XSC 6

Chng 6: Kim nh gi thuyt thng k
Vic xc nh qui lut xc sut ca cc bin c mt trong tng th l mt iu cn thit

trong x l s liu. Bi ton c lng tham s mi gii quyt vic c lng tham tham
s c mt trong phn phi xc sut ca tng th. Trong chng ny chng ta s xy dng
cc qui tc nh gi gi thuyt v cc tham s, gi thuyt v cc qui lut xc sut da
trn mu ngu nhin Qua cc qui tc kim nh, ngi hc c th bit c cch xy
dng cc gi thuyt v i thuyt trong tng trng hp c th. Bi ton kim nh gi
thuyt thng k l mt bi ton ln v quan trng ca thng k ton hc. V thi lng
chng trnh c hn, gio trnh ch cp ti mt s qui tc kim nh thng dng nht.
Mt s qui tc phi tham s gii thiu trong gio trnh c n gin ha bng cch thay
cc thng k dng kim nh cc qui tc ny bi cc qui lut xp x tng ng.
I. Gi thuyt - i thuyt
1. Gi thuyt: Mt mnh (mt cu khng nh) v mt vn cha bit no c
gi l mt gi thuyt. Cc mnh sau u c gi l cc gi thuyt:
Vo nm 2010 con ngi s c mt trn sao ho
Tham s = 0
Tham s [1 ; 2 ]
X ~ N( ; 2 )
S kin A c lp vi s kin B
Ta thng dng H0 ch mt gi thuyt. Gi thuyt l mt mnh nn c th ng
hoc khng ng. Tuy nhin kim tra tnh ng ca mt mnh ta phi da trn tiu
ch th no l mt mnh ng. khng nh tnh ng sai ca mt mnh ta
thng kim tra mnh ny c tho mt s yu cu no hay khng hoc a ra mt
mnh khc tri vi mnh cho, trn c s thc t ta a ra quyt nh coi mnh
ban u l ng hoc mnh mi a ra l ng. Trong thng k ta s theo hng
th hai.
2. i thuyt: Mt mnh tri vi gi thuyt c gi l mt i thuyt. Ta thng
dng H1 ch i thuyt.
V d 1: H0: Vo nm 2010 con ngi s c mt trn sao ho.
Cc mnh sau l i thuyt ca gi thuyt H0
H1: Vo nm 2020 con ngi mi c mt trn sao ho
H1: Vo nm 2010 con ngi cha th c mt trn sao ho
V d 2: H0: X ~ N( ; 2 )
Cc i thuyt ca gi thuyt trn c th l
H1: X ~ B(n, p) hoc H1: X khng c phn phi chun N( ; 2 )
Nhn xt:
* Gi thuyt H0 c th ng c lp
* i thuyt phi i km vi mnh trc c gi l gi thuyt
* Mi gi thuyt c th c nhiu i thuyt khc nhau
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..110
* Mt mnh l gi thuyt trong trng hp ny c th l i thuyt trong trng hp

khc.
3. Gi thuyt thng k v i thuyt thng k
Nhng gi thuyt v i thuyt ni ti tham s c mt trong qui lut xc sut ca cc c
trng c mt trong tng th hoc cp n qui lut phn phi xc sut ca nhng c
trng ny c gi l cc gi thuyt v i thuyt thng k.
X ~ N( ; 2 )
V d:
H0 :
H1 :
X ~ B(n, p)
Hoc
H0 :
= 0
1
H1 :
l cc gi thuyt v i thuyt thng k
4. Gi thuyt v i thuyt tham s
Cc gi thuyt v i thuyt ni v tham s c mt trong qui lut phn phi xc sut ca
tng th c gi l cc gi thuyt v i thuyt tham s.
V d: Bit c trng X tng th c phn phi chun N( ; 2)
H0 :
=0
H1 :
= 1 ( 1 2 ) hoc:
H1 : 0
l cc gi thuyt v i thuyt tham s
4.1 Gi thuyt n - i thuyt n
Gi thuyt n l gi thuyt trong tham s nhn mt gi tr c th no .
i thuyt n l i thuyt trong tham s nhn mt gi tr c th no .
V d: Bit X~ B(n, p)
p = p0 l gi thuyt n
H0 :
H1 :
p = p1 ; ( p1 p0 ) l i thuyt n ca gi thuyt va nu
4.2 Gi thuyt hp - i thuyt hp
Cc gi thuyt hoc i thuyt trong tham s nhn hn mt gi tr gi l gi thuyt
hp v i thuyt hp.
V d: Bit: X~ N( ; 2 )
H0 :
[1 ; 2 ] l gi thuyt hp
< 1 hoc > 2 l cc i thuyt hp tng ng vi gi
H1 :
thuyt H0
5. Gi thuyt v i thuyt phi tham s: Nhng gi thuyt v i thuyt thng k
khng phi l cc gi thuyt v i thuyt tham s c gi l cc gi thuyt v i
thuyt phi tham s.
X ~ N( ; 2 )
V d: H0 :
H1 :
X ~ B(n , p)
Hoc:
H0 :
A c lp vi B
A khng c lp vi B
H1 :
l cc gi thuyt v i thuyt phi tham s
6. Kim nh gi thuyt thng k
T mu cho ta xy dng mt qui tc chp nhn gi thuyt H0 ( tng ng vi vic bc

b i thuyt H1) hoc bc b gi thuyt H0 (tng ng vi vic chp nhn i thuyt H1)
c gi l bi ton kim nh mt gi thuyt thng k. Vic a ra mt qui tc chp
nhn hoc bc b gi thuyt H0 da trn mu cho tng ng vi vic xy dng mt
qui tc chia khng gian mu V ra lm hai phn W v W
Hnh 1
Nu mu ( X1, X2, ... , Xn ) W ta quyt nh bc b gi thuyt H0
Nu mu ( X1, X2, ... , Xn ) W ta quyt nh chp nhn gi thuyt H0
Kim nh mt gi thuyt thng k khng phi l mt php chng minh v tnh ng
hoc khng ng ca gi thuyt. Kim nh mt gi thuyt thng k thc cht l xy
dng mt qui tc hnh ng da vo mu c a ra quyt nh la chn gi thuyt H0
hoc i thuyt H1
7. Cc loi sai lm: Vi mt qui tc hnh ng chp nhn hay bc b H0 ta c th mc
phi cc loi sai lm sau:
7.1. Sai lm loi 1: Bc b gi thuyt H0 khi H0 ng
iu ny c ngha l gi thuyt H0 ng nhng mu ( X1, X2, ... , Xn ) W nn ta bc b
H0. Tng ng vi sai lm loi 1 l xc sut sai lm loi 1: P(W/H0) =
7.2. Sai lm loi 2: Chp nhn gi thuyt H0 khi H0 sai. iu ny cng c ngha l:
Khi H0 sai ( tc l coi H1 ng) nhng mu ngu nhin ( X1, X2, ... , Xn ) W nn ta
chp nhn H0. Tng ng vi sai lm loi 2 l xc sut sai lm loi 2: P( W /H1) = .
Ta c nhn xt:
Xc sut sai lm loi 1: P(W/H0) = l xc sut bc b H0 m thc ra H0 ng c
gi l mc ngha ca bi ton kim nh. Khi xc sut chp nhn H0 khi H0 ng
l 1 - .
Xc sut sai lm loi 2: P( W /H1) = l xc sut chp nhn H0 khi H0 sai. Vy xc sut
bc b H0 khi H0 sai l 1 - . Gi tr 1 - c gi l lc lng ca php kim nh.
Mong mun ca ngi lm thng k l xy mt qui tc chp nhn hoc bc b mt gi
thuyt sao cho xc sut c hai loi sai lm cng nh cng tt. Tuy nhin ta c
P(W/H0) + P( W /H0) = 1 ; P(W/ H1) + P( W /H1) = 1
T y suy ra khi gim th tng v ngc li. Vi mu c kch thc c nh,
xy dng mt qui tc hnh ng chp nhn hoc bc b gi thuyt ta c th i theo mt
trong hai hng sau:
Hng th nht: C nh xc sut sai lm loi 1 xy dng mt qui tc sao cho xc
sut sai lm loi 2 l nh nht hoc c th chp nhn c.
Hng th hai ngc li vi hng th nht

Do i thuyt H1 thng l mnh hp ( l hp ca cc mnh ) nn vic c nh xc
sut sai lm loi hai l phc tp v kh kh thi. Trong gio trnh ny chng ta s i theo
hng th nht xy dng qui tc kim nh gi thuyt. Vi mi cp gi thuyt v i
thuyt cho, khng phi lc no cng tn ti hoc tm c mt qui tc sao cho lc
lng ca php kim nh 1 - l ln nht. Nhng qui tc a ra trong gio trnh ny l
nhng qui tc thng dng.
II. Kim nh cc gi thuyt tham s
1. Gi thuyt n - i thuyt n
Cp gi thuyt:
H0:
= 0 N
i thuyt
H1:
= 1 (1 0 )
l cp gi thuyt v i thuyt n
* Mt qui tc kim nh vi cp gi thuyt - i thuyt n c gi l mnh nht nu
n c lc lng ca php kim nh l ln nht
* nh l Neyman - Pearson ch ra rng: Nu c trng X tng th c hm mt
f(x, ) th tn ti qui tc mnh nht kim nh cp gi thuyt - i thuyt n va nu.
Vic pht biu v chng minh nh l Neyman - Pearson khng c nu ra trong gio
trnh ny. Ngi c mun bit c th tham kho cc sch dn ra cui gio trnh.
2. Gi thuyt n - i thuyt hp.
Gi thuyt
H0 :
= 0
Vi i thuyt: H1 :
N D ; ( D l mt min khng cha 0 )
c gi l cp gi thuyt n vi i thuyt hp.
Nhn thy rng: Vi mi D, sai lm loi 2: = () l mt hm s xc nh trn D.
Qui tc kim nh cp gi thuyt, i thuyt trn sao cho () cc tiu D c gi
l qui tc kim nh mnh u nht.
V d : Bit bin X tng th c phn phi chun N( ; 2) vi 2 bit. Xt cp
gi thuyt, i thuyt n
=0
H0 :
H1 :
= 1 N ( 1 > 0 )
Vi mc ngha , qui tc mnh nht kim nh cp gi thuyt, i thuyt trn l:
X 0
* Bc b H0 nu:
n > U
X 0
* Chp nhn H0 nu:
n U
Bi qui tc kim nh va nu khng ph thuc vo 1 m ch cn yu cu 1 > 0 nn

qui tc trn cng l qui tc mnh u nht kim nh cp gi thuyt n, i thuyt hp
H0 :
=0 N
H1 :
> 0 N vi mc ngha .
3. i thuyt mt pha v hai pha

Xt gi thuyt n : H0 : = 0
* Mnh :
H1 :
0 gi l i thuyt hai pha ca H0
* Mnh :
H1 :
< 0 gi l i thuyt pha tri ca H0
* Mnh :
H1 :
> 0 gi l i thuyt pha phi ca H0.
Khng phi lc no cng tn ti qui tc mnh u nht kim nh gi thuyt H0 vi
mt trong ba i thuyt va nu. Cc qui tc kim nh c gii thiu trong gio trnh
ny hoc l qui tc mnh u nht hoc l qui tc tt v thng dng trong thng k . Qui
tc tt y c th hiu theo ngha: Qui tc mnh u nht l ti u ton cc th qui
tc tt l ti u b phn
4. Kim nh k vng ca phn phi chun khi phng sai bit.
Gi s c trng X tng th c phn phi chun N( ; 2) vi 2 bit.
T mu ngu nhin (X1, X2,....Xn) ta xy dng qui tc kim nh gi thuyt
H0 :
= 0 trong cc trng hp sau:
4.1. Trng hp 1: i thuyt H1 : 0
X
n c phn phi chun tc.
X
n | > U t ] = t. Nu gi thuyt H0 ng th xc sut
Vi t (0, 1) xc sut P[|
Thng k Z =
P[|
X 0
n | > U t ] = t. Nu ly t = l mc ngha ca bi ton kim nh th
P[|
X 0
n | > U ] = .
Bt ng thc
X 0
n > U Mu ngu nhin ( X1, X2,....Xn)W.
iu ny c ngha l: P[
X 0
n > U ] = P(W/ H0) =
Vy qui tc kim nh: Gi thuyt
H0:
=0
i thuyt
H1:
0 .
vi mc ngha l:
Qui tc 1: Nu: ZT =
X 0
n > U quyt nh bc b H0.
X 0
n U quyt nh chp nhn H0.
2
Vi mu c th ( x1, x2,....xn) cho ta thc hin bi ton kim nh theo cc bc sau:
Nu: ZT =
Bc 1: Tnh i lng ZT =
x 0
Bc 2: Tm U
2
Bc 3: So snh hai gi tr trn ri a ra quyt nh:

Nu: ZT > U quyt nh bc b H0.
2
Nu: ZT U quyt nh chp nhn H0.

