CC BIN NGU NHIN RI RC THNG DNG

0.1

Bin ngu nhin Bernoulli

nh l 0.1. BNN X c gi l BNN Bernoulli nu X() = {0; 1}

v (0) = 1 p; (1) = p vi 0 < p < 1. K hiu X B(p).
V d 0.1. Nu A l mt bin c th ta c th nh ngha hm ch bo
ca A nh sau:
{
1 nu A
IA () =
0 nu
/A
Ta thy IA B(p) vi p = P (A).
V d 0.2. Tung mt ng xu (khng nht thit cn i v ng cht).
Gi s ng xu xut hin mt sp vi xc sut p, suy ra xc sut ng
xu xut hin mt nga l 1 p. Ta t cc bin c
N : xut hin mt nga.
S: xut hin mt sp.
Hin nhin = {N ; S}. Ta xt nh x
X : R
S 7 X(S) = 1
N 7 X(N ) = 0
Khi X B(p).
nh ngha 0.1. (Dy php th Bernoulli) Mt dy php th c
lp m mi php th c mt bin c A no c quan tm, s
xy ra vi xc sut P (A) = p khng i v khng xy ra vi xc sut
P (A) = 1 p, c gi l dy php th Bernoulli.

0.2

Bin ngu nhin c phn phi nh thc

nh ngha 0.2. Xt mt dy gm n php th Bernoulli, bin c

c quan tm trong mi php th l bin c A. Gi X l s ln xut
hin bin c A trong n php th. Khi , ta ni X l mt BNN c
phn phi nh thc vi hai tham s p v n, k hiu X B(n; p).

nh l 0.2. Nu X N (n; p) th
X() = {0; 1; 2; . . . ; n}.
P (X = k) = Cnk pk (1 p)nk .

Chng minh. u tin ca nh l l hin nhin. Ta ch cn chng

minh th hai, tc P (X = k) = Cnk pk (1 p)nk .
Dy kt qu ca n php th c biu th bi mt dy n k t gm A
v A: AAAA . . . A.
Bin c (X = k) xy ra khi trong dy c k k t A v n k k t
A. Do , xc sut c c mt dy nh vy s bng pk (1 p)nk . Mt
khc, c tt c Cnk dy khc nhau vi k k t A v n k k t A. Do ,
P (X = k) = Cnk pk (1 p)nk .

V d 0.3. Xc sut mt bnh nhn c cha bnh thnh cng vi k
thut mi l p = 0, 8. Gi s c 10 bnh nhn.
1. Tnh xc sut c 6 bnh nhn c cha bnh thnh cng vi k
thut mi.
2. Tnh xc sut c nhiu nht 8 bnh nhn c cha bnh thnh
cng vi k thut mi.
3. Tnh xc sut c t nht mt bnh nhn c cha bnh thnh
cng vi k thut mi.
Gii. 1. Gi X l s bnh nhn c cha khi bng k thut mi. Khi
, X B (10; 0, 8). Ta cn tnh P (X = 6).
S dng nh l 0.2 ta tnh c
6
P (X = 6) = C10
(0, 8)6 (0, 2)4 = 0, 0881.

2. Ta cn tnh P (X 8). Ta c
P (X 8) = 1 P (X = 9) P (X = 10)
9
(0, 8)9 (0, 2) (0, 8)10 = 0, 6242.
= 1 C10
3. Ta cn tnh P (X 1). Ta c
P (X 1) = 1 P (X = 0) = 1 (0, 2)10 .

V d 0.4. Mt nh tuyn dng kim tra kin thc ln lt n ng vin,

vi xc sut c chn ca mi ng vin 0,56. Nu xc sut nh
tuyn dng chn ng 8 ng vin l 0,1794 th s ngi phi kim tra
l bao nhiu ?

Gii. Gi X l s ng c vin c tuyn dng. Khi , X B(n; 0, 56).

Ta cn tm n P (X = 8) = 0, 1794. Ta c
P (X = 8) = 0, 1794 Cn8 (0, 56)8 (0, 44)n8 = 0, 1794 n = 12.


Vy n = 12 l gi tr cn tm.

V d 0.5. Mt my sn xut ln lt tng sn phm vi xc sut xut

hin ph phm l 4%. Cho my sn xut n sn phm th thy xc sut
c t nht 1 ph phm ln hn 30%. Xc nh gi tr nh nht ca n.
Gii. Gi X l s ph phm c sn xut. Khi , X B(n; 0, 04). Ta
cn tm n nh nht P (X 1) > 0, 3.

