CHG 3 - Xac Suat

L THUYT
XC SUT V THNG K
TON HC
Bi Hong Hi, Phan Vn Tn
H KHTN
06:19:40
Chng 3. I LNG NGU NHIN V HM PHN B
3.1 Khi nim v i lng ngu nhin

Kt qu ngu nhin ca php th c th c trng nh
tnh bi s kin ngu nhin
o
M t bng li: A={ ng tin nhn mt sp }
c trng nh lng cho kt qu ngu nhin ca

php th ngi ta dng khi nim i lng ngu nhin
Cc nh ngha:
o
Mt i lng nhn cc gi tr ca n vi xc sut tng ng

no gi l i lng ngu nhin
i lng ngu nhin l i lng m khi tin hnh mt lot
php th trong cng mt iu kin nh nhau c th mi ln
nhn c gi tr ny hoc gi tr khc hon ton khng bit
trc c
06:19:40

Cch gi:
o
Nhiu khi i lng ngu nhin cn c gi l bin ngu

nhin Hai cch gi tng ng nhau
K hiu:
o
Thng thng cc i lng ngu nhin (hay cc bin ngu

nhin) c k hiu bng cc ch ci Latinh in hoa: X, Y,
Z,, hoc cc k t Hylp: , , ,
Cc gi tr c th ca i lng ngu nhin (cc gi tr m i
lng ngu nhin c th nhn) c k hiu bng cc ch ci
Latinh in thng tng ng: x, y, z,
06:19:40

Phn loi:
Cn c vo tp gi tr c th ca i lng ngu nhin ngi ta

phn bit hai loi i lng ngu nhin
i lng ngu nhin ri rc: Tp hp cc gi tr c th c ca
n l hu hn hoc v hn m c
V d: Gi X l i lng ngu nhin ch s im nhn c khi gieo

mt con xc xc. Vy X={1,2,3,4,5,6} hay x1=1, x2=2,, x6=6
i lng ngu nhin lin tc: Tp hp cc gi tr c th ca

n lp y mt khong no y ca trc s hoc c trc s, tc
n l tp hp v hn v khng m c
V d: Gi Y l i lng ngu nhin ch nhit khng kh (oC) o

c H Ni. Vy Y={y, y[-10; 50]}
06:19:40

3.2 i lng ngu nhin ri rc
Xt i lng ngu nhin ri rc X m cc gi tr c th ca n l
tp {x1, x2,, xn,} vi P(X=xi) = pi, i=1,2,
o
m t bin ngu nhin ri rc X ta s dng bng phn b xc sut sau

X
x1
x2
...
xi
xn
...
p1
p2
...
pi
pn
...
Trong pi = 1, pi 0 i=1,2,
V d 1: Gieo ng thi hai ng tin ging ht nhau. Gi X l bin

ngu nhin ch s ln xut hin mt sp. Hy lp bng phn b ca X
o
o
o
o
Gii: S ln xut hin mt sp ch c th l 0, 1 hoc 2, do X={0,1,2}

Gi Ai l ng tin th i xut hin mt sp (i=1,2), P(Ai)=0.5
S kin X=0: A1 A2 X=1: A1 A2 hoc A1 A2 S kin X=2: A1 A2
V cc Ai c lp nhau: P(X=0)=0.5x0.5, P(X=1)=2x(0.5x0.5), P(X=2)=0.25
0.25
0.5
0.25
06:19:41

V d 2: Mt x th c 3 vin n. Anh ta bn tng pht cho ti khi
hoc trng mc tiu hoc ht c 3 vin th thi. Hy lp bng phn
b xc sut ca s n chi ph, bit xc sut trng ch mi pht l
0.8
o
o
Gii: Gi X l bin ngu nhin ch s n chi ph. Vy X={ 1, 2, 3 }

S kin X = 1: Bn pht th nht trng ch (do khng bn tip na),
P(X=1) = p1= 0.8
S kin X = 2: Bn pht th nht trt v pht th hai trng,
P(X=2)= p2 = (1-0.8)0.8 = 0.16
S kin X = 3: Bn pht th nht v th hai u trt (do cn bn pht th
ba), P(X=3) = p3 = (1-0,8)2 = 0,04
X
0.8
0.16 0.04
06:19:41

V d 3: Tin hnh n php th c lp, xc sut xut hin s kin A
mi php th khng i bng p. Gi X l bin ngu nhin ch s
ln xut hin s kin A trong n php th. Hy lp bng phn b xc
sut ca X.
o
o
Gii: Ta c X={ 0, 1, 2, 3,, n }

Xc sut ca s kin X=k (0 k n) c tnh theo cng thc Bernoulli
pk P ( X k ) Pn ( k ) Cnk p k (1 p ) n k , k 0,1,..., n
T
X
P
0
Cn0 p 0 q n 0
1
Cn1 p1q n 1
Cnk p k q n k
Cnn p n q n n
(q = 1-p)
n
n h thc
n
( a b) Cnk a k bn k
nh thc Newton
k 0
ta c ng thc
n
k 0
k 0
k k n k
n
p
C
p
q
(
p
q
)
1
k n
06:19:41

