BI GING MN

L THUYT XC SUT
V THNG K TON
Mai Cm T
B mn Ton kinh t
1

PHN TH NHT
L THUYT XC SUT
CHNG 1
BIN C NGU NHIN V XC SUT
1. M U - Ni dung chng 1
Cc khi nim nn tng ca xc sut
Cc nh ngha xc sut
Hai nguyn l c bn ca xc sut
Cc nh l XS dng tm XS ca bin c phc hp.
2

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2. Php th, bin c

2. PHP TH V CC LOI BIN C

2.1. Php th v bin c
+ Vic thc hin mt nhm cc iu kin c bn quan
st hin tng no c xy ra hay khng c gi l
thc hin php th.
+ Hin tng c th xy ra (hoc khng xy ra) trong kt
qu ca php th gi l bin c.
V d 1.1. Tung 1 con xc xc cn i, ng cht trn mt
phng cng.
+ Php th: tung 1 con xc xc
+ iu kin c bn:
+ Bin c: A6 = xut hin 6 chm;
3
B = xut hin l chm

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2. Php th, bin c

2. PHP TH V CC LOI BIN C

2.2. Cc loi bin c
+ Bin c chc chn (U)
+ Bin c khng th c (V)
+ Bin c ngu nhin (A, B, A1, A2,)

V d 1.1. Tung 1 con xc xc

U = xut hin s chm nh hn 7
V = xut hin 7 chm
A6 = xut hin 6 chm (b/c ngu nhin)
B = xut hin l chm (-----------------)
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3.Xc sut ca bin c

3. XC SUT CA BIN C
Xc sut ca mt bin c l mt con s c trng cho kh
nng khch quan xut hin bin c khi thc hin
php th.
K hiu xc sut ca bin c A l P(A)
V d 1.1. Tung 1 con xc xc
A6 = xut hin 6 chm P(A6) = 1/6
B = xut hin l chm P(B) = 3/6 = 1/2 = 0,5
Theo kh nng tm XS c th chia bin c thnh 2 loi:
+ Bin c n gin
+ Bin c phc hp
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4. nh ngha c in v XS

4. NH NGHA C IN V XC SUT
4.1. Th d
4.2. nh ngha c in v xc sut
Xc sut xut hin bin c A trong 1 php th l t s gia
s kt cc thun li cho A (k hiu: m) v tng s cc
kt cc duy nht ng kh nng c th xy ra khi thc
hin php th (k hiu: n).

m
P( A)
n
4.3. Cc tnh cht ca xc sut
0 P(A) 1; P(U) = 1; P(V) = 0
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4. nh ngha c in v XS

4. NH NGHA C IN V XC SUT
4.4. Cc phng php tnh xc sut bng nh ngha c
in.
a. Phng php suy lun trc tip
V d 1.2. Hp c 10 qu cu gm 3 qu trng v 7 qu
en. Ly ngu nhin t hp 1 qu cu. Tm xc sut
ly c cu trng.
b. Phng php dng s
Dng s cy
V d 1.3. Tung 1 ng xu i xng, ng cht trn mt
phng cng 3 ln. Tm xc sut c ng 1 ln xut hin
mt sp.
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4. nh ngha c in v XS

b. Phng php dng s

Dng s dng bng
V d 1.4. Tung 1con xc xc cn i, ng cht trn mt
phng cng 2 ln. Tm xc sut
a. Tng s chm xut hin l 8.
b. Tng s chm xut hin l 8 bit rng c (t nht 1) ln
xut hin mt 6 chm

Dng s Venn
V d 1.5. Mt lp c 50 hc sinh, trong c 30 hc sinh
gii Ton, 20 hc sinh gii Vn, 15 hc sinh gii c
Ton v Vn. Chn ngu nhin 1 hc sinh. Tm xc
sut chn c hc sinh khng gii Ton v khng
gii Vn. (khng gii mn no)
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4. nh ngha c in v XS

c. Phng php dng cng thc ca gii tch t hp

T hp chp k ca n phn t: Cnk
(0 k n)
Chnh hp chp k ca n phn t: Ank
(0 k n)
Hon v ca k phn t: Pk
k
Chnh hp lp k ca n phn t: An
(0 k n)
Quy c: 0! = 1
V d 1.6. Mt hp c 10 sn phm (6 chnh phm v 4
ph phm). Ly ng thi 2 sn phm. Tm xc sut
a. Ly c 2 chnh phm.
b. Ly c ng 1 chnh phm
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4. nh ngha c in v XS

c. Phng php dng cng thc ca gii tch t hp

V d 1.7. Mt hp c 10 sn phm (2 sn phm xanh, 3
mu , 5 mu vng). Ly ng thi 4 sn phm. Tm
xc sut
a. Ly c 4 sn phm cng mu.
b. Ly c 3 mu.
c. Ly ng thi 5 sn phm. Tm XS ly c 3 mu.
4.5. u im v hn ch ca nh ngha c in
u im: Khng cn thc hin php th
Hn ch: + i hi s kt cc hu hn.
+ Cc kt cc phi tha mn tnh duy nht,
ng kh nng.
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5. nh ngha thng k v XS

5. NH NGHA THNG K V XC SUT

5.1. nh ngha tn sut
Tn sut xut hin bin c A trong n php th l t s gia
s php th trong bin c xut hin (k) v tng s
php th c thc hin:

k
f ( A)
n
5.2. nh ngha thng k v xc sut
Xc sut xut hin bin c A trong 1 php th l mt s p
khng i m tn sut f xut hin bin c trong n
php th s dao ng rt t xung quanh n khi s php
th tng ln v hn.
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6. nh ngha khc v XS

6. MT S NH NGHA KHC V XC SUT

6.1. nh ngha hnh hc v xc sut
6.2. nh ngha ch quan v xc sut

6.3. nh ngha tin v xc sut

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7. Nguyn l xc sut

7. NGUYN L XC SUT
7.1. Nguyn l xc sut nh
+ Nu mt bin c c xc sut rt nh thc t c th cho
rng trong mt php th bin c s khng xy ra.
+ Mc xc sut c coi l nh ty thuc vo tng bi
ton v gi l mc ngha.
+ Nguyn l XS nh l c s ca phng php kim nh.
7.2. Nguyn l xc sut ln
+ Nu mt bin c c xc sut rt ln thc t c th cho
rng trong mt php th bin c s xy ra.
+ Mc xc sut ln gi l tin cy.
+ Nguyn l XS ln l c s ca phng php c lng
bng khong tin cy.
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8. Lin h gia cc bin c

8. MI LIN H GIA CC BIN C

nh ngha 1. Bin c A gi l thun li cho bin c B, k
hiu A B , nu A xy ra th B cng xy ra.
nh ngha 2. Bin c A gi bng bin c B, k hiu A = B,
nu A xy ra th B cng xy ra v ngc li.
V d 1.8. Tung 1 con xc xc
Ai = xut hin i chm (i = 1,2,, 6)
A = xut hin 1, 3 hoc 5 chm
B = xut hin l chm
A1 B
A=B
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8. Lin h gia cc bin c

8.1. Tng cc bin c

nh ngha 3. Bin c C c gi l tng ca 2 bin c A
v B, k hiu C = A + B, nu C ch xy ra khi v ch khi
c t nht mt trong hai bin c A v B xy ra.
V d 1.9. Mua ln lt 2 sn phm cng loi
Ai = ln th i mua c chnh phm (i=1,2)
A = mua c t nht 1 chnh phm
= c mua c chnh phm
A = A1 + A2

15

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8. Lin h gia cc bin c

nh ngha 4. Bin c A c gi l tng ca cc bin c

A1, A2,, An nu A xy ra khi v ch khi c t nht mt
trong n bin c thnh phn xy ra.
K hiu: n

A
i 1

V d 1.10. X th bn 4 vin n c lp.

Ai = x th bn trng vin th i (1 = 1, 2, 3, 4)
A = bia b trng n
A = A1 + A2 + A3 + A4

16

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8. Lin h gia cc bin c

8.2. Tch cc bin c

nh ngha 5. Bin c C c gi l tch ca 2 bin c A
v B, k hiu C = A.B, nu C xy ra khi v ch khi c 2
bin c A v B cng xy ra.
V d 1.11. Mua ln lt 2 sn phm cng loi
Ai = ln th i mua c chnh phm (i=1,2)
B = mua c 2 chnh phm
B = A1.A2

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8. Lin h gia cc bin c

nh ngha 6. Bin c A c gi l tch ca cc bin c

A1, A2,, An nu A xy ra khi v ch khi tt c n bin c
thnh phn xy ra.
K hiu: n

A
i 1

V d 1.12. X th bn 4 vin n c lp.

Ai = x th bn trng vin th i (1 = 1, 2, 3, 4)
B = x th bn trng c 4 vin n
B = A1.A2.A3.A4
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8. Lin h gia cc bin c

8.3. Tnh xung khc ca cc bin c

nh ngha 7. Hai bin c A v B gi l xung khc vi
nhau nu chng khng th ng thi xy ra trong kt
qu ca mt php th.
Trng hp ngc li gi l khng xung khc.
V d 1.13. Hp c 7 chnh phm v 3 ph phm. Ly 1
sn phm
A = ly c chnh phm; B = ly c ph phm
A v B xung khc.
V d 1.14. Hp c 7 chnh phm v 3 ph phm. Ly ln
lt 2 sn phm. Ai = ln th i ly c chnh phm
A1 v A2 khng xung khc.
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8. Lin h gia cc bin c

nh ngha 8. Nhm n bin c A1, A2,, An c gi l

xung khc tng i nu bt k 2 bin c no trong nhm
ny cng xung khc vi nhau.
V d 1.15. X th bn 4 vin n c lp
Ai = x th bn trng i vin (i=0,1,,4)
A = bia b trng n
A0,A1,,A4 : xung khc tng i
A, A0, A1 : khng xung khc tng i

20

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8. Lin h gia cc bin c

8.4. Nhm y cc bin c

nh ngha 9. Nhm n bin c A1, A2,, An c gi l
nhm y cc bin c nu trong kt qu ca php th
s xy ra 1 v ch 1 trong cc bin c .
A1, A2,, An l nhm y cc bin c
A1 A2 ... An U

xung khc tng i

A1 , A2 ,..., An

V d 1.16. Tung 1 con xc xc

Ai = xut hin i chm ; B = xut hin l chm
A1, A2, , A6 : nhm y
A2, A4, A6, B: nhm y
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8. Lin h gia cc bin c

nh ngha 10. Hai bin c A v gi l i lp nu

chng to thnh nhm y cc bin c.
V d 1.17. Tung 1 con xc xc
A = xut hin chn chm
= xut hin l chm

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8. Lin h gia cc bin c

V d 1.18. thi c 3 cu hi.

