XSTKDH

X X C SU C SU T & TH T & TH NG K NG K
I H I H C C
PHN PH PHN PH I CHNG TRNH I CHNG TRNH
S S ti ti t t: : 45 45
--------------------- ---------------------
PHN I. L THUYT XC SUT
(Probability theory)
Chng 1. Xc sut ca Bin c
Chng 2. Bin ngu nhin
Chng 3. Phn phi Xc sut thng dng
Chng 4. Vector ngu nhin
Chng 5. nh l gii hn trong Xc sut
PHN II. L THUYT THNG K
(Statistical theory)
Chng 6. Mu thng k v c lng tham s
Chng 7. Kim nh Gi thuyt Thng k
Chng 8. Bi ton Tng quan v Hi quy
Ti liu tham kho

1. Nguyn Ph Vinh Gio trnh Xc sut Thng k
v ng dng NXB Thng k.
2. inh Ngc Thanh Gio trnh Xc sut Thng k
H Tn c Thng Tp.HCM.
3. ng Hng Thng Bi tp Xc sut; Thng k
NXB Gio dc.
4. L S ng Xc sut Thng k v ng dng
NXB Gio dc.
5. o Hu H Xc sut Thng k
NXB Khoa hc & K thut.
6. u Th Cp Xc sut Thng k L thuyt v
cc bi tp NXB Gio dc.
7. Phm Xun Kiu Gio trnh Xc sut v Thng k
NXB Gio dc.
8. Nguyn Cao Vn Gio trnh L thuyt Xc sut
& Thng k NXB Kt Quc dn.
9. F.M. Dekking A modern introduction to Probability
and Statistics Springer Publication (2005).
Blaise Pascal
Pierre de Fermat
Vo nm 1651, Blaise Pascal
nhn c bc th ca nh
qu tc Php, De Mr, nh
ng gii quyt cc rc ri ny
sinh trong tr chi nh bc.
Pascal ton hc ho cc tr
chi nh bc ny, nng ln
thnh nhng bi ton phc tp
hn v trao i vi nh ton
hc Fermat. Nhng cuc trao
i ny sinh ra L thuyt
Xc sut L thuyt ton hc
v cc hin tng ngu nhin.
Gottfried Wilhelm Leibniz
James BERNOULLI
* James BERNOULLI
l ngi pht minh ra
Lut S Ln. Chnh v
l do , ngy nay Hi
Xc Sut Thng K
Th Gii mang tn
BERNOULLI
* Leibnitz c nhiu ng
gp quan trng trong
vic xy dng L thuyt
Xc sut
PHN I. L THUYT XC SUT
(Probability theory)
Chng 1. XC SUT CA BIN C
1. Bin c ngu nhin
2. Xc sut ca bin c
3. Cng thc tnh xc sut
1. BIN C NGU NHIN

1.1. Hin tng ngu nhin
Ngi ta chia cc hin tng xy ra trong i sng
hng ngy thnh hai loi: tt nhin v ngu nhin.
Chng Chng 1. 1. X X c c su su t t c c a a Bi Bi n n c c
Nhng hin tng m khi c thc hin trong cng
mt iu kin s cho ra kt qu nh nhau c gi l
nhng hin tng tt nhin.
Chng hn, un nc iu kin bnh thng n
100
0
C th nc s bc hi; mt ngi nhy ra kh!i my
bay ang bay th ngi s ri xung l tt nhin.
Nhng hin tng m cho d khi c thc hin trong
cng mt iu kin vn c th" s cho ra cc kt qu
khc nhau c gi l nhng hin tng ngu nhin.
Chng hn, gieo mt ht la iu kin bnh thng
th ht la c th" ny m#m c$ng c th" khng ny m#m.
Hin tng ngu nhin chnh l i tng kho st c%a
l thuyt xc sut.
1.2. Php th v bin c
" quan st cc hin tng ngu nhin, ngi ta cho
cc hin tng ny xut hin nhiu l#n. Vic thc hin
mt quan st v mt hin tng ngu nhin no , "
xem hin tng ny c xy ra hay khng c gi l
mt php th (test).
Khi thc hin mt php th&, ta khng th" d on c
kt qu xy ra. Tuy nhin, ta c th" lit k tt c cc kt
qu c th" xy ra.
Tp hp tt c cc kt qu c th" xy ra c%a mt
php th& c gi l khng gian mu c%a php th&
. K hiu l .
M'i ph#n t& c gi l mt bin c s cp.
M'i tp A c gi l mt bin c (events).
VD 1. Xt mt sinh vin thi ht mn XSTK, th hnh
ng c%a sinh vin ny l mt php th&.
Tp hp tt c cc i"m s:
{0; 0, 5; 1; 1, 5;...; 9, 5; 10} =
m sinh vin ny c th" t l khng gian mu.
Cc ph#n t&:
1
0 = ,
2
0, 5 = ,,
21
10 =
l cc bin c s cp.
Cc tp con c%a :
{4; 4, 5;...; 10} A = , {0; 0, 5;...; 3, 5} B = ,
l cc bin c.
Cc bin c A, B c th" c pht bi"u li l:
: A sinh vin ny thi t mn XSTK;
: B sinh vin ny thi h!ng mn XSTK.
Trong mt php th&, bin c m chc chn s xy ra
c gi l bin c chc chn. K hiu l .
Bin c khng th" xy ra c gi l bin c rng.
K hiu l .
VD 2. T( nhm c 6 nam v 4 n, ta chn ngu nhin
ra 5 ngi. Khi , bin c chn c t nht 1 nam
l chc chn; bin c chn c 5 ngi n l r'ng.
1.3. Quan h gia cc bin c
a) Quan h tng ng
Trong 1 php th&, bin c A c gi l ko theo bin
c B nu khi A xy ra th B xy ra. K hiu l A B .
Hai bin c A v B c gi l tng ng vi nhau
nu A B v B A . K hiu l A B = .
VD 3. Quan st 4 con g mi ) trng trong 1 ngy. Gi

i
A : c i con g mi ) trng trong 1 ngy, 0, 4 i = .
A: c 3 hoc 4 con g mi ) trng trong 1 ngy.
B: c nhiu hn 2 con g mi ) trng trong 1 ngy.
Khi , ta c:
3
A B ,
2
A B , B A v A B = .
b) Tng v tch ca hai bin c
T*ng c%a hai bin c A v B l mt bin c, bin c
ny xy ra khi A xy ra hay B xy ra trong mt php
th& (t nht mt trong hai bin c xy ra).
K hiu l A B hay A B .
Tch c%a hai bin c A v B l mt bin c, bin c
ny xy ra khi c A v B cng xy ra trong mt php
th&. K hiu l A B hay AB.
VD 4. Mt ngi th sn bn hai vin n vo mt con
th v con th s cht nu n b+ trng c hai vin n.
Gi :
i
A vin n th i trng con th (i = 1, 2);
: A con th b+ trng n; : B con th b+ cht.
Khi , ta c:
1 2
A A A = v
1 2
B A A = .
VD 5. Xt php th& gieo hai ht la.
Gi :
i
N ht la th i ny m#m;
:
i
K ht la th i khng ny m#m (i = 1, 2);
: A c 1 ht la ny m#m.
Khi , khng gian mu c%a php th& l:
1 2 1 2 1 2 1 2
{ ; ; ; } K K N K K N N N = .
Cc bin c tch sau y l cc bin c s cp:
1 1 2 2 1 2 3 1 2 4 1 2
, , , K K N K K N N N = = = = .
Bin c A khng phi l s cp v
1 2 1 2
A N K K N = .
c) Bin c i lp
Trong 1 php th&, bin c A c gi l bin c i lp
(hay bin c b) c%a bin c A nu v ch, nu khi A
xy ra th A khng xy ra v ngc li, khi A khng
xy ra th A xy ra.
Vy ta c: \ . A A =
VD 6. T( 1 l hng cha 12 chnh ph-m v 6 ph ph-m,
ngi ta chn ngu nhin ra 15 sn ph-m.
Gi :
i
A chn c i chnh ph-m, 9,10,11,12 i = .
Ta c khng gian mu l:
9 10 11 12
A A A A = ,
v
10 10 9 11 12
\ A A A A A = = .
1.4. H y cc bin c
a) Hai bin c xung khc
Hai bin c A v B c gi l xung khc vi nhau
trong mt php th& nu A v B khng cng xy ra.
VD 7. Hai sinh vin A v B cng thi mn XSTK.
Gi : A sinh vin A thi ';
: B ch, c sinh vin B thi ';
: C ch, c 1 sinh vin thi '.
Khi ,A v B l xung khc; B v C khng xung khc.
Ch
Trong VD 7, A v B xung khc nhng khng i lp.
b) H y cc bin c
Trong mt php th&, h gm n bin c { }
i
A , 1, i n =
c gi l h #y % khi v ch, khi c duy nht bin
c
0
i
A ,
0
{1; 2;...; } i n c%a h xy ra. Ngha l:
1) ,
i j
A A i j = v 2)
1 2
...
n
A A A = .
VD 8. Trn ln 4 bao la vo nhau ri bc ra 1 ht.
Gi
i
A : ht la bc c l c%a bao th i , 1, 4 i = .
Khi , h
1 2 3 4
{ ; ; ; } A A A A l #y %.
Ch
Trong 1 php th&, h { ; } A A l #y % vi A ty .
2. XC SUT CA BIN C
Quan st cc bin c i vi mt php th&, mc d
khng th" khng +nh mt bin c c xy ra hay khng
nhng ngi ta c th" ph!ng on kh nng xy ra c%a
cc bin c ny l t hay nhiu. Kh nng xy ra khch
quan c%a mt bin c c gi l xc sut (probability)
c%a bin c .
Xc sut c%a bin c A, k hiu l ( ) P A , c th" c
+nh ngha b.ng nhiu dng sau:
dng c* i"n;
dng thng k;
dng tin Kolmogorov;
dng hnh hc.
2.1. nh ngh!a xc sut dng c in
Xt mt php th& vi khng gian mu
1
{ ;...; }
n
=
v bin c A c k ph#n t&. Nu n bin c s cp
c cng kh nng xy ra (ng kh nng) th xc sut
c%a bin c A c +nh ngha l:
( ) .
k
P A
n
= =
So trng h p A xay ra
So tr ng hp co the xay ra

VD 1. Mt cng ty c#n tuy"n hai nhn vin. C 4 ngi
n v 2 ngi nam np n ngu nhin (kh nng trng
tuy"n c%a 6 ngi l nh nhau). Tnh xc sut ":
1) c hai ngi trng tuy"n u l n;
2) c t nht mt ngi n trng tuy"n.
VD 2. T( mt hp cha 6 sn ph-m tt v 4 ph ph-m
ngi ta chn ngu nhin ra 5 sn ph-m.
Tnh xc sut " c:
1) c 5 sn ph-m u tt; 2) ng 2 ph ph-m.
VD 3. Ti mt bnh vin c 50 ngi ang ch kt qu
khm bnh. Trong c 12 ngi ch kt qu ni soi,
15 ngi ch kt qu siu m, 7 ngi ch kt qu c
ni soi v siu m. Gi tn ngu nhin mt ngi trong
50 ngi ny, hy tnh xc sut gi c ngi ang
ch kt qu ni soi hoc siu m?
Biu Ven
2.2. nh ngh!a xc sut dng thng k
Nu khi thc hin mt php th& no n l#n, thy c
k l#n bin c A xut hin th t, s
k
n
c gi l tn
sut c%a bin c A.
Khi n thay *i, t#n sut c$ng thay *i theo nhng lun
dao ng quanh mt s c +nh lim
n
k
p
n
= .
S p c +nh ny c gi l xc sut c%a bin c A
theo ngha thng k.
Trong thc t, khi n % ln th ( )
k
P A
n
.
VD 4.
Pearson gieo mt ng tin cn i, ng cht
12.000 l#n thy c 6.019 l#n xut hin mt sp (t#n
sut l 0,5016); gieo 24.000 l#n thy c 12.012 l#n
xut hin mt sp (t#n sut l 0,5005).
Laplace nghin cu t, l sinh trai gi London,
Petecbua v Berlin trong 10 nm v a ra t#n sut
sinh b gi l 21/43.
Cramer nghin cu t, l sinh trai gi Thy i"n
trong nm 1935 v kt qu c 42.591 b gi c sinh
ra trong t*ng s 88.273 tr) s sinh, t#n sut l 0,4825.
2.3. nh ngh!a xc sut dng hnh h"c (tham kho)
Cho min . Gi o c%a
l di, din tch, th tch
(ng vi l ng cong,
min phng, khi). Xt i"m
M ri ngu nhin vo min .
Gi A: i"m M ri vo min S , ta c:

( ) . P A =

o o S
o o

VD 5. Tm xc sut c%a i"m M ri vo hnh trn ni
tip tam gic u c cnh 2 cm.
Gii. Gi A: i"m M ri vo hnh trn ni tip.
Din tch c%a tam gic l:

2
2
2 . 3
( ) 3
4
dt cm = = .
Bn knh c%a hnh trn l:

1 2 3 3
.
3 2 3
r cm = =
2
3
( ) ( ) 0, 6046
3 3
3 3
dt S P A
1

= = = =

( )
.
VD 6. Hai ngi bn h/n gp nhau ti 1 +a i"m xc
+nh trong khong t( 7h n 8h. M'i ngi n (v
chc chn n) i"m h/n mt cch c lp, nu khng
gp ngi kia th i 30 pht hoc n 8 gi th khng
i na. Tm xc sut " hai ngi gp nhau.
Gii. Chn mc thi gian 7h l 0.
Gi , x y (gi) l thi gian
tng ng c%a m'i ngi
i n i"m h/n, ta c:
0 1, 0 1 x y .
Suy ra l hnh vung
c cnh l 1 n v+.
T( iu kin, ta c:
0, 5
0, 5
0, 5
x y
x y
x y
'
1
1

!
1
1
+

0, 5 0
0, 5 0
x y
x y
'
1
1
!
1
1
+
.
Suy ra, min gp nhau gp nhau c%a hai ngi l S :
{0 1, 0 1, 0, 5 0, 0, 5 0} x y x y x y .
Vy
( ) 3
75%
( ) 4
dt S
p
dt
= = =
.
2.4. Tnh cht ca xc sut
1) Nu A l bin c ty th 0 ( ) 1 P A .

