TRNG I HC TI CHNH MARKETING

KHOA C BN

CHNG

KIM NH PHI THAM S

MC TIU
Kt thc chng 9, ngi hc c kh nng:
Nhn bit v cch s dng kim nh du v tng hng
Wilcoxon cho trung v ca tng th
Bit cch din t v thc hin kim nh Mann-Whitney
Phn tch phng sai ANOVA bng kim nh phi tham s
Kruskal-Wallis
Thc hin kim nh c 2
Kim nh tham s c thc hin trong iu kin tng th c
phn phi chun. Khi tng th khng tha mn iu ny th
khng th s dng cc cng c c. Trong chng ny, xem
xt cc cng c gip kim nh cc gi thuyt khi tng th c
phn phi bt k, khng theo phn phi chun. Kim nh phi
tham s (Nonparametric Tests) ph hp khi d liu phn tch l
loi d liu nh tnh (thang o nh danh v th bc) hay cc d
liu nh lng khng c phn phi chun.
Bng sau lit k mt s kim nh phi tham s v kim nh tham
s tng ng
Phi tham s
Tham s
Kim nh gi thuyt v tr trung bnh
tng th
Kim nh du v hng
Kim nh s bng nhau ca 2 tr
Wilcoxon
trung bnh trong trng hp mu phi
hp tng cp
Kim nh tng hng
Kim nh s bng nhau ca 2 tr
Wilconxon
trung bnh trong trng hp 2 mu
1

c lp
Kim nh Kruskal-Wallis

Phn tch ANOVA

Ngoi ra chng ta cn tm hiu thm v kim nh Chi-Bnh

Phng kim nh gi thuyt v phn phi ca tng th v
kim nh gi thuyt v mi lin h (hay tnh c lp)
9.1 KIM NH DU
Trong phn ny, chng ta m t kim nh phi tham s cho
trng hp mt mu v mu tng cp. Gi M l trung v ca mt
tng th no . Khi :
P (X M ) = 0.5 = P (X > M )

t gi thuyt H 0 : M = m0 v H a : M > m0
Gi s phn phi ca tng th lin tc P (X M ) = 0.5 . Gi X i
l quan st th i v gi N + l s quan st c gi tr ln hn m0 .
Chng ta bc b H 0 nu n+ s quan st ca N + qu ln. Kim
nh ny gi l kim nh du. Ti mc ngha a , s bc b H 0
nu n+ k , vi k c chn nh sau:
P (N + k | M = m0) = a

Tri li, nu i thuyt H a : M m0 , gi tr ti hn c dng N + k

hoc N + k1 , trong P (N + k) + P (N + k1) = a .
xc nh gi tr ca k v k1, chng ta cn xc nh phn phi
ca N + . Kim nh thc hin theo nguyn tc nu mu ly t
tng th c phn phi lin tc, khi cc gi tr quan st trn
hoc di gi tr trung v (Median) c xc sut bng

1
. V vy s
2

gi tr quan st ca mu di median tun theo phn phi nh

1
thc vi tham s n v xc sut p = . n l kch thc mu.
2

Cc bc tin hnh kim nh:

t gi thuyt: H 0 : M = m0 v H a : M > m0

1. Thay mi gi tr quan st ln hn m0 bng du cng (+) v

nh hn m0 bng du tr (-). Nu cc gi tr quan st ca
mu bng m0 , loi b cc quan st v iu chnh li kch
thc mu n .
1
2. t n+ l s du ( + ) trong mu. Vi n v p = , t bng
2

phn phi nh thc, tm g = P (N + n+)

3. Quyt nh: nu g < a . H 0 b bc b. Da vo thng tin ca
mu chng ta n kt lun l trung v ca tng th ln hn
m0 ti mc ngha a . Tri li th khng bc b H 0

Gi s tng th c phn phi lin tc.

