TNG NH QU

GIO TRNH

XC SUT
THNG K
(Ti bn ln th nm)

NH XUT B N BCH KHOA - H NI

 LI NI U

L thuyt xc sut v thng k ton hc l mt ngnh khoa hc

ang gi v tr quan trng trong cc lnh vc ng dng rng ri v
phong ph ca i sng con ngi. Cng vi s pht trin mnh m
ca khoa hc v cng ngh, nhu cu hiu bit v s dng cc cng
c ngu nhin trong phn tch v x l thng tin ngy cng tr nn
c bit cn thit. Cc kin thc v phng php ca xc sut v
thng k h tr hu hiu cc nh nghin cu trong nhiu lnh vc
khoa hc khc nhau nh vt l, ha hc, sinh y hc, nng hc, kinh
t hc, x hi hc, ngn ng hc...
Trong mt chc nm gn y, gio trnh xc sut thng k tr
thnh c s ca nhiu ngnh hc trong cc trng i hc v cao ng,
t xut hin nhu cu hc tp v nghin cu ng dng rt ln, nht l
i vi sinh vin cc ngnh khoa hc khng chuyn v ton. tho
mn yu cu , gio trnh ny c gng p ng i hi ca ng o
sinh vin nhm hiu bit su sc hn cc khi nim v phng php
tnh xc sut v thng k hc tp t hiu qu cao hn cng nh
ng dng mn hc vo ngnh hc v mn hc khc.
Gio trnh xc sut thng k c vit cho thi gian ging dy
l 60 tit hc. Do i tng sinh vin rt a dng vi trnh ton c
bn khc nhau, chng ti c gng tm nhng cch tip cn n
gin v hp l, v nh vy buc phi bt i phn no s cht ch
hnh thc (vn rt c trng cho ton hc) gip bn c tip cn
d dng hn bn cht xc sut ca cc vn t ra v tng cng
k nng phn tch, x l cc tnh hung, t dn dn hnh thnh
mt h thng khi nim kh y i su gii quyt cc bi ton
ngy cng phc tp hn.
Gio trnh c chia thnh 6 chng gm 3 chng dnh cho phn
xc sut v 3 chng cho phn phn tch thng k. Nhmg khi nim v
cng thc c bn c trnh by tng i n gin, d hiu v c
minh ho bng nhiu th d p dng. Cc chng minh kh c lt bt
c chn lc gio trnh khng qu cng knh, mc d vy cc cng
thc v vn lin quan u c nhc n y tin khng ch
cho hc tp su hn, m cn c ch cho nhng bn c mun tra cu,
tm ti phc v cho ng dng v tnh ton thng k. Cui mi chng c
mt lot bi tp dnh bn c t gii nhm hiu bit su sc hn l
thuyt v rn luyn k nng thc hnh.
Hy vng rng gio trnh c ch cho bn c xa gn, cc sinh vin,
cn b ging dy cc trng i hc v cao ng, cc cn b khoa
hc v kinh t mun t hc v t nghin cu xc sut thng k - mn
hc thng c coi l kh tip thu. Tc gi cng cm n mi kin
gp quyn sch s ngy cng c hon thin hn gp phn
nng cao cht lng dy v hc mn hc ny.
Trong ln ti bn ny ti Nh xut bn Bch Khoa - H Ni, mt s
li ch bn c sa cha. Tc gi mt ln na t li cm n n
nhng kin gp ca ng o bn c ci tin gio trnh trong
ln ti bn tip theo.