2) ( ) 0 P = .

3) ( ) 1 P = .

4) Nu A B th ( ) ( ) P A P B .
3. CNG TH#C TNH XC SUT
3.1. Cng thc c$ng xc sut
Xt mt php th&, ta c cc cng thc cng xc sut sau
Nu A v B l hai bin c ty :

( ) ( ) ( ) ( ). P A B P A P B P A B =
Nu A v B l hai bin c xung khc th:

( ) ( ) ( ). P A B P A P B =
Nu h { }
i
A ( 1,..., ) i n = xung khc t(ng i th:
( )
1 2 1 2
... = ( )+ ( )+...+ ( ).
n n
P A A A P A P A P A
VD 1. Mt nhm c 30 nh #u t cc loi, trong c:
13 nh #u t vng; 17 nh #u t chng khon v 10
nh #u t c vng ln chng khon. Mt i tc gp
ngu nhin mt nh #u t trong nhm. Tm xc sut "
ngi gp c nh #u t vng hoc chng khon?
c bit

( ) 1 ( ); ( ) ( . ) ( . ). P A P A P A P AB P AB = =
VD 2. Mt hp phn c 10 vin trong c 3 vin mu
!. Ly ngu nhin t( hp ra 3 vin phn.
Tnh xc sut " ly c t nht 1 vin phn mu !.
Ch

; . A B A B A B A B = =
VD 3. Trong mt vng dn c, t, l ngi mc bnh tim
l 9%; mc bnh huyt p l 12%; mc c bnh tim v
huyt p l 7%. Chn ngu nhin 1 ngi trong vng
. Tnh xc sut " ngi ny khng mc bnh tim v
khng mc bnh huyt p?
3.2. XC SUT C I%U KI&N
Xt php th&: 3 ngi A, B v C thi tuy"n vo mt
cng ty. Gi
A: ngi A thi ', B: ngi B thi ',
C : ngi C thi ', H: c 2 ngi thi '.
Khi , khng gian mu l:
{ , , , , , , , } ABC ABC ABC ABC ABC ABC ABC ABC .
Ta c:
4
{ , , , } ( )
8
A ABC ABC ABC ABC P A = = ;

3
{ , , } ( )
8
H ABC ABC ABC P H = = .
Lc ny, bin c: 2 ngi thi ' trong c A l:
{ , } AH ABC ABC = v
2
( )
8
P AH = .
By gi, ta xt php th& l: A, B, C thi tuy"n vo mt
cng ty v bit thm thng tin c 2 ngi thi '.
Khng gian mu tr thnh H v A tr thnh AH .
Gi A H: A thi ' bit r.ng c 2 ngi thi ' th ta
c:
( )
2 ( )
3 ( )
P AH
P A H
P H
= = .
3.2.1. nh ngh!a xc sut c i'u kin
Trong mt php th&, xt hai bin c bt k0 A v B vi
( ) 0 P B . Xc sut c iu kin c%a A vi iu kin B
xy ra c k hiu v +nh ngha l:

( )
( )
.
( )
P A B
P A B
P B
=

VD 4. Mt nhm 10 sinh vin gm 3 nam v 7 n trong
c 2 nam 18 tu*i v 3 n 18 tu*i. Chn ngu nhin 1
sinh vin t( nhm .
Gi A: sinh vin c chn l n,
B: sinh vin c chn l 18 tu*i.
Hy tnh
( ) ( )
, P A B P B A ?
Nhn xt
Khi tnh
( )
P A B vi iu kin B xy ra, ngha l ta
hn ch khng gian mu xung cn B v hn ch
A xung cn A B .
Tnh cht
1)
( )
0 1 P A B , A ;

2) nu A C th
( ) ( )
P A B P C B ;

3)
( ) ( )
1 P A B P A B = .
3.2.2. Cng thc nhn xc sut
a) S( $c lp ca hai bin c
Trong mt php th&, hai bin c A v B c gi l
c lp nu B c xy ra hay khng c$ng khng nh
hng n kh nng xy ra A v ngc li.
Ch
Nu A v B c lp vi nhau th cc cp bin c:
A v B, A v B, A v B c$ng c lp vi nhau.
b) Cng thc nhn
Nu A v B l hai bin c khng c lp th:

( ) ( )
( ) ( ) ( ) . P A B P P B B A P A A P B = =
Nu A v B l hai bin c c lp th:

( ) ( ). ( ). P A B P A P B =
Nu n bin c , 1, ...,
i
A i n = khng c lp th:
( ) ( ) ( ) ( )
1 2 1 2 1 1 1
... ... ... .
n n n
P AA A P A P A A P A A A
=
VD 5. Mt ngi c 5 bng n trong c 2 bng b+
h!ng. Ngi th& ngu nhin l#n lt t(ng bng n
(khng hon li) cho n khi chn c 1 bng tt.
Tnh xc sut " ngi th& n l#n th 2.
VD 6. Mt sinh vin hc h nin ch c thi li 1 l#n
nu l#n thi th nht b+ rt (2 l#n thi c lp). Bit r.ng
xc sut " sinh vin ny thi ' l#n 1 v l#n 2 tng
ng l 60% v 80%. Tnh xc sut sinh vin ny thi '?
VD 8. Trong d+p tt, ng A em bn 1 cy mai ln v 1
cy mai nh!. Xc sut bn c cy mai ln l 0,9. Nu
bn c cy mai ln th xc sut bn c cy mai
nh! l 0,7. Nu cy mai ln khng bn c th xc
sut bn c cy mai nh! l 0,2. Bit r.ng ng A bn
c t nht 1 cy mai, xc sut " ng A bn c c
hai cy mai l:
A. 0,6342; B. 0,6848; C. 0,4796; D. 0,8791.
VD 9. Hai ngi A v B cng chi tr chi nh sau:
C hai lun phin ly m'i l#n 1 vin bi t( mt hp ng
2 bi trng v 4 bi en (bi c ly ra khng tr li hp).
Ngi no ly c bi trng trc th thng cuc.
Gi s& A ly trc, tnh xc sut A thng cuc ?
3.2.3. Cng thc xc sut y v Bayes.
a) Cng thc xc sut y
Xt h n bin c { }
i
A ( 1, 2,..., i n = ) #y % v B l
mt bin c bt k0 trong php th&, ta c:

( )
( ) ( )
1
1 1
( ) ( )
( ) ... ( ) .
n
n
i
i i
n
P B P B
P
A A
A A B P A P B A P
=
=
=
_

VD 10. Mt c&a hng bn hai loi bng n cng kch
c1 gm: 70 bng mu trng vi t, l bng h!ng l 1%
v 30 bng mu vng vi t, l h!ng 2%. Mt khch
hng chn mua ngu nhin 1 bng n t( c&a hng ny.
Tnh xc sut " ngi ny mua c bng n tt ?
VD 11. Chung th! 1 c 3 con th! trng v 4 con th!
en; chung 2 c 5 th! trng v 3 th! en. Quan st
thy c 1 con th! chy t( chung 1 sang chung 2, sau
c 1 con th! chy ra t( chung 2. Tnh xc sut "
con th! chy ra t( chung 2 l th! trng ?
b) Cng thc Bayes
Xt h n bin c { }
i
A ( 1, 2,..., i n = ) #y % v B l
mt bin c bt k0 trong php th&. Khi , xc sut "
bin c
i
A xy ra sau khi B xy ra l:
( )
( )
( )
( )
1
( )
(
( ) ( )
.
)
i i i i
i
n
i i
i
A A A A
A
P B
P A P B A
P P B P P B
P B
=
= =
_

VD 12. Xt tip VD 10. Gi s& khch hng chn mua
c bng n tt. Tnh xc sut " ngi ny mua
c bng n mu vng ?
Phn bit cc bi ton p dng cng thc
Nhn ! Ba!es
Trong 1 bi ton, ta xt 3 bin c
1 2
, , . A A B
1) Nu bi ton yu cu tm xc sut ca
1
, A B
2
A B th y l bi ton cng thc nhn!
"c sut l xc sut tch ca tng nhnh!
#) Nu bi ton yu cu tm xc sut ca $ B
1 2
{ , } A A y th y l bi ton % &!ng
cng thc y ! "c sut b"ng tng 2 nhnh!
Phn bit cc bi ton p dng cng thc
Nhn ! Ba!es
3) Nu bi ton yu cu tm xc sut ca
1 2
{ , } A A
1 2
, A A
B $ cho bit xy ra, #ng thi h
y th y l bi ton % &!ng cng thc
'ay(s! "c sut l t s gia nhnh cn tm
$i tng ca hai nhnh!
Chng Chng 1. 1. X X c c su su t t c c a a Bi Bi n n c c Chng Chng 1. 1. X X c c su su t t c c a a Bi Bi n n c c
VD 13. Nh my X c 3 phn xng A, B, C tng
ng sn xut ra 20%, 30% v 50% t*ng sn ph-m c%a
nh my. Gi s& t, l sn ph-m h!ng do cc phn xng
A, B, C tng ng sn xut ra l 1%, 2% v 3%.
Chn ngu nhin 1 sn ph-m do nh my X sn xut ra.
1) Tnh xc sut (t, l) sn ph-m ny l h!ng ?
2) Tnh xc sut sn ph-m ny h!ng v do phn xng
A sn xut ra ?
3) Bit r.ng sn ph-m c chn l h!ng, tnh xc sut
sn ph-m ny l do phn xng A sn xut ra ?
VD 14. T, l t ti, t con v xe my i qua ng X
c trm bm d#u l 5 : 2 : 13. Xc sut " t ti, t
con v xe my i qua ng ny vo bm d#u l#n lt
l 0,1; 0,2 v 0,15. Bit r.ng c 1 xe i qua ng X
vo bm d#u, tnh xc sut " l t con ?
A.
11
57
; B.
10
57
; C.
8
57
; D.
7
57
.
Chng Chng ". ". Bi Bi n n ng ng u u nhi#n nhi#n

1. Bin ngu nhin v hm mt $
2. Hm phn phi xc sut
3. Tham s )c trng ca bin ngu nhin
1. BIN NGU NHIN V HM M*T +

1.1. Khi nim bin ngu nhin
Xt mt php th& vi khng gian mu . Gi s&, ng
vi m'i bin c s cp , ta lin kt vi 1 s thc
( ) X , th X c gi l mt bin ngu nhin.
T*ng qut, bin ngu nhin (BNN) X c%a mt php
th& vi khng gian mu l mt nh x
: X
( ) X x = .
Gi tr+ x c gi l mt gi tr+ c%a bin ngu nhin X.
VD 1. Ngi A mua mt loi bo hi"m tai nn trong 1
nm vi ph l 70 ngn ng. Nu b+ tai nn th cng ty
s chi tr 3 triu ng. Gi X l s tin ngi A c
c sau 1 nm mua bo hi"m ny. Khi , ta c
Php th& l: mua bo hi"m tai nn.
Bin c l T: ngi A b+ tai nn.
Khng gian mu l { , } T T = .
Vy ( ) 2, 93 X T = (triu), ( ) 0, 07 X T = (triu).
Nu ( ) X l 1 tp hu hn
1 2
{ , ,..., }
n
x x x hay v hn
m c th X c gi l bin ngu nhin ri rc.
" cho gn, ta vit l
1 2
{ , ,..., ,...}
n
X x x x = .
Nu ( ) X l 1 khong c%a (hay c ) th X c
gi l bin ngu nhin lin tc.
Ch
Trong thc nghim, cc bin ngu nhin thng l ri
rc. Khi bin ngu nhin ri rc X c cc gi tr+ %
nhiu trn 1 khong c%a , th ta xem X l bin ngu
nhin lin tc. Thc cht l, cc bin ngu nhin lin
tc c dng lm xp x, cho cc bin ngu nhin ri
rc khi tp gi tr+ c%a bin ngu nhin ri rc % ln.
Cho bin ngu nhin X v hm s ( ) y x = .
Khi , bin ngu nhin ( ) Y X = c gi l hm
c%a bin ngu nhin X.
1.2. Hm mt $
a) Bin ngu nhin r,i rc
Cho BNN ri rc : X ,
1 2
{ , ,..., ,...}
n
X x x x = .
Gi s&
1 2
... ...
n
x x x < < < < vi xc sut tng ng
l ({ : ( ) }) ( ) , 1, 2,...
i i i
P X x P X x p i = = = = =
Ta +nh ngha
Bng phn phi xc sut ca X l
X
1
x
2
x
n
x
P
1
p
2
p
n
p