3.3 i lng ngu nhin lin tc
Xt i lng ngu nhin X m cc gi tr c th ca n lp y mt
khong hoc c trc s. Khi X l i lng ngu nhin lin tc
o
m t bin ngu nhin lin tc X ta s dng khi nim hm mt xc

sut (Probability density function)
Hm f(x) c gi l hm mt xc sut ca bin ngu nhin lin tc X nu
n tha mn hai iu kin sau:
1) f ( x ) 0, x ( , )
2)
f ( x)dx 1
Khi , xc sut X nhn gi tr trong khong (a,b) c xc nh bi

b
P ( a X b)
f ( x)dx
a
06:19:41

3.3 i lng ngu nhin lin tc
V d: Hm mt xc sut ca bin ngu nhin X c dng
khi a x b
c
f ( x)
0
khix a, x b
Hy xc nh gi tr ca c.
f ( x )dx 1
Gii: Theo nh ngha,
Ta c:
Vy,
f ( x)dx f ( x)dx cdx c(b a) 1

c
1
ba
06:19:41

3.4 Hm phn b
nh ngha: Hm phn b (hm phn b tch ly, Distribution
function) ca bin ngu nhin X l hm ca bin x c xc nh
bi F(x) = P(X x)
o
Nu X l bin ngu nhin ri rc, hm phn b F(x) c dng
F ( x) =
P( X = xi ) =
xi x
pi
xi x
Nu X l bin ngu nhin lin tc, F(x) c th c xem nh xc sut khi

gieo mt im ngu nhin th im ny ri vo na bn tri trn trc s ca x
(hnh v)
x
06:19:41

3.4 Hm phn b
Cc tnh cht ca hm phn b

1) Hm phn b xc nh vi x(-, +)
2) 0 < F(x) 1; F(-) = 0; F(+) = 1
3) Hm phn b l mt hm khng gim: Nu x1<x2 th F(x1) F(x2)
4) P(a < X b) = F(b) F(a)
Chng minh:
o
Cc tnh cht 1) v 2) suy ra t nh ngha: F(x)=P(X x)

F(-) = P(X< -) P(V)=0; F(+) = P(X< +) P(U)=1
Tnh cht 3): Nu x1<x2 {X x2}={X x1}+{x1<X x2}: Tng 2 s
kin xung khc
P(X x2)=P(X x1)+P(x1<X x2)
(*)
Hay F(x2) = F(x1) + P(x1<X x2) F(x1) F(x2)
Tnh cht 4): Thay vai tr ca x1 v x2 trong (*) bi a v b ta c
P(a < X < b) = F(b) F(a)
06:19:41

3.4 Hm phn b
V d 1. Tin hnh bn 3 pht sng c lp vo bia; xc sut trng

ch ca mi pht bng 0.4. Lp hm phn b ca s ln bn trng
bia.
o
o
o
o
o
Gii: Gi X l i lng ngu nhin ch s ln bn trng bia, X c th ly

cc gi tr: x1=0, x2=1, x3=2, x4=3. Khi :
p1 = P(X=x1)=P(X=0) = C30(0.4)0(1-0.4)3= 0.216
1
2
3
p2 = P(X=x2)=P(X=1) = C31(0.4)1(1-0.4)2= 0.432 X 0
p3 = P(X=x3)=P(X=2) = C32(0.4)2(1-0.4)1= 0.288 P 0.216 0.432 0.288 0.064
p4 = P(X=x4)=P(X=3) = C33(0.4)3(1-0.4)0= 0.064
F ( x) =
xi x
pi
0.216
F ( x) = 0.216 + 0.432
0.216 + 0.432 + 0.288
0.216 + 0.432 + 0.288 + 0.064 = 1
khi x < 0
khi 0 x < 1
khi 1 x < 2
khi 2 x < 3
khi x 3
06:19:41

3.4 Hm phn b
th hm phn b
0.216
F ( x) = 0.648
0.936
= 1
khi x < 0
khi 0 < x < 1
khi 1 x < 2
khi 2 x < 3
khi x 3
06:19:41

3.4 Hm phn b
V d 2. Hm phn b ca bin ngu nhin X c cho di dng

0
F ( x) = a ( x - 1) 2
khi x < 1
khi 1 x < 3
khi x 3
a) Gi thit F(x) lin tc, tm h s a v v th ca F(x);

b) Tnh xc sut P(1<X<2)
o
Gii: a) Theo gi thit F(x) lin tc, nn khi x = 3 ta c a(x - 1)2 =1, t
a=1/4. th ca F(x) l ng parabol F(x)=0,25(x-1)2 trn khong (1;3)
b) Vi hm lin tc P(X=2)=0 nn P(1<X< 2) = P(1<X2) = F(2)-F(1) = 1/4
F ( x ) 0.25( x 1) 2
1
khi x 1
khi1 x 3
khi x 3
06:19:41

3.4 Lin h gia hm phn b v mt xc sut
i vi bin ngu nhin ri rc

F ( x ) pi
i
Cc pi lp thnh bng phn b xc sut
i vi bin ngu nhin lin tc F ( x) = P( X x)

o
P(x< X x+x) = F(x+x)-F(x)

c gi l xc sut trung
P
(
x
x
)
F
(
x
x
)
F
(
x
)
Lp t s
bnh X nhn gi tr trn mt
n v di ca khong x
Nu hm F(x) kh vi, ly gii hn ng thc trn khi x0

P( x X x x )
F ( x x ) F ( x )
lim
F ( x )
x 0
x 0
x
x
lim
Gii hn ny, nu tn ti, c gi l hm mt xc sut f ( x) F ( x)
dF ( x )
f ( x)
dx
F ( x)
f ( x)dx
06:19:41

Tnh cht:
1) f(x) 0 (theo nh ngha)
2)
f ( x)dx 1
(theo nh ngha)
3) P(a < X b) =
f ( x)dx
a
F
f
P(a < x < b)
b
06:19:41

V d: Hm mt xc sut ca bin ngu nhin X c dng
khi a x b
c
f ( x)
0
khix a, x b
Hy xc nh f(x), F(x) v v th ca f(x), F(x)
Gii: T v d mc trc
Do :
f ( x )dx f ( x )dx cdx c(b a ) 1 c
f ( x) b a
khi a x b
khix a, x b
0
x
x a
F ( x ) f ( x )dx
b a
1
khi x a
khi a x b
khi x b
06:19:41
1
ba

th hm mt v hm phn b
1
f ( x) b a
khi a x b
khix a, x b
0
x
x a
F ( x ) f ( x )dx
b a
1
khi x a
khi a x b
khi x b
Bin ngu nhin X trn c gi l c phn b u