TC GI
 Chng I
s KIN NGU NHIN V PHP TNH XC SUT
m

1.KHI NIM M U
1.1. S kin ngu nhin
Khi nim thng gp trong l thuyt xc sut l s kin
(m khng th nh ngha cht ch). S kin c hiu nh l
mt s \c. mt hin tng no ca cuc sng t nhin v
x hi.
Khi thc hin mt tp hp iu kin xc nh, ni tt l b
iu kin, gi l mt php th, c th c nhiu kt cc khc nhau.
Th d 1.1. Gieo mt con xc sc ng cht trn mt mt
phng (php th). Php th ny c 6 kt cc l: xut hin mt
1 , mt 2,..., mt 6 chm. Mi kt cc ny cng vi cc kt qu
phc tp hn nh: xut hin mt c s" chm chn, mt c s"
chm bi 3, u c th coi l cc s kin.
Nh vy kt cc ca mt php th l mt trng hp ring
ca s kin. cho tin li sau ny, ta k hiu s kin bng
cc ch ci in hoa A, c , ... S kin c gi l tt yu, nu
n chc chn xy ra, v c gi l bt kh. nu n khng th
xy ra khi thc hin php th. Cn nu s kin c th xy ra
hoc khng s c gi l s kin ngu nhin. T , theo mt
ngha no , c th coi cc s kin t't yu, k hiu l , v
bt kh, k hiu l V, nh cc trng hp ring ca s kin
ngu nhin. Th d, di nhng iu kin xc nh, nc ng
bng 0'^C l s kin tt yu; khi gieo mt con xc xc, vic
xut hin mt bv ch"m l s kin bt kh...

5
 m t mt php th ngi ta xc nh tp hp cc kt
cc c th c. Tp hp tt c cc kt cc ca mt php th
(c gi l cc s kin s cp, k hiu l co) to thnh khng
gian cc s kin s cp, k hiu l Q = {cj i e /}, I l tp ch
s", c th v hn (m c hoc khng m c). D thy
trong th d 1 . 1 , nu k hiu A s kin xut hin mt i
chm (i = 1 , 6) th Q = A 2, A 3, A 4, A 5, Ag} = {A i = 1 , 6}.
Trong nhiu hin tng hng lot khi thc hin nhiu ln
cng mt php th, ta thy tn sut xut hin mt s kin A
no chnh lch khng nhiu so vi mt s' c trng cho
kh nng xut hin A. S c gi l xc sut xut hin A
v c k hiu l P(A). Nh vy nu vit P(A) - p c6 ngha l
xc su^t xy ra s kinA l bngp.
Mt cu hi t nhin l. Do u c s kin ngu nhin? V
chng ta c th nhn bit c chng khng? Thc ra mi s
kin u xy ra theo quv lut no ; song do iu kin Lhiu
tri thc, thng tin v phng tin cn thit (c v kinh ph,
thit b ln thi gian) nn ta khng c kh nng nhn thc dy
d v s kin . Vn cng tr nn kh khn hn khi ch
cn c mt s thay di b"t ng d rt nh ca b iu kin d
lm thay i kt cc ca php th. Cho nn bi ton xc nh
bn cht xc su^t ca mt s kin bt k trong mt php th
ty l khng th gii c.

1.2. Php ton v quan h ca cc s kin

V mt ton hc, vic nghin cu quan h v php ton
trn tp cc s kin cho php ta xc nh chng thc cht hn.
(i) Tng ca A v B, k hiu l A + 5 , ch s kin khi c
xut hin t nht mt trong hai s kin trn.
(ii) Tch ca A v B, k hiu l AB, ch s kin khi c xu"t
hin ng thi c hai s kin trn.

6
 (iii) i lp ca A, k hiu l A, ch s kin khng xut
hin A. R rng i lp c tnh tng h A = A v A + A = u,
A = V, = y .
(iv) Xung khc: hai s kin A v B c gi l xung khc
nu chng khng th ng thi xy ra, tc l AB = V.
(v) Ko theo, k hiu A => B, ch nu xut hin A th xut
hin B.
(vi) Tng ng, k hiu A = B, ch vic nu xut hin A th
xut hin B v ngc li.
(vii) Hiu ca A v B, k hiu A - B (hoc A\B), ch s kin
xut hin A nhng khng xut hin B, tc l A - jB = AB.
Cc khi nim cho thy tnh i lp, tng, tch v hiu ca
hai kin tng ng vi b, hp, giao v hiu ca hai tp hp.
Nh vy c th s dng cc tnh cht ca cc php ton trn tp
hp cho cc php ton trn s kin, chng hn dng s Ven
trong th d sau y.
Th d 1.2. K hiu u l tp v tr, V l tp 0 (rng). Khi
A v s l cc tp con ca u v cc php ton trn A v B
c th minh ha bng s Ven (xem hnh 1 . 1 ).

