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Bi 3

Phn phi nh thc

Php th Bernoulli
Xt mt th nghim ch c 2 kh nng xy ra:
thnh cng hoc tht bi.
Thnh cng vi xc sut p.
Tht bi vi xc sut 1-p.
Th nghim nh vy gi l php th Bernoulli,
k hiu B(1,p).

Phn phi nh thc

Php th Bernoulli v d.
Tung ng xu: hnh / s.
Mua v s: trng / khng trng.
Tr li ngu nhin 1 cu trc nghim: ng / sai.
Kim tra ngu nhin hng ha: tt / xu.

Phn phi nh thc

Thc hin php th Bernoulli B(1,p) n ln c
lp.
t
X = S ln thnh cng trong n ln th nghim
X = 0, 1, 2, , n.
X c phn phi nh thc vi tham s p.
K hiu: X ~ B(n,p).

Phn phi nh thc

Cng thc
Xt X ~ B(n,p)

P( X k ) C p (1 p)
k
n

k 0,1,, n

nk

Phn phi nh thc

V d
Cho X ~ B(5,0.1)
Tnh P(X=1)
P(X 1) Cnk Pk (1 P)n k
5!

(0.1)1(1 0.1)51
1!(5 1)!
(5)(0.1)(0.9)4
.32805

Phn phi nh thc

Hnh dng ca phn phi nh thc s ph
thuc vo p v n.
P(x) n = 5 P = 0.1
Mean
.6

n = 5 v P = 0.1

.4
.2
0

x
0
P(x)

n = 5 v P = 0.5

.6
.4
.2
0

n = 5 P = 0.5
x

Nu X ~ B(n,p):
1) Trung bnh

EX np

2) Phng sai v lch tiu chun

2 npq

npq
- n: s ln thc hin th nghim
- p: xc sut thnh cng 1 ln th nghim
- q = 1- p.

Phn phi nh thc

V d

nP (5)(0.1) 0.5
Mean
nP(1-P) (5)(0.1)(1 0.1)
0.6708

P(x)
.6
.4
.2
0

x
0

nP (5)(0.5) 2.5
nP(1-P) (5)(0.5)(1 0.5)
1.118

n = 5 P = 0.1

P(x)

.6
.4
.2
0

n = 5 P = 0.5
x

Phn phi Poisson

S cc bin c xy ra trong mt khong
thi gian cho trc.
S cc bin c trung bnh trn mt n
v l .
V d
S ngi xp hng tnh tin siu th,
s cuc in thoi n bu in trong 1
ngy, s my tnh h trong 1 ngy 1
khu vc,

Bin ngu nhin X nhn gi tr t 0, 1, 2,

gi l c phn phi Poisson vi tham
s nu

e
P( X k )
k!
k = 0, 1, 2,

Trung bnh

E(X)

Phng sai v lch tiu chun

E[( X ) ]
2

Vi = s bin c xy ra trung bnh trn 1 n v

Phn phi Poisson

V d
Trong mt nh my dt, bit s ng si
b t trong 1 gi c phn phi Poisson
vi trung bnh l 4. Tnh xc sut trong 1
gi c
a. ng 3 ng si b t.
b. C nhiu hn 1 ng si b t.

Bng tra phn phi Poisson

0.10

0.20

0.30

0.40

0.50

0.60

0.70

0.80

0.90

0
1
2
3
4
5
6
7

0.9048
0.0905
0.0045
0.0002
0.0000
0.0000
0.0000
0.0000

0.8187
0.1637
0.0164
0.0011
0.0001
0.0000
0.0000
0.0000

0.7408
0.2222
0.0333
0.0033
0.0003
0.0000
0.0000
0.0000

0.6703
0.2681
0.0536
0.0072
0.0007
0.0001
0.0000
0.0000

0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000

0.5488
0.3293
0.0988
0.0198
0.0030
0.0004
0.0000
0.0000

0.4966
0.3476
0.1217
0.0284
0.0050
0.0007
0.0001
0.0000

0.4493
0.3595
0.1438
0.0383
0.0077
0.0012
0.0002
0.0000

0.4066
0.3659
0.1647
0.0494
0.0111
0.0020
0.0003
0.0000

V d: Tm P(X = 2) nu = .50

e k e0.50 (0.50)2
P( X 2)

.0758
k!
2!

