PHNG PHP THNG K & PHN TCH D LIU

NI DUNG CHNH
D liu & Ngun d liu Cc i lng c trng ca Thng k Phn phi mu, c lng im, c lng khong Kim nh Hi qui
2

THNG K V NG DNG TRONG KINH DOANH V KINH T

Thng k l mt Ngh thut v Khoa hc v:
Thu thp Phn tch Trnh by V gii thch D LIU

THNG K V NG DNG TRONG KINH DOANH V KINH T

Vn qun l Thc t M hnh ha bi ton qun l Cu hi nh qun l phi gii quyt Bi ton thng k c lin quan Cng c phn tch thng k Gii quyt bi ton qun l Tr li cu hi ca nh qun l Li gii cho bi ton thng k

Cu hi mi

D LIU
D liu
D liu l cc s kin v con s c thu thp, phn tch v tng kt trnh by v gii thch Tp d liu l tt c cc d liu c thu thp cho mt nghin cu c th

D LIU
Cc phn t, cc bin v cc quan st
Phn t l tan b thc th da vo d liu c thu thp Bin l cc c tnh c quan tm i vi cc phn t Quan st l tp cc i lng o lng c thu thp i vi mt phn t c th

Cu hi?
Tham kho Bng 1.1: B D LIU CA 25 LAI CHNG KHAN: C bao nhiu phn t trong b d liu ny ? C bao nhiu bin trong b d liu ny? C bao nhiu quan st trong b d liu ny? C bao nhiu s lng d liu trong b d liu ny?
7

D LIU
Observation

Variables

Company Dataram EnergySouth Keystone LandCare Psychemedics

Elements

Stock Annual Earn/ Exchange Sales($M) Sh.($) AMEX OTC NYSE NYSE AMEX 73.10 74.00 365.70 111.40 17.60 0.86 1.67 0.86 0.33 0.13
Datum
8

Data Set

D LIU
Thang o
Xc nh lng thng tin c trong d liu v ch ra s tng kt d liu v phn tch thng k no l thch hp nht Thang o ch danh Thang o th t Thang o khong Thang o t l

D LIU
Thang o ch danh
S dng nhn hiu hoc tn nhn dng mt thuc tnh ca phn t bng s hoc khng bng s

Thang o th t
C c tnh ca thang o ch danh v c th dng sp hng hoc th t d liu bng s hoc khng bng s

Thang o khong
C c tnh ca thang o th t v khong cch gia cc quan st c din t di dng cc n v o lng c nh lun lun bng s

Thang o t l
C c tnh ca thang o khong v t l ca 2 gi tr l c ngha lun lun bng s (Cha gi tr Zero C ngha l khng c g) 10

D LIU
D liu nh tnh so vi nh lng D liu nh tnh
D liu nh tnh l cc nhn hiu hay tn c dng nhn dng v c trng cho mi phn t BIn nh tnh l bin vi d liu nh tnh D liu nh tnh s dng thang o ch danh hoc thang o th t; c th o bng s hoc khng bng s
11

D LIU
D liu nh tnh so vi nh lng D liu nh lng
D liu nh lng l d liu cho bit s lng bao nhiu ca mt i lng no Bin nh lng l bin vi d liu nh lng D liu nh tnh s dng thang o khong hoc thang o t l; lun o bng s
12

D LIU
D liu nh tnh so vi nh lng S khc nhau gia d liu nh lng v nh tnh
Cc php tnh s hc thng thng ch c ngha i vi d liu nh lng Tuy nhin, khi d liu nh tnh c ghi nhn nh cc gi tr bng s th cc php tnh s hc s cho ra cc kt qu khng c ngha
13

Cu hi ?
Hy pht biu xem cc bin sau y bin no l bin nh tnh, bin no l bin nh lung v hy ch ra thang o thch hp cho mi bin. Tui Gii tnh Th hng trong lp Nhit Thu nhp
14

D LIU
D liu cho v d liu chui thi gian
D liu cho l cc d liu c thu thp trong cng hay gn cng mt thi im D liu chui thi gian l cc d liu c thu thp trong cc thi im lin tip nhau
15

NGUN D LIU
Ngun d liu c th thu thp t:
Cc ngun hin c: Internet tr thnh mt ngun d liu quan trng Cc nghin cu thng k: Nghin cu th nghim Nghin cu quan st

16

THNG K M T
Thng k m t: Thu thp, Tng kt v M t d liu Cc phng php c s dng tng kt d liu: Lp Bng Th Bng s

17

THNG K M T
Thng k m t:
Cc tham s thng k Tn s Phn phi xc sut

18

THNG K SUY DIN

Tng th l tp tt c cc phn t cn quan tm trong mt nghin cu c th Mu l mt tp con ca tng th Thng k suy din: l qu trnh s dng d liu thu thp c t mu c lng hoc kim nh cc gi thuyt thng k v cc c trng ca tng th

19

THNG K SUY DIN

Ly Mu

Tng th N

Mu n

c Lng Kim nh gi thuyt

20

CC BIU & THNG S C TRNG CA TP D LIU

21

TNG KT D LIU NH TNH

Phn phi tn s
Phn phi tn s l mt bng tng kt mt tp d liu trong trnh by tn s (hay s) ca cc gi tr quan st c trong mi lp ca cc lp khng trng ln nhau