Ai = hc sinh tr li ng cu th i (i = 1, 2, 3)
Biu din cc bin c sau qua A1, A2, A3
A = hc sinh tr li ng c 3 cu
B = hc sinh tr li sai c 3 cu
C = hc sinh ch tr li ng cu 3
D = hc sinh tr li ng 1 cu
E = hc sinh c tr li ng
Nu tr li ng cu 1 c 4 im, cc cu khc c 3
im, sai c 0 im.
G = hc sinh t 7 im tr ln
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8. Lin h gia cc bin c

8.5. Tnh c lp ca cc bin c

nh ngha 11. Hai bin c A v B gi l c lp vi nhau
nu vic xy ra hay khng xy ra ca bin c ny khng
lm thay i xc sut xy ra ca bin c kia v ngc
li.
Hai bin c khng c lp gi ph thuc.
V d 1.19. Tung mt con xc xc 2 ln
Ai = ln th i xut hin 6 chm A1 v A2 c lp.
V d 1.20. Hp c 7 chnh phm v 3 ph phm. Ly ln
lt 2 sn phm theo phng thc khng hon li.
Ai = ln th i ly c chnh phm
A1 v A2 ph thuc.
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8. Lin h gia cc bin c

nh ngha 12. Nhm n bin c A1, A2,, An gi l c

lp tng i vi nhau nu mi cp 2 trong n bin c
l c lp vi nhau.
nh ngha 13. Nhm n bin c A1, A2,, An gi l c
lp ton phn vi nhau nu mi bin c c lp vi mi
t hp ca cc bin c cn li.
Ch : c lp ton phn c lp tng i
V d 1.21. Hp c 7 chnh phm v 3 ph phm. Ly ln
lt c hon li 4 sn phm.
Ai = ln th I ly c chnh phm (i = 1, 2, 3, 4)
A1,,A4 c lp ton phn.
25

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8. Lin h gia cc bin c

Mt s ch :
1, A v B xung khc AB = V
2, Nu P(A) > 0; P(B) > 0
+ A, B c lp A, B khng xung khc
+ A, B xung khc A, B khng c lp (ph thuc)
3, A, B c lp A v B , v B, v B c lp
4, Php cng cc bin c c tnh cht ging hp cc tp
hp, nhn cc bin c ging giao cc tp hp.
5, Quy tc i ngu De Morgan

A B A.B; AB A B
26

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8. Lin h gia cc bin c

8.6. Xc sut c iu kin

nh ngha 14. Xc sut ca bin c A c tnh vi iu
kin bin c B xy ra gi l xc sut c iu kin ca
A.
K hiu: P(A/B)
V d 1.22. Hp c 7 chnh phm v 3 ph phm. Ly ln
lt 2 sn phm theo phng thc khng hon li.
Ai = ln th i ly c chnh phm
P(A2 / A1) = 6 / 9

27

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9. nh l nhn xc sut

9. NH L NHN XC SUT
nh l 1. Nu A v B c lp vi nhau th
P(AB) = P(A).P(B)
H qu. Nu A1, A2,, An c lp ton phn vi nhau th
n
n

P Ai P( Ai )
i 1 i 1

V d 1.23. X th bn 4 vin n c lp vi XS trng

u l 0,8. Nu trng 2 vin lin tip hoc ht n th
dng bn. Tm XS:
a, X th dng 2 vin n
b, X th dng 3 vin n
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9. nh l nhn xc sut

nh l 2. Nu A v B ph thuc nhau th
P(AB) = P(A).P(B / A) = P(B).P(A / B)
H qu 1. Nu P(B) > 0 th

P( AB)
P( A / B)
P( B)
Nu P(B) = 0 th P(A/B) khng xc nh
H qu 2. Nu P(A1A2 An-1) > 0 th
P(A1A2 An) = P(A1)P(A2 /A1)P(An / A1A2 An-1)
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9. nh l nhn xc sut

V d 1.24. Mt hp c 7 chnh phm v 3 ph phm. Ly

ln lt 2 sn phm theo phng thc khng hon li.
Tm XS ly c 2 chnh phm.
V d 1.25. Mt ngi mua 3 sn phm cng loi trn th
trng. XS mua c chnh phm ln u l 0,8. Nu
ln trc mua c chnh phm th XS mua c chnh
phm ln tip theo l 0,95. Nu ln trc mua c
ph phm th XS mua c chnh phm ln tip theo
l 0,9. Tm xc sut
a, Mua c 3 chnh phm
b, Mua c 3 ph phm
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9. nh l nhn xc sut

Ch .
Nu bi ton cho bit s sn phm (v d 7 cp v 3 pp)
th php ly ln lt khng hon li tng t nh ly
cng mt lc.

Nu bi ton khng cho bit s sn phm m cho t l

(v d 70% cp v 30% pp) th XS mi ln ly c
chnh phm hay ph phm l khng thay i, khng ph
thuc vo phng thc ly (c hon li hay khng hon
li)

31

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10. nh l cng xc sut

10. NH L CNG XC SUT

nh l 3. Nu A v B xung khc vi nhau th
P(A+B) = P(A) + P(B)
H qu 1. Nu A1, A2,, An xung khc tng i th
n
n

P Ai P( Ai )
i 1 i 1

H qu 2. A1, A2,, An l nhm y cc bin c th

n

P( A ) 1
i 1

H qu 3. P(A) + P() = 1 P(A) = 1 P()

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10. nh l cng xc sut

V d 1.26. C 2 hp sn phm
Hp 1: 7 chnh phm v 3 ph phm
Hp 2: 5 chnh phm v 3 ph phm
Ly mi hp 1 sn phm. Tm xc sut ly c 2 sn
phm cng loi
V d 1.27. Trong hp c 10 chi tit, trong c 3 chi tit
hng. Ly ngu nhin 5 chi tit. Tm xc sut ly c
khng qu 2 chi tit hng.

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10. nh l cng xc sut

nh l 4. Nu A v B khng xung khc vi nhau th

P(A+B) = P(A) + P(B) P(AB)
V d 1.28 Mch c 2 bng in mc ni tip hot ng
c lp vi nhau, vi xc sut hng u l 0,2. Tm xc
sut mch b mt in do bng in hng.
? Lm VD trn cho trng hp 5 bng in mc ni tip.

34

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10. nh l cng xc sut

V d 1.29. X th bn 3 vin n c lp vi XS trng

ln lt l 0,6; 0,7; 0,8.
a, Tm XS x th bn trng ng 1 vin
b, Tm XS x th bn trng vin th nht bit rng x th
bn trng ng 1 vin.
V d 1.30. Trong mt cuc thi th sinh phi thi 3 vng vi
quy nh qua vng trc mi c d thi vng sau. Ti
vng 1, 2, 3 s loi tng ng 50%; 40%; 30% s th
sinh tham gia vng . Tm
a, T l th sinh b loi.
b, T l th sinh b loi vng 1 trong s nhng th sinh b
loi.
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11. Cc h qu

11. CC H QU CA L CNG V L NHN

XC SUT
11.1. Cng thc Bernoulli
a. Lc Bernoulli
Bi ton c gi l tha mn lc Bernoulli nu tha
mn cc iu kin sau:
+ C n php th c lp
+ Trong mi php th xc sut bin c A xy ra khng
thay i l p.

36

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11. Cc h qu

b. Cng thc Bernoulli

Nu bi ton tha mn lc Bernoulli th xc sut sau n
php th bin c A xut hin ng k ln l
vi k = 0, 1, 2, , n
k
k nk
Pn (k ) Cn p q
q=1-p
V d 1.31. Mt thi trc nghim c 10 cu hi c lp,
mi cu hi c 4 phng n tr li trong ch c 1
phng n ng. Mt hc sinh tr li bng cch chn
ngu nhin 1 trong 4 phng n. Tm xc sut hc sinh
c 5 im.
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11. Cc h qu

11.2. Cng thc xc sut y

H1, H,, Hn l nhm y cc bin c.
A l bin c c th xy ra ng thi vi 1 trong n bin c
trn th
n

P( A) P( H i ) P( A / H i )
i 1

H1, H,, Hn gi l cc gi thuyt

V d 1.32. Mt l hng c 40% sn phm ca nh my A,
35% sn phm ca nh my B, cn li l ca nh my
C. T l ph phm ca cc nh my ln lt l 3%; 4%;
5%. Tm t l ph phm ca l hng. ( Ly ngu
nhin 1 sn phm, tm XS ly c ph phm)
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11. Cc h qu

11.3. Cng thc Bayes

H1, H,, Hn l nhm y cc bin c.
A l bin c xy ra (P(A) > 0) th

P( H i / A)

P( H i ) P( A / H i )
n

P( H
j 1

) P( A / H j )

P(Hi) l xc sut tin nghim

P(Hi / A) l xc sut hu nghim.
Ch : Sau khi tnh c cc XS P(Hi / A) th c th s
dng cng thc y ln th 2, 3,
y ch yu cu s dng cng thc y 1 ln
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11. Cc h qu

V d 1.33. Mt l hng c 40% sn phm ca nh my

A, 35% sn phm ca nh my B, cn li l ca nh my C.
T l ph phm ca cc nh my ln lt l 3%; 4%; 5%.
Ly ngu nhin 1 sn phm th c ph phm. Kh nng
ph phm ca nh my no l cao nht?

V d 1.34. Mt nh my c t l ph phm l 10%. Sn phm

trc khi a ra th trng phi c kim tra qua 1 my t
ng. My kim tra c chnh xc 90% i vi chnh
phm v 95% i vi ph phm. Sn phm c kt lun l
chnh phm th c a ra th trng.
a, Kim tra 6 sp. Tm XS c 5 sp c a ra th trng .
b, Tm t l ph phm trn th trng.
c, Mua 6 sp trn th trng. Tm XS mua c 4 cp.
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11. Cc h qu

V d 1.35. C 2 hp sn phm vi b ngoi ging nhau

Hp I: 6 chnh phm, 4 ph phm
Hp II: 3 chnh phm, 7 ph phm
Ly ngu nhin 1 hp v t ly 1 sn phm.
a, Tm XS ly c chnh phm.
b, Bit rng ly c chnh phm. Tm XS sp ca hp I
? Lm bi ton trn cho trng hp l hng c 2 hp loi I
v 8 hp loi II.

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Bi tp

Bi tp dng cng thc c in

8, 10, 15, 25, 28, 44, 51, 91, 99
Bi tp dng L cng, nhn (trc tip)
39, 41, 46 50, 54, 55, 56, 69, 97, 112
Bi tp dng CT Bernoulli
58 61
Bi tp dng cng thc y , Bayes
63, 65, 70, 71, 93, 101 104

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BIN NGU NHIN V QUY LUT
PHN PHI XC SUT
1. M U - Ni dung chng 2
nh ngha v phn loi bin ngu nhin (bnn)
Quy lut phn phi XS ca bin ngu nhin
Cc tham s c trng ca bin ngu nhin.

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2. nh ngha v phn loi bnn

2. NH NGHA V PHN LOI BIN NGU

NHIN
2.1. nh ngha
Mt bin s c gi l bin ngu nhin nu trong kt qu
ca php th n ch nhn 1 v ch 1 trong cc gi tr c
th c ca n ty thuc vo s tc ng ca cc nhn
t ngu nhin.

K hiu bnn l X, Y, X1, X2,

Gi tr c th c ca bnn l x, y, x1, x2,
(X = x1), (X = x2), l cc bin c
Nu X ch nhn cc gi tr x1,, xn th nhm bin c
(X = x1), , (X = xn) l nhm y cc bin c.
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2. nh ngha v phn loi bnn

V d 2.1. Tung 1 con xc xc

Gi X l s chm xut hin X l bnn
X c th nhn 1, 2, 3, 4, 5, 6
V d 2.2. Gi Y l s ngi n xng ti 1 trm xng
du trong 1 ngy Y l bnn
Y c th nhn 0, 1, 2,
V d 2.3. Gi Z l khong cch t im vin n chm
bia n tm bia Z l bnn
Z c th nhn gi tr bt k trong on [0,R]

? Phn bit khi nim bin c v bin ngu nhin

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2. nh ngha v phn loi bnn

2.2. Phn loi bin ngu nhin

+ Bnn ri rc: Nu cc gi tr ca n lp nn mt tp hp
hu hn hoc m c.
V d: bnn X, Y trong v d 2.1, 2.2
+ Bnn lin tc: nu cc gi tr c th c ca n lp y mt
khong trn trc s.
V d: bnn Z trong v d 2.3

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3. Quy lut PPXS ca bnn

3. QUY LUT PHN PHI XC SUT CA BIN

NGU NHIN
3.1. nh ngha
Quy lut phn phi xc sut ca bnn l s tng ng gia
cc gi tr c th c ca n v cc xc sut tng ng
vi cc gi tr .
3.2. Bng PPXS ch dng cho bnn ri rc

x1

x2

xk

xn

p1

p2

pk

pn

0 pi 1
n

pi 1
i 1

47

Chng 2

3. Quy lut PPXS ca bnn

V d 2.4. Hp c 6 chnh phm v 4 ph phm. Ly ng

thi 2 sn phm. Lp bng ppxs ca s chnh phm ly
c.
V d 2.5. X th bn 4 vin n c lp vi xc sut
trng mi vin u l 0,8. Nu trng 2 vin lin tip
hoc ht n th dng bn. Lp bng ppxs ca s vin
n c s dng

V d 2.6. thi c 2 cu hi c lp, mi cu 5 im.

