XC SUT CA BIN C

I. CC TNH CHT
Quy c: vi

l 3 bin c bt k

)(

II. CC CNG THC TNH XC SUT

nh l 1:
( )
( )
(

( )
)

( )

( ) nu
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( )

( )

nh l 2:
Cho A1, A2, , An l mt h xung khc
Ta c: P(A1 + A2 + + An) = P(A1) + P(A2) + + P(An)
nh l 3: (Cng thc cng xc sut)
P(A + B) = P(A) + P(B) P(AB)
M rng:
1. P(A + B + C) = P(A) + P(B) + P(C) P(AB) P(BC) P(CA) + P(ABC)
2. P(A + B + C + D) = P(A) + P(B) + P(C) + P(D) P(AB) P(BC) P(BD) P(CA)
P(CD) P(AD) + P(ABC) + P(BCD) + P(CDA) + P(DAB) P(ABCD)

III. XC SUT C IU KIN

( )
( )

( )
nh l 4: (Cng thc nhn xc sut)
P(AB) = P(A) . ( ) = P(B) . ( )
Tng qut:
P(ABC) = (
P(ABCD) = (

). ( ). P(C)
). (

). ( ). P(D)
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P(A1A2An) = P(A1) (

) (

IV. S C LP
A, B c lp nhau nu: (

V.

( ) ( )

CNG THC XC SUT Y

nh l 6: (Cng thc y )

( )

) (

) (

nh l 7: (Cng thc Bays)

( )

( ) ( )
( )

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I LNG NGU NHIN V HM CA I LNG NGU NHIN

I. BNG PHN PHI XC SUT
Cho X l LNN ri rc, ta c:
X( ) = { x1, x2, , xn } v P(X = xi) = pi
Bng sau y:

x1

x2

xn

p1

p2

pn

c gi l bng phn phi xc sut ca LNN ri rc X.

II. HM PHN PHI XC SUT

nh ngha: Cho X l mt LNN.
nh bi

nh x F:
( )

c gi l hm phn phi xc sut ca LNN X.

Mnh 1: Cho X l LNN ri rc, c:
X( ) = { x1, x2, , xn } v pi = P(X = xi), v F(x) l hm phn phi xc sut ca X.
Ta c:
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( )

Mnh 2: Cho X l LNN lin tc c F(x) l hm phn phi xc sut ca n. Ta c:

) ( )
( )

( )

)
Mnh 3: Cho X l LNN ri rc, c:

X( ) = { x1, x2, , xn }, pi = P(X = xi), v F(x) l hm phn phi xc sut ca X.

Ta c:
1) P(X = xi) = F(xi+1) - F(xi)
2) P(a X b) = F(b) F(a)
Mnh 4: Cho X l LNN lin tc c F(x) l hm phn phi xc sut ca n. Ta c:
F(b) F(a) = P(a X b) = P(a X b) = P(a X b) = P(a X b)

III. HM MT
nh ngha: Cho X l LNN lin tc c F(x) l hm phn phi xc sut ca n. Hm sau
y:
( )

( )
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c gi l hm mt ca LNN lin tc X.
nh l: (Tnh cht ca hm mt )
Cho f(x) l hm mt v F(x) l hm phn phi xc sut ca LNN lin tc X. Ta c:
( )

) (

( )

()

( )

( )

IV. K VNG, PHNG SAI, LCH CHUN

X l LNN ri rc c bng phn phi xc sut:

x1

x2

xn

p1

p2

pn

K vng ca X :

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( )

K vng ca X2 :

( )

Phng sai ca X :

( )

( ))

X l LNN lin tc c hm mt xc sut f(x):

K vng ca X :

( )

( )

K vng ca X2 :

( )

Phng sai ca X :

( )

( )

( )) ( )
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 lch chun ca X: ( )

( )

( ) cng n v o vi X
nh l 1:
1) E(C) = C

vi C : LNN hng s

2) E(X Y) = E(X) E(Y)

3) E(X) = E(X)

4) E(X.Y) = E(X).E(Y) nu X, Y c lp nhau

nh l 2:
1) D(C) = 0

vi C : LNN hng s

2) D(X) = E(X2) [E(X)]2

3) D(X) = 2.D(X)

4) D(X + ) = D(X)

5) D(X) 0 ,
D(X) = 0 X : LNN hng s
6) D(X + Y) = D(X) + D(Y)

nu X, Y c lp nhau

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CC QUY LUT PHN PHI XC SUT

I. PHN PHI NH THC
K hiu: X B(n, p)
Cng thc xc sut:

Tnh cht:

( )

( )
( )

II. PHN PHI SIU BI

K hiu: X H(N, M, n)
Cng thc xc sut:

Tnh cht:

( )

( )

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III. PHN PHI POISSON

K hiu: X P()
Cng thc xc sut:

Tnh cht:

( )

( )
( )

IV. PHN PHI CHUN

K hiu: X N(, 2)

( )

Tnh cht 1:

( )

( )

( )

( )

Tnh cht 2:

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(
(

)
(|

(
(

)
(

( )

V. CC CNG THC XP X
1. X H(N, M, n) (X c phn phi siu bi)
N) ta xp x: X B(n, p) vi p = M/N

Khi n nh hn rt nhiu so vi N (n
2. X B(n, p) (X c phn phi nh thc)

a) Khi n ln, p nh gn 0 th ta xp x: X P(np)

Thng thng: X B(n, p) c n 30, p 0,1 v np 5 th ta xp x X P(np)
b) Khi n ln, p khng qu gn 0 v 1 th ta xp x: X N(np, npq) vi q = 1 p

(
(

)
)

)
(

Thng thng: X B(n,p) c n 30, p gn 0,5; np 5 v npq 5 th ta xp x X N(np, npq)

VI. CC NH L
X1, X2 l 2 i lng ngu nhin c lp
1) X1 B(n1, p) v X2 B(n2, p) X1 + X2 B(n1 + n2, p)
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2) X1 P(1) v X2 P(2) X1 + X2 P(1 + 2)

3) X1 N(1

,) v X2 N(2,

) X1 + X2 N(1 + 2,

4) X1 2(n1) v X2 2(n2) X1 + X2 2 (n1 + n2)

2 : phn phi chi (khi) bnh phng
5) X1 N(0, 1) v X2 N(0, 1)

2(2)

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TM TT CNG THC THNG K

I. C LNG THAM S
A. c lng trung bnh vi tin cy
1) n 30
1.1 Bit :

1.2 Khng bit :

2) n 30
2.1 Bit :

2.2 Khng bit :

)]

)]

B. c lng t l p vi tin cy

C. c lng phng sai 2 vi tin cy

1) Bit k vng :
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( )

)
( )

2) Khng bit k vng :

(
)

II. KIM NH THAM S (KIM NH 2 PHA)

A. Kim nh trung bnh, vi mc ngha
t gi thit:

{
1) n 30, 2 bit (hoc n 30, bit, X c phn phi chun)

||

Kt lun:
||

||

2) n 30, 2 cha bit

||
Kt lun:
||

||

3) n 30, cha bit, X c phn phi chun

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||

Kt lun:
||

||

)
)

B. Kim nh t l, vi mc ngha
t gi thit:

{
|

||

Kt lun:
||

||

C. Kim nh phng sai, vi mc ngha

t gi thit:

{
(

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Kt lun:

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