2
Hnh v sau m t min chp nhn v min bc b gi thuyt H0
Hnh 2
Cc gi tr - U v U l cc ngng so snh khi quyt nh chp nhn hay bc b H0.
2
V d 1: T tng th c phn phi chun N( , 4) ta ly mu c kch thc n = 9 v

tm c x = 21,20.Vi mc ngha = 0,05 hy kim nh gi thuyt :
Tnh ZT =
H0:
= 20
H1:
20.
x 0
n=
21,2 20,0
2
3 =1,8 ; Tm U0,025 = 1,96.
V ZT =1,80 < 1,96 = U0,025 ta quyt nh chp nhn H0.

4.2 Trng hp 2: i thuyt > 0
Tng t nh trng hp trn thng k Z =
n ta c phn phi chun tc. Da
vo thng k ny ta c qui tc kim nh gi thuyt :
H0 :
= 0 N
H1 :
> 0 vi mc ngha l:
Qui tc 2: Nu :
X 0
n > U quyt nh bc b H0.
Nu:
X 0
n U quyt nh chp nhn H0.
Vi mu c th ( x1, x2,....xn) ta cng thc hin bi ton kim nh thao cc bc:
Bc 1: Tnh ZT =
x 0
Bc 2: Tm U
Bc 3: Nu: ZT > U quyt nh bc b H0.
Nu: ZT U quyt nh chp nhn H0.
Min chp nhn v min bc b c m t bi hnh v sau:
Hnh 3N
4.3 Trng hp 3: i thuyt < 0

Tng t nh trng hp trn thng k Z =
n ta c phn phi chun tc. Da
vo thng k ny ta c qui tc kim nh gi thuyt :

H0 :
=0
H1 :
< 0 vi mc ngha l:
Qui tc 3: Nu: ZT =
X 0
n < -U quyt nh bc b H0.
Nu: ZT =
X 0
n -U quyt nh chp nhn H0.
Vi mu c th ( x1, x2,....xn) ta cng thc hin bi ton kim nh thao cc bc:
Bc 1: Tnh ZT =
x 0
n
Bc 2: Tm U
Bc 3: Nu ZT < - U quyt nh bc b H0.

Nu ZT - U quyt nh chp nhn H0.
Min chp nhn v min bc b c m t bi hnh v sau:
Hnh 4
V d 3: Trng lng X gi m n lin tun theo qui lut chun N( N, 25).T mu 25

gi m n lin ta tm c x = 82 gam. Vi mc ngha = 0,05 hy kim nh gi
thuyt
Ta c ZT =
H0 :
N= 80
H1 :
> 80.
x 0
n=
82 80
.5 = 2,0 ; U0,05 =1,68.
5
T ZT > U0,05 , p dng qui tc 2 ta quyt nh bc b H0
5. Kim nh k vng ca phn phi chun khi khng bit phng sai
Gi s bin X tng th c phn phi chun N( ; 2).

T mu ngu nhin ( X1, X2, ..., Xn) xy dng quy tc kim nh gi thuyt
H0: = 0 trong cc trng hp i thuyt hai pha v i thuyt mt pha
5.1 Kim nh gi thuyt: H0:
= 0
H1:
X
1 n
n , vi S 2 =
(X i X) 2
S
n 1 i =1
Xt thng k Z =
Do Z ~ Tn-1 nn t (0 ,1) ta c
P[
X
n > tt ] = t
, n 1
S
2
(1)
Nu H0 ng th:
P[
X 0
S
n > tt
2
, n 1
(2)
]=t
Ly t = l mc ngha ca bi ton kim nh ta c:

P[
X 0
S
n > t
2
, n 1
]=
(3)
Bt ng thc:
X 0
P
> t =
, n 1
S
(X1 , X 2 ,..., X n ) W P(W/H0) = .
T y c quy tc kim nh
H0:
=0
H1:
0 vi mc ngha l
Qui tc 4: Nu
X 0
S
n > t
2
, n 1
quyt nh bc b H0
Nu
X 0
S
n t
2
, n 1
ta chp nhn H0
Cng nh qui tc 1: Vi mu c th ( x1, x2,....xn) ta tin hnh bi ton kim nh theo

cc bc sau:
x 0
n
s
Bc 1: Tnh ZT =
Bc 2: Tm t
2
, n 1
Bc 3: Nu ZT > t
n 1,
Nu ZT t
2
quyt nh bc b H0
, n 1
quyt nh chp nhn H0
Min chp nhn v min bc b H0 cho bi hnh sau:
Hnh 6
V d 1: Nng sut la l mt i lng ngu nhin X c phn phi chun N( ; 2).
iu tra nng sut ging la trn 200 rung ta c bng cc s liu sau:
Nng sut t/ha
46
48
49
50
51
53
54
58
S tha rung
17
18
35
45
42
23
10
10
Vi mc ngha = 0,05. Hy kim nh cp gi thuyt i thuyt:

H0:
= 52
H1:
52
tnh x v s ta lp bng sau:
xi
ni
xini
nixi2
46
17
782
35972
48
18
804
41472
49
35
1715
84035
50
45
2250
112500
51
42
2142
109242
53
23
1219
64607
54
10
540
29160
58
10
580
33640
200
1
N 0032
5
N 10628
x = 50,16, s 2 = x 2 x 2 = 37,1144, s 2 =
ZT =
200s 2
= 37,3009 ; s = 6,11.
199
| 50,16 52,00 |
200 = 4,26, t 0,025 , 199 = U0,025 = 1,96
6,11
ZT = 4,26 > 1,96 bc b H0

5.2 Trng hp 2. i thuyt H1: < 0
X
n c phn phi Tn-1 nu H0 ng ta
S
c qui tc kim nh cp gi thuyt i thuyt mc ngha l
Tng t nh trng hp 1. T thng k Z =
H0:
= 0
H1:
< 0
Qui tc 5: Nu Z =
X 0
S
n < - t , n 1
bc b H0
Nu Z =
X 0
S
n - t , n 1
chp nhn H0
Hnh v sau cho min chp nhn v bc b H0
Hnh 7
Da vo qui tc 5, cc bc thc hin bi ton kim nh nh trng hp 1
5.3 i thuyt H1: > 0
Tng t nh trng hp 2, qui tc kim nh cp gi thuyt i thuyt
H0:
=0
H1:
>0
mc ngha
Qui tc 6: Nu: ZT =
Nu: Z =
X 0
S
X 0
S
n > t , n 1 ,
n t , n1
bc b H0
chp nhn H0
Hnh v sau cho min chp nhn v bc b H0
Hnh 8
6.Kim nh phng sai ca phn phi chun
T mu ngu nhin (X1, X2, ... ,Xn) ca tng th c phn phi chun N( ; 2), vi mc
ngha xy dng qui tc kim nh cp gi thuyt , i thuyt :
Thng k Z =
P[
H0:
2 = 0
H1:
2 > 0
(n 1)S 2
2
c phn phi n1 , vi t (0,1) ta c
2
(n 1)S 2
> t2, n 1 ] = t
2
Nu H0 ng th P[
(n 1)S 2
0
(1)
> t2, n 1 ] = t
(2)
Cho t = l mc ngha ca bi ton kim nh c:

P[
(n 1)S 2
0
> 2 , n 1 ] =
(3)
Bt ng thc:
(n 1)S 2
0
> 2 , n 1 tng ng vi (X1, X2, ... ,Xn) W P( W / H 0 ) =
Qui tc kim nh H0 l:
Qui tc 7: Nu
Nu
(n 1)S 2
0
(n 1)S 2
0
> 2 , n 1
bc b H0
2 , n 1
chp nhn H0
Hnh v sau ch min chp nhn v min bc b H0
Hnh 9
T mu c th ( x1, x2,....xn) theo qui tc ta thc hin bi ton kim nh cp gi thuyt ,
i thuyt:
H0:
2 = 0
H1:
2 > 0 mc ngha theo cc bc sau:
Bc 1: Tnh ZT =
(n 1)s 2
2
0
Bc 2: Tm 2 , n 1
Bc 3: Nu ZT > 2 , n 1 ta bc b H0
Nu ZT 2 , n 1 ta chp nhn H0
V d: Mt my sn xut cc tm cht do c thng xuyn theo di v dy ca
sn phm Bit dy X ca cc tm cht do tun theo qui lut chun N( ; 2 ). Nu
lch chun vt qu 0,3mm th cht lng sn phm khng c m bo v k thut.
Ngi ta chn ngu nhin 10 tm cht do ri o dy ca mi tm v c kt qu
sau ( n v o mm)
22,0 ; 22,6 ; 23,2 ; 22,7 ; 22,5 ; 22,8 ; 22,5 ; 22,8 ; 22,9 ; 23,0.
T yu cu ca thc t vi mc ngha = 0,05 hy lp cp gi thuyt v i thuyt
thch hp nh gi tnh trng lm vic ca my sn xut cc tm cht do trn
lch chun mc cho php khng vt qu 0,3 mm tng ng vi phng sai 2
khng vt qu 0,09 mm2. Ta c cp gi thuyt i thuyt sau:
H0:
2 = 0,09
H1 :
2 > 0,09
Vi mu cho ta c: x = 2,27, s2 = 0,1089, ZT =
(n 1)s 2 9.0,1089
=
= 10,89
02
0,09
mc ngha 0,05 ta c:
92, 0,05 = 16,92; ZT =10,89 < 16,92 = 02, 05 , 9 quyt nh chp nhn H0, iu ny c
ngha l my sn xut cc tm do vn hot ng bnh thng.
Vi cp gi thuyt H0:
2 = 0
2
2 < 0
H1:
Ta c qui tc kim nh l
(n 1)s 2
Qui tc 8: Nu
< 12 , n 1 ta bc b H0
2
0
(n 1)s 2
12 , n 1 ta chp nhn H0
2
0
Min bc b v min chp nhn H0 cho bi hnh
Nu
H nh 10
Vi cp gi thuyt : H0:
2 = 0
H1:
2 0
Ta c qui tc kim nh l:
Qui tc 9: Nu
(n 1)s 2
(n 1)s 2
2
<
ho
c
> 2
2
2
1
,
n
1
, n 1
0
0
2
2
(n 1)s 2
2
Nu
2
1 , n 1
, n 1
0
2
2
2
bc b H0
chp nhn H0.
Min bc b v min chp nhn H0 cho bi hnh
Hnh 11
Nhn xt: Do phng sai l s do c trng cho sai s nn cc bi ton kim nh v
phng sai ngi ta thng kim nh vi i thuyt mt pha.
7. Kim nh xc sut .
Xc sut xut hin s kin A mi php th P(A) = p. Tin hnh n php th c lp c
nA ln xut hin A. Vi mc ngha ta xy dng qui tc kim nh cp gi thuyt, i
thuyt :
p = p0
H0:
p p0
H1:
n
f p
Xt thng k Z =
n , f = A , q =1 - p, thng k ny theo nh l gii hn trung tm
n
pq
c phn phi xp x chun tc. Nu H0 ng th
f p0
n c phn phi xp x chun tc. Ging nh bi ton kim nh k vng
Z=
p0q 0
ca phn phi chun, ta c qui tc kim nh cp gi thuyt i thuyt trn l:
Qui tc 10: Nu:
Nu:
f p0
p0q 0
f p0
p0q 0
n > U ta bc b H0
2
n U ta chp nhn H0.