06:19:41

3.5 Mt s phn b thng dng trong thc t
Phn b nh thc:
o
Tin hnh n php th Bernoulli, xc sut xut hin s kin A trong mi php
th khng i bng P(A)=p. Gi X l bin ngu nhin ch s ln xut hin A
trong n php th. Phn b ca X c gi l phn b nh thc (Binomial
distribution),
K hiu X ~ B(n,p).
Pn ( k ) P ( X k ) Cnk p k (1 p ) n k , k 0,1,..., n
06:19:41

Phn b Poisson
o
Trong phn b nh thc, ta quan tm n s ln xut hin mt

hin tng trong n php th c lp.
Trong thc t c tnh hung ta quan tm n s ln xut hin
mt s lng xy ra ca s kin no trong mt khong thi
gian hay khng gian nht nh. Phn b ca i lng ngu
nhin nh vy c gi l phn b Poisson.
VD, mt i lng ngu nhin X l
S lng xe hi xut i qua mt trm kim sot trong 1 gi.

S ln g b sai ca khi nh my mt trang giy.
S ln truy cp vo mt my ch web trong mi pht.
S ln t bin xy ra trn mt on DNA sau khi chu mt lng bc x..
S lng bng n b chy trong mt khong thi gian xc nh.
S lng bn thng trong mt trn u.
06:19:41

Phn b Poisson
o
c trng cho phn b Poisson l s ln xut hin trung bnh

trong khong thi gian/khng gian xem xt, k hiu l . i
lng ngu nhin X c phn b Poisson vi tham s , k hiu
X ~ Pois().
Khi , phn b Poisson c xc nh l
e- k
P(k ; ) = P( X = k ; ) =
, k = 0,1, 2...
k!
06:19:41

Chng minh phn b Poisson

o
tm phn b Poisson, ta chia khong thi gian ang xt ra

thnh n khong nh gi xc sut xut hin ca s kin ti mi
khong thi gian con l p, khi trung bnh s ln xut hin l:
= np. (lu : n cng tng th p cng gim)
Nh vy ta tr v bi ton: xc nh xc xut s kin xy ra
ng k ln trong n ln th vi mi ln th xc sut xut hin l p
Chui php th Bernouli. Ly gii hn khi n , sao cho
= np.
06:19:41

Chng minh phn b Poisson

Pn ( k ) Cnk p k (1 p ) n k
np p
lim 1 +
n
n(n - 1)...(n - k + 1)

Pn (k ) =

1-
k!
n
n
k
n- k
n n - 1 n - 2 n - (k - 1)

=
...
1-
1-
k! n n
n
n
n
n
n
=e
- k
x
x
lim 1 +
=
e
n
n
lim P (k ; )=
n
k
k!
e-
06:19:41

Hnh dng ca phn phi Poisson ph thuc vo

tham s :
=0.50
=3.00
0.70
0.25
0.60
0.20
0.40
P(x)
P(x)
0.50
0.30
0.15
0.10
0.20
0.05
0.10
0.00
0.00
0
10
06:19:41
11
12

Phn b chun:
o
Bin ngu nhin X c gi l c phn b chun nu hm mt xc sut

ca n c dng
2
f ( x)
o
o
o
1
e
2
1 x

Trong (-<x<+), v l cc tham s ca phn b
K hiu XN(,)
th hm mt l mt ng cong i xng qua trc x= v c cc i
1
bng
f m ax
2
x2
Trng hp ring, XN(0,1), khi hm mt c dng ( x) 1 e 2
v bin X c gi l c phn b chun chun ha
06:19:41

o
th
06:19:41

Phn b chun:
o
Hm phn b ca bin ngu nhin X c phn b chun c xc nh bi
1
F ( x)
2
Vi phn b chun chun ha ta c:
1 x

dx
1
( x)
2
x2
dx
06:19:41

Phn b m:
o
Bin ngu nhin X c gi l c phn b m nu hm mt xc sut ca

n c dng
0
f ( x ) x
e
o
khi x 0
khi x 0
( 0)
V hm phn b c dng
0
F ( x)
x
1
khi x 0
khi x 0
06:19:41

Phn b 2 (Khi bnh phng)
n
2
2
(
n
)
X
o Nu XiN(0,1), i=1..n, khi bin ngu nhin
i
i 1
c gi l c phn b 2
o Hm mt v hm phn b xc sut ca phn b 2 c dng
0
n
x
x 2 1
f ( x)
2
e
n2 n
2
2
F ( x)
1
n
2
2 0
2
khi x 0
khi x 0
n
t
1
2
2
e dt
( x) e t t x 1dt
Tham s n
c gi l
s bc t do
( x 1) x( x)
(1) 1
1

2
06:19:41

th hm mt ca phn b 2
Ph thuc vo s bc t do n
06:19:41

Phn b Student (phn b t):
( n)
o Nu
X N (0,1), X
1
th bin ngu nhin

X
X1
X2
c gi l c phn b Student hay phn b t

o
Hm mt ca phn b t c dng
n 1
n 1
2
x
2
1
f ( x)
n
n
n
2
Hm mt l mt hm chn
Tham s n c gi
l s bc t do
06:19:41

o
th hm mt ca phn b t
- i xng qua trc tung
- Ph thuc vo tham s n
06:19:41

Phn b F (Fisher)
2 (n1 )
2 (n2 )
o Nu
X1
o
o
n1
, X2
n2
X 1 2 (n1 ) / n1
th bin ngu nhin X
2
X 2 (n2 ) / n2
c gi l c phn b F (hay phn b Fisher)

