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Nguyen+ly+thong+ke+kinh+te PDF
Nguyen+ly+thong+ke+kinh+te PDF
MAI VN NAM
MC LC
Mc lc
PHN I
Trang
GII THIU MN HC
I. NGUN GC MN HC
II. THNG K L G?
1. nh ngha
2. Chc nng ca thng k
3. Phng php thng k
III. CC KHI NIM THNG DNG TRONG THNG
K
1. Tng th thng k
2. Mu
3. Quan st
4. Tiu thc thng k
5. Tham s tng th
6. Tham s mu
IV. CC LOI THANG O
1. Khi nim
2. Cc loi thang o
V. THU THP THNG TIN
1. Xc nh ni dung thng tin
2. Ngun s liu
2.1. D liu th cp
2.2. D liu s cp
4.3. Cc phng php thu thp thng tin
PHN II
THNG K M T
CHNG I
CHNG II
Mc lc
Trang
2. S tng i so snh
3. S tng i k hoch
4. S tng i kt cu
5. S tng i cng
III. S O TP TRUNG S BNH QUN
1. S trung bnh cng
2. S trung bnh gia quyn
3. S trung bnh iu ha
4. S trung bnh nhn
5. S trung v - Me
6. Mt Mo
IV. S O PHN TN
1. Khong bin thin
2. lch tuyt i trung bnh
3. Phng sai
4. lch chun
5. H s bin thin
V. PHNG PHP CH S
1. Ch s c th
2. Ch s tng hp
2.1. Ch s tng hp gi c
2.2. Ch s tng hp khi lng
3. Ch s trung bnh tnh t ch s tng hp
3.1. Ch s trung bnh iu ha v bin ng ca ch tiu cht
lng
3.2. Ch s trung bnh s hc v bin ng ca ch tiu khi
lng
4. Ch s khng gian
4.1. Ch s tng hp nghin cu s bin ng ca ch tiu cht
lng hai th trng A v B.
4.2. Ch s tng hp nghin cu s bin ng ca ch tiu khi
lng hai th trng A v B
5. H thng ch s lin hon 2 nhn t
PHN III
CHNG III
Mc lc
CHNG IV
Trang
CHNG V
KIM NH GI THUYT
I. MT S KHI NIM
1. Cc loi gi thuyt trong thng k
2. Cc loi sai lm trong kim nh gi thuyt
3. Qui trnh tng qut trong kim nh gi thuyt
II. KIM NH THAM S
1. Kim nh trung bnh tng th
2. Kim nh t l p tng th
3. Kim nh phng sai
4. Gi tr p ca kim nh
5. Kim nh s khc nhau ca 2 phng sai tng th
6. Kim nh s khc nhau ca hai trung bnh tng th
7. Kim nh s khc bit ca hai t l tng th (vi c mu
ln)
III. KIM NH PHI THAM S
1. Kim nh Willcoxon (Kim nh T)
2. Kim nh Mann - Whitney (Kim nh U)
3. Kim nh Kruskal Wallis
4. Kim nh s ph hp
5. Kim nh v s c lp, kim nh v mi lin h
IV. PHN TCH PHNG SAI (ANOVA)
1. Phn tch phng sai mt chiu
2. Phn tch phng sai hai chiu
3. Trng hp c hn mt tham s trong mt
CHNG VI
Mc lc
3. Khong tin cy ca cc h s hi qui
4. Kim nh tham s hi qui tng th ()
5. Phn tch phng sai hi qui
6. D bo trong phng php hi qui tuyn tnh n gin
7. M rng m hnh hi qui 2 bin
III. HI QUI TUYN TNH BI
1. M hnh hi bi
2. Phng trnh hi qui bi ca mu
3. Khong tin cy ca cc h s hi qui
4. Kim nh tng tham s hi qui tng th (i)
5. Phn tch phng sai hi qui
CHNG VII
Trang
DY S THI GIAN
I. DY S THI GIAN
1. nh ngha
2. Phn loi
3 Phng php lun d bo thng k
4. o lng chnh xc ca d bo
5. S la chn cng thc tnh sai s d bo
II. MT S CH TIU C BN V DY S THI GIAN
1. Mc trung bnh theo thi gian
2. Lng tng gim tuyt
3. Tc pht trin
3. Tc pht trin trung bnh
4. Tc tng gim
5. Gi tr tuyt i ca 1% tng gim
III. MT S M HNH D BO
1. D on da vo lng tng gim tuyt i trung bnh
2. D on da vo tc pht trin trung bnh
3. Phng php lm phng s m n gin
4. D bo bng hm xu hng
IV. PHN TCH TNH THI V CA DY S THI
GIAN
1. Cc yu t nh hng n bin ng ca dy S thi gian
2. Phn tch ch s thi v
LI NI U
Thng k l mt ngnh khoa hc c vai tr quan trng trong hu ht cc lnh vc
kinh t x hi. Nguyn l thng k kinh t, l thuyt thng k theo hng ng dng trong
lnh vc kinh t v qun tr kinh doanh, l cng c khng th thiu c trong hot ng
nghin cu v qun l. Nguyn l thng k kinh t tr thnh mt mn hc c s trong
hu ht cc ngnh o to thuc khi kinh t.
Trong bi cnh o to i hc theo tn ch ha, thi gian ln lp c gii hn v
sinh vin c khuyn khch t tham kho ti liu v t hc c hng dn ca ging vin.
Nhu cu v mt ti liu ging dy v hc tp mn nguyn l thng k kinh t, va ph
hp vi chng trnh o to theo tn ch, va nht qun vi cc mn hc nh lng
trong chng trnh o to bc i hc l cn thit. Gio trnh ny c bin son nhm
mc ch gip cho bn c am hiu cc vn v l thuyt, chun b cho nhng tit thc
hnh trn my tnh c hiu qu, l c s quan trng cho ngi hc tip cn cc mn hc
chuyn ngnh kinh t.
p ng nhu cu trn, Tc gi thc hin bin son quyn sch gio trnh thng
k kinh t. Ti liu ny c vit trn c s bn c c kin thc v xc sut thng k
ton, cho nn cun sch khng i su v mt ton hc m ch trng n kt qu v ng
dng trong lnh vc kinh t v qun tr kinh doanh vi cc v d gn gi vi thc t.
Vi kinh nghim ging dy c tch ly qua nhiu nm, tham gia thc hin cc
ti nghin cu trong lnh vc kinh t x hi; cng vi s phi hp v h tr ca ng
nghip, c bit ca ThS. Nguyn Ngc Lam, Tc gi hy vng quyn sch ny p ng
c nhu cu hc tp ca cc sinh vin v nhu cu tham kho ca cc bn c c quan
tm n nguyn l thng k kinh t trong nghin cu kinh t x hi.
Trong qu trnh bin son chc chn khng trnh khi nhng thiu st, Tc gi rt
mong nhn c nhng kin ng gp qu bu ca bn c ln ti bn sau quyn
sch c hon thin hn. Xin chn thnh cm n.
Tc gi
TS.Mai Vn Nam
PHN I
GII THIU MN HC
I. NGUN GC MN HC
Nu thng k c hiu theo ngha thng thng th ngay t thi c i con ngi
ch n vic ny thng qua vic ghi chp n gin.
Cui th k XVII, lc lng sn xut pht trin mnh m lm cho phng thc sn
xut ca ch ngha t bn ra i. Kinh t hng ha pht trin dn n cc ngnh sn xut
ring bit tng thm, phn cng lao ng x hi ngy cng pht trin. Tnh cht x hi ca
sn xut ngy cng cao, th trng c m rng khng ch trong mt nc m ton th
gii. phc v cho mc ch kinh t, chnh tr v qun s nh nc t bn v cc ch t
bn cn rt nhiu thng tin thng xuyn v th trng, gi c, sn xut, nguyn liu, dn
s,... Do , cng tc thng k pht trin nhanh chng. Chng ta c th a ra 3 nhm tc
gi c gi l nhng ngi khai sng cho ngnh khoa hc thng k:
- Nhng ngi u tin a ngnh khoa hc thng k i vo thc tin, i din cho
nhng tc gi ny l nh kinh t hc ngi c H.Conhring (1606 - 1681), nm 1660 ng
ging dy ti trng i hc Halmsted v phng php nghin cu hin tng x hi
da vo s liu iu tra c th.
- Vi nhng thnh qu ca ngi i trc, b sung hon chnh thnh mn hc
chnh thng, i din l William Petty, mt nh kinh t hc ca ngi Anh, l tc gi cun
S hc chnh tr xut bn nm 1682, mt s tc phm c tnh cht phn tch thng k
u tin ra i.
- Thng k c gi vi nhiu tn khc nhau thi by gi, sau nm 1759 mt
gio s ngi c, Achenwall (1719-1772) ln u tin dng danh t Statistics (mt
thut ng gc La tinh Status, c ngha l Nh nc hoc trng thi ca hin tng) - sau
ny ngi ta dch ra l Thng k.
K t , thng k c s pht trin rt mnh m v ngy cng hon thin, gn lin
vi nhiu nh ton hc - thng k hc ni ting nh: M.V.Lomonoxop (nga, 1711-1765),
Laplace (Php, 1749-1827), I.Fisher, W.M.Pearsons,...
II. THNG K L G?
1. nh ngha
Thng k l mt h thng cc phng php bao gm thu thp, tng hp, trnh by
s liu, tnh ton cc c trng ca i tng nghin cu nhm phc v cho qu trnh
phn tch, d on v ra quyt nh.
2. Chc nng ca thng k
Thng k thng c phn thnh 2 lnh vc:
- Thng k m t (Descriptive statistics): l cc phng php c lin quan n
vic thu thp s liu, tm tt, trnh by, tnh ton v m t cc c trng khc nhau
phn nh mt cch tng qut i tng nghin cu.
- Thng k suy lun (Inferential statistics): l bao gm cc phng php c
lng cc c trng ca tng th, phn tch mi lin h gia cc hin tng nghin cu,
d on hoc ra quyt nh trn c s thng tin thu thp t kt qu quan st mu.
5. Tham s tng th
L gi tr quan st c ca tng th v dng m t c trng ca hin tng
nghin cu. Trong xc sut thng k ton chng ta bit cc tham s tng th nh trung
bnh tng th (), t l tng th (p), phng sai tng th (2). Ngoi ra, trong qu trnh
nghin cu su mn thng k chng ta cn c thm nhiu tham s tng th na nh:
tng quan tng th (), hi qui tuyn tnh tng th,
6. Tham s mu
Tham s mu l gi tr tnh ton c ca mt mu v dng suy rng cho tham
s tng th. l cch gii thch mang tnh cht thng thng, cn i vi xc sut thng
k th tham s mu l c lng im ca tham s tng th, trong trng hp chng ta
cha bit tham s tng th chng ta c th s dng tham s mu c lng tham s
tng th. Chng ta c th lit k vi tham s mu nh sau: trung bnh mu ( x ), t l mu
( p ), phng sai mu (S2), h s tng quan mu (r),
o lng
tp trung
o lng
phn tn
o lng tnh
tng quan
Kim nh
Mt
Khng c
H s ngu
nhin
Kim nh 2
2. Thang th t
Trung v
S phn trm
Dy tng quan
Kim nh du
3. Thang khong
Trung bnh
lch chun
H s tng
quan
Kim nh t, F
Trung bnh t
l
H s bin thin
Tt c cc php
trn
S dng tt c
cc php trn
4. Thang t l
Phng vn
trc tip
Km
Tt
Tt
Hn ch
Chm
Nhanh
Nhanh
T l cu hi c tr li
Thp
Cao
Cao
Tit kim
Tn km
Tn km
Chi ph
13
PHN II
THNG K M T
CHNG I
TNG HP V TRNH BY D LIU THNG K
Thng tin ban u c tnh ri rc, d liu hn n khng theo mt trt t no v c
th qu nhiu nu nhn vo y chng ta khng th pht hin c iu g phc v cho
qu trnh nghin cu. Do , chng ta cn phi trnh by mt cch c th thng vi hai
mc ch l lm cho bng d liu gn li, hai l th hin c tnh cht ca ni dung
nghin cu.
I. PHN T THNG K
1. Khi nim
Phn t cn c gi l phn lp thng k l cn c vo mt hay mt s tiu thc
chia cc n v tng th ra thnh nhiu t (lp, nhm) c tnh cht khc nhau.
2. Nguyn tc phn t
Mt cch tng qut tng th phi c phn chia mt cch trn vn, tc l mt n
v ca tng th ch thuc mt t duy nht v mt n v thuc mt t no phi thuc
tng th.
3. Phn t theo tiu thc thuc tnh
Trng hp tiu thc thuc tnh ch c mt vi biu hin th mi biu hin ca
tiu thc thuc tnh c th chia thnh mt t. V d, tiu thc gii tnh.
Trng hp tiu thc thuc tnh c nhiu biu hin, ta ghp nhiu nhm nh li
vi nhau theo nguyn tc cc nhm ghp li vi nhau c tnh cht ging nhau hoc gn
ging nhau. V d phn t trong cng nghip ch bin: Thc phm v ung, thuc l,
dt,...
4. Phn t theo tiu thc s lng
- Trng hp tiu thc s lng c t biu hin, th c mi mt lng bin c th
thnh lp mt t.
V d 1.1: phn t cng nhn trong mt x nghip dt theo s my do mi cng
nhn thc hin.
S my/Cng nhn
S cng nhn
10
11
12
20
13
50
14
35
15
15
Tng
130
- Trng hp tiu thc s lng c nhiu biu hin, ta phn t khong cch mi
t v mi t c mt gii hn:
14
n: S n v tng th
X max X min
So to
S x nghip
100
80
101 200
60
201 500
501 1.000
1.001 2.000
Tng
151
- Trng hp phn t theo tiu thc s lng loi lin tc, thng c qui c sau:
* Gii hn trn v gii hn di ca 2 t k tip trng nhau.
* Quan st c lng bin bng ng gii hn trn ca mt t no th n
v c xp vo t k tip.
V d 1.3: phn t cc t chc thng nghip theo doanh thu.
Doanh thu (triu ng)
1.000
1.000-2.000
2.000-3.000
12
3.000-4.000
Tng
30
15
Tn s
Tn s tng i
Tn s tch ly
x1
f1
f1/n
f1
x2
f2
f2/n
f1+ f2
...
...
...
...
xi
fi
fi/n
f1+ f2+...+ fi
...
...
...