22

TNG KT D LIU NH TNH

D LIU T MT MU GM 50 LON NC GII KHT Coke Classic Diet Coke Pepsi-Cola Diet Coke Coke Classic Coke Classic Dr.Pepper Diet Coke Pepsi-Cola Pepsi-Cola Coke Classic Dr.Pepper Sprite Coke Classic Diet Coke Coke Classic Coke Classic Sprite Coke Classic Diet Coke Coke Classic Diet Coke Coke Classic Sprite Pepsi-Cola Coke Classic Coke Classic Coke Classic Pepsi-Cola Coke Classic Sprite Dr.Pepper Pepsi-Cola Diet Coke Pepsi-Cola Coke Classic Coke Classic Coke Classic Pepsi-Cola Dr.Pepper Coke Classic Diet Coke Pepsi-Cola Pepsi-Cola Pepsi-Cola Pepsi-Cola Coke Classic Dr.Pepper Pepsi-Cola Sprite
23

TNG KT D LIU NH TNH

PHN PHI TN S CA LON NC GII KHT Nc gii kht Coke Classic Diet Coke Dr.Pepper Pepsi-Cola Sprite Tng Tn s 19 8 5 13 5 50
24

TNG KT D LIU NH TNH

Phn phi tn s tng i v tn s phn trm
Phn phi tn s tng i: Mt bng tng kt tp mt d liu trong trnh by tn s tng i ngha l, t s ca tng s cc gi tr quan st c trong mi lp ca cc lp khng trng ln nhau Tn s tng i ca 1 lp = Tn s ca 1 lp / n Tn s phn trm = Tn s tng i* 100
25

TNG KT D LIU NH TNH

Phn phi tn s tng i v tn s phn trm
Phn phi tn s tng i: Mt bng tng kt tp mt d liu trong trnh by phn trm ca tng s cc gi tr quan st c trong mi lp ca cc lp khng trng ln nhau
26

TNG KT D LIU NH TNH

PHN PHI TN S TNG I v PHN TRM CA LON NC GII KHT Nc gii kht Coke Classic Diet Coke Dr.Pepper Peppsi-Cola Sprite Tng Tn s tng i .38 .16 .10 .26 .10 1.00 Tn s phn trm 38 16 10 26 10 100

27

TNG KT D LIU NH TNH

Biu hnh thanh v biu hnh trn
BIU HNH THANH CA NC GII KHT
20 18 16 14 12 10 8 6 4 2 0 Coke Classic Diet Coke Dr. Pepper
N c gii kht

Tn s

Pepsi- Cola

Sprite

28

TNG KT D LIU NH TNH

Biu hnh thanh v biu hnh trn
BIU HNH TRN CA NC GII KHT

Coke Classic 38% Diet Coke 16% Sprite 10% Dr. Pepper 10% Pepsi- Cola 26%

29

TNG KT D LIU NH LNG

Phn phi tn s
Phn phi tn s l mt bng tng kt mt tp d liu trong trnh by tn s (hay s) ca cc gi tr quan st c trong mi lp ca cc lp khng trng ln nhau

30

TNG KT D LIU NH LNG

Phn phi tn s
Xy dng mt phn phi tn s Thu thp d liu mu Xc nh s lp khng trng lp Xc nh chiu rng ca mi lp Xc nh cc gii hn ca mi lp m s cc gi tr d liu c trong mi lp Tng kt cc tn s ca lp vo trong mt bng phn phi tn s
31

TNG KT D LIU NH LNG

Phn phi tn s
S lp (K): 5 K 20 Chiu rng lp Chiu rng lp = (Gi tr ln nht Gi tr nh nht) / K Cc gii hn ca lp

Cc gii hn ca lp l s ln nht v nh nht thuc v lp

Gii hn di ca lp = S nh nht Gii hn trn ca lp = S ln nht

S khc bit gia gii hn di ca cc lp lin nhau s cho ta chiu rng ca lp

32

TNG KT D LIU NH LNG

Phn phi tn s
Cc bin gii ca lp

Cc bin ca lp l cc ng phn chia gia cc

l p im gia ca lp

im gia ca lp l gi tr nm gia cc gii hn di v gii hn trn ca lp

33

TNG KT D LIU NH LNG

CC THI GIAN KIM TON CUI NM (Tnh theo s ngy) 12 15 20 22 14 14 15 27 21 18 19 18 22 33 16 18 17 23 28 13
34

TNG KT D LIU NH LNG

PHN PHI TN S I VI D LIU THI GIAN KIM TAN Thi gian kim tan (ngy) 10-14 15-19 20-24 25-29 30-34 Tng Tn s 4 8 5 2 1 20
35

TNG KT D LIU NH LNG

Phn phi tn s tng i v tn s phn trm
Tn s tng i ca 1 lp = Tn s ca 1 lp / n Tn s phn trm = Tn s tng i* 100

36

TNG KT D LIU NH LNG

PHN PHI TN S TNG I V TN S PHN TRM I VI D LIU THI GIAN KIM TAN Thi gian (ngy) 10-14 15-19 20-24 25-29 30-34 Tng Tn s tng i .20 .40 .25 .10 .05 1.00 Tn s phn trm 20 40 25 10 5 100
37

TNG KT D LIU NH LNG

Biu im
Trc honh trnh by min cc gi tr ca d liu. Mi gi tr c biu th bng mt im nm trn trc
4 3 2 1 0 10 15 20 25 30
38

35

Thi gian ki m tan tnh theo ngy

TNG KT D LIU NH LNG

Biu tn s
Mt biu tn s c xy dng bng t cc bin quan tm trn trc honh v tn s, tn s tng i, tn s phn trm trn trc tung Biu tn s m t dng ca tp d liu