Tp v tr i lp A
khc (B = 0 )

Ko theo A => B Tng A + B Tch AB

Hnh 1.1
 T , d dng ch ra cc cng thc sau;
A + B = B + A, AB = BA (giao hon);
A + (B + Q = {A + B) + C, A(BC) = (AB)C (kt hp);
A(B + o = AB + AC (phn phi);
A + =U ,A + V = A ,A + A = A ;
AU = A ,A V = V ,A A = A .
Th d 1.3. Chn t mt l hng ra 5 sn phm v ta quan
tm n s"ph phm trong 5 sn phm (php th).
a) Xc nh cc s kin s cp.
b) Biu din cc s kin sau theo cc s kin s cp: c
nhiu nht 1 ph phm; c khng qu 4 ph phm, c t
nht 1 ph phm.
Gii, a) K hiu A - trong 5 sn phm c ph phm. R
rn g i = 0,5 v Q = {Ao, A A 2, A 3, A , A 5I.
b) Gi A, B v c l cc s kin tng ng. D dng biu
din A = Aq + A, B Aq + A| + A 2 + Ag + A = A -, c = Aj + Av +
A 3 + A 4 + A 5 - Aq.
Th d 1.4. Cho s mng in trn hnh 1.2 gm 3 bng
n. Vic mng mt in (s kin A) ch c th xy ra do chy
cc bng n hiu l Aj, A 2, A 3). Hy biu din A theo cc
= 1, 2, 3).
Gii. A xut hin khi xy
ra mt trong 3 trng hp: ___^
(i) c ba bng chy,
(ii) chy hai bng 1 v 2 ,
(iii) chy hai bng 1 v 3. Hnh 1.2

T ta c A = A 1A 2A 3 + AA^A.j + A, A,,.

8
C th dng tnh cht ca mng song song v n tip c
mt biu din khc gn hn:
A =A ,(A 2 + A 3).
Trong nhiu bi tp, vic xc nh s" lng cc s kin s
cp a n s dng cc kt qu ca l thuyt t hp.

1.3. Gii tch kt hp

Vic m s" cc kt cc ca mt php th da vo m
hinh: chn h ha ra k phn t t n phn t cho trc. Nu
phn bit th t cc phn t chn ra, ta c khi nim chnh
hp; nu th t khng phn bit, ta c t hp.
(i) Chinh hp: chnh hp chp k t n mt nhm c th t
gm k phn t ly t n cho. chnh l mt nhm gm k
phn t khc nhau c xp theo th t nht nh. S" cc
chnh hp nh vy, k hiu l (k < T).

= n{n - l)...(n - + 1 ) = ^ (1 .1 )
{n-k)\
(ii) Chnh hp lp: chnh hp lp chp t n l mt nhm
c th t gm k phn t c th ging nhau ly t n cho.
chnh l mt nhm gpn k phn t c th lp li v c xp
theo th t nht nh, s cc chnh hp lp nh vy, k hiu l
= n ' . ( 1 .2)
(iii) Hon v: hon v ca n l mt nhm gm n phn t
c sp xp theo mt 'th t no . R rng s cc hon v
nh vy, k hiu l p, chnh l s cc chnh hp A" v
p = n\ .(1.3)
(iv' T hp: t hp chp ^ t n l mt nhm (khng phn
bit i;! t) gm k phn t khc nhau ly tn cho.S cc
t' hp r.hu vy, k hiu l (k < n)