Ch : Nu mun dng phng php p _ value : Gi tr p _ value
c tnh theo cng thc:
pvalue

= P (N n ) = C
=g

i =k
+

i
n

V d: Cho dy s liu:
1.51 1.35 1.69
1.48

1.29

1.27

1.54

1.39

1.45

Hy kim nh gi thuyt sau: H 0 : M = 1.4 v H a : M > 1.4

Gii:
Chng ta kim nh: H 0 : M = 1.4 v H a : M > 1.4
Thay nhng gi tr ln hn 1.4 bng du (+) v nh hn bng du
(- ) , ta c:
+- +- - +- +
1
2

Vy, n+ = 5. Tra bng phn phi nh thc vi n = 9 v p = . Ta

c:
P (N + 5) = 0.5

Nn pvalue = 0.5. V a = 0.05 < 0.5. Gi thit H 0 b bc b. Ta kt lun

trung v khng vt qu 1.4 .
3

Khi c mu n ln, chng ta p dng xp x phn phi nh thc v

phn phi chun. Ngha l , thng k N + xp x phn phi chun
n
n
, phng sai np(1- p) = . Ta c:
2
4
n
N+ +
2 = 2N - n : N (0,1)
Z=
n
n
4
Chng ta s dng thng k ny nu n ln, ngha l nu np 5 v

c trung bnh np =

n(1- p) 5. (v p = 1 nn khi n 10 ta c th p dng). Sau y l

2
tm tt kim nh du khi n 10 ln:
H 0 : M = m0

Gi thuyt:
i thuyt

Min bc b

H a : M > m0

Z Za

H a : M < m0

Z - Za

H a : M m0

| Z | Za
2
+

Thng k:

Z=

2N - n
n

Quyt nh: Bc b H 0 , nu gi tr Z ri vo min bc b ta kt

lun H a ng vi tin cy (1- a)100%. Tri li, khng bc b H 0 .
Gi thit:
i)
Tng th c phn phi lin tc
ii)
Kch thc mu ln hn hoc bng 10 (sau khi loi b
nhng quan st c du bng 0)
iii) S cc quan st b loi b khng vt qu 10% c mu.
V d: o lng hiu qu mt qui trnh mi cho vic ct ta
vn nho, 15 cng nhn c giao nhim v ct ta. Kt qu o
c nh sau (gi / n v din tch):
5.2
5.0
4.8 3.9 6.1 4.2 4.4 5.5
5.8
4.5 4.2 5.3 4.9 4.7 4.9

Hy kim nh gi thuyt l trung v thi gian ct ta bng

phng php ny l 4.5 gi. i thuyt l ln hn. Vi mc ngh
5%.
Gii:
t gi thuyt:

H 0 : M = 4.5 v

H a : M > 4.5

Thay cc quan st ln hn 4.5 bng du (+) v nh hn bng du

(- ) . Ta c:
+ + +- +- - + +- + + + +

V c mt quan st c gi tr bng 4.5, ta loi b, ly n = 14 . Vy

N + = 10. Ta tnh:
Z=

2N + - n

20- 14

= 1.6
14
V a = 0.05, tra bng Gauss Z0.05 = 1.645 . V vy min bc b
n

Z > 1.645. Ta chp nhn H 0 v i dn kt lun gi tr trung v thi

gian ct ta vn nho l 4.5.

9.2 KIM NH DU V HNG WILCOXON
Trong kim nh du, ta ch xem xt cc quan st ln hn v
nh hn m0 v b qua ln ca cc chnh lch ny. Kim nh
du v hng Wilconxon s dng c thng tin v du ln ln
ca cc chnh lch | xi - m0 |. Quan st nh nht c xp th
hng 1 v ln hn s l 2 . Tuy nhin, kim nh du v hng
Wilcoxon yu cu thm mt gi thit na l phn phi tng th
lin tc v i xng, do nu s liu dng th bc, Kim nh
Wilcoxon khng th s dng c.
Quy trnh kim nh du v hng Wilcoxon khi c mu nh:
t gi thuyt:

H 0 : M = m0

H a : M m0

1. Tnh Zi =| xi - m0 | cho mi quan st. Thay cc gi tr quan st

ln hn m0 bng du (+) v nh hn bng du (- ) . Nu gi
tr quan st bng m0 , b quan st v iu chnh c mu
n ph hp.