...
xk
fk
fk/n
f1+ f2+...+ fk
Cng
f
i =1
=n
2003
2004
2005
2006
2007
24,53
23,24
23,03
22,54
21,76
36,73
38,13
38,49
39,47
40,09
Dch v
38,74
38,63
38,48
37,99
38,15
100,00
100,00
100,00
100,00
100,00
Tng
16
Phn ch
(1)
(2)
(3)
(4)
(5)
Tn ch
Chung
200
Nam
N
150
100
50
Nm
0
2004
2005
2006
2007
19
2006
C cu
(%)
S lng
(Ngi)
2007
C cu S lng C cu
(%)
(Ngi)
(%)
1.000
100,0
1.140
100,0
1.310
100,0
Tiu hc
500
50,0
600
53,0
700
53,5
Trung hc c s
300
30,0
320
28,0
360
27,5
Trung hc ph thng
200
20,0
220
T s liu bng 1.3 ta tnh cc bn knh tng ng:
19,0
250
19,0
Chia ra:
53,5
53
50
27,5
28
30
2005
2006
2007
4. th ng gp khc
th ng gp khc l loi th thng k biu hin cc ti liu bng mt ng
gp khc ni lin cc im trn mt h to , thng l h to vung gc.
th ng gp khc c dng biu hin qu trnh pht trin ca hin tng,
biu hin tnh hnh phn phi cc n v tng th theo mt tiu thc no hoc biu th
tnh hnh thc hin k hoch theo tng thi gian ca cc ch tiu nghin cu.
Trong mt th ng gp khc, trc honh thng c biu th thi gian, trc
tung biu th mc ca ch tiu nghin cu. Cng c khi cc trc ny biu th hai ch
tiu c lin h vi nhau hoc lng bin v cc tn s (hay tn sut) tng ng. phn
chia trn cc trc cn c xc nh cho thch hp v c nh hng trc tip n dc
ca th. Mt khc, cn ch l trn mi trc to chiu di ca cc khong phn chia
tng ng vi s thay i v lng ca ch tiu nghin cu phi bng nhau.
21
2000
2001
2002
2003
2004
2005
2006
2007
2000
2001
2002
2003
2004
2005
2006
2007
2006
2007
10,7
14,0
7,0
Nm
2006
2007
19,1
21,3
10,5
21,2
22,5
13,1
15,4
20,5
22,2
14,8
16,5
10
21,1
24,4
17,4
18,4
11
17,7
21,8
18,9
19,8
12
16,8
22,1
Thng
Thng
2
20
15
11
3
10
5
10
2006
2007
23
CHNG II
CC MC CA HIN TNG KINH T X HI
Nghin cu cc mc ca hin tng kinh t x hi l yu cu quan trng ca vic
tng hp, tnh ton v phn tch thng k nhm biu hin mt lng trong quan h mt
thit vi mt cht ca hin tng nghin cu trong iu kin thi gian v khng gian c
th nh vo s tr gip ca cc phng php thng k.
Di y l ni dung, phng php tnh v iu kin vn dng ca cc i lng .
I. S TUYT I
S tuyt i l ch tiu biu hin quy m, khi lng ca hin tng hoc qu trnh
kinh t - x hi trong iu kin thi gian v khng gian c th.
S tuyt i trong thng k bao gm cc con s phn nh quy m ca tng th hay
ca tng b phn trong tng th (s doanh nghip, s nhn khu, s hc sinh i hc, s
lng cn b khoa hc,...) hoc tng cc tr s theo mt tiu thc no (tin lng ca
cng nhn, gi tr sn xut cng nghip, tng sn phm trong nc (GDP), v.v...).
S tuyt i dng nh gi v phn tch thng k, l cn c khng th thiu c
trong vic xy dng chin lc pht trin kinh t, tnh ton cc mt cn i, nghin cu
cc mi quan h kinh t - x hi, l c s tnh ton cc ch tiu tng i v bnh qun.
C hai loi s tuyt i: S tuyt i thi k v s tuyt i thi im.
S tuyt i thi k: Phn nh quy m, khi lng ca hin tng trong mt thi k
nht nh. V d: Gi tr sn xut cng nghip trong 1 thng, qu hoc nm; Sn lng
lng thc nm 2005, nm 2006, nm 2007,...
S tuyt i thi im: Phn nh quy m, khi lng ca hin tng mt thi
im nht nh nh: dn s ca mt a phng no c n 0 gi ngy 01/04/2005; gi
tr ti sn c nh c n 31/12/2007; lao ng lm vic ca doanh nghip vo thi im
1/7/2007,...
II. S TNG I
S tng i l ch tiu biu hin quan h so snh gia hai ch tiu thng k cng
loi nhng khc nhau v thi gian hoc khng gian hoc gia hai ch tiu khc loi nhng
c quan h vi nhau. Trong hai ch tiu so snh ca s tng i, s c mt s c
chn lm gc (chun) so snh.
S tng i c th c biu hin bng s ln, s phn trm (%) hoc phn nghn
(), hay bng cc n v kp (ngi/km2, ngi/1000 ngi; ng/1000ng, ...).
Trong cng tc thng k, s tng i c s dng rng ri phn nh nhng c
im v kt cu, quan h t l, tc pht trin, mc hon thnh k hoch, mc ph
bin ca hin tng kinh t - x hi c nghin cu trong iu kin thi gian v khng
gian nht nh.
S tng i phi c vn dng kt hp vi s tuyt i. S tng i thng l kt
qu ca vic so snh gia hai s tuyt i. S tng i tnh ra c th rt khc nhau, tu
thuc vo vic la chn gc so snh. C khi s tng i c gi tr rt ln nhng ngha
ca n khng ng k v tr s tuyt i tng ng ca n li rt nh. Ngc li, c s
tng i tnh ra kh nh nhng li mang ngha quan trng v tr s tuyt i tng ng
ca n c quy m ng k. V d: 1% dn s Vit Nam tng ln trong nhng nm 1960
ng ngha vi dn s tng thm 300 nghn ngi, nhng 1% dn s tng ln trong nhng
nm 2000 li ng ngha vi dn s tng thm 800 nghn ngi.
Cn c vo ni dung m s tng i phn nh, c th phn bit: s tng i ng
24
2001
2002
240,0
355,8 387,8
1,08
1,10
2003
1,09
2004
1,06
2005
1,08
2006
2007
1,09
...
n-1
y1
y2
y3
yn-1
yn
Mc k hoach
y
x 100 = KH x 100
Mc thc t ky gc
y0
Mc thc t at c
y
x 100 = I x 100
Mc k hoach
y KH
4. S tng i kt cu
S tng i kt cu l ch tiu phn nh t trng ca mi b phn chim trong tng
th, tnh c bng cch em so snh mc tuyt i ca tng b phn vi mc tuyt
i ca ton b tng th.
S tng i kt cu thng c biu hin bng s phn trm. V d: T trng ca
GDP theo tng ngnh trong tng GDP ca nn kinh t quc dn; t trng dn s ca tng
gii nam hoc n trong tng s dn,...
S tng i kt cu =
V d 2.2: Trong cng ty A c 500 cng nhn, trong c 300 cng nhn nam v
200 cng nhn n.
Ty trong nam trong tng cng nhn =
Ty trong n trong tng cng nhn =
300
.100% = 60%
500
200
.100% = 40%
500
5. S tng i cng
S tng i cng l ch tiu biu hin trnh ph bin ca mt hin tng
trong cc iu kin thi gian v khng gian c th.
S tng i cng tnh c bng cch so snh mc ca hai ch tiu khc
nhau nhng c quan h vi nhau. S tng i cng biu hin bng n v kp, do
n v tnh t s v mu s hp thnh. S tng i cng c tnh ton v s
dng rt ph bin trong cng tc thng k. Cc s tng i trong s liu thng k
thng gp nh mt dn s bng tng s dn (ngi) chia cho din tch t nhin
(km2) vi n v tnh l ngi /km2; GDP bnh qun u ngi bng tng GDP (nghn
ng) chia cho dn s trung bnh (ngi) vi n v tnh l 1000/ngi; s bc s tnh
bnh qun cho mt vn dn bng tng s bc s chia cho tng s dn tnh bng vn
ngi vi n v tnh l ngi /10.000 ngi,...
Mt dn s =
Nng sut lao ng =
S dn
(ngi/Km 2 )
Din tch
mt a bn l mc thu nhp ph bin nht, i din cho cc mc thu nhp khc nhau ca
mi ngi trong a bn .
S bnh qun cn dng so snh c im ca nhng hin tng khng c cng
mt quy m hay lm cn c nh gi trnh ng u ca cc n v tng th.
Xt theo vai tr ng gp khc nhau ca cc thnh phn tham gia bnh qun ho, s
bnh qun chung c chia thnh s bnh qun gin n v s bnh qun gia quyn.
+ S trung bnh gin n: c tnh trn c s cc thnh phn tham gia bnh qun
ho c vai tr v qui m (tn s) ng gp nh nhau.
+ S trung bnh gia quyn (trung bnh c trng s): c tnh trn c s cc thnh
phn tham gia bnh qun ho c vai tr v qui m (tn s) ng gp khc nhau.
tnh c s trung bnh chnh xc v c ngha, iu kin ch yu l n phi
c tnh cho nhng n v cng chung mt tnh cht (thng gi l tng th ng cht).
Mun vy, phi da trn c s phn t thng k mt cch khoa hc v chnh xc. ng
thi phi vn dng kt hp gia s bnh qun t vi s bnh qun chung.
C nhiu loi s bnh qun khc nhau. Trong thng k kinh t - x hi thng dng
cc loi sau: S trung bnh s hc, s trung bnh iu ho, s trung bnh hnh hc (s trung
bnh nhn), mt v trung v.
Di y l tng loi s bnh qun nu trn.
1. S trung bnh cng (Mean)
n
x=
x
i =1
x=
x f
i =1
k
i i
f
i =1
27
S h
5.000
5.250
5.400
5.450
10
5.600
12
6.000
30
6.200
15
6.300
6.500
Tng
100
S h
(xi)
(fi)
5.000
15.000
5.250
42.000
5.400
48.600
5.450
10
54.500
5.600
12
67.200
6.000
30
180.000
6.200
15
93.000
6.300
44.100
6.500
39.000
Tng
100
583.400
V d 2.4: C s liu thu nhp hng thng (ngn ng) ca nhn vin mt cng ty nh sau:
Thu nhp hng thng (ngn ng)
S nhn vin
500-520
520-540
12
540-560
20
560-580
56
580-600
18
600-620
16
Trn 620
10
Tng
140
28
xi
fi
xifi
500-520
510
4.080
520-540
530
12
6.360
540-560
550
20
11.000
560-580
570
56
31.920
580-600
590
18
10.620
600-620
610
16
9.760
Trn 620
630
10
6.300
140
80.040
Tng
p dng cng thc ta c:
x=
80.040
= 571,71
140
x=
M
i =1
k
i
i
Mi
i =1 x i
, Mi = xifi
S 1
18,5
740
S 2
19,0
855
S 3
19,4
970
29
i=1
2001
2002
240,0
1,08
2003
1,09
2004
2005
1,06
1,08
2006
1,10
2007
1,09
/ 2 S Me 1
f Me
S nhn vin
Tn s tch ly
500-520
520-540
12
20
540-560
20
40=SMe-1
560-580
56=fMe
96
580-600
18
114
600-620
16
130
Trn 620
10
140
Tng
140
(ngn ng)
Nh vy s trung v ri vo t: 560-580
XMe(min) = 560
fMe = 56
SMe-1 = 40
Thay vo cng thc, ta c:
Me = 560 + 20
140 / 2 40 = 570,714
56
6. Mt Mo (mode)
nh ngha: Mt l lng bin c tn s xut hin ln nht trong tng th. S Mo
l gi tr th hin tnh ph bin ca hin tng, tc l d liu tp trung nhiu mt
khong gi tr no . Trong thc t ngi ta c th s dng gi tr ny trong sn xut
giy, qun o may sn,
Phng php xc nh Mo:
Ta phn bit 2 trng hp:
- Trng hp ti liu phn t khng c khong cch t: (Phn t thuc tnh) th i
lng l Mo lng bin c tn s ln nht.
31
(f Mo
f Mo f Mo 1
f Mo 1 ) + (f Mo f Mo+1 )
56 20
= 569,73
(56 20) + (56 18)
6.000
6
9.100
9.500 10.000
T s liu bng, s dng cng thc trn ta tnh c khong bin thin:
R = 10.000 6.000 = 4000 (nghn ng)
Khong bin thin phn nh khong cch bin ng ca tiu thc tuy tnh ton n
gin song ph thuc vo lng bin ln nht v nh nht ca tiu thc, tc l khng tnh
g n mc khc nhau ca cc lng bin cn li trong dy s.
2. lch tuyt i trung bnh (Mean Absolute Deviation)
lch tuyt i bnh qun l s bnh qun s hc ca cc lch tuyt i gia
cc lng bin vi s bnh qun s hc ca cc lng bin .
Cng thc:
n
d=
i =1
d=
n
k
Trng hp c quyn s
x
i =1
x fi
f
i =1
Trong :
d - lch tuyt i bnh qun;
x i - Cc tr s ca lng bin;
x - S trung bnh s hc;
S
S
Nng sut
Nng sut
STT
cng nhn
cng nhn
lao ng nm
lao ng nm
(Triu ng /ngi) (Ngn ngi)
(Triu ng /ngi) (Ngn ngi)
10
10
25
10
15
20
35
10
20
50
a. S bnh qun
33
x=
10 20 10 + 15 20 20 + 20 20 50 + 25 20 10 + 35 20 10
10 + 20 + 50 + 10 + 10
400
=4
100
x2 =
(x
)2
i =1
S x2 =
( xi x)2
i =1
n 1
2
i
i =1
nx
n 1
Nu dy s c tn s fi th:
k
S =
2
x
( x x)
fi
i =1
f
i =1
Trong cng thc phng sai mu ngi ta gi t s l tng lch bnh phng v
mu s l bc t do.
Ch , i vi cng thc phng sai mu, theo ton hc ngi ta chia ra thnh 2
loi l phng sai mu v phng sai mu iu chnh. Tuy nhin phng sai mu (bc t
do l n) l c lng chch ca phng sai ca tng th, cn phng sai mu l c
lng khng chch. Chnh v vy, cho n gin chng ta hiu phng sai mu y l
phng sai mu iu chnh theo quan im ca ton hc.