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 = ^ (1.4)
" k\ k\{n-k)\
Th d 1.5. Cho mt tp hp gm 3 phn t {a, 6 , c}. C th
to ra bao nhiu nhm gm 2 phn t chn t tp trn?
Gii:
(i) Nu ta n th t cc phn t v mi phn t ch
c chn mt ln, s" nhm thu c s l = 3.2 = 6; l
{a, 6}; {6, a}; {a, c}; {c, a}; {b, c}, {c, b}.
(ii) Nu vn n th t, nhng mi phn t c chn
nhiu ln, s nhm thu c tr thnh Ag = 3^ = 9; l:
{a, 6}; b, a}; {a, c}; {c, a}; {, c), {c, 6}; {a, a)\ {b, 6}; c, e}.
(iii) Nu khng n th t cc phn t v chng ch
c chn mt ln, s" nhm thu c tr thnh c | = 3; l
{a, 6}; {a, c}; {, c}.
Th d 1.6. Mt lp phi hc 6 mn trong hc k, mi ngy
hc 3 mn. Hi c bao nhiu cch xp thi kha biu trong
1 ngy?
Gii. S" cch xp cn tm chnh l s" cch ghp 3 mn t 6
mn, trong cc cch ghp s khc nhau nu c t nht mt
mn khc nhau hoc th t mn khc nhau. T theo ( 1 . 1 )
ta c s cch cn tm l A = 6.5.4 = 120.
Th d 1.7. C th nh s c bao nhiu xe nu ch dng 3
con s"t 1 n 5?
Gii. Mi s"th t ca mt xe d thy l chnh hp lp chp
3 t 5. T theo (1.2) ta c slng xe c nh s s l
\ = 5^ = 125.
Th d 1.8. C bao nhiu cch lp mt hi ng gm 3 ngi
chn trong s 8 ngi?

10
 Gii. Hi ng l mt nhm 3 ngi ly t 8 ngi, do
theo (1.4) s c Cg = 8!/(3!5!) = 56 cch lp.
Cui cng, l ta rt quen thuc vi khi nim t hp
c dng trong cng thc nh thc Niu-tn
(x
^ + a
' = cx'
n + C>"^'a
n +... + n +... + C"a\
n

T c th d dng chng minh ( c = = 1)

c 'n n ^ c*n =C n.-l,

^ +c*n -1

2. CC NH NGHA CA XC SUT

2.1. nh ngha c in
Trong mc ny ta lm vic vi cc php th c kt cc
ng kh nng. Khi nim ng kh nng ng vai tr ch
o v kh c th nh ngha mt cch hnh thc. Xt th d
n gin sau y:
Th d 2.1. Trong mt hp c n vin bi ging nhau v kch
c v ch khc nhau v mu sc, trong c m bi trng v n -
m bi . Rt h ha ra mt vin bi (php th). Do s" vin bi l
n nn tng s cc kt cc khc nhau s l n, v v tnh ging
nhau ca chng nn mi vin bi c cng kh nng c rt.
By gi nu gi A l s kin rt c bi trng th trong s" n
kt cc ng kh nng c m kt cc thun li cho A. V vy
trc gic cho thy nn chn t s" mln lm xc sut ca vic
xu't hin A.
inh n gha. Cho mt php th vi n kt cc ng kh
nng, trong c m kt cc thun li cho A, khi
, X m s kt cuc thun li cho A /o 1 \
P{A) = = ....- , , . (2.1)
n tng s kt cc c th

