Lm sng th ng k

Phn ph i chu n
Nguy n Vn Tu n Tu n v a qua ti nh n c m t cu h i r t cn b n, m ti th y c n ph i gi i thch r rng, v y l c s cho nh ng phn tch th ng k. Khi ph trch m c ny, ti gi nh b n c bi t qua vi i u cn b n v th ng k v xc su t, nhng c l gi nh khng ng, v theo cu h i c a b n c ny, v n c nhi u ng i cha h c qua, ho c h c qua m khng hi u. Cng gi ng nh ti ngy xa, h c qua th ng k m khng hi u v n qu tr u t ng. Khng dm th a th y gi i thch khng r, nhng c l v khi gi ng th y khng c p n ng d ng nn h c ch h c ch ch ng bi t lm g. G i anh Tu n! Ti l m t bc s gi, nn khng rnh v th ng k g c , v h i xa ti khng c h c th ng k. Nhng by gi lm nghin c u ti m i th y s quan tr ng c a n. Ti tm sch t h c, nhng c hoi v n khng hi u! Trong khi s p u hng tnh c ti vo trang nh ykhoanet v c c t t c nh ng bi gi ng c a anh. Ph i ni th t anh gi ng hay l m, qu r rng, lm cho m t bc s gi nh ti m cng hi u c cc khi ni m th ng k, v ti th y yu ci mn h c ny! C l anh khng bi t r ng anh gip cho ti r t nhi u. Xin cm n anh. Ti r t mong c ti p lo t bi gi ng lm sng th ng k c a anh. Nhn y ti mu n h i anh m t cu nh . Trong m y bi v a qua, anh nh c n phn ph i chu n v con s 1,96 tnh kho ng tin c y 95% r t nhi u l n. V y xin h i anh, con s 1,96 ny n t u v phn ph i chu n l phn ph i g? Xin cm n anh tr c. TV Xin thnh th t cm n b n c TV v nh ng cu ch y khch l . Vi t ra m c ng i c v theo di th th t l qu l m. cng l ng c ti vi t ti p. Nhn d p ny, ti mu n m n cu h i gi i thch v m t nh lu t phn ph i tr c t c a th ng k h c: l phn ph i chu n. Th th t v i cc b n, ngy xa, m i l n nghe n hai ch distribution (phn ph i) l ti th y lng bng trong u r i, v khng bi t n c ngha l g. Ci kh c a m t sinh vin ngo i qu c nh ti (t c l trnh ti ng Anh lc cn km, nhc nhc) gi a ng mn ng i b n x , ti khng dm h i th y, s b m ng l d t. Sau ny, ti m i nghi m ra r ng bi t c mnh d t l m t i u c c k c ch v cng l m t h nh phc. Ci d t c a ti b t u t ch distribution, m ti th y cha c sch gio khoa no gi i thch c th c , hay gi i thch theo ki u ton h c r t tr u t ng.

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c th ha v n , b n c c th lm m t th nghi m (hay t ng t ng m t th nghi m) n gi n nh sau: ch n ng u nhin 100 ng nghi p hay sinh vin, o chi u cao c a h . K t qu m b n c s thu th p c c th nh sau:
176.1 167.7 164.5 172.2 171.1 167.3 168.9 164.0 157.9 157.0 176.0 155.6 171.5 165.8 162.0 156.1 166.2 171.7 166.8 160.8 160.6 165.1 151.9 172.4 158.6 162.5 155.3 162.7 157.2 165.2 158.4 170.0 166.0 162.0 164.4 158.4 157.9 155.8 158.8 161.8 165.3 167.4 166.9 149.6 176.6 156.8 167.4 161.4 162.7 163.8 158.0 166.4 162.0 159.9 159.5 167.8 171.8 163.4 157.1 164.2 155.3 162.3 152.5 157.0 149.9 168.7 170.2 148.3 165.9 174.7 164.2 167.1 147.6 154.6 164.0 164.6 178.7 160.9 162.7 158.2 157.2 154.0 163.6 162.3 162.2 170.6 171.7 156.1 176.7 162.3 159.0 159.3 163.5 171.2 162.0 165.2 171.5 165.6 172.1 168.9