Xc sut hc sinh tr li ng cu 1, 2 tng ng l 0,6
v 0,7. Lp bng ppxs ca s im t c.
48

Chng 2

3. Quy lut PPXS ca bnn

3.3. Hm phn b xc sut dng cho c bnn ri rc v

lin tc.
a. nh ngha
Hm phn b XS ca bnn X, k hiu F(x), l XS bnn X
nhn gi tr nh hn x, vi x l s thc bt k
F(x) = P(X < x)
Nu X l bnn ri rc th

F ( x)

i:xi x

49

Chng 2

3. Quy lut PPXS ca bnn

V d 2.7. Cho bnn ri rc X sau:

X
P

1
0,2

3
0,5

5
0,3

Tm hm phn b XS ca X v v th ca hm .
Gii.

x 1
0 ;
0, 2 ; 1 x 3

F ( x)
0, 7 ; 3 x 5
1 ; 5 x

th hm F(x)
50

Chng 2

3. Quy lut PPXS ca bnn

b. Tnh cht
Tnh cht 1: 0 F(x) 1
Tnh cht 2: F(x) l hm khng gim
H qu 1: P(a X < b) = F(b) F(a)
H qu 2: Nu X lin tc th P(X = x) = 0
H qu 3: Nu X lin tc th
P(a < X < b) = P(a X < b) = P(a < X b) = P(a X b)
Tnh cht 3: F(-) = 0; F(+) = 1
H qu 4: Nu X ch nhn gi tr trn [a, b]
Vi x a th F(x) = 0
Vi x > b th F(x) = 1
51

Chng 2

3. Quy lut PPXS ca bnn

V d 2.8. Cho bnn X c hm phn b XS nh sau:

0 ;
1

F ( x) x 1 ;
2
1 ;

x2
2 x4
4 x

Tm P(X < 3), P(X 2,4), P(2,4 X <3)

c. ngha: Hm phn b xc sut F(x) phn nh mc
tp trung xc sut bn tri im x.
52

Chng 2

3. Quy lut PPXS ca bnn

3.4. Hm mt xc sut ch dng cho bnn lin tc.

a. nh ngha
Hm mt XS ca bnn lin tc X, k hiu f(x), l o
hm bc nht ca hm phn b XS ca bnn .
f(x) = F(x)
b. Tnh cht
Tnh cht 1: f(x) 0 vi mi x
Tnh cht 2:

f ( x)dx 1

Ch : nu hm s f(x) c t/c 1 v 2 th n l hm mt
XS ca mt bnn no .
53

Chng 2

3. Quy lut PPXS ca bnn

V d 2.9. Cho bnn lin tc X c hm mt XS:

a, Tm k.

0 ; x (0,10)
f ( x)
k ; x (0,10)

Tnh cht 3: F ( x)

f ( x)dx

Tnh cht 4:

P(a X b) f ( x) dx
a
54

Chng 2

3. Quy lut PPXS ca bnn

V d 2.9. Cho bnn lin tc X c hm mt XS:

0 ; x (0,10)
f ( x)
k ; x (0,10)
b, Xc nh F(x)
c, Tm P(5 < X < 6); P(6 < X < 7) ;

c. ngha: Hm mt XS ca bnn X ti mi im x cho

bit mc tp trung XS ti im .

55

Chng 2

4. Tham s c trng ca bnn

4. CC THAM S C TRNG CA BIN NGU

NHIN
4.1. K vng ton
a. nh ngha
K vng ton ca bnn X, k hiu E(X), c xc nh nh
sau:
n
+ Nu X l bnn ri rc th E ( X ) xi pi
i 1

+ Nu X l bnn lin tc th E ( X )

xf ( x)dx

Ch : n v ca E(X) trng vi n v ca X.
56

Chng 2

4. Tham s c trng ca bnn

V d 2.10. Tm k vng ton ca bnn X

X
P

1
0,1

3
0,2

6
0,4

10
0,3

V d 2.11. Tm k vng ton ca bnn X

0 ; x (0,1)
f ( x)
2 x ; x (0,1)

57

Chng 2

4. Tham s c trng ca bnn

b. Tnh cht
Tnh cht 1: E(C) = C ;
C l hng s
Tnh cht 2: E(CX) = C.E(X)
Tnh cht 3: E(X + Y) = E(X) + E(Y)
H qu 1: n
n

E X i E( X i )
i 1 i 1

Tnh cht 4: Nu X v Y c lp th E(XY) = E(X).E(Y)

H qu 2:
n
n
E X i E( X i )
i 1 i 1

58

Chng 2

4. Tham s c trng ca bnn

c, Bn cht , ngha v ng dng ca k vng ton

V d 2.12. Nhu cu hng ngy v mt loi thc phm ti
sng mt khu vc l bnn ri rc X c bng PPXS:
X (kg)
P

80
0,2

100
0,4

120
0,3

150
0,1

Gi s khu vc ny ch c 1 ca hng v mi ngy ca

hng nhp 100 kg thc phm.
Gi nhp l 40 nghn ng/kg, gi bn l 50 nghn
ng/kg, nu thc phm khng bn c trong ngy th
phi bn vi gi 20 nghn ng/ kg th mi ht hng.
Mun c li trung bnh cao hn th ca hng c nn nhp
thm 20kg mi ngy hay khng?
59

Chng 2

4. Tham s c trng ca bnn

4.2. Trung v md
Trung v l gi tr nm chnh gia tp hp cc gi tr c
th c ca bnn.
4.3. Mt m0
Mt l gi tr ca bnn tng ng vi
+ XS ln nht nu l bnn ri rc
+ Cc i ca hm mt XS nu l bnn lin tc.

60

Chng 2

4. Tham s c trng ca bnn

4.4. Phng sai

a. nh ngha
Phng sai ca bnn X, k hiu V(X), l k vng ton ca
bnh phng sai lch ca bnn so vi k vng ton ca n
V(X) = E[X E(X)]2

Bin i: V(X) = E(X2) [E(X)]2

n

E ( X 2 ) xi2 pi ;
i 1

E( X 2 )

x 2 f ( x)dx

Ch : V(X) 0
n v ca V(X) trng vi n v ca X2.
61

Chng 2

4. Tham s c trng ca bnn

V d 2.13. Tm phng sai ca bnn X

X
P

1
0,1

3
0,2

6
0,4

10
0,3

V d 2.14. Tm phng sai ca bnn X

0 ; x (0,1)
f ( x)
2 x ; x (0,1)

62

Chng 2

4. Tham s c trng ca bnn

b. Tnh cht
Tnh cht 1: V(C) = 0;
C l hng s
Tnh cht 2: V(CX) = C2 V(X)
Tnh cht 3: Nu X v Y c lp th
V(X + Y) = V(X) + V(Y)
H qu : X1, X2,,Xn l cc bnn c lp th
n
n
V X i V ( X i )
i 1 i 1

63

Chng 2

4. Tham s c trng ca bnn

c, Bn cht , ngha v ng dng ca phng sai

Phng sai c trng cho mc ri ro ca cc quyt
nh.
V d 2.15. Tin li sau 1 thng u t 1 t ng vo cc
ngnh A, B l cc bnn c lp X, Y
X

15

30

-2

15

35

0,3

0,5

0,2

0,3

0,5

0,2

a, Mun li trung bnh cao hn th u t vo ngnh no?

b, Mun ri ro thp hn th u t vo ngnh no?
c, Mun ri ro thp nht th chia vn u t theo t l no?
64

Chng 2
V d 2.15.

4. Tham s c trng ca bnn

X
P

15

30

-2

15

35

0,3 0,5 0,2

0,3 0,5 0,2

d, u t a t vo ngnh A v b t v ngnh B trong 1

thng. Tm trung bnh v phng sai ca tng tin li
trong 1 thng?
e, u t 2 t vo ngnh A trong 1 thng, tm trung bnh
v phng sai ca tin li thu c?
g, Mi thng u t 1 t vo ngnh A, c lp, tm trung
bnh v phng sai ca tng tin li trong 2 thng? Tm
XS tng tin li khng di 50 triu.
h, Tm XS u t vo A c li cao hn u t vo B.
65

Chng 2

4. Tham s c trng ca bnn

4.5. lch chun

lch chun ca bnn X, k hiu (X), l cn bc hai ca
phng sai ca bnn
X (X ) V (X )
C n v trng vi n v ca X.

ng dng: khi cn nh gi mc phn tn ca bnn theo

n v o ca n th dng lch chun.

66

Chng 2

4. Tham s c trng ca bnn

4.6. H s bin thin CV

CV

X
E( X )

.100%

4.7. Gi tr ti hn x
P(X > x ) =
4.8. H s bt i xng 3

4.9. H s nhn 4
67

Chng 2

Bi tp

Bi tp v bnn ri rc
1, 4, 5, 19 22, 30, 36, 37, 40, 41, 65, 67, 72, 77,82, 86
Bi tp bnn lin tc
9, 24, 83, 84

68

CHNG 3
MT S QUY LUT PHN PHI XC
SUT THNG DNG
1. M U - Ni dung chng 3
Vi bnn ri rc: QL khng mt, nh thc, Poisson,
siu bi.
Vi bnn lin tc: QL u, ly tha, chun, Student, Khi
bnh phng, Fisher Snedercor.

69

Chng 3

2. QL khng mt

A(p)

2. QUY LUT KHNG MT

A(p)
2.1. nh ngha
Bnn ri rc X nhn 1 trong 2 gi tr c th c l 0, 1, vi
cc XS tng ng c tnh theo cng thc
x 1 x

Px P( P x) p q ; x 0,1; q 1 p

gi l phn phi theo quy lut khng mt vi tham s p.

K hiu: X ~ A(p)
Bng ppxs

X
P

0
q

1
p

2.2. Tham s c trng: E(X) = p; V(X) = pq

2.3. ng dng
70

Chng 3

3. QL nh thc

B(n,p)

3. QUY LUT NH THC

B(n,p)
3.1. nh ngha
Bnn ri rc X nhn 1 trong cc gi tr c th c l
0, 1,2,,n vi cc XS tng ng c tnh theo cng
thc
x n x

Px P( P x) C p q
x
n

; x 0,1, 2,..., n; q 1 p

gi l phn phi theo quy lut nh thc vi tham s n v p.

K hiu: X ~ B(n, p)
Bng ppxs
X
0

qn

x
x
n

C pq

n x

pn
71

Chng 3

3. QL nh thc

B(n,p)

Ch : Nu bi ton tha mn lc Bernoulli vi 2

tham s l n, p v X l s ln xut hin bin c A sau n
php th th X ~ B(n, p).
Cng thc XS
P(a X a + h) = Pa + Pa+1 + + Pa+h
V d 3.1. Mt phn xng c 10 my hot ng c lp
vi nhau. Xc sut trong mt ngy mi my b hng
u l 0,1. Gi X l s my hng trong ngy.
a, X phn phi theo quy lut g?
b, Tm XS trong 1 ngy c t 2 n 4 my hng.
72

Chng 3

3. QL nh thc

B(n,p)

3.2. Cc tham s c trng ca quy lut nh thc

Nu X ~ B(n, p) th E(X) = np; V(X) = npq.
Mt m0 l gi tr ca X tha mn
np + p 1 = np q m0 np + p
V d 3.2. Mt thng nhn vin cho hng i cho hng 20
ngy vi XS bn c hng mi ngy u l 0,7.
a, Trung bnh trong 1 nm c bao nhiu ngy ngi bn
c hng? Tm phng sai tng ng.
b, Tm s ngy bn c hng c kh nng cao nht trong
1 thng v XS ca gi tr .
73

Chng 3

3. QL nh thc

B(n,p)

Ch :
+ Nu X1,,Xn c lp v Xi ~ A(p) th
X1 + + Xn ~ B(n, p)
+ Nu X1 ~ B(n1, p); X2 ~ B(n2, p) v c lp vi nhau th
X1 + X2 ~ B(n1 + n2, p)
3.3. Quy lut phn phi xc sut ca tn sut
Gi X l s ln xut hin bin c A sau n php th. Tn
sut xut hin bin c A l
X

qn

x/n
x
n

C pq

n x

pn
74

Chng 3

4. QL Poisson

P()

4. QUY LUT POISSON

P()
4.1. nh ngha
Bnn ri rc X nhn 1 trong cc gi tr c th c l 0, 1,2,
vi cc XS tng ng c tnh theo cng thc

Px P( P x) e
; x 0,1, 2,...
x!

gi l phn phi theo quy lut Poisson vi tham s .

K hiu: X ~ P()
Ch : Nu X ~ B(n, p) vi n kh ln, p kh nh v
np npq th coi nh X ~ P().
4.2. Cc tham s c trng
Nu X ~ P() th E(X) = ; V(X) = ; -1 m0

75

Chng 3

5. QL siu bi

M(N, n)

5. QUY LUT SIU BI

M(N, n)
5.1. nh ngha
Bnn ri rc X nhn 1 trong cc gi tr c th c l 0,
1,2,,n vi cc XS tng ng c tnh theo cng
thc

CMx CNn xM
Px P( P x)
n
CN

gi l phn phi theo quy lut siu bi vi tham s N v n.

