
Lp loi A: 1 36,300 x =
s
1
= 5000
Lp loi B: 1 35,100 x =

s
2
= 6100
Hy tm khong tin cy 95% cho
1 2
, gi thit cc mu ly t tng th phn b chun. Khng
cn gi thit cc phng sai bng nhau.

73
Bi 10: BI TON C LNG T L
Cc ni dung chnh
c lng cho mt t l.
c lng cho hiu hai t l.

10.1. C LNG CHO MT T L
nh l: {Khong tin cy cho p khi c mu ln}
Nu p l t l ca cc thnh cng trong mt mu ngu nhin c mu n, 1 q p = , th khong
tin cy (1- )100% cho tham s p l
/ 2 / 2

pq pq
p z p p z
n n

< < +
trong
/2
z
l gi tr z sinh ra mt din tch / 2 v bn phi ca n.

Ch :
Khi n nh th khng nn dng cng thc trn. Cng thc trn cho kt qu tt ch khi c np v nq
u ln hn hoc bng 5.

V d 1: iu tra ngu nhin 500 gia nh c tivi thnh ph Hamilton, Canada, thy rng c 340
gia nh thu bao chng trnh HBO. Hy tm khong tin cy 95% cho t l gia nh thu bao
chng trnh HBO trong s nhng gia nh c tivi trong thnh ph ny.
GII:

p s: 0,64 0,72 p < <
74
nh l: {sai s trong bi ton c lng t s}
Nu dng lm c lng im cho p, th vi tin cy ( ) 1 100% , ta c th khng nh rng
sai s ca c lng khng vt qu
/ 2
pq
z
n

nh l: {c mu trong bi ton c lng t s}
Nu dng p lm c lng im cho p, th vi tin cy ( ) 1 100% , sai s khng vt qu
th c mu ti thiu cn dng l:
2
/ 2
2
z pq
n
e
=

V d 2: S dng v d 1, vi tin cy 95%
i) Tm sai s khi dng p lm c lng im cho p ?
ii) Mun sai s khng vt qu 0,02, th c mu ti thiu phi dng l bao nhiu?
GII:

p s: a. 0.04; b. 2090
Ch :
y ta ch 1 p q + = , nn s dng bt ng thc C si ta c:
2
1
2
2 4
p q
p q pq pq
+ | |
+ =
|
\ .

T ta c mt cng thc na s dng tnh kch thc mu tha mn iu kin v sai s, m
khng cn da vo t l ca mt mu cho trc no.

nh l:
Nu dng lm c lng im cho p, th vi tin cy ( ) 1 100% ,, mun sai s ca c
lng khng vt qu cho trc th c mu ti thiu cn dng l:
2
/2
2
4
z
n
e
=
V d 3: Trong v d 1, cn c mu bao nhiu vi tin cy 95% c lng ca p nm trong
khong 0,02?
75
GII:

p s: 2401
V d 4: Gieo th 400 ht ging th thy c 20 ht khng ny mm.
a) T l ht ging khng ny mm ti a l bao nhiu, vi tin cy l 95%.
b) sai s ca c lng l thp hn 0,05 th s lng ht gieo th t nht l bao nhiu.
Gii:

V d 5: c lng s c trong h, ngi ta bt 2000 con, nh du ri th xung. Vi ngy
sau ngi ta li bt ln 400 con th thy c 80 con nh du. Vi tin cy 95%, c th ni s c
trong h l khong bao nhiu con.
Gii:

76
10.2. C LNG S SAI KHC GIA HAI T L
nh l:
Nu
1 2
, p p l t l cc thnh cng trong cc mu ngu nhin c n
1
, n
2
ln lt c ly t
tng th
1
v
2
, tng ng
1 1 2 2
1 , 1 q p q p = = , th khong tin cy ( ) 1 100% cho s sai
khc gia hai t l
1 2
p p l
( ) ( )
1 1 2 2 1 1 2 2
1 2 / 2 1 2 1 2 / 2
1 2 1 2

p q p q p q p q
p p z p p p p z
n n n n

+ < < + +
trong
/2
z
l gi tr z sinh ra mt din tch / 2 v bn phi ca n.

V d 6: Ngi ta ang xem xt xem c nn thay i quy trnh sn xut khng bng cch nghin
cu quy trnh c v mi nhm xem qu trnh mi c hiu qu khng. Trong 1500 sn phm c
sn xut theo quy trnh c ngi ta thy c 75 ph phm, s dng quy trnh mi th trong 2000 sn
phm ngi ta m c 80 ph phm. Tm khong tin cy 90% cho hiu t l ph phm ca 2 quy
trnh c v mi, t cho bit vic ci tin c em li cht lng tt hn cho dy chuyn sn xut
khng?
GII:

p s:
1 2
0,0017 0,0217 p p < <

V d 7: Vo nm 1999, phng vn ngu nhiu 1500 nam gii th t l ht thuc l l 43%. Sau 5
nm vn ng, phng vn 1000 ngi th thy t l ht thuc l 38%.
Vi tin cy 95%, c lng t l ngi ht thuc l gim trong 5 nm vn ng.
Gii:

77

Bi 11: KIM NH GI THUYT V TRUNG BNH
Cc ni dung chnh:
Cc khi nim chung v bi ton kim nh.
Kim nh mt pha v hai pha.
Cc bi ton kim nh cho mt k vng.
Cc bi ton kim nh cho hiu hai k vng.

11.1. CC KHI NIM CHUNG
11.1.1. Gi thuyt thng k
nh ngha 1:
Mt gi thuyt thng k l mt s xc nhn hay phng on lin quan ti mt hay nhiu tng th.
Mt th tc m da vo v nhng thng tin ca mu a ra bng chng chp nhn hay bc b
gi thuyt c gi l kim nh gi thuyt.
nh ngha 2:
Khi ta bc b gi thuyt ng ngha vi vic ta chp nhn mt khng nh khc, ta gi n l i
thuyt.
K hiu gi thuyt l
0
H , i thuyt l
1
H .

V d 1: Gi s
0
H l gi thuyt 0,5 p = th H
1
c th l mt trong cc khng nh:
1. 0,5 p 2. 0,5 p < 3. 0,5 p >
C s ca bi ton kim nh gi thuyt l da trn khi nim xc sut ca quyt nh sai lm. V
d, nhn nh ca 1 k s v t l ph phm ca nh my l 0,1. Ly 1 mu ngu nhin 100 sn
phm thy c 12 ph phm, nh vy s hp l, khi ni chng c ny khng bc b gi thuyt
p = 0,1, ngha l ta chp nhn gi thuyt. Tuy nhin n cng khng bc b gi thuyt , p = 0 12 hay
p = 0,12. Tc l vic chp nhn mt gi thuyt ch n thun l d liu khng thng tin bc
b n, ng thi vic bc b mt gi thuyt l xc sut nhn c thng tin t mu cho rng gi
thuyt ng l rt nh. Nh v d trn, khi ly mu 100 sn phm, thy c 20 ph phm. Gi s ta
chp nhn gi thuyt p = 0,1 v gi X l bin ngu nhin ch s ph phm ly c trong 100 sn
phm, x l bin ngu nhin c phn phi nh thc, nhng n ln nn ta c th xp x n bi phn phi
Poisson vi 100.0,1 10 np = = = . Khi
( ) ( ) ( )
19
0
20 1 20 1 ,10 0,035
x
P X P X p x
=
= < = =

R rng xc sut gi thit ng l qu nh, nn ta hon ton c c s bc b n.

78
11.1.2. Kim nh mt gi thuyt thng k
minh ha cho khi nim chung v kim nh gi thuyt thng k v tp hp no , ta
xt v d trn, vi
0
1
: 0,5
: 0,5
H p
H p
=

Ly 1 mu ngu nhin, ta s xc nh c gi tr thng k
P ca mu . Gi s
P nhn gi tr rt
gn 0,5 th l c s chp nhn
0
H , nhng nu
P nhn gi tr qu xa 0,5 th ta nn bc b H
0
.
Khi
P gi l ch tiu kim nh. Tp cc gi tr ca
P c chia lm 2 min: 1 min m gi tr

ca
P nm trong lm cho ta chp nhn gi thuyt th min gi l min chp nhn, min cn
li gi l min bc b (hay min tiu chun).
Tuy nhin, trong thc t khi a ra quyt nh chp nhn hay bc b gi thuyt ta thng
mc mt trong hai sai lm: mt l thc cht gi thuyt ng, nhng ta li bc b, v d nh , p = 0 5
nhng t 1 mu c th ta li tm c gi tr ca
P nm trong min bc b, y gi l sai lm loi

I, hai l gi thuyt sai nhng ta li chp nhn, tc l 0,5 p nhng ta li c gi tr ca
P nm
trong min chp nhn, y gi l sai lm loi II. Xc sut mc sai lm loi I k hiu l (gi l
mc ngha) thng rt nh (khong t 0,01 n 0,1). Xc sut mc sai lm loai II k hiu l .
Bi ton s l l tng nu , u rt nh, nhng thc t th khng th ng thi lm gim c
hai gi tr (tr khi tng c mu ln), vic gim gi tr ny li lm tng gi tr cn li. Nhng do
sai lm loi I l khng ng lo ngi nn thng ta chp nhn mc sai lm loi I vi xc sut c
nh, t tm cch lm gim xc sut mc sai lm loi II.

11.1.3. Cc bc ca bi ton kim nh gi thuyt
1. M t gi thuyt
0
H , chn i thuyt
1
H ph hp.
2. Chn thng k tiu chun hp l (ch tiu kim nh). T tnh ton gi tr thng k thng qua
s liu mu.
3. Chn mc ngha, tm min bc b.
4. Kim tra xem ch tiu kim nh nm trong min chp nhn hay bc b.
5. T quyt nh chp nhn hay bc b gi thuyt.

11.1.4. Kim nh mt pha v kim nh hai pha
+) Kim nh mt gi thuyt m i thuyt c dng nh sau:
0 0
1 0
:
:
H
H

=
>
hoc
0 0
1 0
:
:
H
H

=
<

c gi l kim nh mt pha.
- Nu
1 0
: H > th min bc b gi thuyt nm ui phi ca phn phi xc sut ca ch
tiu kim nh.
- Nu
1 0
: H < th min bc b gi thuyt nm ui bn tri ca phn phi xc sut ca
ch tiu kim nh.
+) Kim nh gi thuyt vi i thuyt nh sau:
79
0 0
1 0
:
:
H
H

=

c gi l kim nh hai pha.
Do
0
tc l
0
> hoc
0
< nn min bc b gi thuyt gm hai phn nm hai
pha ca phn phi xc sut ca ch tiu kim nh v c xc sut bng nhau.
+) Gi thuyt
0
H lun c pht biu bi du bng, nhm ch ra mt gi tr n l. Theo cch ny,
xc sut mc sai lm loi I c th iu khin c. Vic t bi ton mt pha hay hai pha ph
thuc vo kt lun c a ra khi
0
H b bc b. V tr ca min bc b c xc nh ch khi
1
H
c pht biu. R rng iu chng ta mong mun l xc nh r xem gi thuyt no nn c trnh
by
0
H v gi thuyt no nn c trnh by
1
H :
- Trc ht xc nh yu cu cn kim nh.
- Nu yu cu cp ti hng n nh l ln hn, nh hn, tt hn, km hn, th
1
H s
c pht biu qua du bt ng thc ( > hoc < ). V d, trong kim nh mt loi thuc
mi, ta mun a ra mt chng c rng hn 30% bnh nhn c cha khi, ta vit
1
: 0,3 H p > v do gi thuyt c vit
0
: 0,3 H p = .
- Nu yu cu cp ti hng kp nh l t nht, bng hoc ln hn, nhiu nht, khng
nhiu hn,.. th du kp ( hoc ) c biu din cho
0
H , nhng ch s dng du bng,
v
1
H c cho theo du ngc li.
- Cui cng, nu khng hng no c ni ti trong yu cu, th
1
H c pht biu qua du
khng bng ( ).

V d 2: Mt hng sn xut loi ng cc no khng nh lng cht bo trung bnh trong ng
cc khng vt qu 1,5 miligam. Pht biu gi thuyt v i thuyt c dng trong kim nh yu
cu ny v xc nh v tr min bc b gi thuyt.
GII:
Khng nh ca nh sn xut b bc b ch khi ln hn 1,5 miligam v c chp nhn nu
nh hn hoc bng 1,5 miligam. T vic gi thuyt lun ch r mt gi tr c th ca tham s, ta s
kim nh:
0
1
: 1,5
: 1,5
H
H
>

Mc d ta pht biu gi thuyt vi du bng, nhng cn hiu n bao gm c cc gi tr khng c
nhc ti trong i thuyt. Do vy, vic chp nhn
0
H khng c ngha l chnh xc 1,5 = ; nhng
phn no c ngha l ta khng bng chng chp nhn
1
H . Ta c bi ton kim nh mt pha,
du ln hn cho thy min bc b gi thuyt nm hon ton ui bn phi ca phn phi ca ch
tiu kim nh.