39

TNG KT D LIU NH LNG

9 8 7 6 5 4 4 3 3 2 2 1 1 0 0
0

10

10

15

15

20

20

25

25

30

30

35

35

Thi gian kim tan tnh theo ngy

40

TNG KT D LIU NH LNG

Cc phn phi tch ly Phn phi tn s tch ly trnh by s cc quan st c gi tr nh hn hoc bng gii hn trn ca lp ca mi lp

41

TNG KT D LIU NH LNG

CC PHN PHI TN S TCH LY, TN S TNG I TCH LY V TN S PHN TRM TCH LY I VI D LIU THI GIAN KIM TAN
Thi gian (ngy) Tn s Tch ly Tn s tng i Tch ly Tn s % Tch ly

Nh hn hoc bng Nh hn hoc bng Nh hn hoc bng Nh hn hoc bng Nh hn hoc bng

14 19 24 29 34

4 12 17 19 20

.20 .60 .85 .95 1.00

20 60 85 95 100

42

 TH PHN TN IM v BNG CHO

Bng cho
Bng cho l mt tng kt di dng bng ca d liu gm 2 bin. Cc gi tr ca mt bin c trnh by theo cc hng. Cc gi tr ca mt bin khc c trnh by theo cc ct Bng cho c s dng rng ri trong vic xem xt mi quan h gia hai bin
43

 TH PHN TN IM v BNG CHO

BNG CHO V NH GI CHT LNG V GI CA CC BA N TI 300 NH HNG LOS-ANGELES Gi ba n Cht lng $10-19 $20-29 $30-39 $40-49 Tng Tt 42 40 2 0 84 Rt tt 34 64 46 6 150 Xut sc 2 14 28 22 66 Tng 78 118 76 28 300
44

 TH PHN TN IM v BNG CHO

PHN TRM TNH THEO HNG I VI MI LOI CHT LUNG Cht lng T t Rt tt Xut sc Gi ba n $10-19 $20-29 $30-39 50.0 47.6 2.4 22.7 42.7 30.6 3.0 21.2 42.4 $40-49 0.0 4.0 33.4 Tng 100 100 100

45

 TH PHN TN IM v BNG CHO

th phn tn im v ng xu hng
Mt th phn tn im l mt trnh by di dng th v mi quan h ca hai bin. Mt bin c trnh by trn trc honh v bin khc c trnh by trn trc tung Mt ng xu hng l mt ng cho thy mt cch gn ng mi quan h gia hai bin

46

 TH PHN TN IM v BNG CHO

D LIU MU I VI CA HNG THIT B STEREO V M THANH

Tun
1 2 3 4 5 6 7 8 9 10

S thng v

Doanhs ($100s)

x
2 5 1 3 4 1 5 3 4 2

y
50 57 41 54 54 38 63 48 59 46

47

 TH PHN TN IM v BNG CHO

th phn tn im
th phn tn im i vi ca hn thit b Stereo v m thanh
65 60 55 50 45 40 35 0 1 2 3 4 5 6

Sales
($100s)

Number of commercials
48

 TH PHN TN IM v BNG CHO

th phn tn im
Cc loi quan h c miu t bng th phn tn im

Quan h ng bin

Dng nh khng quan h

Quan h nghch bin

49

GII THIU
Mt i lng m t l mt con s n gin c tnh ton t d liu mu cung cp thng tin v d liu tng th C hai loi i lng m t:
i lng v v tr i lng v s bin thin
50

GII THIU CC THAM S

Tham s ca tng th (population parameter) l mt gi tr bng s c dng nh mt i lng tng kt i vi mt d liu ca tng th Cc tr thng k ca mu (sample statistics) c dng nh mt i lng tng kt i vi mt mu
51

CC I LNG V V TR (measure of location)

Mt s cc i lng v v tr l:
S trung bnh (Mean) S trung v (Median) S yu v (Mode) S phn v (Percentiles) S t phn (Quartiles)

52

CC I LNG V V TR
S trung bnh
S trung bnh c s dng ph bin nht o lng v tr Trung bnh ca tng th:

x = N

Trung bnh ca mu:

x x= n

53

CC I LNG V V TR
S trung v (Md)
S trung v l gi tr gia tp d liu c sp xp theo th t n l s l, Md l gi tr gia tp d liu n l s chn, Md l trung bnh ca hai gi tr gia tp d liu
54

CC I LNG V V TR
S yu v (Mo) S yu v l gi tr d liu xut hin vi tn s ln nht
Bimodal Multimodal c hai s yu v > two hai s yu v
55

CC I LNG V V TR
S phn v
S phn v pth l gi tr c t nht p % s hng ca tp d liu c gi tr nh hn hoc bng gi tr ny, v c t nht (100-p) % s hng ca tp d liu c gi tr ln hn hoc bng gi tr ny Phn v 50th l s trung v

56

CC I LNG V V TR
S phn v Xc nh phn v pth
Bc 1: Sp xp tp d liu theo th t tng dn Bc 2: tnh ch s i: Bc 3:
Nu i khng l s nguyn lm trn ln trn. S nguyn k tip > i s ch v tr ca phn v pth. Nu i l s nguyn, phn v pth l trung bnh ca 2 gi tr d liu v tr i v i + 1
57

i=

( )* n
p 100

CC I LNG V V TR
S t phn
S t phn ch n thun l cc s phn v c th, s chia tp d liu ra lm 4 phn, c gi tn l:
Q1 = s t phn th nht Q2 = s t phn th hai Q3 = s t phn th ba = P25% = P50% = Median = P75%