Tr c m t r ng con s nh th , chng ta ph i lm g? Cu h i cn ty thu c vo m c ch c a nghin c u. Nhng y, chng ta mu n m t chi u cao v huy t p c a 100 i t ng. Trong vn chng, m t c ngha l dng t ng ni n nh ng kha c nh c a m t s ki n m trong ti ng Anh n tm g n trong nh ng ch ci W: what (s ki n g), when (x y ra u), where (x y ra lc no), v kh hn cht l why (t i sao s ki n x y ra). Trong khoa h c, chng ta cng m t s ki n v i nh ng kha c nh , nhng chng ta s d ng c t ng v con s . V m t b ng con s , chng ta c n h i thm nh ng cu h i nh bao nhiu (how many hay how much) nh: chi u cao th p nh t v cao nh t l bao nhiu, chi u cao trung bnh bao nhiu, dao ng cao th p bao nhiu, v.v V i hng trm con s nh th , r t kh c m nh n c v n hn l chng ta s p x p s li u t th p nh t n cao nh t nh sau:
147.6 155.6 157.9 159.5 162.0 163.5 165.1 166.8 168.9 171.8 148.3 155.8 157.9 159.9 162.2 163.6 165.2 166.9 170.0 172.1 149.6 156.1 158.0 160.6 162.3 163.8 165.2 167.1 170.2 172.2 149.9 156.1 158.2 160.8 162.3 164.0 165.3 167.3 170.6 172.4 151.9 156.8 158.4 160.9 162.3 164.0 165.6 167.4 171.1 174.7 152.5 157.0 158.4 161.4 162.5 164.2 165.8 167.4 171.2 176.0 154.0 157.0 158.6 161.8 162.7 164.2 165.9 167.7 171.5 176.1 154.6 157.1 158.8 162.0 162.7 164.4 166.0 167.8 171.5 176.6 155.3 157.2 159.0 162.0 162.7 164.5 166.2 168.7 171.7 176.7

. M t cch khc t t

155.3 157.2 159.3 162.0 163.4 164.6 166.4 168.9 171.7 178.7

Cch s p x p ny (ti ng Anh g i l sort) cho chng ta th y ng i c chi u cao th p nh t l 148.7 cm, v ng i cao nh t l 178.7 cm. Nhng n u nhn k, chng ta cng ch r ng ph n l n cc i t ng c chi u cao kho ng 160 n 165 cm. n y th cu h i t ra l c bao nhiu i t ng v i m i chi u cao t 160 n 165 cm, v c bao nhiu i t ng c chi u cao th p hn hay cao hn hai gi tr ? C

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nhin, cch hay nh t l chng ta m. Nhng v i my tnh, chng ta c th yu c u my tnh m v t t hn n a l v bi u d i y.

Frequency distribution of height
1.0
25 Frequency 20 15

(1:n)/n
145 150 155 160 165 170 175 180

10

0.0

0.2

0.4

0.6

0.8

150

155

160

165 Height

170

175

Height

Bi u 1: (a) M t phn ph i c a chi u cao, v i tr c tung l s i t ng. (b) Bi u bn ph i l xc su t tch ly (cumulative probability) c a chi u cao.

Trong Bi u trn (pha tri), tr c tung l s i t ng v tr c honh l chi u cao. Nh b n c c th th y, c 4 i t ng v i chi u cao t 145 n 150 cm, v t 151 n 155 cm. Tng t , ch c 4 i t ng c chi u cao t 175 n 180 cm. ng nh c m nh n ban u, nh c a bi u l s i t ng c chi u cao t 160 n 170 cm. Bi u bn ph i th hi n xc su t tch ly chi u cao. Nhn qua bi u ny, chng ta c th ni r ng kho ng 30% i t ng c chi u cao th p hn 160 cm, v kho ng 80% i t ng c chi u cao th p hn hay b ng 170 cm. Ni cch khc, s i t ng c chi u cao t 160 n 170 cm chi m kho ng 50% t ng s c m u. Do , ni tr chi u cao. n phn ph i l c p n t n s kh d (hay xc su t) c a cc gi

V hnh d ng, chng ta d dng th y r ng s phn ph i chi u cao 100 i t ng ny gi ng nh m t hnh chung. Cc phn ph i c hnh d ng ny c g i l Normal distribution (ch N c a normal vi t hoa), hay phn ph i bnh th ng. Nhng v tnh cch chu n ha c a phn ph i ny, nn ti t m d ch l phn ph i chu n. cho c v khoa h c v tr th c m t cht (v lm cho nhi u ng i ph i b c tc gi u), gi i ton h c th nh tho ng thm ch lu t thnh lu t phn ph i! Phn ph i bnh th ng cn c g i l Gaussian distribution, b i v ng i pht hi n ra lu t phn ph i ny l nh ton h c danh ti ng Carl F. Gauss (ng i c). Th t ra,