Hm mt xc sut ca n c dng
n1
n1 n2
1
n n (
)
2
x
2
f ( x)
n1 n2
n1
n2
( ) ( ) (n1 x n2 ) 2
2
2
f n1 ,n2 ( x) f ( x, n1 , n2 )
n1
n2
12 2 2
Cc tham s
n1, n2 c gi
l cc bc t do
06:19:41

th hm mt ca phn b F (Fisher)
Ph thuc vo hai tham s n1, n2

06:19:41

Mt s kh nng ng dng cc phn b l thuyt
xt cc phn b:
Dng xp x cc
o Phn b nh thc
phn b thc nghim
o Phn b Poisson
o Phn b chun
o Phn b chun chun ha
Dng lm phn b
o Phn b m
mu trong cc bi ton
o Phn b 2 (Khi bnh phng)
kim nghim gi thit
o Phn b Student (t)
thng k
o Phn b F (Fisher)
06:19:41

S dng EXCEL xc nh cc phn b
o Phn b nh thc: BINOMDIST(k, n, p, Cumulative)
o
Phn b Poisson: POISSON(k, Lamda, Cumulative)
Phn b chun: NORMDIST(x, , , Cumulative)
Phn b chun chun ha: NORMDIST(x, 0, 1, Cumulative)
Phn b m: EXPONDIST(x, Lamda, Cumulative)
Phn b 2 (Khi bnh phng): CHIDIST(x, n)
Phn b Student (t): TDIST(x, n, Tails) (Tails=1 hoc 2)
Phn b F (Fisher): FDIST(x, n1, n2)
06:19:41

Ghi ch:
o
i vi cc hm trn y, tham s Cumulative nhn gi tr

TRUE hoc FALSE
Khi Cumulative=TRUE, kt qu tr v l hm phn b
Khi Cumulative=FALSE, kt qu tr v l hm mt
Cc hm CHIDIST(x, n) v FDIST(x, n1, n2) u tr v kt

qu l xc sut P(Xx) = 1F(x)
Hm TDIST(x, n, Tails) c tham s Tails=1 hoc 2
Nu Tails=2, kt qu tr v l xc sut P(|X|>x), x0
Nu Tails=1, kt qu tr v l xc sut P(X>x), x0
V hm mt i xng qua trc tung suy ra nhnh x<0

06:19:41

Bi tp:
o
S dng Ms Excel, v phn b nh thc B(500; 0,02) v phn b Pois(10)

trn cng mt th. Nhn xt kt qu nhn c.
06:19:41

3.6 Cc c trng s ca i lng ngu nhin
Ti sao li phi xt cc c trng s?
M t bin ngu nhin y nht l cc hm phn b hoc hm
mt
o Biu th c dng iu
o Mc tp trung, mc phn tn,
o Tnh xc sut cc s kin
o
Nhiu trng hp trong thc t vic xc nh cc hm ny rt kh
v hu nh khng th
Thay cho cc hm ny ta s xt mt s c im quan trng ca n
thng qua nhng c trng s
Cc c trng s c th c s dng m t nhng nt khi
qut nht ca bin ngu nhin
06:19:41

1. K vng ton hc
nh ngha: K vng ton hc ca i lng ngu nhin X l mt

s c cng th nguyn vi X, c k hiu bi mx v c xc
nh bi mx = M[X], trong M l k hiu ton t ly k vng
Nu X l bin ngu nhin ri rc

m x M [ X ] xi pi
i
vi pi = P(X=xi)
Nu X l bin ngu nhin lin tc
mx M [ X ]
xf ( x)dx
vi f(x) l hm mt xc sut ca X
06:19:41

1. K vng ton hc
V d: i lng ngu nhin ri rc X c phn b xc sut c

cho nh trong bng di y. Hy xc nh k vng ca X
X
0.2
0.5
0.3
3
mx M [ X ] xi pi
Gii:
i 1
1 0.2 2 0.5 5 0.3

mx 0.2 1.0 1.5 2.7
0
K vng nh l Trng tm ca h
06:19:42

1. K vng ton hc
V d: Cho X l i lng c phn b u trn on [a,b]. Hy

xc nh k vng ca X
1
Gii:
f ( x)
ba
1
1
1 1 2
mx M [ X ] xf ( x)dx x
dx
xdx
x
ba
ba a
ba 2 a
1 1
ab
2
mx
(b a)
ba 2
2
a
(a+b)/2
b
06:19:42

1. K vng ton hc
Cc tnh cht ca k vng

1) Nu X=C l mt hng s th M[X]=M[C] = C
2) Nu C=Const th M[CX] = CM[X]
3) M[X Y] = M[X] M[Y]
4) Nu X v Y c lp vi nhau th M[XY] = M[X].M[Y]
5) Nu Y=g(X) th M[Y] = M[g(X)], trong
g ( xi ) pi
NuX l binngunhi n ri rc
i
M [Y ]
g ( x) f ( x)dx NuX l binngunhi n li n tc
06:19:42

1. K vng ton hc
Chng minh:
V C=Const nn P(X=C)=1 M[X]=1.C=C
M [CX ] Cxi pi C xi pi CM [ X ]
X ri rc
i
X lin tc
M [CX ] Cxf ( x)dx C xf ( x)dx CM [ X ]
06:19:42