P (X 1) > 0, 3
1 P (X = 0) > 0, 3
P (X = 0) < 0, 7
0, 96n < 0, 7
n > 8, 7.

Vy n = 9 l s nh nht tha yu cu bi.

V d 0.6. Bnh Tay-Sachs l mt bnh di truyn gy ra bi mt gen bt

thng (ta gi l gen Tay-Sachs). Nhng ngi c gen bt thng ny
khng c mt enzym quan trng c gi l hexosaminidase A (Hexa)
gip ph v mt cht bo c gi l ganglioside GM2. Cht ny tch
t ln no v gy tn hi n cc t bo thn kinh. Tr s sinh bt u
c du hiu bnh t 3 n 6 thng. Tr em b bnh Tay-Sachs thng
b ic, b m, b bi lit v thng cht tui ln 5. Bnh Tay-Sachs
ph bin nht ngi Do Thi. Mt s nhm khng phi ngi Do Thi
cng c nguy c mc bnh cao nh: bao gm nhng ngi c t tin l
ngi Php-Canada, t Louisiana Bayou, hoc t cc qun th Amish
Pennsylvania.
Nu mt cp v chng khng mc bnh Tay-Sachs nhng c mang
gen Tay-Sachs th xc sut a tr sinh ra mang bnh Tay-Sachs l 14 .
Gi s cp v chng ny c 4 a con, hy tnh xc sut khng c a
tr no b bnh.
Gii. Gi X l s a tr trong gia nh mc bnh Tay-Sachs. Khi ,
X B(4; 14 ). Ta cn tnh P (X = 0).

Ta c P (X = 0) = C40 ( 34 )4 = 0, 3164.
nh l 0.3. Cho Xi , i = 1, n l n BNN Bernoulli c lp v Xi
B(p), i = 1, n. Khi , BNN X = X1 + X2 + + Xn c phn b nh
thc vi hai tham s n v p.

Vic chng minh nh l 0.3 kh n gin nn dnh cho bn c.

nh l 0.3 gip cho vic tm hiu tnh cht ca cc BNN c phn phi
nh thc tr nn n gin hn.
Mt trong nhng kh khn ln nht, khi s dng BNN c phn phi
nh thc, l vic tnh xc sut P (X = k) = Cnk pk (1 p)nk vi n ln v p
nh rt kh khn. Chng ta th xt v d sau: Mt nh my sn xut
bng n vi t l bng hng l 0, 4%. Bit nh my sn xut 10000
bng n trong ngy, tnh xc sut trong ngy c 30 bng b hng.
Sau y l li gii ca bi ton:
Gi X l s bng n b hng trong ngy. Khi , X B (10000; 0, 004).
Ta cn tnh xc sut P (X = 30).
30
Ta c P (X = 30) = C10000
(0, 004)30 (0, 996)9970 . Cng vic cn li ca
30
ta l n gin gi tr C10000
(0, 004)30 (0, 996)9970 . y thc s l iu rt
kh nu chng ta khng dng my tnh.
Hn na, nu ta gp cc bi ton dng ny vi s lng php th
cn ln hn gi tr trn (i khi ln ti hng triu) th d ta dng my
tnh cng kh lng n gin gi tr tm c. khc phc nhc im
trn, ta s tm hiu kt qu quan trng sau:

nh l 0.4. Cho dy s dng {pn }n=1,+ (0; 1) tha iu kin

lim npn = p > 0. Khi , vi mi k Z>0 ta c
n

lim Cnk pkn (1 pn )nk =

n+

ep pk
.
k!

Chng minh. t Tn = Cnk pkn (1 pn )nk vi mi n Zk . Khi

Tn = Cnk pkn (1 pn )nk
n!
pkn (1 pn )nk
=
k! (n k)!
n (n 1) . . . (n k + 1) k
pn (1 pn )nk
=
(
)k! (
)
1
1
k1
=
1
... 1
(npn )k (1 pn )nk .
k!
n
n
Ta tnh c
(
) (
)
1
k1
lim 1
... 1
= 1.
n+
n
n

lim (npn )k = pk .

n+

Hn na, v lim npn = p nn lim pn = 0. Do ,

n+

n+

lim (1 pn )nk = lim eln(1pn )(nk) = lim epn (nk) = ep .

n+

n+

n+

Vy lim Cnk pkn (1 pn )nk =

n+

ep pk
.
k!