4. lch chun (Standard deviation)
4.1. lch chun ca tng th:
x = =
2
x
(x
)2
N
i
34
Sx =
( x x)
n 1
Trong :
V - H s bin thin;
- lch chun;
x - S bnh qun s hc.
H s bin thin cng dng nh gi bin thin ca tiu thc v tnh cht ng
u ca tng th. H s ny biu hin bng s tng i nn cn c th c dng so
snh c nhng ch tiu cng loi nhng cc quy m khc nhau nh so snh ng u
v thu nhp bnh qun ca h gia nh khu vc nng thn (c thu nhp thp v s h t
hn) vi thu nhp bnh qun ca h gia nh thnh th (c mc thu nhp cao hn v s
h nhiu hn), c bit so snh c nhng ch tiu ca cc hin tng khc nhau v
c n v o lng khc nhau nh so snh h s bin thin v bc th vi h s bin thin
v tin lng bnh qun, h s bin thin v nng sut lao ng bnh qun, so snh h s
bin thin v ch tiu thu nhp ca h gia nh vi h s bin thin v chi tiu ca h gia
nh,...
H s bin thin cn c th tnh theo lch tuyt i bnh qun, nhng h s bin
thin tnh theo lch chun thng c s dng rng ri hn, tuy phn tnh ton c
phc tp hn phi s dng lch tuyt i trung bnh.
H s bin thin tnh theo lch tuyt i bnh qun c cng thc tnh:
V=
d
x
i pi =
p i (0 )
i qi =
q i (0 )
Ip =
i (1)
i (0 )
i =1
n
i =1
Ip =
i (1)
qi
i(0)
qi
i =1
n
i =1
Ip =
i (1)
q i(0)
i (0 )
q i (0 )
i =1
n
i =1
Mt hng
2005
2000
2005
(pi(0))
(pi(1))
(qi(0))
(qi(1))
pi(1)qi(0)
Sa (hp)
3,0
5,0
50.000
190.000 150.000
250.000
La (kg)
1,6
2,4
100.000
120.000 160.000
240.000
Du (lt)
2,4
3,6
200.000
360.000 480.000
720.000
My tnh b ti
(chic)
40,0
25,0
4.000
4.200 160.000
100.000
Tng
950.000 1.310.000
V s tng i:
n
Ip =
i (1)
q i(0)
i (0 )
q i(0)
i =1
n
i =1
1.310.000
= 137,9%
950.000
V s tuyt i:
n
i =1
i =1
Ip =
i (1)
q i (1)
i(0)
q i (1)
i =1
n
i =1
Mt hng
Gi c
(1.000)
2000
2005
2000
2005
(pi(0)) (pi(1))
(qi(0))
(qi(1))
pi(0)qi(1)
pi(1)qi(1)
1 Sa (hp)
3,0
5,0
50.000
190.000
570.000
950.000
2 La (kg)
1,6
2,4
100.000
120.000
192.000
288.000
3 Du (lt)
2,4
3,6
200.000
360.000
860.000 1.296.000
40,0
25,0
4.000
4.200
4 My tnh b ti (chic)
Tng
168.00
105.000
1.794.000 2.639.000
V s tng i:
n
Ip =
i (1)
q i (1)
i(0)
q i (1)
i =1
n
i =1
2.639.000
= 147,1%
1.794.000
V s tuyt i:
n
i =1
i =1
38
Iq =
i (1)
i (0 )
i =1
n
i =1
Iq =
i (1)
p i(0)
i (0 )
p i (0 )
i =1
n
i =1
Gi c
(1.000)
Mt hng
2000
2005
2000
2005
(pi(0)) (pi(1))
(qi(0))
(qi(1))
qi(1)pi(0)
Sa (hp)
3,0
5,0
570.000
La (kg)
1,6
2,4
192.000
Du (lt)
2,4
3,6
864.000
My tnh b ti (chic)
40,0
25,0
4.000
4.200 160.000
Tng
168.000
950.000 1.794.000
V s tng i:
n
Iq =
i (1)
p i (0 )
i(0)
p i (0 )
i =1
n
i =1
1.794.000
= 188,8%
950.000
V s tuyt i:
n
i =1
i =1
39
Iq =
i (1)
p i (1)
i(0)
p i (1)
i =1
n
i =1
Mt hng
2000
2005
2000
2005
(pi(0))
(pi(1))
(qi(0))
(qi(1))
qi(0)pi(1)
qi(1)pi(1)
Sa (hp)
3,0
5,0
50.000 190.000
250.000
950.000
La (kg)
1,6
240.000
288.000
Du (lt)
2,4
720.000 1.296.000
My tnh b ti (chic)
40,0
25,0
4.000
4.200
Tng
100.000
105.000
1.310.000 2.639.000
V s tng i:
n
Iq =
i (1)
p i (1)
i (0 )
p i (1)
i =1
n
i =1
2.639.000
= 201,5%
1.310.000
V s tuyt i:
n
q
i =1
i (1)
Ip =
p i (1) q i (1)
i =1
n
p
i =1
i (0 )
q i (1)
p i (1) q i (1)
i =1
p i (0 )
p
i =1
p i (1) q i (1)
i (1)
p
i =1
i =1
pi
i (1)
q i (1)
p i (1) q i (1)
Mt hng
5.408
+4
6.175
-5
9.996
+2
Thay i gi bn nm 2007
(pi(1)qi(1))
so vi nm 2006 (ipi)
5.408
104
5.200
6.175
95
6.500
9.996
102
9.800
Tng
21.579
(pi(1)qi(1))/ (ipi)
21.500
Ip =
p
i =1
n
p
i =1
i (1)
i(0)
q i (1)
q i (1)
p
i =1
i =1
pi
i (1)
q i (1)
p i (1) q i (1)
21.579
= 100,37%
21.500
Iq =
q i (1) p i (0 )
i =1
n
q
i =1
i (0 )
q i (1)
q
i =1
p i(0)
i(0)
q
i =1
q i (0 ) p i (0 )
i (0 )
p i(0)
i
i =1
n
qi
q i (0 ) p i (0 )
q
i =1
i (0 )
p i (0 )
2.000
104
5.000
96
3.000
105
ipi pi(0)qi(0)
Thay i gi bn nm 2007
(pi(0)qi(0))
so vi nm 2006 (iqi)
2.000
104
2.080
5.000
96
4.800
3.000
105
3.150
Tng
10.000
10.030
41
Iq =
i (1)
p i (0 )
i (0 )
p i (0 )
i =1
n
i =1
i
i =1
n
qi
q i (0 ) p i (0 )
q
i =1
i(0)
p i(0)
10.030
= 100,3%
10.000
I p (A / B) =
Ai i
Bi i
i =1
n
i =1
Trong , qi = qAi + qBi: Khi lng sn phm cng loi hai th trng A v B.
V d 2.17: Tnh hnh tiu th mt hng X v Y ti hai ch A v B. Hy tnh s bin
ng v gi c hai th trng trn.
Th trng A
Mt hng
Th trng B
Lng bn
Gi n v
Lng bn
Gi n v
480
12.000
520
10.000
300
10.000
200
18.000
Ta c:
QX = qAX + qBX = 480 + 520 = 1.000
QY = qAY + qBY = 300 + 200 = 500
I p (A / B) =
=
p
p
q p AXq X + p AYq Y
=
=
p BXq X + p BYq Y
Bi q i
Ai i
42
Iq (A / B) =
Ai i
Bi i
i =1
n
i =1
q
q
Ai
pi
Bi
pi
Mt hng
Th trng B
Lng bn
Gi n v
Lng bn
Gi n v
480
12.000
520
10.000
300
10.000
200
18.000
pY =
I q ( A / B) =
q
q
Ai
pi
Bi
pi
q AX p X + q AY p Y
q BX p X + q BY p Y
p
i =1
n
p
i =1
i (1)
i (0 )
q i (1)
i =1
n
q i (0 )
i =1
i (1)
q i (1)
x
i (0 )
q i (1)
i (0 )
q i (1)
i(0)
q i (0 )
i =1
n
i =1
V s tuyt i:
n
p
i =1
i (1)
i =1
i =1
i =1
i =1
i =1
p
i =1
i (1)
q i (1) p i ( 0 ) q i ( 0 )
i =1
p
i =1
i(0)
p
i =1
i (1)
q i (1) p i ( 0 ) q i (1)
i =1
q i(0)
i =1
i(0)
p
i =1
i (0 )
q i (1) p i ( 0 ) q i ( 0 )
i =1
q i(0)
i =1
i (0 )
q i (0 )
Gi c
(1.000)
Mt hng
2000
2005
2000
2005
(pi(0))
(pi(1))
(qi(0))
(qi(1))
pi(1)qi(1)
pi(0)qi(0)
pi(0)qi(1)
1 Sa (hp)
3,0
5,0
50.000 190.000
950.000 150.000
570.000
2 La (kg)
1,6
288.000 160.000
192.00
3 Du (lt)
2,4
864.000
4 My tnh b ti
(chic)
40,0
25,0
4.000
4.200
Tng
105.000 160.000
168.00
Nhn xt v s tng i:
n
p
i =1
n
p
i =1
i (1)
i (0 )
q i (1)
q i (0 )
p
i =1
n
p
i =1
i (1)
q i (1)
x
i (0 )
q i (1)
i (0 )
q i (1)
i(0)
q i (0 )
i =1
n
i =1
i =1
i =1
i =1
i =1
i =1
i =1
45
PHN III
THNG K SUY LUN
CHNG III
PHN PHI CHUN V PHN PHI MU
i vi cc khi nim v tnh cht c lin quan n phn phi ca tng th chng
ta nghin cu mn hc xc sut thng k ton. y ch mang tnh cht nhc li mt
cch khi qut nht.
I. PHN PHI CHUN
Phn phi chun chim mt v tr rt quan trng trong l thuyt thng k n lin
quan n cc kt lun thng k suy lun sau ny. Trong thc t, nhiu bin ngu nhin
tun theo qui lut phn phi chun hoc gn chun, chng hn nh trng lng v chiu
cao ca ngi ln, mc thng minh ca tr em, im thi ca cc th sinh, lc chu ng
ca mt thanh st, cc sai s o c, . Do , vic nhc li l rt cn thit.
1. nh ngha
Phn phi chun l phn phi ca i lng ngu nhin lin tc X c min xc
nh t - n + vi hm mt xc sut:
fx =
1
. 2
( x ) 2
22
K hiu: X ~ N(,2)
Tnh cht ca hm phn phi chun:
+
1
2
( x ) 2
22
46
47
1
2
t2
2
Hm s (z ) =
0
1
2
t2
2
1
e
2
t2
2
= 0,5
48
0,005
0,010
0,025
0,050
0,100
2,575
2,330
1,960
1,645
1,280
S2
K hiu: ( n 1) 2 ~ 2n 1
Khng ging nh hm phn phi chun, hm chi bnh phng khng i xng. N
c cc tnh cht sau:
E(2df) = df
49
Var(2df) = 2df
Hm phn phi 2 c th gn ging nh th hm phn phi chun nhng
khng i xng nhau qua cc tr. Tuy nhin, nu n ln th phn phi Chi bnh phng s
sp s phn phi chun. Phn phi 2 do Karl Pearson a ra vo nm 1900.
Khi nim 2n 1; : 2n 1; l mt s sao cho p( 2 > 2n1; ) = . nh ngha ny
tng t nh i vi Z. Mun tm gi tr ny ta c th tra bng ph lc 3 cng bng
phng php ta hoc s dng hm CHIINV(,df) trong Excel. Trong , df l bc t
do.
PEARSON Karl
London 1857 London 1936
Nh ton hc thng k ngi Anh ny tng hc ti Kings College Oxford. Nm 1884
ng c b nhim ph trch b mn Ton ng dng v C hc ti University College London.
Nm 1901 ng thnh lp phng th nghim v sinh trc v cng nm y vi s ti tr ca Galton, ng
cho ra i tp ch Biometrika v ng iu hnh tp ch ny cho n khi mt. Nm 1911 ng ph
trch lun b mn Eugnisme (Gio s o Duy Anh dch l Nhn chng ci lng hc, u sinh hc)
cho n khi ng v hu nm 1933. K tc cng trnh ca Galton, ng l mt trong nhng ngi sng
lp ngnh Ton hc thng k hin i. ng nghin cu l thuyt tin ho theo m hnh thng k ton
hc ca ng. Ngoi nhng giy phc mit mi vi khoa hc, ng cn dnh thi gian cho thi ca v hot
ng chnh tr.
x
S
~ tn-1
K hiu: F ~ Fv1,v2
Trong thc t khi kim nh s bng nhau ca hai phng sai tng th v khi :
F=
S 2x
S 2y
51
(n 1) S 2
~ n21
4). X v S2 c lp vi nhau.
52
CHNG IV
C LNG KHONG TIN CY
(Confidence Interval Estimation)
Chng ny s cp n vic suy lun cc c trng ca tng th da trn cc
c trng ca mu. Cc c trng ca tng th c th l gi tr trung bnh, phng sai
hoc t l cc n v tng th c mt tnh cht no . V d, ta quan tm n thu nhp
trung bnh ca lao ng mt ngnh ngh no . Vn t ra l c lng cc c
trng ca tng th (cha bit) t cc c trng ca mu d liu thu thp c. Trong khi
nim c lng c 2 khi nim l c lng im v c lng khong, tuy nhin trong
ni dung ny chng ta ch i su vo vn c lng khong bi v y l mt mt ni
dung rt quan trng trong bi ton c lng m chng ta mong mun gii quyt mt vn
thc t.
I. KHI NIM
Vn c lng y ni ring v thng k ni chung c chng ta xem xt
ton din theo quan im ca xc sut, c ngha l ta xem xt kh nng xy ra cao nht
ch khng xem xt trong tng trng hp c th y l mt vn c th khng chnh
xc lm nhng n cng gy ra s hiu nhm t nhiu trong vic nh gi tnh hiu qu ca
thng k. Vi quan im trn, cc nh ton hc a ra khi nim c lng khong nh
sau:
Gi l c trng ca tng th cn c lng. Gi s da vo mu quan st, ta tm
c 2 bin ngu nhin A, B sao cho:
P(A<<B)=1-
Trong , (1-) l tin cy
Gi s a, b l gi tr c th ca A, B. Khong (a,b) c gi l khong c lng
vi tin cy (1-)100% ca , hay ni ngn gn l khong tin cy (1-).100% ca .
