PHN PHI CHUN

Phn phi chun (Normal distribution) c nu ra bi mt ngi Anh gc

Php tn l Abraham de Moivre (1733). Sau Gauss, mt nh ton hc ngi
c, dng lut phn phi chun nghin cu cc d liu v thin vn hc
(1809) v do vy cng c gi l phn phi Gauss. Theo t in bch khoa v
khoa hc thng k, c l ngi u tin dng t normal l ng C.S Pierce (1780)
v vo thi ngi ta cho rng mi hin tng t nhin c coi nh c phn
phi chun nhng tht ra cn c nhng lut phn phi khc. Tuy vy hu ht l
thuyt thng k c xy dng trn nn tng ca phn phi chun.
Nh vy t normal c dng theo thi quen nhng thc ra khng ng, v
vy trong ting Vit ta khng th dch l phn phi bnh thng m gi l phn
phi chun.
Hai thng s quan trng trong mt phn phi l gi tr trung tm hay gi l
trung bnh v phng sai 2 (hoc lch chun ) v thng biu th bng X ~ N
(,2) (N vit tt t normal).
Nu phn phi chun c chun ha vi trung bnh =0 v lch chun
=1, c vit tt l: Z ~ N (=0, =1), c gi l phn phi chun chun ha
(standardized normal distribution) nghe c v khng c xui tai nh ting Anh v
ch normal c dch l chun ri, do vy dng t phn phi chun tc c v n
hn !
Ni chung cc c tnh sinh trc hc ca ngi khe mnh (cn nng, chiu
cao, tr s mch, huyt p, ng mu, s lng hng cu), thng tun theo lut
phn phi chun. V d: xt nghim ng mu 100 ngi ln khe mnh cc kt
qu thu thp trong bng 10.1.
Bng 10.1 Kt qu ng mu (mg%) 100 ngi ln khe mnh
97
88
82
94
94
100
97
106
84
105

100
108
114
89
114
111
116
106
108
97

94
95
88
102
106
101
118
95
104
87

106
101
85
98
109
88
117
103
98
111

103
124
79
93
103
80
95
96
98
107

108
95
90
102
90
91
92
89
97
115

97
119
104
102
93
103
123
94
105
96

92
99
104
102
83
91
81
122
109
94

113
84
109
110
104
91
102
110
98
79

112
93
98
109
106
119
95
104
86
107

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Bng 10.2 Biu cung-l ca ng mu:

Nhn vo biu cung-l ta thy c:

2 ngi c tr ng mu <80mg%: 2%
14 ngi c tr ng mu 80-89mg%: 14%
33 ngi c tr ng mu 90-99mg%:33%
34 ngi c tr ng mu 100-109mg%: 34%
14 ngi c tr ng mu 110-119mg%: 13%
3 ngi c tr ng mu >120 mg%: 3%
V biu tn sut (histogram) ca phn phi ng mu (Biu 10.1):

Biu 10.1 Phn phi ng mu ca 100 ngi ln khe mnh

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Nh vy ta thy phn phi lng ng mu tun theo lut chun vi tr s

trung bnh =100 v lch chun =10 vi:
68% gi tr quan st nm trong khong ca .
95% gi tr quan st nm trong khong 2 ca .
99,7% gi tr quan st nm trong khong 3 ca .
(cn gi l lut 68-95-99,7)
10.1 Hm mt phn phi chun
Hm mt phn phi chun (Normal density probability function) c dng
tng qut nh sau:

= 3,14159...
e = 2,71828... (c s logarit Neper)
: tr s trung bnh
: lch chun
Bin ngu nhin X c n v l mg% by gi ta mun chuyn n v o lng ca
Trong :

bin s X theo n v o lng tng qut cho mi phn phi chun ngha l theo
n v lch chun. Lc phn phi chun theo X s tr thnh phn phi chun
tc (standadized normal distribution) vi bin s mi l Z.
Mun i hm y=f(x) ra hm chun tc y=f(z) ta t:

x-

Th =100 v =10 ta c:
z

Nh vy khi:

x - 100
10

x=80 z=-2
x=90 z=-1
x=100 z=0
x=110 z=+1
x=120 z=+2

V ng cong chun y=f(z) s l:

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S 10.1 Bin i phn phi chun X (tr trung bnh , lch chun ) thnh
phn phi chun tc Z (tr trung bnh=0, lch chun=1)
Tm li: Bin X tun theo lut chun vi trung bnh v phng sai 2
thng c vit tt l: X ~ N (,2 ) v bin Z tun theo phn phi chun tc c
=0 v 2=1 c vit l Z ~ N(0,1). Nh vy lc ny Z c n v l lch (v d:
1, 2 hoc 3 lch chun so vi tr trung bnh) v khng ty thuc vo n v o
lng theo bin X (v d. mg% ng mu).
Phng trnh ng cong chun tc theo Z s l:

f z

1
2

z2
e 2

Lc ny mun bit xc sut ng mu t 100-110mg% (theo X) ch cn tnh

xc sut t 0 n 1 n v lch chun theo Z hoc tm din tch di ng cong
t 0 n 1 (phn mu m-hnh 3). Tch phn ca hm f(z) t 0 1 chnh l din
tch di ng cong ny. Trong thng k gi f(Z) l hm xc sut chun tch ly
(cummulative normal probability function)

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Biu 10.2 Din tch di ng cong chun t 0 +1