V d 3: Mt i l nh t khng nh rng 60% s nh ring ang c xy dng ngy nay l c
3 phng ng. kim tra khng nh ny, mt lng ln cn nh mi xy dng c kim tra, t l
nh c 3 phng ng c ghi li v s dng trong ch tiu kim nh ca ta. Pht biu gi thuyt v
i thuyt ca kim nh, xc nh v tr ca min bc b gi thuyt.
GII:
80
Nu ch tiu kim nh thc cht l cao hn hoc thp hn 0,6 p = th ta bc b khng nh ca i
l. Do ta c th t gi thuyt:
0
: 0,6 H p =
v i thuyt l:
1
: 0,6 H p .
i thuyt cho thy y l bi ton kim nh hai pha, vi min bc b gi thuyt nm u c hai
ui ca phn phi ca ch tiu kim nh.

11.2. KIM NH V MT TRUNG BNH
11.2.1. Kim nh v mt trung bnh, khi bit
1.
0 0
: H = ,
1 0
: H
2. Ch tiu kim nh l
0
/
X
Z
n

= .
Tnh
0
/
x
z
n

=
3. Chn mc ngha . T i thuyt H
1
, ta chn min bc b hai pha.
0
/2 /2
1
/
X
P z z
n

| |
< < =
|
\ .

Tra bng A.3 ta c cc gi tr ti hn
/2
z
,
/2
z
. T , min bc b gi thuyt l
/2 /2
( , ] [ , ) D z z

= +
4. Kim tra: z D hay z D ?
5. Kt lun bi ton: Vi mc ngha , ta chp nhn hay bc b gi thuyt
Ch :
Ta s dng nh l gii hn trung tm nn nu tng th c phn phi chun th c mu l bao
nhiu th khng quan trng, nhng tng th khng c phn phi chun th c mu phi ln.

V d 4: Mt nh sn xut khng nh rng khi lng trung bnh ca dy cu c th chu l 8 kg,
vi lch chun l 0,5 kg. kim nh gi thuyt = 8 kg vi i thuyt 8 kg, 50 dy
ngu nhin c kim tra v khi lng trung bnh dy c th chu l 7,8 kg. Hy kim nh khng
nh ca nh sn xut vi mc ngha 0,01.
GII:

81

p s: Vi mc ngha 0,01 ta bc b gi thuyt
0
H tc l trng lng trung bnh dy c th
chu l khc 8kg.
11.2.2. Kim nh v mt trung bnh, khi cha bit, c mu nh (n < 30)
1.
0 0
: H = ,
1 0
: H
2. Ch tiu kim nh l
0
/
X
T
S n

= . Tnh
0
/
x
t
s n

=
3. Chn mc ngha , vi T c phn phi Student vi n-1 bc t do nn t
0
/2, 1 /2, 1
1
/
n n
X
P t t
S n

| |
< < =
|
\ .

ta xc nh c min bc b
D = (-, -t
/2,n-1
] [ t
/2,n-1
, +).
4. Kim tra: t D hay t D ?

V d 5: Mt bo co khng nh mi my ht bi tiu th khong 46 kWh/1 nm. T mt mu
gm 12 gia nh c nghin cu, cho thy my ht bi tiu th trung bnh 42 kWh mi nm vi
lch chun 11,9 kWh. Liu c th ni, vi mc ngha 0,05, trung bnh my ht bi tiu th khng
bng 46 kWh mi nm hay khng? Gi s tng th ang xt c phn phi chun.
GII:

p s: Vi mc ngha 0,05 ta c th chp nhn gi thuyt trung bnh lng in m mi my
ht bi tiu th trong nm l 46kWH.
82

11.2.3. Kim nh v mt trung bnh, khi cha bit, c mu ln (n 30)
Trng hp ny, v c mu ln (n 30) nn ta c th coi s v a v nh trng hp
bit.

11.3. KIM NH V HIU HAI GI TR TRUNG BNH
11.3.1. Kim nh v hiu hai trung bnh, khi
2 2
1 2
, bit.
1.
0 1 2 0 1 1 2 0
: : H d H d =
2. Ch tiu kim nh l
1 2 0
2 2
1 2
1 2
X X d
Z
n n

=
+

Suy ra :
1 2 0
2 2
1 2
1 2
x x d
z
n n

=
+

3. Mc ngha . Vi gi thuyt H
0
ng, th Z c phn phi tim cn chun. Ta suy ra min
bc b
/2 /2
( , ] [ , ) D z z

= +

4. Kim tra: z D hay z D

V d 6: Mt mu ngu nhin
1
25 n =
ly t tng th c phn phi chun vi lch chun l
1
5 =
, c gi tr trung bnh
1
80 x =
. Mt mu ngu nhin th hai
2
6 n =
ly t tng th c phn
phi chun vi lch chun l
2
3 =
, c gi tr trung bnh
2
75 x =
. Kim nh gi thuyt rng
khng c s sai khc v cht lng gia hai tng th, vi mc ngha 0,05.
GII:

p s: Vi mc ngha , ta chp nhn hay bc b gi thuyt
83

11.3.2. Kim nh v hiu hai gi tr trung bnh, khi
1 2
;
cha bit, nhng gi
thit bng nhau
1.
0 1 2 0 1 1 2 0
: : H d H d =
2. Ch tiu kim nh l.
1 2
0
1 2
( )
1/ 1/
p
X X d
T
S n n

=
+

vi
2 2
1 1 2 2
1 2
( 1) ( 1)
2
p
S n S n
S
n n
+
=
+
.
Tnh
1 2
0
1 2
( )
1/ 1/
p
x x d
t
s n n

=
+

3. Chn mc ngha . Min bc b gi thuyt l
1 2 1 2
/2, 2 /2, 2
( , ] [ , )
n n n n
D t t
+ +
= +

V d:

Mt th nghim c thc hin nhm so snh mc mi mn ca hai loi kim loi khc
nhau. Kim tra 12 ming kim loi I v 10 ming kim loi II. Mu ng vi kim loi I c trung bnh
mi mn l 85 n v, vi lch mu bng 4; mu ng vi kim loi II c trung bnh l 81 v
lch mu l 5. C th kt lun, vi mc ngha 0,05, rng mc mi mn ca kim loi I l ln
hn kim loi II l 2 n v c khng? Gi s cc mt u xp x chun vi phng sai bng
nhau.
GII:

p s:Vi mc ngha 0,05, ta bc b gi thuyt H
0
84

Ch : Vn c bit quan trng trong bi ton kim nh l xc nh chnh xc min bc b
trong cc bi ton kim nh mt pha v hai pha.
- Nu
1 0
: H =

th min bc b l
/2
z z
< hoc
/2
z z
> (
/2
t t
< hoc
/2
t t
> ).
- Nu
1 0
: H >

th min bc b l z z
> (t t
> ).
- Nu
1 0
: H <

th min bc b l z z
< (t t
< ).

V d 8: Mt mu ngu nhin gm 100 giy bo t M cho thy tui th trung bnh l 71,8 nm.
Gi s lch chun l 8,9 nm; c th cho rng tui th trung bnh hin nay l hn 70 nm khng?
Cho mc ngha l 0,05.
GII:
S liu mu: 100; 71,8; 8,9 n x = = =
y l bi ton kim nh mt pha cho mt gi tr trung bnh khi bit.
1. t bi ton:
0
1
: 70
: 70
H
H
>
nm.
2. Ch tiu kim nh:
0
/
x
z
n

=
3. Mc ngha: 0,05 = , suy ra min bc b l:
[1,645; ) D = + .
4. Tnh ton:
71,8 70
2,02
8,9. 100
z

= = .
5. Kt lun: Bc b
0
H v kt lun tui th trung bnh hin nay l hn 70 nm.

V d 9: so snh mc mi mn ca hai loi kim loi khc nhau, ngi ta ly 12 ming loi 1
v 10 ming loi 2. Mu ng vi kim loi 1 c trung bnh mi mn l 85 n v, vi lch chun
mu bng 4; trong khi mu ng vi kim loi 2 c trung bnh l 81 v lch chun mu l 5. C th
kt lun, vi mc ngha 0,05, rng mc mi mn ca kim loi 1 hn kim loi 2 l 2 n v
c khng? Gi s cc mt u xp x chun vi phng sai bng nhau.
GII:

85

Bi 12: KIM NH CHO T L

Cc ni dung chnh:
Kim nh mt t l.
Kim nh cho hiu hai t l

12.1. KIM NH MT T L
Bi ton kim nh t l c quan tm trong rt nhiu trng hp. Mt ng c vin lun quan tm
n t l c tri ng h ng ta, nh sn xut lun quan tm n t l ph phm khi sn phm c
lm ra.
Cc bc lm bi ton kim nh mt T l:
1. t bi ton:
0 0
1 0
:
:
H p p
H p p
=
,
2. Ch tiu kim nh l:
0 0
0 0 0 0
P p X np
Z
p q np q
n

= = .
Tnh ton:
0
0 0
x np
z
np q
=
3. Chn mc ngha . Tra bng A.3 ta c cc gi tr ti hn
/2
z
(bi ton 2 pha) hoc z

(bi ton 1 pha). T a ra min bc b.
4. Kim tra: z D hay z D ?
5. Kt lun: Vi mc ngha , ta chp nhn hay bc b gi thuyt

V d 1: Loi thuc an thn c ch c tc ng ti 60% ngi s dng. Kt qu th nghim loi
thuc mi vi 100 ngi th thy thuc c tc dng vi 70 ngi. C th tin c hay khng rng
loi thuc mi tt hn loi thng dng? S dng mc ngha 0,05.
GII:

p s: Vi mc ngha 0,05 ta c th ni rng loi thuc mi tt hn loi thuc thng dng.
86

11.2. KIM NH HAI T L BNG NHAU
Cc bc lm bi ton kim nh 2 t l bng nhau:
1. t bi ton:
0 1 2
1 1 2
:
:
H p p
H p p
=
,
2. Ch tiu kim nh: =

1
2

1
1
+
1

Trong :
1 2
1 2
, 1
x x
p q p
n n
+
= =
+

Suy ra:
1 2
1 2

1 1
p p
z
pq
n n
=
(
+
(

3. Mc ngha . Tra bng A.3 ta c cc gi tr ti hn
/2
z
,
/2
z
. T a ra min bc b.
4. Kim tra: z D hay z D .
5. Kt lun: Vi mc ngha , ta chp nhn hay bc b gi thuyt.

V d 2: Mt cuc b phiu c a ta xc nh v tr xy dng mt nh my ha cht trong
thnh ph hay ngoi . C 120 trn 200 c tri trong thnh ph ng cho xy dng trong thnh
ph v 240 trn 500 c tri ngoi ng vi xut ny. Liu c th cho rng t l c tri trong
thnh ph v ngoi ng vi xut ny l nh nhau khng? S dng mc ngha 0,025?
GII:

p s: Vi mc ngha 0,025, ta bc b gi thuyt tc l c th cho rng t l c tri trong v
ngoi th trn ng l khng bng nhau.
87

V d 3: Trong mt mu ngu nhin gm 200 ph n trng thnh sng thnh th, c 20 ngi
mc ung th v. Con s ny l 10 trn 150 ph n sng nng thn c chn ngu nhin. Liu c
th kt lun, vi mc ngha 0,06 rng, bnh ung th v l thng gp hn thnh th khng?
Gii:

88
Bi 13: HI QUY TUYN TNH
V S TNG QUAN TUYN TNH

Trong thc t ngi ta thng phi gii cc bi ton lin quan n tp hp cc bin khi
bit gia cc bin c mt mi quan h c hu. Chng hn, trong mt tnh hung cng nghip, ngi
ta c th bit hm lng nha ng u ra ca mt qu trnh ha hc c lin quan n nhit
u vo. Ta c th quan tm n vic pht trin mt phng php d on, ngha l mt quy trnh
c th c lng hm lng nha ng cho cc mc nhit u vo khc nhau t thng tin thc
nghim. Khi phng php thng k tr thnh phng php tt nht c lng mi quan h
gia cc bin.
Thng thng s c mt bin ph thuc, hoc bin ngu nhin Y khng c kim sot
trong thc nghim. Bin ngu nhin ny ph thuc vo mt hoc nhiu bin hi quy c lp, v d
nh
1 2
, ,...,
k
x x x , cc bin ny trn c th kim sot c trong thc nghim, v c o vi sai s
khng ng k. Do cc bin c lp
1 2
, ,...,
k
x x x khng phi cc bin ngu nhin. Trong v d
trn, nhit u vo l bin c lp (bin hi quy), k hiu x, hm lng nha ng u ra l
bin ngu nhin Y. Mi lin h gia bin ph thuc Y theo cc bin c lp
1 2
, ,...,
k
x x x trong mt
tp hp d liu c c trng bi mt phng trnh d on gi l phng trnh hi quy.
Trong bi ny chng ta s ch xem xt n trng hp c 1 bin hi quy, khi ta gi l bi
ton hi quy tuyn tnh n.
Bi ton dn n khi nim Y|x ngha l gi tr ca bin ngu nhin Y tng ng vi mt gi tr x
c nh. R rng, trong v d trn, mi mt gi tr x c nh, c cc gi tr Y|x khc nhau, v th rt
t nhin ta s quan tm n cc gi tr trung bnh, phng sai
2
| |
,
Y x Y x
. Nh vy, c c 1 gi tr
i
x
ta s c mt bin ngu nhin |
i
Y x , vi trung bnh v phng sai
2
| |
,
i i
Y x Y x
.
Khi ni cc im
( )
|
,
i
i
Y x
x ta s c mt ng thng, chnh l ng hi quy, c th l
ng hi quy tuyn tnh n.
y gi l hi quy tuyn tnh v
| Y x
c quan h tuyn tnh vi x theo phng trnh hi
quy tng th
| Y x
x = +
Trong , gi l h s hi quy c c lng t d liu mu tng ng l a, b. Ngha l ta
c th c lng
| Y x
theo y t ng hi quy thc nghim:
y a bx = +

13.1. HI QUY TUYN TNH N
Nh ta bit
| Y x
x = + gi l ng hi quy tuyn tnh n. Nu ta k hiu E l bin
ngu nhin ch lch gia gi tr ca bin ngu nhin Y v
| Y x
th ta c :
| Y x
Y E x E = + = + +
Cng thc ny gi l m hnh hi quy tuyn tnh n.
89
Vn t ra l ta cha bit cc gi tr h s hi quy, v th phi i c lng n t s liu mu, tc
l ta s c cc cp im:
( ) ( ) ( )
1 1 2 2
, , , ,...., ,
n n
x y x y x y .
Sai s E s nhn nhng gi tr c th
i
khi (x,y) nhn gi tr
( )
,
i i
x y c th:
i i i
y x = + +
Tng t vi ng hi quy c lng y a bx = + , ta cng c mi lin h:
i i i
y a bx e = + +

M t im khc bit gia ,
i i
e
Cng vic chnh ca chng ta l tm a, b c lng cho , . Ta s tm a, b da vo phng
php bnh phng ti thiu. Cc s a, b s c chn lm c lng cho , nu lm cc tiu ha
hm hai bin sau:
( ) ( )
2 2
2
1 1 1
n n n
i i i i i
i i i
SSE e y y y a bx
= = =
= = =

Ly o hm ca SSE i vi a v b, ta c:
1
( )
2 ( ),
n
i i
i
SSE
y a bx
a
=

1
( )
2 ( )
n
i i i
i
SSE
y a bx x
b
=

Cho o hm tng phn bng 0 v sp xp li cc s hng, ta c phng trnh:
1 1
n n
i i
i i
na b x y
= =
+ =

,
2
1 1 1
n n n
i i i i
i i i
a x b x x y
= = =
+ =

,
phng trnh ny c th c gii ng thi tm ra cng thc tnh cho a v b.
1. c lng im cho cc h s hi quy theo phng php bnh phng ti thiu
Cho mu {(x
i
, y
i
) =1,2, ...,n}, cc c lng bnh phng ti thiu a v b ca h s hi quy
, c tnh t cng thc sau:

1 1 1 1
2
2
2
1
1 1
( )( )
( )
n n n n
i i i i i i
i i i i
n
n n
i
i i
i
i i
n x y x y x x y y
b
x x
n x x
= = = =
=
= =
| || |

| |
\ .\ .
= =
| |

|
\ .

90
V
1 1
n n
i i
i i
y b x
a y bx
n
= =
= =

V d 1: Mt trong nhng bi ton kh gii trong vic kim sot nhim nc ang phi i mt
c ngnh cng nghip thuc da a ra. Cht thi t cc xng thuc gia rt phc tp v mt ha
hc. Chng c c trng bi nhu cu xy sinh ha c gi tr cao, cht rn d bay hi, v cc ch
s nhim khc. Xt s liu thc nghim c trnh by trong Bng di y, cc s liu c ly
t 33 mu cht thi qua x l ha cht trong nghin cu tin hnh ti Hc vin Bch khoa v i
hc Tiu bang Virginia. Cc ch s v X, mc gim tnh theo phn trm tng lng cht rn, v Y,
mc gim tnh theo phn trm v nhu cu xy sinh ha ca 33 mu, c ghi li. Hy c lng
hm hi quy ca Y i vi X.
Phn trm cht rn,
x (%)
Nhu cu oxy sinh
ho, y (%)
Phn trm cht rn,
x (%)
Nhu cu oxy sinh
ho, y (%)
3 5 36 34
7 11 37 36
11 21 38 38
15 16 39 37
18 16 39 36
27 28 39 45
29 27 40 39
30 25 41 41
30 35 42 40
31 30 42 44
31 40 43 37
32 32 44 44
33 34 45 46
33 32 46 46
34 34 47 49
36 37 50 51
36 38

91

Biu phn b vi ng hi quy
Ta c n = 33,
33
1
1104
i
i
x
=
=
,
33
1
1124
i
i
y
=
=
,
33
1
41355
i i
i
x y
=
=
,
33
2
1
41086
I
i
x
=
=

Nn
1 1 1
2 2
2
1 1
33 41355 1104 1124
0,903643
33 41086 1104
n n n
i i i i
i i i
n n
i i
i i
n x y x y
b
n x x
= = =
= =
| || |
| |

\ .\ .
= = =

| |
|
\ .

1 1
1124 0,903643 1104
3,829633
33
n n
i i
i i
y b x
a
n
= =

= = =

Do , ng hi quy mu c cho bi cng thc:
=3,8296 +0,9036x
13.2. c lng khng chch ca phng sai
Phng sai
2
cho ta bit mc phn tn ca bin ngu nhin Y xung quanh ng hi
quy. Ngi ta chng minh c rng c lng khng chch ca
2
l
2
2
1
( )
2 2 2
n
yy xy
i
i
S bS
y y SSE
s
n n n
=
= = =

K hiu

2
1
( )
n
xx i
i
S x x
=
=

2
1
( )
n
yy i
i
S y y
=
=

1
( )( )
n
xy i i
i
S x x y y
=
=

tnh ton nhng s liu trn, chng ta thng dng my tnh, v th ta c th s dng mt trong
cc cng thc tng ng sau y:
( )
2
2 2 2
1 1 1
1
( ) 1
n n n
xx i i i x
i i i
S x x x x n S
n
= = =
| |
= = =
|
\ .

( )
2
2 2 2
1 1 1
1
( ) 1
n n n
yy i i i y
i i i
S y y y y n S
n
= = =
| |
= = =
|
\ .

92

1 1
( )( ) . .
n n
xy i i i i
i i
S x x y y x y n x y
= =
= =

;
xy
xx
S
b
S
=

V d 3: Mt cuc nghin cu v lng ma v lng nhim khng kh thi ra cho cc s liu
sau:
Lng ma hng
ngy, x (0,01 cm)
Lng ht nhim thi ra, y
(mcg/cum)
4,3 126
4,5 121
5,9 116
5,6 118
6,1 114
5,2 118
3,8 132
2,1 141
7,5 108
a) Tm phng trnh ng hi quy d on trc lng ht nhim thot ra t lng ma
hng ngy.
b) Tnh lng ht nhim thot ra khi lng ma hng ngy l x = 4,8 n v.

93
Bi 14: HI QUY TUYN TNH
V S TNG QUAN TUYN TNH
Cc ni dung chnh:
Khong tin cy cho cc h s hi quy
Kim nh gi thit cho cc h s hi quy.
D on da vo ng hi quy.
H s tng quan

14.1. KHONG TIN CY CHO CC H S CA NG HI QUY
14.1.1. Khong tin cy cho h s
Khong tin cy (1 )100% i vi tham s trong ng hi quy
| Y x
x = + l
/ 2 / 2
xx xx
t s t s
b b
S S

< < +
trong
/2
t
l gi tr ca phn phi t vi 2 n bc t do.

V d 1: Dng bng s liu v d 1, bi 13.
Tnh
2
s . T tm khong tin cy 95% i vi tham s trong ng hi quy.
GII:
Ta c: n = 33,
33
1
1104
i
i
x
=
=
,
33
1
1124
i
i
y
=
=
,
33
1
41355
i i
i
x y
=
=
,

33
2
1
41086
i
i
x
=
=

Suy ra
2
2
1 1
1
4152,8
n n
xx i i
i i
S x x
n
= =
| |
= =
|
\ .

2
2
1 1
1
3713,88
n n
yy i i
i i
S y y
n
= =
| |
= =
|
\ .

1
. . 3752,09
n
xy i i
i
S x y n x y
=
= =

Ta c: b = 0,903643
Nn ta c:
2
10,4299 3,2295
2
yy xy
S bS
s s
n
= = =

Tra bng A4, vi 31 bc t do:
0,025
2,045 t =
94
Vy, khong tin cy 95% cho l:
/2 /2
xx xx
t s t s
b b
S S

< < +
Thay s
0,8011 1,0061 < <

14.1.2. Khong tin cy cho h s

Khong tin cy (1 )100% i vi trong ng hi quy
| Y x
x = + l :
2 2
/ 2 / 2
1 1
n n
i i
i i
xx xx
t s x t s x
a a
nS nS

= =
< < +

trong
/2
t
l gi tr ca phn phi t vi n 2 bc t do.

V d 2: Dng bng s liu v d 1, bi 13. Tnh khong tin cy 95% i vi trong ng hi
quy
| Y x
x = + .
GII:
Tng t v d 1, vi a = 3,829633,
0,025
2,045 t = vi 31 bc t do.
Khong tin cy 95% i vi l
2 2
/2 /2
1 1
n n
i i
i i
xx xx
t s x t s x
a a
nS nS

= =
< < +

Thay s: 0,2131 <

<7,4461.

14.2. KIM NH GI THUYT V H S HI QUY
14.2.1. Kim nh gi thuyt h s
Cc bc ca bi ton:
1. t bi ton: H
0
: =
*
H
1
:
*

2. Ch tiu kim nh T
*
/
xx
b
S s

=

T tnh
*
/
xx
b
t
s s

=
3. Chn mc ngha . Suy ra min bc b
95
D =(-, - t
/2, n-2
] [t
/2, n-2
, +)
5. Kt lun: Vi mc ngha , bc b hay chp nhn gi thuyt

V d 3: Hy kim nh gi thuyt
H
0
: =0
H
1
: 0
Vi mc ngha 0,03.
GII:
1. t bi ton:
0
1
: 0
: 0
H
H

2. Ch tiu kim nh
/
xx
b
T
S s
=

T tnh
0,903643
18,0302
/ 3,2295/ 4152,18
xx
b
t
s s
= =
3. Chn mc ngha 0,03 = . Suy ra min bc b
( | | ) ; 2,278 2,278; D = +
4. Kim tra: t D .
5. Kt lun: Vi mc ngha , bc b gi thuyt
0
H .

14.2.2. Kim nh gi thuyt h s
Cc bc lm bi ton:
1. H
0
: =
*

H
1
:
*
2. Ch tiu kim nh:
*
2
1
/
n
i xx
i
a
T
S x nS

T tnh
*
2
1
/
n
i xx
i
a
t
s x nS

3. Chn mc ngha . Min bc b
96
( )
/2, 2 /2, 2
, ,
n n
D t t

( = +

4. Kim tra: t D hay t D .
5. Kt lun: Vi mc ngha , bc b hay chp nhn gi thuyt.

V d 5: S dng bi 13, v d 1 vi gi tr c lng 3,829640 a = . Hy kim nh gi thit rng
0 = vi i thuyt 0 = , chn mc ngha 0,05.
GII:
1. t bi ton:
0
1
: 0
: 0
H
H

2. Ch tiu kim nh:
2
1
/
n
i xx
i
a
T
S x nS
=
=

T tnh c:
2
1
3,829633 0
2,17
3,2295/ 41086/ (33) (4152,18)
/
n
i xx
i
a
t
s x nS
=
= = =

3. Vi mc ngha = 0,05. Min bc b l
( | | ) , 2,042 2,042, D = +
4. Kim tra: t D
5. Kt lun: Vi mc ngha , bc b gi thuyt
0
H .

