TH NG K

NG D NG TRONG KINH DOANH

PHN PH I NH TH C PHN PH I SIU B I - Nhi u php th - Xc su t thnh cng c a cc php th l KHC NHAU P(x)= =n.p PHN PH I POISSON

- Nhi u php th - Xc su t thnh cng c a PHN PH I BI N cc php th l NH NG U NHIN R I R C NHAU x P(x)= C n . P x (1 P) n x =n.p 2=n.p(1-p) PHN PH I CHU N (Dng tnh XC SU T g n ng cho PP NH TH C, SIU B I v POISSON khi n.P 5 v n(1-P) 5 PHN PH I U Z= =
X

C .C C
S n N

n x N S

- L phn ph i nh th c - s php th l n - Xc su t thnh cng nh

.e P(x) =
2=n.p
x!

2=n.p(1-p)

N n N 1

P(X=X*0.5)P(z)
X *

Tra b ng PPC ZX*= +Z. T ng th c phn ph i F(x) =

H s -XS s -XS s -XS s -XS s

i u ch nh: l n thnh cng T NH T b ng gi tr X: (X - 0.5) l n thnh cng T HN b ng gi tr X: (X - 0.5) l n thnh cng NHI U HN b ng gi tr X: (X + 0.5) l n thnh cng T HN HO C B NG gi tr X: (X + 0.5)

u trong kho ng [a, b]

1 (x [a, b] ), F(x)= 0 (x [a, b] ), F(x)= ba

t

ba

(X =[X1,X2 ] [a, b] ),

PHN PH I M

F(X) = 1 e

V I t: l th i gian gi a 2 bi n c x y ra : s bi n c x y ra trong 1 n v th i gian

Youll never walk alone. Ill stand by You.

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CNG TH C BAYES:
C 3 LO I MY TNH (T L ) T L MY PH I B O HNH C A T NG LO I T L MY PH I B O HNH A1 (P(A1)=50%) B1 (P(B/A1)=10%) A2 (P(A2)=30%) B2 (P(B/A2)=20%) A3 (P(A3)=20%) B3 (P(B/A3)=25%)

P(B)= P(BA1)+ P(BA2)+ P(BA3) P(B)= P(A1).P(B/A1)+ P(A2).P(B/A2)+ P(A3).P(B/A3) P(B)= 0.5 x 0.10 +0.3 x 0.2 + 0.2 x 0.25 = 0.16

KH NNG MY PH I P(A = P( Ai ) P( B / Ai ) = P( Ai ) P( B / Ai ) i) B O HNH C A T NG P( B) P( Ai) P( B / Ai) HNG

QUY T C

M:

NHN

CH NH H P

H P

CNG TH C

N1.N2.N3.Nk

n! = (ch n ko l p) (n k )!

n! (khng phn bi t n k!(n k )! th t )

V D

Cho 3 s 1, 2 v 3. c bao nhiu s t nhin 2 ch s c hnh thnh t 3 s ny S t nhin XY S c 3x3 = 9 s

Cho 3 s 1, 2 v 3. c bao nhiu s t nhin 2 ch s KHC NHAU c hnh thnh t 3 s ny S t nhin XY S c : 3! 1.2.3 2 A3 = (3 2)! = 1 = 6

C 4 i tham gia gi i bng T HNG. H i c bao nhiu tr n u? S tr n u s l 4! 1.2.3.4 2 C 4 = 2!(4 2)! = 1.2.1.2 = 6 (tr n)

Youll never walk alone. Ill stand by You.

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I L NG
n

M U

T NG TH
N

TRUNG BNH N GI N D LI U KHNG PHN NHM

X= X=
___

___

Xi
i =1

Xi
=
i =1

n
K

Xi. fi
i =1 K

v i ( fi = n)
i =1

Xi. fi
=
i =1 K

v i ( fi = N)
i =1

TRUNG BNH C TR NG S

fi
i =1 K

fi
i =1

D LI U C PHN NHM

X=

___

Mi. fi
i =1 K

Xi. fi
=
i =1 K

fi
i =1

fi
i =1

Mi: Tr s trung bnh c a nhm th i

D LI U KHNG PHN NHM TRUNG V D LI U C PHN NHM
Me = X(n+1)/2 (n l ) X n / 2 + X ( n / 2)+1 Me = 2

Mi: Tr s trung bnh c a nhm th i

Me = X(N+1)/2 (N l ) X N / 2 + X ( N / 2)+1 Me = 2

(n ch n)

(N ch n)

Me = XMe(min) + hMe

n / 2 + S Me 1

Me

XMe(min) : gi i h n d i c a nhm Me hMe : Tr s kho ng cch nhm Me S Me1 :t n s tch ly c a nhm ng tr c nhm Me

Me

: T n s c a nhm Me

Youll never walk alone. Ill stand by You.

9-

I L NG

M U
M0 = XM0(min) + hM0
___

T NG TH

MOD

f (f
M0

M0

M 0 1 M0

M 0 1

)+( f

M 0 +1

S=
D LI U KHNG PHN NHM

( Xi X ) 2
i =1

n 1

PHNG SAI

Xi
=
i =1 n

( Xi ) 2
i =1

n 1

2 X

( Xi ) 2
i =1

S=
D LI U PHN NHM

Xi
i =1 n

n( X ) 2 ( Mi. fi ) 2
i =1 K

__

n 1

S=

Mi fi
i =1

2.

2 X

( Xi ) 2
=
i =1

n 1
=

L CH CHU N

S = S2

2 X

Youll never walk alone. Ill stand by You.