II. C LNG TRUNG BNH TNG TH
thc hin ta chn mt mu ngu nhin n quan st x1, x2,... xn t tng th X c
trung bnh l , phng sai 2, trung bnh mu l x , phng sai mu S2, tin cy (1-).
Ta c lng trung bnh tng th nh sau:
1. Khi bit phng sai 2
iu kin tng th c phn phi chun hoc c c mu ln (n30)
x
z / 2
n
<<x+
z / 2
n
0,144
15
0,144
15
z / 2S
n
<<x+
z / 2S
n
b) Trng hp c c mu nh (n<30):
Trong trng hp ny ta s dng phn phi Student c lng v iu kin
tng th phi c phn phi chun.
x t n 1, / 2
s
n
< < x + t n 1, / 2
s
n
x t n 1, / 2
14,8 2,093
5,6
5,6
< < 14,8 2,093
20
20
< < x + t n 1, / 2
54
^
p(1 p )
< p < p + z / 2
n
p z / 2
p (1 p )
n
0,34(1 0,34)
0,34(1 0,34)
< p < 0,34 + 1,96
100
100
n21; / 2
< 2 <
(n 1).S 2
n21;1 / 2
d tn 1, / 2
d=
di
i =1
(di d ) 2
(x y )
i
i =1
n
n
2
i
n.d
= i =1
n 1
n 1
vi tn-1 c phn phi Student vi n-1 bc t do.
Sd2 =
i =1
V d 4.5: Cng ty in lc thc hin cc bin php khuyn khch tit kim in.
Lng in tiu th ghi nhn 12 h gia nh trc v sau khi c bin php khuyn khch
tit kim in nh sau:
H gia nh
Lng in tiu th trc v sau khi khuyn khch tit kim (Kwh)
Trc
73
Sau
69
50
54
56
H gia nh
Lng in tiu th trc v sau khi khuyn khch tit kim (Kwh)
Trc
83
Sau
82
78
67
56
60
74
73
74
75
87
78
69
64
10
72
72
11
77
70
12
75
63
di=(xi-yi)
(di- d )2
Trc (xi)
Sau (yi)
73
69
0,3402
50
54
-4
55,0074
83
82
5,8404
78
67
11
57,5064
56
60
-4
55,0074
74
73
5,8404
74
75
-1
19,5072
87
78
31,1732
69
64
2,5068
10
72
72
11,6738
11
77
70
12,8400
12
75
63
12
73,6730
41
330,9167
Tng
Ta c:
d=
41
= 3,4167
12
sd =
[d
d ]2
n 1
330,9167
= 5,4848
12 1
57
tn-1,/2=t11,0,025=2,201
Gi s rng cc khc bit gia lng in trc v sau khi khuyn khch tit kim
c lch chun. p dng cng thc ta c:
d t n 1, / 2
sd
n
3,4167 2,201
< x y < d + t n 1, / 2
sd
n
5,4848
5,4848
< X Y < 3,4167 + 2,201
12
12
iu kin hai tng th phi c phn phi chun hoc chn c mu ln (nx,
x y {(x y ) z / 2
2
2x y
+
}
nx ny
2
S 2x S y
+ }
nx ny
vi Bc t do n =
2
S 2x S y
+ )}
nx ny
(s 2x n x + s 2y n y ) 2
2
2
(s 2x n x ) 2 (s y n y )
+
nx 1
ny 1
Trong : S =
2
1
1
+ ))
nx ny
( n x 1).S 2x + ( n y 1).S 2y
(n x + n y 2)
V d 4.6: Mt cng ty ang mun xem xt thi gian sn xut ca hai dy chuyn
sn xut mi v c.
58
sX=8
nX=40
sY=9,5 nY=38
z/2=z0,025=1,96
2
2
2x y
2x y
+
< x y < (x y ) + z / 2
+
nx ny
nx ny
8 2 9,52
8 2 9,52
+
< x y < (46,5 51,2) 1,96.
+
40 38
40 38
( px p y ) z / 2
px (1 px ) p y (1 p y )
+
nx
ny
( px p y ) z / 2
px (1 px ) p y (1 p y )
+
nx
ny
59
z / 2
n
<<x+
z / 2
n
ca khong tin cy = z / 2
. T y ta d dng suy ra:
n
n = z2 / 2
2
2
^
p(1 p )
p(1 p )
< p < p+ z / 2
n
n
n = z / 2
2
p(1 p)
2
0,25
2
60
CHNG V
KIM NH GI THUYT
I. MT S KHI NIM:
Bn cnh vic c lng cc c trng ca tng th - ni chng trc - cc
d liu thu thp t mu cn c th dng nh gi xem mt gi thuyt no v tng
th l ng hay sai, gi l kim nh gi thuyt. Ni cch khc, kim nh gi thuyt l
da vo cc thng tin mu a ra kt lun bc b hay chp nhn v cc gi thuyt
ca tng th. Tuy nhin, chng ta phi hiu chp nhn hay bc b gi thuyt phi hiu
theo ngha xc sut.
1. Cc loi gi thuyt trong thng k
Gi thuyt H0 (null hypothesis):
Gi l mt c trng cha bit ca tng th (gi tr trung bnh, phng sai, t l).
Ta hnh thnh gi thuyt H0 v so vi gi tr 0 c th no .
Gi thuyt H1 (alternative hypothesis):
Gi thuyt H1 l kt qu ngc li ca gi thuyt H0, nu gi thuyt H0 ng th gi
thuyt H1 sai v ngc li. Trong thng k H0 c kim nh da trn c s i chng
H1, H1 l gi thuyt th hin cc tnh hung khng nm trong H0.
- Kim nh dng hai ui (two-tailed):
H 0 : = 0
H1 : 0
H1 : > 0
Mt ui phi
H 0 : 0
H1 : < 0
Mt ui tri
61
Mt ui tri
Hai ui
62
1. t gi thuyt
H 0 : 0
H1 : > 0
H 0 : 0
H1 : < 0
2. Gi tr kim nh
z=
3. Quyt nh bc b H0 khi:
Z > Z
H 0 : = 0
H1 : 0
x 0
Z < -Z
x 0
/ n
80 77
= 1,68
20
20
(3). Quyt nh: Z=1,68 < Z1% = 2,33: Chp nhn gi thuyt H0
(4). Kt lun: Vi mc ngha =1% s liu ca mu khng bng chng bc b
gi thuyt H0, ngha l mc hi lng ca khc hng khng tng ln.
a) Trng hp cha bit phng sai tng th:
Trng hp n 30:
Trng hp ny ta khng c phng sai tng th th s dng phng sai ca mu
tnh gi tr thc t ca kim nh. Ngoi ra, da vo nh l gii hn trung tm trong
trng hp ny ta khng nht thit tng th phi c phn phi chun.
Ta c kim nh Z, vi Z =
x 0
Sx
n
Trng hp c n<30:
Trong trng hp ny iu kin tng th phi c phn phi chun. Ta c dng tng
qut kim nh nh sau:
63
1. t gi thuyt
Mt ui phi
Mt ui tri
Hai ui
H 0 : 0
H1 : > 0
H 0 : 0
H1 : < 0
H 0 : = 0
H1 : 0
2. Gi tr kim nh
3. Quyt nh bc b H0 khi:
t=
t > tn-1,
x 0
Sx
n
t < - tn-1,
x 0 62,5 65
=
= 3,82
Sx
3 / 21
n
1. t gi thuyt
Mt ui phi
Mt ui tri
Hai ui
H 0 : p p 0
H1 : p > p 0
H 0 : p p 0
H1 : p < p 0
H 0 : p = p 0
H1 : p p 0
2. Gi tr kim nh
3. Quyt nh bc b H0 khi:
Z=
Z > Z
p x p0
p0 (1 p0 )
n
Z < -Z
42% hay khng. Chn mt mu ngu nhin 550 t trn ng, kt qu cho thy c 219
xe s dng v xe ca cng ty. C th kt lun g, mc ngha =0,1?
Gi p l t l xe s dng v xe ca cng ty.
Ta c, n=550, p =219/550 = 0,398, p0=0,42, =10%.
H : p 0,42
(1). t gi thuyt: 0
H1 : p < 0,42
^
px p0
p 0 (1 p 0 )
n
= 1,037
(3). Quyt nh:Z = 1,037 < 1,28 = Z0,1. Chp nhn gi thuyt H0.
(4). Kt lun: mc ngha 10%, ta c th ni rng hin ti cng ty chim t nht
42% th trng v v xe t.
3. Kim nh phng sai
Chn mt mu ngu nhin n quan st c chn ngu nhin t tng th phn phi
chun. Gi S2 l phng sai ca mu, kim nh gi thuyt v phng sai ca tng th
c thc hin nh sau:
1. t gi thuyt
Mt ui phi
Mt ui tri
Hai ui
H 0 : 2 02
2
2
H1 : > 0
H 0 : 2 02
2
2
H1 : < 0
H 0 : 2 = 02
2
2
H1 : 0
2. Gi tr kim nh
3. Quyt nh bc b H0 khi:
2n 1 =
2n 1 > 2n 1,
( n 1).S 2
02
2n 1 < 2n 1,1
2n 1 > 2n 1, / 2 ;
2n1 < 2n 1,1 / 2
V d 5.4: B phn gim st cht lng quan tm n ng knh mt loi chi tit
sn phm. Qu trnh sn xut cn c xem l tt v chi tit sn phm sn xut ra c
chp nhn nu phng sai ca ng knh ti a khng qu 1, nu phng sai vt qu 1,
phi xem xt li my mc v sa cha. Vi mu ngu nhin 31 chit tit, phng sai
ng knh tnh c l 1,62. mc ngha =0,05, ta c th kt lun nh th no v
qu trnh sn xut?
Gi 2 l phng sai ca ng knh sn phm.
Ta c, n=31, S2=1,62, 20=1, =5%
H : 2 1
(1). t gi thuyt: 0 2
H1 : > 1
2
(2). Gi tr kim nh: 30
=
2
2
(3). Quyt nh: 30
= 48,6 > 43,77 = 30
, 0 , 05 , bc b gi thuyt H0.
1%
Chp nhn H0
10%
Bc b H0
Bc b GT H0: F =
S 2x
> Fn x 1;n x 1;
S 2x
Vic gi s Sx2 > SY2 iu ny khng lm mt tnh tng qut ca bi ton, khi ta
s chn X l tng th c phng sai ln.
V d 5.5: Mt cng ty chuyn cung cp dch v in thoi di ng mun kho st
c s khc bit trong bin ng ha n in thoi trung bnh hng thng ca khch hng
l nh kinh doanh nam hay n hay khng. H tin hnh thu thp mt mu ngu nhin 20
khch hng nam v mt mu ngu nhin 10 khch hng n. Tnh ton cc tham s lch
chun mu nh sau: Khch hng nam 146.000; Khch hng n 164.000. C kt lun g
vi mc ngha 5%.
Gi 2x , 2y l phng sai v bin ng chi ph in thoi ca n, nam.
Ta c: nx=20, ny=10, Sx=164.000, Sy=146.000, =5%.
66
H : 2 = 2y
(1). Gi thuyt: 0 2x
2
H 1 : x > y
164.0002
= 1,26
146.0002
Mt ui tri
Hai ui
H 0 : x y D0 H 0 : x y D0
H1 : x y > D0 H1 : x y < D0
2. Gi tr kim nh
t=
3. Quyt nh bc b H0 khi:
t > tn-1,
H 0 : x y = D0
H1 : x y D0
d D0
Sd
n
t < - tn-1,
Trong :
n
d=
di
i =1
(x
(d i d ) 2
i =1
n 1
yi )
S d2 =
i =1
d
i =1
2
i
n.d
n 1
Sau khuyn mi
57
60
61
54
12
20
38
35
67
12
21
69
70
39
65
88
79
10
10
11
92
90
12
26
32
13
14
19
14
70
77
15
22
29
Gi x, y l doanh s bn trung bnh trc v sau khau khi khuyn mi. Ta tin
hnh tnh ton th cng nh sau:
Ca hng
d i2
di
57
60
61
54
-7
49
12
20
64
38
35
-3
12
21
81
69
70
-4
16
39
65
26
676
88
79
-9
81
10
10
11
92
90
-2
12
26
32
36
13
14
19
25
14
70
77
49
15
22
29
49
-48
1.150
Cng
Ta c: n=15, d = -3,2, D0=0, Sd=8,43, =5%
H 0 : x y 0
(1). t gi thuyt:
H1 : x y < 0
d D0
3,2 0
=
= 1,47
Sd
8,43 / 15
n
68
(3). Quyt nh: t=1,47 < t14, 0,05 = 1,761 => Chp nhn H0
(4). Kt lun: mc ngha =5%, khng th cho rng sau chin dch khuyn
mi doanh s ca cng ty tng ln so vi trc.
Thc hin trn Excel x l: Cc bc thc hin nh sau:
(1). Tools Data Analysis t-Test: Paired Two Sample for Means
(2). Nhp d liu:
- Nhp s liu theo ct
- Variable 1 Range: Chn vng x l ca mu 1
- Variable 2 Range: Chn vng x l ca mu 2
- Hypothesized Mean Difference: Gi tr D0
- Labels: Vng x l c tn bin khng.
69
Kt qu x l nh sau:
t-Test: Paired Two Sample for Means
X
Mean
Y
40,93
Variance
887,21
Observations
15
Pearson Correlation
0,96
df
14
Ch thch
44,13
Trung bnh mu
t Stat
-1,47
Gi tr kim nh
P(T<=t) one-tail
0,082
Gi tr p 1 ui
t Critical one-tail
1,761
Gi tr t tra bng 1 ui
P(T<=t) two-tail
0,164
Gi tr p 2 ui
t Critical two-tail
2,145
Gi tr t tra bng 2 ui
Mt ui tri
Hai ui
70
H 0 : x y D 0
H 1 : x y > D 0
1. t gi thuyt
H 0 : x y D 0
H1 : x y < D 0
2. Gi tr kim nh
Z=
( x y ) D0
x2
nx
3. Quyt nh bc b H0
khi:
Z > Z
H 0 : x y = D 0
H1 : x y D 0
y2
ny
Z < - Z
X l trn Excel: Tools Data Analysis Z-Test: Two Sample for Means
6.2.2. Nu cha bit phng sai tng th, gi s 2 phng sai khc nhau:
a) Trng hp c c mu ln (nx, ny 30): ta vn s dng cng thc trn vi
phng sai mu thay cho phng sai tng th v khng cn iu kin phn phi chun.