14.3. D ON DA VO NG HI QUY
Mt trong nhng ng dng quan trng ca ng hi quy l c lng gi tr trung bnh v
d bo gi tr ca bin ph thuc khi bit gi tr ca bin c lp.

14.3.1. Khong tin cy i vi
0
| Y x

Khi X =x
0
, c lng im cho gi tr trung bnh ca Y l
0
= (x
0
) = a + b x
0
.
Khong tin cy (1- )100% cho
0
| Y x
l
0
2 2
0 0
0 / 2 | 0 / 2
( ) ( ) 1 1

Y x
xx xx
x x x x
y t s y t s
n S n S

+ < < + +
Vi
/2
t
l ca gi tr ca phn phi t vi n 2 bc t do.

97
14.3.2. Khong d on cho gi tr
ca bin Y
Khi X =x
0
, khong d on (1- )100% cho gi tr tng ng y
0
ca Y l
2 2
0 0
0 / 2 0 0 / 2
( ) ( ) 1 1
1 1
xx xx
x x x x
y t s y y t s
n S n S

+ + < < + + +

trong
/2
t
l gi tr ca phn phi t vi n 2 bc t do.

V d 3: Dng bng s liu v d 1, bi 13.
a) Tm khong tin cy 95% cho k vng c iu kin
0
Y x
, vi x
0
=20;
b) Hy xy dng khong d on 95% cho y
0
khi x
0
=20.
GII:
- T phng trnh hi quy, vi
0
20 x = , ta tm
( )( )
0
3,829633 0,903643 20 21,9025. y = + =
- Ta tnh c
x =33,4545; S
xx
=4152,18; s =3,2295,
t
0,025
2,042, vi s bc t do l 31.
a) Khong tin cy 95% cho
20 Y
l :
0
2 2
0 0
0 /2 | 0 /2
( ) ( ) 1 1

Y x
xx xx
x x x x
y t s y t s
n S n S

+ < < + +
Thay s,
2
|20
2
1 (20 33,4545)
21,9025 2,042 3,2295
33 4152,18
1 (20 33,4545)
21,9025 2,042 3,2295
33 4152,18
Y
+ < <
+ +

Tnh ton ta c:
20
20,467 23,3380
Y
< < .
b) Khong d on 95% cho y
0
l
2 2
0 0
0 /2 0 0 /2
( ) ( ) 1 1
1 1
xx xx
x x x x
y t s y y t s
n S n S

+ + < < + + +
Thay s:
2
0
2
1 (20 33,4545)
21,9025 2,042 3,2295 1
33 4152,18
1 (20 33,4545)
21,9025 2,042 3,2295 1
33 4152,18
y
+ + < <
+ + +

Tnh ton ta c:
0
15,2340 28,5710 y < <
98

14.4. TNG QUAN TUYN TNH
Nh ta bit, khi nim h s tng quan dng o mc ph thuc tuyn tnh gia
hai bin ngu nhin
.
XY
XY
X Y

=

Ngi ta chng minh c rng:
[ 1, 1]
XY

Khi 0
XY
= , th khng c tng quan tuyn tnh gia X v Y ;
Khi |
XY
| cng gn 1, th s ph thuc tuyn tnh gia X v Y cng mnh;
Khi |
XY
| =1, s ph thuc tuyn tnh l mnh nht. Khi , Y l mt hm tuyn tnh ca X
tc l tn ti hai s a v b sao cho
Y = aX + b.
Mun bit c
XY
, ta phi c phn phi xc sut ca (X, Y). Khi ta khng bit phn phi
xc sut ca (X, Y), th t ra bi ton l c lng
XY
v kim nh gi thuyt v gi tr ca
XY

da vo mt mu c th (x
1
, y
1
), (x
2
, y
2
), (x
3
, y
3
),..., (x
n
, y
n
).
Khi ta quan tm n vic c lng cho
XY

bi gi tr t mt mu:
xy
xx
yy xx yy
S
S
r b
S S S
= =
r c gi l h s tng quan tuyn tnh mu.
Lu rng r cng l mt s nm trong [-1, 1], nn khi tnh ton m thu c r vi |r| >1 th
ngha l ta tnh ton sai.

V d 6: Vic nghin cu s tng quan gia kt cu v cc thuc tnh c hc ca g l vic lm
quan trng i vi cc nh khoa hc nghin cu v lm sn.
Khi lng ring,
x (g/cm
3
)
Cng chu ko,
y (kPa)
Khi lng ring,
x (g/cm
3
)
Cng chu ko,
y (kPa)
0,414 29,186 0,581 85,156
0,383 29,266 0,557 69,571
0,399 26,215 0,550 84,160
0,402 30,162 0,531 73,466

99
Bi 15: TNG KT MN HC TON V

I. NI DUNG N TP
1. Xc sut c in
nh ngha xc sut c in.
Cc nh l xc sut. Cng thc y . Quy tc Bayes.
Bin ngu nhin v phn phi xc sut.
Mt s phn phi xc sut thng gp.
2. K vng. Phng sai. Covariance. H s tng quan.
K vng, phng sai: nh ngha, tnh cht.
Bng phn phi xc sut, hm mt xc sut.
Hm mt bin duyn.
Phn phi xc sut c iu kin.
Covariance. Tnh c lp ca hai bin ngu nhin.
H s tng quan.
3. Bi ton c lng
c lng im: c lng khng chch, c lng hiu qu.
Khong tin cy cho 1 k vng khi phng sai bit, cha bit.
Khong tin cy cho hiu 2 k vng khi phng sai bit, khi phng sai cha bit
nhng gi thit bng nhau.
Khong tin cy cho 1 t l, 2 t l, c mu ln.
nh gi sai s.
4. Kim nh gi thuyt
Kim nh 1 k vng, khi phng sai bit, cha bit.
Kim nh 2 k vng, khi phng sai bit, cha bit nhng gi thuyt bng nhau.
Kim nh 1 t l.
Kim nh 2 t l.
Kim nh 1 pha, 2 pha.
5. Hi quy tuyn tnh. S tng quan tuyn tnh.
Phng trnh ng hi quy tuyn tnh thc nghim.
Khong tin cy cho h s ng hi quy.
Kim nh v h s gc ng hi quy.
Khong tin cy cho gi tr trung bnh
0
| Y x
.
Khong d bo cho gi tr
0
y .
H s tng quan tuyn tnh mu. ngha ca h s tng quan.

100
II. BI TP TON V
BI TP TUN 1
1.1. Mt php th bao gm tung 2 con xc xc, mt con mu v mt con mu xanh, ri ghi
li s chm xut hin trn mi con. Nu x l s chm xut hin trn con xc xc mu xanh v y
l s chm xut hin trn con xc xc mu , hy m t khng gian mu S bng 2 cch:
(a) Lit k tt c cc phn t (x, y);
(b) Ch ra quy lut ca cc phn t trong S.

1.2. Hai thnh vin ca ban bi thm c la chn t 4 ngi tham d mt cuc x n.
Dng k hiu
3 1
A A ch bin c ngi th nht v ngi th 3 c chn. Hy lit k 6 phn
t ca khng gian mu.

1.3. Chn ngu nhin 3 quyn sch t mt gi sch gm 5 quyn tiu thuyt, 3 quyn th v
mt quyn t in. Tm xc sut :
(a) Quyn t in c chn;
(b) Hai quyn tiu thuyt v mt quyn th c chn.

1.4. Gieo ng thi hai con xc xc. Tm xc sut nhn c:
(a) Tng s chm l 8;
(b) Tng s chm ln nht l 5.

1.5. Mi mc trong mt danh mc lit k c m ha vi 3 ch ci ng trc v 4 ch s
khc khng ng sau. Tm xc sut khi chn ngu nhin mt mc trong danh mc trn ta
c ch ci u tin l mt nguyn m v ch s cui cng l s chn. Ting anh c 26 ch
ci,5 nguyn m.

1.6. Ly ln lt hai qun bi t mt c bi theo phng thc khng hon li.Tnh xc sut
c hai qun bi u ln hn 2 v nh hn 8.

1.7. Ly ngu nhin 8 qun bi t b bi 52 qun. Tm xc sut ca cc bin c sau:
a) Ly c 5 qun bi mu
b) Ly c 1 qun c, 2 qun r, 3 qun bch.
c) Ly c 3 qun ch bi (3 qun cng mt cht xc nh trc)

1.8. T mt hp ng 6 qu bng en v 4 qu bng xanh, ln lt ly ra 3 qu bng theo
phng thc c hon li. Tm xc sut :
(a) C 3 qu bng c ly ra cng mu.
(b) 3 qu bng ly ra c c 2 mu.
1.9. Mt l hng c 95% l chnh phm. Ly lin tip ra 2 sn phm. Tm xc sut nhn
101
c:
a) C 2 l chnh phm
b) C t nht 1 chnh phm
c) Ch c ci th 2 l chnh phm
d) C ng 1 chnh phm

BI TP TUN 2
2.1. Xc sut mt ngnh kinh doanh ca M c tr s Munich l 0,7; xc sut n c tr
s Brussels l 0,4 v xc sut n c tr s Munich hoc Brussels hoc c hai l 0,8. Tnh
xc sut ngnh kinh doanh c tr s:
(a) c hai thnh ph trn?
(b) Khng thnh ph no trong hai thnh ph trn?

2.2. T kinh nghim ca mnh, mt ngi mua bn c phiu tin rng, vi iu kin kinh t
hin nay mt khch hng s u t vo tri phiu min thu vi xc sut l 0,6, u t vo
chng ch qu vi xc sut l 0,3 v u t vo c hai loi trn vi xc sut l 0,15. Tm xc
sut ti thi im ny mt khch hng s:
(a) u t vo tri phiu min thu hoc chng ch qu?
(b) Khng u t vo tri phiu min thu cng khng u t vo chng ch qu?

2.3. Mt hng sn xut t lo lng v c th b tr li nhng chic t mui kn 4 ch ang bn
chy nht ca h. Xc sut c khuyt im h thng phanh l 0,25, hp truyn ng l
0,18, h thng cung cp cht t l 0,17, v cc b phn khc l 0,4.
a) Tm xc sut c khuyt im h thng phanh hoc h thng cung cp cht t.
Bit xc sut c khuyt im c 2 l 0,2.
b)Tm xc sut khng c khuyt im h thng phanh hoc ht cung cp cht t.

2.4. Trong 1 hp thuc c 2 l Aspirin v 3 l Thyroid. Trong 1 hp khc c 3 l Aspirin, 2 l
Thyroid v 1 l Laxative. T mi hp ly ngu nhin 1 l, tm xc sut :
(a) C 2 l u cha Thyroid;
(b) Khng l no cha Thyroid;
(c) 2 l cha 2 loi thuc khc nhau.

2.5. Trong cc cp v chng sng 1 vng ngoi , xc sut ngi chng tham gia b phiu
trong 1 cuc trng cu dn l 0,21; xc sut ngi v tham gia b phiu l 0,28; v xc
sut c 2 cng tham gia b phiu l 0,15. Tm xc sut :
(a) C t nht 1 ngi trong gia nh tham gia b phiu;
(b) Ngi v s tham gia b phiu, bit rng chng c ta cng tham gia b phiu;
(c) Ngi chng s tham gia b phiu, bit rng v anh ta khng tham gia b phiu.

102
2.6. Xc sut mt bc s chun on ng mt loi bnh l 0,7. Nu bc s chun on sai,
xc sut bnh nhn b chun on sai pht n kin i bi thng l 0,9. Tm xc sut
bc s chun on sai bnh v b bnh nhn pht n kin i bi thng.

2.7. Xc sut 1 phng tin c mang bin kim sot Canada ti thm khu hang ng Luray,
M l 0,12. Xc sut khch du lch ti cm tri l 0,28 v xc sut khch du lch ti
hang ng cm tri c s dng phng tin mang bin kim sot Canada l 0,09. Tm xc sut
:
a) Mt khch du lch ti hang ng cm tri, bit rng ngi s dng phng tin
mang bin kim sot Canada.
b) Mt phng tin mang bin kim sot Canada bit rng phng tin l ca khch
du lch i cm tri.
c) Mt phng tin ti khu hang ng khng mang bin kim sot Canada hoc khng
phi l khch du lch i cm tri.

2.8. Xc sut mt ngi n nha s s phi iu tr bng tia X l 0,6. Xc sut mt ngi
ang phi iu tr bng tia X cng s phi hn rng l 0,3. Xc sut mt ngi iu tr
xong tia X v hn rng phi nh rng l 0,1. Tm xc sut mt ngi n nha s s phi iu
tr bng tia X c hn v phi nh rng.