H qu 0.1. Cho n, k Z>0 sao cho n ln hn k rt nhiu. Khi ,

vi p l s dng kh gn 0 (c th hn l p 0, 01 ) ta c
Cnk pn (1

p)

nk

e(np) (np)k

.
k!

30
Vi H qu 0.1, gi tr C10000
(0, 004)30 (0, 996)9970 c th c tnh n
gin nh sau:
30
C10000
(0, 004)30 (0, 996)9970

0.3

e40 4030
= 0, 0185.
30!

Bin ngu nhin c phn phi hnh hc

nh ngha 0.3. Xt mt dy v hn cc php th Bernoulli, bin

c c quan tm trong mi php th l bin c A. Gi X l s php
th cn thit xut hin bin c A. Khi , ta ni BNN X c phn
phi hnh hc vi tham s p, k hiu X G(p).

nh l 0.5. Nu X G(p) th
X() = Z>0 .
P (X = k) = (1 p)k1 p, k Z>0 .

Chng minh. u ca nh l l hin nhin. Ta s chng minh

th hai, tc P (X = k) = (1 p)k1 p, k Z>0 .
Bin c (X = k) xy ra khi v ch khi trong k 1 php th u tin,
bin c A khng xut hin, trong ln th th k th mi xut hin bin
c A. Do , P (X = k) = (1 p)k1 p.

V d 0.7. Gieo mt con xc xc n khi no xut hin mt 1 chm th
ngng li. Tnh xc sut s ln gieo dng li con s 5.
Gii. Gi X l s ln gieo cn thit xut hin mt 1 chm. Khi
X G( 16 ). Ta cn tnh P (X = 5).

Ta c P (X = 5) = (1 16 )4 16 = 0, 0804.
5

nh l 0.6. Nu X G(p) th P (X > k) = (1 p)k vi mi k Z>0 .

Gii. Ta c
+

P (X > k) =

P (X = i) =

i=k+1

S dng ng thc

ai =

i=0
+

(1 p)i1 p.

i=k+1
1
1a

(1 p)i1 p = (1 p)k p

vi |a| < 1 ta c

i=0

i=k+1

1
(1 p)i = (1 p)k p = (1 p)k .
p

Do P (X > k) = (1 p)k .

Trng hp k ln v p nh ta c th dng xp x
(1 p)k = ek ln(1p) ekp .
V d 0.8. Gi s xc sut c ma trong mt ngy vng A l
xc sut khng c ma trong mt nm vng A.

1
.
100

Tnh

Gii. Gi X l s ngy cn thit xut hin ma vng A. Khi ,

1
X G( 100
). Ta cn tnh P (X > 365).
1
1 365
) e 100 365 = e3,65 = 0, 03.
Ta c P (X > 365) = (1 100


0.4

Bin ngu nhin c phn phi nh thc m

nh ngha 0.4. Xt mt dy v hn cc php th Bernoulli, bin c

c quan tm trong mi php th l bin c A. Gi X l s php th
cn thit bin c A xut hin r ln r Z>0 . Khi , ta ni BNN X
c phn b nh thc m vi hai tham s r v p, k hiu X N B(r; p).

nh l 0.7. Nu X N B(r; p) th
X() = {r; r + 1; r + 2; . . .}.
r1 r
p (1 p)kr , k Zr .
P (X = k) = Ck1

Chng minh. u ca nh l l hin nhin. Ta s chng minh

r1 r
th hai, tc P (X = k) = Ck1
p (1 p)kr , k Zr .
Bin c (X = k) xy ra khi v ch khi trong k 1 php th u tin,
bin c A xut hin r 1 ln, trong ln th th k cng xut hin bin
r1 r
c A. Do , P (X = k) = Ck1
p (1 p)kr , k Zr .

V d 0.9. Xc sut mt x th bn trng mc tiu l 0,8. X th ch
ngng bn khi no mc tiu b trng 3 vin n. Tnh xc sut x th
ngng bn ln bn th 5.
Gii. Gi X l s ln bn cn thit mc tiu b trng 3 vin n.
Khi , X N B(3; 0, 8). Ta cn tnh P (X = 5).
Ta c P (X = 5) = C42 (0, 8)3 (0, 2)2 = 0, 1229.


nh l 0.8. Xt mt dy v hn cc php th Bernoulli, bin c c

quan tm trong mi php th l bin c A. Gi G1 l s php th cn
thit ln u xut hin bin c A, G2 l s php th c cng
thm ln th 2 xut hin bin c A, G3 l s php th c cng
thm ln th 3 xut hin bin c A, . . . , Gr l s php th c
cng thm ln th r xut hin bin c A. Khi , Gi , i = 1, r l cc
BNN c lp v Gi G(p). Hn na, G1 + G2 + + Gr N B(r; p).