K hiu: X ~ M(N, n)
5.2. Cc tham s c trng
76

Chng 3

6. QLPP u

U(a, b)

6. QUY LUT PHN PHI U

U(a, b)
6.1. nh ngha
Bnn lin tc X gi l phn phi theo quy lut u trn
khong (a, b) nu hm mt XS ca n c dng

1
;

f ( x) b a

0 ;
K hiu: X ~ U(a,b)
? V th ca f(x)
6.2. Tham s c trng

x ( a, b)
x ( a, b)

ab
(b a)
E( X )
; V (X )
2
12

77

Chng 3

7. QL ly tha

E()

7. QUY LUT LY THA

E()
7.1. nh ngha
Bnn lin tc X gi l phn phi theo quy lut ly tha
(quy lut m) nu hm mt XS ca n c dng

e x ;
f ( x)
0 ;

x0
x0

Trong l hng s dng

K hiu: X ~ E()
? V th ca f(x)
78

Chng 3

7. QL ly tha

E()

th hm f(x) (v d vi = 0,8)
0,9
0,8

0,7
0,6
0,5
0,4
0,3
0,2
0,1
0

7.2. Tham s c trng

E( X )

; V (X )

2
79

Chng 3

8. QL Chun

N(, 2)

8. QUY LUT CHUN

N(, 2)
8.1. nh ngha
Bnn lin tc X nhn gi tr trong khong (-,+) gi l
phn phi theo quy lutChun vi cc tham s v 2
nu hm mt XS ca n c dng

1
f ( x)
e
2

( x )2
2 2

; xR

K hiu: X ~ N(, 2)
? V th ca f(x)
80

Chng 3

8. QL Chun

N(, 2)

th hm f(x) (v d vi = 2; = 0,8)
0,6
0,5
0,4
0,3

0,2
0,1
0

8.2. Tham s c trng

E(X) = ;

V(X) = 2
81

Chng 3

8. QL Chun

N(, 2)

8.3. Quy lut phn phi Chun ha

a. nh ngha
Bnn lin tc U nhn gi tr trong khong (-,+) gi l
phn phi theo quy lut Chun ha nu hm mt
XS ca n c dng

(u )

1
e
2

K hiu: U ~ N(0, 1)

Ch : Nu X ~ N(,
? V th ca (u)

2)

u2

; uR

X
th U
N (0, 1)

82

Chng 3

8. QL Chun

b. Cc tham s c trng
E(U) = 0;

N(, 2)

V(U) = 1

c. Hm phn b XS (u) v hm 0(u)

u

(u )

(t )dt (t )dt (t )dt 0, 5

Trong

(u )

0 (u ) (t )dt
0

Tnh cht: + 0(-u) = - 0(u)

+ Vi u 5 th 0(u) = 0,5
Gi tr hm ny ph lc 5 hoc bng s TKT
83

Chng 3

8. QL Chun

N(, 2)

8.4. Gi tr ti hn chun: u
Gi tr ti hn chun mc , k hiu l u l gi tr ca
bnn U tha mn iu kin
P( U > u) =
P( U < u ) = 1

Bng gi tr ti hn chun: ph lc 6 trang 952

Bng s TKT: tra u ti dng ca bng gi tr ti hn
Student.

84

Chng 3

8. QL Chun

N(, 2)

8.5. Cng thc xc sut

Nu X ~ N, 2) th

b
a
P (a X b) 0
0

b
P ( X b) 0
0,5

a
P(a X ) 0,5 0

P(| X | ) 2 0

85

Chng 3

8. QL Chun

N(, 2)

Quy tc hai sigma

2
P(| X | 2 ) 2 0

2 0 (2) 0,9544

Quy tc ba sigma

3
P(| X | 3 ) 2 0

2 0 (3) 0,9973

ng dng: Nu QLPPXS ca bnn tha mn quy tc hai

sigma v quy tc ba sigma th xem nh bn phn
phi chun.
86

Chng 3

8. QL Chun

N(, 2)

V d 3.3. Trng lng sn phm l bnn phn phi chun

vi trung bnh l 400g v phng sai l 400 g2.
a, Tm t l sn phm c trng lng t 360g n 440g
b, Tm t l sn phm nh hn 350g
c, Tm t l sn phm nng hn 360g
d, Sn phm t tiu chun nu c trong lng sai lch so
vi mc trung bnh khng qu 30g. Tm t l sn phm
t tiu chun.

87

Chng 3

8. QL Chun

N(, 2)

V d 3.4. Tui th sn phm l bnn phn phi chun vi

trung bnh l 3,6 nm v lch chun l 1,2 nm. Khi
bn c 1 sp th ca hng li 70 nghn ng, nu sp b
hng trong thi gian bao hnh th ca hng phi chi
100 nghn ng cho vic bo hnh (chu l 30 nghn
ng). Quy nh thi gian bo hnh l 1 nm.
a, Tm t l sn phm phi bo hnh.
b, Nu mun bo hnh cho 2,5% s sp th quy nh thi
gian bo hnh bao lu?
c, Tm tin li trung bnh trn mi sp bn ra.
d, Mun tin li trn mi sp bn ra l 65 nghn ng th
quy nh thi gian bo hnh bao lu?
88

Chng 3

8. QL Chun

N(, 2)

V d 3.5. Chiu di sp c sn xut t ng l bnn phn

phi chun vi trung bnh l 60 cm. Bit rng c 10%
s sp c chiu di trn 63cm. Sn phm c chiu di t
55 cm tr ln th t tiu chun.
a, Tm phng sai v chiu di sn phm.
b, Tm t l sn phm t tiu chun.
c, Tm xs trong 10 sp c ng 8 sp t tiu chun.

89

Chng 3

8. QL Chun

N(, 2)

8.6. Phn phi xc sut ca tng cc bnn c lp cng

tun theo mt quy lut
Nu X1 ~ N(1, 12) v X1 ~ N(2, 22) v c lp th
X1 + X2 ~ N(1 + 2, 12 + 22)

V d 3.6. u t 100 triu vo ngnh A thu c li l

X, u t 100 triu vo B thu c li l Y, X v Y c
lp v X ~ N(10; 16); Y ~ N(9;9). (thi gian: 1 qu)
a, Nu u t 40 triu vo A v 60 triu vo B trong 1 qu
th xs thu c li trn 10 triu bng bao nhiu?
b, Tm xs u t vo A c li cao hn u t vo B.
90

Chng 3

8. QL Chun

N(, 2)

8.7. S hi t ca quy lut nh thc v quy lut Poisson

v quy lut chun
Nu X ~ B(n, p) vi n 5 v
p
1 p

1 p
p

1
0, 3
n

Th coi nh X ~ N( = np, 2 = npq)

V d 3.7. Ngi ta kim tra cht lng 900 chi tit. XS
chi tit t tiu chun l 0,9. Gi X l s chi tit t
tiu chun trong s 900 chi tit c kim tra.
a, C th coi nh X phn phi theo ql Chun c khng?
b, Tm xs trong c t 800 n 850 chi tit t t/c.
91

Chng 3

8. QL Chun

N(, 2)

8.8. ng dng ca quy lut chun

QL Chun c p dng rng ri trong thc t.
L do: Nu bnn X l tng ca mt s ln cc bnn c lp
v gi tr ca mi bin ch chim mt v tr nh trong
tng th X s c pp xp x chun.
V d
+ Kch thc ca chi tit do 1 my t ng sn xut pp
Chun.
+ Chiu cao, cn nng, ch s thng minh, ca con
ngi pp Chun.
+ Nng sut lao ng pp Chun.

92

Chng 3

9. QL Khi bnh phng

2(n)

9. QUY LUT KHI BNH PHNG

2(n)
9.1. nh ngha
9.2. Cc tham s c trng
Quan tm n gi tr ti hn khi bnh phng n bc t do
2( n )

mc ngha , k hiu l
Tra bng ph lc 7 hoc bng ca TKT
S dng: Gi s c cc bnn Xi (i = 1, , n) c lp cng
pp chun ha th
n

X ( n)
2

i 1

2
i

93

Chng 3

10. QL Student

T(n)

10. QUY LUT STUDENT

T(n)
10.1. nh ngha
10.2. Cc tham s c trng
Quan tm n gi tr ti hn student n bc t do mc
(n)
t
ngha , k hiu l
Tra bng ph lc 8 hoc bng ca TKT
S dng: Gi s c cc bnn c lp U v V vi U ~ N(0,1)
v V ~ 2(n) th

U
T
T ( n)
V /n
94

Chng 3

11. QL Fisher

F(n1, n2)

11. QUY LUT FISHER - SNEDECOR

F(n1, n2)
11.1. nh ngha
11.2. Cc tham s c trng
Quan tm n gi tr ti hn Fisher (n1, n2) bc t do mc
ngha , k hiu l
f( n ,n )
Tra bng ph lc 9 hoc bng ca TKT
Tnh cht:
1
1

f1(n1 ,n2 )

f( n2 ,n1 )

S dng: Gi s c cc bnn c lp U v V vi U ~ 2(n1) v V

~ 2(n2) th

U / n1
F
F (n1 , n2 )
V / n2

95

Chng 3

Bi tp

Bi tp v bnn pp Nh thc
5, 11, 18, 77
Bi tp bnn pp Chun
41, 42, 44, 47, 78, 80, 81, 87,88, 89, 91, 93
Bi tp khc

22, 23, 25, 34, 36

96

CHNG 4
BIN NGU NHIN HAI CHIU
HM CC BIN NGU NHIN
1. M U - Ni dung chng 4
Khi nim bnn nhiu chiu.
Bnn 2 chiu ri rc, bng ppxs, cc tham s c trng.
Bnn 2 chiu lin tc, hm mt xs, cc tham s.
Hm cc bnn.
97

Chng 4

2. Khi nim

2. KHI NIM V BNN HAI CHIU

2.1. nh ngha
Hai bnn 1 chiu c xt mt cch ng thi to nn bnn
2 chiu.
K hiu: (X, Y)
V d: thu nhp v tiu dng ca 1 ngi.
chiu di v chiu rng ca 1 sn phm.
2.2. Phn loi
+ Bnn 2 chiu ri rc: nu X, Y u ri rc
+ Bnn 2 chiu lin tc: nu X, Y u lin tc
98

Chng 4

3. Bng ppxs

3. BNG PHN PHI XC SUT

3.1. Bng phn phi xc sut ng thi
X
x1

y1

yj

ym

P(x1, y1)

P(x1, yj)

P(x1, ym)

P(xi, y1)

P(xi, yj)

P(xi, ym)

P(xn, y1)

P(xn, yj)

P(xn, ym)

xi

xn

Vi 0 P(xi, yj) 1 v

P( x , y ) 1
i 1 j 1

99

Chng 4

3. Bng ppxs

V d 4.1. Mt thi trc nghim c 2 cu hi c lp vi

xs hc sinh lm ng u l 0,2. ng cu 1 c 4
im, cu 2 c 6 im, sai c 0 im. Gi X l s
cu tr li ng, Y l s im t c ca hc sinh.
Lp bng ppxs ng thi ca bnn 2 chiu (X, Y).
Ta c bng sau

X Y

10

Nhng c xs
bng 0 ng
vi cc bin
c khng th
c.
100

Chng 4

3. Bng ppxs

3.2. Bng phn phi xc sut bin

a. Bng pps bin ca X
X Y
y1
x1
P(x1, y1)

xi
P(xi, y1)

xn
P(xn, y1)

yj

ym
P(x)
P(x1, yj) P(x1, ym) = P(x1)

P(xi, yj) P(xi, ym) = P(xi)

P(xn, yj) P(xn, ym) = P(xn)

T bng trn ta c bng ppxs bin ca X nh sau:

X
P

x1
P(x1)

xi
P(xi)

xn
P(xn)

101

Chng 4

3. Bng ppxs

b. Bng ppxs bin ca Y

Tng t nh trn ta c bng ppxs bin ca Y nh sau:
Y
P

y1
P(y1)

yj
P(yj)

ym
P(ym)

T cc bng ppxs bin ca X v Y ta c th tm c cc

tham s c trng ca X, Y tng ng
+ E(X), V(X),
+ E(Y), V(Y),
102

Chng 4

3. Bng ppxs

3.3. Bng phn phi xc sut c iu kin

a. Bng ppxs c iu kin ca Y khi ca X = xj
X Y
y1
x1
P(x1, y1)

xi
P(xi, y1)

xn
P(xn, y1)

yj

ym
P(x1, yj) P(x1, ym)
P(xi, yj) P(xi, ym)

= P(xi)

P(xn, yj) P(xn, ym)

Ly tng xs ti dng xi chia cho tng ca dng ta c

P( xi , y j )
P(Y y j / X xi ) : P ( y j / xi )
P( xi )

103

Chng 4

3. Bng ppxs

Bng ppxs c iu kin ca Y khi X = xi nh sau:

Y/X=xi

y1

yj

ym

P(y1/xi)

P(yj/xi)

P(ym/xi)

b. Tng t ta c bng ppxs c iu kin ca X khi Y = yj.