Hm mt $ ca X l
,
( )
0 , .
i i
i
p khi x x
f x
khi x x i
'
1 =
1
=
!
1
1
+

Ch
0
i
p ; 1, 1, 2, ...
i
p i = =
_

Nu
1 2
{ , ,..., ,...}
n
x x x x y th ( ) 0 P X x = = .
( )
i
i
a x b
P a X b p
<
< =
_
.
VD 2. Cho BNN ri rc X c bng phn phi xc sut:
X
1 0 1 3 5
P
3a a 0,1 2a 0,3
1) Tm a v tnh ( 1 3) P X < .
2) Lp bng phn phi xc sut c%a hm
2
Y X = .
VD 3. Mt x th% c 4 vin n, bn l#n lt t(ng vin
vo mt mc tiu mt cch c lp. Xc sut trng mc
tiu m'i l#n bn l 0,8. Bit r.ng, nu c 1 vin trng
mc tiu hoc ht n th d(ng. Gi X l s vin n
x th% bn, hy lp bng phn phi xc sut c%a X?
b) Bin ngu nhin lin tc
Hm s : f c gi l hm mt c%a bin
ngu nhin lin tc X nu:
( ) ( ) , , .
b
a
P a X b f x dx a b =
]

Nhn xt
, ( ) 0 x f x v ( ) 1 f x dx
=
]
.
ngha hnh hc, xc sut c%a bin ngu nhin X
nhn gi tr+ trong [ ; ] a b b.ng din tch hnh thang
cong gii hn bi , , ( ) x a x b y f x = = = v Ox .
( ) f x
S
( ) ( )
b
a
P a X b f x dx =
]
VD 5. Chng t!
3
4 , [0; 1]
( )
0, [0; 1]
x x
f x
x
'
1

11
=
!
1 y
1
1+
l hm mt
c%a bin ngu nhin X v tnh (0, 5 3) P X < ?
VD 6. Cho bin ngu nhin X c hm mt :
2
0, 2
( )
, 2.
x
f x
k
x
x
'
1 <
1
1
1
=
!
1

1
1
1+
Tnh ( 3 5) P X < < ?
2. HM PHN PHI XC SUT
2.1. nh ngh!a
Hm phn phi xc sut (hay hm phn phi tch l$y)
c%a bin ngu nhin X, k hiu ( ) F x , l xc sut " X
nhn gi tr nh hn x vi mi x .
Ngha l:
( ) ( ), F x P X x x = < .
Nhn xt 1
Nu bin ngu nhin X l lin tc vi hm mt
( ) f x th:
( ) ( )
x
F x f t dt
=
]
.
Nu bin ngu nhin X l ri rc vi phn phi
xc sut ( )
i i
P X x p = = th:
( )
i
i
x x
F x p
<
=
_
.
( ) f x
1
x
1
1
( ) ( )
x
F f x dx x
=
]
1
x
2
x
2
2
( ) ( )
x
F f x dx x
=
]
( ) f x
Nhn xt 2
Gi s& BNN ri rc X nhn cc gi tr+ trong
1
[ ; ]
n
x x v
1 2
...
n
x x x < < < , ( ) ( 1, 2,..., )
i i
P X x p i n = = = .
Ta c hm phn phi c%a X l:
1
1 1 2
1 2 2 3
1 2 1 1
0 khi
khi
khi
( )
.........................................................
... khi
n n
x x
p x x x
p p x x x
F x
p p p x

<
=
<

1 khi .
n
n
x x
x x
'
1
1
1
1
1
1
1
1
1
!
1
1
1
1
<
1

1
1
<
1
1+

Gi s& BNN lin tc X c hm mt
( ), [ ; ]
( )
0, [ ; ].
x x a b
f x
x a b
'
1
1
=
!
1 y
1
+

0 khi
( ) ( ) khi
1 khi .
x
a
x a
F x t dt a x b
b x
'
1
1
1
1
1
1
= <
!
1
1
1
1
<
1
1+
]

Gi s& BNN lin tc X c hm mt
0,
( )
( ), .
x a
f x
x x a
'
1 <
1
=
!
1
1
+

0 khi
( )
( ) khi .
x
a
x a
F x
t dt x a
'
1
1
1
1
=
!
1

1
1
1
+
]

VD 1. Cho BNN X c bng phn phi xc sut l:
X 2 1 3 4
P
0,1 0, 2 0, 2 0, 5
Hy lp hm phn phi c%a X v v th+ c%a ( ) F x ?
VD 2. Cho BNN X c hm mt l:
2
0, [0; 1]
( )
3 , [0; 1].
x
f x
x x
'
1
1
1
=
!
1
1
1+

Tm hm phn phi c%a X v v th+ c%a ( ) F x ?
VD 3. Cho BNN X c hm mt l:
2
0, 100
( )
100
, 100.
x
f x
x
x
'
1 <
1
1
1
=
!
1

1
1
1+

Tm hm phn phi ( ) F x c%a X?
2.2. Tnh cht ca hm phn phi xc sut
1) Hm ( ) F x xc +nh vi mi x .
2) 0 ( ) 1, F x x ; ( ) 0; ( ) 1 F F = = .
3) ( ) F x khng gim v lin tc phi ti mi x .
4) ( ) ( ) ( ) P a X b F b F a < = .
c bit
Nu X l BNN ri rc th:
1
( ) ( ), .
i i i
p F x F x i
=
Nu X l BNN lin tc th:
( ) ( ) ( )
( ) ( ) ( ).
P a X b P a X b P a X b
P a X b F b F a
= < = <
= < < =

Nu X l BNN lin tc c hm mt ( ) f x th:
( ) ( ). F x f x =
3. THAM S -C TRNG
CA BIN NGU NHIN
Nhng thng tin c ng phn nh t(ng ph#n v bin
ngu nhin gip ta so snh gia cc i lng vi nhau
c gi l cc c trng s. C 3 loi c trng s l
Cc c trng s cho xu hng trung tm c%a BNN:
Trung v, Mode, K vng,
Cc c trng s cho phn tn c%a BNN:
Phng sai, lch chun,
Cc c trng s cho dng phn phi xc sut.
3.1. TRUNG V. v MODE
3.1.1. Trung v (tham kho)
Trung v+ (median) c%a BNN X, k hiu MedX, l s
thc m th!a:
( ) ( ). P X m P X m =
VD 1. Cho BNN X c bng phn phi xc sut:
X
0 1 2 3
P
0,125 0,375 0,375 0,125
Ta c: MedX m = th!a 1 2 m < < .
VD 2. Cho BNN X c hm mt :
2
3 , [0; 3] 2
( )
0, [0; 3]. 9
x x x
f x
x
'
1

11
=
!
1
1
1+

Ta c: ( ) ( ) [0; 3] P X m P X m MedX m = =
2
0
1 2 3
(3 ) [0; 3]
2 9 2
m
x x dx m = =
]
.
3.1.2. MODE
Mode c%a bin ngu nhin X, k hiu MdX, l gi tr+
0
x X th!a:

0
( ) ma P X x = nu X l ri rc, v

0
( ) ma f x nu X lin tc c hm mt ( ) f x .
Ch
MdX cn c gi l gi tr tin chc nht c%a X.
Bin ngu nhin X c th" c nhiu MdX.
X
0 1 2 4 5 8
P
0,10 0,20 0,30 0,05 0,25 0,10
Ta c: 2 MdX = .
VD 4. Tm MdX, bit X c bng phn phi xc sut:
X
1 2 4 5 8
P
1 3p 0,18 0,07 0,25 p

Gii. Ta c:
1 3 0,18 0, 07 0, 25 1 0, 25 p p p = = .
Vy 1; 5; 8 MdX = .
VD 5. Tm MdX, bit X c hm mt xc sut:
2
3
(4 ), [0; 4]
( )
64
0, [0; 4].
x x x
f x
x
'
1
1

1
=
!
1
1 y
1
+

Gii. Vi [0; 4] x , ta c:
8
( ) 0 0,
3
f x x x = = = .

8 4
(0) (4) 0,
3 9
f f f
1

= = =

( )

8 4
ma ( )
3 9
f x f
1

= =

( )
. Vy
8
3
MdX = .
3.2. K/ V0NG
3.2.1. nh ngh!a
K0 vng (Expectation) c%a bin ngu nhin X, k hiu
!X hay ( ) M X , l mt s thc c xc +nh nh sau:
Nu X l ri rc vi xc sut ( )
i i
P X x p = = th:
.
i i
i
!X x p =
_

Nu X l lin tc c hm mt ( ) f x th:
. ( ) . !X x f x dx
=
]

c bit
Nu bin ngu nhin ri rc
1 2
{ ; ;...; }
n
X x x x = vi
xc sut tng ng l
1 2
, ,...,
n
p p p th:
1 1 2 2
... .
n n
!X x p x p x p =
X
1 0 2 3
P
0,1 0,2 0,4 0,3
Tnh k0 vng c%a X?
Gii. Ta c:
1 0,1 0 0, 2 2 0, 4 3 0, 3 !X = .
Vy 1, 6 !X = .
VD 7. Mt l hng gm 10 sn ph-m tt v 2 ph ph-m.
Ly ngu nhin 4 sn ph-m t( l hng , gi X l s
sn ph-m tt trong 4 sn ph-m ly ra.
Tm phn phi xc sut v tnh k0 vng c%a X?
VD 8. Tm k0 vng c%a BNN X c hm mt :
2
3
( 2 ), [0; 1]
( )
4
0, [0; 1].
x x x
f x
x
'
1
1

1
=
!
1
1 y
1
+

X
1 2 4 5 7
P
a 0,2 b 0,2 0,1
Tm gi tr+ c%a tham s a v b " 3, 5 !X = ?
VD 10. Cho bin ngu nhin X c hm mt :
2
, [0; 1]
( )
0, [0; 1].
ax bx x
f x
x
'
1

11
=
!
1 y
1
1+

Cho bit 0, 6 !X = . Hy tnh ( 0, 5) P X < ?
3.2.2. ngh!a ca K1 v"ng
K0 vng c%a bin ngu nhin X l gi tr trung bnh
(tnh theo xc sut) m X nhn c, n phn nh gi
tr+ trung tm phn phi xc sut c%a X.
Trong thc t sn xut hay kinh doanh, khi c#n chn
phng n cho nng sut hay li nhun cao, ngi ta
thng chn phng n sao cho k vng nng sut
hay k vng li nhun cao.
VD 11. Mt thng k cho bit t, l tai nn xe my
thnh ph H l 0,001. Cng ty bo hi"m A ngh+ bn
loi bo hi"m tai nn xe my cho ng B thnh ph H
trong 1 nm vi s tin chi tr l 10 (triu ng), ph
bo hi"m l 0,1 (triu ng). H!i trung bnh cng ty A
li bao nhiu khi bn bo hi"m cho ng B?
VD 12. ng A tham gia mt tr chi !, en nh sau:
Trong mt hp c 4 bi ! v 6 bi en. M'i l#n ng A
ly ra 1 bi: nu l ! th c thng 100 (ngn ng),
nu l en th b+ mt 70 (ngn ng). H!i trung bnh
m'i l#n ly bi ng A nhn c bao nhiu tin?
3.2.3. K1 v"ng ca hm ca bin ngu nhin
Gi s& ( ) Y X = l hm c%a bin ngu nhin X.
Nu X l bin ngu nhin ri rc th:
. . ( )
i i
i
i i
i
Y y p x ! p = =
_ _

Nu X l bin ngu nhin lin tc th:
. ( ) . ) ( ) ( ! f x dx Y x d y f x x

= =
] ]

Ch
Khi bin ngu nhin X l ri rc th ta nn lp bng
phn phi xc sut c%a Y , ri tnh !Y .
X
1 0 1 2
P
0,1 0,3 0,35 0,25
Tnh !Y vi
2
3 Y X = ?
VD 16. Cho BNN X c hm mt xc sut:
2
2
, [1; 2]
( )
0, [1; 2].
x
f x
x
x
'
1
1