58

CC I LNG V S BIN THIN

i lng v s bin thin c s dng m t xu hng ca cc gi tr d liu phn tn xung quanh gi tr trung bnh. Mt s i lng v s bin thin:
Khong bin thin (Range) Khong bin thin ni t phn (Interquartile Range) Phng sai (Variance) lch chun (Standard Deviation)

59

CC I LNG V S BIN THIN

Khong bin thin
Range = Gi tr ln nht Gi tr nh nht hay Range = Max Min

Khong bin thin ni t phn (IQR)

IQR = Q3 Q1

60

CC I LNG V S BIN THIN

Phng sai
Phng sai ca tng th:

(x =

N
i

Phng sai ca mu:

(x =

x)

n 1

61

CC I LNG V S BIN THIN

lch chun
lch chun l cn bc hai ca phng sai. lch chun v phng sai c s dng ph bin o lng s bin thin

s= s

H s bin thin

o lech chuan S *100 = *100 CV = Trung bnh X

62

CC I LNG V DNG PHN PHI, V TR TNG I V NHN DNG CC IM C BIT

Dng phn phi

lch (Skewness) l i lng v dng ca phn phi ca tp d liu
i vi d liu lch v bn tri, lch s m i vi d liu lch v bn phi, lch s dng Nu d liu i xng, lch s bng 0

i vi phn phi i xng, s trung bnh v s trung v s bng nhau

63

CC I LNG V DNG PHN PHI, V TR TNG I V NHN DNG CC IM C BIT Tr thng k Z (Z-Scores) Gi tr z ca mt gi tr quan st x trong tng th
c xc nh:

Zi =

xi

Gi tr z ca mt gi tr quan st x trong mu c xc nh: xi x Zi = s Khi tp d liu z s c trung bnh l 0 v lch chun l 1. . Zi: l s lch chun m Xi cch xa gi tr trung bnh , 64 n v tnh l lch chun

CC I LNG V DNG PHN PHI, V TR TNG I V NHN DNG CC IM C BIT

Qui tc kinh nghim

i vi mi tp d liu c phn phi dng hnh chung: Prob Prob Prob

(x - 1s < x < x + 1s ) 68% (x - 2s < x < x + 2s ) 95% (x - 3s < x < x + 3s ) 99.7%

65

CC I LNG V DNG PHN PHI, V TR TNG I V NHN DNG CC IM C BIT

MT PHN PHI DNG HNH CHUNG I XNG

66

CC I LNG V DNG PHN PHI, V TR TNG I V NHN DNG CC IM C BIT Nhn dng cc im c bit (outliers)
Cc im c bit l cc gi tr thi cc (ln khc thng hoc nh khc thng) S dng Z nhn dng im c bit: mi gi tr d liu vi Z nh hn 3 hoc ln hn +3 l im c bit
67

Cc hng s t phn (Interquartiles)

M hnh 5-im
Gi tr nh nht S t phn th nht S t phn th hai S t phn th ba Gi tr ln nht = Min = Q1 = Q2 = Median = Q3 = Max

Mt cch gn ng, 25% ca cc gi tr d liu gia cc s k nhau trong m hnh 5-im

68

Cc hng s t phn (Interquartiles)

25% cac so lieu

Tan suat (fi)

25% cac so lieu

25% cac so lieu

25% cac so lieu

x Q1 = x25 Q2 = x50 Q3 = x75

69

PHN PHI MU v C LNG THAM S THNG K

70

GII THIU VN LY MU
Mt Tng th l tp hp tt c cc phn t cn quan tm trong mt nghin cu. Mt Mu l mt tp hp con ca tng th. Mc ch ca thng k suy din l thu thp thng tin v tng th t cc thng tin c trong mu.

GII THIU VN LY MU
Ly mu ngu nhin Tng th N (C) (Trung bnh) ( lch chun) p (T l) M u n

x
s

c lng Kim nh Gi thuyt

GII THIU VN LY MU
Cc tr thng k mu:
Trung bnh mu

x,

lch chun mu s, t l mu

Gi tr ca tr thng k mu c dng c lng gi tr tham s ca tng th

LY MU NGU NHIN N GIN

nh ngha ca mu ngu nhin n gin v qu trnh la chn mt mu ngu nhin n gin ty thc vo tng th l hu hn hay v hn. Tng th hu hn thng c nh ngha bng mt danh sch. Tng th v hn thng c nh ngha l mt qu trnh ang din ra. Cc phn t ca tng th v hn c th khng lit k c

LY MU NGU NHIN N GIN

Ly mu t tng th hu hn
Mt mu ngu nhin n gin c mu n t tng th hu hn c N l mt mu c chn sao cho mi mu c th vi c mu n u c cng xc sut c chn S mu ngu nhin n gin c mu n khc nhau t tng th hu hn c N l:

N! n!( N n )!

LY MU NGU NHIN N GIN

Ly mu t tng th hu hn
Ly mu khng thay th: Khi mt phn t c chn vo mu th n c ly ra khi tng th v khng th c chn ln th hai Ly mu c thay th : Khi mt phn t c chn vo mu th n c b tr li tng th. Mt phn t c la chn ln trc th n c th c la chn ln na v v vy phn t c th xut hin trong mu hn mt ln

LY MU NGU NHIN N GIN

Ly mu t tng th v hn Mt mu ngu nhin n gin t mt tng th v hn l mt mt c chn phi tha mn cc iu kin sau:
Mi phn t c chn phi n t cng mt tng th Mi phn t c chn mt cch c lp

C LNG IM
Trong c lng im chng ta s dng d liu t mu tnh mt gi tr ca tr thng k mu v da vo cung cp mt c lng v mt tham s ca tng th c lng im l mt tr thng k mu, nh l x , s hay p cung cp c lng im v tham s ca tng th, , v p.