2.9. Mt x nghip cng nghip ln cung cp ch ngh qua m cho khch hng ti 3 khch
sn. Bit rng 20% khch hng t phng ti Ramadainn, 50% Sheraton v 30% Lake
view. T l phng b hng h thng ng nc Ramadainn l 5%, Sheraton l 4% v Lake
view l 8%. Tm xc sut :
(a) Mt khch hng s t phng h thng ng nc hng.
(b) Mt khch hng khch sn Lake view, bit rng ngi t phng c h thng
ng nc hng.

2.10. Mt ca hng bn sn Latex v Semigloss. T l khch hng mua sn Latex l 75%;
trong c 60% khch hng mua km chi ln sn. T l khch hng mua sn Semigloss km
chi ln sn l 30%. Chn ngu nhin 1 khch hng mua 1 thng sn km chi ln sn, tnh
xc sut khch hng mua loi sn Latex.

2.11. Ti nh my sn xut cng 1 loi my thit b thy li, cc my 1,2,3 sn xut ln lt
25%, 35%, 40% sn phm ca nh my. T l ph phm ca 3 my ln lt l 5%, 4%, 2%.
Ly ngu nhin mt sn phm trong kho sn phm chung ca c nh my th thy l ph
phm. Tm xc sut ph phm l do my 1 sn xut.

2.12. Mt vn phng c 8 chic cha kha, nhng ch c 1 chic cha kha c th m c bt
k cn h no, cn li 7 cha kha hng. Khi dn khch i gii thiu, nhn vin vn phng
103
mang ngu nhin 3 chic cha kha. Nu 40% cn h c gii thiu, ang b kha, tm xc
sut nhn vin c th m c ca vo nh gii thiu cho khch hng.

2.13. Ti mt vng dn c, t l ngi trn 40 tui mc chng bnh ung th l 0,05. Xc sut
mt ngi mc bnh ung th b chun on l c bnh l 0,78 v xc sut mt ngi
khng mc bnh ung th b chun on l c bnh l 0,6. Tm xc sut mt ngi b chun
on l c bnh.

2.14. T 4 qu to , 5 qu to xanh, 6 qu to vng c bao nhiu cch chn ra 9 qu to
m mi mu u c 3 qu.

2.15. Mt l hng gm 12 chic tivi c 3 chic b hng. Mt khch sn mua 5 chic tivi, hi c
bao nhiu cch khch sn mua phi t nht 2 chic ti vi hng.

2.16. T mt nhm ngi gm 4 nam gii, 5 n gii, c bao nhiu cch thnh lp mt ban
gm 3 ngi
a) vi s lng nam n ty
b) vi 1 nam, 2 n
c) vi 2 nam, 1 n vi iu kin phi c 1 nam trong y ban ny

2.17. Kh nng mt bnh nhn hi phc sau ca phu thut tim l 0,8. Tm xc sut
(a) ng 2 trong s 3 bnh nhn phi phu thut tim cn sng st.
b) C 3 bnh nhn phi phu thut tim u sng st.

2.18. Mt lai thuc chng ni di c kh nng xc nh kt ti chnh xc 90% nghi phm.
Nu chn 1 nghi phm t 1 nhm nghi phm ch c 5% l thc s phm ti, kt qu xc nh
bng loi thuc ny kt lun anh ta phm ti. Tm xc sut anh ta v ti.

2.19. buc mi ngi phi li xe ng tc quy nh, cnh st t h thng ra a bn tc
4 v tr khc nhau trong thnh ph A, B, C, D vi thi gian hot ng ca mi h thng ra
a mi v tr tng ng l 40%, 30%, 20% v 30%. Mt ngi li xe qu tc quy nh
phi i qua mt trong cc v tr ny vi xc sut tng ng l 0,2; 0,1; 0,5; v 0,2. Tm xc sut
anh ta phi nhn bin lai pht?

2.20. a) C 2 l sn phm. L 1 c 15 chnh phm, 5 ph phm; l 2 c 16 chnh phm v 4
ph phm. T mi l ly ra ngu nhin 1 sn phm. Sau t 2 sn phm thu c li ly ngu
nhin ra 1 sn phm. Tm xc sut sn phm sau cng l chnh phm?
b) C 2 l sn phm, l 1 gm 12 chnh phm, 3 ph phm; l 2 gm 16 chnh phm, 7
ph phm. Ly h ha mt sn phm t l 2 chuyn sang l 1, sau t l 1 rt ngu nhin ra 1
sn phm. Tm xc sut sn phm ly sau cng l ph phm ?
104

2.21. Trong 1 lng, t l nam n l 12 : 13. Kh nng mc bnh bch tng nam l 0,6%, n
l 0,35.
a) Tnh t l mc bnh bch tng chung ca c lng.
b) Gp 1 ngi trong lng, ngi khng mc bnh. Tm xc sut ngi l nam?

2.22 C 40 x th, chia lm 3 nhm:
Nhm 1: gm 10 ngi, xc sut bn trng ch ca mi ngi l 0,75
a) Chn ngu nhin 1 ngi t 30 x th, tnh xc sut bn trng ch ca x th c chn
ra.
b) X th c chn ra bn th 1 vin v b trt, hi x th ny kh nng thuc nhm no
cao nht.
c) Chn ngu nhin mi nhm mt x th, mi ngi bn th 1 vin. Tnh xc sut c 3
ngi bn trt; c t nht 1 ngi bn trng.

2.23. Mt cng ty tuyn k s cng trnh qua 3 vng: vng 1 ly 50% k s , vng 2 ly 30%
k s qua vng 1, vng 3 ly 10% k s qua vng 2.
a) Tnh t l k s c chn.
b) Tnh xc sut 1 k s b loi vng 2, bit rng ngi b loi.

BI TP TUN 3
3.1. Tm c mi hm s sau l phn phi xc sut ca bin ngu nhin ri rc X:
(a) f(x) =c( x
2
+ 4 ) vi x =0, 1, 2, 3
(b) f(x) =
3
2 3
x x
cC C

vi x =0, 1, 2.

3.2. Mt kin hng gm 7 chic tivi trong c 2 chic b hng. Mt khch sn mua ngu
nhin 3 chic. Gi X l s chic b hng m khch sn mua, lp bng phn phi xc sut ca
X.

3.3. Rt ngu nhin lin tip 3 qun bi t mt b bi. Tm phn phi xc sut ca s qun
bch rt c.

3.4. Mt x th em 5 vin n bn th trc ngy thi bn. X th bn tng vin vi xc
sut trng tm l 0,95. Nu bn trng 3 vin th dng khng bn tip. Gi X l s vin x th
ny s dng. Lp bng phn phi xc sut ca X.

105
3.5. Mt thit b gm 3 b phn hot ng c lp vi nhau, xc sut trong khong thi gian t
cc b phn b hng tng ng l 0,2; 0,3; 0,4. Gi X l s b phn b hng. Tm phn phi xc
sut ca X

3.6. Mt hp cha 4 ng mt ho v 2 ng nm xu. Chn ngu nhin 3 ng tin. Tm phn
phi xc sut ca tng T ca 3 ng tin. Biu din phn phi xc sut ny di dng biu
xc sut.

3.7. Mt hp c 4 qu bng en v 2 qu bng xanh. Ly ngu nhin ln lt 3 qu bng theo
phng thc c hon li. Tm phn phi xc sut ca s qu bng xanh.

3.8. Phn phi xc sut ca X, trong X l s li trn 10 m vi si tng hp trong mt sc vi
c rng ging nhau, c cho bi bng sau:

X 0 1 2 3 4

F(x)
0,41 0,37 0,16 0,05 0,01

Tm hm phn phi tch ly ca X.

3.9. Mt cng ty u t pht hnh t tri phiu c k hn bin i theo nm. Gi T l k hn
tnh theo nm ca mt tri phiu c chn ngu nhin. Bit T c hm phn phi tch ly nh
sau:
<
<
<
<
=
7 , 1
7 5 , 4 / 3
5 3 , 2 / 1
3 1 , 4 / 1
1 , 0
) (
t
t
t
t
t
t F
Tm:
(a) P( T =5 ). (b) P( T >3 ). (c) P( 1,4 <T <6 ).

3.10. T l ngi tr li cc th cho hng qua ng bu in l mt bin ngu nhin lin tc
X c hm mt nh sau:

< <
+
=
) 1 , 0 ( ; 0
1 0 ;
5
) 2 ( 2
) (
x
x
x
x f
(a) Hy chng minh P( 0 <X <1 ) =1.
(b) Tm xc sut c t 1/4 n 1/2 s ngi c lin h tr li cc th cho hng ni trn.

3.11. Xt hm mt
106
, 0 1
( )
0, (0,1)
k x x
f x
x
< <
=

(a) Tm k.
(b) Tm ( ) F x v s dng n tnh (0,3 0,6) P X < < .
3.12 Thi gian (n v o: 100 gi) m mt gia nh cho chy mt chic my ht bi trong mt
<
< <
=
) 2 , 0 ( , 0
2 1 , 2
1 0 ,
) (
x
x x
x x
x f
a) Tm F(x)
b) Tm xc sut trong mt nm, mt gia nh cho chy my ht bi ca h
+ ) t hn 120 gi.
+) T 50 n 100 gi.
3.13. Thi gian ch tnh theo gi gia 2 ln bn lin tip ca mt thit b bn tc t s
dng cng ngh rada l mt bin ngu nhin lin tc c hm phn phi tch ly nh sau:
>

=

0 , 1
0 , 0
) (
8
x e
x
x F
x

Tm xc sut thi gian ch t hn 12 pht.
(a) S dng hm phn phi tch ly ca X.
(b) S dng hm mt xc sut ca X.

BI TP TUN 4
4.1. Cho phn phi xc sut ng thi ca X v Y l :
,
30
) , (
y x
y x f
+
= vi x =0,1,2,3 ; y =0,1,2.
Tm (a) ) 1 , 2 ( = Y X P (b) ) 1 , 2 ( > Y X P
(c) ) ( Y X P > (d) ) 4 ( = +Y X P .

4.2. T mt ti tri cy gm 3 qu cam, 2 qu to v 3 qu chui, ly ngu nhin ra 4 qu. Gi
X l s qu cam, Y l s qu to c ly ra, tm :
(a) Phn phi xc sut ng thi ca X v Y.
(b) | | A Y X P ) , ( , trong A l min { } 2 ) , ( + y x y x .

4.3. Gi s X l s ln gp s c ca mt c my iu khin bng s trong mt ngy, v Y l s
ln mt th my gii c gi. Bit phn phi xc sut ng thi ca X v Y l :

107
f(x,y) x 1 2 3
y 1 0,05 0,05 0,1
2 0,05 0,1 0,35
3 0 0,2 0,1
Tm :
(a) Phn phi bin duyn ca X.
(b) Phn phi bin duyn ca Y.
(c) P(Y =3| X =2).
(d) X, Y c c lp khng ?

4.4. Gi s X l s ln xut hin mt nga, Y l s ln xut hin mt nga tr i s ln xut
hin mt sp khi tung 3 ng xu. Tm phn phi xc sut ng thi ca X v Y ?

4.5. Mt ca hng ru t nhn t chc bn ru ti quy cho khch ngi trong t v trong
cc t trng by. Chn ngu nhin 1 ngy, gi X v Y ln lt l t l thi gian hot ng ca
quy ru v t ru. Bit hm mt ng thi ca X v Y l :

2
( )
( , ) 3
0
x y
f x y

, 0 1, 0 1 x y
, ti cc im khc

Tm (a) Hm mt bin duyn ca X.
(b) Hm mt bin duyn ca X.
(c) Xc sut thi gian hot ng ca quy ru nh hn mt na ngy.
(d) X, Y c c lp khng ?

4.6. Mt cng ty ko phn phi cc hp ko scla tng hp vi cc loi nhn kem, nhn b
cng v nhn ru . Gi s trng lng ca mi hp l 1kg, nhng trng lng ca tng loi
nhn kem, nhn b cng v nhn ru mi hp l khc nhau. Chn ngu nhin mt hp, gi
X v Y ln lt l trng lng ca ko scla nhn kem v ko scla nhn b cng trong hp
. Bit hm mt ng thi ca cc bin ngu nhin ny l:
=
0
24
) , (
xy
y x f

, 1 , 1 0 , 1 0 + y x y x
, ti cc im khc

(a) Tm xc sut trong mt hp c chn c lng scla nhn ru ln hn 1/2
trng lng ca hp.
(b) Tm hm mt bin duyn ca trng lng scla nhn kem.
108
(c) Tm xc sut trng lng ca ko scla nhn b cng trong mt hp t hn 1/8
kg bit rng trng lng ca ko scla nhn kem trong hp l 3/4 kg.
4.7. Gi s X v Y l tui th (tnh theo nm) ca hai b phn trong mt h thng in t. Bit
hm mt ng thi ca cc bin ngu nhin ny l:

=
+
0
) , (
) ( y x
e
y x f

, 0 , 0 > > y x
, ti cc im khc
Tm ) 2 1 0 ( = < < Y X P .