2
V d: Xt nghim 1000 mu mu ca nhng ngi dn vng Ty Nguyn ta thy

c 232 mu mu c k sinh trng st rt. Hy kim nh :
H0:
p = 0,2
p 0,2, mc ngha = 0,05.
H1:
Ta c f =
f p0
232
= 0,0232, ZT =
1000
p0q 0
n =
f 0,2
1000 = 2,53.
0,2.0,8
U0,025= 1,96 ; ZT = 2,53 > 1,96 vy gi thuyt H0 b bc b.

Ch 1: Vi cp gi thuyt i thuyt
H0:
p = p0
H1:
p > p0
C qui tc kim nh sau:
f p0
n > U
bc b H0
Qui tc 11: Nu
p0q 0
f p0
N
N u
n U
chp nhn H0.
p0q 0
Ch 2: Vi cp gi thuyt i thuyt
H0:
p = p0
H1:
p < p0
Ta c qui tc kim nh sau:
f p0
n <- U
bc b H0
Qui tc 12: Nu
p0q 0
f p0
n U
chp nhn H0.
N
N u
p0q 0
V d: Mt kho bo qun ht ging c xem l cha m bo k thut nu t l ht
ny mm di 70%. Ngi ta ly 500 ht trong kho em gieo v thy c 340 ht ny
mm.Vi mc ngha = 0,05 hy lp gi thuyt v i thuyt thch hp xt xem
kho bo qun ht ging trn m bo k thut hay cha.
Yu cu trn tng ng vi vic kim nh cp gi thuyt i thuyt :
H0:
p = 0,7
H1:
p < 0,7
f p0
0,68 0,7
Ta c f = 0,68, 1 - p0 = 0,3 , ZT =
n=
500 = -1,79
0,7.0,3
p 0 (1 p 0 )
U0,025 = 1,96 ; ZT = -1,79 > -U0,025 = - 1,96
Vi kt qu trn ta cha c s kt lun tiu chun k thut ca kho bo qun ht
ging l c vn .
8. Kim nh s bng nhau ca hai k vng ca hai phn phi chun.
T hai mu ngu nhin c lp ly t hai tng th c phn phi chun N( X ; X2 )
N( Y ; Y2 ) ) ta xy dng qui tc kim nh cp gi thuyt, i thuyt:
H0:
X = Y
X Y
H1:
2
2
8.1: Trng hp X , Y bit.
X Y ( X Y )
Thng k Z =
c phn phi chun tc
2X 2Y
+
n
m
XY
c phn phi chun tc,
Nu H0 ng th Z =
2X 2Y
+
n
m
Khi : P[
XY
> U ] =
2X 2Y
2
+
n
m
T y c qui tc bc b H0 l:
XY
Qui tc 13: Nu
> U
quyt nh bc b H0
2X 2Y
2
+
n
m
XY
U
quyt nh chp nhn H0.
Nu
2X 2Y
2
+
n
m
Vi hai mu c th (x1, x2, ..., xn) v ( y1, y2,...ym) thc hin bi ton kim nh cp gi
thuyt , i thuyt trn theo cc bc sau:
xy
Bc 1: Tnh ZT =
2
2x y
+
n
m
Bc 2: Tm U .
2
Bc 3: Nu ZT > U
bc b H0
Nu ZT U
chp nhn H0
8.2. Trng hp 2X ; 2Y cha bit nhng n, m 30.(gi l mu ln)

X Y ( X Y )
Do thng k Z =
c phn phi xp x phn phi chun tc. Nu H0
S 2X S2Y
+
m
n
ng th
XY
c phn phi xp x chun tc
Z=
S 2X S 2Y
+
m
n
Cng nh trng hp trn ta c qui tc chp nhn hoc bc b gi thuyt H0 vi i
thuyt hai pha l:
XY
Qui tc 14: Nu:
> U
quyt nh bc b H0
S 2 S 2y
2
x
+
m
n
XY
Nu:
U
quyt nh chp nhn H0.
2
2
S 2x S y
+
m
n
8.3. Trng hp X2 , Y2 cha bit nhng bit X2 = Y2 .

X Y ( X Y )
Thng k Z =
c phn phi Tn+m-2
1 1
S
+
n m
n
i =1
j=1
(X i X ) 2 + (Yj Y ) 2
2
S =
n+m2
(n 1)S 2x + (m 1)S 2y
n+m2
XY
c phn phi Tn+m-2 v c qui tc kim nh cp gi
1 1
S
+
n m
thuyt, i thuyt mc ngha l:
X = Y
H0 :
H1 :
X Y
Nu H0 ng th Z =
Qui tc 15: Nu
Nu
XY
1 1
S
+
n m
XY
> t
2
n+ m 2
quyt nh bc b H0
t
quyt nh chp nhn H0
, n+ m 2
1 1
2
S
+
n m
Vi hai mu c th (x1, x2, ..., xn) v ( y1, y2,...ym) thc hin bi ton kim nh cp gi
thuyt , i thuyt trn theo cc bc sau:
xy
(n 1) s X2 + (m 1) sY2
Bc 1: Tnh ZT =
vi s 2 =
n+m2
1 1
s
+
n m
Bc 2: Tm t
2
, n+ m2
Bc 3: Nu ZT > t
2
, n+ m2
NNu ZT t
2
, n + m 2
quyt nh bc b H0
quyt nh chp nhn H0
V d: iu tra nng sut ca 8 tha rung trng ging la A v nng sut ca 10 tha
rung trng ging la B vi cng mt iu kin canh tc ta c kt qu sau:
X
40
38
40
42
44
41
36
39
Y
41
44
38
42
40
45
39
37
43
41
2
2
Bit rng XN( X ; ), YN( Y ; ). Vi mc ngha = 0,05 hy kim nh:
H0:
X = Y
H1:
X Y
Ta c x = 40, y = 41, s 2X =
42
= 6, s 2Y = 6,66, s2 = 6,375, s = 2,52.
7
xy
1
= 0,835.
1 1
1 1
+
s
2,52 +
n m
8 10
t0,025 , 16 = 2,12 ; ZT = 0,835< t 0,025 , 16 = 2,12. Chp nhn H0.
Ch 1: Bi ton kim nh cp gi thuyt v i thuyt trn cn c gi l bi ton
so snh s bng nhau v khc nhau hai k vng ca hai phn phi chun.
Ch 2: Trong thc t nhiu khi ta cn so snh k vng ca bin ngu nhin X vi k
vng ca bin ngu nhin Y cng thm mt hng s 0 khi ta c bi ton kim nh
cp gi thuyt i thuyt sau:
H0 :
X = Y + 0
ZT =
H1 :
X Y + 0
Khi gp bi ton ny c cc qui tc kim nh sau:
* Nu bit 2x , 2y qui tc kim nh cp gi thuyt, i thuyt trn l:
Qui tc 16: Nu:
Nu:
X Y 0
2
2x y
+
n
m
X Y 0
2
x
2y
quyt nh bc b H0
> U
2
quyt nh chp nhn H0.
+
n
m
* Nu cha bit x , 2y nhng mu n, m 30 c qui tc sau:

Qui tc 17: Nu:
Nu:
X Y 0
2
S 2x S y
+
m
n
X Y 0
2
S 2x S y
+
m
n
> U
quyt nh bc b H0
quyt nh chp nhn H0.
* Cha bit X2 , Y2 nhng bit x = 2y . Ta c qui tc sau:

Qui tc 18: Nu:
Nu:
X Y 0
1 1
S
+
n m
X Y 0
1 1
S
+
n m
> t
2
quyt nh bc b H0
, n+ m 2
t
2
quyt nh chp nhn H0.
, n+ m 2
Ch 3: Nu khng c thng tin g v x v 2y m kch thc ca mu n, m < 30 ta

tin hnh theo mt trong hai cch sau:
* Cch 1: Thu thp thm d liu mu n, m 30 sau s dng qui tc kim nh nh

nu trong mc 4.2.
* Cch 2: Xy dng cp gi thuyt i thuyt ph:
H0:
2x = 2y
2
x 2y vi cng mc ngha .
H1:
Qui tc kim nh cp gi thuyt i thuyt ny s trnh by mc sau.
Nu H0 c chp nhn ta s dng qui tc nh nu mc 4.3.
Nu H0 b bc b th v mt l thuyt vic so snh hai k vng trn cha gii quyt
c. (Bi ton Behrens-Fisher).
9. Kim nh s bng nhau ca hai k vng vi i thuyt mt pha.
T hai mu ngu nhin c lp:
2
(X1, X2,....Xi,....Xn) ; Xi N( x, x ),
(Y1, Y2,Yj,Yn) ; Yj N( y, 2y ).
Ta xy dng qui tc kim nh cp gi thuyt i thuyt :
H0:
X = Y
X > Y
H1:
2
9.1 Trng hp 1: Khi x , 2y bit.

X Y ( X Y )
c phn phi chun tc.

2X 2Y
+
n
m
XY
Nu H0 ng th Z =
c phn phi chun tc.
2X 2Y
+
n
m
T y ta c qui tc kim nh cp gi thuyt i thuyt trn l:
XY
Qui tc 19: Nu:
> U
quyt nh bc b H0
2X 2Y
+
n
m
XY
U
quyt nh chp nhn H0
Nu:
2X 2Y
+
n
m
Thng k Z =
9.2. Trng hp 2: Khi x , 2y cha bit nhng m, n 30.

Tng t nh trn ta c qui tc kim nh l:
XY
Qui tc 20:
Nu:
> U quyt nh bc b H0
S 2 S 2
X
+ Y
m
n
XY
U
S 2 S 2
X
+ Y
m
n
Nu:
quyt nh chp nhn H0
9.3 Trng hp 3: Khi x , 2y cha bi t nhng bit x = 2y

X Y ( X Y )
c phn phi Tn+m-2
1 1
S
+
n m
XY
Nu H0 ng th Z =
c phn phi Tn+m-2
1 1
S
+
n m
T y ta c qui tc chp nhn v bc b H0 l:
XY
> t , n +m 2 N quyt nh bc b H0
Qui tc 21: Nu
1 1
S
+
n m
XY
Nu
t , n +m 2
quyt nh chp nhn H0.
1 1
S
+
n m
Ch : kim nh cp gi thuyt i thuyt
H0 :
X = Y + 0
H1 :
X > Y + 0
Do bin Z =
* Trng hp x , 2y bit qui tc kim nh l:

Qui tc 22 : Nu
Nu:
X Y 0
2X 2Y
+
n
m
X Y 0
2X 2Y
+
n
m
> U quyt nh bc b H0
U quyt nh chp nhn H0
Trng hp cha bit x , 2y nhng n, m 30 ta c qui tc kim nh sau:
X Y 0
> U
S 2X S 2Y
+
n
m
X Y 0
Nu:
U
S 2 S 2
X
+ Y
n
m
Qui tc 23: Nu:
quyt nh bc b H0
quyt nh chp nhn H0
Trng hp cha bit x , 2y nhng bit x = 2y ta c qui tc kim nh sau:
X Y 0
> t , n+m 2
quyt nh bc b H0
1 1
S
+
n m
X Y 0
Nu:
t , n+m 2
quyt nh chp nhn H0.
1 1
S
+
n m
V d: Theo di 10 tha rung trng ging la A vi nng sut X ta c:
x = 6,2 tn/ ha, s 2x = 0,16.
Theo di 8 tha rung trng ging la B vi nng sut Y ta c:
y = 5,4 tn/ ha, s 2y = 0,20.
Bit chi ph canh tc ging la A tn km hn ging la B qui ra thc l 0,4 tn/ ha. Vi
mc ngha = 0,05, xy dng gi thuyt v i thuyt thch hp khng nh ging
la A c hiu qu kinh t hn ging la B khng. Bit rng nng sut ca hai ging la
ny u c phn phi chun vi phng sai bng nhau v gi thnh ca hai loi la ny
l nh nhau.
Yu cu trn tng ng vi vic kim nh cp gi thuyt i thuyt sau:
X = Y + 0,4
H0 :
H1:
X > Y + 0,4
Qui tc 24: Nu :
Ta c s2 =
(n 1)s 2X + (m 1)s 2Y 9.0,16 + 7.0, 20

