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Probability and Statistics
Chng 5: C LNG
THAM S
S tit: 8
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Probability and Statistics
Ni dung
1. Gii thiu bi ton c lng tham s
2. c lng im: phng php hp l
cc i
3. c lng khong: trung bnh, phng
sai c mu
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Probability and Statistics
1. Bi ton c lng tham s
Gi s X
1
, X
2
, , X
n
l mu ngu nhin t phn phi F
0
bit nhng ph thuc vo mt hay mt vi tham s
cha bit.
V d:
- Mu c t phn phi Poisson: P(), =
- Mu c t phn phi chun: N(,
2
), = (,
2
)
Phn phi ny xc nh nu tm c hoc c lng c
gi tr ca
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Probability and Statistics
2. c lng im phng php hp l cc i
Bi ton tm mt thng k ( tt) c lng cho tham s
cha bit c gi l bi ton c lng im (point estimate).
V d: trung bnh mu l c lng ca ; S
2
l c lng ca
2
Gi s c mu c th (x
1
, x
2
, , x
n
)
Hm s c dng: f (x
1
, x
2
, , x
n
| ) c gi l hm hp l cc
i ca (likelihood function of ) hm mt xc sut ng
thi ca X
1
, X
2
, , X
n
.
c gi l c lng hp l cc i (maximum likelihood
estimator) ca nu
f (x
1
, x
2
, , x
n
| ) f (x
1
, x
2
, , x
n
| )
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Probability and Statistics
Phng php chung tm :
Bc 1: tm hm hp l cc i L() = f(x
1
, x
2
, , x
n
| )
Bc 2: logarit ha hm hp l cc i: lnL()
Bc 3: ly o hm v cho o hm bng 0
Bc 4: gii phng trnh v tm im dng
Bc 5: kim tra xem c tha
( )
ln
0
L u
u
c
=
c
( )
2
2
ln
0
L u
u
c
<
c
2. c lng im phng php hp
l cc i (tt)
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Probability and Statistics
2. c lng im phng php hp
l cc i (tt)
c lng hp l cc i ca tham s Bernoulli V d 2.1
Gi s c n kt cc c lp vi xc sut thnh cng u l p
(cha bit). Tm c lng hp l cc i ca p?
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Probability and Statistics
2. c lng im phng php hp
l cc i (tt)
Gi s mi RAM do mt nh my sn xut u c lp vi nhau v t
l RAM chp nhn c l p. Kim tra 1000 chic v c 921 chic
chp nhn c, khi c lng hp l cc i cho p l bao
nhiu?
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Probability and Statistics
2. c lng im phng php hp
l cc i (tt)
c lng hp l cc i ca tham s Poisson
V d 2.2
Gi s l cc bin ngu nhin Poisson c
lp vi k vng l . Hy xc nh c lng hp l cc
i ca
1 2
, ,...,
n
X X X

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Probability and Statistics
2. c lng im phng php hp
l cc i (tt)
Gi s s lng khch hng vo siu th trong mt ngy l bin
ngu nhin Poisson c k vng l cha bit. Sau khi quan st
20 ngy, thy c 857 ngi n siu th. Khi c lng hp
l cc i cho l bao nhiu?

Quan st ngu nhin 10 ngy trong nm 2008 ti mt thnh ph

th thy s lng tai nn giao thng l: 4,0,6,5,2,1,2,0,4,3. S
dng s liu trn c lng t l nhng ngy c nhiu nht 2
tai nn giao thng trong nm 2007?
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Probability and Statistics
2. c lng im phng php hp
l cc i (tt)
c lng hp l cc i trong dn s chun
V d 2.3
Gi s l cc bin ngu nhin chun c lp
vi k vng v phng sai cha bit l v .
1 2
, ,...,
n
X X X
1
n
i
x
n
=