1. K vng ton hc
Chng minh:
3) M[X Y] = M[X] M[Y] Xt M[X+ Y] = M[X] + M[Y]
n gin, ta xt X, Y l ri rc c phn b tng ng:
pi = P(X=xi), qj = P(Y=yj)
t Z=X+Y zij = xi+yj
Phn b ca Z: rij = P(Z=zij) = P(X=xi, Y=yj)
M [Z ] zij rij ( xi y j )rij xi rij y j rij

i
M [Z ] xi rij y j rij xi pi y j q j M [ X ] M [Y ]
i
06:19:42

1. K vng ton hc
Chng minh:
n gin, ta xt X, Y l ri rc c phn b tng ng:
pi = P(X=xi), qj = P(Y=yj)
t Z=XY zij = xiyj
Phn b ca Z: rij = P(Z=zij) = P(X=xi, Y=yj)
V X v Y c lp nn P(X=xi, Y=yj) = P(X=xi).P(Y=yj)= pi.qj
M [Z ] zij rij xi y j rij xi y j pi q j

i
M [Z ] xi pi y j q j M [ X ].M [Y ]
i
j
06:19:42

1. K vng ton hc
Chng minh:
5) Nu Y=g(X) th M[Y] = M[g(X)]
o Nu X l ri rc: pi = P(X=xi) P(Y=yi)=P(Y=g(xi))=pi
M [Y ] g ( xi ) pi
i
Nu X l lin tc c mt f(x):
F(y)=P(Y<y)=P(g(X)<g(x))=P(X<x)=F(x) f(y)=f(x)
M [Y ]
g ( x) f ( x)dx
06:19:42

1. K vng ton hc
Cc tnh cht ca k vng: Pht biu tm tt

K vng ca mt hng s bng chnh hng s
K vng ca tch hng s vi L ngu nhin bng tch ca
hng s v k vng ca L ngu nhin
3) M[X Y] = M[X] M[Y]
K vng ca tng (hiu) bng tng (hiu) cc k vng
K vng ca tch hai bin ngu nhin c lp bng tch cc
k vng ca chng
5) Nu Y=g(X) th M[Y] = M[g(X)]
06:19:42

2. Trung v (Median)
nh ngha: Trung v ca i lng ngu nhin X l mt s c

cng th nguyn vi X, k hiu l Mex v c xc nh bi:
P( X Mex ) P( X Mex )
Nhn thy
P( X Mex ) P( X Mex ) F () 1
Do
F ( Mex ) 0.5
Ni cch khc: Trung v ca i lng ngu nhin X chnh l
nghim ca phng trnh
F ( x) 0.5
Nh vy, Trung v l im phn i khi lng

xc sut ca X thnh hai phn bng nhau
06:19:42

2. Trung v (Median)
Me x
06:19:42

3. Mt (Mode)
nh ngha: Mt ca i lng ngu nhin X l s c cng th

nguyn vi X, ti hm mt xc sut t cc i.
K hiu l Mox
Nu f(x) kh vi hai ln, c th xc nh mt bi

df ( x )
0
dx
x Mox
2
d f ( x)
0
dx 2
x Mox
X c th c mt mt, nhiu mt,

hoc c th khng c mt
06:19:42

3. Mt (Mode)
Phn b khng c mode
Phn b c mt mode
06:19:42

4. Phng sai
nh ngha: Phng sai ca i lng ngu nhin X l mt s

khng m c k hiu bi Dx v c xc nh bi
Dx= M[(X-mx)2], trong M l k hiu ton t ly k vng
Nu X l bin ngu nhin ri rc

Dx M [( X mx ) 2 ] ( xi mx ) 2 pi
i
vi pi = P(X=xi)
Nu X l bin ngu nhin lin tc
Dx M [( X mx ) 2 ] ( x mx ) 2 f ( x)dx
vi f(x) l hm mt xc sut ca X
06:19:42

4. Phng sai
T biu thc nh ngha: Dx= M[(X-mx)2], suy ra:
Dx M [( X mx ) 2 ] M [ X 2 2 Xm x mx2 ]
M [ X 2 ] 2mx M [ X ] mx2
Dx M [ X 2 ] 2mx mx mx2 M [ X 2 ] ( M [ X ]) 2
2
X ri rc:
Dx xi2 pi xi pi
i
i
X lin tc:
Dx x f ( x)dx xf ( x)dx
K hiu khc: Dx = D[X]

06:19:42

4. Phng sai
T biu thc nh ngha: Dx= M[(X-mx)2]

mx l tm phn b (trng tm)
(X-mx) l lch ca cc gi tr ca X khi tm phn b C
th m, c th dng
(X-mx)2 l bnh phng cc lch ny
Dx=M[(X-mx)2] l trung bnh cc bnh phng lch ca X khi
tm phn b
T suy ra ngha ca phng sai:
Phng sai ca i lng ngu nhin l mt s khng m c

trng cho mc phn tn ca cc gi tr ca i lng ngu
nhin xung quanh k vng ca n (thc o phn tn ca X)
Dx cng ln s phn tn cng ln, v ngc li

06:19:42

4. Phng sai
Cc tnh cht
1) Nu X=C=Const th D[X]=D[C]=0
2) Nu C=Const th D[CX] = C2.D[X]
3) Nu X v Y c lp vi nhau th D[XY]=D[X]+D[Y]
Pht biu
1) Phng sai ca hng s bng 0
2) Phng sai ca tch mt hng s vi mt i lng ngu nhin
bng phng sai ca i lng ngu nhin v bnh phng ca
hng s
3) Phng sai ca tng (hiu) hai i lng ngu nhin c lp
bng tng cc phng sai ca chng
06:19:42