Da vo nh l gii hn trung tm ta khng cn iu kin phn phi chun ca
tng th, khi cha bit phng sai ca tng th ta s dng phng sai ca mu tnh gi
tr kim nh.
Ta c kim nh Z:
1. t gi thuyt
Mt ui phi
Mt ui tri
Hai ui
H 0 : x y D 0
H 1 : x y > D 0
H 0 : x y D 0
H1 : x y < D 0
H 0 : x y = D 0
H1 : x y D 0
2. Gi tr kim nh
3. Quyt nh bc
b H0 khi:
Z=
( x y ) D0
2
S x2 S y
+
nx n y
Z < - Z
Z > Z
1. t gi thuyt
2. Gi tr kim nh
3. Quyt nh bc b H0 khi:
Mt ui phi
Mt ui tri
Hai ui
H 0 : x y D0
H1 : x y > D0
H 0 : x y D0
H1 : x y < D0
H 0 : x y = D0
H1 : x y D0
t=
( x y ) D0
2
S x2 S y
+
nx n y
t > tn,
, Bc t do n =
t < - tn,
(S 2x n x + S 2y n y ) 2
2
2
(S 2x n x ) 2 (S y n y )
+
nx 1
ny 1
71
1. t gi thuyt
2. Gi tr kim nh
Mt ui phi
Mt ui tri
Hai ui
H 0 : x y D0
H1 : x y > D0
H 0 : x y D0
H1 : x y < D0
H 0 : x y = D0
H1 : x y D0
t=
3. Quyt nh bc b H0 khi:
(n 1).S x2 + (n y 1).S y2
( x y ) D0
, Trong S 2 = x
nx + n y 2
1
1
S2( + )
nx n y
t > tnx+ny-2,
t < - tnx+ny-2,
t > tnx+ny-2,/2;
t < -tnx+ny-2,/2
84 2
= 1,57
67 2
72
(x y ) ( x y )
2
x
S 2y
308 254 45
84 2 67 2
+
100 100
S
+
nx ny
= 0,838
(3). Quyt nh: Z=0,838 < Z0,1=1,28, chp nhn gi thuyt H0.
(4). Kt lun: mc ngha 10%, khng chng c kt lun thi gian s
dng trung bnh ca pin X ln hn pin Y t nht l 45 pht.
7. Kim nh s khc bit ca hai t l tng th (vi c mu ln 40)
Chn 2 mu ngu nhin c lp t 2 tng th X, Y c c mu ln c t l tng th
^
1. t gi thuyt
Mt ui phi
Mt ui tri
Hai ui
H 0 : px p y 0
H1 : p x p y > 0
H 0 : px p y 0
H1 : p x p y < 0
H 0 : px p y = 0
H1 : p x p y 0
2. Gi tr kim nh
Z=
( px py )
^
p(1 p)(
3. Quyt nh bc
b H0 khi:
^
p=
Trong :
^
Nu p x =
Z < -Z
Z > Z
^
1 1
+ )
nx n y
nx p y + n y p y
nx + n y
^
m
m + my
mx ^
, p y = y => p = x
my
mx
nx + n y
1. t gi thuyt
Mt ui phi
Mt ui tri
Hai ui
H 0 : px p y p0
H1 : px p y > p0
H 0 : px p y p0
H1 : px p y < p0
H 0 : px p y = p0
H1 : px p y p0
2. Gi tr kim nh
Z=
( p x p y ) p0
^
p x (1 p x ) p y (1 p y )
+
nx
ny
3. Quyt nh bc b H0 khi:
Z > Z
Z < -Z
Z > Z/2;
Z < -Z/2
(1). t gi thuyt:
H1 : p x p y < 0
(2). Gi tr kim nh:
^
Ta c: p =
120 + 300
= 0,28
500 + 1500
^
z=
(px py )
1
1
p (1 p)( + )
nx n y
^
0,24 0,3
1
1
0,28(1 0,28)(
+
)
500 1.000
= 2,44
(1). t gi thuyt:
H1 : x y 0
(2). Gi tr kim nh:
1
4
3
2
5
5
3
2
5
4
3
2
5
3
5
6
1
5
7
3
3
8
2
5
9
2
5
7
3
3
0
8
2
5
-3
9
2
5
-3
H 0 : x y = 0
(1). t gi thuyt:
H1 : x y 0
(2). Gi tr kim nh:
Khch hng
Kem A
Kem B
Chnh lch
Hng +
Hng -
1
4
3
1
1,5
2
5
5
0
3
2
5
-3
4
3
2
1
1,5
5
3
5
-2
3
6
1
5
-4
7
3
25
T T
T
Trung bnh: T =
n ( n + 1)
4
Phng sai: T2 =
n ( n + 1)( 2 n + 1)
24
(1). t gi thuyt
n 1 ( n 1 + 1)
R1
2
U2 = n1n2 - U1
U U
U
n1n 2
n .n ( n + n 2 + 1)
, 2U = 1 2 1
2
12
60
61 62 62
63
63 68 64
64
65
56
56 57 57
58
58 58 59
59
60
60
60 61 61 62
8,5
197,5
H 0 : 1 2 = 0
H 1 : 1 2 0
(1). t gi thuyt
10(10 + 1)
197,5 = 7,5
2
U2 = 10x15 7,5=142,5
Z=
10x15
10x15(10 + 15 + 1)
= 75 , 2U =
= 325
2
12
7,5 75
325
= 3,744
(1). Gi thuyt:
H1 : i j (i j)
(2). Gi tr kim nh: W =
k
R i2
12
3(n + 1)
n ( n + 1) i =1 n i
1,38
1,55
1,90
2,00
1,22
2,11
1,98
1,61
Ngnh B
2,33
2,50
2,79
3,01
1,99
2,45
Ngnh C
1,06
1,37
1,09
1,65
1,44
1,11
1,98
1,61
Tng
12
79
C th kt lun g 0,5%.
(1). Gi thuyt: H0: A=B=C
(2). Gi tr kim nh:
Ngnh A
1,38
1,55
1,90
2,00
1,22
2,11
Ngnh B
2,33
2,50
2,79
3,01
1,99
2,45
Ngnh C
1,06
1,37
1,09
1,65
1,44
1,11
rank(A)
11
14
15
rank(B)
16
18
19
20
13
17
103
rank(C)
10
28
W=
79 2 1032 28 2
12
+
+
) 3(20 + 1) = 13,54
(
6
6
20(20 + 1) 8
Gi tr kim nh: 2 =
i =1
(O i E i ) 2
Ei
vi Ei=n.pi
S khch hng
34
46
29
51
34
46
29
51
160
Gi thuyt Ho (pi)
0,25
0,25
0,25
0,25
Ei=n.pi
40
40
40
40
(0i-Ei)2/Ei
0,90
0,90
3,03
3,03
7,85
...
n11
n12
...
n1c
R1
n21
n22
...
n2c
R2
...
...
...
...
...
...
nr1
nr2
...
nrc
Rr
C1
C2
...
Cc
Gi thuyt:
Gi tr kim nh: =
2
i =1 j =1
Trong , E ij = C j
(nij Eij ) 2
Eij
Ri
n
Coca
Pepsi
7Up
Nam
308
177
114
502
627
697
Nam
E1,j
(n1,j-E1,j)2/E1,j
N
E2,j
(n2,j-E2,j)2/E2,j
Cj
r
2 =
i =1 j=1
(O ij E ) 2
E
Ri
599
599
2
97,76
1826
1826
32,07
2425
(3). Quyt nh: 129,83 = 2 > (221)(31),0,005 = 22,0, 005 = 10,597 , bc b gi thuyt H0.
(4). Kt lun: mc ngha 0,5%, gi thuyt H0 b bc b, c ngha l c mi lin
h gia gii tnh v s a thch cc nhn hiu nc gii kht.
IV. PHN TCH PHNG SAI (ANOVA)
79
Phn tch phng sai thc cht l bi ton kim nh v s bng nhau ca nhiu
trung bnh tng th, bi ton ny c gii quyt trong phn III nhng trong iu kin
tng th khng c phn phi chun v phng sai bng nhau. y l iu kin lm cho
bi ton ny kh c ng dng. Bi ton ny c gi l phn tch tch phng sai bi v
khi gii quyt bi ton ny ngi ta ch yu da vo tnh cht ca phng sai.
1. Phn tch phng sai mt chiu:
Phn tch phng sai mt chiu l phn tch da trn nh hng ca mt nhn t.
Gi s ta c k nhm n1, ... , nk quan st c chn ngu nhin c lp t k tng th
phn phi chun v phng sai bng nhau. Bng gi tr quan st sau:
1
...
x1,1
x2,1
...
xk,1
...
...
...
...
x1,n1
x2,n2
...
xk,nk
x
j=1
ij
(i=1,...,k)
ni
n x
i
i =1
vi n = n i
i =1
SSG = n i ( x i x ) 2
i =1
ni
i =1 j=1
ni
SSG
k 1
Bc 4: Gi tr kim nh:
SSW
nk
MSG
MSW
Tng lch
Bc t do
Phng sai
Gi tr kim nh
bnh phng
Gia cc nhm
SSG
k-1
Trong ni b nhm
SSW
n-k
Tng cng
SST
n-1
MSG =
SSG
k 1
MSW =
SSW
nk
F=
MSG
MSW
V d 5.14: Mt nghin cu c thc hin nhm xem xt nng sut la trung bnh
ca 3 ging la c bng nhau hay khng. Kt qu thu thp qua 4 nm nh sau:
Nm
65
69
75
74
72
70
64
68
78
83
78
76
81
Kt qu x l ca Excel vi =5%.
Anova: Single Factor
ANOVA
Source of Variation
Between Groups
SS
df
MS
F
0,354
26,167
13,083
Within Groups
332,500
36,944
Total
358,667 11
P-value
0,711
F crit
4,256
Yu t
th hai (hng)
...
x1,1
x2,1
...
xk,1
...
...
...
...
...
x1,h
x2,h
...
xk,h
ij
j=1
(i=1,...,k)
h
k
x
j=1
x=
(j=1,...,h)
k
k
ij
x ij
i =1 j=1
xi
i =1
j=1
(n = k.h)
83
: MSG =
SSG
k 1
: MSB =
SSB
h 1
: MSE =
SSE
(k 1)( h 1)
Bc 4: Gi tr kim nh t hai t s F
- Kim nh theo ct: F1 =
MSG
MSE
MSB
MSE
Tng lch
Bc t do
Phng sai
bnh phng
Gia cc ct
SSG
k-1
Gia cc hng
SSB
h-1
Sai s
SSE
(k-1)(h-1)
Tng cng
SST
n-1
Gi tr kim nh
F
MSG =
SSG
k 1
F1 =
MSG
MSE
MSB =
SSB
h 1
F2 =
MSB
MSE
MSE =
SSE
(k 1)( h 1)
V d 5.11: Mt nghin cu c thc hin nhm xem xt s lin h gia loi phn
bn, ging la v nng sut. Nng sut la c ghi nhn t cc thc nghim sau:
Loi phn bn
Ging la
A
65
69
75
74
72
70
64
68
78
83
78
76
84
SS
df
MS
P-value
F crit
170,000
56,667
2,092
0,203
4,757
26,167
13,083
0,483
0,639
5,143
162,500
27,083
85
358,667 11
Total
Yu t th nht (ct)
1
...
...
...
...
...
...
...
...
x
j=1 s =1
ijs
(i=1,...,k)
h.l
k
i =1 s =1
ijs
(j=1,...,h)
k.l
- Trung bnh: x =
x
s =1
ijs
x
i =1 j=1 s =1
ijs
k.h.l
86
SSI = l (x ij x i x j + x ) 2
i =1 j=1
SSG
k 1
SSB
h 1
SSI
(k 1)( h 1)
SSE
k.h.(l 1)
Bc 4: Gi tr kim nh t hai t s F
- Kim nh theo hng: F1 =
- Kim nh theo ct: F2 =
MSG
MSE
MSB
MSE
MSI
MSE
F2>Fh-1,kh(l-1),
Loi phn
bn
1
A
65
68
B
62
69
71
C
67
75
75
78
87
74
79
76
72
69
69
70
69
65
64
72
65
68
73
75
78
82
80
83
82
84
78
78
75
76
77
75
88
SS
df
MS
P-value
F crit
389,000
129,667
21,218
0,000
3,009
57,556
28,778
4,709
0,019
3,403
Interaction
586,000
97,667
15,982
0,000
2,508
Within
146,667 24
6,111
Total
1179,222 35
Columns
89
CHNG VI
TNG QUAN V HI QUI TUYN TNH
Trong chng ny ta s ni n vic nghin cu mi lin h gia hai hay nhiu
bin ngu nhin vi hai phng php tng quan v hi qui.
I. H S TNG QUAN
H s o lng mc tuyn tnh gia hai bin khng phn bit bin no l ph
thuc bin no l c lp.
1. H s tng quan
Gi s X, Y l 2 bin ngu nhin h s tng quan tng th xy l khi nim dng
th hin cng v chiu hng ca mi lin h tuyn tnh gia X v Y nu n thoi
mn 5 iu kin sau:
* -1 1
* < 0: Gia X v Y c mi lin h nghch, ngha l nu X tng th Y gim v
ngc li.
* > 0: Gia X v Y c mi lin h thun, ngha l nu X tng th Y tng v ngc
li.
* = 0: Gia X v Y khng c mi lin h tuyn tnh.
*: cng ln th mi lin h gia X v Y cng cht ch.
Trong thc t ta khng bit chnh xc c h s tng quan tng th m phi c
lng t d liu mu thu thp c.
Gi (xi,yi) l mu n cp quan st thu thp ngu nhin t X v Y. H s tng quan
tng th xy c c lng t h s tng quan mu rxy. Rxy cn c gi l h s tng
quan Pearson, c xc nh bi cng thc sau:
n
r=
( x x)( y
i
y)
i =1
i =1
i =1
( xi x)2 ( yi y)2
2. Kim nh gi thuyt v mi lin h tng quan
Gi s c mu n cp quan st chn ngu nhin t X v Y c phn phi chun.
