BI TP CHNG I I.1. Mt hp kn c 6 qu bng xanh v 4 qu bng cng loi v cng kch thc. Ly ngu nhin t trong hp ra 3 qu bng.

. Tnh xc sut c t nht 1 qu bng xanh c ly ra? I.2. Gieo ngu nhin 2 con xc xc, tnh xc sut tng s chm xut hin trn hai con xc xc l 8? I.3. Ti mt thnh ph c 7 siu th khc nhau. C 3 khch du lch, mi ngi vo ngu nhin 1 siu th mua sm. Tnh xc sut : a. 3 ngi vo cng 1 siu th? b. 3 ngi vo 3 siu th khc nhau? c. 3 ngi khng vo cng 1 siu th? I.4. Trong mt gi sch c 7 quyn sch vn v 3 quyn sch ton. Ly ngu nhin ln lt khng hon li ra 2 quyn sch. Xc sut ln 2 ly c sch vn l bao nhiu nu bit ln 1 ly c quyn sch vn? 1.5. Trong mt lp hc c 10 bn gii Ton, 20 bn gii Vn, 5 bn gii Ngoi ng. Chn ngu nhin ra 3 bn trong lp. Tnh xc sut c 2 bn gii Ton c chn? I.6. Mt thnh ph c 45% dn s l nam v 55% dn s l n. Bit rng nam gii trong thnh ph c 20% tt nghip i hc cn n gii l 15%. Vo thnh ph bn gp 1 ngi. Tnh xc sut ngi tt nghip i hc? I.7. Trong mt t tuyn dng, ng vin phi tri qua 3 vng thi tuyn. Vng 1 ly 90% ng vin d thi, vng 2 ly 70% ng vin trng tuyn vng 1, vng 3 ly 50% th sinh trng tuyn vng 2. Tnh xc sut mt ng vin trng tuyn trong t tuyn dng? I.8. Trong mt phn xng c 5 my hot ng c lp nhau. Xc sut trong thi gian T cc my b hng l bng nhau v bng 0,1. Kim tra tng my trong phn xng, tnh xc sut trong khong thi gian T c ng 2 my b hng? I.9. Mt trm pht hai loi tn hiu A v B vi xc sut tng ng l 0.7 v 0.3. Do b nhiu trn ng truyn nn 10% tn hiu A b mo nn trm thu c nhn l tn hiu B; 5% tn hiu B b mo v c nhn nh tn hiu A. Tnh xc sut trm thu nhn ng tn hiu?

BI TP CHNG II II.1: Cho bin ngu nhin (X,Y) c bng phn phi xc sut ng thi: Y X -1 0 1 1 0.10 0.05 0.10 2 0.05 0.10 0.07 3 0.05 0.05 0.08 4 0.10 0.15 0.10

a. a ra nhn xt v tnh c lp v mi tng quan gia X v Y. a. Lp bng phn phi xc sut ca i lng ngu nhin Z = Y 2. Tnh D(Z). II.2: Cho vct ngu nhin (X, Y) c hm mt ng thi:
f ( x, y ) = 2c (1 + x 2 )(1 + y 2 )

a. Xc nh c b. Tm hm mt ca tng thnh phn. X v Y c c lp khng? II.3: Cho bin ngu nhin X lin tc vi hm mt nh sau

kx f ( x) = 0

k h i x [ 2,2] k h i x [ 2,2]

a. Xc nh h s k v xy dng hm phn phi F(x).

b. Tnh k vng E(X) v phng sai D(X). II.4: Cho bin ngu nhin 2 chiu (X,Y) c hm mt ng thi:

c s i nx + ( y) k h i 0 x ,0 y f ( x, y ) = 2 2 0
a. Xc nh hng s c

vi x,y cn li

b. Tnh k vng v phng sai ca thnh phn X. II.5 Tnh k vng, phng sai cho i lng ngu nhin c hm mt phn phi xc sut:

II.6 Cho bin ngu nhin c hm mt :

a. Xy dng hm phn phi F(x) b. Tnh xc sut X nhn gi tr trong khong (-1;1). II.7 Vi gi tr no ca hng s a th hm f(x) cho di y l hm mt phn phi xc sut ca i lng ngu nhin lin tc X:

Tnh k vng v phng sai cho X. II.8 Xc sut bn trng bia ca ba ngi A, B, C ln lt l 0.8, 0.7, 0.9. Lp bng phn phi xc sut cho s vin n trng bia trung bnh khi mi ngi bn 1 vin n. Tnh E(X), D(X). II.9 Cho i lng ngu nhin ri rc X c bng phn phi xc sut: xi pi -3 0.4 2 0.3 3 0.1 4 0.2

k hx i [1;3] 0 f ( x) = 2a(x 1) k hx i [1;3]

a. Xy dng hm phn phi F(x). b. Tnh k vng, phng sai cho X

BI TP CHNG III III.1: a. Cho qu trnh ngu nhin Yn c xc nh nh sau:

Yn = X n + X n 1 , vi X0 = 0 2

Nu Xn l qu trnh ngu nhin iid (mX(n) = 0 ; DX(n)= 2 vi mi n) th Yn c l qu trnh ngu nhin WSS khng ? b. Xc nh hm t hip phng sai cho QTNN sau : Z(t) = a.X(t) + b.Y(t) Trong : X(t),Y(t) l cc qu trnh ngu nhin WSS, c lp, c cng k vng (mX(t) = mY(t) = 0 v c cng hm t hip phng sai CX( ). III. 2: Cho qu trnh ngu nhin iid {Xn} vi cc bin ngu nhin Xn c cng phn phi Gaussian (K vng bng 0 v phng sai bng 2). Xt qu trnh ngu nhin:
Yn = 1 2 X n + X n 1 ; n 1; X0 = 0. 3 3

a. Xc nh hm k vng, hm t tng quan, t hip phng sai ca Yn. b. Yn c l qu trnh WSS khng? III. 3: Cho qu trnh ngu nhin X(t) = Ucos t + Vsin t, trong U v V l cc bin ngu nhin c lp, c cng k vng l a v phng sai 2 , , l cc hng s. a. Tm hm k vng, hm phng sai ca X(t)
b. X(t) c l qu trnh ngu nhin dng theo ngha rng khng?

III. 4 :Cho Xn l qu trnh ngu nhin iid vi mX(n) = 0, DX(n) = 2 v Yn c xc nh bi:

Yn = X n 1 + X n 4

Yn c l qu trnh ngu nhin WSS hay khng?