GII THIU PHN PHI MU

Phn phi xc sut ca bt k tr thng k mu c th c gi l phn phi mu ca tr thng k. Phn phi xc sut ca x c gi l phn phi mu ca x .Kin thc v phn phi mu ny v cc tnh cht ca n s cho php chng ta pht biu v xc sut cho trung bnh ca mu x gn bng vi trung bnh ca tng th . Trong thc t, chng ta ch chn mt mu ngu nhin n gin t tng th

PHN PHI MU CA
Phn phi mu ca

Phn phi mu ca x l phn phi xc sut ca tt c cc gi tr c th ca trung bnh mu x Gi tr k vng ca

x
E(x ) =

V d:
Mt tng th gm 7 nhn vin, mc lng ca mi nhn vin nh sau: Tn nhn vin. A N B Xi C i=1 = = D N 70+ 70+ 80+ 80+ 70+ 80+ 90 E = 7 F = 77,1429 G Mc lng ngy 70 70 80 80 70 80 90

Nu mu n=2 c chn t tng th 7

Mu 1 2 3 4 5 6 7 8 9 10 11 Nhn vin A,B A,C A,D A,E A,F A,G B,C B,D B,E B,F B,G Mc lng 70, 70 70, 80 70, 80 70, 70 70, 80 70, 90 70, 80 70, 80 70, 70 70, 80 70, 90 TB Mu 70 75 75 70 75 80 75 75 70 75 80 Mu 12 13 14 15 16 17 18 19 20 21 Nhn vin C,D C,E C,F C,G D,E D,F D,G E,F E,G F,G Mc lng 80, 80 80, 70 80, 80 80, 90 80, 70 80, 80 80, 90 70, 80 70, 90 80, 90 TB Mu 80 75 80 85 75 80 85 75 80 85

PHN PHI MU CA

Tng th vi trung bnh = ?

Mt mu ngu nhin n gin vi n phn t c chn t tng th

Gi tr X c dng suy din v gi tr

Tng kt ca d liu mu cung cp mt gi tr trung bnh mu X

PHN PHI MU CA
lch chun ca

x
X = n
n Nn N 1

Tng th v hn hay khng bit N

Tng th hu hn hay bit N

x =

Vi

Nn l nhn t iu chnh tng th hu hn N 1

PHN PHI MU CA
lch chun ca

B qua nhn t iu chnh tng th hu hn khi n/N 0.05 Sai s chun l lch chun ca mt c lng im c xem nh sai s chun ca trung bnh x

PHN PHI MU CA
Phn phi ca

Cu hi: Phn phi xc sut ca x l g?

nh l gii hn trung tm
Phn phi ca tng th c bit l phn phi chun X N (, 2) N (, 2/n)

PHN PHI MU CA
nh l gii hn trung tm

Trong vic chn cc mu ngu nhin n gin c mu n t mt tng th, phn phi mu ca trung bnh mu x c th gn ng tun theo phn phi chun khi c mu ln. X ~ Bt k phn phi no Khng bit phn phi X N (, 2/n) xc sut tng th C mu ln (N>30)

PHN PHI MU CA
X N (, 2/n) vi

x
Z N (0,12)

x x = / n

3 kt lun t nh l gii hn trung tm

Nu bin ngu nhin X c phn phi chun th trung bnh mu x cng c phn phi chun, bt chp c mu l bao nhiu Vi kch thc mu ln (n 30) th phn phi ca trung bnh mu s xp x phn phi chun bt chp hnh dng phn phi ca tng th Nu phn phi ca tng th kh i xng, th phn phi ca trung bnh mu s xp x phn phi chun khi kch thc mu t nht l 15

TNH CHT CA C LNG IM

Gi = tham s tng th c quan tm = tr thng k mu hay c lng im ca Khng thin lch l mt c lng khng thin lch Tr thng k mu ca tham s tng th nu )= E( thin lch (Bias) ) = E( )- Bias (

TNH CHT CA C LNG IM

hu hiu Cho hai c lng im khng thin lch ca tham s tng th, c lng im vi lch chun nh hn 1 nu: c xem l hiu qu hn 2 ) < Var ( ) Var ( 1 2 nht qun Mt tnh cht ca c lng im c trnh by khi cc c mu ln hn s cung cp cc c lng im gn vi tham s ca tng th

CC PHNG PHP LY MU KHC

Ly mu h thng
Mt phng php ly mu xc sut theo chng ta s chn mt cch ngu nhin mt trong k phn t u tin v sau chn mi phn t th k k tip

Ly mu thun tin
Mt phng php ly mu phi xc sut theo cc phn t c chn vo mu da trn c s thun tin

CC PHNG PHP LY MU KHC

Ly mu phn on
Mt phng php ly mu phi xc sut theo cc phn t c chn vo mu da trn s phn on ca ngi thc hin nghin cu

C LNG KHONG CA TRUNG BNH TNG TH: BIT

c lng khong l mt c lng ca mt tham s ca tng th theo cung cp mt khong c tin l s cha gi tr ca tham s Trng hp c mu ln: n 30 Trng hp c mu nh: n < 30

C LNG KHONG CA TRUNG BNH TNG TH: BIT

Mt cch tng qut C LNG KHONG l:

c lng im Bin ca sai s

Bin ca sai s l gi tr cng v tr vo c lng im to ra mt khong tin cy to ra mt khong tin cy ca , th c v s phi c s dng tnh bin ca sai s

C LNG KHONG CA TRUNG BNH TNG TH: BIT

f(x)