=
= 0,18; s = 0, 42
n+m2
16
x y 0
6,2 5,4 0,4
= 2,01 ; t 0,05 ,16 = 1,75

1 1
1 1
+
+
s
0,42
n m
10 8
Do ZT = 2,01 > 1,75 = t 0, 05 ,16 quyt nh bc b H0. iu ny c ngha l ging la A c
hiu qu kinh t hn ging la B.
ZT =
10.Phng php so snh cp i

Xt n cp mu ngu nhin ( X 1 , Y1 ), ( X 2 , Y2 ),...., ( X n , Yn )
Xi c cng phn phi vi X c phn phi chun N( X , 2X ) .Yi c cng phn phi vi Y
c phn phi chun N( Y , 2Y ) , X c lp vi Y.
t D = X Y , Di = Xi Yi , V = X Y , 2V = 2X + 2Y
Khi D ~ N ( V , V2 ) ; D =
1 n
Di = X Y ;
n i =1
S D2 =
1 n
( Di D)
n 1 i =1
Cp gi thuyt i thuyt:
X = Y + 0
H0 :
N
H1 :
X Y + 0
tng ng vi cp gi thuyt i thuyt:
V = 0
H 0 ':
N
H 1 ':
V 0
S dng quy tc 4 ta c:
Nu Z T =
D 0
SD
Nu Z T t
2
, n 1
n > t
2
, n 1
ta quyt nh bc b H0.
ta quyt nh chp nhn H0.
Cp gi thuyt i thuyt:
X =Y + 0
H0 :
N
H1 :
X > Y + 0
tng ng vi cp gi thuyt i thuyt:
V = 0
H 0 ':
N
H 1 ':
V > 0
S dng quy tc 6 ta c:
D 0
Nu Z T =
n > t , n 1 ta quyt nh bc b H0.
SV
Nu Z T t , n 1 ta quyt nh chp nhn H0.
V d: Ti mt cu lc b thm m ngi ta qung co rng sau mt kha tp luyn
gim bo ngi tham gia tp luyn c th gim trng lng hn 5 kg. Mt mu ngu
nhin gm 10 ngi c o trng lng trc v sau khi tp luyn cho bi bng sau:
X
85
90
96
93
86
89
82
84
100 102
Y
80
86
90
86
81
81
78
81
91
93
Hy lp cp gi thuyt i thuyt thch hp kim tra tnh ng n ca vic qung co
ni trn. Bit rng X ~ N ( X , X2 ) , Y ~ N ( Y , Y2 ) .
Xt cp gi thuyt i thuyt:
H0 :
X = Y + 5
N
H1 :
X > Y + 5
t D = X Y , Di = Xi Yi , Di nhn cc gi tr sau:
Vi: 5 4 6 7 5 8 4 3 9 9
40
Ta c : d = 6, s v2 =
s d = 2,11 , t 0, 05 , 9 = 1,87
9
65
d 5
10 = 1,50
n=
ZT =
2,11
sv
Z T = 1,50 < 1,87 quyt nh chp nhn gi thuyt H0. iu ny c ngha vi mc
ngha = 0,05 trng lng ca nhng ngi tp luyn gim bo ch mc gim i nh
hn hoc bng 5 kg.
Phng php so snh cp i thng c s dng trong cc th nghim khoa hc.
xem mt phng php canh tc, mt ch cho gia sc n, mt loi thuc mi c tt
hn loi c hay khng, ngi ta s b tr n cp th nghim, mt thc hin theo phng
php c mt thc hin theo phng php mi, sau thi gian th nghim thu c n cp
d liu t a ra k lun.
11.Phng php loi b cc sai s th
Khi thu thp v kim tra cc s liu mu, do nhiu nguyn nhn ch quan v khch quan,
vic gp phi cc sai s l iu khng th trnh khi. Cc loi sai s thng gp trong
vic iu tra v thu thp cc s liu l :
11.1. Sai s th: L sai s xut hin do vi phm cc nguyn tc c bn ca vic o c
hoc do nhng s sut m ngi thu thp s liu gy ra mt cch c hoc v .
11.2. Sai s h thng: L nhng sai s do cc dng c o gy ra hoc do k thut vin
khng nm c qui tc vn hnh dng c o. Sai s loi ny d pht hin loi b.
11.3. Sai s ngu nhin: L sai s chu tc ng ca nhiu nguyn nhn, cc sai s ny
thng nh v khng chu s tc ng ca ngi thu thp s liu.
Trc khi tin hnh phn tch v x l s liu, vic loi b cc s liu d thng (cc sai
s th) ra khi tp cc s liu cn x l l iu cn ch , c nh vy cc thng tin thu
c sau x l mi m bo tnh chnh xc vi tin cy cao.
11.4. Phng php loi b sai s th:
Khi tin hnh loi b sai s th (s liu l) ta cn ch :
Trc tin cn kim tra xem c s sut hoc c vi phm cc nguyn tc c bn
khi thu thp s liu khng?
Th loi b x0 l s liu b nghi ng ri tin hnh x l s liu xem kt lun c
khc so vi khi gi li x0 hay khng? Nu khng c sai khc ng k th nn gi
li s liu x0.
Nn tham kho cc ti liu chuyn mn lin quan c th gii thch cho vic xut
hin s liu l ny sau mi quyt nh nn gi hay nn b.
Gi s ta c dy s liu: x0 , x1 ,..., xn x0 b nghi ng l s d thng (gi tr nh nht
hoc ln nht) trong dy s trn. Khi ta xt i lng: Z T =
ZT > t
2
, n 1
x0 x
s
ta quyt nh loi b gi tr x0 ra khi dy cc s liu trn.
Nu Z T t
2
, n 1
. Nu
ta kt lun dy s liu trn khng c s d thng. Trong thc t ty yu
cu chnh xc ca vic x l s liu ngi ta thng ly cc mc 0,05 hoc 0,01.

Vic a ra tiu chun loi b sai s th ni trn da trn gi thit cc s liu mu
x0 , x1 ,..., xn ly t tng th c phn phi chun N ( , 2 ) .
V d: Ngi ta o 10 trc thp do mt dy chuyn c kh sn xut tnh c
x = 1,98 , s = 0,04 trong c trc c ng knh ln nht l 2,03. Vi mc = 0,05
hi trc c ng knh nu trn c phi l trc d thng khng?
x0 x
1,98 2,03
Ta c: Z T =
10 3,64
n=
0,04
s
t 0, 025 , 9 = 2,26, Z T = 3,64 > t 0,025 , 9 = 2,26 trc c ng knh 2,03 nn loi khi mu.
Ch : kim tra gi tr nh nht v gi tr ln nht ca mu c phi l sai s th
hay khng trong trng hp kch thc mu khng ln ta c th thc hin theo qui tc
sau:
x x
x x min
hoc ZTm =
*Tnh: ZTM = max
s
s
* T mc ta tm C t bng 7
* So snh ZTM v ZTm vi C . Nu ZTM > C ta loi xmax . Nu ZTm > C ta loi b
xmin
12.Kim nh s bng nhau ca hai xc sut

Xc sut xut hin s kin A trong mt dy n php th c lp P(A) = p1
Xc sut xut hin s kin B trong mt dy n php th c lp P(B) = p2
Ta xy dng qui tc kim nh gi thuyt
H0 :
p1 = p2
12.1 Trng hp i thuyt hai pha H1 : p1 p2
Gi s sau dy n php th c lp c n A ln s kin A xut hin
Trong m php th khc c m B ln s kin B xut hin
n
m
n + mB
t f1 = A , f 2 = B , f = A
n
m
n+m
f f ( p1 p 2 )
c phn phi xp x chun tc
Thng k Z = 1 2
1 1
f (1 f )( + )
n m
f1 f 2
Nu H0 ng th Z =
c phn phi xp x chun tc nn
1 1
f (1 f )( + )
n m
| f1 f 2 |
P[
> U ] = .
1 1
2
f (1 f )( + )
n m
T y ta c qui tc kim nh i vi cp gi thuyt i thuyt:
H0 :
p1 = p2
N
H1 :
N p1 p2 mc ngha l
| f1 f 2 |
Qui tc 25: Nu
> U
bc b H0
1 1
2
f (1 f )( + )
n m
| f1 f 2 |
Nu
U
chp nhn H0
1 1
2
f (1 f )( + )
n m
V d: iu tra mt loi bnh hai tri g ta c kt qu sau:
Tri th nht: Kim tra 500 con c 60 con mc bnh
Tri th hai: Kim tra 400 con c 50 con mc bnh
Gi p1, p2 l xc sut mi con g tri th nht v tri th hai mc bnh. Hy kim
nh gi thuyt , i thuyt
H0 :
p1 = p2
N
H1 :
p
N 1 p2 mc ngha = 0,05
Ta c: f1 = 0,12, f2 = 0,125, f = 0,122
| f1 f 2 |
0,005
=
0,23 ; U0,025 = 1,96
1 1
1
1
f (1 f )( + )
0,122.0,878(
+
)
n m
500 400
ZT = 0,23 < U0,025 = 1,96 ; gi thuyt c chp nhn.
ZT =
12.2 Trng hp i thuyt mt pha: H1: p1 > p2

Tng t nh trng hp trn ta c qui tc kim nh l
f1 f 2
Qui tc 26: Nu
> U
bc b H0
1 1
f (1 f )( + )
n m
f1 f 2
Nu
U chp nhn H0
1 1
f (1 f )( + )
n m
13.Kim nh s bng nhau ca hai phng sai
Gi s X~ N( X ; X2 ) ), ( X1, X2, ..., Xn) l mt mu ngu nhin tng ng.
Y ~ N( Y ; Y2 ) ), ( Y1, Y2, ..., Yn) l mt mu ngu nhin tng ng.
Ta xy dng qui tc kim nh gi thuyt H0:
13.1 Trng hp i thuyt mt pha: H1:
Thng k Z =
2
X
2
X
S
.
S
2
Y
2
Y
2
X
2
X
>
2
Y
mc ngha
2
Y
c phn phi Fn-1, m-1. Nu H0 ng th Z =
S2X
c phn phi
S2Y
S X2
> F , n 1, m 1 ) =
S Y2
T y ta c qui tc kim nh cp gi thuyt i thuyt
Fn-1, m-1.
P(
H1:
Qui tc 27: Nu
2
X
2
X
H0:
S
S
2
X
2
Y
=
>
2
Y
2
Y
mc ngha l
> F , n 1, m1 ta bc b H0
S2X
Nu 2 F , n 1, m1 ta chp nhn H0
SY
13.2 Trng hp i thuyt 2 pha H1:
Vi cp gi thuyt i thuyt
X2 = Y2
N
H0:
H1:
2
X
2
X
2
Y
2
Y
mc ngha ta c qui tc kim nh sau:
S2X
ta bc b H0
F
; F
2
SY
1 2 , n1, m1 2 , n 1, m1
S2
Nu: X2 F
ta chp nhn H0
; F
SY
1 2 , n1, m1 2 , n1, m1
V d: Mt mu gm 17 phn t ly t tng th c phn phi chun N( X ; X2 ) ta
c: s 2X =123,5.
Mt mu ngu nhin khc gm 15 phn t cng ly t tng th c phn phi chun
Qui tc 28: Nu:
N( Y ; Y2 ) ta c s Y = 60,4. Vi mc ngha = 0,05 hy kim nh cp gi thuyt

i thuyt
N
H0:N X2 = Y2
H1:N X2 > Y2
s X2 123,5
Ta c ZT = 2 =
= 2,04,
60,4
sY
F0, 05 ,16 ,14 = 2,48 , ta chp nhn gi thuyt :N H0: X2 = Y2
14. Kim nh s bng nhau ca nhiu k vng