T cc bng ppxs c iu kin ca Xv Y ta c th tm

c cc tham s c trng tng ng
+ E(Y/X=xi), E(X/Y=yj): cc k vng ton c iu kin
+ V(Y/X=xi), V(X/Y=yj): cc phng sai c iu kin
104

Chng 4

4. Tham s

4. CC THAM S C TRNG
4.1. K vng ton
T cc bng ppxs bin ta tm c cc k vng ton sau:
n

E ( X ) xi P( xi ) xi P( xi , y j )
i 1

i 1 j 1

j 1

j 1 i 1

E (Y ) y j P( y j ) y j P( xi , y j )

Cc k vng ton trn phn nh gi tr trung bnh ca mi

thnh phn.
105

Chng 4

4. Tham s

4.2. Phng sai

T cc bng ppxs bin ta tm c cc phng sai sau:
n

V ( X ) xi2 P( xi , y j ) [E ( X )]2
i 1 j 1

V (Y ) y 2j P( xi , y j ) [E (Y )]2
j 1 i 1

Cc k vng ton trn phn nh mc phn tn ca cc

gi tr ca mi thnh phn so vi gi tr trung bnh ca
thnh phn .

106

Chng 4

4. Tham s

4.3. Hip phng sai

Hip phng sai ca cc bnn X v Y, k hiu cov(X,Y), l
k vng ton ca tch cc sai lch ca cc bnn vi k
vng ton ca chng.
Cov( X , Y ) E{[X E ( X )][Y E (Y )]}
E ( XY ) E ( X ) E (Y )
i vi cc bnn ri rc th tnh nh sau:
n

Cov( X , Y ) xi y j P( xi , y j ) E ( X ) E (Y )
i 1 j 1

Hip phng sai o mc cht ch ca s ph thuc

gia X v Y. n v ca cov(X,Y) l tch cc n v ca
107
X v Y.

Chng 4

4. Tham s

4.4. H s tng quan

H s tng quan ca cc bnn X v Y, k hiu XY, l t s
gia hip phng sai v tch cc lch chun ca cc
bnn .
cov( X , Y )
cov( X ,Y )
XY

XY
V ( X ) V (Y )
Ch :
+ H s tng quan khng c n v o
+ XY = YX
+ -1 XY 1
+ Nu X v Y c lp th XY = 0
+ Nu XY = 1 th X v Y ph thuc hm s vi nhau.
108

Chng 4

4. Tham s

ngha: H s tng quan ca X v Y dng c trng

cho mc cht ch ca s ph thuc gia hai bnn X
v Y.
Nhn xt v XY
+ XY 0 th X v Y ph thuc.
+ XY > 0 th X v Y ng bin (cng chiu)
XY < 0 th X v Y nghch bin (ngc chiu)
+ |XY| cng gn 1 th X v X ph thuc cng cht ch.

109

Chng 4

4. Tham s

Khi nim
+ X v Y l (c) tng quan vi nhau nu cov(X, Y) 0
(hoc XY 0).
+ X v Y l khng tng quan vi nhau nu cov(X,Y) = 0
(hoc XY = 0).
+X v Y tng quan X v Y ph thuc
Cng thc
Nu X v Y ph thuc th
V(aX + bY) = a2V(X) + b2V(Y) + 2ab.cov(X,Y)
p dng: chia vn nh th no ri ro l thp nhp
110

Chng 4

4. Tham s

4.5. K vng c iu kin

K vng c iu kin ca bnn Y vi iu kin X = xi tnh
theo cng thc sau:
m

E (Y / xi ) E (Y / X xi ) y j P( y j / xi )
j 1

C th lp bng ppxs c iu kin ri tnh k vng ton.

Tng t c cng thc tnh E(X/yj)

111

Chng 4

4. Tham s

4.6. Hm hi quy
Hm hi quy ca Y i vi X l k vng c iu kin ca
bnn Y i vi X

g1 ( x) E (Y / x)

Tng t c hm hi quy ca X i vi Y

g2 ( y) E ( X / y)
Cc hm hi quy cho bit trung bnh ca bnn ny ph
thuc vo bnn kia nh th no.

112

Chng 4

4. Tham s c trng

V d 4.2. Cho bit X l thu nhp ca v, Y l thu nhp

ca chng trong 1 gia nh (n v: nghn USD). Bnn 2
chiu (X, Y) c bng ppxs nh sau:
X Y

10

20

30

50

0,1

0,1

0,05

0,05

15

0,05

0,15

0,15

30

0,05

0,1

a. Tm a, b bit thu nhp trung bnh ca v l 14,25

nghn USD
b. Thu nhp ca v v ca chng c c lp vi nhau
khng?

113

Chng 4

4. Tham s c trng

c. Tm thu nhp trung bnh ca chng.

d. Tm thu nhp trung bnh ca chng khi v thu nhp 20
nghn USD.
e. So snh thu nhp trung bnh ca v ng vi cc mc
thu nhp khc nhau ca v. V th.
g. Thu nhp ca v v ca chng bin i cng chiu
hay ngc chiu, mc ph thuc cht ch th no?
h. Tnh trung bnh v phng sai ca tng thu nhp ca
v v chng. (lm bng 2 cch)
Bi tp
46, 47, 49, 50, 51, 52, 53, 55, 56, 58, 59, 60, 64, 65
114

CHNG 5
CC NH L GII HN
1. M U - Ni dung chng 5
Bt ng thc Trbsp.
nh l Trbsp.
nh l Bernoulli.
nh l gii hn trung tm Linderberg - Lewi.

115

Chng 5

2. Bt Trbsp

2. BT NG THC TRBSP
Nu X l bin ngu nhin c k vng ton v phng sai
hu hn th vi mi s dng ty ta u c
V (X )
P(| X E ( X ) | ) 1 2

V (X )
P(| X E ( X ) | )
2
Trng hp 2 V(X) th bt ng thc trn v ngha.

116

Chng 5

3. L Trbsp

3. NH L TRBSP
Cc bin ngu nhin X1, X2, , Xn, c lp tng i,
c k vng ton hu hn v cc phng sai u b chn
bi hng s c (ngh l V(Xi) c vi mi i) th vi mi
dng b ty ta c:

X1 ... X n E ( X 1 ) ... E ( X n )

lim P

1
n
n
n

nh l Trbsp l c s ca php o lng trong thc

t. N cng l c s ca phng php mu trong thng
k.
117

Chng 5

3. L Trbsp

Bt ng thc Trbsp (trng hp ring ca nh l

Trbsp)
Cc bin ngu nhin X1, X2, , Xn, c lp tng
i, c cc k vng ton E(Xi) = m (i = 1, 2, ) v cc
phng sai u b chn bi hng s c (ngha l V(Xi)
c vi mi i) th vi mi dng b ty ta c:

X1 ... X n

lim P
m 1
n
n

118

Chng 5

4. L Bernoulli

4. NH L BERNOULLI
f l tn sut xut hin bin c A trong n php th c lp
v p l xc sut xut hin bin c trong mi php
th th vi mi dng b ty ta c:

lim P f p 1
n

L ny cn gi l lut s ln Bernoulli
nh l Bernoulli l c s l thuyt cho nh ngh thng
k v xc sut, do n cng l c s cho mi ng
dng ca nh l thng k v xc sut trong thc t.

119

Chng 5

5. L gii hn trung tm

5. NH LGII HN TRUNG TM
Nu X1, X2, , Xn, l cc bin ngu nhin c lp
cng tun theo mt quy lut ppxs no vi k vng
ton v phng sai hu hn
E(Xk) =a; V(Xk) = 2 vi mi k
th qlppxs ca bnn:
n
vi
U n E (U n )
c
Un Xi
Un
i 1
V (U n )
s hi t khi n ti qlpp chun ha N(0,1).

120

PHN TH HAI
THNG K TON
CHNG 6
C S L THUYT MU
1.

M U - Ni dung chng 6
Tng th
Mu ngu nhin v mu c th
Thng k
Quy lut PPXS ca mt s thng k v ng dng.
121

Chng 6

2. Khi nim phng php mu

2. KHI NIM V PHNG PHP MU

nghin cu mt tp hp c th s dng cc phng
php nghin cu sau:
2.1. Nghin cu ton b thng k ton b tp hp v
phn tch tng phn t ca n theo du hiu nghin
cu.
Kh khn:
+ Quy m ca tp hp qu ln th kh iu tra ton b.
+ C nhiu trng hp cc n v iu tra b ph hy ngay
trong qu trnh iu tra.
+Trong nhiu trng hp khng th c c danh sch
ca tng th
122

Chng 6

2. Khi nim phng php mu

2.2. Nghin cu mu
+ T tng th rt ra mt mu c kch thc n.
+ Xc nh cc tham s c trng ca mu.
+ Xc nh quy lut phn phi xc sut ca cc tham s
c trng mu.
+ T cc tham s c trng mu rt ra kt lun v tng
th.

123

Chng 6

3. Tng th nghin cu

3. TNG TH NGHIN CU
3.1. nh ngha
Ton b tp hp cc phn t ng nht theo mt du hiu
nghin cu nh tnh hay nh lng no c gi
l tng th nghin cu hay tng th.
S lng phn t ca tng th gi l kch thc tng th,
k hiu N.
Du hiu nghin cu, k hiu , c th l nh tnh hay
nh lng.
Bin ngu nhin gc X l bin ngu nhin i din v
lng ha cho du hiu nghin cu ca tng th
124

Chng 6

3. Tng th nghin cu

3.2. Cc phng php m t tng th

a. Bng phn phi tn s
Gi s trong tng th, du hiu nghin cu nhn cc gi
tr x1, x2,, xk vi cc tn s tng ng N1, N2,, Nk
Khi ta c bng phn phi tn s nh sau:
Gi tr ca

x1

xi

xk

Tn s Ni

N1

Ni

Nk

iu kin0 Ni N ; i
k

N i N
i 1
125

Chng 6

3. Tng th nghin cu

b. Bng phn phi tn sut

K hiu pi l tn sut ca gi tr xi trong tng th.
Ni
pi
N
Khi ta c bng phn phi tn sut nh sau:
Gi tr ca

x1

xi

xk

Tn sut pi

p1

pi

pk

iu kin 0 pi 1; i
k

pi 1
i 1
126

Chng 6

3. Tng th nghin cu

3.3. Cc tham s c trng ca tng th

a. Trung bnh tng th
Trung bnh tng th, k hiu m, l trung bnh s hc ca
cc gi tr ca du hiu nghin cu trong tng th.

1 k
Vi bng phn phi tn s nh trn th m Ni xi
N i 1
Nu X l bin ngu nhin gc th m = E(X).
Thc t ngi ta cn tnh cc loi trung bnh sau:
+ Trung bnh nhn
+ Trung bnh iu ha
127

Chng 6

3. Tng th nghin cu

b. Phng sai tng th

Phng sai tng th, k hiu 2, c tnh nh sau
k
1
2
2
Ni ( xi m)
N i 1

Nu X l bin ngu nhin gc th 2 = V(X).

Phng sai tng th phn nh mc phn tn ca cc gi
tr ca du hiu xung quanh trung bnh tng th.
lch chun ca tng th l:

2
128

Chng 6

3. Tng th nghin cu

c. Tn sut tng th
Nu tng th nghin cu c kch thc N, trong c M
phn t mang du hiu nghin cu th tn sut tng
th, k hiu p, c xc nh bi cng thc

M
p
N
Thc cht tn sut tng th p l trng hp ring ca trung
bnh tng th m v phn nh c cu tng th theo du
hiu nghin cu .