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ng i c p n lu t phn ph i ny l nh ton h c ng i Php De Moivre, nhng ng khng pht tri n thm. Trong cu n Theorie Analytique des Probabilites, Gauss pht tri n cc c i m c a lu t phn ph i chu n v ch ra r ng lu t phn ph i ny ph h p v i cc hi n t ng t nhin. Th t v y, h u h t cc hi n t ng sinh h c t nhin (nh chi u cao, tr ng l ng c th , huy t p, m t xng, v.v) u c th m t b ng lu t phn ph i bnh th ng m t cch chnh xc. Chnh v th m lu t phn ph i chu n c ng d ng c c k r ng ri trong khoa h c th c nghi m. C th ni khng ngoa r ng phn ph i chu n l n n t ng, l tr c t c a t t c cc phn tch th ng k. Khng c lu t phn ph i ny cng c ngha l khng c khoa h c th ng k hi n i. hi u r hn t m quan tr ng c a lu t phn ph i chu n, chng ta c n ghi nh r ng trong nghin c u khoa h c th c nghi m, chng ta khng bi t cc thng s c a m t qu n th , m ch s vo cc s li u t m t hay nhi u m u suy lu n cho m t qu n th . C th hn, y chng ta khng bi t chi u cao trung bnh c a ton th ng i Vi t l bao nhiu, chng ta ch bi t chi u cao c a 100 i t ng v a thu th p c, v chng ta mu n s d ng cc s li u ny suy lu n cho ton th ng i Vi t. Do , trong b t c phn tch th ng k no, chng ta lc no nn nh v phn bi t gi a khi ni m qu n th (population) v m u (sample). Cc ch s th ng k c c tnh t m u g i l c s (estimates), v cc ch s th ng k c a qu n th chng ta g i l thng s (parameters). Thng th ng cc c s c th hi n b ng k hi u La M (nh m, s, t), cn cc thng s c k hi u b ng ch Hi L p tng ng (nh , , ).

I. Phn ph i chu n
Quay tr l i v i v n c a chng ta, m t trong nh ng cu h i m c l chng ta mu n bi t l: n u m t ng i n ng c ch n ng u nhin, xc su t m ng i n ng ny c chi u cao b ng 160 cm l bao nhiu. H i cch khc (v theo ngn ng khng ton h c), c bao nhiu n ng ng i Vi t Nam c chi u cao chnh xc l 160 cm? Cu tr l i c th d a vo s li u thu th p c. Chng ta th y ch c m t ng i c chi u cao 159.9 cm (hay 160 cm), do xc su t l 1% (v c m u chng ta c l 100 ng i). Nhng v chng ta ch n m u ng u nhin, cho nn con s ny cha ch c chnh xc. N u chng ta ng u nhin ch n 100 ng i khc, c th c hai ng i c chi u cao 160 cm, v do xc su t l 2%. Th t ra, chng ta cng c th t m t cu h i chung nh sau: n u m t n ng c ch n ng u nhin, xc su t m v n ng ny c chi u cao x cm l bao nhiu? Hay, ni cch khc, c bao nhiu ph n trm n ng Vi t Nam v i chi u cao x cm, trong x c th l b t c gi tr chi u cao no. Trong tnh hu ng b t nh c a ch n m u nh th , lu t phn ph i chu n cung c p cho chng ta m t m hnh ton h c tr l i cu h i ny.

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G i X l bi n s chi u cao, l chi u cao trung bnh c a m t qu n th , v l l ch chu n, cu h i trn c th pht bi u b ng cng th c ton h c nh sau:
P X = x | , 2 = ?