0.70
0.60

= .50

0
1
2
3
4
5
6
7

0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000

P(x)

=
0.50

0.50
0.40
0.30
0.20
0.10
0.00
0

P(X = 2) = .0758

0.70

thuc vo tham s :
=0.50
=3.00
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

11

12

nh l Poisson

Cho X ~ B(n,p)
k
n

n k

lim C p q

n
p0
np

k!

Dng phn phi Poisson xp x phn

phi nh thc khi n >> p.

M hnh Poisson
M hnh Poisson :
+ Xt n php th Bernoulli.
+ Trong xc sut thnh cng l p.

+ Cc php th c lp vi nhau.
(Kt qu ca php th ny khng nh hng n kt
qu ca cc php th kia)
+ X s ln xut hin thnh cng trong n php
th.
+ Trong n ln ( n 100) v p nh (p 0,01
v np 20).
Khi X ~ P().

M hnh Poisson

V d
Trong mt t tim chng cho 2000 tr
em mt khu vc. Bit xc sut 1 tr b
phn ng vi thuc khi tim l 0.001.
Tnh xc sut trong 2000 tr c khng
qu 1 tr b phn ng khi tim thuc.

Phn phi u

Tt c cc kh nng c th xy ra ca bin ngu

nhin c phn phi u c xc sut bng nhau.
X c phn phi u trong khong [a,b], k hiu X ~
U([a,b]).

f(x)

xmin

xmax x

Tng din tch min

gii hn bi phn phi
u l 1.0

Phn phi u

Hm mt xc sut ca phn phi u trong on

[a,b]

f(x) =

1
ne
ua x b
b a
0

ni kha
c

vi

f(x) = gi tr hm mt ti im x
a = gi tr nh nht ca x
b = gi tr ln nht ca x

Phn phi u

K vng

a b
EX
2

Phng sai
2
(b-a)
2 VarX
12

Phn phi u
V d: Phn phi u trn khong 2 x 6
1
f(x) = 6 - 2 = .25 for 2 x 6
ab 26
EX

4
2
2

f(x)
.25

b a 6 2
VarX
2

12

12

16
1.333
12

Phn phi m

xc sut

f(t) e t v
it 0
Vi

s bin c xy ra trung bnh trong mt n v thi gian.

t s n v thi gian cho n bin c k tip.
e = 2.71828

bin c.

Phn phi m

t

F(t) 1 e

v
i t>0

K vng v phng sai

ET

VarT

Phn phi m
V d: S khc hng n mt quy dch v vi t l l
15 ngi mt gi. Hi xc sut thi gian gia 2 khch
hng lin tip n quy dch v t hn 3 pht l bao
nhiu.
Trung bnh c 15 khch hng n trong 1 gi, do
= 15

3 pht = 0.05 gi

Vy c khong 52,76% khong thi gian gia 2 khch

hng lin tip n lm dch v ti quy t hn 3 pht.

Phn phi m
V d:

Trong mt nh my sn xut linh kin

in t, bit tui th ca mt mch in
l bin ngu nhin c phn phi m vi
tui th trung bnh l 6,25 nm. Nu thi
gian bo hnh ca sn phm l 5 nm.
Hi c bao nhiu % mch in ca nh
my khi bn ra th trng phi thay th
trc thi gian bo hnh.

Bin ngu nhin X nhn gi tr trong R gi l

c phn phi chun vi tham s v 2 nu
hm mt xc sut

1
f ( x)
e
2

2
x

2 2

Vi: EX = v VarX = 2.
K hiu: X ~ N(, 2)

, x

Phn phi chun

Dng nh mt ci chung
C tnh i xng
Trung bnh = Trung v = Mode
V tr ca phn phi c xc nh
bi k vng,
phn tn c xc nh bi
lch tiu chun,
Xc nh t + to

f(x)

Bng vic thay i cc tham s v , ta nhn

c nhiu dng phn phi chun khc nhau

f(x)

Thay i dch chuyn phn

phi qua tri hoc phi

Thay i lm tng
hoc gim phn tn.