2
o
( )
1/ 2
2
1
n
i
x
n

o
(

(
=
(
(

( )
1/ 2
2
1
1
n
i
x
S
n

(
= =
(

X =
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Probability and Statistics
3. c lng khong
Gi X
1
, X
2
, , X
n
l mu c t dn s chun
Cn c lng khong cho tham s
Ni cch khc, vi cho trc, cn tm khong (a;b) sao cho
( )
2
,o N
( ) o u = s s 1 b a P
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Probability and Statistics
3. c lng khong (tt)
c gi l tin cy
l xc sut gp sai lm khi c lng
gi l sai s ca c lng
tin cy cng ln th sai lm cng nh v
ngc li
o 1
o
2
a b
= c
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Probability and Statistics
3. c lng khong (tt)
Gi l mu c t dn s chun c k vng ,
cha bit v phng sai
2
bit. Khi , cc khong
c lng (interval estimate) cho l:
Hai pha:
Pha di: Trong :
Pha trn:
1 2
, ,...,
n
X X X
/ 2 / 2
; X Z X Z
n n
o o
o o | |
+
|
\ .
; X Z
n
o
o | |
+
|
\ .
; X Z
n
o
o | |

|
\ .
( )
( )
1
/ 2
/
1
2
1
n
i
X X n
Z
Z
o
o
o
o

= u

= u

Phng sai bit

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Probability and Statistics
3. c lng khong (tt)
Theo kinh nghim th trng lng ca mt sinh vt (g) l bin
ngu nhin chun v thay i theo ma, bit lch tiu chun
l 0,3. Kho st 50 sinh vt loi ny th c trng lng trung
bnh l 14. Vi tin cy l 95%:
a. Tm khong c lng cho
b. Tm khong tin cy pha trn, pha di ca
V d 3.1
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Probability and Statistics
3. c lng khong (tt)
Gi thit nh v d 3.1. Nu mun c lng gi tr trung bnh
chnh xc nm trong khong th c mu ti thiu l bao
nhiu?
V d 3.2
0,1
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Probability and Statistics
3. c lng khong (tt)
Trng lng ca mt loi c l bin ngu nhin chun c phng
sai l 0,3kg. c lng trng lng c vi tin cy l 95%
v ch sai lch trong khong 0,1kg th ly mu gm bao nhiu
con c?
Nu tin cy l 99,8% th phi cn bao nhiu con?
V d 3.3
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Probability and Statistics
3. c lng khong (tt)
Gi (X
1
, X
2
, , X
n
) l mu c t dn s chun c k vng v
phng sai
2
cha bit. Khi , cc khong c lng vi
tin cy 1- cho l:
Hai pha:
Pha di:
Pha trn:
V tra trong bng gi tr ca bin ngu nhin t.
/ 2; 1 / 2; 1
;
n n
t t X X
n
S
n
S
o o
| |
+
|
\ .
; 1
;
n
S
X t
n
o
| |
+
|
\ .
; 1
;
n
S
X t
n
o
| |

|
\ .
/ 2; 1 ; 1
;
n n
t t
o o
Phng sai cha bit, n < 30
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Probability and Statistics
3. c lng khong (tt)
Gi bn ca mt thit b (USD) trn th trng l bin ngu nhin
chun. Mt ngi mun mua thit b ny. Kho st ti 16 ca
hng c gi bn trung bnh l 157,7 USD vi lch tiu
chun l 8,92 USD. Hy c lng gi bn trung bnh ca thit
b vi phn trm tin cy l 95.
V d 3.4
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Probability and Statistics
3. c lng khong (tt)
Gi (X
1
, X
2
, , X
n
) l mu c t dn s chun c k vng
v phng sai
2
cha bit. Khi , cc khong c lng vi
tin cy 1- cho
2
l:
Hai pha:
Pha di: Pha trn:
Trong :
V c tra t bng gi tr ca bin ngu nhin Chi-bnh
phng.
( ) ( )
2 2
2 2
/ 2; 1 1 / 2; 1
1 1
;
n n
n S n S
o o
_ _

| |

|
|
\ .
( )
2
2
1 ; 1
1
0;
n
n S
o
_

| |

|
|
\ .
( )
2
2
; 1
1
;
n
n S
o
_

| |

|
|
\ .
( )
( )
2
1
/ 1
n
i
S X X n =

2
...
_
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Probability and Statistics
3. c lng khong (tt)
Gi s c mu s liu sau y v dy ca mt chi tit:
0,123; 0,124; 0,126; 0,120; 0,130; 0,133; 0,125; 0,128;
0,124; 0,126.
Tm c lng vi khong tin cy 90% cho lch tiu
chun ca dy ca chi tit ni trn.
V d 3.5