1-

S
z/2

/2

-z/2

P( Z > Z/2) = /2 P( Z < -Z/2) = /2 P( -Z/2 < Z < Z/2) = 1-

Z/2: l gi tr ca bin phn phi chun chun ha tng ng vi mt din tch /2 di ui pha trn ca phn phi

C LNG KHONG CA TRUNG BNH TNG TH: BIT

x < Z 2 = 1 P Z 2 < / n < < x + Z 2 P x Z 2 = 1 n n

C LNG KHONG CA TRUNG BNH TNG TH: BIT

Tnh c lng khong: bit

Vi:

x Z 2

(1-) l tin cy x l c lng im ca Z 2

l bin ca sai s n

C mu ln (n 30) dng cng thc ny

C LNG KHONG CA TRUNG BNH TNG TH: BIT

CC GI TR CA Z/2 I VI CC MC TIN CY C S DNG PH BIN NHT

Mc tin cy 90% 95% 99%

.10 .05 .01

/2 .050 .0.25 .005

Z/2 1.645 1.960 2.576

C LNG KHONG CA TRUNG BNH TNG TH: BIT

Tnh c lng khong: bit
Bin ca sai s l gi tr cng v tr vo c lng im to ra mt khong tin cy Khong tin cy: Mt khong tin cy 100(1 - )% i vi trung bnh ca phn phi chun l

, x + Z 2 x Z 2 n n

C LNG KHONG CA TRUNG BNH TNG TH: KHNG BIT

Nu khng bit , lch chun ca mu s c dng c lng lch chun ca tng th v khong tin cy thch hp s da trn mt phn phi xc sut c gi l phn phi t Tr thng k t:

x t= s/ n

C LNG KHONG CA TRUNG BNH TNG TH: KHNG BIT

Tr thng k t s tun theo mt Phn phi Students t, vi t do df df = n - 1 Phn phi t thng c c dng vi phn phi c mu nh ca x Nu n N th t # Z

C LNG KHONG CA TRUNG BNH TNG TH: KHNG BIT

Phn phi chun chun ha Z ng cong t vi bc t do l 20 ng cong t vi bc t do l 10

t
Phn phi t

C LNG KHONG CA TRUNG BNH TNG TH: KHNG BIT

c lng khong ca mt trung bnh tng th: khng bit

x t2

s n

C mu nh (n < 30) v tng th tun theo mt phn phi chun hoc gn chun cng dng cng thc ny

TNG KT CC TH TC C LNG KHONG I VI TRUNG BNH TNG TH

C th gi s lch chun ca tng th bit?
Khng

Dng lch chun ca mu s c lng

Dng

x z /2

Dng

x t / 2

s n

Trng hp bit

Trng hp khng bit

XC NH C MU
Gi = bin ca sai s k vng

= Z

C mu i vi c lng khong ca mt trung bnh ca tng th 2 2 Z 2 n= 2

( )

C mu i vi khng bit cn gi l sai s c lng

( Z )s n=
2

KIM NH GI THUYT

107

PHT TRIN GI THUYT KHNG v GI THUYT KHC

Gi thuyt Gi thuyt l mt gi s hay pht biu v cc tham s ca tng th; N c th ng hoc sai

Gi thuyt Khng (H0) H0 l mt pht biu (ng thc hoc bt ng thc) lin quan n tham s ca tng th H0 l mt gi nh ng trong th tc kim nh gi thuyt Mt tuyn b ca nh sn xut thng b nghi ng v c pht biu trong H0

108

PHT TRIN GI THUYT KHNG v GI THUYT KHC

Gi thuyt khc (Ha)
Ha l pht biu ngc vi H0 Ha c kt lun l ng nu H0 b bc b Nh nghin cu mong mun ng h Ha v nghi ng H0

Tng kt cc dng ca gi thuyt Khng v gi thuyt khc

H0 : = 0

or

H0 : 0

or

H0 : 0

Ha : 0

Ha : > 0

Ha : < 0

Nhim v ca tt c kim nh gi thuyt hoc l bc b H0 hay khng bc b H0 ( Accept H0 )

109

CC SAI LM LOI I V LOI II

Sai lm loi I l sai lm ca vic bc b H0 khi n ng Sai lm loi II l sai lm ca vic khng bc b H0 khi n sai

CC KT LUN NG V SAI TRONG KIM NH GI THUYT iu kin ca tng th H0 sai H0 ng Kt lun Khng bc b H0 Bc b H0 Kt lun ng Sai lm Loi I Sai lm Loi II Kt lun ng
110

CC SAI LM LOI I V LOI II

l xc sut ca sai lm loi I

= P( Bc b H0 / H0 ng ) = P(Sai lm loi I ) c gi l mc ngha ca kim nh, 0.01 < < 0.1 Thng chn = 0.05
l xc sut ca sai lm loi II

= P( Khng bc b H0 / H0 sai ) = Sai lm loi II ) (1-) = P(Bc b H0 / H0 sai) = Nng lc ca kim nh cng nh th cng ln

111

MIN BC B
Mt min bc b R nh r cc gi tr ca tr thng k s ch dn cho chng ta bc b H0
Kim dnh 2-pha

H0 : = 0 Ha : 0

f(x)