11
 nh ngha trn c gi l nh ngha c in ca xc
sut. Cch tnh xc sut theo (2 . 1 ) c u im l tng i n
gin v trc quan, tuy nhin phm vi p dng rt hn ch ch
cho cc loi php th gm hu hn kt cc ng kh nng.
Trong tnh ton thng s dng cc kt qu (1.1) - (1.4).
Th d 2.2. Gieo ng thi 2 con xc sc ging nhau. Tnh
xc sut tng s' chm thu c bng 6.
Gii. Php th c 6.6 = 36 kt cc (s kin s cp) khc
nhau ng kh nng. Gi A l s kin tng s" chm bng 6,
th c tt c 5 kt cc thun li cho A l {1,5}, {2,4}, {3,3}, {4,2}
v {5,1} (s th nht ch s" chm ca con xc sc 1 , s" th 2 -
s chm ca con xc sc 2). Vy P(A) = 5/36.
Th d 2.3. Trong hp c 4 vin bi trng v 6 vin bi cng
kch c. Rt h ha ra 2 bi, tnh cc xc sut trong c:
a) hai vin trng;
b) t nht 1 vin ;
c) vin th hai .
Gii. Ta dng nh ngha c in trn.
a) Tng s cch rt ra 2 bi c quan tm n th t l
Afo = 10.9 = 90, trong s cch thun li cho A - rt c 2
bi trng - l Al = 4.3 = 12; vy xc sut cn tm P(A) = 12/90
= 2/15. C th s dng khi nim t hp tnh xc sut: tng
s" cch ly ra 2 bi t 10 vin bi l cf(j (khng quan tm n
th t), trong rt ra 2 bi trng c C4 cch. T ta c
cng kt qu nh trn.
b) C th tnh trc tip xc sut ca B - s kin rt
c t nht 1 bi (tc l hoc c 1 hoc c 2 bi ). D
thy s kin i lp B - c 2 bi u trng - c xc sut
hin bng 2/15. T P(B) = 1 - P(B) = 13/15 (xem tnh
cht ca xc sut ngay di y).

12
 c) Gi c l s kin vin bi th hai mu d. s cch
thun li cho c bao gm (c quan tm n th t): 6.5 = 30
cch i vi trng hp vin bi u mu v 4.6 = 24 cch
vi trng hp bi u mu trng. T P(C) = (30 +
24)/90 = 3/5. C th l lun n gin hn nh sau: do vin bi
u khng bit mu sc nn thng tin v t l mu khng
thay i vi vin bi th hai. Vy s kin c s c cng xc
sut vi vic rt h ha ra 1 bi t hp 10 vin ban u v
xc sut ca s kin rt d tnh l 6/10 = 3/5.
Dng cng thc (2.1) d dng chng minh cc tnh cht
sau y ca xc sut (ng cho c cc trng hp nh
ngha khc):
(i) 1 > P(A) > 0;
(li) P ( ) = 1 ; P(V) = 0;
(iii) Nu A, B xung khc th P(A + B) = P(A) + P{B)-,
(iv) P() = 1 -P (A );
(v) Nu A B th P{A) < P{B).
e khc phc hn ch ca (2.1) ch p dng cho cc php
th c hu hn kt cc, ngi ta a ra nh ngha hnh hc
ca xc sut. Gi s tp hp (v hn) cc kt cc ng kh
nng ca mt php th c th biu th bi mt min hnh
hc G (chng hn on thng, mt min mt cong hoc khi
khng gian...), cn tp cc kt cc thun li cho A bi mt
min con no s c G. S rt hp l nu ta nh ngha xc
sut bng t s o ca s vi G (ph thuc vo s v G m
o c th l di, din tch hoc th tch...). Nh vy ta
c P(A) bng xc sut imgieo ri vo s , vi gi th it n
c th ri ng kh nng vo cc im ca G v
o^ (2 .2 )
oG

13
Khi nim ri ng kh nng vo G c ngha l im gieo c
th ri vo bt k im no ca G v xc sut n ri vo
mt min con no ca G t l vi o ca min y, m
khng ph thuc vo v tr v hnh dng ca min.
Th d 2.4. ng dy in thoi ngm nl mt tng i
vi mt trm di Ikm. Tnh xc sut dy t ti ni cch
tng i khng qu lOOm.
Gii. R rng nu dy in thoi ng cht, kh nng n
b t ti mt im bt k l nh nhau, nn tp hp cc kt
cc ng kh nng c th biu th bng on thng ni tng
i vi trm. Cc kt cc thun li cho A - s kin ch t
cch tng i khng qu lOOm - c biu th bng on
thng c di lOOm. T theo (2.2) P(A) = 100/1000 = 0,1.
Mt s bi ton thc t khc c th a v m hnh dng
trn. Ch rng theo cch nh ngha ny th s kin c xc
sut bng 0 vn c th xy ra (chng hn mi tn bn trng
mt im cho trc...)- Tnh cht ny rt c trng cho cc
bin ngu nhin lin tc s nghin cu chng II.

