N TP XC SUT THNG K - CHNG 2

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CHNG 2: BIN NGU NHIN

1. NH NGHA:
Mt bin s c gi l bin ngu nhin (BNN) nu trong kt qu ca
php th n s nhn mt v ch mt trong cc gi tr c th c ca n mt cch
ngu nhin, khng th d on trc c vi xc sut (XS) tng ng no .
Nu X l 1 BNN v nhn gi tr x trong cc gi tr c th c ca n th X = x l 1 bin
c ngu nhin.
2. PHN LOI BNN:
2.1. BNN ri rc: nu tp hp cc gi tr m BNN c th nhn l 1 tp hu hn hoc
v hn nhng m c.
VD: Gi Y l s ngi vo siu th mua hng trong 1 ngy Y = 0, 1, 2... , n l tp
v hn nhng m c Y l BNN ri rc.
2.2. BNN lin tc: nu tp hp cc gi tr m BNN c th nhn lp y 1 khong no
trn trc s hoc ton b trc s.
3. QUY LUT PHN PHI XS CA BNN:
3.1. N: L s xc nh mi quan h gia cc gi tr m BNN c th nhn vi c XS
tng ng.
3.2. Bng phn phi XS: Gi s X l BNN ri rc nhn cc gi tr (x 1, x2, ., xn) vi
cc XS tng ng: p(X = xi) = pi (i= 1, 2, ...)
Bng phn phi XS ca X:
X
x1
x2

xn
P
p1
p2

pn
Trong :
0 pi 1
n

p
i 1

3.3. Hm phn b XS (Hm phn phi xc sut):

3.3.1. nh ngha:
Cho bin ngu nhin X. Hm pp xc sut ca X: F(x) = p(X<x), x R.
. Nu X l BNN ri rc, nhn cc gi tr (x1, x2, ., xn) vi p(X = xi) = pi, i = 1, 2, .., n

F(x) =

i: xi x

. Nu X l BNN ri rc, nhn cc gi tr (x 1, x2, ., xn) vi p(X = xi) = pi; i = 1, 2, .., n;

x1<x2<...<xn

0( x x 1 )
p (x x x )
2
1 1

p1 p 2 ( x 2 x x 3 )
p p ..... p ( x x x )
1
2
k 1 k 1
k

F(x) =

1(x x n )
VD: 1 hp 10 sn phm c 4 ph phm, ly ngu nhin 2 sp kim tra, gi X l s
ph phm ly c, tm hm phn b XS ca X.
Gii: Gi X l s ph phm ly c. X l BNN ri rc nhn gi tr X = {0, 1, 2}

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N TP XC SUT THNG K - CHNG 2

C62
p(x = 0) = 2 = 3
C10
C16 .C14 24 8

p(x = 1) =
2
C10
45 15
C 42
2
2 =
15
C10
Bng phn phi XS ca X l:
X
p(x=2) =

1
3

8
15

2
15

0( x 0)
1
(0 x 1)
3
F (x) =
1 8 13 (1 x 2)
3 15 15
1(x 2)

3.3.2. Tnh cht: X c hm phn b XS l F(x)

. TC1: 0 F (x) 1
. TC2: Hm phn b XS ca BNN l hm s khng gim:
x1 > x2 => F (x1) F (x2) x1, x2 R.
H qu 1: XS BNN x nhn gi tr: a x < b l p(a x < b) = F(b) F(a)
H qu 2: XS BNN lin tc X nhn 1 gi tr xc nh = 0: p(x = x0) = 0
H qu 3: X l BNN lin tc:
p(a x b) = p(a x < b) = p(a < x b) = p(a < x < b) = F(b) F(a)
F
F( x ) 0
. TC3: ( ) xlim

F() lim F( x ) 1
x

VD1: Cho bnn X c hm phn b XS nh sau:

F (x) = a + b.arctgx. Tm a, b?
Gii:

lim (a + b.arctgx) = 0 a - 2 b = 0

F(+) = lim (a + b.arctgx) = 1 a +

b=1
2
F(-) =

2a 1

b 1
F(x) =

1
a

b 1

1
1
+
arctgx

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VD2: Thi gian xp hng ch mua ca khch l bnn lin tc (tnh bng pht) l BNN
lin tc ca hm phn b xc sut sau:
N TP XC SUT THNG K - CHNG 2

0; x 0
F (x) =

3
2
mx 3x 2x;0 x 1
1; x 1

a. Tm m = ?
b. Tm XS 3 ngi xp hng ch mua hng c 2 ngi ch qu 0,6 pht.
Gii:
a. V nu F(x) l hm phn b XS ca BNN lin tc X th F(x) lin tc xR
F(x) lin tc ti x = 1

lim F(x) = lim ( mx 3x

lim F(x) = lim (1) = 1
3

x 1

x 1

x 1

2 x ) = F(1) = m 1

m-1=1m=2
b. Ta c:
p(x>0,6) = p(0,6 < x < +)
= F(+) - F(0,6) = 1 (2.0,63 3.0,62 + 2.0,6) = 0,448
Gi A = Thi gian xp hng ch mua hng ca 1 ngi qu 0,6 pht
p(A) = 0,448 3 ngi xp hng ch mua hng chnh l 3 php th Bernoulli,
xc sut l:
2
P3(2) = C 3 .(0,448)2 . (1 - 0,448)1 = 0,3324
3.4. Hm mt XS:
3.4.1. nh ngha:
Hm mt XS dng m t quy lut phn b XS ca bnn lin tc
Hm mt XS ca bnn lin tc X, k hiu f (x); f (x) l o hm bc nht ca hm
phn b XS ca n:
f (x) = F(x) , x R
VD1: Cho bnn lin tc c hm phn b XS:
F (x) =