/2

/2 Z

-Z/2 Khng bc b H0 Bc b H0

Z/2

Bc b H0

112

MIN BC B
Kim nh 1-pha
H0 : 0 Ha : < 0 H0 : 0 Ha : > 0

Z -Z Bc b H0 Khng bc b H0 Khng bc b H0 Z

Bc b H0

113

KIM NH 1-PHA V TRUNG BNH CA TNG TH: BIT

Gi thuyt Trng hp 1 H0 : 0 Ha : < 0 Tr thng k

Trng hp2 H0 : 0 Ha : > 0

Z =

X /

114

KIM NH 1-PHA V TRUNG BNH CA TNG TH: BIT

Phng php gi tr ti hn
(Qui tc bc b) Bc b H0 nu Z < -Z Bc b H0 nu Z >Z

Z -Z Bc b H0 Khng bc b H0 Khng bc b H0 Z

Bc b H0

115

KIM NH 2-PHA V TRUNG BNH CA TNG TH: BIT

Gi thuyt: H 0 : = 0 Ha : 0 Tr thng k:

Z =

X / n

116

KIM NH 2-PHA V TRUNG BNH CA TNG TH: BIT

Phng php gi tr ti hn
(Qui tc bc b) Bc b Ho nu Z < -Z/2
f(x)

Bc b Ho nu Z > Z/2

/2

/2

Z
- Z/2 Z/2

Khng bc b H0 Bc b H0 Bc b H0

117

KIM NH 2-PHA V TRUNG BNH CA TNG TH: BIT

Mi lin h gia c lng khong v kim nh gi thuyt Mt phng php khong tin cy kim nh gi thuyt di dng: H 0 : = 0 Ha : 0 Chn mt mu ngu nhin n gin t tng th v dng gi tr ca trung bnh ca mu pht trin khong tin cy i vi .

Nu khong tin cy cha gi tr n c gi thuyt 0, th khng bc b H0. Nu khng cha th bc b H0

118

X Z /2

CC BC KIM NH GI THUYT
Bc 1: Pht trin H0 v Ha Bc 2: nh mc ngha Bc 3: Thu thp d liu mu v tnh tr thng k kim nh Bc 4: Dng xc nh gi tr ti hn v qui tc bc b Bc 5: Dng gi tr ca tr thng k kim nh v qui tc bc b xc nh xem c bc b H0 hay khng
119

KIM NH V TRUNG BNH CA TNG TH: KHNG BIT

s c dng c lng Phn phi t c th c dng suy din v Tr thng k kim nh l

df = n-1 C mu nh (n < 30) v tng th tun theo mt phn phi chun hoc gn chun cng dng cng thc ny
120

X - 0 t = s/ n

KIM NH V TRUNG BNH CA TNG TH: KHNG BIT

Kim nh 1-pha H0 : 0 Ha : < 0
Bc b H0 nu t < -t, n-1

H0 : 0 Ha : > 0
Bc b H0 nu t > t, n-1

Kim nh 2-pha H0 : = 0 Ha : 0
Bc b H0 nu t < -t/2, n-1 hay nu t > t/2, n-1
121

 Mt loi n chiu c nh SX cho bit tui tho TB thp nht l 65 gi. Kt qu kim tra t mu ngu nhin 21 n cho kt qu TB l 62,5 gi, lch chun l 3, vi = 0,01, c th kt lun g v tuyn b ca nh SX

122

 Mt hng SX v xe qung co rng SP loi X ca hng c th s dng khng di 100000 km, lch chun l 12000 km. Mt cty vn ti mua 64 v xe loi X sau mt thi gian s dng kt qu cho thy bn TB l 98500 km. Vi mc ngha 5% hy kt lun v li qung co ca cty

123

HI QUI TUYN TNH N

Khi nim chung

X Y x1 x2 y1 y2 x3 y3 xi yi

X: Bin c lp Y: Bin ph thuc

Tng quan, hi qui

Y Y

X X Y

Hip tng quan (Covarian)

X, Y l hai bin xy = Cov(X,Y) = E [(X-x)(Y-y)]

xy =

(x
i =1 i

)(yi Y )

H s tng quan ca tp hp chnh

= Corr ( x, y ) =
N

Cov ( x, y )

x y
2

xy = x y

Vi

N N Trong xy l hip tng quan (covariance) ca 2 bin

2 y =

( yi y )
i =1

x2 =

2 x ( ) i x i =1

H s tng quan ca tp hp chnh

= E[( X x )(Y y )] E[( X x ) 2 ] * E[(Y y ) 2 ]

( x 1 x )( y i y )
i 1 2 2 ( x ) * ( y ) i x i y N N i =1 i =1

Tnh cht: - 1 1 = + 1 : X, Y tng quan tuyn tnh dng tuyt i = - 1 : X, Y tng quan tuyn tnh m tuyt i = 0 : X, Y khng tng quan tuyn tnh.

H s tng quan mu
Hip tng quan ca mu (Sample Covariance)

S X ,Y = Cov ( X , Y ) =

( x x)( y
i =1 i

y)

n 1

H s tng quan m u n
r= S xy SxS y =
i =1 i n

( x x)( y
n

y)

2 2 ( x x ) * ( y y ) i i i =1 i =1

r=

x i y i nx. y
i =1 2 2 n n x i2 nx y i2 ny i =1 i =1

H s tng quan mu
-1 r 1 r c dng c lng hng v mnh ca mi quan h gia X,Y. r > 0,8 tng quan mnh r = 0,4 - 0,8 tng quan trung bnh r < 0,4 tng quan yu r cng ln th tng quan gia X v Y cng cht