1

f z
0

1 2z
e
2

dz

Cng thc tnh tch phn hm F(z) kh rc ri thng ta dng bng Z-score
(phn ph lc) tnh. Xem bng khi z=0 z=1: F(z)=0,34
1

P0 z 1
0

1
e
2

z2
dz
2

= 0,34

Nh vy xc sut P (0 Z 1) l 0,34 hoc xc sut nhng ngi c tr

ng mu t X=100mg% (tng ng vi Z=0) n X=110 mg%(tng ng
vi Z=1) l 34% (biu )
Cc khong c bit c th tnh nhm xc sut:

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P z 0

P0 z

P- z

1
e
2
1
2

z2
dz
2

= 0,5

z2
dz
e 2

1
e
2

z2
dz
2

= 0,5

=1

Mt v d khc: Mun tnh xc sut ca z t - n 1,2 ta ly: xc sut

khong t - n 0 l p=0,50 cng vi xc sut khong t 0 n 1,2 l 0,38 (xem
bng z-score phn ph lc), tng cng 2 xc sut ny l 0,88 (tng ng 88%
ngi c ng mu 115mg%) (1 n v z bng 10mg%)

10.2 Nhn bit mt phn phi chun trong SPSS

C nhiu cch nh gi mt phn phi chun trong SPSS.
(1) n gin nht l xem biu vi ng cong chun (Histograms with normal
curve) vi dnh hnh chung i xng vi tn s cao nht nm ngay gia v
cc tn s thp dn nm 2 bn. Tr trung bnh (mean) v trung v (mediane)
gn bng nhau v xp (skewness) gn bng zero.
(2) V biu xc sut chun (normal Q-Q plot). Phn phi chun khi biu
xc sut ny c quan h tuyn tnh (ng thng)
(3) Dng php kim nh Kolmogorov-Smirnov khi c mu ln hn 50 hoc
php kim Shapiro-Wilk khi c mu nh hn 50. c coi l c phn phi
chun khi mc ngha (Sig.) ln hn 0,05.
V d 1. Kho st men ALT (U/L) trn 30 ngi bnh thng, kt qu c nhp vo
SPSS nh sau:

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V thc n Analyze > Descriptive Statistics> Frequencies

M mn hnh Frequencies. Nhp chuyn bin ALT t bn tri vo Variable(s).

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Nhp hp thoi Statistics Vo mn hnh Statistics, nh du nhy vo 4 : Mean,

Median, Std. deviation v Skewness v nhp Continue

Nhp tip hp thoi Charts.. nh du vo trn Histograms: v nh dy nhy vo

With Normal curve, nhp Continue. Nhn OK s cho kt qu sau.

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Tr trung bnh (mean)= 23,97, trung v (mediane)=24,00 v xin(skewness)=0,533

Trong phn phi ny, tr s trung bnh v trung v gn bng nhau v xin dao
ng t -1 n +1. Nh vy y c th l mt phn phi chun. Tht vy xem biu
phn phi vi ng cong chun c dng hnh chung, c tr trung bnh l 23,97
v s liu phn phi kh u 2 bn.

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 kim nh Kolmogorov-Smirnov hoc v biu xc sut chun Q-Q (Normal QQ plot) vo thc n: Analyze> Descriptive Statistics> Explore

Khi xut hin mn hnh Explore, chuyn ALT t bn tri vo Dependent List:
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Nhn vo hp thoi Plots. Sau khi mn hnh Explore:Plots xut hin, nhp du nhy
vo Histogram v Normality plots with tests. Nhp Continue v nhp OK

Kt qu kim nh phn phi chun nh sau:

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V c mu 30 (nh hn 50), dng kim nhShapiro-Wilk vi Sig.=0,571 (ln hn

0,05). Chng t phn phi ny l phn phi chun.
Xem biu Normal Q-Q Plot bn di, cc tr s quan st v tr s mong i u
nm gn trn ng thng

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V d 2. Kho st men ALT (U/L) trn 30 ngi mc vim gan siu vi B mn tnh

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Vo Analyze> Descriptive > Frequencies nh phn trn

Kt qu

Phn phi ny c trung bnh (301,82) v trung v (190,00) kh khc bit. Hn na

xp (2,17) ln hn +1, v vy c th khng phi l phn phi chun. Tht vy, xem
biu vi ng cong chun cho thy s liu khng phn phi u, tp trung
nhiu v pha ui tri v t v pha ui phi (xp phi)

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 r hn vo Analyze>Descriptives> Explore xem kim nh KolmogorovSmirnov v biu Normal Q-Q plot

Kim nh Shapiro-Wilk vi Sig=0,000 ( nh hn 0,05 bc b gi thuyt khng).

Nh vy phn phi ny khng phi l phn phi chun. Trn biu Q-Q plot ta
thy s lin h gia tr s quan st v tr s mong i khng nm trn ng thng.

Ti liu tham kho:

1. Armitage P. and Berry G. The normal distribution, in Statistical methods in medical
research, 3rd edition, Backwell Scientific publication 1994, pp;66-71.
2. Altman DG. The normal distribution. statistic notes.BMJ 1995; 310:298.
3.

Website: http://www.stat.wvu.edu/SRS/Modules/Normal/normal.html truy cp

ngy 12/02/09.

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Ph lc 10.1 Tnh xc sut p (hng) theo Z (ct)

V d: Z=0 p= 0.50
Z=1 p= 0.84
Z=2 p= 0.97

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