2.2. nh ngha thng k

iu kin ng kh nng ca cc kt cc mt php th
khng phi lc no cng c bo m. C nhiu hin tng
xy ra khng theo cc yu cu ca nh ngha c in, chng
hn khi tnh xc sut mt a tr sp sinh l con trai, ngy
mai tri ma vo lc chnh ng, v.v...
C mt cch khc xc nh xc sut ca mt s kin. Gi
s tin hnh mt lot 1 php th cng loi, nu s kin A no
xut hin trong mj php th th ta gi mj/r, l tn sut xut
hin A trong lot php th cho. Tng t vi loi php th
th hai, th ba... ta c cc tn sut tng ng m j n 2, rnJn:,...

14
Trn c s quan st lu di cc th nghim khc nhau ngi ta
nhn thy tn sut xut hin mt s kin c tnh n nh,
thay i rt t trong cc lot php th khc nhau v dao ng
xung quanh mt hng s" xc nh. S khc bit cng t khi
s' php th tng nhiu ln. Hn na i vi cc php th xt
mc 2.1 hng s" xc nh trng vi xc sut theo nh
ngha c in. c tnh n nh ca tn sut khi sphp th
tng ln kh ln cho php ta nh ngha xc sut ca s kin
l tr s" n nh ca tn sut xu^t hin s kin. Nhng do
hng s^ cha bit, nn ngi ta ly ngay tn sut khi s"
php th ln lm xc sut ca s kin. Cch hiu nh vy
c gi l nh ngha thng k ca xc sut.
Nh vy xc sut y l mr gi tr gn ng v nhiu
ngi cho rng khng phi l mt nh ngha tht s. Tuy
nhin, trong nhiu ngnh khoa hc thc nghim xc sut c
xc nh theo cch ny t chnh xc kh ln v rt ph
hp vi thc t cng nh vi tnh ton l thuyt, nhiu khi sai
sphm phi b hn nhiu so vi sai s^ o ca th nghim. V
th nh ngha thng k vn c tha nhn rng ri v rt c
nghla. Ta c th nh ngha cht c}'i hn v mt ton hc nh
sau: xc su^t ca s kin l gii hn ca tn sut xut hin s
kin khi s^ php th tng v hn. S hp l ca nh ngha
vc minh chng khng ch bng thc nghim m c bng l
thuyt (sau ny ta s thy r trong lut s ln Bc-nu-li).
C nhiu th d minh ha tnh n nh ca tn sut khi s"
php th kh ln. Ta c th tham kho di y cc tn sut
xut hin mt sp khi gieo mt ng tin nhiu ln:
Ngi th n g h i m S l n gieo s ln sp Tn s u t
But-phng 4040 2048 0,5080
Pic-xn 12000 6019 0,5016
Pic-xn 24000 12012 0,5005

15
 Mt th d khc: c th cho rng xc sut phn r ca mt
nguyn t Ra"^ sau 100 nm l 0,04184 (vi chnh xc ti 5
ch s sau du phy); y s lng nguyn t tham gia th
nghim rt ln (c 10 ^- 10 ^'*).
C th kim tra c rng xc sut nh ngha theo thng
k tha mn cc tnh cht trnh hy mc trc. Ch
trong nh ngha phi c iu kin cc php th lp i nhu
nhau, iu ny trn thc t khng d bo m nn tn sut c
th ph thuc vo thi gian. Mc d vy phng php xc
nh xc sut theo tn sut c phm vi ng dng rt ln trong
nhiu ngnh khoa hc v k thut. Mt khc, im xut pht
xy dng l thuyt xc sut nh l mt khoa hc cng
chnh l vic quan st tnh n nh thng k ca cc tn sut
ca v vn cc hin tng thc t. T d hiu v sao c th
nh ngha l thuyt xc sut nh l mt khoa hc nghin cu
cc m hnh ton hc ca cc hin tng ngu nhin c tii
sut n nh.