Vic so snh s bng nhau ca nhiu k vng l mt yu cu kh ph bin trong nng
hc, sinh hc cng nh trong lm hc. Chng hn nh so snh nh so snh nng sut ca
k ging la khc nhau hay so snh chiu cao trung bnh ca k chng ngi khc
nhau...Nhng vn va nu s c cp k hn trong gio trnh thng k nng cao.
Trong mc ny ta xy dng phng php kim nh gi thuyt i thuyt
H0:
1 = ..... = i = ..... = k
H1:
i j i j
Gi s :
( X11, X12, ..., X1 n ) l mu ngu nhin ly t tng th c phn phi chun N( 1 ; 2 )
1
( Xi1, Xi2, ..., Xi n ) l mu ngu nhin ly t tng th c phn phi chun N( i ; 2 )

i
( Xk1, Xk2, ..., Xk n ) l mu ngu nhin ly t tng th c phn phi chun N( k ; 2 )

k
1 n1
1
X1 = X1 j ,..., X i =
n 1 j=1
ni
ni
X ij , ..., X k =
j=1
1
nk
nk
kj
j=1
X i l trung bnh ca mu ngu nhin th i

ni
SSi =
(X
ij
X i ) 2 tng bnh phng lch ca nhm th i
j=1
SSW =
SS
l tng bnh phng lch bn trong cc nhm
i =1
k
1 k
n i X i l trung bnh chung, n = n i l kch thc mu
n i=1
i =1
2
SSB = n i ( X i X ) l tng bnh phng lch gia cc nhm
X=
k ,ni
SST =
(X
ij
X ) 2 l tng bnh phng lch ton phn
i , j=1
Ta c SST = SSW + SSG

SSW
gi l bnh phng trung bnh bn trong cc nhm. y l mt c
MSW =
nk
lng khng chch ca phng sai 2.
SSB
gi l bnh phng trung bnh gia cc nhm. y cng l mt c
MSB =
k 1
lng khng chch ca phng sai 2.
MSB
Khi gi thuyt H0 ng ngi ta thng chng minh c rng bin Z =
c phn
MSW
phi Fk-1,n-k
T khng nh trn ta c qui tc kim nh cp gi thuyt i thuyt
H0:
1 = ..... = i = ..... = k
H1:
i j i j
mc ngha l
MSG
> Fk 1; n k ; ta bc b H0
MSW
MSB
F , k 1; n k ta chp nhn H0
Nu
MSW
Vi mu c th
X2
Xi
X1
x11
x21
xi1
x12
x22
xi2
Qui tc 29: Nu
x 1n1
x2 n 2
Xk
xk1
xk2
x in i
x kn
Ta tin hnh thc hin bi ton kim nh cp gi thuyt , i thuyt

H0:
1 = ..... = i = ..... = k
H1:
i j i j
mc ngha theo cc bc sau:

Bc 1: Tnh cc s liu ng vi mu cho:
ni
1 ni
1 k
x i = x ij , x = n i x i , ssi = ( x ij x i ) 2 , ssw =
n i j=1
n i =1
j=1
ssg
ssw
ssb
, msw =
, ZT =
msb =
k 1
nk
ssw
Bc 2: Tm F , k 1, n k
ss i , ssb =
n (x
i =1
i =1
x) 2
Bc 3: Nu ZT > F , k 1, n k quyt nh bc b H0
Nu ZT F , k 1, n k quyt nh chp nhn H0
V d: so snh nng sut ca 3 ging la A, B, C ngi ta thc hin th nghim
trn 20 tha rung, sau khi thu hoch ta c kt qu sau:
Ging la A trng trn 7 tha rung nng sut X1 ca tng tha rung l:
54 57 55 58 61 54 52.
Ging la B trng trn 6 tha rung nng sut X2 ca tng tha rung l:
50 55 58 54 61 52
G
N ing la C trng trn 7 tha rung nng sut X3 ca tng tha rung l
N
58 60 54 56 61 60 57
mc ngha = 0,05, hy kim nh gi thuyt
H0: Nng sut ca 3 ging la trn l nh nhau
Bit rng X1, X2, X3 l cc bin chun c cng phng sai
1
Ta c x1 = ( 54 + 57 + 55 + 58 + 61 + 54 + 52) = 56.
7
1
x 2 = ( 50 + 55 + 58 + 54 + 61 + 52) = 55.
6
1
x 3 = ( 58 + 60 + 54 + 56 + 61 + 60 + 57) = 58.
7
1
( 7.56 + 6.55 + 7.58 ) = 56,4.
x=
20
ss1 = (54 - 56)2+(57 - 56)2 +(55 - 56)2 +(58 - 56)2 +(61 - 56)2 +(54 - 56)2 +(52 - 56)2 = 55
ss2 = (50 - 55)2 + (55 - 55)2 + (58 - 55)2 + (54 - 55)2 + (61 - 55)2 + (52 -55)2 = 80
ss3 = (58 - 58)2+(60 - 58)2+(54 - 58)2 +(56 - 58)2 +(61 - 58)2 +(60 - 58)2 +(57 - 58)2 = 38
ssw = ss1 + ss2 + ss3 = 173
ssb = 7. (56 - 56,4)2 + 6. (55 - 56,4)2 +7. (58 - 56,4)2 = 30,8
ssg 30,8
ssw 173
=
= 10,18
msb =
=
= 15,40 , msw =
k 1
2
n k 17
ZT =
msb 15,40
=
= 1,51 Fk-1,n-k,0,05 = F2,17,0,05 = 3,59
msw 10,18
ZT = 1,51 < 3,59 =N F0,05 , 2 ,17

Gi thuyt c chp nhn, khng c s khc nhau v nng sut ca ba ging la trn.
III . Kim nh gi thuyt phi tham s

1. Kim nh mt phn phi xc sut
Theo di mt dy n php th c lp ta c kt qu sau:
S kin
A1
A2
...
Ai ...
Ak
Tn s
n1
n2
...
ni
nk
...
Ta tin hnh kim nh cp gi thuyt i thuyt mc ngha

H0:
P(A1) = p1, ... , P(Ai) = pi, ... , P(Ak) = pk
H1:
j P(Aj) pj
Nhn thy rng: H0 ng th ni npi, kim nh cp gi thuyt i thuyt trn cn a
ra mt thng k thch hp khi thng k ny vt qu ngng cho php no th ta
ni c s khc bit gia ni v npi. Khi ta s quyt nh bc b gi thuyt cn nu
ngc li ta chp nhn gi thuyt hay ni ng hn l mu cho ph hp vi gi
thuyt.
1.1.Trng hp cc pi bit
k
(n np i ) 2
Ngi ta chng minh c rng nu H0 ng th thng k Z = i
c phn
np i
i =1
2
phi gii hn k1 . Khi thng k ny vt qua ngng 2k 1, ta quyt nh bc b gi

thuyt.
Qui tc kim nh cp gi thuyt i thuyt
H0:
P(A1) = p1, ... , P(Ai) = pi, ... , P(Ak) = pk
j P(Aj) pj
H1:
mc ngha l
k
(n np i ) 2
Qui tc 1: Nu i
> 2 , k 1 ta bc b H0
np
i =1
i
(n i np i ) 2
2 , k 1 ta chp nhn H0
np
i =1
i
V d 1: Hai c th th h F1 (cng mang kiu gen Aa) em lai vi nhau. Cc c th
th h F2 c mt trong 3 kiu gen AA, Aa, aa. iu tra 200 c th th h F2 c:
k
Nu
Kiu gen
AA
Aa
aa
S c th
40
105
55
mc ngha = 0,05 kim nh cp gi thuyt , i thuyt
H0: Kiu gen th h F2 tun theo lut Mendel
N
H1:N Kiu gen th h F2 khng tun theo lut Mendel
1
2
1
Gi thuyt H0 tng ng vi P(AA) = , P(Aa) = , P(aa) =
4
4
4
S dng qui tc 1 ta thc hin bi ton kim nh theo cc bc sau:
3
(n np i ) 2
(40 50) 2 (105 100) 2
(55 50) 2
+
Bc 1: Tnh ZT = i
=
++
= 2,75
np i
50
100
50
i =1
Bc 2: Tm 02, 05 , 2 = 5,99
Bc 3: ZT = 2,75 < 5,99 = 20, 05 , 2 . Theo qui tc1 gi thuyt H0 c chp nhn iu
ny c ngha l mu cho ph hp vi qui lut Mendel
k
k
(ni npi ) 2
ni2 2ni npi + n 2 pi2
=
Ch : Xt ZT =
npi
npi
i =1
i =1
k
k
k
ni2
ni2
=
2 ni + npi =
n (1)
i =1 np i
i =1
i =1
i =1 np i
k
Khi s dng qui tc1 ta c th tnh ZT theo cng thc (1)

1.2 Khi cc pi ph thuc vo r tham s cha bit (r < k-1)
Gi s pi = pi ( 1 , 2 ,..., r ) l cc hm ph thuc vo r tham s 1 , 2 ,..., r thc hin
bi ton kim nh trong trng hp ny trc ht ta cn tm cc c lng im ca i
theo phng php hp l nht. Nu l mt c lng im ca th
i
p i = p i ( 1 , 2 , ... , r ) l c lng im ca pi. Tng t nh qui tc 1, thng k

k
(n np i ) 2
2
Z= i
c phn phi gii hn k r 1 nu H0 ng. T y ta c qui tc
np i
i =1
kim nh cp gi thuyt, i thuyt:
H0:
P(A1) = p1, ... , P(Ai) = pi, ... , P(Ak) = pk
j P(Aj) pj
H1:
mc ngha l
k
(n np i ) 2
Qui tc 2: Nu i
> 2 , k r 1 ta bc b H0
n
p
i =1
i
(n i np i ) 2
2 , k r 1 ta chp nhn H0
n
p
i =1
i
V d 2: xem c s ly lan ca bnh nm mm t cy ny sang cy khc cc
cy c du hay khng ngi ta trng 500 cp cy c du vo 500 hc ti mt vn m
cy. Sau mt thi gian kim tra ta thu c kt qu sau:
k
Nu
C 2 cy b bnh
1 cy b bnh
0 cy b bnh
73
185
242
Vi mc ngha = 0,05 kim nh cp gi thuyt i thuyt
Khng c s ly bnh t cy ny sang cy khc
H0:
H1:
C s ly bnh t cy ny sang cy khc
Gi p l xc sut mi cy c du b bnh nm mm
Nu gi thuyt H0 ng th:
Xc sut c hai cy b mc bnh p2 = p2.
Xc sut mt trong hai cy b mc bnh p1 = 2p(1 - p).
Xc sut khng cy no mc bnh p2 = (1 - p)2
Gi thuyt H0 tng ng vi gi thuyt p2 = p2, p1 = 2p(1 - p), p0 = (1 - p)2. Bi ton
kim nh thc hin theo cc bc:
2.73 + 185
= 0,331
Bc 1: c lng xc sut p bi tn sut f =
1000
p 0 = ( 1- 0,331)2 = 0,44754; p1 =2.0,331 ( 1- 0,331) = 0,4429; p 2 = 0,3312 = 0,10956
(73 500p 0 ) 2 (185 500p1 ) 2 (242 500p 2 ) 2 18,22 2 36,45 2 18,232
+
+
=
+
+
= 12,55
500p 0
500p1
500p 2
54,78
22,15 223,77
Bc 2: Tm 02.05 ,1 = 3,84
Bc 3: ZT = 12,55 > 3,84 = 02.05 ,1
Gi thuyt H0 b bc b, c s ly lan bnh nm mm t cy ny sang cy khc.
Ch 1: Khi s dng hai qui tc va nu ta phi thc hin yu cu npi hoc n p i t

nht phi bng 5
Ch 2: kim nh gi thuyt
H0:
X F(x, 1 , 2 ,..., r )
Khi mu cho c phn chia thnh k lp
Lp
<x1
x1- x2
xi-1- xi
xk-1
Tn s
n1
n2
ni
nk
Trng hp 1: Nu cc tham s 1 , 2 ,..., r bit.