2. Xp hng mi Zi

vi th hng ca n. Nu hai gi tr Zi

bng nhau, xp hng Zi bng gi tr trung bnh cho tt c

cc th hng bng nhau ny.
3. t W + tng cc th hng ng vi du (+) v W - tng cc
th hng ng vi du (- ) .
4. Quyt nh: Bc b H 0 nu:
W + c1 vi P (W + c1) =
W + c2 vi

Hoc

a
2

P (W + c2) =

a
2

Gi thit: Tng th c phn phi lin tc v i xng. S quan st

b loi b t hn 10% c mu.
Phn phi chnh xc ca W + gn nh rt phc tp v chng ta
khng th nhn thy c. Tuy nhin, vi gi tr n no , phn
phi ny c cho bi bng kim nh du v hng Wilcoxon.
Trong kim nh du v hng Wilcoxon, min bc b da trn i
thuyt H a :
- H a : M > m0 , min bc b l W + c , trong P (W + c) = a
- H a : M < m0 , min bc b l W + c , trong P (W + c) = a
V d: C dy s liu nh sau:
1.511.35 1.69 1.48 1.29 1.27 1.54 1.39 1.45
Hy kim nh gi thuyt H 0 : M = 1.4 i thuyt H a : M 1.4 . S
dng mc ngha 0.05.
Gii:
t gi thuyt:
H 0 : M = 1.4

v H a : M 1.4

Ta c W + = 29 v n = 9 . T bng kim nh du v hng Wilcoxon,

ta b H 0 nu W + 6 hoc W + 38 ng vi mc ngha a = 0.054.
V W + = 29 khng nm trong min bc b, ta khng loi b gi
thuyt H 0 v kt lun M = 1.4 .
xi

Zi =| xi - 1.4|

D
u

Hng
(R)
6

1.5
1
1.3
5
1.6
9
1.4
8
1.2
9
1.2
7
1.5
4
1.3
9
1.4
5

0.11
0.05
0.29
0.08
0.11
0.13
0.14
0.01
0.01

+
+
+
+
+

5.5
3
9
4
5.5
7
8
1.5
1.5

Khi c mu n ln, vi gi thuyt H 0 ng, phn phi ca W +

xp x chun c trung bnh v phng sai ln lt l:
1
E (W + ) = n(n + 1)
4
Var (W + ) =

n(n + 1)(2n + 1)
24

Do , gi tr thng k
1
n(n + 1)
4
Z=
n(n + 1)(2n + 1) / 24
W+-

Xp x ny thng c s dng khi n > 20.

Tm tt kim nh du v hng Wilcoxon khi ( n > 20)
Chng ta kim nh gi thuyt:

H 0 : M = m0

 M > m

H a : M < m0

M m0

1
W + - n(n + 1)
4
Z=
n(n + 1)(2n + 1) / 24

i thuyt

Gi tr thng k:

Z > Z

a
Z < Z
a

| Z |> Za / 2

Min bc b:

Quyt nh: bc h H 0 nu gi tr thng k ri vo min bc b v

kt lun H a ng vi tin cy (1- a)100%.
Gi thit:
i)
Phn phi ca tng th lin tc v i xng
ii)
C mu ln hn hoc bng 20
iii) S quan sat loi b khng vt qu 10% ca c mu
V d: C s liu v tin thu phng ($) ca 25 h gia nh trong
mt thnh ph nh sau:
425 960 1450655 1025750 670 975 660 880
1250780 870 930 550 575 425 900 525 1800
545 840 765 950 1080
Hy kim nh gi thuyt rng trung v tin thu nh trong thnh
ph l $750, i thuyt l cao hn mc ngha 5%.
Gii:
Ta c kim nh:
H 0 : M = 750
H a : M > 750
xi

Zi =| xi - 750|

425
960
142
5
655

325
210
700
95
302

D
u
+
+
+

Hn
g
19.5
25
23
6
18
8

102
5
750
670
975
660
880
125
0
780
870
930
550
575
425
900
525
180
0
545
840
765
950
108
0

0
80
225
90
130
500
30
120
180
200
175
325
150
225
1050
205
90
15
200
330

*
+
+
+
+
+
+
+
+
+
+
+
+

3
16.5
4.5
8
22
2
7
11
12.5
10
19.5
9
16.5
24
14
4.5
1
12.5
21

y, n = 24, W + = 172.5 v gi tr thng k:

1
1
n(n + 1)
172.5- .24.25
4
4
Z=
=
= 0.64286
n(n + 1)(2n + 1) / 24
24.25.49
24
Vi a = 0.05, min bc b Z < 1.645.Chp nhn H 0 . Trung v tin
W+-

thu nh thnh ph ny khng ln hn $750.