129

Chng 6

4. Mu

4. MU
4.1. nh ngha
+ Mu ngu nhin kch thc n l tp hp ca n bin
ngu nhin c lp X1, X2, , Xn c thnh lp t
bin ngu nhin gc X trong tng th nghin cu v c
cng quy lut phn phi xc sut vi X.
W = (X1, X2,, Xn) l mu ngu nhin th
- X1, X2, , Xn c lp
- X1, X2, , Xn c cng quy lut ppxs vi X, khi
E(Xi) = E(X) = m; V(Xi) = V(X) = 2
+ Mu c th: khi thc hin php th i vi mu ngu
nhin th thu c mu c th l w = (x1, x2,,xn)
130

Chng 6

4. Mu

4.2. Cc phng php chn mu

a. Mu n gin
b. Mu thng k.
c. Mu chm.
d. Mu phn t.
e. Mu nhiu cp.

4.3. Thang o cc gi tr mu
a. Thang nh danh.
b. Thang th bc.
c. Thang o khong.
d. Thang o t l
131

Chng 6

4. Mu

4.4. Cc phng php m t s liu mu

Xt mu c th w = (x1, x2,, xn)
a. Bng phn phi tn s
Sp xp cc s liu mu theo th t tng dn.
+ Nu mu c n gi tr khc nhau th tn sut mi gi tr
bng 1.
+ Nu mu c k gi tr khc nhau vi tn s tng ng th
c bng phn phi tn s nh sau:
Gi tr ca

x1

xi

xk

Tn s ni

n1

ni

nk

Vi n1 + n2 + + nk = n

132

Chng 6

4. Mu

V d 6.1. Cn mt s sn phm cng loi th c bng sau:

Trng lng (kg)

S sn phm

12

V d 6.2. Theo di thi gian hon thnh ca mt s sn

phm th c bng sau:
Thi gian hon thnh (pht)

S sn phm

10 - 12 12 - 14 14 - 16 16 - 18

10

40

30

20

133

Chng 6

4. Mu

b. Bng phn phi tn sut

K hiu fi = ni / n l tn sut xut hin gi tr xi ca mu.
C bng phn phi tn sut nh sau:
Gi tr ca

x1

xi

xk

Tn sut fi

f1

fi

fk

Vi f1 + f2 + + fk = 1

134

Chng 6

5. Thng k

5. THNG K
5.1. nh ngha
Tng th c bin ngu nhin gc X
Mu ngu nhin W = (X1, X2,, Xn)
Thng k l hm ca cc bin ngu nhin X1, X2,, Xn,
k hiu l G
G = f(X1, X2, , Xn)
Bn cht: thng k G l bin ngu nhin.
Khi mu ngu nhin W nhn w = (x1, x2,,xn) th G nhn
gi tr c th l
g = f(x1, x2,,xn)
135

Chng 6

5. Thng k

5.2. Mt s thng k c trng mu

Mu ngu nhin W = (X1, X2,, Xn)
a. Trung bnh mu l mt thng k, k hiu X, v l trung
bnh s hc ca cc gi tr mu

1 n
X Xi;
n i 1

1 k
x ni xi
n i 1

Tnh cht: E ( X ) m; V ( X )

2
n

; Se( X )

BT: chng minh cc tnh cht trn.

136

Chng 6

5. Thng k

b. Phng sai mu l mt thng k, k hiu S2, c tnh

theo cng thc sau:

2
n
2
S
X X ;
n 1
2

Trong

n
1
X 2 Xi;
n i 1

2
n
2
s
x x
n 1
2

k
1
x 2 ni xi
n i 1

Tnh cht: E(S2) = 2

BT: chng minh tnh cht trn.
2
S

S
lch chun mu:

137

Chng 6

5. Thng k

V d 6.3. Cn mt s sn phm cng loi th c bng sau:

Trng lng (kg)

S sn phm

12

Tnh trung bnh mu v phng sai mu.

V d 6.4. Theo di thi gian hon thnh ca mt s sn

phm th c bng sau:
Thi gian hon thnh (pht)

S sn phm

10 - 12 12 - 14 14 - 16 16 - 18

10

40

30

20

Tnh trung bnh mu v phng sai mu.

138

Chng 6

5. Thng k

Lin quan n S2 cn c cc khi nim sau:

+ Tng bnh phng cc sai lch: SS
n

SS ( X i X )2
i 1

+ lch bnh phng trung bnh: MS

2
1 n
2
2
MS ( X i X ) X X
n i 1

SS
n
Lin h: S

MS
n 1 n 1
2

139

Chng 6

5. Thng k

Phng sai S*2

Nu bit trung bnh tng th m th tnh c phng sai
S*2
n
1
S *2 ( X i m) 2
n i 1
Tnh cht: E(S*2) = 2

140

Chng 6

5. Thng k

c. Tn sut mu l mt thng k, k hiu f, c tnh theo

cng thc sau:

Y
f
n
Trong Y l (bin m) s phn t mang du hiu
nghin cu trong mu.
Tnh cht: vi p l tn sut tng th ca du hiu nghin
cu th
p(1 p)
E ( f ) p; V ( f )
; Se( f )
n

p(1 p)
n

Vi X l s phn t mang du hiu nghin cu trong 1 phn t ca

tng th th X l bnn gc v X ~ A(p)

141

Chng 6

5. Thng k

V d 6.5. Kim tra 100 sn phm ca l hng th c 10

ph phm. Khi t l ph phm trn mu l

10
f
0,1
100
V d 6.6. Theo di thi gian hon thnh ca mt s sn
phm th c bng sau:
Thi gian hon thnh (pht)
S sn phm

10 - 12 12 - 14 14 - 16 16 - 18
10

40

30

20

Tm t l sn phm c thi gian hon thnh lu hn 14

pht.
142

Chng 6

6. Mu hai chiu

6. MU NGU NHIN HAI CHIU

6.1. nh ngha
6.2. Phng php m t mu ngu nhin hai chiu

143

Chng 6

7. Quy lut PPXS

7. QUY LUT PHN PHI XC SUT CA MT

S THNG K C TRNG MU
7.1. Trng hp tng th c bnn gc X ~ N(, 2)
Vi W = (X1, X2, , Xn) l mu ngu nhin th
+ X1, X2,, Xn l cc bnn c lp
+ Xi c cng quy lut ppxs vi X, suy ra
E(Xi) = E(X) = ; V(Xi) = V(X) = 2
Ta chng minh c cc kt lun sau:

144

Chng 6

7. Quy lut PPXS

1

X X i N ;
n i 1
n

(1)

p dng: + Tnh xs P(a X b) ?

+ Tm a, b sao cho P(a X b) 1
V d 6.7. Trng lng sn phm l bnn phn phi chun
vi trung bnh l 15 kg v lch chun l 3 kg.
a. Tm xc sut trng lng trung bnh ca 25 sp t 14
kg n 16 kg.
b. Vi mc xc sut 0,9 th trng lng trung bnh ca 25
sp ti a l bao nhiu?
145

Chng 6

(2)
(3)

7. Quy lut PPXS

X ( X ) n
U

N (0,1)

Se( X )

(4)

(5)

(n) S *2

2 ( n)

(n 1) S

(n 1)

( X ) n
2

T (n 1)

146

Chng 6

(4)

7. Quy lut PPXS

(n 1) S

2 (n 1)

2
P
(
a

S
b) ?
p dng: + Tnh xs
2
P
(
a

S
b) 1
+ Tm a, b sao cho

V d 6.8. Trng lng sn phm l bnn phn phi chun

vi trung bnh l 15 kg v lch chun l 3 kg.
a. Tm xc sut phng sai v trng lng ca 25 sp
nh hn 5,2 kg2.
b. Vi mc xc sut 0,9 th lch chun v trng lng
ca 25 sp ti a l bao nhiu kg?
147

Chng 6

7. Quy lut PPXS

7.2. Trng hp c 2 tng th vi cc bnn gc X1 ~

N(1, 12) v X2 ~ N(2, 22)
Rt ra 2 mu ngu nhin c lp
W1 = (X11 , X12, , X1n1) kch thc n1
W2 = (X21 , X22, , X2n2) kch thc n2
Cc trung bnh mu s c lp vi nhau
Cc phng sai mu c lp vi nhau
Ta c cc kt lun sau:

12 22
(6) X1 X 2 N 1 2 ;

n1 n2

148

Chng 6

(7) U

7. Quy lut PPXS

( X 1 X 2 ) ( 1 2 )

12
n1

(8) 2

(n1 1) S12

12

N (0,1)

22

(n2 1) S22

n2

22

2 (n1 n2 2)

(9) Khi 12 22 2
T

( X 1 X 2 ) ( 1 2 )
(n1 1) S12 (n2 1) S 22
n1 n2 2

1 1

n1 n2

Nu n1 > 30 v n2 > 30 th T N(0,1)

T (n1 n2 2)

149

Chng 6

7. Quy lut PPXS

(10) Khi 12 22
T

( X 1 X 2 ) ( 1 2 )
S12 / n1 S22 / n2

T (k )

(n1 1)(n2 1)
S12 / n1
k
;C 2
2
2
(n2 1)C (n1 1)(1 C )
S1 / n1 S 22 / n2
Nu n1 > 30 v n2 > 30 th T N(0,1)

12

S12 / 12 n1 1
(11) F 2

F (n1 1, n2 1)
2
2
2
S2 / 2
n2 1

150

Chng 6

7. Quy lut PPXS

7.3. Trng hp tng th c bnn gc X ~ A(p)

+ Vi p l tn sut tng th ca du hiu nghin cu
X l s phn t mang du hiu nghin cu trong 1 phn
t ca tng th th X ~ A(p) l bnn gc.
+ f l tn sut mu ca du hiu nghin cu
Vi mu c kch thc n 100 ta c cc kt lun sau:

(12)
(13)

p(1 p)
f N p,

( f p) n
U
N (0,1)
p(1 p)
151

Chng 6

7. Quy lut PPXS

p dng (12): + Tnh xs P(a < f < b)

+ Tm a, b sao cho P(a < f < b) = 1 -
V d 6.9. Bit rng t l ph phm ca l hng l 10%.
a. Tm xc sut khi kim tra (mu) 100 sn phm ca l hng
th t l ph phm trn mu ln hn 13%.
b. Tm xc sut khi kim tra 100 sn phm ca l hng th c
ti thiu l 6 ph phm.
c. Vi mc xc sut 0,9 nu kim tra 200 sn phm ca l
hng th t l ph phm ti a l bao nhiu? C ti a bao
nhiu ph phm?
V d 6.10. Trng lng sn phm l bnn phn phi chun vi
trung bnh l 15 kg v lch chun l 3 kg. Tm xc sut
trong 100 sn phm c t hn 20 sn phm nh hn 12 kg.
152

Chng 6

7. Quy lut PPXS

7.4. Trng hp c 2 tng th vi cc bnn gc X1 ~

A(p1 ) v X2 ~ A(p2)
+ Vi p1, p2 l cc tn sut tng th ca du hiu nghin
cu
+ f1, f2 l cc tn sut mu ca du hiu nghin cu
Vi cc mu c kch thc 100 ta c cc kt lun sau:

p1 (1 p1 ) p2 (1 p2 )
(14) f1 f 2 N p1 p2 ,

n1
n2

( f1 f 2 ) ( p1 p2 )
(15) U
N (0,1)
p1 (1 p1 ) p2 (1 p2 )

n1
n2

153

CHNG 7
C LNG CC THAM S CA
BIN NGU NHIN
1. M U - Ni dung chng 7
Phng php c lng im.
Phng php c lng bng khong tin cy.
Bi ton c lng: Cho bin ngu nhin gc X vi quy
lut phn phi xc sut bit xong cha bit tham s
no ca n. Phi c lng (xc nh mt cch gn
ng) gi tr ca .
154

Chng 7

2. PP c lng im

2. PHNG PHP C LNG IM

2.1. Phng php hm c lng
a. Khi nim
Gi s cn c lng tham s .
Lp mu ngu nhin W = (X1, X2, , Xn)
Chn lp thng k f ( X1 , X 2 ,..., X n ) (da vo
chng 6).
Lp mu c th w v tnh c gi tr c th ca thng k
l f ( x , x ,..., x ) chnh l c lng im ca .
1

l hm ca cc bnn Xi nn gi l pp hm c lng.
155

Chng 7

2. PP c lng im

V d 7.2. Cho tng th vi bnn gc X. Lp mu ngu

nhin W = (X1, X2, X3) v cc c lng sau:
1X1 2 X 2 3 X 3
X1 X 2
1
1
G1
; G2
; G3 X1 X 2 X 3
2
6
2
3
Trong 3 c lng trn, c lng no l khng chch,
c lng no l hiu qu nht ca trung bnh tng th

Ch :
+ Trng hp tng qut: trung bnh tng th l E(X) = m
+ Nu bnn gc X pp chun: trung bnh tng th l E(X) =
+ Nu bnn gc X pp A(p): trung bnh tng th l E(X) = p
W l mnn nn cc Xi c lp, E(Xi) =E(X), V(Xi) = V(X)
156

Chng 7

2. PP c lng im

b. Cc tiu chun la chn hm c lng

c lng khng chch
Thng k ca mu l c lng khng chch ca
tham s nu
E ( )
? Cng thc tnh chch
V d 7.1.
E( X ) m
E( f ) p

(chng minh)

E (S 2 ) 2
X , f , S 2 l cc c lng khng chch ca m, p, 2
157

Chng 7

2. PP c lng im

c lng hiu qu
Thng k ca mu l c lng hiu qu (nht) ca
tham s nu n l c lng khng chch v c
phng sai nh nht so vi cc c lng khng chch
khc c xy dng trn cng mu .