(Ch , P l vi t t t c a ch probability, t c xc su t; k hi u | c ngha l given hay v i i u ki n). Do , k hi u trn c th c nh sau: xc su t m X = x v i i u ki n chng ta bi t c v l bao nhiu). Cu tr l i m Gauss c s n cho chng ta l:

P X = x | ,

( x )2 1 = exp 2 2 2

[1]

Ch r ng cng th c trn i khi cng xu t hi n trong cc sch gio khoa v i m t hnh th c khc: thay v vi t P ( X = x | , 2 ) , c tc gi vi t kh hi u hn l f(x)! T t nhin, trong cng th c trn = 3.1416 Nh c th th y qua cng th c [1] trn y, lu t phn ph i chu n c hon ton xc nh b i 2 thng s : trung bnh v l ch chu n . Ni cch khc, n u chng ta bi t c 2 thng s ny, chng ta c th c tnh xc su t cho b t c chi u cao no. (Do chng ta c n ph i ch n m u (sample) nghin c u nh th no cho cc c s c a m u nghin c u l r t st v i cc thng s tng ng c a qu n th . Ph n ny c c p chi ti t trong bi ch n m u nghin c u). Trong tr ng h p c a chng ta, c s cho v chnh l s trung bnh v l ch chu n c a m u. Cc c s ny l (cc b n c th ki m tra): Trung bnh: m = 163.3 cm l ch chu n: s = 6.6 cm Thay th cc c s ny cho cho v , chng ta c th tr l i cu h i c bao nhiu n ng ng i Vi t Nam c chi u cao chnh xc l 160 cm: (160 163.3)2 1 P ( X = 160 ) = exp = 0.0533 2 6.6 2 3.1416 2 ( 6.6 ) Theo p s ny, chng ta c th on r ng c kho ng 5.3% n ng Vi t Nam c chi u cao chnh xc l 160 cm. Tuy cch tnh tho t u nhn qua c v khc ph c t p, nhng v i ph n m m R, ch m t l nh n gi n dnorm(160, mean=163.3, sd=6.6) l chng ta c ngay p s chnh xc!

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Tng t , chng ta c th c tnh xc su t cho b t c chi u cao no qua cng th c [1]. B ng sau y trnh by m t s xc su t cho chi u cao t th p n cao.
B ng 1. Xc su t chi u cao c a n ng Vi t Nam

Chi u cao (cm)

140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160

Xc su t (tnh b ng %) 0.0118 0.0200 0.0331 0.0533 0.0840 0.1290 0.1947 0.2863 0.4116 0.5781 0.7935 1.0645 1.3958 1.7886 2.2398 2.7412 3.2788 3.8327 4.3786 4.8887 5.3343

Chi u cao (cm)

161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181

Xc su t (tnh b ng %) 5.6885 5.9285 6.0383 6.0107 5.8474 5.5594 5.1656 4.6908 4.1630 3.6107 3.0606 2.5354 2.0527 1.6242 1.2559 0.9491 0.7010 0.5060 0.3570 0.2461 0.1658

N u b n c ch u kh c ng t t c cc xc su t ny l i (th c ra khng c n) th t ng s s l g n b ng 100%. Ni tm l i, xc su t g n 100% l chi u cao c a n ng Vi t Nam dao ng t 140 n 181 cm. Gi d nh n u m t n ng c chi u cao 200 cm, cu h i t ra l chi u cao ny c b t bnh th ng hay khng. Theo s phn ph i chi u cao nh v a m t (t c trung bnh 163.3 cm v l ch chu n 6.6 cm), s n ng Vi t Nam c chi u cao 200 cm ch 0.00000116 m thi.

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Cc xc su t trn y cng c th th hi n b ng m t bi u m thu t ng ti ng Anh g i l probability density distribution (pdf) m ti t m d ch l phn ph i c a m t xc su t. Bi u ny nh sau:

Probability distribution of height in Vietnamese men

0.00 0.01 0.02 0.03 0.04 0.05 0.06 140

Probability

150

160 Height

170

180

190

Bi u 2. M t xc su t chi u cao n ng Vi t Nam v i trung bnh 163.3 cm v l ch chu n 6.6 cm.

Bi u trn chnh l lu t phn ph i chu n (theo cng th c [1]). T t nhin, t ng di n tch d i ng bi u di n ph i b ng 1 (hay 100%). i u ny c ngha l n u chng ta mu n c tnh xc su t cho b t c kho ng chi u cao no. V d n u chng ta mu n bi t c bao nhiu n ng Vi t Nam c chi u th p hn 150 cm, chng ta ch c n tnh di n tch m tr c honh t 150 cm hay th p hn d i ng bi u di n. Pht bi u theo ngn ng ton h c cu h i ny l: P(X < 150) = ? Hay ni chnh xc hn n a:

P ( X < 150 | = 163.3, = 6.6 ) = ? Cch tnh n gi n nh t l chng ta c ng cc xc su t chi u t 140 1 (B ng 1): 0.0118 + 0.0200 + 0.0331 + . + 0.5781 = 1.8%. n 149 (B ng

Tuy nhin, c m t cch tnh nhanh hn v tinh vi hn l s d ng tch phn. B n c no cn nh tch phn th cu tr l i cho cu h i ny qu n gi n: ch c n tnh tch phn chi u cao t 0 (th p nh t) n 159 cm:
P ( X < 150 ) =
149

f ( x )dx

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 ( x 163.3)2 exp trong , f ( x ) = . K t qu t t nhin l 0.018. B n c 2 6.6 2 2 ( 6.6 ) khng c n ph i lm cc tnh ton tch phn ph c t p, v ph m m m R c m t l nh n gi n tnh tch phn trn (ti trnh by l nh ny trong ph n ch thch pha cu i bi).

Bi u d i y minh h a cho xc su t ny b ng cch t ng bi u di n b n c c th hi u r hn:

m di n tch d i

Probability distribution of height in Vietnamese men

0.06 Probability 0.02 0.00 140 0.01
P(X < 150) = 1.8%

0.03

0.04

0.05

150

160 Height

170

180

190

Bi u 3. Di n tch d i ng bi u di n (mu xanh nh t) cho chi u cao <150 cm l xc su t P ( X < 150 | = 163.3, = 6.6 ) =

0.018 Tng t , chng ta c th c tnh xc su t cho b t c kho ng chi u cao no gi a a v b theo cng th c tch phn trn y. Ch ng h n nh xc su t n ng Vi t Nam c chi u cao t 160 n 170 cm l: P (160 X 170 ) = Hay m t cch chung hn: P ( a < X < b ) = f ( x )dx
a b 170

160

f ( x )dx

[2]

II. Phn ph i chu n ha standardized normal distribution

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Trong ph n trn, chng ta quan tm n vi c phn tch chi u cao b ng cch ng d ng lu t phn ph i chu n. Tuy nhin, nh c p trong ph n u, lu t phn ph i chu n c th ng d ng cho r t nhi u hi n t ng t nhin. Nhng cc bi n khc nhau v n v o l ng, nh chi u cao o b ng cm, nhng huy t p o b ng mmHg, nn chng ta kh m so snh hai bi n s ny b i v chng c n v o l ng khc nhau, v c th l ch chu n cng khc nhau. Ch ng h n nh n u m t i t ng c chi u cao l 175 cm v huy t p l 120 mmHg, lm sao chng ta bi t cc thng s c nhn ny cao hay th p. Do , chng ta c n ph i c m t cch chu n ha lu t phn ph i sao cho chng ta c th so snh cc bi n s ny m khng c n bi t n n v o l ng. M t trong nh ng cch chu n ha l phn ph i chu n ha, m c l b n c t ng th y u trong sch gio khoa ng i ta g i l standardized normal distrubution. Nh th y trong cng th c [1], hai thng s trung bnh v l ch chu n hon ton xc nh lu t phn ph i chu n, cho nn, m t cch chu n ha l hon chuy n chi u cao (hay m t bi n s ) sao cho chng c l p v i n v o l ng. Cch hon chuy n ny c tn l z-transformation hay hon chuy n z. K t qu c a hon chuy n l m t ch s z (thu t ng ti ng Anh l z-score). Trong v d v chi u cao, z l khc bi t gi a chi u cao m t c nhn (k hi u l x) v chi u cao trung bnh c a qu n th chia cho l ch chu n. Ni cch khc:
z= x

[3]

B i v x, v trong cng th c trn y u c cng n v (cm), v cm chia cho cm th khng bi n m i hon ton c l p v i n v o l ng. Th t ra, n v c a z by gi khng cn l cm n a, m l l ch chu n. Xem k cng th c [3] trn chng ta c th rt ra vi nh n xt nh sau:

N u chi u cao c a m t c nhn th p hn chi u cao trung bnh c a dn s (t c l x < ) ch s z s m. Ch ng h n nh n u ng A c chi u cao 150 cm, th ch s z 150 163.3 c a ng l z = = -2.01, t c l th p hn chi u cao c a dn s kho ng 2 6.6 l ch chu n; N u x = , ch s z s l 0; V n u x > , ch s z s l s dng. Ch ng h n nh n u chi u cao c a m t i t ng l 175 cm, th z = 1.77. Ni cch khc, chi u cao c a i t ng ny cao hn trung bnh kho ng 1.8 l ch chu n.