Kim nh du v hng Wilcoxon cho mu phi hp tng
cp (2 mu ph
thuc)
9

Kim nh du v hng Wilcoxon cng c th s dng khi

mun kim nh mu phi hp tng cp m bn cht l so snh
hai trung v. Cc bc thc hin nh sau:
Quy trnh kim nh du v hng Wilcoxon khi c mu nh:
t gi thuyt:

H0 : M = 0

v H a : M > 0(M < 0, M 0)

1. Tnh Zi =| xi - m0 | cho mi quan st.

2. Xp hng mi Zi vi th hng ca n. Nu hai gi tr Zi
bng nhau, xp hng Zi bng gi tr trung bnh cho tt c
cc th hng bng nhau ny.
3. t W + tng cc th hng ng vi du (+) v W - tng cc
th hng ng vi du (- ) .
4. Quy tc chp nhn hay bc b H 0 :
- Trng hp: n nh vi mc ngha a xc nh:
i vi kim nh hai pha, nu W + c1 hoc W + c2 th
bc b H 0
Vi kim nh bn phi nu W + c1 th bc b H 0
Vi kim nh bn tri nu W + c1 th bc b H 0
- Trng hp n > 20
Phn phi ca W + xp x chun c trung bnh v phng sai
ln lt l:
1
E (W + ) = n(n + 1)
4
Var (W + ) =

n(n + 1)(2n + 1)
24

Do , gi tr thng k
1
n(n + 1)
4
Z=
n(n + 1)(2n + 1) / 24
W+-

V d: Chng trnh n kin ca mt cng ty cho rng nu thc

hin n kin sau 3 thng s gim cn. kim tra pht biu ny,
mt mu ngu nhin thc hin trn 8 ngi, c bng s liu nh
sau:
Trc:
180 199 175 226 189 205 169 211
10

Sau:
172 191 172 230 178 199 171 201
S dng mc ngha 5%, c th kt lun chng trnh thc s
lm gim trung v khi lng ca tng th khng?
Gii:
t M l s khc trung v ca tng th trc v sau khi thc hin
chng trnh:
t gi thuyt:
H 0 : M = 0 v H a : M < 0
Thay mi gi tr khc nhau ln hn 0 bng du (+) v nh hn
bng du (- ) . Ta c:
S khc
-8 -8 -3 4 -11 -6 2 -10
bit
Du
+ + V n = 8, N + = 2 , ta c gi tr thng k:
Z=

2N + - n
n

4- 8
8

= - 1.414

Vi a = 0.05, Za = 1.645 min bc b Z < - 1.645. Ta chp nhn H 0 .

9.3 KIM NH MANN-WHITNEY(Kim nh U)
phn trn, nghin cu kim nh Wilcoxon c p dng
cho mu tng cp, nu mc ch kim nh tng t nh th
cng tin hnh trn d liu nh tnh hoc khng tha mn yu
cu phn phi chun, nhng vi mu c lp, chng ta s p
dng phng php kim nh Mann-Whitney U.
Kim nh U c dng khi tha mn cc iu kin sau:
- Hai mu ngu nhin v c lp
- D liu mu o lng thp nht l thang o th bc
- Nu c s khc bit th hai phn phi ca hai tng th ch
khc nhau khuynh hng trung tm.
9.3.1 Trng hp mu nh (n 20)
H 0 : M 1 M 2 v H a : M 1 > M 2
Pht biu gi thuyt
Xc nh mc ngha bi ton
Kt hp d liu hai nhm thnh mt tp d liu. Sp xp
hng ca tp d liu theo quy tc gi tr nh nht hng 1 v
c th tng dn, nu quan st ng gi tr ta ly gi tr
trung bnh.
11

 Tnh ton gi tr kim nh U theo cng thc:

U 1 = n1n2 +

n1(n1 + 1)
2

R1

U 2 = n1n2 +

n2(n2 + 1)
2

R2

n1, n2 c mu ca mu mt v mu hai,

Chn gi tr kim nh U. Nguyn tc l chn gi tr nh

nht trong 2 gi tr U. Khi quyt nh, quy tc chung l nu
gi tr kim nh U nu gi tr kim nh U nh hn gi tr ti
hn trong bng tra Mann-Whitney U chng ta s bc b gi
thuyt H 0 .
9.3.2 Trng hp mu ln (n > 20)
Khi tng kch thc mu ln, phn phi U s tim cn phn
phi chun vi trung bnh v phng nh sau:
E (U ) =
var(U ) =

n1n2
2

n1n2(n1 + n2 + 1)
12

i lng kim nh c tnh nh sau: Z =

U - E (U )
var(U )