Kim nh gi thuyt v h s tng quan ca tng th = 0, tc l khng c mi lin h
gia cc bin X v Y. Cc dng kim nh nh sau:
1. t gi thuyt
Mt ui phi
Mt ui tri
Hai ui
H 0 : 0
H1 : > 0
H 0 : 0
H1 : < 0
H 0 : = 0
H1 : 0
2. Gi tr kim nh
3. Quyt nh bc b H0 khi:
t=
t > tn-2,
r
(1 r 2 )
( n 2)
t < - tn-2,
80
100
120
140
160
180
200
220
240
260
55
65
79
80
102
110
120
135
137
150
60
70
84
93
107
115
136
137
145
152
65
74
90
95
110
120
140
140
155
175
70
80
94
103
116
130
144
152
165
178
75
85
98
108
118
135
145
157
175
180
113
125
140
160
189
185
88
115
E(Y/Xi)
65
77
89
162
101
113
125
137
149
191
161
173
E(Y/Xi)
80
60
40
20
0
80
100
120
140
160
180
200
220
240
260
E(Y/Xi) = f(Xi)
Hm s ny c gi l hm hi qui tng th. Nh vy hi qui l th hin mi
quan h trung bnh ca Y ph thuc vo X.
Mt vi khi nim cn ch :
- Nu f(Xi) l mt hm tuyn tnh th ta gi l Hm hi qui tuyn tnh:
E(Y/Xi) = f(Xi) = + Xi
hoc
Y = f(Xi) + Ui = + Xi + Ui
- Nu f l hm 1 bin th ta gi l hm Hi qui tuyn tnh n gin, nu f l hm
nhiu bin th ta gi l hm Hi qui tuyn tnh bi.
- X, Y: c gi l bin. Trong :
X c gi l bin gii thch (c lp).
Y: bin c gii thch (ph thuc).
- , : c gi l tham s ca hi qui. Trong :
: c gi l tham s t do hay tham s chn.
: c gi l tham s ca bin.
- Ui: l bin ngu nhin v cn gi l yu t ngu nhin (nhiu). Thnh phn yu t
ngu nhin c th bao gm:
. Cc bin gii thch b b st hay l cc yu t khc m ta cha xem xt.
. Sai s khi o lng bin ph thuc.
. Tnh ngu nhin vn c ca bin ph thuc.
- X,Y khng c mi quan h hm s m l mi quan h nhn qu v thng k,
trong X l nguyn nhn v Y l kt qu.
- X,Y khng c mi quan h hm s m l mi quan h thng k, c ngha l tng
ng vi mi gi tr ca X ta c ngu nhin gi tr ca Y.
- Hi qui tuyn tnh c hiu l hi qui tuyn tnh theo tham s, ta ang xem xt
trng hp c bit va tuyn tnh vi bin, va tuyn tnh vi tham s.
2. Phng trnh hi qui tuyn tnh mu
m ton hc ho mi lin h gia X v Y tc l ta phi tm c gi tr ca
tham s hi qui, v ta cng ch c th thc hin c iu ny thng qua cc quan st
mu.
Gi s (xi,yi) l mu n cp quan st thu thp ngu nhin t X v Y. Ta mong mun
tm gi tr a, b c lng cho cc tham s , . Ni cch khc, ta mong mun tm mt
ng thng y = a + bx thch hp nht i vi cc gi tr (xi,yi). ng thng y = a + bx
c xem l thch hp nht khi tng bnh phng cc chnh lch gia gi tr thc t yi
vi y i l nh nht. Sau y l phng php bnh phng b nht:
n
i =1
i =1
92
f (a , b )
a = 0
f (a , b ) = 0
b
b=
(x
i =1
x )( y i y )
(x i x )
x y
i =1
n.x.y
2
i
n.x
i =1
i =1
a = y + bx
e = 0
(4) Cc phn d khng tng quan vi y i : y e = 0
(5) Cc phn d khng tng quan vi Xi : x e = 0
i i
i i
93
Cc gi thuyt y ch mang tnh cht gii thiu, trong phn kinh t lng s gii
quyt vn ny mt cch c th hn. y ta gi s rng cc iu kin trn c
tho mn.
3. Khong tin cy ca cc h s hi qui
- c lng khong ca vi tin cy (1-)100% l:
b t n 2 , / 2 S b < < b + t n 2 , / 2 S b
Trong :
S =
2
b
S e2
(x i x )
i =1
S e2
n
x
i =1
2
i
nx
S e2 =
e
i =1
2
i
n2
SSE
n2
1
Trong : S = S .( +
n
2
a
2
e
x
n
x
i =1
2
i
nx
H 0 : 0
H 0 : > 0
H 0 : 0
H 0 : < 0
Gi tr kim nh
t=
Bc b H0
t>tn-2,
H 0 : = 0
H 0 : 0
b
Sb
T<-tn-2,
t>tn-2,/2; t<-tn-2,/2
yi = y i + ei
Vy ei l s khc bit gia gi tr thc t vi gi tr d on ca phng trnh hi
qui tuyn tnh. Nh vy, ei th hin phn bin thin ca Y khng th gii thch bi mi
lin h tuyn tnh gia Y v X.
Ta c:
94
(y
y ) 2 = ( y i y ) 2 + e i2
* H s xc nh R 2 =
Tng lch
Bc t do
Phng sai
bnh phng
Hi qui
SSR
Sai s
SSE
n-2
Tng cng
SST
n-1
MSR =
SSR
1
MSE =
SSE
n2
Gi tr kim nh
F
F=
MSR
MSE
Chi tiu Y
Thu nhp X
Chi tiu Y
9.098
5.492
11.307
5.907
9.138
5.540
11.432
6.124
9.094
5.305
11.449
6.186
9.282
5.507
11.697
6.224
9.229
5.418
11.871
6.496
9.347
5.320
12.018
6.718
9.525
5.538
12.523
6.921
9.756
5.692
12.053
6.471
10.282
5.871
12.088
6.394
10.662
6.157
12.215
6.555
11.019
6.342
12.494
6.755
- Input X Range: Chn vng x l ca bin c lp, nu nhiu bin th chn nhiu
ct.
- Labels: Vng x l c tn bin khng.
- Constant is Zero: y l trng hp hi vi vi =0.
- Confidence Level: tin cy.
96
Kt qu x l ca Excel nh sau:
Regression Statistics
Multiple R
0,9587488
R Square
0,9191993
Adjusted R Square
0,9151592
Standard Error
147,66972
Observations
22
r = 0,9587 th hin mi tng quan thun gia thu nhp v chi tiu l cht ch.
R2 = 0,9191 c ngha l 91,91% s bin thin ca chi tiu c th c gii thch t
mi lin h tuyn tnh gia chi tiu vi thu nhp.
ANOVA
df
SS
Regression
4961434,406
Residual
20
436126,9127
Total
21
5397561,318
MS
Significance F
4.961.434,41 227,52
2,1713E-12
21.806,35
Standard Error
t Stat
Intercept
1922,39
274,9493
6,991
9E-07
1448,18
2396,60
0,3815
0,025293
15,08
2E-12
0,33789
0,42514
y = 1922,39 + 0,3815x
y t n2, / 2 S e 1 +
1 ( xn+1 x) 2
+
2
n n 2
xi n x
i =1
97
y t n 2, / 2 S e
1 ( xn+1 x) 2
+
2
n n 2
xi n x
i =1
f = ( y i a b1 x 1i ... b k x ki ) 2 min
i =1
T iu kin trn ta c h:
98
f / a = 0
f / b = 0
...
f / bK = 0
H 0 : i 0
H 0 : i > 0
Gi tr kim nh
Bc b H0
H 0 : i 0
H 0 : i < 0
t=
t>tn-k-1,
H 0 : i = 0
H 0 : i 0
bi
S bi
t<-tn-k-1,
t>tn-k-1,/2; t<-tn-k-1,/2
SSE
SSR
= 1
SST
SST
* H s xc nh iu chnh:
2
R =
SSR /( n k 1)
n 1
= 1 (1 R 2 )(
)
SST /( n 1)
n k 1
2
Tng lch
bnh phng
Bc t
do
Hi qui
SSR
Sai s
SSE
n-(k+1)
Tng cng
SST
n-1
Phng sai
MSR =
MSE =
SSR
k
Gi tr kim
nh F
F=
MSR
MSE
SSE
n (k + 1)
n k 1 R2
.
k
1 R 2
NN
XK
LP
NN
XK
LP
1,3
3,4
-2,7
13,0
4,1
2,3
8,7
9,5
1,0
1,4
-6,0
10,5
-5,0
1,2
-2,0
1,1
0,4
0,1
-3,6
15,9
2,1
2,7
5,6
11,2
4,9
1,8
13,6
3,2
7,7
3,0
2,0
8,9
9,8
5,6
27,3
5,4
9,3
3,3
6,2
7,5
-2,1
2,2
2,6
5,2
-1,7
2,0
-1,7
18,2
2,0
2,3
-9,5
8,7
5,8
4,7
-0,2
2,1
5,8
3,0
4,4
1,4
3,9
-3,9
-2,5
3,4
5,2
2,9
9,2
3,0
5,6
3,9
6,4
13,9
-1,1
-2,3
-6,3
14,9
6,9
1,3
11,6
6,4
0,2
0,3
12,0
20,3
-4,6
0,8
-9,8
21,5
1,1
1,4
-7,2
19,8
-2,6
1,7
-6,6
6,7
-12,0
4,8
-5,5
8,6
1,1
3,9
3,8
7,7
-1,6
-0,4
-2,5
11,3
4,6
3,0
-3,5
8,6
0,5
1,9
1,6
19,0
-0,6
2,5
2,0
11,5
2,2
-3,5
4,7
1,9
8,2
1,9
3,8
7,8
8,0
3,1
10,9
37,3
4,1
0,9
1,3
5,6
6,5
3,3
-0,6
8,9
12,6
7,9
11,7
3,8
0,2
0,1
8,4
29,5
4,1
2,8
-0,9
9,9
7,8
5,3
10,4
8,1
0,6
2,8
-2,1
23,3
2,5
2,3
4,9
22,6
2,0
0,5
-3,1
33,5
-0,2
3,1
7,9
20,2
0,0
0,4
6,9
32,6
6,1
10,3
-19,0
-1,3
-2,6
-1,3
3,4
7,7
2,9
-0,6
5,4
7,5
-3,4
7,9
-7,9
45,4
Kt qu x l ca Excel nh sau:
Regression Statistics
Multiple R
0,6088296
R Square
0,3706735
Adjusted R Square
0,3277648
Standard Error
3,6899289
Observations
48
101
ANOVA
df
Regression
SS
MS
352,8613631
117,6205
Residual
44
599,0853036
13,61558
Total
47
951,9466667
Significance F
8,63867
0,000127635
Standard Error
t Stat
P-value
2,0471
0,046649
0,031514
4,034525
cients
Intercept
2,033019
0,993121
NN
0,500738
0,205653
2,434859 0,019021
0,086269
0,915206
XK
0,268085
0,068954
3,887867 0,000337
0,129117
0,407054
LP
-0,10474
0,053080
-1,97337 0,054755
-0,21172
0,002229
102
CHNG VII
DY S THI GIAN
Trong chng ny s ni n phng php phn tch bin ng ca hin tng qua
thi gian. Nh trong chng trc, chng ta s dng m hnh hi qui tuyn nh d
bo, phng php ny cn c gi l phng php d bo d vo ni suy, c ngha l ta
d bo da vo bn cht ca hin tng. Tuy nhin, i vi phng php ny chng ta
khng th no a tt c cc yu t nh hng n hin tng vo m hnh c bi n
qu nhiu v cng khng th bit ht. Phng php d bo d vo dy s thi gian l
chng ta quan st hin tng bin i qua thi gian ri tm ra qui lut v dng qui lut
suy lun, phng ny gi l phng php d bo da vo ngoi suy. Trong thc t c
rt nhiu hin tng ph thuc vo thi gian nh: Lng tiu th lng thc thc phm
ph thuc vo tui, chu k sng ca sn phm,... vi l lun nh vy ta c th xem thi
gian nh l mt bin c lp tc ng n hin tng nghin cu.
Nh vy, ta c th xem nghin cu dy s thi gian nh l chng ta c thm mt
phng n la chn d bo.
I. DY S THI GIAN
1. nh ngha
Dy s thi gian l mt dy cc gi tr ca hin tng nghin cu c sp.
ti
t1
t2
tn
yi
y1
y2
yn
2. Phn loi
Cn c vo c im thi gian ngi ta thng chia dy s thi gian thnh hai
loi:
- Dy s thi k: l dy s biu hin s thay i ca hin tng qua tng thi k
nht nh. V d, gi tr hng xut khu ca mt quc gia vo cc nm t 1990 n 1995.
- Dy s thi im: l dy s biu hin mt lng ca hin tng vo mt thi
im nht nh. V d, tng gi tr ti sn ca doanh nghip vo cc thi im cui nm
31/12/19xx.
3 Phng php lun d bo thng k
xy dng mt m hnh d bo th ngi nghin cu cn thu thp s liu v vn
cn d bo. Phng php thu thp d liu v tin hnh d bo ph thuc vo nhiu
nhn t c m t s sau:
-----------------D liu lch s---------------D bo li
-------- Y
Y
1 m
11
Y1------Mu------- Yn
Yn+1---------------YN
D bo trong mu
D bo hu nghim
D bo tin nghim
------------------ Y
Y
1
n
-------------- Y
Y
N
n +1
------------ Y
Y
N +1
N+k
ei = yi - y i
n
t =1
et
Y
t =1
e
t =1
2
t
x + x 2 + ... + x n
=
x= 1
n
x
i =1
x=
x t
i =1
n
i i
t
i =1
104
2.2. S tuyt i nh gc: Biu hin lng tng gim tuyt i gia k nghin
cu v k c chn lm gc.
'i = x i x (1)
i=2
= 'i
x i x (1)
'i
=
=
=
n 1 n 1
n 1
i=2
xi
x i 1
t 'i =
= t 'n
i=2
t = n 1 t i = n 1 t 'n = n 1
i =2
xn
x (1)
4. Tc tng gim
L ch tiu biu hin s tng ln hay gim xung v mt t l ca hin tng
nghin cu.
4.1. Tc tng gim tng k:
ai =
x i x i 1
= ti 1
x i 1
a 'i =
x i x (1)
x (1)
= t 'i 1
i
i
x
=
= i 1
i
100
ai
x100
x i 1
III. MT S M HNH D BO
1. D on da vo lng tng gim tuyt i trung bnh
Phng php ny thng c s dng khi hin tng bin ng vi mt lng
tuyt i tng i u, ngha l cc lng tng gim tuyt i tng k xp x bng nhau.
