i hc Quc gia Thnh ph H Ch Minh

Trng i hc Bch Khoa

BO CO
BI TP LN
XC SUT THNG K
Ging vin b mn: Nguyn B Thi
Sinh vin thc hin: Nguyn Minh Cng
MSSV: 41200437
Nhm: 01

2012 2013

BI TP LN XC SUT THNG K

NHM 1

MC LC
Bi 1 ............................................................................................................................ 2
Bi 2 ............................................................................................................................ 4
Bi 3 ............................................................................................................................ 7
Bi 4 .......................................................................................................................... 16

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1.

NHM 1

Mt hng sn xut t tin hnh mt nghin cu nhm xc nh xem c s

khc nhau gia t l n ng v n b trong vic chn mua cc loi t ca hng

hay khng. Kt qu thu c nh sau:
Loi t

Ph n

70

80

150

Nam gii

40

60

100

Vi mc ngha = 5%, ta cn phi a ra kt lun g?

Bi lm:
1.Dng bi:

So snh t s .
- i vi mt th nghim c nhiu kt qu ( bi ny l th nghim nghin cu
nhm xc nh xem s khc nhau gia t l n ng v n b trong vic chn
mua cc loi t) cn so snh nhiu t s.
- Trc nghim X2 cho php ta so snh khng nhng hai m cn nhiu t s (hay
t l, xc sut) mt cch tin li.
2.Dn bi:
Gi thuyt H 0: Phn b chn mua cc loi t ca nam v n l ging nhau.
+ Tm P(X > 2) bng hm CHITEST trong MS-Excel .
+ Nu P(X > 2) > => chp nhn gi thuyt H0 v ngc li.
3.Thc hin bi ton bng Excel

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NHM 1

A .Nhp d liu vo bng tnh:

B .Tnh cc tng s

+ Tng hng: chn E2 v nhp biu thc =SUM(B2:D2),

Dng con tr ko nt t in t E2->E3
+ Tng ct: chn B4 v nhp biu thc =SUM(B2:B3),
Dng con tr ko nt t in t B4->D4
+ Tng cng: chn E5 v nhp biu thc =SUM(E2:E3)

C .Tnh cc tn s l thuyt:
+ Ph n chn mua t A: chn B8 v nhp biu thc =B4*$E$2/$E$5
+ Tng t cho t B v C. Dng con tr ko nt t in t B8=>D8
+ Nam gii chn mua t A: chn B9 v nhp biu thc =B4*$E$3/$E$5
+ Tng t cho t B v C. Dng con tr ko nt t in t B9=>D9
p dng hm s CHITEST tnh xc sut P(X> 2)
Chn B11 v nhp vo =CHITEST(B2:D3,B8:D9)

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NHM 1

Ta c kt qu ca P(X>2)

Bin lun: P(X>2)= 0.582093 > =0.05 => chp nhn gi thuyt H0.
4.Kt lun: Phn b chn mua cc loi t ca nam v n l ging nhau.

2. Mt nh nng hc tin hnh vic kim nh hiu qu ca ba loi phn nu

trn cc cy c chua v theo di s qu c chua mc trn mi cy. Kt qu thu
c nh sau :
Loi phn
A

24

21

16

18

26

22

27

32

19

28

25

17

Vi mc ngha = 5%, hy so snh s qu c chua mc trung bnh khi bn

ba loi phn A, B, C ni trn.
4

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NHM 1

Bi lm:
1.Dng bi:
Phn tch phng sai 1 yu t.

- Php phn tch phng sai c dng trong cc trc nghim so snh cc
gi tr trung bnh ca hai hay nhiu mu t cc phn s.
- Mc ch ca s phn tch phng sai mt yu t l nh gi s nh hng
ca mt yu t (nhn to hay t nhin) no trn cc gi tr quan st, Yi, (I =
1,2, , k).
2.Dn bi:
- Gi thuyt: H0: Cc gi tr trung bnh bng nhau
- Gi tr thng k: F =

(dng bng ANOVA)

- Nu F < F (k-1, N-k) => Chp nhn gi thuyt H0

3.Thc hin bng Excel:
A. Nhp d liu vo bng tnh

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NHM 1

p dng " Anova Single Factor"

1. Vo Data chn Data Analysis ri chn Anova: Single Factor
2. Trong hp thoi Anova: Single Factor ln lt n nh cc chi tit:
- Phm vi u vo (Input Range): $A$2:$C$6
- Cch sp xp theo hng hay ct (Group By): y chn Columns
- Nhn d liu (Labels in First Row/column)
- Alpha ( tin cy): chn 0.05
- Output Range (v tr xut bng ANOVA)

Hp thoi Anova: Single Factor

Kt qu ta c bng Anova :

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NHM 1

Bin lun:
F=3,855652 < F0.05=4,256495
Chp nhn gi thuyt H0

4.Kt lun:
Vy s qu c chua mc trung bnh khi bn 3 loi phn trn l nh nhau.

3. Tnh t s tng quan ca Y i vi X ,h s tng quan v h s xc nh ca

tp s liu sau y. Vi mc ngha = 5%, c kt lun g v mi tng quan gia
X v Y. (C phi tuyn khng ? C tuyn tnh khng ?).Tm ng hi quy ca Y
i vi X.

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90

240 50 240 270 130 270

NHM 1

210

255 115 255 35 275 315 135 355 135 295 175 235 75 195 235

90

240 130 170 50 170 210

Bi lm:
1.Dng bi : y l bi ton phn tch tng quan v hi quy.
2.Thc hin bi ton bng Excel

I/Phn tch tng quan tuyn tnh

1.Nhp gi tr vo bng tnh

2.Thit lp bng Correlation.