2.3. nh ngha tin

Cc nh ngha c in v thng k ca xc sut c nhiu
hn ch xy dng mt l thuyt tng qut. Khi nim c
in khng dng c trong trng hp khng th xy dng
mt h thng y cc s kin ng kh nng. Trong khi ,
tn sut ch l mt gi tr xp x nh gi xc sut, cha k
i hi l s" quan st phi rt ln v gi tr tn sut tm c
phi ln hn nhiu sai s" o v c sai s tnh ton.
Chng ta bt u t h thng cc tin di dng do
Kn-m-g-rp pht biu. Cc tin (ging nh cc tin
ton hc khc) c tha nhn l ng n, tt nhin cn c
vo kinh nghim cuc sVig v hot ng thc tin. Cch tip
cn ny lin h cht ch l thuyt xc sut vi l thuyt hrn
s v tp hp. Cch xc nh xc sut theo tin s cha

16
trong n cc nh ngha c in v thng k ca xc sut nh
l cc trng hp ring.
Ta quay tr li khng gian cc s kin s cp Q (xem 1 ),
cn bn thn cc phn t l g khng quan trng. Tip theo
xc nh h thng ( cc tp hp con ca Q, cc phn t ca dl
c gi l cc s kin ngu nhin. Ta t cho cA cc yu cu
hp l sau:
(i) cha
(ii) Nu A v iB & C th A , B , A + B, AB e C .

H thng c tha mn cc iu kin trn c gi l i s

Bun. Nu ta yu cu thm
(iii) Nu A 2: A. ... l cc phn t ca cA, th tng v
tch v hn Aj + A 2 + ... + + .... AiA, ... A... cng.thuc C.
Nu tha mn thm iu kin (iii) ta c mt trng B-ren,
hay - i s'.
By gi ta c th nh ngha xc sut:
nh n gh a. Ta gi xc sut trn (Q, c//) l mt hm s
xc nh trn A c gi tr trong [0; 1] v tha mn 3 tin
(T,)P(fi) = l;
(T2) P(A + B) = P{A) + P{B) (A, B xung khc);
(T;j) Nu dy {A,,} c tnh cht Aj => A, V <_/ v
A,A 2...A... = V, th P(A) >0.
Xut pht t h tin trn c th chng minh c cc tnh
cht ca xc sut trnh by 1 , hoc chnh chng l cc
tnh cht (tin 1 v 2). Ch rng h tin ny cha
y : ng vi mt tp Q c th chn xc sut theo nhiu
cch khc nhau. Ngi ta c th thay tin 2 v 3 bng mt
tin c tn l tin cng m rng:

17
 (TJ Nu dy {AJ c tnh cht xung khc tng i v

A =^ G th
rt=i

P(A) = P(A,) + P(A,) + ... P(A) + ... = P ( A J .

n=

kt lun, c th ni rng cch nh ngha xc sut

y nhn t quan im ca l thuyt tp hp chnh l s a
vo cng vi Q mt o khng m, trc chun, cng tnh, xc
nh cho mi phn t ca tp <. Nh vy khi nh ngha xc
sut chng ta phi c khng ch tp Q cc s kin s cp ban
u, m cn phi c tp cc s kin ngu nhin Cv hm s"p
xc nh trn . T hp {Q, c4 , P} sau ny thng c gi l
khng gian xc sut.