Ta c: p1 = F(x1, 1 , 2 ,..., r ) p2 = F(x2, 1 , 2 ,..., r ) - F(x1, 1 , 2 ,..., r )
pi = F(xi, 1 , 2 ,..., r ) - F(xi-1, 1 , 2 ,..., r ) ; pk = 1 - (p1+ p2 + ...+ pk-1)
Nu npi 5 vi mi i = 1, k ta s dng qui tc 1 thc hin bi ton kim nh.
Nu c nhng lp m npi < 5 ta phi thc hin ghp lp ny vo cc lp lin k cc
npi 5 sau s dng qui tc 1.
Trng hp 2: Nu cc tham s 1 , 2 ,..., r cha bit. Ta phi tm cc c lng
l c lng im ca i.
im ca 1 , 2 ,..., r theo phng php hp l nht. Gi s
i
Ta c p = F( x , ,.... ) , p = F( x , ,.... ) F( x , ,.... )
1
p i = F( x i , 1 ,.... r ) F( x i1 , 1 ,.... r ) , p k = 1 (p1 + p 2 + ... + p k 1 )

Nu vi mi i =1, k m n p i 5 ta s dng qui tc 2 thc hin bi ton kim nh.
Nu c nhng lp m npi < 5 ta phi thc hin ghp lp ny vo cc lp lin k cc
npi 5 sau mi s dng qui tc 2.
Ch 3: Vic phn cc s liu mu vo cc lp nu tho mn cc yu cu sau th lc
lng ca php kim nh s ln ( xc sut sai lm loi 2 nh)
*Xc sut X nhn gi tr trong cc lp xp x nhau.
*Nu kch thc mu nh hn 100 th s lp k phi ln nht tho mn
npi 5 ; n p i 5
*Nu kch mu ln hn 100 th s lp k phi xp x 3,2n2/5 v yu cu npi hoc n p i 5
vn c bo m.
V d: Sn lng ca loi u xm( t/ ha) trn 36 mnh t gn nhau c cho bi
bng sau:
19,2
17,7
22,0
21,1
18,5
21,0
19,3
19,0
18,2
17,1
19,2
19,1
20,1
14,3
19,5
17,3
16,3
19,6
17,5
19,1
19,7
16,0
16,7
16,4
20,0
18,8
20,8
19,3
16,0
17,4
17,2
17,6
11,4
16,3
11,5
16,1
mc ngha = 0,05 c th xem mu cho c ph hp vi gi thuyt :

Sn lng loi u xm c phn phi chun N( ; 2 )
H0 :
Ta c lng bi x = 17,95, c lng 2 bi s 2 = 5,617.
1
Ly cc p i bng nhau ta c s lp k y l 7. Vy cc p i u bng
7
x1 x
1
) = x1 = 15,42
s
7
x x
2
x2 l s tho mn ( 2
) = x2 = 16,61
s
7
x x
3
) = x3 = 17,53
x3 l s tho mn ( 3
s
7
x4 x
4
x4 l s tho mn (
) = x4 = 18,37
s
7
x5 x
5
x5 l s tho mn (
) = x5 = 19,29
s
7
x x
6
) = x6 = 20,48
x6 l s tho mn ( 6
s
7
Cc s liu mu c xp vo cc lp theo bng sau:
x1 l s tho mn (
Lp < x1
ni
[x1 ; x2 )
[x 2 ; x 3 )
[x 3 ; x 4 )
[x 4 ; x 5 )
[x 5 ; x 6 )
x6
4
S dng qui tc 2 tin hnh kim nh theo cc bc sau:

k
(n np i ) 2
Bc 1: Tnh ZT = i
=
np i
i =1
36
36
36
36
36
36
36
(3 ) 2 (6 ) 2 (6 ) 2 (3 ) 2 (7 ) 2 (7 ) 2 (4 ) 2
7 +
7 +
7 +
7 +
7 +
7 +
7
= 3,666
36
36
36
36
36
36
36
7
7
7
7
7
7
7
Bc 2: Do phi c lng hai tham s v 2 nn s bc t do l 4,
02,05 , 4 = 9,448 .
Bc 3: ZT = 3,666 < 9,488 = 02, 05 , 4 mu cho ph hp vi gi thuyt.
(ni np i ) 2 k ni2 2ni np i + n 2 p i2
=
np i
np i
i =1
i =1
k
Ch : ZT =
k
k
k
ni2
ni2
n
n
p
+
=
n (2)
2
i i
i
i
i
i =1 np
i =1
i 1
i =1 np
Khi s dng qui tc 2 ta c th tnh ZT theo cng thc cho bi (2)
k
2. Kim nh tnh c lp ca hai c tnh nh tnh.

Xt mt m ng mi c th ta ti hai c tnh nh tnh A v B. Gi s c tnh A
c chia thnh k mc A1, A2,... Ak, c tnh B c chia thnh m mc B1, B2...Bm.T
m ng ly ra mt mu ngu nhin c kch thc n ta c kt qu sau:
B1
B2
Bj
Bm
A1
A2
n11
n21
n12
n22
n1j
n2i
n1m
n2m
Ai
ni1
ni2
nij
nim
B
A
Ak
nk1
nk2
nkj
nij l s c th c c tnh A = Ai v c tnh B = Bj trong mu.
T mu trn xy dng qui tc kim nh cp gi thuyt, i thuyt
H0 :
A c lp vi B.
A khng c lp vi B mc ngha .
H1 :
nkm
Ta c
ij
= ni. l s c th c c tnh A = Ai
j =1
k
ij
= n. j l s c th c c tnh B = Bj
i =1
k ,m
n = n = n
ij
i , j =1
.j
i.
i =1
=n
j =1
n gin ta qui c: nij =

i =1 j =1
k,m
ij
i , j =1
n ij
l c lng ca xc sut P(AiBj)

n
n
fi.= i. l c lng ca xc sut P(Ai)
n
n.j
f.j= l c lng ca xc sut p(Bj)
n
Nu gi thuyt ng th Ai c lp vi Bj v vy c P(AiBj) = P(Ai)P(Bj)
n n
f ij f i f j n ij i j
n
Ta a ra thng k Z thch hp khi thng k ny vt qua mt gi tr xc nh no
n i n j
th ta khng nh c s khc bit gia nij v
, t a ra quyt nh bc b gi
n
thuyt. Ngi ta chng minh c thng k
ni n j 2
)
k , m ( nij
n
Z=
c phn phi gii hn l 2 ( k 1)( m1) nu gi thuyt ng. T y
n
n
i j
i , j =1
fij =
n
ta c qui tc bc b gi thuyt mc ngha l:
k ,m
Qui tc 3: Nu
(nij
n
ni n j
i , j =1
k ,m
Nu
ni n j
(n ij
i , j=1
)2
n
n i n j
n
n i n j
> 2 , ( k 1)( m1) Nta quyt nh bc b H0
)2
2 , ( k 1)( m1) Nta quyt nh chp nhn H0 hay mu
n
cho ph hp vi gi thuyt A c lp vi B.
Ch : Khi s dng qui tc 3 kim nh tnh c lp ca hai c tnh A, B cn p
n i n j
ng yu cu
5.
n
V d: Xt mt n c sn rng, c tnh A l mu v gm mu vng (A1) v mu
hng (A2). c tnh B l s vch trn v gm : 0 vch(B0), 1 hoc 2 vch (B1), 3 hoc 4
vch (B2) v 5 vch (B3). Bt ngu nhin 169 con c sn rng thuc n c sn ni trn
ta c bng sau:
0 (B0)
1-2 (B1)
3-4 (B2)
5 (B3)
S vch
Mu v
Vng(A1)
35
19
36
25
Hng(A2)
14
14
16
10
Vi mc ngha = 0,05 hy kim nh gi thuyt
H0:
Mu v c lp v di truyn vi s vch trn v
N
H^N :
Mu v khng c lp v di truyn vi s vch trn v
Ta c: n1 = 115, n 2 = 54, n 1 = 49, n 2 = 33, n 3 = 52, n 4 = 35, n = 169
n i n j
115.52 2
115.33 2
115.49 2
)
)
(36
)
(19
169
169
169
n
=
+
+
ZT =
115.52
115.33
115.49
n i n j
i , j=1
169
169
169
n
54.35 2
54.52 2
54.33 2
54.49 2
115.35 2
)
)
(10
)
(16
)
(14
)
(14
(25
169
169
169
169
169
+
+
+
+
+
= 2,13
54.35
54.52
54.33
54.49
115.35
169
169
169
169
169
2
2
, ( k 1)( m 1) = 0,05 , 3 = 7,81
ZT = 2,13 < 7,81 = 2 0, 05 , 3 . Ta quyt nh chp nhn H0 mu v v s vch trn v
c lp vi nhau v di truyn.
ni. n. j 2
) k ,m nn 2
k ,m
k , m ( nij
1 k ,m
ij
n
Ch 1: ZT =
=
2 nij + ni. n. j
ni. n. j
n i , j =1
i , j =1
i , j =1
i , j =1 ni. n. j
n
2, 3
(n ij
)2
(35
m
k ,m nij2
1 k
n
n
n
=
1
(3)
i. . j
n i =1 j =1
i , j =1 ni . n. j
i , j =1 ni. n. j
Khi s dng qui tc 3 c th tnh ZT bng cng thc cho bi (3)
Ch 2: Vic xy dng qui tc kim nh tnh thun nht ca m ng cng c
trnh by nh tiu chun va nu. Tiu chun a ra cng ging nh tiu chun va nu.
k ,m
= n
nij2
2n +
3.Quy tc du
Xt n cp mu ngu nhin : ( X 1 , Y1 ), ( X 2 , Y2 ),...., ( X n , Yn )
Xi c cng phn phi vi X c hm mt f(x)
Yi c cng phn phi vi Y c hm mt g(x)
Nu X, Y l cc bin chun th vic so snh k vng ca X v Y c trnh by trong
phng php so snh cp i. By gi ta a ra quy tc kim nh trong trng hp tng
qut cp gi thuyt i thuyt.
H0:
X c cng phn phi vi Y
X v Y c phn phi khc nhau.
H1:
t D = X - Y , Di = Xi Yi.
Nu H0 ng ngi ta c th chng minh rng P(D > 0) = P(D < 0) = 0,5.
1
Gi M l s cc gi tr m Di > 0 ta thy M c phn phi nh thc B( n, ). Cp gi
2
thuyt i thuyt nu trn tng ng vi cp gi thuyt i thuyt.
1
H0:
M c phn phi nh thc B( n, )
2
1
H1:
M khng c phn phi nh thc B( n, )
2
M 0,5n
c phn phi gii hn chun tc ta c quy
S dng nh l gii hn: Bin Z =
0,5 n
tc kim nh cp gi thuyt H0 v H1 l :
M 0,5n
bc b H0
> U
Qui tc 5: Nu ZT =
0,5 n
2
Nu Z T U
chp nhn H0
2
Trong thc hnh khi gp cc cp s liu ( xi , yi ) m xi = yi ta loi b cp s liu ny ra

khi mu.
V d: Chiu cao X ca ngi b v chiu cao Y ca con trai tng ng t mu gm
20 cp b con c cho bng sau:
X
1,72 1,70 1,62 1,58 1,64 1,68 1,67
1,73
Y
1,74 1,68 1,65 1,55 1,61 1,70 1,67
1,74
X
1,74 1,76 1,58 1,67 1,55 1,68 1,71
1,58
Y
1,72 1,73 1,60 1,64 1,62 1,66 1,65
1,62
Vi mc ngha = 0,05, hy kim nh cp gi thuyt i thuyt
H0:
X c cng phn phi xc sut vi Y
H1:
X khng c cng phn phi xc sut vi Y
1,57
1,59
1,75
1,77
1,63
1,60
1,65
1,61
Ta loi b mu th by do chiu cao ca cp cha con ny nh nhau.