1
1
=
!
1
1
y
1
1+

Tnh !Y vi
5
2
Y X
X
= ?
3.3. PH2NG SAI
3.3.1. nh ngh!a
Phng sai (Variance hay Dispersion) c%a bin ngu
nhin X, k hiu "arX hay ( ) # X , l mt s thc
khng m c xc +nh bi:
2 2 2
( ) ( ) ( ) . "arX ! X !X ! X !X = =
Nu BNN X l ri rc v ( )
i i
P X x p = = th:
2
2
. . .
i i i i
i i
"arX x p x p
1

=

( )
_ _

Nu BNN X l lin tc v c hm mt ( ) f x th:
2
2
. ( ) . ( ) . "arX x f x dx x f x dx

1

( )
] ]

X
1 2 3
P
0,2 0,7 0,1
Ta c:
2 2 2
(1 .0, 2 2 .0, 7 3 .0,1) "arX =

2
(1.0, 2 2.0, 7 3.0,1) 0, 29 = .
VD 18. Tnh phng sai c%a X, bit hm mt :
2
3
( 2 ), [0; 1]
( )
4
0, [0; 1].
x x x
f x
x
'
1
1

1
=
!
1
1 y
1
+

VD 19. Cho BNN X c hm mt xc sut:
2
3
(1 ), 1
( )
4
0, 1.
x x
f x
x
'
1
1

1
=
!
1
1
1
+

Tnh phng sai c%a Y , cho bit
2
2 Y X = .
3.3.2. ngh!a ca Phng sai

2
( ) X !X l bnh phng sai bit gia gi tr+ c%a X
so vi trung bnh c%a n. V phng sai l trung bnh
c%a sai bit ny, nn phng sai cho ta hnh nh v s
phn tn c%a cc s liu: phng sai cng nh! th s
liu cng tp trung xung quanh trung bnh c%a chng.
Trong k thut, phng sai c trng cho sai s c%a
thit b+. Trong kinh doanh, phng sai c trng cho
r%i ro #u t.
Do n v+ o c%a "arX b.ng bnh phng n v+ o
c%a X nn " so snh c vi cc c trng khc,
ngi ta a vo khi nim lch tiu chun
(standard deviation) l:
. "arX o =
VD 20. Nng sut (sn ph-m/pht) c%a hai my tng
ng l cc BNN X v Y , c bng phn phi xc sut:
X
1 2 3 4
Y
2 3 4 5
P
0,3 0,1 0,5 0,1

P
0,1 0,4 0,4 0,1
T( bng phn phi xc sut, ta tnh c:
2, 4 !X = ; 1, 04 "arX = ; 3, 5 !Y = ; 0, 65 "arY = .
V , !X !Y "arX "arY < nn nu phi chn mua
mt trong hai loi my ny th ta chn mua my Y .
Chng Chng $. $. Phn Phn ph ph i i % % c c su su t t thng thng d d ng ng
2. PHN PHI NH. TH#C
2.1. Phn phi Bernoulli
a) nh ngh!a
Php th& Bernoulli l mt php th& m ta ch, quan tm
n 2 bin c A v A, vi ( ) P A p = .
Xt bin ngu nhin:
( )
1
1
0
X P A p $
A
A
'
1
1
= = =
!
1
1
+
khi xua t hie n,
khi xua t hie n,
.
Khi , ta ni X c phn phi Bernoulli vi tham s p.
K hiu l ( ) X B p hay ( ) X B p .
Bng phn phi xc sut c%a X l:
X
0 1
P
$ p

b) Cc s )c trng ca X ~ B(p)

; . !X p "arX p$ = =
VD 1. Mt cu h!i trc nghim c 4 phng n tr li,
trong ch, c 1 phng n ng. Mt sinh vin chn
ngu nhin 1 phng n " tr li cu h!i .
Gi A: sinh vin ny tr li ng.
Khi , vic tr li cu h!i c%a sinh vin ny l mt
php th& Bernoulli v
1
( )
4
p P A = = ,
3
4
$ = .
Gi BNN
1
0
X
'
1
1
=
!
1
1
+
khi sinh vie n na y tra l i u ng,
khi sinh vie n na y tra l i sai,

th
1
4
X B
1

( )
v
1 1 3 3
, .
4 4 4 16
!X "arX = = = .
2.2. Phn phi Nh thc
a) nh ngh!a
Xt dy n php th& Bernoulli c lp. Vi php th&
th i , ta xt bin ngu nhin ( )
i
X B p ( 1,..., ) i n = .
Ngha l:
1
0
i
A
A
X
'
1
1
=
!
1
1
+
khi la n th i xua t hie n,
khi la n th i xua t hie n.

Gi X l s l#n bin c A xut hin trong n php th&.
Khi ,
1
...
n
X X X = v ta ni X c phn phi
Nh thc (Binomial distribution) vi tham s n, p.
K hiu l ( , ) X B n p hay ( , ) X B n p .
Xc sut trong n l#n th& c k l#n A xut hin l:

( 0,1,..., ( ) ).
k k n k
k n
p P X k C k $ n p

= = = =
VD 2. Mt thi XSTK gm 20 cu h!i trc nghim
nh trong VD 1. Sinh vin B lm bi mt cch ngu
nhin. Bit r.ng, nu tr li ng 1 cu th sinh vin B
c 0,5 i"m v nu tr li sai 1 cu th b+ tr( 0,125
i"m. Tnh xc sut " sinh vin B t i"m 5 ?
b) Cc s )c trng ca X ~ B(n, p)

0 0
: 1
;
.
;
MdX x
!X np
n
"arX n
n
$
p $ x p $
p
=
= =

VD 3. ng B trng 100 cy bch n vi xc sut cy
cht l 0,02. Gi X l s cy bch n cht.
1) Tnh xc sut c t( 3 n 5 cy bch n cht ?
2) Tnh trung bnh s cy bch n cht v "arX?
3) H!i ng B c#n phi trng ti thi"u my cy bch n
" xc sut c t nht 1 cy cht ln hn 10% ?
VD 4. Mt nh vn trng 126 cy lan qu, xc sut n
hoa c%a m'i cy trong 1 nm l 0,67.
1) Gi bn 1 cy lan qu n hoa l 2 triu ng. Gi s&
nh vn bn ht nhng cy lan n hoa th m'i nm
nh vn thu c chc chn nht l bao nhiu tin?
2) Nu mun trung bnh m'i nm c nhiu hn 100 cy
lan qu n hoa th nh vn phi trng ti thi"u my
cy lan qu ?
VD 6. Mt l hng cha 20 sn ph-m trong c 4 ph
ph-m. Chn lin tip 3 l#n (c hon li) t( l hng, m'i
l#n chn ra 4 sn ph-m. Tnh xc sut " trong 3 l#n
chn c ng 1 l#n chn phi 2 ph ph-m.
3. PHN PHI POISSON
3.1. Bi ton dn n phn phi Poisson
Gi s& cc v tai nn giao thng vng A xy ra mt
cch ngu nhin, c lp vi nhau v trung bnh 1
ngy c v tai nn. Gi X l s v tai nn giao
thng xy ra trong 1 ngy vng A.
Chia 24 gi trong ngy thnh n khong thi gian sao
cho ta c th" coi r.ng trong m'i khong thi gian
c nhiu nht 1 v tai nn xy ra, v kh nng xy ra
tai nn giao thng trong m'i khong thi gian b.ng
n
.
Khi , , X B n
n
1

( )
.
Ta c: ( ) 1
k n k
k
n
P X k C
n n

1 1

= =

( ) ( )

( )
! 1
. . . 1
( ) . ! !
n
k
k k k
n
n n n n k n k

1

=

( )

( 1)...( 1)
. . 1 .
! ( )
n
k
k
n n n k
k n n

1

=

( )

Suy ra:
( ) . .
!
k
n
P X k e
k

=
3.2. nh ngh!a phn phi Poisson
Bin ngu nhin X c gi l c phn phi Poisson
tham s 0 , k hiu l ( ) X P X hay ( ) X P X ,
nu X nhn cc gi tr+ 0, 1, 2,, n, vi xc sut:

( 0,1,..., ,..
.
( ) . .
!
)
k
k
e
p k n P X k
k
X
X
= = = =
Trong , l trung bnh s l#n xut hin bin c no
m ta quan tm.
Nhn xt
Phn phi Poisson khng phi l phn phi xc sut
chnh xc. Tuy vy, phn phi Poisson rt thun tin
cho vic m t v tnh ton.
Phn phi Poisson thng gn vi yu t thi gian.
3.3. Cc s )c trng ca X ~ P()

0 0
: 1 ; . MdX x !X x "arX = X = X X =
VD 1. Quan st ti siu th+ A thy trung bnh 5 pht c
18 khch n mua hng.
1) Tnh xc sut " trong 7 pht c 25 khch n siu
th+ A ?
2) Tnh xc sut " trong 2 pht c t( 3 n 5 khch n
siu th+ A ?
3) Tnh s khch chc chn nht s n siu th+ A trong
1 gi ?
VD 2. Quan st thy trung bnh 1 pht c 3 t i qua
trm thu ph. Bit xc sut c t nht 1 t i qua trm
thu ph trong t pht b.ng 0,9. Gi tr+ c%a t l:
A. 0,9082 pht; B. 0,8591 pht;
C. 0,8514 pht; D. 0,7675 pht.
VD 3. Quan st thy trung bnh 1 ngy (24 gi) c 12
chuyn tu vo cng A. Chn ngu nhin lin tip 6 gi
trong 1 ngy. Tnh xc sut " 2 trong 6 gi y, m'i gi
c ng 1 tu vo cng A.
4. PHN PHI CHU3N
4.1. Phn phi Chu4n n gin
a) nh ngh!a
Bin ngu nhin lin tc T c gi l c phn phi
Chu-n n gin (hay phn phi Gauss), k hiu l
(0; 1) T N hay (0; 1) T N , nu hm mt xc
sut c%a T c dng:

2

2
1
( ) , .
2
t
f t e t

(Gi tr+ hm ( ) f t c cho trong bng ph lc A).
b) Cc s )c trng ca T ~ N(0; 1)

0; a 1. Md " r T !T T = = =
c) Xc sut ca T ~ N(0; 1)
Hm Laplace
Hm
0
( ) ( ) ( 0)
x
x f t dt t =
]
c gi l hm Laplace.
(Gi tr+ hm ( ) x c cho trong bng ph lc B).
Tnh cht ca hm Laplace
Hm ( ) x ng bin trn ;
( ) ( ) x x = (hm ( ) x l));
( ) 0, 5 = ; ( ) 0, 5 = .
Cng thc tnh xc sut
( ) ( ) ( ) ( ).
b
a
P a T b f t dt b a = =
]

Ch
( ) 0, 5 ( ) P T b b < = ; ( ) 0, 5 ( ) P T a a = .
Nu 4 x th ( ) 0, 5 x .
4.2. Phn phi Chu4n
a) nh ngh!a
Bin ngu nhin lin tc X c gi l c phn phi
Chu-n (Normal distribution) tham s v
2
o ( 0) o ,
k hiu l
2
( ; ) X N o hay
2
( ; ) X N o , nu hm
mt xc sut c%a X c dng:
2
2
( )

2
1
( ) , .
2
x
f x e x
o
=
o

b) Cc s )c trng ca X ~ N(5, 6
2
)

2
; a . " MdX ! X X r = o = =
c) Xc sut ca X ~ N(5, 6
2
)
Nu
2
( ; ) X N o th (0; 1)
X
T N
=
o
.
Vy, ta c cng thc tnh xc sut:
( ) .
b
P
a
X b a
1 1

=

o o ( ) ( )

X
T

=
o
2
2
( )
2
1
( )
2
x
f x e
2
2
1
( )
2
t
f t e
=
0 =
3 2 2 3
$&'1( $&'1(
Phn b %c sut
1$')( 1$')(
"'1( "'1(
*'1( *'1(
VD 1. Tc chuy"n d liu t( my ch% c%a k tc x
n my tnh c%a sinh vin vo bu*i sng ch% nht c
phn phi chu-n vi trung bnh 60Kbits/s v lch
chu-n 4Kbits/s. Xc sut " tc chuy"n d liu ln
hn 63Kbits/s l:
A. 0,2266; B. 0,2144; C. 0,1313; D. 0,1060.
VD 2. Mt k0 thi #u vo trng chuyn A quy +nh
i"m ' l t*ng s i"m cc mn thi khng c thp
hn 15 i"m. Gi s& t*ng i"m cc mn thi c%a hc
sinh l bin ngu nhin c phn phi chu-n vi trung
bnh 12 i"m. Bit r.ng t, l hc sinh thi ' l 25,14%.
lch chu-n l:
A. 4 i"m; B. 4,5 i"m; C. 5 i"m; D. 5,5 i"m.
VD 3. Gi s& thi gian khch phi ch " c phc v
ti mt c&a hng l BNN X (pht), (4, 5; 1,21) X N .
1) Tnh xc sut khch phi ch t( 3,5 pht n 5 pht.
2) Tnh thi gian ti thi"u t nu xc sut khch phi ch
vt qu t l khng qu 5%.
VD 4. Cho BNN X c phn phi chu-n vi 10 !X =
v (10 20) 0, 3 P X < < = . Tnh (0 15) P X < ?
Phn phi Chi bnh phng 7
2
(n) (tham kho)
Nu (0; 1) ( 1,..., )
i
X N i n = v cc
i
X c lp th

2 2
1
( )
n
i
i
X X n
=
=
_
vi hm mt xc sut:
1
2 2
2
0, 0
1
( ) . , 0.
2 .
2
x n
n
x
f x e x x
n

'
1
1
1
1
1
1
=
!
1
1
1
1
I
1

1
( )
1+
Trong :
1
0
( )
x n
n e x dx

I =
]
, ( 1) ( ) n n n I = I ,
1
, (1) 1.
2
1

I = I =

( )
Phn phi
2
( ) n do Karl Pearson a ra nm 1900.
Phn phi Student St(n) (tham kho)
Nu (0; 1) T N v
2
( ) Y n c lp th
( )
n
X T St n
Y
= vi hm mt xc sut:
1
2 2
1
2
( ) 1 ,
.
2
n
n
x
f x x
n n
n
1

( )

=
1

( )
I

( )
.
Trong , n c gi l bc t do v gi tr+ c%a ( ) St n
c cho trong bng C .
Phn phi ( ) St n do Willam.S.Gosset a ra nm 1908.