Tiu chun quyt nh:

Trng hp kim nh 2 bn: H a : M 1 M 2
- Chp nhn H 0 khi - Za/ 2 Z Za/ 2
- Bc b H 0 khi Z < - Za/ 2 hay Z > Za/ 2
Trng hp kim nh mt bn: M 1 < M 2 , bc b H 0 khi Z < - Za/ 2
Trng hp kim nh mt bn: M 1 > M 2 , bc b H 0 khi Z > - Za/ 2
Nu cha quyt nh s dng mc ngha no, chng ta c th
tnh gi tr p kt lun.
9.4 KIM NH KRUSKAL-WALLIS
Kim nh Kruskal-Wallis l trng hp tng qut ca kim
nh tng hng Wilxonxon cho hn hai mu c lp.Trong phn
12

tch phng sai, chng ta thy kim nh kim nh F ch c th

p dng khi cc nhm so snh c phn phi chun v phng
sai bng nhau. Trong trng hp khng tha iu kin ny,
chng ta c th chuyn i d liu ca yu t kt qu t dng
nh lng v dng nh tnh (th bc) v p dng kim nh phi
tham s Kruskal-Wallis.
Gi s chng ta c k tng th c phn phi bt k, vi qi l trung
v ca tng th th i v k mu ngu nhin c chn t k tng
th.Gi ni l kch thc mu ca tng th th i . Chng ta mun
kim nh trung v ca cc nhm mu bng nhau :
H 0 : q1 = q2 = L = qk = 0
H a : q1 q2 L qk 0

t q1 = q2 = L = qk = t . Khi , s quan st yij - t, (i = 1,2,..., k) t mt

tng th c trung v bng 0. Bi v qu trnh kim nh KruskalWallis ch ph thuc vo hng ca yij v (yij - t) .
Ta c bng tm tt quy trnh kim nh Kruskal-Wallis:
k

1. t N = ni v cc quan st yij c xp theo th t. Gi

i =1

rij = R(yij )
ni

2. Tnh tng cc nhm: ri = rij , (i = 1, k) v trung bnh gia cc

i =1

nhm:
ri =

ri
, (- = 1, k)
ni
k

3. Gi r = ri =
i =1

N (N + 1)
r
N +1
v r = =
2
N
2

4. Tnh gi tr thng k Kruskal-Wallis:

k
12
H =
ni (ri - r )2

N (N + 1) i =1

hoc

k
ri2
12
H =
- 3(N + 1) ]
N (N + 1) i =1 ni

13

5. Bc b H 0 nu: H c
trong hng s c c chn t gi tr c th ca a
Phn phi ca H rt phc tp, ph thuc vo kch thc mu
n1, n2, L , nk do vy khng c bng tnh gi tr c th no cho

nhng trng mu nh. Khi k hoc N ln, phn phi ca H

trong gi thuyt H 0 c xp x phn phi chi bnh phng vi
(k - 1) bc t do. Kt qu ny c c t nh l KrusKal-Wallis

(khng chng minh):

nh l: Khi H 0 : q1 = q2 = L = qk ng, nu N ln thng k
k
12
H =
ni (ri - r )2

N (N + 1) i =1

c phn phi tim cn vi phn phi chi bnh phng (k - 1)

bc t do.
Do , vi mc ngha a bc b H 0 nu :
H > c a2(k - 1)

Xp x chi bnh phng chp nhn c khi c cc nhm mu

ni > 5 vi k 3. Tuy nhin, ta c th s dng chi bnh phng cho

vi mi gi tr ca ni . Trong kim nh ny min bc b, chng ta

dng bng chi bnh phng.
V d: Mt n lc iu tra ph bo him t ca cc cng ty bo
him, mt cuc kho st ngu nhin bng cch chn mt vi ti
x mua bo him ca 3 cng ty bo him khc nhau. Gi s
nhng ngi ny c xe t ging nhau, kinh nghim li xe v
mc bo dng l nh nhau. Bng bn di cho mc ph bo
him tr trong 6 thng:
Cng
Cng
Cng
ty 1
ty 2
ty 3
396
348
378
14

330
360
294
522
474
432
S dng mc ngha 5% , hy kim nh trung v mc ph bo
him ca 3 cng ty l nh nhau.
Gii:
438
336
318