4. Phng sai
Chng minh:
1) Nu X=C=Const th D[X]=D[C]=M[(C-M[C])2]=M[(C-C)2]=0
2) Nu C=Const th
D[CX] = M[(CX-M[CX])2] =M[(CX-CM[X])2]=
= M[C2(X-M[X])2]=C2M[(X-M[X])2]= C2D[X]
3) Nu X v Y c lp vi nhau th
D[XY]=M[(XY-M[X Y])2 = M[{(X-M[X](Y-M[Y])}2]=
= M[(X-M[X])2 + (Y-M[Y])2 2(X-M[X])(Y-M[Y])] =
= M[(X-M[X])2] + M[(Y-M[Y])2] 2M[(X-M[X])(Y-M[Y])]
=D[X]
=D[Y]
=0 do X v Y c lp
D[XY] = D[X] + D[Y]

06:19:42

4. Phng sai
T nh ngha: Dx= D[X] = M[(X-mx)2]
Nhn thy:
o mx = M[X] c th nguyn cng th nguyn vi X
o Dx = D[X] c th nguyn bng bnh phng th nguyn ca X
o c th so snh gia tp cc gi tr ca X, mx vi mc
phn tn ca X, thay cho Dx ngi ta dng cn bc hai ca Dx
gi l lch chun v k hiu bng x
x Dx D[X ]
06:19:42

4. Phng sai
V d 1
o Bin ngu nhin ri rc X c phn b c cho trong bng
sau. Hy tnh k vng, phng sai v lch chun ca X.
o
o
0.3
0.5
0.2
Gii:
mx = 1x0.3 + 2x0.5 + 3x0.2 = 2.3
3
Dx xi mx pi (1 2.3)2 0.3 (2 2.3)2 0.5 (3 2.3)2 0.2

2
i 1
Dx 2.01
x Dx 2.01 1.42
06:19:42

4. Phng sai
V d 2
o Cho bin ngu nhin ri rc X tun theo lut phn b nh thc
pn ( k ) Cnk p k q n k
vi X = {0, 1, 2, ..., k, ...,n}, q=1p. Hy tnh k vng,

phng sai v lch chun ca X
Gii: Ta c
n
k 0
k 0
mx M [ X ] kpn ( k ) kCnk p k q n k
Dx M [ X 2 ] M [ X ] M [ X 2 ] mx2
2
k 0
k 0
M [ X 2 ] k 2 pn ( k ) k 2Cnk p k q n k
06:19:42

n
mx kCnk p k q n k ???
k 0
( p q ) n Cnk p k q n k
k 0
n( p q) n 1 kCnk p k 1q n k
o hm
theo p
Nhn hai v vi p (ch p+q=1)
k 0
pn( p q)
n 1
kCnk p k q n k pn mx
k 0
o hm
theo p
n(n 1)( p q) n 2 k (k 1)Cnk p k 2 q n k

k 0
Nhn hai v vi p2
p 2n( n 1)( p q) n 2 k (k 1)Cnk p k q n k

k 0
06:19:42

n
mx kCnk p k q n k ???
k 0
mx np
k 0
k 0
p 2n( n 1)( p q)n 2 k 2Cnk p k q n k kCnk p k q n k n( n 1) p 2

n
M [ X 2 ] k 2Cnk p k q n k
k 0
M [ X ] n(n 1) p np
2
Dx M [ X 2 ] mx2 n ( n 1) p 2 np n 2 p 2
Dx n 2 p 2 np 2 np n 2 p 2 np(1 p ) npq
Dx npq
x npq
06:19:42

5. Phn v
nh ngha: Phn v cp p ca i lng ngu nhin X l mt s

c cng th nguyn vi X, k hiu l xp, v c xc nh bi
F(xp) = p, trong F(x) l hm phn b ca X
Nu p=0.5: F(x0.5) = 0.5 x0.5 = Mex = Trung v

Khi p=0.25: x0.25
Khi p=0.5: x0.5
Khi p=0.75: x0.75

Cc phn v ny chia tp cc
gi tr ca X thnh 4 khong
c cng xc sut 0.25
x0.25 x0.5 x0.75
Chng c gi l t v
06:19:42

5. Phn v
V d: Bin ngu nhin X phn b u c hm mt v hm

phn b c cho bi:
1
f ( x) b a
khi a x b
khix a, x b
0
x
x a
F ( x ) f ( x )dx
b a
1
khi x a
khi a x b
khi x b
Hy xc nh cc t v ca X.
Gii: Ta c
x0.25: F(x0.25)=(x0.25-a)/(b-a)=0.25 x0.25=a+(b-a)/4
x0.5: F(x0.5)=(x0.5-a)/(b-a)=0.5 x0.5=a+(b-a)/2
x0.75: F(x0.75)=(x0.75-a)/(b-a)=0.75 x0.75=a+3(b-a)/4
06:19:42

5. Phn v
Vi a=1, b=5:
x0.25=1+(5-1)/4=2
x0.5=1+2(5-1)/4=3
x0.75=1+3(5-1)/4=4
06:19:42

6. Mmen
nh ngha 1: Mmen gc bc k ca i lng ngu nhin X l

mt s k hiu l mk, v c xc nh bi mk=M[Xk]
xik pi
i
k
mk M [ X ]
x k f ( x )dx
nuX l ri rc
nuX l li n tc
Nu k=1: m1 = M[X] = mx K vng l mmen gc bc 1

Nu k=2: m2 = M[X2] Thng dng trong tnh ton trung gian
V d: Dx = D[X] = M[X2] (M[X])2 = m2 m12 = m2 mx2
06:19:42

6. Mmen
nh ngha 2: Mmen trung tm bc k ca i lng ngu nhin

X l mt s k hiu k, v c xc nh bi k=M[(X-M[X])k]
T
k
( xi mx ) pi
i
k
k M [( X M [ X ]) ]
( x mx )k f ( x )dx
nuX l ri rc
nuX l li n tc
k 1 : 1 M [( X mx )] mx mx 0
k 2 : 2 M [( X mx )2 ] Dx x2
k 3 : 3 M [( X mx )3 ]
k 4 : 4 M [( X mx )4 ]
06:19:42