Cng thc d on:
^
y n + L = y n + L.
^
y n+L
: Gi tr d on thi im n+L
yn
: Gi tr thc t thi im n
: Tm xa d on
2002
2003
2004
2005
2006
2007
2,0
2,2
1,7
1,5
2,8
2,9
i=2
n 1
0,9
= 0,18
6 1
y n + L = y n .( t ) L
^
y n+L
: Gi tr d on thi im n+L
yn
: Gi tr thc t thi im n
: Tm xa d on
xn
2,9
= 61
= 1,0771
x (1)
2,0
(*)
y t+n = y t
(**)
y t : Gi tr c lm phng thi im t.
Cch la chn :
+ Nu dy s c nhiu bin ngu nhin th hin cc mc ca dy s ln
xung bt thng: ta chn ln.
+ Nu dy s c t bin ngu nhin: ta chn nh.
+ Nu cng mt ti liu phi chn gia nhiu , th ta chn c sai s nh
nht.
n
MSE =
(y
i=2
yi )2
n 1
107
Doanh
s
D on
y t = y t 1 + (1 ) y t
=0,4
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
( y i y i )2
925
940
924
925
912
908
910
912
915
924
943
962
960
958
955
925,00
934,00
928,00
926,20
917,68
911,87
910,75
911,50
913,60
919,84
933,74
950,69
956,28
957,31
955,92
TNG
=0,6
925,00
931,00
928,20
926,92
920,95
915,77
913,46
912,88
913,73
917,84
927,90
941,54
948,92
952,55
953,53
=0,4
=0,6
225,00
100,00
9,00
201,64
93,70
3,50
1,57
12,25
108,16
536,39
798,86
86,59
2,97
5,34
225,00
49,00
10,24
222,61
167,75
33,31
2,14
4,50
105,54
633,23
1.162,70
340,74
82,36
5,98
2.184,98
3.045,11
y 11 = y 15 = 955,92
Hm tuyn tnh: y t = b 1 + b 2 t
^
Hm Parabol: y t = b 1 + b 2 t + b 3 t 2
^
Hm bc 3: y t = b 1 + b 2 t + b 3 t 2 + b 4 t 3
^
b
Hm Hyperbol: y t = b 1 + 2
t
^
Hm m: y t = b 1 b 2t
....
^
y =909,4 + 2,8t
D bo s lng bn ngy 16:
^
2005
Qu
I
II
III
IV
I
II
III
IV
Doanh s
170
148
141
150
161
137
132
158
Nm
2006
2007
Qu
I
II
III
IV
I
II
III
IV
Doanh s
157
145
128
134
160
139
130
144
y = b 0 + b1 t
Ta chn bin t=1 - 16, ta tm c hm hi qui tuyn tnh nh sau:
y = 155,275 1,1059t
109
x *i + ( m 1) / 2 =
1 m 1
. x i + j
m j=1
Qu
Doanh s
2004
I
II
III
2005
2006
2007
Trung bnh
4 mc
Trung bnh
2 mc (x*)
170
148
141
152,25
151,13
IV
150
150,00
148,63
161
147,25
146,13
II
137
145,00
146,00
III
132
147,00
146,50
IV
158
146,00
147,00
157
148,00
147,50
II
145
147,00
144,00
III
128
141,00
141,38
IV
134
141,75
141,00
160
140,25
140,50
II
139
140,75
142,00
III
130
143,25
IV
144
Nm
2004
2005
2006
TCSI x
= *
TC
x
Qu
I
II
III
Doanh s (x=TCSI)
170
148
141
TC (x*)
SI=x/x*(%)
151,13
93,3
IV
150
148,63
100,9
161
146,13
110,2
II
137
146,00
93,8
III
132
146,50
90,1
IV
158
147,00
107,5
157
147,50
106,4
110
2007
II
145
144,00
100,7
III
128
141,38
90,5
IV
134
141,00
95,0
160
140,50
113,9
II
139
142,00
97,9
III
130
IV
144
Qu I
Qu II
2004
Qu III
Qu IV
93,3
100,9
2005
110,2
93,8
90,1
107,5
2006
106,4
100,7
90,5
95,0
2007
113,9
97,9
Tng
330,5
292,4
273,9
303,4
Ch s thi v
trung bnh (SI)
110,17
97,47
91,30
101,13
Ch s thi v
iu chnh (S)
110,15
97,45
91,28
101,12
Ch s thi vu
400
= (SI) x
iu chnh
Tng ch s thi vu TB
* Theo thng :
Ch s thi vu
1.200
= (SI) x
iu chnh
Tng ch s thi vu TB
* Theo qu
400,07
C=
Nm
2004
2005
2006
Doanh s
x*=TC
T
y = 155,275 - 1,1059t
C(%)
I
II
III
1
2
3
170
148
141
151,13
151,96
99,46
IV
150
148,63
150,85
98,53
161
146,13
149,75
97,59
II
137
146,00
148,64
98,22
III
132
146,50
147,53
99,30
IV
158
147,00
146,43
100,39
157
147,50
145,32
101,50
II
10
145
144,00
144,22
99,85
111
Nm
2007
Qu
Doanh s
x*=TC
T
y = 155,275 - 1,1059t
C(%)
III
11
128
141,38
143,11
98,79
IV
12
134
141,00
142,00
99,29
13
160
140,50
140,90
99,72
II
14
139
142,00
139,79
101,58
III
15
130
IV
16
144
112
CHNG VIII
PHNG PHP CHN MU1
I. IU TRA CHN MU
Qu trnh nghin cu thng k gm cc giai on: Thu thp s liu, x l tng hp v
phn tch, d bo.
Trong thu thp s liu thng p dng hai hnh thc ch yu: Bo co thng k nh k
v iu tra thng k.
Bo co thng k nh k l hnh thc thu thp s liu thng k c tin hnh thng
xuyn, nh k theo ni dung, phng php cng nh h thng biu mu thng nht, c
quy nh thnh ch bo co do c quan c thm quyn quyt nh v p dng cho nhiu
nm.
iu tra thng k l hnh thc thu thp s liu c tin hnh theo phng n quy nh
c th cho tng cuc iu tra. Trong phng n iu tra quy nh r mc ch, ni dung, i
tng, phm vi, phng php v k hoch tin hnh iu tra. iu tra thng k c p
dng ngy cng rng ri trong iu kin nn kinh t th trng c nhiu thnh phn kinh t.
iu tra thng k c phn thnh iu tra ton b v iu tra khng ton b. iu tra
ton b nhm tin hnh thu thp s liu tt c cc n v ca tng th. Trong khi iu
tra khng ton b ch tin hnh thu thp s liu ca mt b phn cc n v trong tng th.
Trong iu tra khng ton b cn chia ra iu tra trng im, iu tra chuyn v iu tra
chn mu.
iu tra trng im v iu tra chuyn khc vi iu tra chn mu ch kt qu ca
n khng dng suy rng cho tng th. Kt qu ca iu tra chn mu c dng m
t c im ca tng th.
1. iu tra chn mu, u im, hn ch v iu kin vn dng:
1.1. Khi nim iu tra chn mu:
iu tra chn mu l loi iu tra khng ton b, trong ngi ta chn mt cch
ngu nhin mt s ln n v i din trong ton b cc n v ca tng th iu tra
ri dng kt qu thu thp c tnh ton, suy rng thnh cc c im ca ton b tng th.
V d: c nng sut v sn lng la ca mt a bn iu tra no ngi ta ch tin
hnh thu thp s liu v nng sut v sn lng la thu trn din tch ca mt s h gia nh
c chn vo mu ca huyn iu tra thc t, sau dng kt qu thu c tnh ton v
suy rng cho nng sut v sn lng la ca ton huyn.
iu tra chn mu c ng dng rt rng ri trong thng k kinh t - x hi nh: iu
tra nng sut, sn lng la; iu tra lao ng - vic lm; iu tra thu nhp, chi tiu ca h
gia nh; iu tra bin ng thng xuyn dn s; iu tra cht lng sn phm cng
nghip.
Ngoi ra, trong t nhin, trong i sng sinh hot ca con ngi, trong y hc, v.v...
chng ta cng gp rt nhiu v d thc t p dng iu tra chn mu; chng hn: Khi
o lng nc ma ca mt khu vc no ngi ta ch chn ra mt s im trong khu
vc v t cc ng nghim o lng nc ma qua cc trn ma trong tng thng v c
nm, sau da vo kt qu nc ma o c t mu l cc ng nghim tnh ton suy
rng v lng nc trung bnh cc thng v c nm cho c khu vc; khi nghin cu nh
1
Chng c tham kho t ti liu Mt s vn phng php lun thng k, nm 2005 ca Vin Khoa hc
thng k.
113
CV = 100
x
CV cng nh th ch tiu c tnh i din cng cao v ngc li.
- L c s xc nh c mu cho cc cuc iu tra c tin hnh v sau.
3. n v chn mu, dn chn mu:
3.1. n v chn mu:
115
116
117
V d: Chn 100 mu sinh vin trong tng s 4.000 sinh vin khoa kinh t & QTKD. S
dng my tnh gieo mt s gm 4 ch s. Mi ln gieo, s no xut hin s c chn vo
mu.
- Chn mu c h thng: L cch chn mu m mu u tin l ngu nhin, sau c
cch k n v ta li chn mt phn t. Vi k = N/n (N: ln tng th v n kch c mu).
V d: Nh v d chn mu ngu nhin n gin, danh sch sinh vin khng sn c trn
my tnh, ta s s dng cch chn mu h thng. Tnh k = 4.000/100 = 40. Ta s gieo s
ngu nhin trong khong 1 n 40. V d c s 18. Mu c chn l 18. Cc mu tip
theo s l 18 + 40 = 58, 58 + 40 = 98
- Chn mu ngu nhin phn tng: L phn chia cc i tng nghin cu thnh cc
nhm, tng theo cc c tnh, sau ly mu theo tng, nhm.
V d: Chng ta mun bit chi tiu cho nc gii kht gia sinh vin v ging vin trong
khoa KT & QTKD. Chng ta cn n nh trc s mu cho mi nhm. Chng hn, s mu
gm 70 sinh vin v 30 ging vin. Sau ta s chn mu theo phng php ngu nhin
n gin t 2 nhm c lp
4.2. Cc phng php chn mu thng c s dng:
a) Phng php chn mu ngu nhin (Probability Sampling Methods):
- Chn mu ngu nhin n gin: Chn mu ngu nhin n gin l chn cc n v
t tng th vo mu hon ton h ho. Cch n gin nht ca chn mu ngu nhin l rt
thm hoc s dng bng s ngu nhin.
- Chn mu h thng (Systematic Sampling): Chn mu h thng l chn cc n v t
tng th vo mu theo mt khong cch c nh sau khi chn ngu nhin mt nhm no
trn c s cc n v iu tra c sp xp th t theo mt tiu thc nht nh.
V d: Trng i hc X c 2000 sinh vin (N = 2000). Cn chn 100 sinh vin (n = 100)
iu tra mc sng ca h. Nu chn h thng s tin hnh nh sau:
- Lp danh sch 2000 sinh vin ca trng theo th t no , chng hn theo vn A, B,
C... ca tn gi.
- Chia tng s sinh vin ca trng thnh 100 nhm u nhau v s c s sinh vin mi
nhm l 20 sinh vin: (K = N: n = 2000: 100).
- Chn ngu nhin mt sinh vin nhm th nht, chng hn ri vo sinh vin c s th
t 15.
- Mi nhm khc cn li s chn 1 sinh vin c s th t: nhm 2: (15+K), nhm 3:
(15+2K)...; nhm 100: (15+99K).
Mt nhc im ca chn mu h thng l c th dn n mu c chn c th b lch
mt cch c h thng. L do, nu danh sch cc phn t c b tr theo mt kiu tun hon
trng hp vi khong cch ly mu, c l l mt mu b lch c th c la chn. V
vy, trong vic xem xt mt mu c h thng cn phi kho st thn trng bn cht ca
danh sch.
Tuy nhin, phng php ly mu c h thng c th to ra mt mu ngu nhin n gin.
N s m bo c s i din t cc khong cao nht n thp nht (nu dn chn mu
c sp xp th t theo mt tiu ch no ). Mt mu ngu nhin n gin kh thc hin
c nh vy.
- Chn mu theo t: thc hin theo phng php ny, trc ht phi phn t cc n
v tng th chung thnh nhiu t theo tiu thc c lin quan trc tip n ni dung nghin
cu. Sau , sau xc nh c mu cho tng t. Vic phn chia ny c thc hin mt
trong ba phng php:
118
Trong :
N - S n v tng th;
n - S n v mu;
t - H s tin cy;
x - Phm vi sai s chn mu;
S2 - Phng sai ca tng th.
- Cch th hai xc nh c mu trn c s cc thng tin v quy m v phng sai ca cc
t t:
K
n=
w S
t =1
2
j
1 k
+ w j S 2j
t N j =1
2
x
2
Trong :
N - S n v tng th;
n - S n v mu;
t - H s tin cy;
x - Phm vi sai s chn mu;
Wj - T trng s n v ca t t trong tng th;
k - S lng t (j = 1, 2...k);
S 2j - Phng sai tng th ca t j.
tra, song thc t li khng c, do vy thng phi dng s liu iu tra ton b ca cc cuc
121
iu tra trc (nu c). Trng hp khng c s liu ca cc cuc iu tra trc th phi
tin hnh iu tra mu nh. Tuy nhin, vic iu tra mu nh cng kh phc tp, mt nhiu
thi gian, nhiu khi cn nh hng n tin thc hin ca cuc iu tra chnh.
Mt kh khn na l trong mt cuc iu tra chn mu thng tin hnh thu thp thng
tin v nhiu ch tiu. Cc ch tiu khc nhau s c quy lut phn phi v bin thin khc
nhau, tc l c phng sai khc nhau. V do vy, mi ch tiu tnh ra s c mt c mu
ring (mc d yu cu v tin cy ca cc ch tiu iu tra nh nhau). Ni cch khc, c
bao nhiu ch tiu iu tra th phi tnh by nhiu c mu, sau s chn ra c mu ln nht
dng chung cho iu tra tt c cc ch tiu. Vi nhiu c mu i hi phi tnh nhiu
phng sai nn cng vic tnh ton cng tr nn phc tp, tn nhiu cng sc, kh thc
hin.