Chng Chng &. Vecto+ &. Vecto+ ng ng u u nhi#n nhi#n
1. Phn phi xc sut ca vector ngu nhin r,i rc
2. Phn phi xc sut ca vector ngu nhin lin tc
Khi nim vector ngu nhin

Mt b c th t n bin ngu nhin
1
( , , )
n
X X . c
gi l mt vector ngu nhin n chiu.
Vector ngu nhin n chiu l lin tc hay ri rc nu
cc bin ngu nhin thnh ph#n l lin tc hay ri rc.
Chng hn, mt nh my sn xut mt loi sn ph-m,
nu xt n kch thc c%a sn ph-m c o b.ng
chiu di X v chiu rng Y th ta c vector ngu
nhin hai chiu ( , ) X Y . Cn nu xt thm c chiu cao
% na th ta c vector ngu nhin ba chiu ( , , ) X Y % .
Trong khun kh* c%a chng trnh ta ch, xt vector
ngu nhin hai chiu, thng c k hiu l ( , ) X Y .
1. PHN PHI XC SUT
CA VECTOR NGU NHIN R8I R9C
1.1 Bng phn phi xc sut ng th,i ca (X, Y)
Y
X
1
y
2
y
j
y

n
y T*ng dng
1
x
11
p
12
p
1j
p

1n
p
1"
p
2
x
21
p
22
p
2j
p

2n
p
2"
p

i
x
1 i
p
2 i
p
ij
p

in
p
" i
p

m
x
1 m
p
2 m
p
mj
p

mn
p
" m
p
T*ng ct
"1
p
"2
p
"j
p

"n
p 1

Trong
( )
;
i j ij
P X x Y y p = = = v
1 1
1
m n
ij
i j
p
= =
=
__
.
1.2. Phn phi xc sut thnh phn (phn phi l')
T( bng phn phi xc sut ng thi c%a ( , ) X Y ta c:
Bng phn phi xc sut ca X
X
1
x
2
x

m
x
P
1"
p
2"
p

" m
p
Trong
" 1 2 i i i in
p p p p =
(t*ng dng i c%a bng phn phi xc sut ng thi).
K0 vng c%a X l:
1 1" 2 2" "
.
m m
!X x p x p x p =
Bng phn phi xc sut ca Y
Y
1
y
2
y

n
y
P
"1
p
"2
p

"n
p
Trong
" 1 2 j j j mj
p p p p =
(t*ng ct j c%a bng phn phi xc sut ng thi).
K0 vng c%a Y l:
1 "1 2 "2 "
.
n n
!Y y p y p y p =
VD 1. Phn phi xc sut ng thi c%a vector ngu
nhin ( , ) X Y cho bi bng:
Y
X
1 2 3
6 0,10 0,05 0,15
7 0,05 0,15 0,10
8 0,10 0,20 0,10
1) Tnh
( )
6 P X = v
( )
7, 2 P X Y .
2) Lp bng phn phi xs thnh ph#n v tnh !X, !Y .
Gii
1)
( )
6 0,1 0, 05 0,15 0, 3 P X = = = .

( )
7, 2 {(7, 2)}+ {(7, 3)}+ {(8, 2)}
{(8, 3)} 0,15 0,1 0, 2 0,1 0, 55.
P X Y P P P
P
=
= =

2) Bng phn phi c%a X l:
X
6 7 8
P
0,3 0,3 0,4
6.0, 3 7.0, 3 8.0, 4 7,1 !X = = .
Bng phn phi c%a Y l:
Y
1 2 3
P
0,25 0,40 0,35
1.0, 25 2.0, 4 3.0, 35 2,1 !Y = = .
1.3. Phn phi xc sut c i'u kin
T( cng thc xc sut c iu kin, ta c:

( )
"
= (
, =
)
=
,
(
=
)
j
j
i
j
i j
i
j
Y y P
Y
p
P y
Y
X
P
x
X x
y p
= =
=
1, i m = .

( )
"
= (
, =
)
=
,
(
=
)
j
i
i i
i
j
j
i
Y y P
Y
p
P
X x
X x
X
y
x P p
= =
=
1, j n = .
Bng phn phi xc sut c%a X vi iu kin
j
Y y = :
X
1
x
2
x

m
x
( )
= =
i j
P x Y X y
1
"
j
j
p
p

2
"
j
j
p
p

"
mj
j
p
p

K0 vng c%a X vi iu kin
j
Y y = l:
1 1 2 2
"
1
( ... ).
j j m mj
j
!X x p x p x p
p
=
Bng phn phi xc sut c%a Y vi iu kin
i
X x = :
Y
1
y
2
y

n
y
( )
= =
j i
P Y y X x
1
"
i
i
p
p

2
"
i
i
p
p

"
in
i
p
p

K0 vng c%a Y vi iu kin
i
X x = l:
1 1 2 2
"
1
( ... ).
i i n in
i
!Y y p y p y p
p
=
VD 2. Cho bng phn phi xs ng thi c%a ( , ) X Y :
Y
X
1 2 3
6 0,10 0,05 0,15
7 0,05 0,15 0,10
8 0,20 0,10 0,10
1) Lp bng phn phi xc sut c%a X vi iu kin
2 Y = v tnh k0 vng c%a X.
2) Lp bng phn phi xc sut c%a Y vi iu kin
8 X = v tnh k0 vng c%a Y .
VD 3. Cho vector ngu nhin ri rc ( , ) X Y c bng
phn phi xc sut ng thi nh sau:
( , ) X Y (0; 0) (0; 1) (1; 0) (1; 1) (2; 0) (2; 1)
ij
p
1
18

3
18

4
18

3
18

6
18

1
18

1) Tnh xc sut
( )
1 P X Y = .
2) Tnh xc sut ( 0 # 1) P X Y = .
3) Tnh trung bnh c%a X v Y .
4) Tnh trung bnh c%a Y khi 1 X = .
VD 4. Chi ph qung co X (triu ng) v doanh thu
Y (triu ng) c%a mt cng ty c bng phn phi
xc sut ng thi nh sau:
Y
X
500
(400 600)
700
(600 800)
900
(800 1000)

30 0,10 0, 05 0

50 0,15 0, 20 0, 05

80 0, 05 0, 05 0, 35
Nu doanh thu l 700 triu ng th chi ph qung co
trung bnh l:
A. 60,5 triu ng; B. 48,3333 triu ng;
C. 51,6667 triu ng; D. 76,25 triu ng.
2. PHN PHI XC SUT
CA VECTOR NGU NHIN LIN T:C
2.1. Hm mt $ ng th,i ca (X, Y)
Hm hai bin ( , ) 0 f x y xc +nh trn
2
c gi l
hm mt c%a vector ngu nhin ( , ) X Y nu:
2
( , ) ( , ) 1. f x y dxdy f x y dxdy
= =
]] ] ]

Xc sut c%a vector ( , ) X Y trn tp
2
# l:
{( , ) } ( , ) .
#
P X Y # f x y dxdy =
]]

2.2. Hm mt $ thnh phn
Hm mt c%a X l:
( ) ( , ) .
X
f f x y x dy
=
]

Hm mt c%a Y l:
( ) ( , ) .
Y
f f x y y dx
=
]

Ch
Khi tm hm ( )
X
f x , ta ly tch phn hm ( , ) f x y theo
bin y v iu kin x phi c lp i vi y.
Tm hm ( )
Y
f y , ta lm tng t.
Trung bnh thnh phn

( ) . ( ) , ( ) . ( ) .
X X Y Y
! f x x f x dx ! f y y f y dy

= =
] ]

2.3. Hm mt $ c i'u kin
Hm mt c iu kin c%a X khi bit Y y = l:
( )
( , )
.
( )
X
Y
f x y
f
f x y
y
=
Hm mt c iu kin c%a Y khi bit X x = l:
( )
( , )
.
( )
Y
X
f x y
f
f y x
x
=
VD 1. Cho hm
2
10 , 0 1,
( , )
0,
x y y x
f x y
'
1

11
=
!
1
1
1+
khi
ni khac.

1) Chng t! vector ( , ) X Y c hm mt l ( , ) f x y .
2) Tnh xc sut
1
2
P Y X
1

( )
.
3) Tm hm mt thnh ph#n c%a X, Y .

4) Tm hm mt c iu kin ( # )
X
f x y , ( # )
Y
f y x .
5) Tnh xc xut
1
4 8
1
P Y X
1

< =

( )
.
VD 2. Cho hm mt ng thi c%a vector ( , ) X Y l:
6 , 0 1; 0 1 ,
( , )
0,
x x y x
f x y
'
1 < < < <
1
=
!
1
1
+
khi
ni khac.

1) Tnh trung bnh thnh ph#n c%a , X Y .
2) Tnh xc sut
( )
0, 3 0, 5 X P Y = .
VD 3. Tu*i th X (nm) v thi gian chi th" thao Y
(gi) c hm mt ng thi c cho nh sau:
2
15
(1 ), 0 1,
( , )
4
0,
x y y x
f x y
'
1
1
<
1
=
!
1
1
1
+
khi
ni khac.

Thi gian chi th" thao trung bnh l:
A. 0,3125 gi; B. 0,5214 gi;
C. 0,1432 gi; D. 0,4132 gi.
,,,,,,,,,,,,,,,,,,,,,,,
Chng Chng -. -. nh nh ./ ./ gi gi i i h h n n t+ong t+ong % % c c su su t t
1. M$t s loi h$i t trong xc sut v cc nh l
2. Cc loi xp x; phn phi xc sut
1. M+T S LO9I H+I T: TRONG XC SUT

V CC .NH L
(tham kho)
1.1. H$i t theo xc sut Lut s ln
a) nh ngh!a
Dy cc bin ngu nhin { }
i
X ( 1,..., ,... i n = ) c gi
l hi t theo xc sut n bin ngu nhin X nu:
( )
, 0 : lim ( ) ( ) 0.
n
n
P X X
=
K hiu: ( ).
P
n
X X n
i
X ( 1,..., ,... i n = ) c gi
l tun theo lut s ln (dng Tchbyshev) nu:
1 1
1 1
0 : lim 1
n n
i i
n
i i
P X !X
n n
= =
1

< =

( )
_ _
.
b) nh l (Bt ng thc Tchbyshev)
Nu bin ngu nhin X c !X = v
2
"arX = o th:

( )
2
2
0 : P X
o

( )
2
2
1 P X
o
<
.
Chng minh
Nu X l bin ngu nhin ri rc, ta c:

2 2
( ) ( )
x
x f x o =
_

2 2
( ) ( ) ( ) ( )
x x
x f x x f x
<
=
_ _

2
( ) ( )
x
x f x

_

( )
2 2
( )
x
f x P X

=
_
.
Nu X l bin ngu nhin lin tc, ta c:

2 2
( ) ( ) x f x dx
o =
]

2 2
( ) ( ) ( ) ( )
x x
x f x dx x f x dx
<
=
] ]

2
( ) ( )
x
x f x dx

]

( )
2 2
( )
x
f x dx P X

=
]
.
Vy
( ) ( )
2
2 2
2
P X P X
o
o
2
ngh!a c"a nh l
Vi mi s 0 cho trc, xc sut " X nhn gi tr+
trong khong ( ; ) t nht phi b.ng
2
2
1
o
.
c) nh l lut s ln Tchbyshev
nh l
Nu dy cc BNN { }
i
X ( 1,..., ,... i n = ) c lp t(ng i
c
i
!X hu hn v
i
"arX C (h.ng s) th:
1 1
1 1
0 : lim 0
n n
i i
n
i i
P X !X
n n
= =
1

=

( )
_ _
.
H qu
Nu dy cc BNN { }
i
X ( 1,..., ,... i n = ) c lp t(ng i
c
i
!X = v
2
i
"arX = o th
1
1
n
P
i
i
X
n
=
_
.
ngh!a ca nh l
Th" hin tnh *n +nh c%a trung bnh cc BNN c lp
cng phn phi v c phng sai hu hn.
" o mt i lng vt l no , ta o n l#n v ly
trung bnh cc kt qu lm gi tr+ thc c%a i lng
c#n o.
p dng trong thng k l: da vo mt mu kh nh!
" kt lun t*ng th".
1.2. H$i t yu nh l gii hn trung tm
a) nh ngh!a
i
X ( 1,..., ,... i n = ) c gi
l hi t yu hay hi t theo phn phi n bin ngu
nhin X nu lim ( ) ( ), ( ).
n
n
F x F x x C F
=
Trong , ( ) C F l tp cc i"m lin tc c%a ( ) F x .
K hiu:
d
n
X X hay .
d
n
F F
Ch
Nu
P
n
X X th
d
n
X X .
ngh!a ca nh l
S& dng +nh l gii hn trung tm Liapounop "
tnh xp x, (g#n ng) xc sut.
Xc +nh cc phn phi xp x, " gii quyt cc vn
c%a l thuyt c lng, ki"m +nh,
b) nh l gii hn trung tm (nh l Liapounop)
Cho dy BNN { }
i
X ( 1,..., ,... i n = ) c lp t(ng i.
t
1 1
,
n n
i i
i i
Y X !X
= =
= =
_ _
,
2
1
n
i
i
"arX
=
o =
_
.
Nu
i
!X ,
i
"arX hu hn,
3
3
1
lim 0
n
i i
n
i
! X !X
=
o
_

th
2
( , ) Y N o .