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Nh v y, thay v m t s phn ph i c a chi u cao b ng n v cm v i hm s [1], chng ta m t b ng n v l ch chu n hay ch s z. Ch s z by gi c s trung bnh l = 0 v l ch chu n l = 1. N u thay [3] vo [1], chng ta c m t hm s m i v n gi n hn nh sau:
f ( z) = z2 1 exp 2 2

[4]

V hm s tch ly [2] s tr thnh: P ( a < z < b ) = f ( z )dz =

a b b

e 0.5 z dz 2

[5]

Bi u

4 d i y minh h a cho phn ph i chi u cao tnh b ng cm v b ng ch s z:

Probability distribution of height in Vietnamese men

0.00 0.01 0.02 0.03 0.04 0.05 0.06 140

Probability

150

160 Height

170

180

190

Bi u cm.

4a. M t

xc su t chi u cao

n ng Vi t Nam, m t b ng

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10

Probability distribution of z height in Vietnamese men

0.4 Probability 0.2 0.3

0.1

P(-1.645 < z < 1.645) = 0.9

P(-1.96 < z < 1.96) = 0.95 P(-2.576 < z < 2.576) = 0.99

0.0 -4

-2

0 Z score

Bi u 4b. M t l ch chu n 1.

xc su t c a phn ph i chu n f(z), v i trung bnh 0 v

C nhin, di n tch d i ng bi u di n c a hm s f(z) trong Bi u

4

4b ph i l

kho ng 1. Ni cch khc, P ( 4 < z < 4 ) = f ( z )dz ; 1 . Ngoi ra, phn ph i chu n
4

nh m t qua Bi u

4b cn hm ch a m t s thng tin c ch v th v :

Xc su t m z 1.96 l 0.025 (t c 2.5%). Ni cch khc, di n tch d i ng bi u di n tnh t z = -1.96 hay th p hn l 0.025. B i v phn ph i chu n cn i (symmetric), chng ta cng c th ni (hay suy lu n) r ng xc su t m z 1.96 cng b ng 0.025. Nh v y, xc su t m z n m trong kho ng -1.96 v 1.96 l 10.0250.025 = 0.95 (hay 95%). Ni cch khc, kho ng tin c y 95% c a z l -1.96 n 1.96. Tng t , chng ta cng c th pht bi u (v b n c c th t mnh ki m ch ng) r ng xc su t m z n m trong kho ng -1.645 n 1.645 l 90%. Xc su t m z n m trong kho ng -2.576 n 2.576 l 99%. Xc su t m z n m trong kho ng 3.09 n 3.09 l 99.9%.

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11

n y, chng ta th y h ng s 1.96, 1.64 hay 3.0 xu t pht t u! Cc h ng s ny ch ng c g b m t c : chng l ch s z c a phn ph i chu n. B ng sau y s cung c p m t s xc su t cho cc ch s z thng d ng trong th ng k h c v ng d ng trong y khoa:
B ng 2. Xc su t cc gi tr z
z P(Zz) -3.090 0.001 -2.326 0.01 -1.96 0.025 -1.645 0.05 -1.282 0.10 0 0.50 1.282 0.90 1.96 0.975 2.326 0.99 3.090 0.999

III. Kho ng tin c y 95%

By gi chng ta s i m qua vi ng d ng lu t phn ph i chu n trong y khoa. V c qu nhi u ng d ng, nn ti ch t p trung vo nh ng v n lin quan n nh ng bi gi ng c a ti, v m t v n m chng ta hay th y l c tnh kho ng tin c y 95% (thu t ng ti ng Anh l 95% confidence interval hay c khi cn vi t l 95% confidence limit, th m ch 95% credible interval). Trong nhi u nghin c u y h c mang tnh m t , chng ta th ng mu n pht tri n m t cc tham chi u (reference range hay c khi g i khng chnh xc l normal range). Ch ng h n nh pht tri n cc gi tr tham chi u cho m t bi n s sinh ha nh calcium trong mu, chng ta c th ng u nhin ch n m t s i t ng v o n ng calcium trong mu, v sau tnh kho ng tin c y 95%. Kho ng tin c y 95% ny chnh l cc gi tr tham chi u. N u n ng calcium trong mu c a m t c nhn n m ngoi kho ng tin c y 95% th chng ta c th (xin nh n m nh: c th ) pht bi u r ng n ng c a c nhn ny b t bnh th ng.
c tnh kho ng tin c y 95% (KTC95%), chng ta ch m i lin h gi a x v x , do : z trong cng th c [3]; v z =