V nhng c im trn y, trong thc t iu tra chn mu cn t khi p dng mt cch
trc tip cc cng thc trn xc nh c mu.
Trong thng k c mt s cuc iu tra chn mu m cc chuyn gia chn mu
da vo thng tin ca cc cuc iu tra c lin quan trc xc nh c mu theo cng
thc l thuyt. Song kt qu thu c cn khim tn.
b) Xc nh c mu theo kinh nghim iu tra thc t:
Trong thc t nhiu khi cc chuyn gia thng k thng cn c vo c mu ca cc cuc
iu tra c iu kin v quy m tng t thc hin thnh cng trc trong nc
hoc trn th gii xc nh c mu cho cuc iu tra sau. C nhiu cch xc nh c mu
nhng ph bin nht vn da vo t l mu chung c iu tra v b sung thm mt t
l mu d phng no .
Cch lm ny n gin, nhanh chng v d thc hin, tc l c tnh kh thi cao. Tuy
nhin lm nh vy ch yu vn l theo ch ngha kinh nghim v gn nh cha tnh n
mc bin ng ca cc ch tiu nghin cu.
c) Xc nh c mu da theo c mu ca cuc iu tra thc hin:
C iu kin, quy m tng t v c tin hnh thnh cng, nhng c iu chnh
(tng ln hoc gim i) trn c s phn tch t l sai s chn mu ca mt s ch tiu ch
yu. Qu trnh ny c tin hnh theo hai hng:
(1) Trc ht lit k nhng ch tiu ch yu cng c t chc thu thp s liu trong c 2
cuc iu tra (cuc iu tra trc hon chnh v cuc iu tra ln ny ang chun b);
trong chn ra mt ch tiu trong cuc iu tra ln trc c t l sai s chn mu ln nht
(t y ch tiu c chn gi l ch tiu nghin cu).
(2) Tip theo, tin hnh xem xt t l sai s chn mu ca ch tiu nghin cu tnh c
ca cuc iu tra ln trc v x l nh sau:
- Nu t l sai s chn mu ln hn mc cho php th phi iu chnh c mu ca
cuc iu tra ln ny tng ln so vi cuc iu tra trc;
- Nu t l sai s chn mu nh hn mc cho php th c th iu chnh c mu
gim i.
Ch :
- So snh t l sai s chn mu l cn c quan trng iu chnh c mu. Song
khng phi l cn c duy nht, m thc t cn phi da vo mt s yu t khc nh s thay
i v quy m tng th, thay i v s lng ch tiu iu tra...
- iu kin p dng cch iu chnh c mu trn y l trong cuc iu tra k trc
phi tnh c t l sai s chn mu cho cc ch tiu ch yu.
122
C C0
Z
Trong :
C - Tng kinh ph c cp;
C0 - Kinh ph chi cho cc khu chun b, tp hun nghip v thu thp, x l v cc chi ph
chung khc;
Z - Chi ph cn thit cho tt c cc khu iu tra tnh cho mt n v iu tra.
5.2. Phn b mu:
Nu a bn iu tra c chia thnh cc khu vc hoc cc t khc nhau v tin hnh
iu tra trn tt c cc khu vc hoc cc t th phi thc hin phn b mu cho tng khu vc
hoc tng t .
C nhiu cch phn b mu khc nhau, di y ch gii thiu mt s cch phn b ch
yu.
a) Phn b mu t l thun vi quy m tng th:
Cng thc xc nh c mu ca tng t t (nt) nh sau:
nj =
Nj
N
n = Nj f
Trong :
j - Ch s th t t (t = 1, 2...k)
n - S n v mu chung
nj - S n v mu ca t j
N - S n v ca tng th
Nj - S n v ca t t
n
f - T l mu ( f = )
N
Cch phn b mu t l thun vi quy m thng c p dng khi quy m ca cc t
tng i ng u, phng sai v chi ph cho cc t khng khc nhau nhiu. Cch phn b
ny c u im: D lm, khng phi tnh li theo quyn s thc t khi suy rng kt qu l
ch tiu bnh qun hoc t l cho tng th. Tuy nhin, khi quy m ca cc t khc nhau
nhiu th phn b t l thun vi quy m d lm cho cc t c quy m nh thng khng
s lng mu i din cho t , ngc li cc t c quy m ln li "tha" c mu. Mt
khc, vic t chc iu tra cng nh kinh ph cn thit cho iu tra cc t c quy m ln
s rt nng n, cn vic t chc iu tra cng nh kinh ph cn thit cho iu tra cc t c
quy m nh li qu nh nhng.
b) Phn b mu t l vi cn bc hai ca quy m tng th:
Cng thc tnh s n v mu (nt) ca t t nh sau:
nj = n. wj
Trong :
N: S n v ca tng th
wj: T l gia cn bc hai s n v ca t t ( N j ) v tng cn bc hai s n v
123
ca tt c cc t ( N j ).
j =1
Nj
k
j =1
Nj
N jS j
vi (j = 1, 2... k)
N S
j =1
Trong :
Nj - Tng s n v ca t j;
Sj - lch chun ca t th j.
Cng thc trn cho thy quy m mu ca cc t t l thun vi quy m v phng sai
ca chng. T c phng sai ln s c phn nhiu n v mu hn t c phng sai nh,
t c quy m ln s c phn nhiu n v hn cc t c quy m nh.
d) Phn b mu ti u:
y l cch phn b mu ti u y hn v n khng nhng cp ti s khc bit v
quy m, s bin ng ca ch tiu c nghin cu gia cc t m cn cp ti kh nng
kinh ph ca tng t. Cng thc phn b mu ti u c dng:
N jS j / cj
n j = n . k
N jS j / cj
j =1
vi j = 1, 2... k
Tn XP S h
Khu
vc
TT
Tn
XP
S h
Khu
vc
18
11
20
20
12
26
22
13
22
22
14
22
24
15
24
24
16
18
18
17
20
20
18
16
22
19
26
10
20
20
28
Tng
s
432
1 n
xi
n i =1
125
n 1 i =1
s2 =
n: Tng s h chn mu ca a bn ( n = n j )
j =1
xj =
nj
x
j =1
ij
1 j
x jnj
n j =1
1 j
xjN j
N j =1
126
s 2j =
j
1
2
(xij x j )
n j 1 i=1
s j2
n
1
n N
k
Trong : s j2 =
s n
j =1
k
2
j
n
j =1
1
N
s 2j
n
1 j N 2j
N
j =1 n j
j
k
1 n
x j = xij
n i =1
Vn u t bnh qun ca tt c cc n v iu tra:
1 m
1 m n
x = x j = xij
m j =1
n j =1 i =1
Phng sai mu cp II (h) thuc tng n v mu cp I (x, phng) th j:
n
1
(xij x j )2
s =
(n 1) i=1
Bnh qun cc phng sai mu cp II:
2
j
127
s j2 =
1 m 2
sj
m j =1
Phng sai mu cp I:
sb2 =
1 m
2
(x j x )
m 1 j =1
2
sb2
m sj
n
1
1 +
m M m.n N
Trong :
n
j =1
= n (n l s mu iu tra).
Nu chn mu chm c kch thc bng nhau th cc nj bng nhau v bng n * (n* l s
n v trong mt chm).
B
1 n
xij
n i =1
Vn u t bnh qun ca tt c cc n v iu tra
xj =
1 m
xj
m j =1
Phng sai gia cc chm
x=
sb2 =
1 m
2
(
xj x)
m 1 j =1
Sai s chn mu
sb2
m
1
m M
1
xj =
nj
ij
i =1
x=
x n
j =1
m
n
j =1
1 m j
xij
n j =1 i=1
j =1
m
(x
x) nj
2
Sai s chn mu ch pht sinh trong iu tra chn mu khi tin hnh thu thp mt b
phn cc n v tng th (gi l mu) ri dng kt qu suy rng cho ton b tng th. Sai s
chn mu ph thuc vo c mu (mu cng ln th sai s cng nh), vo ng u ca
ch tiu nghin cu ( ng u cao th sai s chn mu cng nh) v phng php t chc
iu tra chn mu. Cn sai s iu tra xy ra c trong iu tra chn mu v iu tra ton b.
Trong thc t cng tc iu tra thng k hin nay, phng php chn mu c p dng
ngy cng nhiu v c hiu qu. S liu thu c t iu tra chn mu ngy cng phong
ph, a dng v phc v kp thi cc yu cu s dng. Bn cnh cht lng s liu ca
iu tra chn mu cng cn nhng hn ch nht nh. C mt s kin hin nay nh gi
khng cng bng v thiu khch quan v kt qu iu tra chn mu, cho rng s liu cha
st vi thc t v ch iu tra mt b phn ri suy rng cho tng th.
Tt nhin cng phi thy rng l iu tra chn mu th khng th trnh khi sai s
chn mu nhng mc sai s chn mu ca phn ln nhng ch tiu trong cc cuc iu
tra thng k hin nay thng l phm vi cho php nn chp nhn c. Hn na khi cn
thit ta c th ch ng gim c sai s chn mu bng cch iu chnh c mu v t chc
chn mu mt cch khoa hc, tun th ng nguyn tc chn mu.
iu ng ni v cn quan tm hn trong iu tra thng k chnh l sai s phi chn mu.
Loi sai s ny xy ra c ba giai on iu tra, lin quan n tt c cc i tng tham gia
iu tra thng k v nh hng ng k n cht lng s liu thng k.
Di y s i su nghin cu v sai s phi chn mu - sai s iu tra, xy ra trong c ba
giai on nhng ch cp n sai s lin quan ti nhng cng vic, nhng i tng
thng gp nhiu hn.
1. Sai s trong qu trnh chun b iu tra thng k:
Trong cng tc iu tra thng k, chun b iu tra gi mt vai tr cc k quan trng.
Cht lng ca khu chun b iu tra s nh hng c n qu trnh thu thp s liu v
cui cng l n cht lng ca s liu iu tra. Mt cuc iu tra c chun b k lng,
chu o v y s l c s u tin gim sai s iu tra nhm nng cao cht lng ca
s liu thng k.
1.1. Sai s iu tra lin quan ti vic xc nh mc ch, ni dung v i tng iu
tra:
Xc nh mc ch iu tra l lm r yu cu ca cuc iu tra phi tr li nhng cu hi
g, t c nhng mc tiu no ca cng tc qun l. Yu cu ca mc ch iu tra phi
r rng, dt khot v chnh l cn c xc nh ni dung cng nh i tng iu tra
mt cch ng n, y , ph hp, khng b chch hng.
Cng mt n v iu tra, nu c mc ch iu tra khc nhau vi cch tip cn thu thp
thng tin khc nhau th s c ni dung cng nh i tng iu tra khc nhau.
Xc nh ng ni dung v i tng iu tra, mt mt lm cho s liu thu thp c s
p ng nhng yu cu s dng, s liu m bo "va ". Mt khc, xc nh ng ni
dung v i tng iu tra l c s thit k bng hi mt cch khoa hc v c iu kin
thun li tip cn vi i tng cung cp thng tin, m bo thng tin thu c ph hp
v phn nh ng thc t khch quan.
Tm li vic xc nh ng mc ch, ni dung v i tng iu tra lm cho cuc iu tra
thc hin ng hng, ng yu cu l mt trong nhng iu kin tin quyt m bo
cht lng s liu, gim sai s trong iu tra thng k.
1.2. Sai s lin quan ti vic xy dng cc khi nim, nh ngha dng trong iu tra:
Khi nim, nh ngha dng trong iu tra gip cho hiu r ni dung, bn cht cng nh
phm vi xc nh thng tin ca s liu thng k cn thu thp.
130
v.v. Bng kinh nghim ngh nghip cng nh quan h logic tnh ton gia cc cu hi,
ngi kim tra c th pht hin c nhng loi sai st kiu ny. Kim tra s b cn c th
pht hin nhng trng hp c "s liu l" (qu cao hoc qu thp so vi mc bnh qun
chung). Nhng loi sai st trn y nhn vin kinh t c th t iu chnh hoc nu trong
nhng trng hp cn thit phi kim tra xc minh li. Lm tt khu kim tra s b cng l
cng vic gp phn quan trng gim sai s iu tra.
Cn kim tra s b cng on nh m v nhp thng tin. S liu ghi ng, ghi y
c kim tra k lng, nhng nu nh m sai, hoc nhp thng tin sai th cng dn n
kt qu tng hp sai.
Sai st trong nh m c th l la chn m khng ph hp vi ni dung ca thng tin,
hoc l do bng m khng c th, kh xc nh, hoc l kh nng lin h vn dng m ca
ngi nh m khng tt; , nh m sai (m ny ln vi m kia) hoc c m ng nhng
ln s (v d 51 thnh 15), v.v...
khc phc sai st trong khu nh m, trc ht phi c bng m tt, c th, ph hp
vi ni dung thng tin cn thu thp. Bn cnh nhng m c th cn c nhng m chung
cho ngi nh m c c s vn dng cho nhng trng hp thc t xy ra nhng cha c
m trong danh mc m c th (gi l cc trng hp khc). Mt khc, ngi nh m phi
c hng dn y v yu cu, nguyn tc v k thut nh m, khi thc hin phi bit
vn dng v x l linh hot nhng tuyt i khng c tu tin, ngi nh m cn kt
hp cht ch vi cc b phn khc trong cng khu tng hp, x l s liu.
Sau nh m l khu nhp thng tin v khu ny cng thng xuyn xy ra sai s. Loi
sai st ny thng xy ra trong cc trng hp sau: Nhp tin p hoc b qua khng nhp
thng tin, nhp m sai, n ln s, v.v...
khc phc nhng sai st khi nhp tin, thng trc ht phi la chn nhng nhn vin
nhp tin c kh nng nhp tt, t nhm ln, c tinh thn trch nhim cao, tun th nghim
tc nhng quy trnh v nguyn tc nhp thng tin c hng dn thng nht.
Trn gc cng ngh thng tin, phi c chng trnh nhp hp l, khoa hc, c c
nhng lnh cho php t kim tra pht hin nhng li nhp thng tin.
Trong nhiu trng hp phi phn cng cho nhp thng tin hai ln ri so snh i
chiu s liu nhp tm ra nhng trng hp khng thng nht thuc v li nhp thng
tin.
i vi cc cuc iu tra thng k thc t hin nay, nhng li nhp thng tin nh hng
n sai s iu tra khng phi l nh. Tuy nhin, sai s do li nhp thng tin, nu c chun
b tt hon ton c kh nng khc phc.
134
135