Nu 1 ,2 l cc c lng khng chch ca v

V (1 ) V (2 ) th 1 l hiu qu hn

? Cng thc tnh hiu qu

158

Chng 7

2. PP c lng im

V d 7.3. Cho tng th vi bnn gc X. Lp 2 mu ngu

nhin c lp vi kch thc n1, n2 v cc trung bnh
mu tng ng. Xt h c lng
G X1 (1 ) X 2 ; 0 1
Chng minh G l c lng khng chch ca trung bnh
tng th (m). Vi = ? th G l hiu qu nht ca m.

Nu X pp chun th m = .
V d 7.4. Cho tng th vi bnn gc X pp A(p). Lp 2 mu
ngu nhin c lp vi kch thc n1, n2 v cc tn sut
mu f1, f2. Xt h c lng f = f1 + (1-)f2. Vi =
? th f l c lng hiu qu nht ca p.
159

Chng 7

2. PP c lng im

Bt ng thc Cramer Rao: Nu bin ngu nhin gc X

c hm mt xc sut f(x, ) tha mn mt s iu kin
nht nh v * l mt c lng khng chch bt k ca

V ( *)

1
ln f ( x, )
nE

V d 7.5. Cho tng th vi bnn gc X pp chun. Chng minh

rng trung bnh mu l c lng hiu qu nht ca trung
bnh tng th.
V d 7.6. Chng minh rng tn sut mu f l c lng hiu
qu nht ca tn sut tng th p.
160

Chng 7

2. PP c lng im

c lng vng
Thng k ca mu lngvng ca tham s nu n hi
t theo xc sut n khi n .
Ngha l vi mi > 0 ta c
lim P | | 1
n

V d 7.7. Cho tng th vi bnn gc X pp chun. Chng minh

rng trung bnh mu l c lng vng ca trung bnh tng
th.
V d 7.8. Chng minh rng tn sut mu l c lng vng
ca tn sut tng th.
c lng
161

Chng 7

2. PP c lng im

c. Mt s kt lun
Trung bnh mu l c lng khng chch, hiu qu nht
v vng ca trung bnh tng th v ng thi l c lng
tuyn tnh khng chch tt nht, do nu cha bit trung
bnh tng th th c th dng trung bnh mu c lng
n.
Tn sut mu l c lng khng chch, hiu qu nht v
vng ca tn sut tng th v ng thi l c lng tuyn
tnh khng chch tt nht, do nu cha bit tn sut
tng th th c th dng tn sut mu c lng n.
C E(S2) = E(S*2) = 2 nn c th dng 1 trong 2 thng k
ny c lng phng sai tng th.
162

Chng 7

2. PP c lng im

2.2. Phng php c lng hp l ti a

Cn c lng tham s bng pp c lng hp l ti a.
Bit hm mt xc sut f(x, ) ca bnn gc X.
Lp mu ngu nhin W = (X1, X2, , Xn)
Ta xy dng hm hp l L ca tham s nh sau:
L() = L(x1, x2,,xn, ) = f(x1 , ).f(x2, ) f(xn, )
trong w (x1 , x2 ,, xn ) l gi tr c th bt k ca mu.

Gi tr c th ca thng k trn mu w gi l c lng

hp l ti a ca nu ng vi gi tr hm hp l
t cc i.
Khi thay w bi W th ta c hm (L) hp l ti a ca .
163

Chng 7

2. PP c lng im

Cc bc tm c lng hp l ti a
V L v lnL t cc i ti cng mt gi tr ca nn ta s
tm lnL t cc i nh sau:
+ Tm L v lnL, rt gn.
+ Tm o hm bc nht v bc hai ca lnL theo .
+ Tm nghim ca o hm bc nht, k hiu l .
2
d
ln L
+ Chng minh
0
2
d

Khi g ( x1 , x2 ,..., xn ) l c lng im hp l ti

a ca
g ( X1 ,..., X n ) l hm c lng hp l ti a ca .

164

Chng 7

2. PP c lng im

V d 7.9. Cho tng th vi bnn gc X pp chun. Tm

c lng hp l ti a ca trung bnh tng th.
Bi tp.

+ Tng th c bnn gc X ~ A(p). Tm c lng hp l ti

a ca tham s p.
+ Tng th c bnn gc X ~ P(). Tm c lng hp l ti
a ca tham s .
+ Tng th c bnn gc X ~ E(). Tm c lng hp l ti
a ca tham s .

165

Chng 7

3. PP c lng khong

3. PHNG PHP C LNG BNG KHONG

TIN CY
3.1. Khi nim
Khong (G1, G2) c gi l khong tin cy ca tham s
vi tin cy (1 ) cho trc nu tha mn
P(G1 < < G2 ) = 1
I = G2 G1 gi l di khong tin cy.
C s ca phng php c lng bng khong tin cy l
nguyn l xc sut ln.

166

Chng 7

3. PP c lng khong

Cc bc tm khong G1, G2)

Lp mu ngu nhin W = (X1, X2, , Xn) v xy dng
thng k G = f(X1, X2, , Xn, ) (da vo chng 6)
sao cho quy lut phn phi xc sut ca G l n ton
xc nh v khng ph thuc v cc i s ca n.
Vi tin cy (1 ) cho trc tm c cp gi tr
khng m 1, 2 sao cho 1 + 2 = . T tm c
cp gi tr ti hn g1-1 v g2 tha mn

P( g11 G g2 ) 1 (1 2 ) 1

Bin i tng ng ta c
P(G1 G2 ) 1
167

Chng 7

3. PP c lng khong

Thc t thng yu cu tin cy (1 ) kh ln nn

theo nguyn l xc sut ln, bin c (G1 < < G2) s
xy ra khi thc hin mt php th c th.
Thc hin 1 php th th c mu c th w v tm c
cc gi tr c th ca Gi l gi
Kt lun: Vi tin cy (1 ).100% , t mu c th
cho ta c lng c tham s nm trong khong
(g1, g2)
Cc khong tin cy thng dng
+ KTC 2 pha (c bit: i xng)
+ KTC bn tri: c lng gi tr ti a
+ KTC bn phi: c lng gi tr ti thiu.
168

Chng 7

3. PP c lng khong

3.2. c lng k vng ton ca bnn phn phi chun (c

lng trung bnh tng th )
a. Nu bit phng sai 2
Chn thng k
U

( X ) n

N (0,1)

Vi tin cy (1 ) ta tm c 2 gi tr 1 + 2 = v 2 gi
tr ti hn chun l u1-1 v u2 tha mn
P(u1-1 < U < u2) = 1
Thay cng thc ca U ri bin i tng ng ta c

P X
u2 X
u1 (1 )
n
n

169

Chng 7

3. PP c lng khong

b. Nu cha bit phng sai 2

Chn thng k
( X ) n
T
T (n 1)
S

Tng t phn (a) ta c

S ( n1)
S ( n1)

P X
t2 X
t1 (1 )
n
n

Khong tin cy ngu nhin ca l

S ( n 1)
S ( n 1)

t2 ; X
t1
X
n
n

Vi mu c th ta c khong tin cy c th ca .
170

Chng 7

3. PP c lng khong

Cc trng hp thng dng

+ KTC i xng: 1 = 2 = /2 (t.bnh thuc khong no)
S ( n1)
S ( n1)
X
t /2 X
t /2
n
n

+ KTC c lng gi tr ti a: 1 = , 2 = 0
S ( n 1)
X
t
n

+ KTC c lng gi tr ti thiu: 1 =0, 2 =

S ( n 1)
X
t
n

Vi mu c th ta c khong tin cy c th ca .
171

Chng 7

3. PP c lng khong

S ( n1)
t /2
+ Vi KTC i xng, ta c di KTC l I 2
n
I
S ( n 1)
t /2
Sai s ca c lng l
2
n

+ Mun c KTC vi tin cy (1 ) m di KTC

khng vt qu I0 cho trc th phi iu tra mu c
kch thc n tha mn
4S 2 ( n 1) 2
n ' 2 t /2
I0

Tng t, mun 0 th n '

S2

2
0

( n 1) 2
/2
172

Chng 7

3. PP c lng khong

V d 7.10. Bit thi gian gia cng 1 chi tit my (pht)

phn phi chun. Cho s liu sau:
Thi gian gia cng (pht)

10

S chi tit

10

a. Vi tin cy 0,95 hy c lng thi gian trung bnh

gia cng chi tit (bng KTC i xng)
b. Mun gi nguyn tin cy 0,95 m chnh xc ca
c lng tng gp i th phi iu tra thm bao
nhiu chi tit.
c. Cho bit thi gian trung bnh gia cng chi tit ti a
l bao nhiu? Ly = 0,05.
173

Chng 7

3. PP c lng khong

V d 7.11. iu tra thu nhp ca 40 nhn vin cng ty A

thy trung bnh (mu) l 5,5 triu ng/thng v
lch chun mu l 0,8 triu ng/thng. Vi tin cy
95% hy cho bit thu nhp trung bnh ti thiu ca
nhn vin cng ty ny.

174

Chng 7

3. PP c lng khong

3.3. c lng phng sai ca bnn phn phi chun (c

lng phng sai tng th 2)
a. Nu bit trung bnh
b. Nu cha bit trung bnh
Khong tin cy ngu nhin ca 2 l
(n 1) S 2

2( n 1)

(n 1) S 2

12(n 1)
1

Cc trng hp thng dng

+ Khong tin cy hai pha ca 2 l
(n 1) S 2

2(/2n1)

(n 1) S 2

12(n/21)
175

Chng 7

3. PP c lng khong

+ Khong tin cy c lng gi tr ti a ca 2 l

2
(
n

1)
S
0 2 2( n1)
1
+ Khong tin cy c lng gi tr ti thiu ca 2 l
(n 1) S 2

2( n1)

V d 7.12. iu tra thu nhp ca 40 nhn vin cng ty A thy trung

bnh (mu) l 5,5 triu ng/thng v lch chun mu l 0,8
triu ng/thng. Vi tin cy 95% hy cho bit phng sai
v thu nhp ca nhn vin cng ty ny nm trong khong no?

176

Chng 7

3. PP c lng khong

V d 7.13. (tip 7.10) Bit thi gian gia cng 1 chi tit
my (pht) phn phi chun. Cho s liu sau:
Thi gian gia cng (pht)

10

S chi tit

10

a. Vi tin cy 0,95 hy c lng phng sai v thi

gian gia cng chi tit .
b. Cho bit lch chun v thi gian gia cng chi tit
ti a l bao nhiu? Ly = 0,05.