2. CC LO9I XP X< PHN PHI XC SUT
2.1. Xp x; phn phi Siu b$i b=i Nh thc
Xt BNN X c phn phi Siu bi ( ; ; )
A
H N N n .
Nu p c +nh, N v 1
A
N
p $
N
= th:
A A
k n k
N N N
d k k n k
n
n
N
C C
C p $
C

.
3ng dng, nu N kh ln v n rt nh! so vi N th:
( ; ), .
A
N
X B n p p
N
=
Ch
Khi c1 mu n kh nh! so vi kch thc N (khong
5%N) c%a t*ng th" th vic ly mu c hon li hay
khng hon li l nh nhau.
!: (10.000; 4.000; 10) X H ,
Xanh: (10; 0, 4) X B .
VD 1. Mt vn lan c 10.000 cy sp n hoa, trong
c 1.000 cy hoa mu !.
1) Tnh xc sut " khi chn ngu nhin 20 cy lan th
c 5 cy c hoa mu !.
2) Tnh xc sut " khi chn ngu nhin 50 cy lan th
c 10 cy c hoa mu !.
3) C th" tnh xc sut " khi chn ngu nhin 200 cy
lan th c 50 cy hoa mu ! c khng ?
2.2. Xp x; phn phi Nh thc b=i Poisson
Xt bin ngu nhin X c phn phi Nh+ thc ( ; ) B n p .
Khi n , nu 0 p v np X th:
.
!
k
d k k n k
n
e
C p $
k
X
X
.
3ng dng, t np X = .
Nu n % ln v p g#n b.ng 0 (hoc g#n b.ng 1) th:
( ). X P X
Ch
Xp x, trn s c hiu qu khi 5 np < hay 5 n$ < .
Xanh: (1.000; 0, 005) X B ,
!: (5) X P .
VD 2. Mt l hng th+t ng lnh ng gi nhp kh-u
c cha 0,4% b+ nhim khu-n. Tm xc sut " khi
chn ngu nhin 1.000 gi th+t t( l hng ny c:
1) khng qu 2 gi b+ nhim khu-n;
2) ng 34 gi b+ nhim khu-n.
VD 3. Gii cu 3) trong VD 1.
2.3. Xp x; phn phi Nh thc b=i phn phi Chu4n
a) nh l gii hn a phng Moivre Laplace
Vi 0,1,..., k n = bt k0 v
k np
x
np$
= , ta c :
2

2
. ( )
lim 1
1
2
n
x n
np$ P X k
e
=
=
.
b) nh l gii hn tch phn Moivre Laplace
Vi mi , a b v a b < , ta c:
2
2
1
lim ( )
2
b np
np$ x
n
a np
np$
P a X b e dx
]
.
c) #ng dng xp x;
Cho ( ; ) X B n p . Nu n kh ln, 5 np v 5 n$
th
2
( ; ) X N o vi
2
, np np$ = o = .
Khi :
1
( ) . .
k
P X k f
1

= =

o o ( )

(gi tr+ c cho trong bng A vi ( ) ( ) f x f x = ).
2 1
1 2
( ) .
k k
P k X k
1 1

=

o o
( ) ( )

(gi tr+ c cho trong bng B vi ( ) ( ) x x = ).
Ch
Khi k = , ta s& dng cng thc hiu ch,nh:
( ) ( 0, 5 0, 5). P X k P k X k =
Xanh: (30; 0, 6) X B ,
!: (18; 7, 2) X N .
VD 4. Trong mt t thi tuy"n cng chc mt thnh
ph c 1.000 ngi d thi vi t, l thi t l 80%.
Tnh xc sut ":
1) c 172 ngi khng t;
2) c khong 170 n 180 ngi khng t.
VD 5. Trong 10.000 sn ph-m trn mt dy chuyn sn
xut c 2.000 sn ph-m khng c ki"m tra cht lng.
Tm xc sut " trong 400 sn ph-m sn xut ra:
1) c 80 sn ph-m khng c ki"m tra;
2) c t( 70 n 100 sn ph-m khng c ki"m tra.
VD 6. Mt khch sn nhn t ch' c%a 325 khch hng
cho 300 phng vo ngy 1/1 v theo kinh nghim c%a
nhng nm trc cho thy c 10% khch t ch' nhng
khng n. Bit m'i khch t 1 phng, tnh xc sut:
1) c 300 khch n vo ngy 1/1 v nhn phng;
2) tt c khch n vo ngy 1/1 u nhn c phng.
Hng dn:
2
(325; 0,9) 292, 5; 29, 25 X B = o =
(292, 5; 29, 25) X N .
1) ( 300) 0, 0281 P X = = ;
2) (0 300) 0, 9177 P X = .
012 tt %p % Chun cho Nh thc
( , ) X B n p
np =
2
( , ) X N
5
5
np
n$
'
1
1
!
1
1
+
!X np =
"arX np$ =
2
np$ =
!X =
2
"arX =
,,,,,,,,,,,,,,.
PHN II. L THUYT THNG K
(Statistical theory)
Chng VI. MU THNG K
V >C L?NG THAM S
1. L thuyt mu
2. c lng im
3. c lng khong
1. L THUYT MU
1.1. Mu v tng th
Tp hp tt c ph#n t& l cc i tng m ta nghin
cu c gi l t#ng th$. S ph#n t& c%a t*ng th" c
gi l kch thc c%a t*ng th" (thng rt ln).
Chng Chng ). ). 3 3 u u th th ng ng 4# 4# 5 5 6 6 c c . . ng ng tha2 tha2 s s
T( t*ng th" ta chn ra n ph#n t& th n ph#n t& c
gi l mt mu c kch thc n (c% mu).
Mu c chn ngu nhin mt cch khch quan c
gi l mu ngu nhin.
C hai cch ly mu:
Mu c hon li: ph#n t& v(a quan st xong c
tr li cho t*ng th" trc khi quan st l#n sau.
Mu khng hon li: Ph#n t& v(a quan st xong
khng c tr li cho t*ng th".
Khi mu c kch thc ln th ta khng phn bit mu
c hon li hay khng hon li.
Mu nh tnh l mu m ta ch, quan tm n cc ph#n
t& c%a n c tnh cht A no hay khng.
Mu nh lng l mu m ta quan tm n cc yu t
v lng (nh chiu di, cn nng,) c%a cc ph#n t&
c trong mu.
Gi
1 2
, ,...,
n
X X X l nhng kt qu quan st. Ta xem
nh quan st n l#n, m'i l#n ta c mt bin ngu
nhin ( 1,..., )
i
X i n = .
Do ta thng ly mu trong t*ng th" c rt nhiu ph#n
t& nn
1 2
, ,...,
n
X X X c xem l c lp v c cng
phn phi xc sut.
1.2. Sp xp mu d(a vo s liu th(c nghim
a) Sp xp theo dng bng
VD 1. Ki"m tra ngu nhin 50 sinh vin. Ta sp xp
i"m s X thu c theo th t tng d#n v s sinh
vin n c i"m tng ng vo bng nh sau:
X (i"m) 2 4 5 6 7 8 9 10
n (s SV) 4 6 20 10 5 2 2 1

b) Sp xp theo dng khong
VD 2. o chiu cao X (cm) c%a 100 n = thanh nin.
V chiu cao khc nhau nn " tin vic sp xp, ngi
ta chia chiu cao thnh nhiu khong.
Cc thanh nin c chiu cao trong cng 1 khong c
xem l cao nh nhau. Khi , ta c bng s liu dng
khong nh sau:
X
148-152 152-156 156-160 160-164 164-168
n
5 20 35 25 15

Khi c#n tnh ton, ngi ta chn s trung bnh c%a m'i
khong " a s liu trn v dng bng:
X
150 154 158 162 166
n
5 20 35 25 15

Ch
i vi trng hp s liu c cho di dng lit k
th ta sp xp li dng bng.
VD 3. Theo di mc nguyn liu hao ph " sn xut ra
mt n v+ sn ph-m mt nh my, ta thu c cc s
liu sau (n v+: gam):
20; 22; 21; 20; 22; 22; 20; 19; 20; 22; 21;
19; 19; 20; 18; 19; 20; 20; 18; 19; 20; 20;
21; 20; 18; 19; 19; 21; 22; 21; 21; 20; 19.
Hy sp xp s liu trn di dng bng ?
1.3. Cc )c trng mu
Xt mt mu ngu nhin
1 2
( , ,..., )
n
X X X , ta c cc c
trng mu nh sau.
a) Trung bnh mu
1
1
.
n
n i
i
X X
n
=
=
_

" n gin, ta dng k hiu
n
X X = .
b) Phng sai mu
Phng sai mu:
( )
2
2 2
1
1
$ $
.
n
n i
i
S S X X
n
=
= =
_

Phng sai mu hiu ch,nh:
( )
2
2 2
1
1
.
1
n
n i
i
S S X X
n
=
= =
_

Trong tnh ton c th", ta s& dng cng thc:
( )
2 2
2
2
.
1 1
$
n
S S X
n
n
X
n
l
l
l

l
=
Vi
2 2
1
1
n
i
i
X X
n
=
=
_
.
c) T; l mu
Xt mu +nh tnh vi cc bin
i
X ( 1,..., ) i n = c phn
phi Bernoulli (1; ) B p :
0,
i
X
'
1
1
=
!
1
1
+
neu phan t khong co tnh chat
1, neu phan t co tnh chat
A
A.

Nu mu c m ph#n t& c tnh cht A th t, l mu l:
1 2
...
.
n
n
X X X
m
F F
n n

= = =
d) Lin h gia )c trng ca mu v tng th
Cc c trng mu X,
2
S , F l cc thng k dng "
nghin cu cc c trng
2
, o , p tng ng c%a t*ng
th". T( lut s ln ta c:
2 2
, , F p X S o (theo xc sut).
7 78 8ng ng 2 2 ! ! t t9 9nh nh b b t t: :i i t t9 9nh nh c c t+ng t+ng 2 2 u u
S@ D:NG MY TNH BA TI B TNH
CC -C TRNG CA MU
1. S liu n (khng c tn s)
VD 1. Cho mu c c1 mu l 5 n = :
12; 13; 11; 14; 11.

a) My fx 500 570 MS
Xa b nh: SHIFT MODE 3 = =
Vo ch thng k nhp d& liu:
MODE 2 (chn SD i vi fx500MS);
MODE MODE 1 (chn SD i vi fx570MS).
Nhp cc s:
12 M+ 13 M+ 11 M+ 14 M+ 11 M+
Xut kt qu:
SHIFT 2 1 =
(kt qu x l trung bnh mu).
SHIFT 2 2 =
(kt qu x n o l lch chun c"a mu $ & ).
SHIFT 2 3 =
( 1 x n o l lch chun c"a mu c hiu ch'nh & ).
b) My fx 500 570 ES
Xa b nh: SHIFT 9 3 = =
SHIFT MODE d+ch chuy"n m$i tn tm chn
mc Stat 2 (ch khng t#n s).
MODE 3 (stat) 1 (1-var) (nhp cc s):
12= 13= 11= 14= 11= AC
Xut kt qu:
SHIFT 1 5 (var) 1 = (n: c1 mu)
SHIFT 1 5 (var) 2 = (x )
SHIFT 1 5 (var) 3 = ( $ x n & o = ).
SHIFT 1 5 (var) 4 = ( 1 x n & o = ).
2. S liu c tn s
VD 2. Cho mu c c1 mu l 9 n = nh sau:
X
12 11 15
n
3 2 4

a) My fx 500 570 MS

Xa b nh: SHIFT MODE 3 = =
MODE 2 (chn SD i vi fx500MS);
MODE MODE 1 (chn SD i vi fx570MS).
Nhp cc s:
12 SHIFT , 3 M+
11 SHIFT , 2 M+
15 SHIFT , 4 M+