V d
Tnh h s tng quan gia 2 bin X, Y cho bi tng quan sau:
X Y 0 6 1 5 2 7 3 8 4 4

Tm h s tng quan

Kim nh gi thuyt v
Trng hp 1
H0 : = 0 H1 : 0 R : bc b H0 nu tn-2 < - tn-2,/2 hay tn-2 > tn-2, /2
Vi

t n 2 =

r (1 r 2 ) /(n 2)

r: h s tng quan ca mu n: c mu tn-2 : tun theo phn phi Student t vi t do n-2

Kim nh gi thuyt v
Trng hp 2
H0 : = 0 H1 : > 0 R : bc b H0 nu tn-2 > tn-2,
Vi

t n 2 =

r (1 r 2 ) /(n 2)

r: h s tng quan ca mu n: c mu tn-2 : tun theo phn phi Student t vi t do n-2

Kim nh gi thuyt v
Trng hp 3
H0 : = 0 H1 : < 0 R : bc b H0 nu tn-2 < tn-2,
Vi

t n 2 =

r (1 r 2 ) /(n 2)

r: h s tng quan ca mu n: c mu tn-2 : tun theo phn phi Student t vi t do n-2

V d
Ly mu ngu nhin 2 bin X, Y. cc gi tr cho bi X Y 13 70 18 55 9 100 25 30 36 15 19 20 (Xi ,Yi )

1. Tm h s tng quan gia 2 bin X, Y 2. Kim nh gi thuyt cho rng gia 2 bin X, Y khng tng quan, vi = 0,05

M HNH HI QUI TUYN TNH

M hnh hi qui tuyn tnh n l:
y = 0 + 1x +

Phng trnh m t y lin h vi x nh th no v mt s hng sai s c gi l m hnh hi qui.

Vi:

0 v 1 c gi l cc tham s ca m hnh,
l bin ngu nhin c gi l s hng sai s.

PHNG TRNH HI QUI TUYN TNH N

Phng trnh hi qui tuyn tnh n l:

E(y) = 0 + 1x

th ca phng trnh hi qui l ng thng. 0 l tung gc ca ng hi qui 1 l dc ca ng hi qui E(y) l gi tr k vng ca y i vi gi tr x cho trc.

PHNG TRNH HI QUI TUYN TNH N

Quan h tuyn tnh ng bin E E((y y)) ng hi qui

Tung gc dc 1 dng

x x

PHNG TRNH HI QUI TUYN TNH N

Quan h tuyn tnh nghch bin E E((y y))

Tung gc

ng hi qui

dc 1 m

x x

PHNG TRNH HI QUI TUYN TNH N

Khng quan h E E((y y)) ng hi qui

Tung gc

dc 1 Bng 0

x x

PHNG TRNH HI QUI TUYN TNH N C LNG

Phng trnh hi qui tuyn tnh n c lng

= b0 + b1 x y

th c gi l ng hi qui c lng. b0 l tung gc ca ng. b1 l dc ca ng l gi tr c lng ca y i vi gi tr x cho trc. y

QU TRNH C LNGD liu mu

Phng trnh hi qui Tham s cha bit

y = 0 + 1x + E(y) = 0 + 1x

M hnh hi qui

D liu mu

0, 1

x x1 . . xn

y y1 . . yn

c lng ca

b0 v b1

Phng trnh hi qui c lng Tr thng k mu

0 v 1

= b0 + b1 x y
b0, b1

PHNG PHP BNH PHNG TI THIU

Tiu ch bnh phng ti thiu
$ i )2 min ( y i y

Vi: yi = gi tr quan st ca bin ph thuc i vi quan st th i yi ^ = gi tr c lng ca bin ph thuc

i vi quan st th I

PHNG PHP BNH PHNG TI THIU

dc ca phng trnh hi qui c lng

b1

( x x )( y y ) = (x x )
i i i 2

b1 =

x y
i 1 n i

nx y nx
2

x
i =1

2 i

PHNG PHP BNH PHNG TI THIU

Tung gc ca phng trnh hi qui c lng

b0 = y b1 x
Vi: xi = gi tr ca bin c lp i vi quan st th i yi = gi tr ca bin ph thuc i vi quan st th i _ x = gi tr trung bnh ca bin c lp _ y = gi tr trung bnh ca bin ph thc n = tng s quan st

HI QUI TUYN TNH N

V d: Doanh s xe hi
Qung co TV Doanh s xe hi

1 3 2 1 3

14 24 18 17 27

PHNG TRNH HI QUI C LNG

dc ca phng trnh hi qui c lng

b1 ( x x )( y y ) 20 = = =5 4 (x x )
i i i 2

Tung gc ca phng trnh hi qui c lng

b0 = y b1 x = 20 5(2) = 10

Phng trnh hi qui c lng

= 10 + 5x y

 TH PHN TN IM V NG XU HNG
30 Doanh s xe h i 25 20 15 10 5 0 0 1 2 Qu ng co TV 3 4 y = 5x + 10

Bi tp
Thanh Nin l thng hiu ca mt chui gm nhiu nh hng trn ton quc vi c im ta lc gn khun vin cc trng i hc. Cc nh qun l nh hng ngh rng doanh thu hng qu ca cc nh hng (bin y) s tng quan dng vi s lng sinh vin trong khu vc ln cn (bin x). Mt mu gm 10 nh hng trong chui c chn ngu nhin v ghi nhn c d liu v doanh thu mi qu (triu ng) ng vi s lng sinh vin (1000sv) nh trong hnh trn ( A1:C11). Yu cu: Hy xy dng phng trnh hi qui din t mi quan h gia doanh thu qu (y) theo s sinh vin (x) ca mu 10 nh hng ny.

Nh hng 1 2 3 4 5 6 7 8 9 10

S SV (1000) 2 6 8 8 12 16 20 20 22 26

Doanh s (triu) 58 105 88 118 117 137 157 169 149 202