4.8. Mt cng ty sn xut thuc l m mi iu gm si thuc l Th Nh K, si thuc l
trong nc v cc loi si thuc l khc. Gi X, Y ln lt l t l si thuc l Th Nh K, si
thuc l trong nc trong mi iu thuc l. Gi s X, Y c hm mt xc sut ng thi nh
sau :

=
0
24
) , (
xy
y x f

, 1 , 1 0 , 1 0 + y x y x
, ti cc im khc

(a) Tm xc sut trong mt hp thuc l c chn, lng si thuc l Th Nh K
chim hn mt na iu thuc.
(b) Tm hm mt bin duyn ca t l si thuc l trong nc.
(c) Tm xc sut t l si thuc l Th Nh K t hn 1/8 nu bit rng t l si thuc
l trong nc l 3/4.

BI TP TUN 5
5.1. Phn phi xc sut ca bin ngu nhin ri rc X l
3
3
1 3
( ) , 0,1,2,3.
4 4
x x
x
f x C x
| | | |
= =
| |
\ . \ .

Hy tm trung bnh ca X.

5.2. Mt cng ty k ngh ln phi mua mt s my ch vo cui mi nm, s my phi mua
cn ty thuc vo tn s sa cha nhng my c nm trc. Gi s s my ch X phi mua
mi nm c phn phi xc sut l

X 0 1 2 3
f(x) 1/10 3/10 2/5 1/5
109
Nu gi ca loi my ch nh mua khng thay i v l 1200USD v c gim gi 50
2
X

vi mi ln mua, th cng ty ny k vng s phi b ra bao nhiu tin mua my ch vo cui
nm?

5.3. Gi X l bin ngu nhin vi phn phi xc sut nh sau:
X -3 6 9
f(x) 1/6 1/2 1/3
Hy tm k vng v phng sai ca bin ngu nhin
2
( ) (2 1) g X X = + .

5.4. Cho X l bin ngu nhin vi phn phi xc sut nh sau:

X 2 3 5
F(x) 0,3 0,2 0,5

Hy tm lch chun ca X.

5.5. Hm mt ca bin ngu nhin lin tc X, biu th tng s gi (theo n v 100 gi) m
mt gia nh s dng my ht bi trong mt nm nh sau
, (0;1)
( ) 2 , [1;2)
0, (0;1) [1;2)
x x
f x x x
x

Hy tm s gi s dng my ht bi trung bnh ca mt gia nh trong mt nm?

5.6. Bin ngu nhin lin tc X c hm mt l
, khi 0
( )
0, khi 0
x
e x
f x
x
>
=

Hy tm k vng ca bin ngu nhin
2 /3
( )
X
g X e = .

5.7. Thi gian, tnh theo n v pht, mt chic my bay nhn c giy php ct cnh ti
mt sn bay no l bin ngu nhin Y = 3X -2, trong X l bin ngu nhin c hm mt
/4
1/ 4 , 0
( )
0, 0
x
e x
f x
x
>
=

Hy tm gi tr trung bnh v phng sai ca bin ngu nhin Y.

5.8. Gi s thi gian, tnh theo pht, ca mt cuc in m X l mt bin ngu nhin vi
hm mt xc sut
/5
1
, 0
( ) 5
0, 0
x
e x
f x
x
>

110
Hy xc nh
(a) Thi gian trung bnh [E(X)] ca mt cuc in m.
(b) Tm phng sai v lch chun ca X.
(c) E(X +5)
2
.

5.9. Bit rng tui th X ca mt loi my nn, tnh theo n v gi, l bin ngu nhin vi
hm mt l
>
=

0 , 0
0 ,
900
1
) (
900 /
X
X e
X f
X

(a) Tm tui th trung bnh ca loi my nn ni trn;
(b) Tm E(X
2
);
(c) Tm phng sai v lch chun ca bin ngu nhin X.

BI TP TUN 6
6.1. Gi s X, Y l hai bin ngu nhin c lp vi phn phi xc sut ng thi nh sau

f(x, y) x: 2 4

Y
1 0,10 0,15
3 0,20 0,30
5 0,10 0,15
Tm
(a) Hm phn phi bin duyn ca X v Y
(b) E(2X 3Y);
(b) E(XY).
6.2. Cho bin ngu nhin 2 chiu vi bng phn phi xc sut ng thi nh sau:

f(x,y) x 20 40 60
10 3 0
y 20 2 4 2

30 2 5

(a) Tm .
(b) Tm hm phn phi bin duyn ca X v Y.
(c) Tnh h s tng quan ca X v Y.

6.3 Nu hm mt ng thi ca X v Y c cho nh sau
111
2
( 2 ), ( , ) (0;1) (1;2)
( , ) 7
0, ( , ) (0;1) (1;2)
x y x y
f x y
x y

Tm (a) K vng ca
3 2
( , ) ( / ) g X Y X Y X Y = + .
(b) Covaricance ca X v Y.

6.4. Tm covariance v h s tng quan ca cc bin ngu nhin X v Y bit hm mt
ng thi nh sau:
( ) ; ( , ) (0,1)x(0,1)
( , )
0 ; ( , ) (0,1)x(0,1)
x y x y
f x y
x y
+
=

BI TP TUN 7
7.1. Ti khu trung tm ca mt huyn no , 75% cc v trm cp l do mun c tin mua ma
tu. Hy tm xc sut trong 5 v trm cp tip theo ti trung tm huyn ny,
a) c ng 2 v l do mun c tin mua ma tu;
b) nhiu nht l 3 v do mun c tin mua ma tu.

7.2. Mt bc s c uy tn tuyn b rng 70% trong tng s ngi mc ung th phi l nhng
ngi ht thuc lin tc. Nu khng nh ca ng ta l ng:
a) Tm xc sut 10 bnh nhn mc ung th phi nhp vin gn y c di mt na
l ngi ht thuc l lin tc.
b) Tm xc sut 20 bnh nhn mc ung th phi nhp vin gn y c di mt na
l ngi ht thuc l lin tc.

7.3. Mt l hng gm 100 sn phm, trong c 10 ph phm. Ly ngu nhin ra 20 sn phm.
Tm xc sut trong 20 sn phm ly ra:
a) C 5 ph phm
b) C 10 u l ph phm
c) C ng 5 chnh phm

7.4. Tn hiu thng tin c pht 3 ln vi xc sut thu c mi ln pht l 0,4.
a) Tm xc sut ni thu nhn c tn hiu .
b) Nu mun ni thu nhn c tn hiu thng tin vi xc sut ln hn 95% th phi
pht ti thiu bao nhiu ln?

7.5. Mt chic my bay c th xut hin hai v tr A, B vi xc sut tng ng l 2/3, 1/3. C
3 phng n b tr 4 khu pho bn my bay nh sau:
Phng n 1: 3 khu t A, 1 khu t B
112
Bit rng xc sut bn trng my bay ca mi khu pho l 0,75, v cc khu pho hot ng
c lp vi nhau. Hy chn phng n tt nht.

7.6. Mt khu pho bn vo mc tiu vi xc sut bn trng l 0,8. Tm xc sut mc tiu b
tiu dit sau 3 ln bn lin tip, bit kh nng mc tiu b tiu dit khi c 1, 2, hoc 3 vin trng
tng ng l 0,2; 0,5; 0,8.

7.7. trnh s pht hin ca hi quan, mt hnh khch 6 vin ma tu vo mt ci chai
c ng 9 vin vitamin, cc vin thuc ny c hnh dng ht nh nhau. Nu cn b hi quan
chn ngu nhin 3 vin kim tra, th xc sut hnh khch ny b bt v ti vn chuyn ma tu
tri php l bao nhiu?

7.8. Mt l gm 10 qu tn la, rt ngu nhin 4 qu t l ny v bn th. Bit rng trong l
c 3 qu hng khng bn c. Tnh xc sut
a) c 4 qu u bn c
b) nhiu nht c 2 qu bn c

7.9. Mt nh khoa hc tim mt loi mm bnh vo mt s chut th nghim lin tc cho n
khi ng ta thy c 2 con b nhim bnh. Nu xc sut nhim bnh l 1/6, th xc sut cn
phi tim n con th 8 l bao nhiu?

7.10. Ba ngi mi ngi tung mt ng xu v ngi thu c kt qu khc vi hai ngi kia
s phi tr tin cafe. Nu tt c cc ng xu u cng mt mt th phi tung li. Tnh xc sut
ch phi tung t hn 4 ln.

7.11. Tm gi tr ca z nu din tch ca phn nm bn di ng cong chun v
(a) bn phi ca z l 0.3622; (b) bn tri ca z l 0.1131;
(c) gia 0 v z, vi z >0, l 0.4838; (d) gia z v z, vi z >0, l
0.9500.

7.12. Cho bin ngu nhin X tun theo phn phi chun vi trung bnh 18 v lch tiu
chun bng 2.5, tm
(a) ); 15 ( < X P (b) gi tr ca k tha mn
; 2236 . 0 ) ( = < k X P
(c) k tha mn ; 1814 . 0 ) ( = > k X P (d) ). 21 17 ( < < X P

7.13. Mt lut s i li hng ngy t nh ca anh ta thuc khu vc ngoi ti c quan ca anh
ta trung tm thnh ph. Thi gian trung bnh cho mt ln i l 24 pht, vi lch tiu chun
l 3.8 pht. Gi s thi gian ca mi ln i v c phn phi chun.
113
(a) Hi vi xc sut bng bao nhiu th mt ln i v mt t nht 1/2 h?
(b) Nu c quan anh ta m ca vo lc 9:00 sng v anh ta ri nh lc 8:45 hng ngy
th s ngy anh ta i mun chim bao nhiu phn trm?
c) Nu anh ta ri nh vo lc 8:35 v ti c quan anh ta c ph ch c phc v t 8:50
n 9:00 sng th xc sut mt ln no anh ta khng c phc v c ph l bao nhiu?

7.14. Ch s IQ ca 600 ngi np n xin hc mt trng i hc c phn phi xp x chun
vi trung bnh l 115 v lch tiu chun l 12. Nu trng i hc i hi ch s IQ phi t
t nht l 95, hi c bao nhiu sinh vin s b loi trong t tuyn chn h s ca h bi tiu ch
trn?

7.15. Mt ng xu c tung 400 ln. Dng ng cong chun xp x tm xc sut t c
(a) t 185 n 210 ln mt nga;
(b) chnh xc 205 ln mt nga;
(c) t hn 176 hoc nhiu hn 227 ln mt nga.

7.16. Mt cng ty thuc bit rng c khong 5% trong tng s nhng vin thuc h tr sinh
sn l gy hi n sc khe, v vy ngi ta phi thu li s thuc ny. Tnh xc sut c t
hn 10% trong s 200 vin thuc loi ny b thu hi.

BI TP TUN 8
8.1. Hm lng ca cao thuc l ca 8 nhn hiu c la chn ngu nhin t danh mc mi
nht do y ban thng mi lin bang pht hnh nh sau: 7,3; 8,6; 10,4; 16,1; 12,2; 15,1; 14,5
v 9,3 miligam. Hy tnh:
(a) trung bnh mu; (b) phng sai mu.

8.2. Cn th 100 qu trng ta c kt qu v khi lng X gam mi qu nh sau. Tnh khi
lng trung bnh v phng sai ca mu cho. Tm t l qu trng c khi lng nh hn
165gam.

Khi lng 150 160 165 170 180 185
S qu 4 16 25 30 15 10
8.3. Kim tra hai mn Ton v L t mt nhm hc sinh c chn ngu nhin t 1 lp ta c
kt qu im (X, Y) nh sau. Tnh ,
X
x s ,
Y
y s :
X 7 4 8 5 7 8 7 6 10 6
Y 6 4 6 6 9 7 4 7 8 7

114
8.4. Nghin cu mi quan h gia X l thng tui v Y l khi lng (kg) ca 1 loi ging thu
c bng s liu sau. Tnh ,
X
x s ,
Y
y s :
X 4 5 6 7
1 3 6 5
2 4 4
3 4 2 5
4 5 7

8.5. Mt loi ren c sn xut c cng ko cng 78.3kg v lch chun 5.6kg. Phng
sai ca gi tr trung bnh mu thay i th no khi c mu c:
(a) Tng t 64 ln 196? (b) Gim t 784 xung 49

8.6. Chiu cao ca cc sinh vin c coi l mt bin ngu nhin c phn phi chun vi gi
tr trung bnh 174,5cm v lch chun 6,9cm. Nu 200 mu ngu nhin c c 25 c ly t
tng th ny v cc gi tr trung bnh c ghi li chnh xc n phn chc ca mt centimet,
hy xc nh:
(a) Gi tr trung bnh v lch chun ca phn phi ly mu X ;
(b) S lng cc gi tr trung bnh mu nm trong khong 172.5 v 175.8cm;
(c) S lng cc gi tr trung bnh mu di 172.0cm.