- Vo Data Data analysis , chn Correlation
- Trong hp thoi Correlation ln lt n nh:

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NHM 1

Phm vi u vo: Input Range (qut vng): $A$1:$B$16

Cch nhm theo hng hay ct: Group By, chn Columns (nhm theo
ct).
Chn Labels in first row (nhn d liu hng u).
Phm vi u ra: Output Range, chn D3

Nhn OK, ta s c bng kt qu sau:

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NHM 1

Ta tm c h s tng quan: r = 0.97436

* Gi thit Ho : X v Y khng c tng quan tuyn tnh

n2

1 r2

(n = 15, r2 = 0.9493696)
- c l phn v mc /2=0.025 ca phn b Student vi n-2=13 bc t do

Dng Excel tnh ton ta c :

T =(E5*SQRT(13))/SQRT(1-E5*E5)

E5 : cha gi tr r

c =TINV(0.05,13)

10

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NHM 1

V T> c nn bc b gi thuyt H0.Vy X v Y c tng quan tuyn tnh.

II/Phn tch tng quan phi tuyn

Sp xp li cc gi tr ca X v Y theo bng sau

1.Thit lp bng Anova: Single Factor.

- Vo Tools /Data analysis , chn Anova: Single Factor
- Trong hp thoi Anova: Single Factor ln lt n nh:
Input Range, qut vng (B1:H4).
Group By, chn Columns (nhm theo ct).
Chn Labels in first row (nhn d liu nm hng u).
Mc ngha : Alpha (n nh =0,05).
Phm vi u ra: Output Range, chn A5

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NHM 1

Nhn OK, ta s c bng kt qu sau Rt ra c t bng Anova:

SSF = 114693.3
SST = 119093.3
Tnh:

2Y/X = SSF/SST = 0.96305

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BI TP LN XC SUT THNG K

NHM 1

2Y/X =0.96305

=> T s tng quan :

* Gi thit Ho : X v Y khng c tng quan phi tuyn.

r n k

F
k 2
2
Y/X

2
Y/X

Ta c: F= 0,59241 (n = 15, k = 7)
c l phn v mc =0,05 ca phn b Fisher bc t do (k-2,n-k)=(5,8).
c ~ 3.69 (=FINV(0.05,5,8))
V:

F < c nn chp nhn gi thit Ho.

Vy: X v Y khng c tng quan phi tuyn

Kt lun :
-

X v Y c tng quan tuyn tnh.

X v Y khng c tng quan phi tuyn vi mc ngha 5%.

III. Phn tch hi quy:

S dng Regression
-

Nhp d liu vo bng tnh nh sau:

13

BI TP LN XC SUT THNG K

Vo Data/Data analysis, chn Regression

Trong hp thoi Regression ln lt n nh:

NHM 1

Phm vi u vo:
Input Y Range, qut vng ($B$2:$B$16).
Input X Range, qut vng ($A$2:$A$16).
Chn Labels (thm nhn d liu).
Confidence Level (ngng tin cy): 95
Phm vi u ra: Output Range, chn $D$11.
Chn Line Fit Plots trong Residuals v ng hi quy

14

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NHM 1

Sau nhn OK ta c kt qu :

Kt lun :
ng hi quy ca Y i vi X l :
15

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NHM 1

Y= 6.159101 + 1.167563X

4. Hy phn tch vai tr ngnh ngh (chnh, ph) trong hot ng kinh t ca cc
h gia nh mt vng nng thn trn c s bng s liu v thu nhp ca mt s
h tng ng vi cc ngnh ngh ni trn nh sau (mc ngha 5 %):
Ngh ph
Ngh chnh
(1)

(2)

(3)

(4)

Trng la (1)

3.5:3.4:4.0 7.4:7.6:7.1 8.3:8.1:8.0 3.5:3.4:3.7

Trng cy n qu (2)

5.6:5.2:5.8 4.1:4.4:3.9 6.1:6.4:5.8 9.6:9.7:9.2

Chn nui (3)

4.1:4.4:3.8 2.5:2.5:2.7 1.8:1.6:1.4 2.1:2.3:2.0

Dch v (4)

7.2:7.0:7.7 3.2:3.5:3.1 2.2:2.6:2.3 1.5:1.7:1.4

1.Dng bi: y l bi phn tch phng sai hai yu t

2.Cch lm
Gi thuyt : HA l nng sut khng ph thuc vo ngh chnh
: HB l nng sut khng ph thuc vo ngh ph
: HAB l nng sut gia ngh chnh v ngh ph khng c lin quan n
nhau.

Thc hin bi ton bng Excel

Nhp d liu vo bng tnh:

16

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Chn Data Analysis\Anova: Two Factor With Replication

Trong hp thoi Anova : Two-factor With Replication ln n nh:

NHM 1

Phm vi u vo:
Input Y Range, qut vng ($A$2:$E$14)
Rows per sample : 3
Alpha: 0.05
Output Range : ($G$17)

Sau nhn OK ta c kt qu:

17

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NHM 1

18

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NHM 1

3.Kt lun:
a.

617.7936 = FA > Fn-1;nm(r-1);1- = 2,90112 bc b yu t HA, nng ph

thuc vo ngh chnh.

b.

36.73547 = FB > Fm-1;nm(r-1);1- = 2.90112 bc b yu t HB , nng sut

ph thuc vo ngh ph.

c.

308,223 = FAB > F(n-1)(m-1);nm(r-1);1- = 2.188766 bc b yu t HAB, c s

tng tc nng sut gia ngh chnh v ngh ph

19