t: D = X Y, di = xi - yi
S mu c di dng m = 11 , kch thc mu n = 19.
m 0,5n
ZT =
N
= 0,96 ; U 0, 025 = 1,96 Nquyt nh chp nhn H0.
0,5 n
4.Quy tc Wilcoxon
4.1 Th t ca dy s
Cho dy s : x1, x2 ,, xn
Gi ui = rank( xi) l th hng ca s xi khi xp dy s trn theo th t tng dn.
Nu trong dy s x1, x2 ,, xn c cc gi tr bng nhau c xp t th t th k n
m
th k +m-1 th th hng ca cc s ging nhau ny cng bng k + .
2
V d: Cho dy s: 1,4; 1,1; 1,4; 1,1; 1,5; 1,4; 1,6; 1,8; 1,7; 1,8.
Xp dy s trn theo th t tng dn ta c:
1,1; 1,1; 1,4; 1,4; 1,4; 1,5; 1,6; 1,7; 1,8; 1,8.
Khi :
rank(1,1) = 1,5, rank(1,4) = 4, rank(1,5) = 6, rank(1,6) =7, rank(1,7)=8, rank(1,8) = 9,5.
4.2 Quy tc Wilcoxon
Da vo th t ca dy s mu, Wilcoxon a ra quy tc kim nh cp gi thuyt i
thuyt:
H0:
H1:
X v Y c phn phi khc nhau
Wilcoxon gii quyt bi ton trn trong trng hp mu gm n cp:
( X 1 , Y1 ) ; (X2 , Y2) ;;(Xn , Yn)
Mann v Whitney gii quyt bi ton trn trong trng hp tng qut vi hai mu
( X 1 , X 2 ,...., X n ) v (Y1 , Y2 ,...., Ym ) .
Gi Vi l th t ca Xi trong dy gm n + m s:
X 1 , X 2 ,...., X n , Y1 , Y2 ,...., Ym
n
t V = Vi ,nu H0 ng c th chng minh rng

i =1
n (n + m + 1)
nm(n + m + 1)
; D( V ) =
2
12
n (n + m + 1)
V
2
Khi thng k Z =
c phn phi xp x chun tc .
nm(n + m + 1)
12
T y ta c quy tc kim nh cp gi thuyt i thuyt
H0:
H1:
mc ngha l :
E(V) =
n (n + m + 1)
2
Quy tc 6: Nu Z T =
> U ta bc b H0.
nm(n + m + 1)
2
12
Nu Z T U ta chp nhn H0.
V
V d: Theo di doanh thu X ca 10 ca hng thc ging ti H Ty v doanh thu Y

ca 12 ca hng thc ging ti Thi Bnh ta c kt qu sau:
X(triu ng/thng): 32, 36, 28, 24, 30, 25, 32, 33, 26, 27
Y(triu ng/thng): 31, 35, 27, 31, 26, 28, 34, 32, 30, 31, 26, 29
Vi mc ngha = 0,05 hy kim nh cp gi thit i thuyt:
H0:
H1:
Ta c tng cc th hng ca cc xi l v = 107,5
nm(n + m + 1)
n (n + m + 1)
= 115 ;
= 15,165
12
2
n (n + m + 1)
v
2
ZT =
= 0,45 ; U 0, 025 = 1,96
nm(n + m + 1)
12
Z T = 0,45 < U 0,025 = 1,96 N ta quyt nh chp nhn H0.
4.3 Quy tc Kruskal-Wallis
Cc d liu thu c t cc cuc iu tra trong sinh hc, nng hc, lm hc v y hc
thng c thu thp t nhiu vng khc nhau. Ta cn kim tra xem cc d liu ny c
cng xut pht t mt tp c bn (cng mt tng th ) hay khng? Gi s mu c thu
thp t k vng (k 3 ) v gi s rng dy cc gi tr mu:
x11 , x12 , ..., x1n ly t vng I, c c tnh X 1
1
x21 , x22 , ..., x2 n2 ly t vng II, c c tnh X 2
xk 1 , xk 2 , ..., xkn ly t vng K, c c tnh X k

k
Kch thc mu n = n j .
j=1
ni
Ta gi n ij l th t ca s liu xij trong n s liu trn, 1 i k, 1 j n i . t R i = n ij

j=1
k
2
i
R
12
3(n + 1)
n (n + 1) i=1 n i
Nu k 3, n i 6 th Z c phn phi xp x phn phi khi bnh phng vi k-1 bc t do.
Da vo quy lut phn phi xp x ca bin Z vi mc ngha ta c quy tc kim
nh cp gi thuyt i thuyt
H0: Dy cc s liu trn thu thp t mt tp c bn
H1: Dy cc s liu trn khng thu thp t mt tp c bn
Xt thng k: Z =
Quy tc 7: Nu Z T =
k
Ri2
12
3(n + 1) > 2 , k 1 bc b H0
n(n + 1) i =1 ni
chp nhn H0.

Nu Z T 2 , k 1
Quy tc trn c gi l quy tc Kruskal - Wallis.
V d: Nghin cu tc ng ca 3 loi thc n gia sc khc nhau i vi s tng trng
ca mt loi ln ngi ta tin hnh th nghim trn 20 con ln.
Gi: X1 l mc tng trng trong mt thng mi con trong nhm 6 con ln dng thc
n loi A l:
17,5 13,5
9,0 12,5 11,0
16,5
X 2 l mc tng trng trong mt thng mi con ln trong nhm 7 con ln dng
thc n loi B l:
16,0 14,5
11,5 8,5 12,0
15,0 10,5
X 3 l mc tng trng trong mt thng mi con ln trong nhm 7 con ln dng
thc n loi C l:
17,0 9,5
14,0
13,0 10,0 15,5
8,0
Vi mc ngha = 0,05 hy kim nh cp gi thuyt i thuyt
H0:
Ba loi thc n c tc dng nh nhau vi s tng trng ca ln
H1:
Ba loi thc n c tc dng khc nhau vi s tng trng ca ln
Gi thuyt H0 tng ng vi cc s liu mu trn ly t mt m ng thun nht.
Ta c: k = 3, n1 = 6, n2 = n3 = 7, n = 20
N
R 1 = 65, R 2 = 71, R 3 = 69
k
R i2
12
ZT =
3(n + 1) = 4,77 ; 02, 05 , 2 = 5,99
n (n + 1) i=1 n i
N
Z T = 4,77 < 5,99 gi thuyt H0 c chp nhn, iu nay c th hiu l 3 loi thc
n trn c tc dng nh nhau vi vic tng trng ca ln.
Ch : Cc qui tc kim nh phi tham s c u im l khng cn bit trc kiu
dng phn phi xc sut ca cc c trng tng th, nhng do lng lng thng tin
thu c t tng th khng nhiu nn lc lng ca php kim nh ca cc qui tc ny
khng cao.
Bi tp chng VI
1. Bit chu lc X ca cc mu b tng c phn phi chun N( ; 2 ). o chu lc
ca 210 mu b tng ta c kt qu sau:
chu lc Xi(kg/cm2)
S mu b tng ni
195
13
205
18
215
46
225
74
235
34
245
15
Vi mc ngha = 0,05, hy kim nh gi thuyt, i thuyt:

H0 :
= 230
230 hoc H1: < 230
H1:
2.Trng lng ca mi gi m n lin X (g/gi) do mt nh my sn xut l bin chun
vi phng sai bng 2,25. Ly ngu nhin 20 gi m do nh my trn sn xut em cn ta
c trng lng trung bnh
x = 78,2. Vi mc ngha = 0,05 hy kim nh cp gi thuyt, i thuyt
H0:
= 80 ; H1: 80
3. Nng sut X ca mt ging la trong vng l mt bin chun. iu tra nng sut la
trn 36 mnh rung ta c kt qu sau:
Xi(tn/ha)
5,0
5,2
5,4
5,6
5,8
6,0
S mnh ni
3
5
10
9
6
3
Vi mc ngha = 0,05 hy kim nh cp gi thuyt , i thuyt
a.
H0:
= 5,5 ; H1: 5,5
b.
H0:
2 = 0,8 ; H1: 2 > 0,8
4. Mt mu ngu nhin gm 600 hc sinh lp 12 cc vng nng thn khu vc pha Bc
thy c 122 ni s np n thi vo trng i Hc Nng nghip I.
Vi mc ngha = 0,05 hy kim nh cp gi thuyt, i thuyt
H0: T l hc sinh thi vo HNNI p = 0,20
H1: T l hc sinh thi vo HNNI p > 0,20 .
5. so snh nng sut ca hai ging la A (nng sut X), ging la B ( nng sut Y),
ngi ta trng tng cp trn cc loi t khc nhau sau thu hoch ta c kt qu sau:
Ging A( nng sut X tn / ha) 6
7
6,5 5,5 4,3 6,6 5,8 4,9 5,3 6,5
Ging B( nng sut Y tn / ha) 5
4
7,5 5,5 5,5 5,6 6,8 4,2 6,3 4,5
Bit X v Y l cc bin chun. Vi mc ngha 0,05 c th coi nng sut hai ging la
trn l khc nhau khng? S dng phng php so snh cp i . Hy xt trong trng
hp ly mu c lp.
6. xt nh hng ca hai loi phn bn A, B i vi mt ging la ngi ta dng
phn A bn cho la trn 5 tha rung. Dng phn B bn cho la trn 6 tha rung. Sau
thu hoch ta c kt qu:
X(t/ha)Nng sut la s dng phn A

45
47
43
44
46
Y(t/ha)Nng sut la s dng phn B
46
49
43
46
50
44
Vi mc ngha 0,05 c th coi nh hng ca hai loi phn trn i vi nng sut la l
nh nhau c khng? Thc hin nh bi 5.
7. so snh trng lng ca con r ( sinh t ln th hai tr i) v trng lng con so
( sinh ln u) qua thng k mt nh h sinh ta c kt qu sau:
Trng lng(g)
1700-2000 2000-2300 2300-2600 2600-2900 2900-3200
S con r ni
9
13
18
42
18
S con so mi
5
10
22
40
45
Vi mc ngha 0,05 c th coi trng lng con so ln hn trng lng con r khng?
8. Theo di doanh thu X , Y hng thng ca 8 ca hng bn ging cy trng ti Nam
nh v 10 ca hng bn ging cy trng ti Thi Bnh ta c kt qu sau:
X(triu ng/thng )
32 36 28 24
30 25
32
33
Y(triu ng/thng )
31 35 27 36
31 26
28
34 32
30
Vi mc ngha 0,05 c th coi doanh thu ca cc ca hng bn ging cy trng hai
a phng trn l khc nhau khng?
9. Mt nng trng b sa nhp ba ging b A, B, C. Ngi ta thng k sn lng sa
ca chng theo ba mc: t, trung bnh v nhiu sa. T bng s liu v s phn b ba
ging b trn theo ba mc:
Ging b
A
B
C
t sa
92
53
75
Trung bnh
37
15
19
Nhiu sa
46
19
12
Vi mc ngha 0,05 hy nhn nh xem sn lng sa ca 3 ging b c khc nhau
khng?
10. iu tra mc xem phim ca nhn dn mt tnh ngi ta chia mc xem phim
thnh ba cp (nhiu , va, t). Kt qu iu tra 300 h nh sau:
Mc
Nhiu
Va
t
Vng
Thnh ph
48
26
26
Ven ni
38
34
28
Huyn
16
10
74
C th coi mc xem phim ba vng l nh nhau c khng? Mc ngha 0,05.
11. Kho st mu mt v mu tc ca 6800 ngi Php ta c kt qu sau:
Mu tc
Vng
Nu
en
Hung
Mu mt
Xanh
1768
807
189
47
en
946
1387
746
53
Nu
115
438
288
16
Vi mc ngha 0,05 hy kim nh gi thuyt:
H0:
H1:
Mu tc c lp vi mu mt.
Mu tc khng c lp vi mu mt.
12. nghin cu mi lin h gia vic nghin thuc l (c tnh A) v huyt p (c

tnh B) ngi ta tin hnh iu tra 200 ngi kt qu cho bi:
A
A1(nghin nh)
A0(khng nghin)
B
B0(huyt p bt)
B1(huyt p cao)
50
30
A2(nghin nng)
25
35
28
32
Vi mc ngha 0,05 hy kim nh gi thuyt :