x = + z

Nh c p trong ph n trn, 95% gi tr c a z n m trong kho ng -1.96 n +1.96, cho nn chng ta cng c th ni r ng 95% gi tr c a x n m trong kho ng 1.96 v + 1.96 . Hay ni ng n g n hn, 95% cc gi tr x n m trong kho ng:
x = 1.96

[6]

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Quay l i v i v d v chi u cao, chng ta bi t r ng s trung bnh l 163.3 cm v l ch chu n l 6.6 cm. Do , chng ta c th suy lu n r ng 95% n ng Vi t Nam c chi u cao trong kho ng 163.3 1.966.6 = 150.4 cm n 176.2 cm. T t nhin, chng ta cng c th c tnh xc su t 99% chi u cao n ng Vi t Nam n m trong kho ng 163.3 36.6 = 143.5 cm n 183.1 cm. Do , n u m t n ng c chi u cao th p hn 143.5 cm, chng ta c th ni l th p, v i xc su t d i 0.5%! Ty theo v n c th , nhng ph n l n cc gi tr tham chi u trong y khoa u l y kho ng tin c y 95% lm chu n. Khi xc su t m t ch s th ng k n m ngoi kho ng tin c y 95% c xem l c ngha th ng k (statistical significant).

IV. K t lu n
Qua bi ny, hi v ng ti gi i thch phn ph i chu n l g, v h ng s 1.96 trong cch tnh kho ng tin c y 95% xu t pht t u. Phn ph i chu n ng m t vai tr thi t y u trong khoa h c th ng k. H u h t t t c cc suy lu n th ng k u d a vo lu t phn ph i chu n pht tri n cc ki m nh th ng k (statistical tests). Ngay c cc lu t phn ph i nh phn hay phn ph i Poisson (m ti s bn n trong m t bi khc) cng c th m hnh b ng lu t phn ph i chu n. Nh l m t qui lu t t nhin, r t nhi u bi n s lm sng v khoa h c th c nghi m ni chung u tun theo lu t phn ph i chu n. Cng c th c m t s bi n s sinh ha khng tun theo lu t phn ph i chu n, nhng c th hon chuy n chng tun theo lu t phn ph i chu n. Do , cc phng php phn tch tham s (parametric methods) v n c th p d ng cho cc bi n lo i ny.

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Cc m R s

d ng trong bi vi t:

# Nh p d li u v chi u cao v g i bi n l ht # ngu n: m ph ng ht <- c( 176.1, 176.0, 167.7, 155.6, 164.5, 171.5, 172.2, 165.8, 171.1, 162.0, 167.3, 156.1, 168.9, 166.2, 164.0, 171.7, 157.9, 166.8, 157.0, 160.8,

160.6, 165.1, 151.9, 172.4, 158.6, 162.5, 155.3, 162.7, 157.2, 165.2,

158.4, 170.0, 166.0, 162.0, 164.4, 158.4, 157.9, 155.8, 158.8, 161.8,

165.3, 167.4, 166.9, 149.6, 176.6, 156.8, 167.4, 161.4, 162.7, 163.8,

158.0, 166.4, 162.0, 159.9, 159.5, 167.8, 171.8, 163.4, 157.1, 164.2,

155.3, 162.3, 152.5, 157.0, 149.9, 168.7, 170.2, 148.3, 165.9, 174.7,

164.2, 167.1, 147.6, 154.6, 164.0, 164.6, 178.7, 160.9, 162.7, 158.2,

157.2, 154.0, 163.6, 162.3, 162.2, 170.6, 171.7, 156.1, 176.7, 162.3,

159.0, 159.3, 163.5, 171.2, 162.0, 165.2, 171.5, 165.6, 172.1, 168.9)