1
1
+
arctgx

Tm hm mt XS ca bnn ny.
1
1
Gii: f (x) = F(x) =
+

1 x2
VD2: Cho bnn lin tc c hm phn b XS:

0; x 0
1

F (x) = (1 cos x );0 x

2
1, x
Tm hm mt XS ca bnn ny?
Gii: f (x) = F(x)
. x < 0:
f (x) = (0) = 0
. 0 < x < :

f (x) = [

1
1
(1 cos x ) ] =
sin x
2
2

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N TP XC SUT THNG K - CHNG 2

. x > :
. x = 0:

f(x) = (1) = 0
f(0) = F(0)
F ( x) F (0)
F(0-) =
=

x0
x 0
x 0
+

F(0 ) =
dng qui

lim

lim

lim

F ( x) F (0)
=
x0
x 0

x 0

00
= 0 =>
x

lim

1
0
(1 cos x) 0
: dng
p
2
0
x

tc l-pi-tan:

1
1
[ (1 cos x )]'
sin x
=
=0
2
2
x 0
x'
1
F(0) = 0 f(0) = 0
. x = :
tnh tng t f () = F() = 0

lim

Kt lun:

0; x 0
1

f (x) = sin x;0 x

2
0; x

3.4.2. Tnh cht: Cho bnn lin tc X c hm mt l f (x)

TC1: f (x) 0, x R
TC2: XS bnn lin tc X p(a<X<b) l:
b

p(a < X < b) =

f ( x )dx
a

TC3: Hm phn b XS ca X:
x

F (x) =

f ( t )dt

TC4: f ( x )dx = 1

f ( x ) 0; x R

Khi xt f (x) c phi l hm mt XS ca X?

f ( x )dx 1

VD: Cho bnn lin tc X c hm mt XS:

f (x) =

a sin 2x; x 0,
2

0; x 0,
2

a. Tm a = ?
b. Tnh P(

X ); P( X )
4
3
6

Gii:

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N TP XC SUT THNG K - CHNG 2

a. Tm a:

f ( x ) dx 1

f ( x )dx f ( x )dx f ( x )dx 1

1
0 a sin 2 xdx 0 1 a.(- )cos2x
2

=1 -

a
(-1 1) = 1 a
2

=1

b. p X =
4
3

1
f ( x )dx = sin 2 xdx = 2

cos 2 x

=-

1
1
(- 0) =
2
2

1
4

2
2
1

f
(
x
)
dx

f
(
x
)
dx

f
(
x
)
dx

sin 2xdx cos 2x

p

2
6

3
4

3.5. Cc tham s c trng:

3.5.1. K vng ton:
3.5.1.1. nh ngha:: K vng ton ca bnn X (k hiu: E(X)) c xc nh:
. Vi X l bnn ri rc nhn cc gi tr: x1, x2, ......, xn vi cc XS tng ng p(x = xi) =
pi ; i = 1, 2, ....., n th:
E(X) =

x p
i

. Vi X l bnn lin tc c hm mt XS l f(x) th:

E(X) = x.f ( x )dx

3.5.1.2. ngha: K vng ton ca 1 bnn xp x bng trung bnh s hc ca cc gi

tr m bnn nhn.
VD1: Cho bnn X c bng phn phi XS nh sau:
X
-1
0
1
2
P
0,2
0,3
p
0,4
Tnh E (X) = ?
Gii:
Do:
0,2 + 0,3 + p + 0,4 = 1
p = 1 ( 0,2 + 0,3 + 0,4) = 0,1
E(X) = -1.0,2 + 0.0,3 + 1.p + 2.0,4 = 0,6 + p = 0,7
VD2: Thi gian xp hng ch mua hng ca khch (pht) c hm mt xc sut:
3
f (x) =

k.x ; x 0;3

0; x 0;3

Tm thi gian xp hng trung bnh ca khch

Gii:

f ( x) dx 1 kx 3 dx 1 k .
0

x4
4

3
0

=1

81
4
k 1 k
4
81

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N TP XC SUT THNG K - CHNG 2

xf (x )dx x. 81.x dx 81x

E(X) =

dx

4 x
.
81 5

3
0

12
2,4 pht
5

3.5.1.3. Tnh cht:

a) E (C) = C
b) E (k.X) = k. E (X)
c) E (x + y) = E (x) + E (y)
d) E (x y) = E (x) E (y)
Ch :
Hai bnn X, Y c gi l c lp vi nhau nu vic bnn ny nhn gi tr ny hoc gi
tr khc khng nh hng g n quy lut phn phi XS ca bnn kia.
Nu X, Y l 2 bnn ri rc v X, Y c lp vi nhau th:

P(Y y j X x j ) P(Y y j )

P(X x i Y y j ) P(X x i )

e) X, Y c lp vi nhau E (X.Y) = E (X) . E (Y)

f) g(x) l hm mt bin:
E (g ( x )) g ( x i ).p i
i

E (g ( x ))

nu X l bnn ri rc

g( x )f ( x )dx nu X l bnn lin tc c hm mt XS l f(x)

3.5.2. Phng sai ca bnn X:

3.5.2.1. nh ngha: Phng sai ca bnn X, k hiu V(X)
V (X) = E [X E(X)]2 = E (X2) [E (X)]2
3.5.2.2. ngha ca phng sai bnn X:
chnh l trung bnh s hc ca bnh phng cc sai lch gia cc gi tr m bnn c
th nhn so vi trung bnh ca cc gi tr . N phn nh mc phn tn ca cc gi tr
ca bnn xung quanh gi tr trung bnh ca n (E(X) - k vng ton).
Trong k thut, phng sai c trng cho mc phn tn ca cc chi tit gia cng
hay sai s ca thit b; trong qun l kinh doanh, n c trng cho mc ri ro ca quyt
nh.
VD1: X c hm mt XS nh sau:

Gii:

Tnh V (X) = ?
V (X) = E (X2) - [E(X)]2

1
sin x; x 0;
f (x) = 2
0; x 0;

E (X) =

x.f ( x )dx

1
x.sinxdx
2 0

u x d u dx

dv sin xdx v cosxdx
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N TP XC SUT THNG K - CHNG 2

E (X) =

1
( x. cos x
2

2
0

cosxdx )
0

E (X2) =

2
x .f ( x )dx

sin x 0
2
2

1
x 2 . sin xdx 2 4
2 0

2 3 2
V ( X) 2 4 ( ) 2 2 4

4
2
4
4

VD2: Cho XA, XB ln lt l li nhun thu c khi u t vo d n A & B; c bng

phn phi XS nh sau:
XA (triu ng)
P
XB (triu ng)
P

-3
0,1

-2
0,1

-1
0,1
-1
0,2

0
0,2

1
0,3
0
0,2

2
0,2
1
0,2

3
0,1
3
0,3

Nn u t d n no :
a. Li nhun k vng cao hn
b. ri ro l t hn.
Gii:
a. Ta c:
E (X(A)) = -3.0,1 + [0,1.(-1)] + 0,2.0 + 0,3.1 + 0,2.2 + 3.0,1 = 0,6
E (X(B)) = -2.0,1 + [-1.0,2] + 0.0,2 + 1.0,2 + 3.0,3 = 0,9
li nhun cao nn u t vo B.
b) ri ro t th phng sai nh hn: V(XA) & V(XB)
E (X2A) = (-3)2.0,1 + (-1)2.0,1 + 0 + 12.0,3 + 22.0,2 + 32.0,1 = 3
V (XA) = 3 (0,6)2 = 2,64
E (X2B) = (-2)2.0,1 + (-1)2.0,2 + 0 + 12.0,2 + 32.0,3 = 3,5
V (XB) = 3,5 (0,9)2 = 3,01
Ta thy V (XA) = 2,64 < V (XB) = 3,01
Vy ri ro l t hn nn u t vo A.
3.5.2.3. Tnh cht:
a) V (C) = 0, C l hng s.
b) Gi k R , V (k.X) = k2. V (X)
c) X, Y l 2 bnn c lp: V (X Y) = V (X) V (Y)
3.5.3. lch tiu chun:
lch tiu chun ca bnn X, k hiu X = V (X) . n v o ca phng sai V
bng bnh phng n v o ca bnn; cn n v o ca lch tiu chun bng n v o
ca bnn. V vy, khi cn nh gi mc phn tn ca bnn theo n v o ca n th ngi ta
thng tnh lch tiu chun.
3.5.4. Mode:
3.5.4.1. nh ngha: Mod X l:
+ X l bnn ri rc th mod X chnh l gi tr ca X m ti XS tng ng l ln nht.
+ X l bnn lin tc th mod X = x0 m ti hm mt XS t gi tr cc i:
f (x0) = fmax
VD1: Cho bnn X c bng phn phi XS nh sau:
X
-1
0
1
2
P
0,15
0,25
0,3
0,3
Mod X = 1 v 2.

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N TP XC SUT THNG K - CHNG 2

0; x 0

VD2: Cho bnn X c f (x) = x x 2

4
2 .e ; x 0

. x 0:

f (x) 0

. x > 0:

f(x) =

x x2 4
.e
2
1 x2 4 x x2 4
1 x2 4
x2
f(x) = .e
- .e
= 0 <=> .e
.(1 )=0
2
2
2
2
x

x 2 (loai)

x x2 4 x x2 4
x3 x
f (x) = - .e
- .e
+
.e
4
2
8
f ( 2 ) = -

2 1
.e
2

x x2 4
x2
= - .e
.(3 )
2
4

<0

f( 2)>0
fmax = f ( 2 ) mod X =

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