9-

I L NG
__

TRUNG BNH
1. Bi t Phn Ph i CHU N

T L
__

PHNG SAI
__

M T T NG 2. Cha bi t Phn Ph i STUDENT TH

= X Z / 2 .( ) = X Z / 2 . X n =X
__ S n )= X

__

___

P= P=

__

P Z
__

P (1 P )
n
__

(n 1) S 2

/2

n 1

< <

(n 1) S 2

__

n 1

t / 2 .(

n 1

t / 2 X

___

P Z P
/2

/2

n 1

2 (1 / 2 )

1. M u ph i h p t ng c p

X Y = d t / 2 Snd
__ n 1

= d t / 2 KHC C X Y X Y n 1 BI T L NG KHO NG GI A 2 2. M u c l p T NG __ __ TH MXMY = ( X Y ) Z / 2

___

__

___

__ __ __

__

__

__

PX PY = ( P X P ) Z / 2 Y

PX (1 PX ) PY (1 PY ) + n n
X Y

2 X X

2 Y Y

PX PY = ( P X P ) Z / 2 Y

__

__

___

___

MXMY = ( X Y ) Z / 2 ___ ___ X Y

__

__

CH :
TR NG H P C L NG KHO NG TIN C Y 1 BN, KI M NH 1 PHA TA THAY / 2 B NG

Youll never walk alone. Ill stand by You.

9-

I L NG
__

TRUNG BNH
1. M u l n (n>=30) Z=

T L

PHNG SAI

__

___

__

M c ngha Z <- Z / 2 Ho c Z >

Z=

Z / 2 Bc b H0
Z=

PP P (1 P )
0 0 0

n
__

(n 1) S

M T 2. m u nh (n <30) T NG 2 - Bi t : gi ng m u l n TH 2 - cha bi t KI M NH t=

PP

___

M c ngha 2 2 > / 2 ho c
n 1

X
S n

__

__
0

___

n 1

M c ngha Z <- Z / 2 Ho c Z > Z / 2 Bc b H0

<
n 1

2 1 / 2

Bc b H0

M c ngha t < - t / 2 ho c t >

n 1

/2

Bc b H0 H0; PX-PY=0, H1; PX-PY 0

__ __

1.M u ph i h p t ng c p
__ __ KHC BI T t = d D 0 = d D0 ( v i D0= X Sd x GI A n 2 T NG M c ngha : t < - t / 2 ho c t > n 1 TH Bc b H0 t / 2
___

1. 2 t ng th 2 2 2 2 H0; X = Y , H1; X Y
1
Y

)
Y

Z=

PX PY
__ __

n 1

n M c ngha : Z <- Z F > n 1F Bc b Ho c Z > Z Bc b H0 n

X

P0 (1 P0 )(
/2

M c ngha

F= S S

2
X 2 Y

(V I

2
X

>

2
Y

/2

H0

Y 1

Youll never walk alone. Ill stand by You.

9-

I L NG

TRUNG BNH
2.M u c l p t ng c p 2 - Bi t : Z=
( X Y ) P0
__ __

T L

PHNG SAI
2. c nhi u t ng th 2 2 2 H0; X = Y == n

2 X X

2 Y Y

( X Y ) P0

__

__

H1; c 1 tr ng h p khc SSi= ( X X i ) 2 ij

j =1

x
Z

___

___

ni

__

n
2

M c ngha , Z <- Z / 2 Ho c Z >

SSW=SS1+SS2+.SSK
/2

Bc b H0
2

KI M NH

-Cha bi t KHC * nX30 v nY30: gi ng nh bi t BI T * nX<30 ho c nY<30: __ __ __ __ GI A ( X Y ) D0 ( X Y ) D0 2 = t= 2 2 T NG S x y S X + SY TH

___ ___

SSG=

ni(X X)
i=1 i

__

SST = SSW +SSG MSW=

SSW nk SSG MSG = k 1

V IS B CT (n-1)=

DO
2 X

n: t ng kch th c cc t ng th k: s t ng th F=
MSG MSW

M c ngha t < - t / 2 ho c t >

n 1

S n (S / n ) n 1
2 X X X

X 2

S n (S / n ) + n 1
Y Y 2 Y Y Y n 1

M c ngha
2

F>

K 1 nK

F Bc b

H0

/2

Bc b H0

Youll never walk alone. Ill stand by You.

9-

H I QUY TUY N TNH

1. T NG TH :

= +

X +
i

b=
^

( X i
i =1 n i =1

__

__

X )(Y i Y )
__ i 2

( X i Y i ) n
i =1 n 2

__

__

XY
__

( X i Y i ) n
i =1

__

__

XY

2. M U:

Y i = a + bX
__

( X X )
a = Y b. X
__

( X i ) n ( X ) 2
i =1

(n 1) S X

= R

S S

Y X

BI N THIN

T NG CC CHNH L CH BNH PHNG SSR =

B C T DO

TRUNG BNH CC CHNH L CH BNH PHNG

SSR MSR= 1

GI TR KI M

NH

H I QUY

(Yi Y )
i =1 n ^

__

Gi thi t : H0:1 =0, H1: 10 MSR 1.KI M NH F: F = MSE

SAI S

SSE =

(Y i Y ) 2 i =1

n-2

MSE=

SSE n2

M c ngha F > F Bc b H0
1 n 2

Kho ng tin c y c a 1 l : b1
2.KI M
n __

t s

/ 2 b1

NH t: t =

T NG C NG

SST =

i =1

(Y

Y )2
2

n-1

SSR SST SSE SSE R = = = 1 SST SST SST

2

b S
2

V I

SST = SSR + SSE (0 <R <1)

NH V Y: R S bi n thin c a Y c th gi i thch b ng s bi n thin c a X

Se
b =

MSE
__

n i=1

n i=1

( X i X)
n 2

( X i X )
n 2

__

M c ngha t < - t / 2 ho c t >

/2

Bc b H0

Youll never walk alone. Ill stand by You.

9-