# S p x p s sort(ht) # V bi u

li u chi u cao t

th p

n cao

m t 1a

hist(ht, breaks=10, xlab="Height", main="Frequency distribution of height") # V bi u m t 1b

n <- length(ht) plot(sort(ht), (1:n)/n, type="s", ylim=c(0,1), xlab="Height")

plot(density(ht), main="Plot of density distribution of height", xlab="Height") # Tm s mean(ht) sd(ht) # c tnh xc su t chi u cao = 160 cm v i trung bnh=163.3 v sd=6.6 dnorm(160, mean=163.3, sd=6.6) # c tnh xc su t cho b ng 1 height <- seq(140, 181, 1) dnorm(height, mean=163.3, sd=6.6)*100 # V bi u 2 trung bnh v l ch chu n c a chi u cao

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height <- seq(140, 190, 1) plot(height, dnorm(height, 163.3, 6.6), type="l", ylab=Probability, xlab=Height, main="Probability distribution of height in Vietnamese men") # c tnh xc su t chi u cao < 150 cm, pnorm(149, mean=163.3, sd=6.6) # V bi u 3 height <- seq(140, 190, 1) dht <- dnorm(height, 163.3, 6.6) ht <- data.frame(z=height, ht=dht) zc <- 150 plot(ht, type="n", ylab="Probability", xlab="Height", main="Probability distribution of height in Vietnamese men") t <- subset(ht, z<= zc) polygon(c(rev(t$z), t$z), c(rep(0, nrow(t)), t$ht), col="lightblue", border=NA) lines(ht, lwd=2) arrows(148,0.01,148,0.002, angle=30, length=0.1) text(145,0.012, "P(X < 150) = 1.8%", cex=0.8) # Hon chuy n sang z score v v bi u 4b

P ( X < 150 ) =

149

f ( x )dx

zheight <- seq(-4, 4, 0.01) dzht <- dnorm(zheight, 0, 1) zht <- data.frame(z=zheight, ht=dzht) plot(zht, type="n", ylab="Probability", xlab="Z score", main="Probability distribution of z height in Vietnamese men") z1 z2 z3 z4 z5 z6 <<<<<<1.65 -1.65 1.96 -1.96 2.58 -2.58

t1 <- subset(zht, z>= z1) polygon(c(rev(t1$z), t1$z), c(rep(0, nrow(t1)), t1$ht), col="lightblue")

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t2 <- subset(zht, z<= z2) polygon(c(rev(t2$z), t2$z), c(rep(0, nrow(t2)), t2$ht), col="lightblue") t3 <- subset(zht, z>= z3) polygon(c(rev(t3$z), t3$z), c(rep(0, nrow(t3)), t3$ht), col="lightpink") t4 <- subset(zht, z<= z4) polygon(c(rev(t4$z), t4$z), c(rep(0, nrow(t4)), t4$ht), col="lightpink") t5 <- subset(zht, z>= z5) polygon(c(rev(t5$z), t5$z), c(rep(0, nrow(t5)), t5$ht), col="lavender") t6 <- subset(zht, z<= z6) polygon(c(rev(t6$z), t6$z), c(rep(0, nrow(t6)), t6$ht), col="lavender") lines(zht, lwd=2) arrows(-1.65,0.1,1.65,0.1, angle=30, length=0.1, code=3, lty=2) text(0,0.11, "P(-1.645 < z < 1.645) = 0.9", cex=0.8) arrows(-1.96,0.05,1.96,0.05, angle=30, length=0.1, code=3, lty=2) text(0,0.06, "P(-1.96 < z < 1.96) = 0.95", cex=0.8) arrows(-2.58,0.01,2.58,0.01, angle=30, length=0.1, code=3, lty=2) text(0,0.02, "P(-2.576 < z < 2.576) = 0.99", cex=0.8) # Cho bi t p : nh p s li u huy t p c a 100 i t ng # ngu n: nghin c u b nh i tho ng TPHCM 2007. bp <- c( 90, 130, 110, 170, 110, 120, 130, 150, 150, 110, 100, 130, 130, 110, 120, 100, 120, 120, 160, 110,

120, 110, 120, 150, 120, 130, 130, 100, 150, 110,

130, 110, 120, 110, 120, 130, 120, 110, 120, 120,

100, 120, 110, 140, 130, 140, 150, 140, 110, 120,

150, 110, 150, 140, 110, 100, 100, 125, 120, 150,

100, 110, 120, 120, 110, 110, 120, 100, 150, 120,

120, 120, 120, 110, 120, 110, 100, 140, 100, 130,

100, 110, 120, 120, 120, 110, 120, 110, 110, 160,

110, 85, 110, 110, 140, 120, 140, 120, 120, 90)

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