8.7. Phn phi ca chiu cao ca mt ging ch sc ( terrier dog ) c chiu cao trung bnh
72cm v lch chun 10cm, trong khi phn phi ca chiu cao mt ging ch x c chiu
cao trung bnh 28cm vi lch chun 5cm. Gi thit rng cc gi tr trung bnh mu c th
c o n bt k chnh xc no, tm xc sut khi gi tr trung bnh mu cho mu ngu
nhin cc chiu cao ca 64 ch sc ln hn gi tr trung bnh mu i vi mt bin ngu nhin
c chiu cao ca 100 ch x ti a l 44,2 cm.

8.8. i vi phn b Khi-bnh phng, tm
2
vi:
(a)
2 2
P(X ) 0,99 khi v=4;
> =

(b)
2 2
P(X ) 0,025 khi v=19;
> =
(c)
2 2
P( X 23,209) 0,015 khi v=10.
< < =

8.9. Cc kt qu ca mt trc nghim chn ngh dnh cho cc sinh vin nm th nht trong 5
nm qua c phn b chun vi trung bnh =74 v phng sai
2
=8.
2
= 8 c l mt gi tr c
hiu lc ca phng sai hay khng nu mt mu ngu nhin 20 sinh vin tham gia k kim tra
Y
115
trc nghim ny thu c gi tr s
2
=20?
8.10. Mt cng ty sn xut cng b pin c dng trong cc tr chi in t ca h s ko di
trung bnh 30 gi ng h. duy tr mc trung bnh ny, mi thng tin hnh kim tra 16 pin.
Nu gi tr tnh ton t gim xung trong khong t
0.025
v t
0.025
, cng ty hi lng vi tuyn b
ca mnh. Cng ty rt ra kt lun g qua mt mu c s bnh qun x 27,5 = gi v lch
chun s=5 gi? Gi thit phn b tui th pin l chun.

8.11. Mt tng th chun c phng sai cha bit, c trung bnh 20. C th thu c mt mu
ngu nhin c 9 ca tng th c trung bnh mu 24 v lch chun mu 4.1 hay khng? Nu
khng, bn c kt lun g?

8.12. Nh sn xut nhn hng thanh ng cc t cht bo cng b hm lng cht bo ha tan
trung bnh ca h l 0,5gam. Trong mt mu ngu nhin 8 thanh ng cc nhn hiu ny lng
cht bo ha tan l 0,6; 0,7; 0,7; 0,3; 0,4; 0,5; 0,4 v 0,2. Bn c ng vi tuyn b ny
khng?

8.13. Xem xt cc gi tr o cng sut sinh nhit ca than do hai m sinh ra (tnh theo triu
calo mi tn):
M 1: 8260 8130 8350 8070 8340
M 2: 7950 7890 7900 8140 7920 7840
C th kt lun c hai phng sai tng th chnh bng nhau khng?

8.14. Nu s trn bo nh hng n khu vc pha ng nc M hng nm l mt bin ngu
nhin c phn phi Poisson c =6, tm xc sut vng ny s b nh hng bi
(a) ng 15 trn bo trong 2 nm; (b) Ti a 9 trn bo trong 2 nm.

BI TP TUN 9
9.1. Mt cng ty in sn xut cc bng n c tui th tun theo phn phi chun vi lch
chun 40 gi. Nu mt mu 30 bng c tui th trung bnh l 780 gi, hy xc nh khong tin
cy 96% i vi k vng tng th ca tt c cc bng in do cng ty ny sn xut .
Mu cn ln bao nhiu nu chng ta mong mun rng vi tin cy 96% , trung bnh mu
s sai khc vi gi tr trung bnh tng th khng qu 10 gi.

9.2. Chiu cao ca mt mu ngu nhin 50 sinh vin i hc cho thy c gi tr trung bnh
174.5cm v lch chun 6.9cm.
(a) Xc nh khong tin cy 98% cho chiu cao trung bnh ca tt c sinh vin ;
(b) Chng ta c th khng nh iu g vi tin cy 98% v sai s nu chng ta c
lng chiu cao trung bnh ca tt c cc sinh vin l 174.5cm

9.3. Mt chuyn gia mun xc nh thi gian trung bnh cn khoan 3 l trn mt kha kim
116
loi. Anh y cn mu ln th no tin cy 95% rng trung bnh mu ca anh y s nm trong
khong 15 giy ca trung bnh chn thc? Gi thit rng trong cc nghin cu trc ch ra
=40 giy.

9.4. Mt my sn xut cc mnh kim loi c hnh tr. Mt mu cc mnh c ly ra v cc
ng kinh l 1.01, 0.97, 1.03, 1.04, 0.99, 0.98, 0.99, 1.01 v 1.03cm. Xc nh khong tin cy
99% i vi ng knh trung bnh ca cc mnh c sn xut ra, gi thit ng knh c
phn phi xp x chun.

9.5. Mt mu ngu nhin 12 cht nghin c ly trong mt nghin cu v cng Rockwell
ca u trn cht. Cc ln o c tin hnh ln lt cho 12 cht, cho gi tr trung bnh 48.50
vi lch chun mu 1.5. Gi thit cc gi tr o c phn phi chun, xc nh mt khong
tin cy 90% cho cng Rockwell trung bnh.

9.6. Mt mu ngu nhin kch thc n
1
=25 c ly t mt tng th c phn phi chun c
lch chun
1
=5 v gi tr trung bnh 1 x 80 = . Mt mu ngu nhin th hai kch thc n
2
=6
c ly t mt tng th khc cng c phn phi chun vi lch chun
2
=3, v gi tr trung
bnh 2 x 75 = . Xc nh khong tin cy 94% cho
1 2
.

9.7. Trong mt phn ng ha hc, hai cht xc tc c so snh v tc ng ln hiu sut ca
qu trnh phn ng. Mt mu 12 phn ng c s dng cht xc tc 1 v mt mu 10 phn
ng c s dng cht xc tc 2. 12 mu s dng cht xc tc 1 cho khi lng bnh qun 85
vi lch chun mu 4 v khi lng bnh qun cho mu th hai l 81 vi lch chun 5.
Xc nh khong tin cy 90% cho hiu s gia cc trung bnh tng th, gi thit cc tng th c
phn phi xp x chun vi cc gi tr phng sai bng nhau.

9.8. D liu sau y, c ghi nhn theo ngy, th hin khong thi gian hi phc i vi cc
bnh nhn c iu tr ngu nhin bng mt trong hai loi thuc iu tr nhim trng bang
quang nng:
Loi
thuc 1
Loi
thuc 2
1
1
2
1
n 14
x 17
s 1,5
=
=
=

2
2
2
2
n 16
x 19
s 1,8
=
=
=

Xc nh khong tin cy 99% cho hiu s
1 2

v hiu thi gian hi phc trung bnh
cho hai loi thuc, gi thit cc tng th c phn phi chun vi phng sai bng nhau.

9.9. Trong mt nghin cu c tin hnh ti Hc vin bch khoa Virginia v i hc tng hp
117
bang v pht trin ca ectomycorrhizal, mt mi quan h cng sinh gia cc r cy v nm
trong cc khong cht c chuyn t nm sang cy v ng t cy sang nm, 20 cy
ging si min Bc b nm Pisolithus tinctorus c trng trong nh knh. Tt c cc cy
ging u c trng trong cng mt loi t v c mc chiu sng v nc nh nhau. Mt
na khng nhn c nit trong thi gian trng lm cy i chng v s cn li nhn c
368 phn triu nit di dng NaNO
3
. Cc trng lng gc c xc nh bng gam trong
ngy cui cng ca 140 ngy nh sau:
Khng c Nit C Nit
0,32 0,26
0,53 0,43
0,28 0,47
0,37 0,49
0,47 0,52
0,43 0,75
0,36 0,79
0,42 0,86
0,38 0,62
0,43 0,46
Xc nh khong tin cy 95% cho hiu s trong cc trng lng gc trung bnh gia cc
cy ging khng nhn nit v cc cy c nhn c 368 phn triu nit. Gi thit rng cc tng
th c phn b chun vi cc phng sai bng nhau.

BI TP TUN 10
10.1. (a) Mt mu ngu nhin 200 c tri c la chn v 114 c xc nh ng h mt ng
vin. Xc nh khong tin cy 96% cho t l c tri ng h cho ng vin .
(b) Chng ta c th khng nh iu g vi tin cy 96% v ln ca sai s nu
chng ta c lng t l c tri ng h l 0,57.
(c) Cn mt mu ln nh th no nu chng ta mun vi tin cy 96%, t l mu s
sai khc so vi t l tng th khng qu 0,02 t l tng th.

10.2. Trong mt mu ngu nhin 1000 h gia nh trong 1 thnh ph ngi ta thy c 228
ngi c cp du un. Xc nh khong tin cy 99% cho t l s gia nh trong thnh ph
c cp du un.

10.3. (a) Theo mt thng bo trn Roanoke Times & Word News, 2/3 trong s 1600 thanh
nin c phng vn qua in thoi cho bit h cho rng chng trnh tu con thoi khng gian
l mt khon u t tt ca Chnh ph. Xc nh khong tin cy 95% cho t l thanh nin M
ngh rng chng trnh ny l 1 cch u t tt ca Chnh ph.
(b) Chng ta c th khng nh iu g v ln c th ca sai s nu chng ta c
lng t l thanh nin M cho rng chng trnh ny tt l 2/3 vi tin cy 95%.
118

10.4. Trong mt bi bo cho thy 32% trong s 1600 thanh nin c phng vn ti M cho bit
chng trnh khng gian ca M cn tp trung vo khm ph khoa hc. Cn mt mu kch thc
bao nhiu trong mt cuc phng vn nh vy nu mun tin cy 95% rng t l c lng sai khc
so vi t l tng th khng qu 2%.

10.5. Mt nghin cu tin hnh c lng t l dn c trong mt s thnh ph v ngoi ng h
vic xy dng nh my in ht nhn. Cn mt mu ln bao nhiu nu mun rng vi tin cy
95%, t l c lng nm trong khong 0,04 t l chn thc s dn c trong thnh ph v ngoi
ng h xy dng nh my.

10.6. Mt nh nghin cu gien quan tm n t l nam gii v n gii trong tng th b ri lon tiu
cu. Trong mt ngu nhin gm 1000 nam gii, 250 c xc nh b ri lon tiu cu, tri li c
275 ngui b ri lon tiu cu trong 1000 n gii c kim tra. Tnh khong tin cy 95% cho s
khc nhau gia t l gia nam gii v n gii b bnh ny.

10.7. Mt th nghim lm sng c tin hnh xc nh liu mt loi thuc tim chng c nh
hng ln t l ly lan ca mt bnh hay khng. Mt mu gm 1000 con chut c nui trong
mi trng i chng trong thi gian 1 nm v 500 con chut c tim chng. Trong nhm khng
c tim thuc c 120 b mc bnh, trong khi 98 trong s c tim chng nhim bnh . Nu
chng ta gi p
1
l xc sut b nhim bnh trong s chut khng c tim chng v p
2
l xc sut
nhim bnh sau khi tim thuc, tnh khong tin cy 90% cho p
1
p
2
.

10.8. Mt nghin cu kho st trn 1000 sinh vin kt lun rng c 274 sinh vin chn i bng
chy chuyn nghip A l i yu thch ca mnh. Trong nm 1991, nghin cu tng t cng c
tin hnh trn 760 sinh vin. Kt lun rng 240 sinh vin trong s cng chn i bng chy
chuyn nghip A l i bng yu thch ca h. Tm khong tin cy 95% cho s khc nhau ca hai
t l trn trong hai nm . S khc nhau c ng k khng?

BI TP TUN 11
11.1. Mt hng sn sut bng n, c tui th trung bnh ca bng l xp x phn phi chun
vi k vng 800 gi v lch chun 40 gi. Kim nh gi thuyt 800 = gi vi i thuyt
800 gi nu mt mu ngu nhin gm 30 bng c tui th trung bnh l 778 gi. Mc
ngha 0,04.

11.2. Chiu cao trung bnh ca n sinh nm th nht ti mt trng cao ng l 162,5 cm v
lch chun 6,9 cm. C th tin c hay khng rng c s thay i cao trung bnh nu
mu ngu nhin gm 50 n sinh c chiu cao trung bnh 165,2 cm? Cho mc ngha l 0,01.