6. Mmen
Lin h gia mmen gc v mmen trung tm
S dng nh thc Newton

k
k
i i
k i i
k M [( X mx ) ] M (1) Ck X mx
i 0
( 1)i Cki m1i M X k i

i 0
(1) C m m
k
i 0
i
k
i
1
k i
k ( 1)i Cki m1i mk i

i 0
V d: Vi k=2 ta c 2 = m2 - 2(m1)2 + (m1)2 = m2 - (m1)2

06:19:42

6. Mmen
Nhn thy: Khi r=2k-1, k=1,2,
0
r ( x mx ) f ( x )dx
0
nuf(x - mx ) l hmchn
nung-c li
Nu X c phn b i xng i vi k vng th mi mmen

trung tm bc l u bng khng (v tch phn ca hm l trn
khong i xng).
Do ngi ta s dng mmen trung tm bc ba c trng
cho mc bt i xng ca phn b
06:19:42

6. Mmen
3 M [( X mx ) ]
3
Th nguyn ca 3 bng th nguyn ca X3 Khng so snh

c gia cc phn b vi nhau
Thay cho 3 ngi ta dng i lng v th nguyn
3
3
M [( X mx ) ]
A 3
3
3
2
x
Dx
M [( X mx )
3
Gi l bt i
xng hay h s
bt xng
4 gi l nhn, c trng cho mc

i lng E 4
x nhn hn hay t hn phn b chun
06:19:42
ngha ca bt i xng
3
A 3
x
0.45
0.4
A>0
0.35
A<0
0.3
0.25
A=0
0.2
0.15
0.1
0.05
0
0
10
06:19:42
ngha ca nhn
4
E 4 3
x
Nhn hn chun hay t hn chun !
06:19:42

Phn b chun XN(,). Hy xc nh k vng, phng sai
ca X. Tnh cc xc sut P(|X-|<), P(|X-|<2) v P(|X|<3).
2
1 x
x

Gii:
1
2
t t
mx xf ( x )dx
xe
dx
x t, dx dt
1
mx
2
mx
2
( t )e
t
2
dt
1
mx
2
t2
1
e dt 2
e dt 2
t2
te
t2
dt
=0 do t/p hm l
mx
06:19:42

1
Dx M [ X ] m
2
2
1
M[X ]
2
2
2
x
1 x

2
2
x e
t2
t2
2
2
mx
dx mx2 t t x
te
t2
dt
t2
t2
2
=0 do t/p hm l
t e dt tde d (te
1
( t ) e dt 2
2
e dt
2
2
2
2
t2
2
2 2 2
(
t ) e dt
t2
2
2
t e
dt
t2
) e dt te
t2
Dx
2
t2
2
t e
t2
2
2
=0
06:19:42
dt

ngha ca hai tham s v ca phn b chun:
l k vng ca X, l lch chun ca X

=1, =2
=1, =1
=2, =2
=1, =2
06:19:42

Z-score v bng phn b chun
Z=
X-
Nu X c phn b
chun Z C phn
b chun chun
ha
06:19:42

Z-score v bng phn b chun

0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
0.00
0.5000
0.5398
0.5793
0.6179
0.6554
0.6915
0.7257
0.7580
0.7881
0.8159
0.8413
0.8643
0.8849
0.9032
0.9192
0.9332
0.9452
0.9554
0.9641
0.01
0.5040
0.5438
0.5832
0.6217
0.6591
0.6950
0.7291
0.7611
0.7910
0.8186
0.8438
0.8665
0.8869
0.9049
0.9207
0.9345
0.9463
0.9564
0.9649
0.02
0.5080
0.5478
0.5871
0.6255
0.6628
0.6985
0.7324
0.7642
0.7939
0.8212
0.8461
0.8686
0.8888
0.9066
0.9222
0.9357
0.9474
0.9573
0.9656
0.03
0.5120
0.5517
0.5910
0.6293
0.6664
0.7019
0.7357
0.7673
0.7967
0.8238
0.8485
0.8708
0.8907
0.9082
0.9236
0.9370
0.9484
0.9582
0.9664
0.04
0.5160
0.5557
0.5948
0.6331
0.6700
0.7054
0.7389
0.7704
0.7995
0.8264
0.8508
0.8729
0.8925
0.9099
0.9251
0.9382
0.9495
0.9591
0.9671
0.05
0.5199
0.5596
0.5987
0.6368
0.6736
0.7088
0.7422
0.7734
0.8023
0.8289
0.8531
0.8749
0.8944
0.9115
0.9265
0.9394
0.9505
0.9599
0.9678
0.06
0.5239
0.5636
0.6026
0.6406
0.6772
0.7123
0.7454
0.7764
0.8051
0.8315
0.8554
0.8770
0.8962
0.9131
0.9279
0.9406
0.9515
0.9608
0.9686
0.07
0.08
0.5279
0.5319
0.5675
0.5714
0.6064
0.6103
0.6443
0.6480
0.6808
0.6844
0.7157
0.7190
0.7486
0.7517
0.7794
0.7823
0.8078
0.8106
0.8340
0.8365
0.8577
0.8599
0.8790
0.8810
0.8980
0.8997
0.9147
0.9162
0.9292
0.9306
0.9418
0.9429
0.9525
0.9535
0.9616
0.9625
0.9693 06:19:42
0.9699
0.09
0.5359
0.5753
0.6141
0.6517
0.6879
0.7224
0.7549
0.7852
0.8133
0.8389
0.8621
0.8830
0.9015
0.9177
0.9319
0.9441
0.9545
0.9633
0.9706
Qui tc 68, 95, 99.7 %