177

Chng 7

3. PP c lng khong

3.4. c lng xc sut p ca bnn phn phi khng mt

(c lng tn sut tng th p)
Vi p l tn sut tng th ca du hiu nghin cu (p = M/N)
f l tn sut mu ca du hiu nghin cu
a. Nu mu c kch thc nh (t c)
b. Nu mu c kch thc ln (n 100)
Khong tin cy ca p vi tin cy (1 ) l

f (1 f )
n

u2 p f

f (1 f )
n

u1

? Hy vit khong tin cy c lng gi tr ti a, gi tr ti

thiu ca p.
178

Chng 7

3. PP c lng khong

+ Khong tin cy i xng ca p l

f (1 f )
n

u /2 p f

f (1 f )
n

u /2

di KTC v sai s ca c lng l

I 2

f (1 f )
n

u /2 ;

f (1 f )
n

u /2

+ Mun c khong tin cy vi tin cy ( 1 ) m

4 f (1 f ) 2
I I0 n '
u /2
2
I0

0 n '

f (1 f )

02

(n l kch thc mu mi)

u2 /2
179

Chng 7

3. PP c lng khong

V d 7.14. Kim tra 200 sn phm ca mt l hng th c

20 ph phm. Ly = 0,05 cho cc cu hi sau:
a. Hy c lng t l ph phm ti a ca l hng.
b. Mun c khong tin cy 95% m di khong tin cy
khng vt qu 2% th phi kim tra thm bao nhiu
sn phm na?
V d 7.15. iu tra 500 h gia nh mt thnh ph th
c 400 h dng bp ga, trong c 100 h dng bp
ga ca hng A. Gi s mi h dng 1 bp ga. = 0,05.
a. c lng t l h dng bp ga TP ny.
b. Bit hng A bn 15000 bp ga TP ny. Hy c
lng ti a s h gia nh dng bp ga TP ny.
180

CHNG 8
KIM NH GI THUYT THNG K
1. M U - Ni dung chng 8
Khi nim.
Kim nh gi thuyt v tham s ca 1 bin ngu nhin.
Kim nh gi thuyt v tham s ca 1 bin ngu nhin.

181

Chng 8

2. Khi nim

2. KHI NIM
2.1. Gi thuyt thng k
Gi thuyt thng k l gi thuyt v:
+ Cc tham s c trng ca bin ngu nhin,
+ Dng phn phi XS ca bin ngu nhin,
+ S c lp ca cc bin ngu nhin.
K hiu: H0 l gi thuyt gc
H1 l gi thuyt i
y ch xt H0 l gi thuyt n (dng = 0)
H1 l gi thuyt kp
182

Chng 8

2. Khi nim

Nhng pht biu c cha du bng (=, , ) l H0

Nhng pht biu khng cha du bng (, <, >) l H1
V d 8.1. Vit cp gi thuyt H0 , H1 cho cc cu hi sau:
a) C th cho rng t l nam ca Vit Nam l 50% hay
khng?
b) C th cho rng trng lng trung bnh ca sn phm
ln hn 6 kg hay khng?
c) C th cho rng mc phn tn v tin lng khng
vt qu 1,5 triu ng/thng c khng?
d) C th cho rng VN t l sinh vin nam bng t l
sinh vin n hay khng?
183

Chng 8

2. Khi nim

Phng php chung kim nh

+ Gi s H0 ng, da vo thng tin ca mu rt ra mt
bin c A no sao cho P(A) = b n mc c th
coi bin c A khng xy ra trong 1 php th c th
(theo nguyn l XS b)
+ Thc hin 1 php th i vi mu ngu nhin (ngha l
xt trn 1 mu c th).
Nu A xy ra th H0 sai v bc b n
Nu A khng xy ra th cha c c s bc b H0

184

Chng 8

2. Khi nim

2.2. Tiu chun kim nh gi thuyt thng k

Vi mu ngu nhin W, chn thng k
G = f( X1, X2 , , Xn, 0)
sao cho nu H0 ng th quy lut PPXS ca G l hon
ton xc nh. (0 l tham s lin quan n gi thuyt
cn kim nh)
Trn mu c th, G nhn gi tr c th l
Gqs = f(x1, x2,,xn, 0)

185

Chng 8

2. Khi nim

2.5. Sai lm khi kim nh

a. Sai lm loi 1: bc b gi thuyt H0 trong khi H0 ng
XS mc sai lm loi 1 l: P(G W / H0 )
b. Sai lm loi 2: tha nhn gi thuyt H0 trong khi H0 sai
XS mc sai lm loi 2 l: P(G W / H1 )
(1 ) l lc kim nh
Nu gim th tng v ngc li.

2.6. Th tc kim nh gi thuyt thng k

186

Chng 8

2. Khi nim

2.3. Min bc b gi thuyt H0 vi mc ngha l W

W R

P(G W / H 0 )

Min cn li trn trc s gi l min tha nhn H0

im ngn cch gia min bc b v min tha nhn gi
l im ti hn.
2.4. Quy tc kim nh gi thuyt thng k
+ Nu Gqs W th bc b H0, tha nhn H1
+ Nu Gqs W th cha c c s bc b H0
187

Chng 8

3. K mt tham s

3. KIM NH GI THUYT V MT TNG TH

3.1. Kim nh gi thuyt v k vng ton ca bin
ngu nhin phn phi chun (K trung bnh)
a. Khi bit phng sai (t c)
b. Khi cha bit phng sai
H0 v tiu chun
H0 : = 0

( X 0 ) n
T
S

H1

Min bc b H0

W T :| T | t( n/21)

> 0

W T : T t( n1)

< 0

W T : T t( n1)
188

Chng 8

3. K mt tham s

V d 8.2. Bit thi gian gia cng 1 chi tit my (pht)

phn phi chun. Cho s liu sau:
Thi gian gia cng (pht)

10

S chi tit

12

Vi mc ngha 5% c th cho rng thi gian trung bnh

gia cng chi tit l 9 pht c khng?
V d 8.3. iu tra thu nhp ca 40 nhn vin cng ty A
thy trung bnh l 5,5 triu ng/thng v lch
chun l 0,8 triu ng/thng. Vi mc ngha 5% c
th cho rng thu nhp trung bnh ca nhn vin cng ty
ny khng di 6 triu/thng c khng?
189

Chng 8

3. K mt tham s

3.2. Kim nh gi thuyt v phng sai ca bin ngu

nhin phn phi chun (K phng sai)
H0 v tiu chun
H0 : 2 = 20

H1
2 20

(n 1) S 2

02

Min bc b H0
2
2( n 1)

/2
W : 2
2( n 1)
1 /2

2 > 20

W 2 : 2 2(n1)

2 < 20

W 2 : 2 12(n1)

Ch : + n v o
+ Phn bit chiu bin i ca phn tn ( dao
ng,) vi n nh ( ng u,.. .).
190

Chng 8

3. K mt tham s

V d 8.4. (tip 8.2) Bit thi gian gia cng 1 chi tit my
(pht) phn phi chun. Cho s liu sau:
Thi gian gia cng (pht)

10

S chi tit

12

Vi mc ngha 5% c th cho rng phng sai v thi

gian gia cng chi tit l 2 pht2 c khng?
V d 8.5. (tip 8.3) iu tra thu nhp ca 40 nhn vin
cng ty A thy trung bnh l 5,5 triu ng/thng v
lch chun l 0,8 triu ng/thng. Vi mc ngha
5% c th cho rng phn tn v thu nhp ca nhn
vin cng ty ny khng qu 0,5 (triu/thng) c
191
khng?

Chng 8

3. K mt tham s

3.3. Kim nh gi thuyt v xc sut p ca bin ngu

nhin phn phi khng mt (K tn sut)
H0 v tiu chun
H 0 : p = p0

( f p0 ) n
p0 (1 p0 )

H1

Min bc b H0

p p0

W U :| U | u /2

p > p0

W U : U u

p < p0

W U : U u

V d 8.6. Kim tra 200 sn phm ca mt nh my th c

20 ph phm. Vi mc ngha 5% c th cho rng t
l ph phm ca nh my nh hn 15% hay khng?
192

Chng 8

3. K mt tham s

V d 8.7. iu tra 200 cng nhn th c 110 nam v 90 n.

Ly = 0,05 cho cc cu hi sau:
a. C th cho rng t l cng nhn nam cao hn t l cng
nhn n hay khng?
b. Cho bit t l cng nhn nam thuc khong no?
V d 8.8. iu tra 500 h gia nh mt thnh ph th c 400
h dng bp ga, trong c 100 h dng bp ga ca hng
A. Gi s mi h dng 1 bp ga. = 0,05 .
a. C th cho rng t l h dng bp ga ca hng A TP ny
khng vt qu 15% hay khng?
b. Bit hng A bn 20.000 bp ga TP ny. C th cho
rng s h gia nh dng bp ga TP ny nh hn 100.000
h c khng?
193

Chng 8

4. K hai tham s

4 KIM NH GI THUYT V HAI TNG TH

Ch kt lun l kim nh 2 tham s khi c 2 mu c lp
4.1. Kim nh gi thuyt v hai k vng ton ca hai
bin ngu nhin phn phi chun
a. Khi bit phng sai (t c)
b. Khi cha bit c hai phng sai
H0 v tiu chun
H0 : 1 = 2
T

X1 X 2
2
1

2
2

S
S

n1 n2

H1

Min bc b H0

1 2

W T :| T | u /2

1 > 2

W T : T u

1 < 2

W T : T u
194

Chng 8

4. K hai tham s

4.2. Kim nh gi thuyt v hai phng sai ca hai

bin ngu nhin phn phi chun
H0 v tiu chun
H 0 : 12 = 2 2
2
1
2
2

S
F
S

( n1 , n2 )
1

T /c: f

H1

Min bc b H0

12 22

( n1 1, n2 1)

/2
W F :
( n1 1, n2 1)

F f1 /2

12 > 22

W F : F f( n1 1,n2 1)

12 < 22

W F : F f1(n1 1,n2 1)

1
f( n2 ,n1 )

Ch : Phn bit chiu bin i ca phn tn ( dao

ng,) vi n nh ( ng u,.. .).
195

Chng 8

4. K hai tham s

V d 8.9. Cn 25 sn phm loi A th thy trong lng

trung bnh l 2,6 kg v lch chun l 0,4 kg. Cn 40
sn phm loi B th thy trung bnh l 2,3 kg v
lch chun l 0,6 kg.
Ly = 0,05 cho cc cu hi sau:
a. C th cho rng trng lng trung bnh ca sn phm
loi A v loi B l nh nhau hay khng?
b. C th cho rng trng lng sn phm loi A n nh
hn loi B hay khng?

196

Chng 8

4. K hai tham s

4.3. Kim nh gi thuyt v hai xc sut ca hai bin

ngu nhin phn phi khng mt
H0 v tiu chun
H0 : p1 = p2
U

H1

Min bc b H0

p 1 p2

W U :| U | u /2

p1 > p2

W U : U u

p1 < p2

W U : U | u

f1 f 2

1 1
f (1 f )
n1 n2
n1 f1 n2 f 2
f
n1 n2

197

CHNG 9
KIM NH PHI THAM S
1. M U - Ni dung chng 9
Kim nh gi thuyt v s c lp ca 2 du hiu nh
tnh.
Kim nh Jarque Bera v bin ngu nhin phn phi
chun.

198

Chng 9

1. K s c lp

1. KGT v s c lp ca 2 du hiu nh tnh

H0: du hiu A v du hiu B c lp vi nhau
H1: du hiu A v du hiu B ph thuc nhau
Bng s liu
B1

B2

Bk

Tng

A1

n11

n12

n1k

n1

A2

n21

n22

n2k

n2

Ah

nh1

nh2

nhk

nh

Tng

m1

m2

mk

199

Chng 9

1. K s c lp

2
h
k

n
ij
2
1
Tiu chun K: n

n
m
i

1
j

1
i
j

Min bc b:

W 2 : 2 2[( h 1)( k 1)]

V d 9.1. C kin cho rng gii tnh v mc lng ca

cng nhn l ph thuc nhau. Ngi ta iu tra mt s
cng nhn v c s liu sau:
Gii tnh

Lng

Cao

Trung bnh

Thp

Nam

15

35

10

30

Vi mc ngha 5% hy kt lun v kin trn.

200

Chng 9

2. K phn phi chun

1. K Jarque Bera v bin ngu nhin phn phi chun

H0: bin ngu nhin X phn phi chun
H1: bin ngu nhin X khng phn phi chun
Vi a3 l h s bt i xng, a4 l h s nhn
a32 (a4 3)2
Tiu chun K: JB n

6
24

Min bc b:

W JB : JB 2(2)

V d 9.2. C kin cho rng im thi tt nghip mn Ton

ca hc sinh lp 12 khng phn phi chun. iu tra im
thi ca 40 hc sinh th thy h s bt i xng l 0,4; h s
nhn l 2,5. Vi mc ngha 5% hy kt lun v kin
trn.
201

Thng k

Bi tp

Bi tp chng 6
58, 62, 63, 65, 67
Bi tp chng 7
77, 78, 80, 83, 84, 85, 90, 91
Bi tp chng 8
65, 66, 67, 69, 70, 71, 76, 77, 79, 80, 82, 83
Bi tp chng 9
1, 2, 3, 4, 5, 6
202