H0 : M1 = M2 = M 3 = 0

Ta c gi thuyt:

Ha : M 1 M 2 M 3 0

i thuyt:

M i l trung v mc ph bo him ca cng ty th i (i = 1,k) . Vi

3

n1 = 4, n2 = 3, n3 = 5 . Do , N = ni = 12 quan st. Gi Y l cc
i =1

quan st xp theo th t tng dn:

Ph
bo 294 318 330 336
him
438 474 522
Nhm
3
1
3
1
1
3
2
Hng
1
2
3
4
10
11 12

348

360

378

396

432

Do , tng hng ca cc nhm:

r1 = 24, r2 = 23, r3 = 31
r1 + r2 + r3 = 78 =

N (N + 1) 12.13
=
2
2

Gi tr thng k:
2

k
ri
12
- 3(N + 1)

N (N + 1) i =1 ni

12
242 232 312

=
+
+

- 3.13 = 0.42564

12.13
3
5
4

H =

Tra bng:

2
c 0.05
(2) = 5.991. Min bc b l H 5.991. Vy ta chp

nhn H 0 trung v ph bo him t ca 3 cng ty l bng nhau.

9.5 KIM NH CHI BNH PHNG c 2
15

9.5.1 Kim nh s c lp
Trong thc t nhiu khi chng ta gp phi mt s tnh hung
i hi phi tm hiu mi lin h gia cc bin nh tnh, chng
hn mi lin h gia kt qu hc tp v vic c hay khng c
ngi yu, mi lin h gia bn ca hn nhn vi thi gian
yu nhau trc khi kt hnKim nh chi bnh phng s gip
chng ta tin hnh vic tm hiu mi lin h ny c tht s tn
ti hay khng.
Kim nh s c lp hay quan h gia hai bin nh tnh l mt
tnh hung hay gp, gi thuyt chung cho loi kim nh ny l:
H 0 : Hai bin nh tnh c lp
H a : Hai bin nh tnh khng c lp

Bi ton tng qut: Gi s c mu ngu nhin gm n quan st

c phn nhm kt hp thnh 2 tiu thc vi nhau, hnh thnh
nn bng phn nhm kt hp gn r hng v c ct. Gi Oij l s
lng quan st tng ng vi hng i v ct j , Ri l tng s quan
st dng th i . C j l tng s quan st ct th j , n l tng
quan st ca r dng, ng thi cng l s quan st ca c ct.
Phn nhm
Phn nhm theo tiu thc th nht
1
2

theo tiu
thc th hai
1
O11
O12

O1c
R1
2
O21
O22
O2c
R2

r
Or1
Or2

Orc
Rr

C1
C2

Cc
n
Bc 1: t gi thuyt:
H 0 : Khng c mi lin h gia hai tiu thc
H a : C tn ti mi lin h gia hai tiu thc

Bc 2: Tnh s lng quan st theo gi thuyt H 0

E ij =

C j Ri
n
16

Bc 3: Gi tr kim nh: c 2 =

i =1 j =1

(O

ij

- E ij )

E ij

Bc 4: Quy tc kim nh: mc ngha , bc b gi

thuyt H 0 khi:
c 2 > c(2r - 1)(c- 1),a

V d: Mt nh nghin cu c thc hin nhm xem xt mi

lin h gia gii tnh v s a thch cc nhn hiu nc gii kht,
mt mu ngu nhin 2.425 ngi tiu dng vi cc nhn hiu
nc gii kht c a thch nh sau:
Nhn hiu a thch
Gii tnh
Coca
Pepsi
7Up
Nam
308
177
114
N
502
627
697
Kim nh gi thuyt khng c mi lin h no gia gii tnh v
s a thch nhn hiu nc gii kht mc ngha 0,5%
(1) Gi thuyt H0: Khng c mi lin h gia gii tnh v s a
thch cc nhn hiu nc gii kht
(2) Gi tr kim nh:
Gii tnh
Nhn hiu a thch
Coca Pepsi 7Up
Ri
2
Nam
308
177
114
599
E1j
200, 198,6 200,3 599
08
0
3
2
(O1j E1j) /E1j 58,2 2,35 37,20
97,7
1
6
N
502
627
697
182
6
E2j
609, 605,4 610,6 182
92
0
7
6
2
(O2j E2j) /E2j 19,1 0,77 12,20
32,0
0
7
810
804
811
242
5