Xt bin ngu nhin X c phn phi chun vi

trung bnh v phng sai 2 , X~N(, 2), hm
phn phi ca X l

F(x 0 ) P(X x 0 )
f(x)

P(X x 0 )

x0

Xc sut ca phn phi chun

Xc sut X (a,b) o bi din tch gii
hn bi ng cong chun.

F(b) P(X b)
a

F(a) P(X a)

x

bng cch t

X
Z

chun ha. K hiu

Z ~ N(0 ,1)
f(Z)
1
0

Nu X c phn phi chun vi trung bnh l 100 and

lch tiu chun l 50, th gi tr ca Z ng vi X =
200 is

200 100

2.0
50

100
0

200
2.0

( = 100, = 50)

( = 0, = 1)

Phn phi chun ha

Hm mt

1
f ( z)
e
2

z2

( z ) : ha
m Gauss

Hm phn phi
1
F ( z0 ) P ( Z z0 )
2
ha
m Laplace

z0

t2

dt ( z )

Tnh xc sut
b
a
P(a X b) P
Z

b a
F
F

f(x)

a
a

Tnh xc sut
f(X)

P( X ) 0.5

0.5

P( X ) 0.5

0.5

P( X ) 1.0

tm xc xut P(X<x0); chun ha a

X v Z: tm xc sut bng cch tra bng
chun ha N(0,1).
F(a) P(Z a)=(a)

Tra bng chun ha N(0,1)

P(Z<1.04) = (1.04)= 0.8508

Tra bng chun ha N(0,1)

.9772

V d:
P(Z < 2.00) =
(2.00) = .9772
Do tnh i xng
(-z) = 1 - (z)
V d:
P(Z < -2.00) = (-2.00)= 1
(2.00) = 1 - 0.9772
= 0.0228

2.00

.9772
.0228

2.00

.9772

-2.00

V d

Gi s X c phn phi chun vi trung

bnh l 8.0 v lch tiu chun 5.0.
Tm P(X < 8.6).

X
8.0
8.6

V d
Z

8.6 8.0

0.12
5.0

=8
= 10

8 8.6

=0
=1

0 0.12

V d
Tra bng chun ha

(z)

.10

.5398

.11

.5438

.12

.5478

P(X < 8.6)

= P(Z < 0.12)
(0.12) = 0.5478

.13

.5517

0.00
0.12

V d
Gi s X c phn phi chun vi trung
bnh 8.0 v lch tiu chun 5.0.
Tm P(X > 8.6)

X
8.0
8.6

V d

P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z 0.12)

= 1.0 - 0.5478 = 0.4522
0.5478

1.000

1.0 - 0.5478
= 0.4522

Z
0
0.12

Z
0
0.12

Xp x phn phi nh thc bng phn

phi chun
Cho X ~ B(n,p). Khi n ln v p khng
qu gn 0 v 1.
Tnh P(X < c)?
Tnh P(a < X < b)?
Dng phn phi chun.

Xp x phn phi nh thc bng phn

phi chun
t
= EX = np
2 = VarX = np(1-p)
To bin ngu nhin Z c phn phi
chun ha t phn phi nh thc

X EX
X np
Z

VarX
np (1 p )

phi chun
X np c np

c np
c np
P( X c) P

P Z

npq
npq
npq

npq

a np
b np
P a X b P
Z

npq
npq

b np
a np

npq
npq

Xp x phn phi nh thc bng phn

phi chun

V d
Trong mt cuc bu c mt thnh ph,
bit rng 40% ngi dn ng h ng c
vin A. Chn ngu nhin 200 ngi, hi
xc sut gp c t 76 n 80 ngi
ng h ng c vin A l bao nhiu?

V d

E(X) = = nP = 200(0.40) = 80
Var(X) = 2 = nP(1 P) = 200(0.40)(1 0.40) = 48

76 80
80 80
P(76 X 80) P
Z

200(0.4)(1 0.4)
200(0.4)(1 0.4)
P( 0.58 Z 0)
(0) ( 0.58)
0.5000 0.2810 0.2190