Xut kt qu, ta lm nh 1a).
b) My fx 500 570 ES

Xa b nh: SHIFT 9 3 = =
SHIFT MODE (SETUP) d+ch chuy"n m$i tn
4 1
MODE 3 (stat) 1 (1-var)
Nhp cc gi tr v tn s vo 2 c$t trn mn hnh:
X FREQ
12 3
11 2
15 4 AC

Xut kt qu, lm nh 1b).
VD 3. iu tra nng sut c%a 100 ha la trong vng A,
ta c bng s liu sau:
Nng sut
(tn/ha)
3 -
3,5
3,5
- 4
4 -
4,5
4,5
- 5
5 -
5,5
5,5
- 6
6 -
6,5
6,5
- 7
Din tch(ha) 7 12 18 27 20 8 5 3
Nhng th&a rung c nng sut t hn 4,4 tn/ha l c
nng sut thp.
Dng my tnh b! ti " tnh:
1) t, l din tch la c nng sut thp;
2) nng sut la trung bnh, phng sai mu cha hiu
ch,nh v lch chu-n c%a mu c hiu ch,nh.
KHI NI&M CHUNG V% >C L?NG
4c lng l ph!ng on mt gi tr+ cha bit c%a t*ng
th" da vo quan st trn mu ly ra t( t*ng th" .
Thng thng, ta c#n c lng v trung bnh, t, l,
phng sai, h s tng quan c%a t*ng th".
C hai hnh thc c lng:
(c lng i$m: kt qu c#n c lng c cho
bi mt tr+ s.
(c lng khong: kt qu c#n c lng c cho
bi mt khong.
4c lng i"m c u i"m l cho ta mt gi tr+ c
th", c th" dng " tnh cc kt qu khc, nhng nhc
i"m l khng cho bit sai s c%a c lng.
4c lng khong th ngc li.
3. >C L?NG KHOCNG
Trong bi ny, ta ch, xt n c lng trung bnh,
phng sai trong phn phi chu-n
2
( ; ) N o v c
lng t, l trong phn phi Bernoulli (1; ) B p .
3.1. nh ngh!a
Xt thng k T c lng tham s , khong
1 2
( ; )
c gi l khong c lng nu vi xc sut 1o
cho trc th
1 2
( ) 1 P < < = o.
Xc sut 1 o c gi l tin cy c%a c lng,

2 1
2 = c gi l di c%a khong c lng
v c gi l chnh xc c%a c lng.
Bi ton i tm khong c lng cho c gi l
bi ton c lng khong.
3.2. c lng khong cho trung bnh tng th
Gi s& t*ng th" X c trung bnh cha bit.
Vi tin cy 1o cho trc, ta i tm khong c
lng cho l
1 2
( ; ) th!a
1 2
( ) 1 P < < = o.
Trong thc hnh, ta c 4 trng hp sau.
a) Trng hp 1. Kch thc mu 30 n v
phng sai t*ng th"
2
o bit.
T( mu ta tnh x (trung bnh mu).
T(
1
1 ( )
2
B
t t
o o
o
o =
tra ba ng
.
Khong c lng l:
( )
. . ; , x x t
n
o
o
=
1, 96 1, 96
5%
t
5%
t
( 1, 96 1, 96) 95% P T < < =
( )
5%
95% P T t < =
2
2
1
( )
2
t
f t e
=
X
T
n
5% 5% 5% 5%
. . t T t X t X t
n n
< < < <

( )
0
1
( )
2
t
t f t dt
= =
]
1
2

0+a bng B
b) Trng hp 2. Kch thc mu 30 n v
phng sai t*ng th"
2
o cha bit.
Tnh x v & ( lch chu-n mu hiu ch,nh).
T(
1
1 ( )
2
B
t t
o o
o
o =
tra ba ng
.
Khong c lng l:
( )
; , . t x
n
&
x
o
=
Ch
Mi lin h gia lch chu-n mu hiu ch,nh & v
cha hiu ch,nh $ & l:
2 2 2
$ .
1 1
$ &
n n
& &
n n
& = =

c) Trng hp 3. Kch thc mu 30 n < ,
2
o bit v
X c phn phi chun th ta lm nh trng hp 1.
d) Trng hp 4. Kch thc mu 30 n < ,
2
o cha bit
v X c phn phi chun.
T( mu ta tnh , x & .
T(
1
1
C n
t

o
o o
tra ba ng

(nh gim bc thnh 1 n ri mi tra bng!)
Khong c lng l:
( )
1
; , . .
n
&
n
x x t

o
=
C;C B<= 0>;N V 6C ?6N@ AB>!N@
Bi 1. 6c .ng 4hong )s$ &!ng cng thc)!
Bi ". 0C2 " tin c! )ta *hng xt T+,)
& n
t t
&
n

= =
( )
B
t

( ) ( )
1
1 2
2
t t

= =
Bi $. 0C2 c# 2u )ta ch% xt T+1 $ T+#)
2
ma
. .
& &
t N t N
N

1

<

( )
aD Nu $ E $F thC ta gii bt %ng thcG
bD Nu $ H $F thC ta gii bt %ng thcG
2
mi%
. .
& &
t N t N
N

1

<

( )
VD 1. Lng Vitamin c trong mt tri cy A l bin
ngu nhin X (mg) c lch chu-n 3,98 mg. Phn
tch 250 tri cy A th thu c lng Vitamin trung
bnh l 20 mg. Vi tin cy 95%, hy c lng
lng Vitamin trung bnh c trong mt tri cy A ?
VD 2. Bit chiu cao con ngi l bin ngu nhin X
(cm) c phn phi chu-n ( ; 100) N .
Vi tin cy 95%, nu mun c lng chiu cao
trung bnh c%a dn s c sai s khng qu 1 cm th phi
c#n o t nht my ngi ?
VD 3. Ki"m tra tu*i th (tnh b.ng gi) c%a 50 bng n
do nh my A sn xut ra, ngi ta c bng s liu:
Tu*i th 3.300 3.500 3.600 4.000
S bng n 10 20 12 8
1) Hy c lng tu*i th trung bnh c%a loi bng n
do nh my A sn xut vi tin cy 97% ?
2) Da vo mu trn " c lng tu*i th trung bnh
c%a loi bng n do nh my A sn xut c chnh
xc 59,02 gi th m bo tin cy l bao nhiu ?
3) Da vo mu trn, nu mun c lng tu*i th
trung bnh c%a loi bng n do nh my A sn xut
c chnh xc nh! hn 40 gi vi tin cy 98% th
c#n phi ki"m tra ti thi"u bao nhiu bng n na ?
VD 4. Chiu cao c%a loi cy A l bin ngu nhin c
phn phi chu-n. Ngi ta o ngu nhin 20 cy A th
thy chiu cao trung bnh 23,12 m v lch chu-n c%a
mu cha hiu ch,nh l 1,25 m.
Tm khong c lng chiu cao trung bnh c%a loi
cy A vi tin cy 95%?
VD 5. " nghin cu nhu c#u v loi hng X phng
A ngi ta tin hnh kho st 400 trong ton b 4000
gia nh. Kt qu kho st l:
Nhu c#u (kg/thng) 0,5 1,5 2,5 3,5
S gia nh 10 35 86 132

Nhu c#u (kg/thng) 4,5 5,5 6,5 7,5
S gia nh 78 31 18 10
1) Hy c lng nhu c#u trung bnh v loi hng X
c%a ton b gia nh phng A trong 1 nm vi
tin cy 95%?
2) Vi mu kho st trn, nu c lng nhu c#u trung
bnh v loi hng X c%a phng A vi chnh xc
ln hn 4,8 tn/nm v tin cy 99% th c#n kho st
ti a bao nhiu gia nh trong phng A ?
3.3. c lng khong cho t; l tng th p
Gi s& t, l p cc ph#n t& c tnh cht A c%a t*ng th"
cha bit. Vi tin cy 1o cho trc, khong c
lng p l
1 2
( ; ) p p th!a
1 2
( ) 1 P p p p < < = o.
Nu bit t, l mu
n
m
f f
n
= = vi n l c1 mu, m l
s ph#n t& ta quan tm th khong c lng cho p l:
( )
; ,
(1 )
.
f f
t
n
f f
o
=
Trong t
o
tm c t(
1
( )
2
t
o
o
= (tra bng B).
VD 8. T,nh X c 1.000.000 thanh nin. Ngi ta kho
st ngu nhin 20.000 thanh nin c%a t,nh X v trnh
hc vn th thy c 12.575 thanh nin tt nghip
PTTH. Hy c lng t, l thanh nin tt nghip
PTTH c%a t,nh X vi tin cy 95%? S thanh nin
tt nghip PTTH c%a t,nh X trong khong no?
VD 9. " c lng s c c trong mt h ngi ta bt
ln 10.000 con, nh du ri th li xung h. Sau mt
thi gian, li bt ln 8.000 con c thy 564 con c nh
du. Vi tin cy 97%, hy c lng t, l c c nh
du v s c c trong h ?
VD 10. Ngi ta chn ngu nhin 500 chic tivi trong
mt kho cha TV th thy c 27 TV Sony.
1) Da vo mu trn, " c lng t, l TV Sony trong
kho c chnh xc l 0, 0177 = th m bo tin
cy c%a c lng l bao nhiu?
2) Da vo mu trn, nu mun c chnh xc c%a
c lng t, l TV Sony nh! hn 0,01 vi tin cy
95% th c#n chn thm t nht bao nhiu TV na?
3.4. c lng khong cho phng sai tng th 6
2
(Tham kho)
Gi s& t*ng th" X c phn phi chu-n vi phng sai
2
cha bit. Vi tin cy 1 cho trc, khong
c lng cho
2
l
2 2
1 2
( ; ) th!a:
2 2 2
1 2
( ) 1 P < < = .
Trong thc hnh ta c hai trng hp sau
a) Trng hp 1. Trung bnh t*ng th" bit.
T( mu ta tnh
2
$ . n & .
T( 1
2

, tra bng # ta tm c:
2 2
1 ,
2 2
n n
1 1

( ) ( )

.
Khong c lng l
2 2
1 2
( ; ) , trong :
2
2
1
2
2
2
2
2
$ $ . .
,
1
2 2
.
n n
n & n &
= =
1 1

( ) ( )

b) Trng hp 2. Trung bnh t*ng th" cha bit.
T( mu ta tnh
2
, x & .
T( 1
2

, tra bng # ta tm c:
2 2
1 1
1 ,
2 2
n n
1 1

( ) ( )

.
Khong c lng l
2 2
1 2
( ; ) , trong :
2 2
2 2
1
2
1 1
2
2
( 1) ( 1)
,
1
2 2
.
n n
n & n &

1 1

( ( )
= =
)

VD 13. Kho st 16 sinh vin v i"m trung bnh c%a
hc k0 2 th tnh c 1, 5 & = i"m. Hy c lng
phng sai v i"m trung bnh hc k0 2 c%a sinh vin
vi tin cy 97%, bit r.ng i"m trung bnh X c%a
sinh vin l bin ngu nhin c phn phi chu-n.