17

=
2

i=1

(Oij - E ij )2

j=1

E ij

= 97,76 + 32, 07 = 129, 83

2
(3) So snh c 2 = 129,83 > (2-1)(3- 1),0,005 = 10,597

bc b gi

thuyt H 0
Vy: mc ngha 0,5 % gi thuyt H 0 b bc b, ngha l c
mi lin h gia gii tnh v s a thch cc nhn hiu nc gii
kht.
9.5.2 Kim nh s ph hp
Kim nh s ph hp l kim nh xem gi thuyt v phn
phi ca tng th v s liu thc t ph hp (thch hp) n mc
no vi gi nh v phn phi tng th.
Trong cc kim nh tham s nghin cu, rt thng
chng ta gp phi gi nh d liu ly t tng th c phn phi
chun. vy lm th no kim nh d liu ca chng c phn
phi chun, hay mt phn phi no theo d kin. Chng ta
dng kim nh chi bnh phng v s ph hp xc nh d
liu mu c ng c chn t mt tng th c phn phi theo
gi thuyt hay khng. Dng kim nh 2 bnh phng, c thc
hin theo cc bc sau:
Bc 1: Thit lp gi thuyt H 0 v H a v tng th
Bc 2: Tnh ton cc tn s l thuyt theo gi thuyt H 0
Bc 3: Tnh ton cc chnh lch gia tn s l thuyt hay cn
gi l tn s k vng (E) v tn s quan st thc t. T xc
nh gi tr kim nh chi bnh phng.
Bc 4: So snh gi tr kim nh tnh c vi gi tr trong bng
phn phi 2 v kt lun.
a) Kim nh s ph hp trong trng hp gi nh
bit cc tham s ca tng th
Bi ton tng qut: Gi s c mt mu ngu nhin vi n quan
st, mi quan st c th c phn vo mt trong k nhm.
Gi O1, O2 Ok : l s quan st nhm th 1,2,..., k
Gi p1, p2,..., pk : l xc sut gi thuyt mt quan st ri vo
nhm th 1; 2; ; k (gi thuyt H0). Cc xc sut ny c th bng
18

nhau hay khng bng nhau. S lng quan st l thuyt nhm

i , theo gi thuyt H 0 l : E i = npi (i = 1, k)

Kim nh ch c ngha khi E i 5

Vi mc ngha , kim nh gi thuyt H 0 c thc hin nh
sau:
k

2
Bc b H0 nu =

i=1

(Oi - E i ) 2
> 2k- 1,
Ei

2
Trong : k- 1, : l gi tr tra bng 2 vi (k 1) bc t do.

V d: mt qun bar, c 4 nhn hiu bia khc nhau. 160 khch

hng c chn ngu nhin cho thy s la chn v cc nhn
hiu nh sau
Nhn hiu
A
B
C
D
S khch hng
34
46
29
51
C th kt lun s a chung ca khch hng v 4 loi bia l nh
nhau c khng mc ngha 5%.
Nhn hiu
A
B
C
D
Tng
S khch hng (Oi)
34
46
29
51
160
Xc sut theo gi thuyt H 0 0,25 0,25 0,25 0,25
1
(pi)
Ei = n.pi
40
40
40
40
2
(Oi- Ei) /Ei
0,9
0,9 3,03 3,03 7,85
(1) Gi thuyt:
H0: S a thch ca khch hng v 4 loi bia l bng nhau,
ngha l xc sut (t l) khch hng chn mt trong 4 loi bia l
bng nhau:
pA = pB = pC = pD = 0,25
H1: S a thch i vi 4 loi bia l khc nhau, ngha l xc
sut khch hng chn la i vi 4 loi bia l khng bng nhau.
(2) Gi tr kim nh 2 = 7,85
2
(3) So snh ta c 2 = 7,85 < k- 1, = 7,815: bc b gi thuyt H0

Kt lun: mc ngha 5% s a chung ca khch hng v 4

loi bia l khc nhau.
b) Kim nh s ph hp trong trng hp cha bit cc
tham s ca tng th
19

Trong phn ny nghin cu vic kim nh gi thuyt cc

quan st tun theo phn phi no . Trong trng hp ny ta
phi xc nh pi (xc sut mt quan st ri vo nhm th i ).
Sau p dng tng t nh phn trn.

20