Qui tc 3 sigma: Nu X c phn b chun th hu nh chc chn X s nhn
tr s trong khong (3 ; +3)
06:19:42
VD: Gi thit chiu cao trung bnh ca hc sinh nam lp 7 VN

l 143.3 cm, gi thit phn b chiu cao l phn b chun v c
lch trung bnh l 7.1 cm.
Hy tnh xc xut khi chn ngu nhin mt hc sinh nam lp 7
th c chiu cao ln hn 157 cm?
S: (p dng quy tc 68-95-99,7) 2.5%
06:19:42
TNG KT NHNG IM CN NH
i lng ngu nhin

o
o
o
Ri rc: Bng phn b xc sut

Lin tc: Hm mt
Hm phn b xc sut
Mt s dng phn b (nh thc, Poisson, chun, chun

chun ha, m, Khi bnh phng, Student, Fisher)
Cc c trng s ca i lng ngu nhin
o
o
o
o
o
K vng ton hc: mx = M[X]
Phng sai: Dx= M[(X-mx)2], lch chun x

Trung v Mex, phn v xp
Mode: Mox
M men gc bc k, mk=M[Xk], M men trung tm bc k,
k=M[(X-M[X])k], bt i xng, nhn ca phn b
06:19:42
Bi tp Ti lp v v nh
1, 3, 5, 7, 9
13, 15, 17
06:19:42
HT CHNG 3
06:19:42

CHG 3 - Xac Suat

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

CHG 3 - Xac Suat

Uploaded by

Copyright:

Available Formats

L THUYT

Chng 3. I LNG NGU NHIN V HM PHN B

3.1 Khi nim v i lng ngu nhin

M t bng li: A={ ng tin nhn mt sp }

c trng nh lng cho kt qu ngu nhin ca

Mt i lng nhn cc gi tr ca n vi xc sut tng ng

Chng 3. I LNG NGU NHIN V HM PHN B

3.1 Khi nim v i lng ngu nhin

Nhiu khi i lng ngu nhin cn c gi l bin ngu

Thng thng cc i lng ngu nhin (hay cc bin ngu

Chng 3. I LNG NGU NHIN V HM PHN B

3.1 Khi nim v i lng ngu nhin

Cn c vo tp gi tr c th ca i lng ngu nhin ngi ta

V d: Gi X l i lng ngu nhin ch s im nhn c khi gieo

i lng ngu nhin lin tc: Tp hp cc gi tr c th ca

V d: Gi Y l i lng ngu nhin ch nhit khng kh (oC) o

Chng 3. I LNG NGU NHIN V HM PHN B

m t bin ngu nhin ri rc X ta s dng bng phn b xc sut sau

V d 1: Gieo ng thi hai ng tin ging ht nhau. Gi X l bin

Gii: S ln xut hin mt sp ch c th l 0, 1 hoc 2, do X={0,1,2}

Chng 3. I LNG NGU NHIN V HM PHN B

Gii: Gi X l bin ngu nhin ch s n chi ph. Vy X={ 1, 2, 3 }

Chng 3. I LNG NGU NHIN V HM PHN B

Gii: Ta c X={ 0, 1, 2, 3,, n }

Chng 3. I LNG NGU NHIN V HM PHN B

m t bin ngu nhin lin tc X ta s dng khi nim hm mt xc

Khi , xc sut X nhn gi tr trong khong (a,b) c xc nh bi

Chng 3. I LNG NGU NHIN V HM PHN B

Gii: Theo nh ngha,

f ( x)dx f ( x)dx cdx c(b a) 1

Chng 3. I LNG NGU NHIN V HM PHN B

Nu X l bin ngu nhin ri rc, hm phn b F(x) c dng

Nu X l bin ngu nhin lin tc, F(x) c th c xem nh xc sut khi

Chng 3. I LNG NGU NHIN V HM PHN B

Cc tnh cht ca hm phn b

Cc tnh cht 1) v 2) suy ra t nh ngha: F(x)=P(X x)

Chng 3. I LNG NGU NHIN V HM PHN B

V d 1. Tin hnh bn 3 pht sng c lp vo bia; xc sut trng

Gii: Gi X l i lng ngu nhin ch s ln bn trng bia, X c th ly

0.216 + 0.432 + 0.288

0.216 + 0.432 + 0.288 + 0.064 = 1

Chng 3. I LNG NGU NHIN V HM PHN B

Chng 3. I LNG NGU NHIN V HM PHN B

V d 2. Hm phn b ca bin ngu nhin X c cho di dng

a) Gi thit F(x) lin tc, tm h s a v v th ca F(x);

Chng 3. I LNG NGU NHIN V HM PHN B

i vi bin ngu nhin ri rc

Cc pi lp thnh bng phn b xc sut

i vi bin ngu nhin lin tc F ( x) = P( X x)

P(x< X x+x) = F(x+x)-F(x)

Nu hm F(x) kh vi, ly gii hn ng thc trn khi x0

Gii hn ny, nu tn ti, c gi l hm mt xc sut f ( x) F ( x)

Chng 3. I LNG NGU NHIN V HM PHN B

P(a < x < b)

Chng 3. I LNG NGU NHIN V HM PHN B

Hy xc nh f(x), F(x) v v th ca f(x), F(x)

f ( x )dx f ( x )dx cdx c(b a ) 1 c

Chng 3. I LNG NGU NHIN V HM PHN B

Bin ngu nhin X trn c gi l c phn b u

Chng 3. I LNG NGU NHIN V HM PHN B

Chng 3. I LNG NGU NHIN V HM PHN B

Trong phn b nh thc, ta quan tm n s ln xut hin mt

S lng xe hi xut i qua mt trm kim sot trong 1 gi.