VD 14. Mc hao ph nguyn liu cho 1 n v+ sn ph-m
l bin ngu nhin X (gram) c phn phi chu-n. Quan
st 28 sn ph-m ny ngi ta thu c bng s liu:
X (gram) 19,0 19,5 20,0 20,5
S sn ph-m 5 6 14 3
Vi tin cy 95%, hy c lng phng sai c%a mc
hao ph nguyn liu trn trong 2 trng hp:
1) bit 20 !X = gram; b) cha bit !X.
Chng Chng I. I. Ai Ai 2 2 nh nh @i @i thu! thu! t t 0h 0h ng ng 4# 4#

1. Khi nim v' kim nh gi thuyt thng k
2. Kim nh so snh )c trng vi m$t s
3. Kim nh so snh hai )c trng
1. KHI NI&M V% KIBM .NH

GIC THUYT THNG K
1.1. Khi nim chung
M hnh t*ng qut c%a bi ton ki"m +nh l: ta nu ln
hai mnh tri ngc nhau, mt mnh c gi l
gi thuyt H v mnh cn li c gi l nghch
thuyt (hay i thuyt) H .
Gii quyt mt bi ton ki"m +nh l: b.ng cch da
vo quan st mu, ta nu ln mt quy tc hnh ng, ta
chp nhn gi thuyt H hay bc b! gi thuyt H .
Khi ta chp nhn gi thuyt H , ngha l ta tin r.ng H
ng; khi bc b! H, ngha l ta tin r.ng H sai. Do ch,
da trn mt mu quan st ngu nhin, nn ta khng
th" khng +nh chc chn iu g cho t*ng th".
Trong chng ny, ta ch, xt loi ki"m +nh tham s
(so snh c trng vi 1 s, so snh hai c trng c%a
hai t*ng th").
1.2. Cc loi sai lm trong kim nh
Khi thc hin ki"m +nh gi thuyt, ta da vo quan
st ngu nhin mt s trng hp ri suy rng ra cho
t*ng th". S suy rng ny c khi ng, c khi sai.
Thng k hc phn bit 2 loi sai l#m sau:
a) Sai lm loi I
Sai l#m loi 1 l loi sai l#m m ta phm phi trong
vic bc b! gi thuyt H khi H ng.
Xc sut c%a vic bc b! H khi H ng l xc sut
c%a sai l#m loi 1 v c k hiu l o.
b) Sai lm loi II
Sai l#m loi 2 l loi sai l#m m ta phm phi trong
vic chp nhn gi thuyt H khi H sai.
Xc sut c%a vic chp nhn gi thuyt H khi H sai l
xc sut c%a sai l#m loi 2 v c k hiu l .
c) Mi lin h gia hai loi sai lm
Khi thc hin ki"m +nh, ta lun mun xc sut phm
phi sai l#m cng t cng tt. Tuy nhin, nu h thp o
th s tng ln v ngc li.
Trong thc t, gia hai loi sai l#m ny, loi no tc hi
hn th ta nn trnh.
Trong thng k, ngi ta quy c r.ng sai l#m loi 1
tc hi hn loi 2 nn c#n trnh hn. Do , ta ch, xt
cc php ki"m +nh c o khng vt qu mt gi tr+
n +nh trc, thng thng l 1%; 3%; 5%;
Gi tr+ o cn c gi l mc ngh!a c%a ki"m +nh.
1.3. C s= l thuyt ca kim nh
" gii quyt bi ton ki"m +nh, ta quan st mu ngu
nhin
1
,...,
n
X X v a ra gi thuyt H .
T( mu trn, ta chn thng k
1 0
( ,..., ; )
n
T f X X =
sao cho nu khi H ng th phn phi xc sut c%a T
hon ton xc +nh.
Vi mc ngha o, ta tm c khong tin cy (hay
khong c lng) [ ; ] a b cho T tin cy 1o.
Khi :
nu [ ; ] t a b th ta chp nhn gi thuyt H ;
nu [ ; ] t a b y th ta bc b! gi thuyt H .
Nu hm mt c%a T i xng qua trc Oy th ta
chn khong i xng [ ; ] t t
o o
, vi:
( ) ( )
2
P T t P T t
o o
o
= = .
Vy, khi xt n&a bn phi c%a trc Oy th ta c:
nu t t
o
th ta chp nhn gi thuyt H ;
nu t t
o
th ta bc b! gi thuyt H .
Nu hm mt c%a T khng i xng qua trc Oy th
ta chn khong tin cy [0; ] C , vi ( ) P T C = o.
Nu t C th ta chp nhn gi thuyt H , v
nu t C th ta bc b! gi thuyt H .

2. KIBM .NH SO SNH -C TRNG
CA TDNG THB V>I M+T S
2.1. Kim nh so snh trung bnh vi m$t s
Vi s 5
0
cho trc, ta t gi thuyt
0
: H = .
a) Trng hp 1. Vi
2
30, n o bit.
T( mc ngha
1
( )
2
B
t t
o o
o
o = .
Tnh gi tr+ thng k
0
x
t n
=
o
.
Nu t t
o
th ta chp nhn H , ngha l
0
= ;
nu t t
o
th ta bc b! H , ngha l
0
.
b) Trng hp 2. Vi
2
30, n o cha bit.
Ta lm nh trng hp 1 nhng thay o b.ng & .
c) Trng hp 3. Vi
2
30, n < o bit v
X c phn phi chun, ta lm nh trng hp 1.
d) Trng hp 4. Vi
2
30, n < o cha bit v
X c phn phi chun.
T( c1 mu n v mc ngha
1 C n
t

o
o
tra ba ng
.
Tnh gi tr+ thng k
0
x
t n
&
= .
Nu
1 n
t t

o
th ta chp nhn gi thuyt H ;

1 n
t t

o
th ta bc b! gi thuyt H .
Ch
Trong tt c cc trng hp bc b!, ta so snh x v
0
:
Nu
0
x th ta kt lun
0
.
Nu
0
x < th ta kt lun
0
< .
VD 1. S in lc A bo co r.ng: trung bnh mt h
hng thng phi tr 250 ngn ng tin in, vi
lch chu-n l 20 ngn. Ngi ta kho st ngu nhin
500 h th tnh c trung bnh hng thng mt h tr
252 ngn ng tin in.
Trong ki"m +nh gi thuyt H: trung bnh m$t h$
phi tr hng thng l 250 ngn ng ti'n in vi
mc ngha 1% = , hy cho bit gi tr+ thng k t v
kt lun ?
VD 2. Nh Gio dc hc B mun nghin cu xem s
gi t hc trung bnh hng ngy c%a sinh vin c thay
*i khng so vi mc 1 gi/ngy cch y 10 nm.
ng B kho st ngu nhin 120 sinh vin v tnh c
trung bnh l 0,82 gi/ngy vi $ 0, 75 & = gi/ngy.
Vi mc ngha 3%, hy cho bit kt lun c%a ng B?
VD 4. Mt cng ty cho bit mc lng trung bnh c%a
mt k s cng ty l 5,7 triu ng/thng vi lch
chu-n 0,5 triu ng/thng. K s A d +nh xin vo
lm cng ty ny v thm d 18 k s th thy
lng trung bnh l 5,45 triu ng/thng.
K s A quyt +nh r.ng: nu mc lng trung bnh
b.ng vi mc cng ty a ra th np n xin lm.
Vi mc ngha 2%, cho bit kt lun c%a k s A ?
VD 5. Ngi ta ki"m tra ngu nhin 38 c&a hng c%a
cng ty A v c bng doanh thu trong 1 thng l:
X (triu ng/thng) 200 220 240 260
S c&a hng 8 16 12 2
Ki"m +nh gi thuyt H : doanh thu trung bnh hng
thng ca m$t ca hng cng ty l 230 triu ng,
mc ngha ti a " gi thuyt H c chp nhn l:
A. 3,4%; B. 4,2%; C. 5,6%; D. 7,8%.
VD 7. Thi gian X (pht) gia hai chuyn xe bus trong
mt thnh ph l bin ngu nhin c phn phi chu-n.
Cng ty xe bus ni r.ng: trung bnh c 5 pht li c 1
chuyn xe bus. Ngi ta chn ngu nhin 8 thi i"m
v ghi li thi gian (pht) gia hai chuyn xe bus l:
5,3; 4,5; 4,8; 5,1; 4,3; 4,8; 4,9; 4,7.
Vi mc ngha 5%, hy ki"m +nh li ni trn ?
VD 8. Chiu cao cy ging X (m) trong mt vm
m l bin ngu nhin c phn phi chu-n. Ngi ta
o ngu nhin 25 cy ging ny v c bng s liu:

X (m) 0,8 0,9 1,0 1,1 1,2 1,3
S cy 1 2 9 7 4 2

Theo quy +nh c%a vn m, khi no cy cao hn 1 m
th em ra trng. Vi mc ngha 5%, ki"m +nh gi
thuyt H : cy ging ca v,n m cao 1 m c gi
tr+ thng k v kt lun l:
A. 2, 7984 t = , khng nn em cy ra trng.
B. 2, 7984 t = , nn em cy ra trng.
C. 1, 9984 t = , khng nn em cy ra trng.
D. 1, 9984 t = , nn em cy ra trng.
2.2. Kim nh so snh t; l vi m$t s
Vi s
0
p cho trc, ta t gi thuyt
0
: H p p = .
T( mc ngha
1
( )
2
B
t t
o o
o
o = .
T( mu c th", ta tnh t, l mu
m
f
n
= v
gi tr+ thng k
0
0 0
p
t n
p
f
$
= ,
0 0
1 $ p = .
Nu t t
o
th chp nhn H , ngha l
0
p p = .
Nu t t
o
th bc b! H , ngha l
0
p p .
Khi :
0 0
f p p p ;
0 0
f p p p < < .
VD 9. Mt bo co cho bit c 58% ngi tiu dng
Vit Nam quan tm n hng Vit. Kho st ngu nhin
1.000 ngi dn Vit Nam thy c 536 ngi c h!i
l c quan tm n hng Vit. Vi mc ngha 5%,
hy ki"m +nh li bo co trn ?
VD 10. Kho st ngu nhin 400 sinh vin v mc
nghim tc trong gi hc th thy 13 sinh vin th(a
nhn c ng% trong gi hc. Trong ki"m +nh gi thuyt
H : c 2% sinh vin ng trong gi, h"c, mc ngha
ti a l bao nhiu " H c chp nhn ?
3. KIBM .NH SO SNH HAI -C TRNG
CA HAI TDNG THB
3.1. So snh hai trung bnh ca hai tng th X, Y
Ta c 4 trng hp v vic chp nhn hay bc b! H
ta u lm nh ki"m +nh so snh trung bnh vi 1 s
(c 4 trng hp ta u t gi thuyt :
x y
H = ).
a) Trng hp 1. , 30
x y
n n v
2 2
,
x y
o o bit.
Ta tnh thng k
2
2
y
x
x y
x y
t
n n
=
o
o
v so snh vi t
o
.
b) Trng hp 2. , 30
x y
n n v
2 2
,
x y
o o cha bit.
Ta thay
2 2
,
x y
o o b.ng
2 2
,
x y
& & trong trng hp 1.
c) Trng hp 3. , 30
x y
n n < v
2 2
,
x y
o o bit
ng thi X, Y c phn phi chun.
Ta lm nh trng hp 1.
d) Trng hp 4. , 30
x y
n n < v
2 2
,
x y
o o cha bit
ng thi X, Y c phn phi chun.
Tnh phng sai chung c%a 2 mu:
2 2
2
( 1) ( 1)
.
2
x x y y
x y
n & n &
&
n n

=

Tnh gi tr+ thng k .
1 1
.
x y
x y
t
&
n n

T(
2
x y
n n
C
t

o
o
tra ba ng
v so snh vi t .
VD 1. Ngi ta tin hnh bn hai loi phn X, Y cho
cy c chua. Vi 60 cy c bn phn X th thu c
trung bnh 32,2 qu v lch chu-n 8,5 qu; 72 cy
c bn phn Y thu c trung bnh 28,4 qu v
lch chu-n 9,3 qu. Vi mc ngha 5%, hy cho bit
kt lun v hai loi phn bn trn ?
VD 3. Tu*i th (nm) c%a pin l bin ngu nhin c
phn phi chu-n. Mt cng ty sn xut th& nghim 10
chic pin loi X v 12 chic pin loi Y th c kt qu:
4, 8 x = , 1,1
x
& = v 4, 3 y = , 0, 3
y
& = .
Vi mc ngha 1%, ta c th" kt lun tu*i th c%a
loi pin X cao hn loi pin Y c khng ?
3.2. So snh hai t; l ca hai tng th X, Y
Ta th(c hin cc bc sau:
t gi thuyt : .
x y
H p p =
T( 2 mu ta tnh
x
x
x
m
f
n
= ,
y
y
y
m
f
n
= ,
0
x y
x y
m m
p
n n
.
Tnh gi tr+ thng k
0 0
1 1
x y
x y
f f
t
n n
p $
=
1

( )
.
Kt lun:
Nu t t
o
th ta chp nhn H
x y
p p = .
Nu t t
o
v
x y
f f < th ta bc b! H
x y
p p < .
Nu t t
o
v
x y
f f th ta bc b! H
x y
p p .
VD 5. T( hai t*ng th" X v Y ngi ta

tin hnh ki"m
tra 2 mu c kch thc 1000
x
n = , 1200
y
n = v mt
tnh cht A th c 0, 27 =
x
f v 0, 3 =
y
f . Vi mc
ngha 9%, hy so snh hai t, l ,
x y
p p c%a hai t*ng th" ?
VD 6. Ki"m tra 120 sn ph-m kho I thy c 6 ph
ph-m; 200 sn ph-m kho II thy c 24 ph ph-m.
H!i cht lng hng hai kho c khc nhau khng vi:
1) mc ngha 5%; 2) mc ngha 1%.

XSTKDH

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X X C SU C SU T & TH T & TH NG K NG K

1. BIN C NGU NHIN

Chng Chng ". ". Bi Bi n n ng ng u u nhi#n nhi#n

1. BIN NGU NHIN V HM M*T +

Phn phi ( ) St n do Willam.S.Gosset a ra nm 1908.

Khi nim vector ngu nhin

1. M+T S LO9I H+I T: TRONG XC SUT

Chng Chng -. -. nh nh ./ ./ gi gi i i h h n n t+ong t+ong % % c c su su t t

Chng Chng I. I. Ai Ai 2 2 nh nh @i @i thu! thu! t t 0h 0h ng ng 4# 4#

1. KHI NI&M V% KIBM .NH

Chng Chng I. I. Ai Ai 2 2 nh nh @i @i thu! thu! t t 0h 0h ng ng 4# 4#

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