11.3. Kim nh gi thuyt rng th tch ca cc hp ng loi du nhn no l 10 lt, nu
t mu ngu nhin gm 10 hp ta c cc th tch l:
119
10,2 9,7 10,1 10,3 10,1 9,8 9,9 10,4 10,3 9,8.
S dng mc ngha 0,01 v gi s phn phi ca th tch l chun.

11.4. Cc th nghim cho thy, thi gian hc sinh ph thng lm mt bi kim tra chun
ha, l mt bin ngu nhin c phn phi chun vi k vng l 35 pht. Qua mu gm 20 hc
sinh, ngi ta thy thi gian trung bnh cc em hon thnh bi thi l 33,1 pht vi lch
4,3 pht. Vi mc ngha 0,05 hy kim nh gi thuyt 35 = pht vi i thuyt 35 <
pht.

11.5. Mt mu ngu nhin c
1
25 n = , ly t phn phi chun vi
1
5,2 = c trung bnh mu
1 81 x = . Mt mu khc c
2
36 n = , ly t phn phi chun vi
2
3,4 = c trung bnh mu
2 76 x = . Kim nh gi thuyt
1 2
= vi i thuyt
1 2
. Mc ngha 0,05.

11.6. Mt hng sn xut xe hi mun xc nh xem, nn dng loi lp A hay B cho loi xe
mi ca h. H thc hin th nghim vi 12 chic lp mi loi, v ghi li s km i c n
khi phi thay lp. Kt qu nh sau:
Loi A: 1 37900 x = km ;
1
5100 s = km.
Loi B: 2 39800 x = km ;
1
5900 s = km.
Hy kim nh gi thuyt rng khng c s khc bit gia hai loi lp, vi mc ngha 0,05.
Gi s cc phn phi u chun, vi phng sai bng nhau.

11.7. Mt mu gm 32 ph n ang c thai vo giai on 3 thng cui ca thai k, c tui
t 15 n 32, c chia lm hai nhm ht thuc v khng ht thuc. Ngi ta o nng axit
huyt tng ascorbic (mg/ml) trong mu ca h, khi h cha n sng hay cc n cha axit
ny, c s liu sau:
Ht thuc: 0,48 0,71 0,98 0,68 1,18 1,36 0,78 1,64
Khng ht: 0,97 0,72 1,00 0,81 0,62 1,32 1,24 0,99 0,90 0,74 1,24
0,88 0,94 1,16 0,86 0,85 0,58 0,57 0,64 0,98 1,09 0,92 0,78 1,18
Gi s cc s liu tun theo phn phi chun vi phng sai bng nhau. Kim nh xem c s
sai khc ng k no gia nng ascorbic trung bnh ca hai nhm ht thuc v khng ht
thuc khng? Mc ngha 0,005.

11.8. Nm mu qung st, mi mu c chia thnh hai phn, ri ln lt c xc nh hm
lng st bng hai cch l dng tia X v dng phn tch ha hc, kt qu thu c l
S th t mu
Cch phn tch 1 2 3 4 5
Tia X 2,0 2,0 2,3 2,1 2,4
Phn tch ha hc 2,2 1,9 2,5 2,3 2,4
Gi s cc s liu mi cch phn tch tun theo phn phi chun, phng sai bng nhau. Hy
120
kim nh rng hai phng php cho kt qu ging nhau, vi mc ngha 0,05?

BI TP TUN 12
12.1. Mt chuyn gia marketing ca cng ty sn xut m ng tin rng, 40% ngi thch m ng
hn lasagna (mt loi mn n). Qua phng vn 200 ngi, th c 90 ngi thch m ng hn.
C th kt lun g v khng nh ca chuyn gia, vi mc ngha 0,05?

12.2. Gi s trc y, c 40% ngi trng thnh ng h n t hnh. C th tin c hay
khng, rng t l ngi ng h n t hnh ngy nay tng ln, nu trong mu ngu nhin gm
15 ngi th c 8 ngi ng ? S dng mc ngha 0,05.

12.3. Mt cng ty xng du khng nh 1/5 s nh trong thnh ph no c si bng du.
C th nghi ng khng nh ny khng, nu trong mt mu ngu nhin gm 1000 ngi nh, th
c 136 ngi nh c si bng du? Dng mc ngha 0,01.

12.4. Ti mt trng cao ng no , ngi ta c tnh rng nhiu nht l 25% sinh vin ti
trng bng xe p. iu ny c hp l khng, nu trong mu gm 90 sinh vin c 28 bn ti
trng bng xe p? S dng mc ngha 0,05.

12.5. Trong mt mu ngu nhin gm 200 ph n trng thnh sng thnh th, c 20 ngi
mc ung th v. Con s ny l 10 trn 150 ph n sng nng thn c chn ngu nhin.
Liu c th kt lun, vi mc ngha 0,06 rng, bnh ung th v l thng gp hn thnh th
khng?

12.6. Mt nh di truyn hc quan tm ti t l nam v n trong dn s b mc chng ri lon
mu. Trong mu ngu nhin gm 100 nam gii, c 31 ngi mc chng ny; v trong 100 n
gii c 24 ngi mc. C th kt lun vi mc ngha 0,01 rng, t l nam gii mc chng ri
lon mu ln hn so vi t l n gii mc chng ny khng?

12.7. Mt nghin cu c thc hin xem c phi nhiu ngi hn ngi M thch sm-
panh trng hn sm-panh trong ngy ci khng. Chn ngu nhin 300 ngi , thy c 72
ngi thch sm-panh trng; v chn 400 ngi M, th 70 ngi thch sm-panh trng hn
sm-panh . Vy c th kt lun t l ngi thch sm-panh trng trong ngy ci l cao
hn so vi ngi M khng? Dng mc ngha 0,05.

12.8. Mt nghin cu ca Khoa Gio dc th cht, trng i hc Virginia nhm xc nh
xem sau 8 tun luyn tp, lng cholesterol ca nhng ngi tham gia luyn tp c thc s
gim khng. Mt nhm 15 ngi tham gia luyn tp 2 ln mt tun. Mt nhm khc gm 18
ngi vi tui tng t, khng tham gia luyn tp. Sau 8 tun, lng cholesterol c ghi
li nh sau:
121
Nhm luyn tp: 129 131 154 172 115 126 175 191 122 238 159
156 176 175 126
Nhm khng luyn tp: 151 132 196 195 188 198 187 168 115
165 137 208 133 217 191 193 140 146
Ta c th kt lun, vi mc ngha 5% rng, lng cholesterol thc s s gim sau khi thc
hin chng trnh luyn tp khng?

12.9. Mt nghin cu c thc hin bi Trung tm Thy li v c phn tch bi Trung tm
Thng k, thuc i hc Virginia, nhm so snh hai thit b x l nc thi. Thit b A c
t vng dn c c thu nhp trung bnh di 22000$/nm. Thit b B c t vng dn c
c thu nhp trung bnh trn 60000$/nm. Lng nc thi c x l bi mi thit b (tnh
theo nghn ga-lng/ ngy) c o trong 10 ngy nh sau:
Thit b A: 21 19 20 23 22 28 32 19 13 18
Thit b B: 20 39 24 33 30 28 30 22 33 24
Vi mc ngha 5%, c th kt lun rng lng nc thi trung bnh c x l vng c thu
nhp cao l ln hn t vng c thu nhp thp khng?

BI TP TUN 13
13.1. Ti Vin Bch khoa v i hc Tiu bang Virginia tin hnh mt cuc nghin cu xc
nh liu cc s o sc mnh cnh tay tnh c nh hng n c im lc nng ng lc ca
mt ngi hay khng. C 25 ngi tham gia th nghim sc mnh ca h v sau c
yu cu thc hin th nghim nng c t trong c t c nng qua u bng lc nng ng
lc. S liu nh sau:

i
tng
Sc
mnh
cnh tay,
x
Lc nng
ng lc, y
i
tng
Sc
mnh
cnh tay,
x
Lc nng
ng lc,
y
1 17,3 71,7 14 29,6 78,3
2 19,3 48,3 15 29,9 60,0
3 19,5 88,3 16 29,9 71,7
4 19,7 75,0 17 30,3 85,0
5 22,9 91,7 18 31,3 85,0
6 23,1 100,0 19 36,0 88,3
7 26,4 73,3 20 39,5 100,0
8 26,8 65,0 21 40,4 100,0
9 27,6 75,0 22 44,3 100,0
10 28,1 88,3 23 44,6 91,7
11 28,2 68,3 24 50,4 100,0
122
12 28,7 96,7 25 55,9 71,7
13 29,0 76,7

(a) c lng v cho ng hi quy tuyn tnh x
x Y
+ = .
(b) Tm mt c lng im ca
30 Y
.

13.2. Trong mt loi mu th kim loi xc nh, ng sut chun trn mt mu th c lin quan v
mt chc nng n sc bn ct. Di y l tp hp s liu th nghim c m ha theo
2 bin s:
ng sut chun, x Sc bn ct, y
26,8 26,5
25,4 27,3
28,9 24,2
23,6 27,1
27,7 23,6
23,9 25,9
24,7 26,3
28,1 22,5
26,9 21,7
27,4 21,4
22,6 25,8
25,6 24,9
(a) c lng ng hi quy x
x Y
+ = .
(b) Tnh sc bn ct cho ng sut chun 24,5 kg/cm
2
.
(c) Tnh
2
s
(d) Xy dng khong tin cy 95% cho ?

13.3. S lng hp cht ha hc y ha tan trong 100g nc ti cc nhit bin thin x, c ghi
li nh sau:
x (
o
C) y (gram)
0 8 6 8
15 12 10 14
30 25 31 24
45 31 33 28
60 44 39 42
75 48 51 44

(a) Tm phng trnh ng hi quy.
(b) V ng hi quy trn th im.
123
(c) Tnh lng ha cht s ha tan trong 100g nc nhit 50
o
C.
(d) Tnh s
2

(e) Kim tra gi thit = 0 so vi kh nng 0 ti mc ngha 0,05 v gii thch quyt nh
cui cng.
(f) Xy dng khong tin cy 95% cho .

BI TP TUN 14
14.1. Bi tp 13.2. S dng gi tr s
2
tm c tnh:
(a) Khong tin cy 95% cho bn ct trung bnh khi x =24,5;
(b) Khong d bo 95% cho mt gi tr d on n v ca bn ct x =24,5;
14.2. Bi tp 13.3. S dng gi tr s
2
tm c tnh:
(a) Khong tin cy 99% cho lng ha cht trung bnh s ha tan trong 100g nc ti nhit
50
o
C;
(b) Khong d bo 99% cho lng ha cht s ha tan trong 100 g nc ti nhit 50
o
C.
14.3. (a) Tm hm c lng bnh phng ti thiu cho thng s trong phng trnh tuyn tnh
sau: x
x Y
= .
(b) c lng ng hi quy i qua im gc cho cc s liu sau:
X 0,5 1,5 3,2 4,2 5,1 6,5
Y 1,3 3,4 6,7 8,0 10,0 13,2

14.4. Gi s rng Bi tp 1 vn cha bit liu ng hi quy thc c i qua im gc hay khng.
Hy tnh m hnh tuyn tnh x
x Y
+ = v kim tra gi thit = 0 ti mc ngha 0,10 so vi
kh nng 0.

Bài giảng toán V

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Bài giảng toán V

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Bi ging Ton V cho K53-2012-2013 V Mnh Ti

cch thc hin, th s cch thc

cch thc hin, th s cch

= ! V d: C bao nhiu cch xp 10

+ < < < <

< < <

P , bin ngu nhin ny l

v cng c gi l trung bnh mu.

> = Do tnh i xng ca

. V d nh gi tr x ca thng k X , c tnh t mt mu c n, l mt c lng im ca

dng c lng tham s tng th t chnh xc tuyt i, nhng ta

c gi l c lng khng chch ca tham s

vi mi mu c th v phn phi xc sut ca

ta tra bng A.3, vi gi tr din tch 1- / 2

ta tra bng A.4 (tra trc tip vi gi tr / 2 ).

l gi tr ca z sinh ra mt din tch / 2 v bn phi ca n.

l gi tr z sinh ra mt din tch / 2 v bn phi ca n.

l gi tr z sinh ra mt din tch / 2 v bn phi ca n.

P gi l ch tiu kim nh. Tp cc gi tr ca

P c chia lm 2 min: 1 min m gi tr

P nm trong min bc b, y gi l sai lm loi

(bi ton 2 pha) hoc z

l gi tr ca phn phi t vi 2 n bc t do.

l gi tr ca phn phi t vi n 2 bc t do.

l ca gi tr ca phn phi t vi n 2 bc t do.

l gi tr ca phn phi t vi n 2 bc t do.

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