Chng minh nh l 0.8 kh n gin nn dnh cho bn c. Kt

qu thu c trong nh l 0.8 rt tin li khi nghin cu tnh cht ca
BNN c phn phi nh thc m.

0.5

Bin ngu nhin c phn phi Poisson

nh ngha 0.5. BNN X c gi l BNN c phn phi Poisson vi

tham s > 0 nu hai iu kin sau y c tha mn:
X() = Z0 .
e k
P (X = k) =
; k Z0 .
k!
Da vo H qu 0.1, ta thy phn phi Poisson l gii hn ca phn
phi nh thc vi cc tham s p = n v n khi n +. Do , phn phi
Poisson cng c nhiu ng dng trong thc t.
M hnh phn phi Poisson l m hnh thng c dng cho cc
BNN dng s bin c xy ra trong mt khong thi gian no . Ta
xt v d sau y:
7

V d 0.10. Quan st mt ca hng ngi ta thy c trung bnh 1 gi c

30 khch n mua hng. Tnh xc sut c 4 khch vo ca hng trong
10 pht.
Sau y l li gii ca bi ton: Gi X l s khch vo ca hng
trong 10 pht. Ta cn tnh P (X = 4).
Ta chia 10 pht thnh n (n ln) khong thi gian bng nhau
[t0 , t1 ], [t1 , t2 ], . . . , [tn1 , tn ] vi tn t0 = 10 sao cho mi khong c ti a
mt v khch vo. V trung bnh 1 gi c 30 khch vo siu th nn trong
10 pht c trung bnh 5 khch vo siu th. Do , xc sut mt khong
thi gian [ti , ti+1 ] c khch vo siu th l pn = n5 . Ta suy ra tng s
khch n ca hng trong 10 pht tun theo lut phn phi nh thc
vi tham s p = n5 v n. Do , nu cho n + ta c ngay BNN X c
5
4
phn b Poisson vi tham s = 5. Vy P (X = 4) = e 4!5 = 0, 1755.
V d 0.11. Mt bn xe khch trung bnh c 70 xe xut bn trong 1 gi.
Tnh xc sut trong 5 pht c 3 xe xut bn.
Gii. Gi X l s xe xut bn trong thi gian 5 pht. Khi , X P ( 35
).
6
Ta cn tnh P (X = 3).
( )3
35
e 6 35
6
Ta c P (X = 3) =
= 0, 0969.

3!
V d 0.12. Quan st thy trung bnh 5 pht c 15 khch hng vo 1
siu th nh. Tm xc sut c nhiu hn 2 khch vo siu th trong
30 giy ?
Gii. Gi X l s khch vo siu th trong thi gian 30 giy. Khi ,
X P (1, 5). Ta cn tnh P (X > 2).
P (X > 2) = 1 P (X = 0) P (X = 1) P (X = 2)
e1,5 (1, 5)0 e1,5 (1, 5)1 e1,5 (1, 5)2
= 1

0!
1!
2!
= 0, 1912


Vy P (X > 2) = 0, 1912.

0.6

Bin ngu nhin c phn phi siu bi

nh ngha 0.6. Mt tp hp gm c M phn t, trong c N

phn t (1 N < M ) mang tnh cht A. Ly ngu nhin mt lt n
phn t thuc tp hp . Gi X l s phn t c tnh cht A trong
n phn t ly ra. Khi , ta ni BNN X c phn b siu bi vi ba
tham s N, M v n, k hiu X H(M ; N ; n).

nh l 0.9. Nu X H(M ; N ; n) th
X () = {min {n (M N ) , 0} , . . . , min {n, N }}.
P (X = k) =

nk
CNk CM
N
, k X().
n
CM

Gii. chng minh u ca nh l 0.6 ta xt cc trng hp sau:

+ Nu n M N ; n N th tp gi tr ca X l
X () = {0, 1, . . . , n} .
+ Nu n M N ; n > N th tp gi tr ca X l
X () = {0, 1, . . . , N } .
+ Nu n > M N ; n N th tp gi tr ca X l
X () = {n (M N ) , n (M N ) + 1, . . . , n} .
+ Nu n > M N ; n > N th tp gi tr ca X l
X () = {n (M N ) , n (M N ) + 1, . . . , N } .
Kt hp cc trng hp trn ta suy ra
X () = {min {n (M N ) , 0} , . . . , min {n, N }} .
chng minh hai ta c nhn xt: bin c (X = k) xy ra khi
trong n phn t ly ra c k phn t c tnh cht A cn n k phn t
cn li khng c tnh cht A. C CNk cch ly k phn t t N phn t
nk
c tnh cht A, CM
N cch ly n k phn t t M N phn t khng
c tnh cht A. Do , s bin c s cp thun li cho bin c (X = k)
nk
n
l CNk CM
N . Hn na, s cch ly n phn t tp hp ban u l CM .
Chnh v th, ta c P (X = k) =

k C nk
CN
M N
,k
n
CM

X().

V d 0.13. Mt thng bia c 24 chai trong ln 3 chai qu hn s

dng. Chn ngu nhin t thng ra 4 chai bia (chn 1 ln). Tnh xc
sut chn c c 4 chai bia khng qu hn s dng.
Gii. Gi X s chai bia khng qu hn dng. Khi , X H(24; 21; 4).
Ta cn tnh P (X = 4).
C4
= 0, 5632.

Ta c P (X = 4) = 21
4
C24
9

V d 0.14. Mt ca hng bn 50 con c chp, trong c 18 con c

chp Nht. Mt khch hng chn ngu nhin 4 con c chp (chn 1
ln). Tnh xc sut c t 2 ti 4 con c chp Nht.
Gii. Gi X l s con c chp Nht c ly ra. Khi , X H(50; 18; 4).
Ta cn tnh P (2 X 4). Ta c
2
2
C32
C18
= 0, 3295
4
C50
1
3
C32
C18
P (X = 3) =
= 0, 1134
4
C50
4
C18
P (X = 4) =
= 0, 0133
4
C50

P (X = 2) =

Do , P (2 X 4) = 0, 4562.

Nhn xt 0.1. Mt trong nhng kh khn khi s dng phn phi siu
bi l trng hp M, N nhn nhng gi tr kh ln. Khi , xc sut
P (X = k) rt kh tnh ton ngay c khi s dng my tnh. Chng ta
th xt bi ton sau:
V d 0.15. Mt hp ng 100000 vin bi, trong c 40000 bi . Chn
ngu nhin 10 bi t hp, tnh xc sut c 7 bi .
Sau y l li gii ca bi ton:
Gi X l s bi trong 10 bi ly ra, suy ra X H (100000; 40000; 10).
Ta cn tnh P (X = 7). Ta c
P (X = 7) =

7
3
C40000
C60000
.
10
C100000

Cng vic cn li ca ta l n gin gi tr

3
7
C60000
C40000
.
10
C100000

y thc s l

iu rt kh nu chng ta khng c s h tr ca my tnh. Hn na,

nu ta gp cc bi ton dng ny vi s lng c th c kho st cn
ln hn gi tr trn (i khi ln ti hng triu) th d chng ta c cc
my tnh cng kh lng n gin gi tr tm c. khc phc nhc
im trn, ta s tm hiu kt qu quan trng sau:

nh l 0.10. Cho M, N, n Z>0 , nu n N, n M N (k hiu

a b c hiu l t s ab rt gn s 0) th vi mi s t nhin k
khng ln hn n ta c
nk
CNk CM
N
Cnk pk (1 p)k
n
CM

vi p =

N
M

(k hiu a b c hiu l t s

10

a
b

rt gn 1).

Chng minh. Ta bin i

nk
CNk CM
n!N ! (M N )! (M n)!
N
=
.
n
CM
k! (n k)! (N k)!M ! (M N n + k)!

V n N, n M N nn
(
) (
!
= N k 1 k1
... 1
(NNk)!
N

(M n)!
M!

(M N )!
(M N n+k)!

Khi ,

1
1
M n (1 n1
... 1 M
)
M ) (

1
N

N k.

1
.
Mn

(M N )nk .

k C nk
CN
M N
n
CM

Cnk N

k (M N )nk

Mn

= Cnk pk (1 p)nk vi p =

N
.
M

Tr li V d 0.15, v 10 40000, 10 60000 nn

P (X = 7) =

7
3
C40000
C60000
7
C10
(0, 4)7 (0, 6)3 = 0, 042467.
10
C100000

T nh l 0.10 ta c th rt ra h qu quan trng sau:

H qu 0.2. Cho
( XN
) H (M ; N ; n), nu n N, n M N th ta c
th xem X B n; M .

11