H0:
A c lp vi B
H1:
A khng c lp vi B
13. Mt loi hoa c 3 ging A, B, C. Mi ging hoa c th cho hoa hoc hoa trng. T
s liu thng k:
Mu\ Loi
Hoa
Hoa trng
A
58
102
B
102
118
C
65
75
Vi mc ngha 0,05. Hay kim nh cc gi thuyt:

a. Mu hoa v ging hoa c lp vi nhau
b. Trong ging hoa B t l gia hoa v hoa trng l 1 : 1
14. iu tra 100 gia nh c hai con ta c kt qu sau:
S con trai
0
1
2
S gia nh
ni
20
56
24
Vi mc = 0,05 hy kim nh gi thuyt:
a.
H0:
S con trai trong mi gia nh tun theo phn phi nh thc B(2 ; 0,5)
S con trai trong mi gia nh tun theo phn phi nh thc B(2 ; p)
b.
H0:
15. Mt loi cy c gen A ch l qun, gen a ch l phng, gen B ht trng, gen b ch ht
. Khi lai hai cy thun chng l qun ht v l thng ht trng ta c th h F1.
Cho hai c th th h F1 lai vi nhau th h F2 ta c kt qu sau:
1160 cy l qun ht ; 380 cy l qun ht trng
350 cy l thng ht ; 110 cy l thng ht trng
Vi cc s liu trn mc ngha 0,05 hy kim nh cp gi thuyt i thuyt :
H0:
Kt qu ph hp vi qui lut phn li tnh trng 9 : 3 : 3 : 1
H1:
Tri vi H0.
16. Xt mi lin quan gia v chng v th trng ta c bng s liu sau:
Gy
Bo
Trung bnh
Chng
Gy
24
12
12
Bo
10
40
15
Trung bnh
20
12
115
Vi mc ngha: = 0,05 hy kim nh cp gi thuyt i thuyt:
H0:
Th trng v mi quan h v chng c lp vi nhau.
H1:
Th trng v mi quan h v chng c lin quan vi nhau.
17. Mt gi m n lin t yu cu v trng lng nu c trng lng 80 gam. Kim tra
mu gm 20 gi m c x = 78,5 , s = 2,5. Vi mc ngha 0,05 hy xy dng gi
thuyt v i thuyt thch hp v khu ng gi m n lin ca nh my t yu cu
khng?
18. o ch s m sa X ca 130 con b lai F1 ta c kt qu sau
X 3,0- 3,6 3,6- 4,2 4,2 4,8 4,8 5,4 5,4 6,0 6,0 6,6 6,6 7,2
ni
2
8
35
43
22
15
5
Bit ch s m sa trung bnh ca ging b thun chng l 4,95. Vi mc ngha 0,01.
Hy a ra kt lun v vic lai to ging bit rng ch s m sa X c phn phi chun.
19. Phn tch hm lng mn trong mt loi t theo hai phng php ta c kt qu sau:
Phng php 1: 27,5 27,0 27,3 27,6 27,8 ( n v %)
Phng php 2: 27,9 27,2 26,5 26,3 27,0 27,4 27,3 26,8 (n v %)
Vi mc ngha 0,05 hy xy dng gi thuyt v i thuyt thch hp v a ra kt lun.
20. Ngi ta chiu x liu 3000 Rnghen vo mt qun th rui dm thy trong s 805
con th h F1 c 80 con b t bin. Trong khi cng chiu x vo mt qun th rui
dm khc c cho n km theo mt loi ng th trong s 2756 con th h F1 c 357
con b t bin . Vi mc ngha 0,05 hy xy dng cp gi thuyt i thuyt thch hp
v a ra kt lun.
21. so snh hai loi thc n i vi vic tng trng ca ln ngi ta tin hnh th
nghim trn hai mu :
Mu I cho 8 con ln n loi thc n A sau 1 thng c kt qu sau:
X : 12,3 13,4 14,6 11,0 16,1 11,3 12,9 10,7
Mu II cho 7 con ln n loi thc n B sau 1 thng c kt qu sau:
Y : 13,2 14,3 16,8 13,1 14,5 15,7 14,5
Vi mc ngha 0,05 hy a ra cp gi thuyt i thuyt thch hp ri a ra kt lun.
22. kho st tc dng ca vic bn phn cho ng 70 n v m/ha, ngi ta trng
lin nhau mnh i chng ( khng bn m) v mnh thc nghim trn 15 tha rung
sau khi thu hoch c kt qu sau:
Trng lng mnh i chng X

55,8 53,3
Trng lng mnh thc nghim Y 60,4 58,7
X
57,7
59,1
49,4
35,4 42,7
Y
56,8
40,6
57,3
44,3 32,2
Bit X, Y l cc bin chun. Vi mc ngha =
i thuyt thch hp v a ra kt lun.
30,1
51,0
37,8
68,8
28,9
48,0
39,7
68,8
21,2
28,3
57,3
42,4
47,7
77,0
55,1
66,1
0,05. Hy xy dng cp gi thuyt
23. iu tra 320 gia nh c 5 con ta c cc s liu sau:

S con trai X
5
4
3
2
1
S gia nh ni
18
56
110
88
40
Vi mc ngha = 0,05 hy kim nh gi thuyt i thuyt
H0: S con trai X ~ B(5, 0,5 )
H1: Tri vi H0
0
8
24. S tai nn giao thng xy ra mi ngy X ti mt thnh ph c ghi trong bng sau:
X
0
1
2
3
4
5
6
7
8
ni
10
32
46
35
20
9
2
1
1
Vi mc ngha = 0,05 hy kim nh gi thuyt : S tai nn giao thng khng xy ra
trong ngy tun theo lut Poisson.
25. Chiu cao X ca cy du sau 6 thng tui quan st c cho bng sau:
X
24 - 30
30 - 36
36 - 42
42 - 48
48 - 54
54 - 60
ni
12
24
35
47
43
32
Vi mc ngha = 0.05 hy kim nh gi thuyt X c phn phi chun.
60 - 66
7
26. Mt loi hoa hng c 4 mu : , hng, bch v vng. Vi mu gm 200 bng hoa
hng thuc loi hoa trn ta c bng s liu sau:
Mu hoa
hng
bch
vng
S hoa
27
65
75
33
Vi mc ngha 0,05 hy kim nh gi thuyt H0 : Cc mu hoa , hng, bch, vng
theo t l 1 : 2 : 2 : 1.
27. Chi ph v vn ho X (n v 100000/nm) v chi ph v i li Y
(n v 100000 ng/nm) ca 15 gia nh cho bi bng sau:
X
12 6,5 6,2 8,8 4,5 7,0 7,1 20 15 7,5 8,5 10,9 8,2 8 10,5
Y
5,9 6,7 4,5 4,8 10 5,5 5,2 15 7,0 4,0 5,5 8,2 5,4 8,4 7,0
S dng tiu chun v du kim nh gi thuyt: X v Y c cng qui lut xc sut vi
mc ngha 0,05.
28. Mc tiu th xng ca 3 loi xe A, B, C ( lt/100km) ln lt l X , Y, Z. Ngi ta
cho chy th 7 xe A, 7 xe B v 8 xe C cc s liu thu c cho bng sau:
X : 10,5 8,7 7,5 9,6 8,4 9,0 8,7
Y : 9,4 7,5 6,9 8,9 9,4 10 8,1

Z : 7,1 8,4 7,0 9,8 8,7 10 7,9 8,2
Vi mc ngha 0,05 s dng tiu chun Kruskal Wallis hy kim nh gi thuyt:
Mc tiu th xng ca 3 loi xe ni trn c cng qui lut xc sut
29. Mt mu iu tra lng ca cng nhn mt nh my may X1, lng ca cng nhn
nh my ch bin hi sn X2, lng ca cng nhn nh my sn xut dy da xut khu X3
v lng va cng nhn nh my ch bin hng nng sn X4 ti mt khu ch sut cho bi
bng s liu sau: (n v 100000 ng/thng)
X1 : 8,5 8,8 7,9 8,5 9,2 9,5 8,3
X2 : 9,0 9,1 8,7 8,6 9,4 9,2 8,5 9,1
X3 : 10 9,4 9,2 8,6 8,7 8,1 9,9
X4 : 8,1 8,8 8,6 9,0 9,2 7,8 8,7 8,9 9,1
mc ngha 0,05 s dng tiu chun Kruskal Wallis hy kim nh gi thuyt:
Mc lng ca cng nhn bn nh my trn l nh nhau.
30. Chiu cao X ca mt mu ngu nhin ca 12 sinh vin nam ti H ni v 14 sinh vin
nam ti thnh ph H Ch Minh cho bi bng s liu sau:
X: 1,65 1,72 1,60 1,68 1,59 1,75 1,77 1,66 1,78 1,80 1,56 1,70
Y: 1,59 1,61 1,64 1,70 1,68 1,57 1,55 1,78 1,72 1,77 1,60 1,64 1,62 1,77
mc ngha 0,05 s dng tiu chun Mann Whitney hy kim nh gi thuyt:
X v Y c cng qui lut phn phi.

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Chng 6: Kim nh gi thuyt thng k

Vic xc nh qui lut xc sut ca cc bin c mt trong tng th l mt iu cn thit

* Mt mnh l gi thuyt trong trng hp ny c th l i thuyt trong trng hp

T mu cho ta xy dng mt qui tc chp nhn gi thuyt H0 ( tng ng vi vic bc

Hng th hai ngc li vi hng th nht

Bi qui tc kim nh va nu khng ph thuc vo 1 m ch cn yu cu 1 > 0 nn

3. i thuyt mt pha v hai pha

Vy qui tc kim nh: Gi thuyt

Bc 3: So snh hai gi tr trn ri a ra quyt nh:

Nu: ZT U quyt nh chp nhn H0.

Hnh v sau m t min chp nhn v min bc b gi thuyt H0

V d 1: T tng th c phn phi chun N( , 4) ta ly mu c kch thc n = 9 v

3 =1,8 ; Tm U0,025 = 1,96.

V ZT =1,80 < 1,96 = U0,025 ta quyt nh chp nhn H0.

n ta c phn phi chun tc. Da

vo thng k ny ta c qui tc kim nh gi thuyt :

n > U quyt nh bc b H0.

n U quyt nh chp nhn H0.

Vi mu c th ( x1, x2,....xn) ta cng thc hin bi ton kim nh thao cc bc:

4.3 Trng hp 3: i thuyt < 0

n ta c phn phi chun tc. Da

vo thng k ny ta c qui tc kim nh gi thuyt :

n < -U quyt nh bc b H0.

n -U quyt nh chp nhn H0.

Vi mu c th ( x1, x2,....xn) ta cng thc hin bi ton kim nh thao cc bc:

Bc 3: Nu ZT < - U quyt nh bc b H0.

V d 3: Trng lng X gi m n lin tun theo qui lut chun N( N, 25).T mu 25

T ZT > U0,05 , p dng qui tc 2 ta quyt nh bc b H0

Gi s bin X tng th c phn phi chun N( ; 2).

Ly t = l mc ngha ca bi ton kim nh ta c:

(X1 , X 2 ,..., X n ) W P(W/H0) = .

Cng nh qui tc 1: Vi mu c th ( x1, x2,....xn) ta tin hnh bi ton kim nh theo

quyt nh chp nhn H0

Min chp nhn v min bc b H0 cho bi hnh sau:

Vi mc ngha = 0,05. Hy kim nh cp gi thuyt i thuyt:

tnh x v s ta lp bng sau:

ZT = 4,26 > 1,96 bc b H0

Tng t nh trng hp 1. T thng k Z =

Hnh v sau cho min chp nhn v bc b H0

Hnh v sau cho min chp nhn v bc b H0

Cho t = l mc ngha ca bi ton kim nh c:

> 2 , n 1 tng ng vi (X1, X2, ... ,Xn) W P( W / H 0 ) =

Hnh v sau ch min chp nhn v min bc b H0

2 > 0 mc ngha theo cc bc sau:

Vi mu cho ta c: x = 2,27, s2 = 0,1089, ZT =

Min bc b v min chp nhn H0 cho bi hnh

n U ta chp nhn H0.

V d: Xt nghim 1000 mu mu ca nhng ngi dn vng Ty Nguyn ta thy

U0,025= 1,96 ; ZT = 2,53 > 1,96 vy gi thuyt H0 b bc b.

8.2. Trng hp 2X ; 2Y cha bit nhng n, m 30.(gi l mu ln)

8.3. Trng hp X2 , Y2 cha bit nhng bit X2 = Y2 .

quyt nh chp nhn H0.

* Nu cha bit x , 2y nhng mu n, m 30 c qui tc sau:

quyt nh chp nhn H0.

* Cha bit X2 , Y2 nhng bit x = 2y . Ta c qui tc sau:

quyt nh chp nhn H0.

Ch 3: Nu khng c thng tin g v x v 2y m kch thc ca mu n, m < 30 ta

* Cch 1: Thu thp thm d liu mu n, m 30 sau s dng qui tc kim nh nh

9.1 Trng hp 1: Khi x , 2y bit.

c phn phi chun tc.

9.2. Trng hp 2: Khi x , 2y cha bit nhng m, n 30.

quyt nh chp nhn H0

9.3 Trng hp 3: Khi x , 2y cha bi t nhng bit x = 2y