3. XC SUT C IU KIN

3.1. Khi nim

Thc ra mi xc sut P(A) u l c iu kin, v s kin A

xy ra khi thc hin mt b iu kin xc nh. Tuy nhin,
nu ngoi b iu kin ra cn c thm iu kin khc th
hin bng vic xut hin B no , th ngi ta a ra mt
khi nim mi: xc sut c iu kin ca A bit rng xy ra
B, k hiu l P( B). Bng trc gic ta cng thy rng khi c
B vi P(B) > 0 th ni chung kh nng xut hin A cng thay
i; c bit nu AB = V kh nng trit tiu, cn nu B ^ A
th kh nng tr thnh tt yu. Vy l, vi iu kin c B,
ngi ta xc nh mt cch t nhin kh nng xut hin A no
bng mt s t l vi P(AB), tc l s c dng kP(AB), k > 0.
xc nh hng s k , do P{A IB) = kP(AB) l mt xc sut
v ta chn A = B, P(B I fi) = 1 , nn kP{B) = 1 . T

18
 k=
P{B)
n h n gh a 1. Gi s trong mt php th ta c P(B) > 0.
Khi xc sut c iu kin ca s kin A no , bit rng
c B, s l mt s khng m, k hiu l:
P{AB)
P{A B) = (3.1)
P(B)
rng ni chung P(A) ^ P(A B). Ngoi ra xc sut c
iu kin c mi tnh cht ca mt xc sut bnh thng.
Th d 3.1. Gieo 2 con xc sc ging nhau. Tnh xc sut
ta c tng s chm thu c bng 6, bit rng tng l
mt s"chn.
Gii. Ta bit P(A) - 5/36 (xem th d 2.2, A l s kin
xut hin tng chm bng 6). Nu k hiu B l s kin xut
hin tng chm chn, th iu kin tnh P{A Is) thay i,
tng s chn ch tng ng vi 18 kt cc ca php th gieo 2
con xc sc. T P(A IB) = 5/18.
Th d 3.2. Rt t b bi t l kh 52 con ln lt ra 2 con
bi. Tm xc sut con th hai l t, bit rng con th nht
l t.
Gii. D thy nu k hiu Ai l s kin con th i l t
1
(i = 1,2), th P(A, A,) = , tng ng vi vic do c
51 17
A|, vic tnh xc sut s kin a v tnh trong trng hp
ch cn 51 con bi vi 3 con t trong .
n h n g h a 2. Ta ni rng A v B c lp (thng k), nu
P(A 1B) = P(A) hoc P(B \A) = P(B). (3.2)
Nh vy nu A, B c lp vic xut hin s kin ny khng
lm thay i xc su"! ca s kin kia. Tuy nhin vic kim tra
tnh cht (3.2) trong thc tin r't kh khn v trong nhiu

19
trng hp l khng th. V vy da vo thc t v trc gic
m ta tha nhn cc s kin c lp trong cc bi tp sau ny.
Cng thc tng ng ca (3.2), c n (3.1) l:
P(AB) = P{A)P{B). (3.3)
in h n g h a 3. Ta ni b s kin Ai, Ag, c lp (hay
c lp trong tng th) nu
P( a X . . . A,^) = P(A,;)P(A. )... P ( \ ) (3.4)
vi mi dy (i, ik) gm cc s nguyn khc nhau ly t {1 , 2 ,
n}.
Th d 3.3. Gieo hai ln mt ng tin, v ta c 4 kt cc
ng kh nng iS - k hiu mt sp, N - mt nga)
f = {SS, SN, NS, NN].
R rng cc s kin A = SS + S N , B = s s + NS, c = s s + N N
l c lp tng i do P{A) = P(B) = P ( 0 - ; cn P{AB)
2
P(AC) = P{B) ~ tha mn (3.3). Tuy nhin chng khng
4
c lp trong tng th do

P{ABC) = - ^ P{A)P(B)P(C) =
4 8
Nh vy khng nn nhm ln hai khi nim c lp trong cc
nh ngha 2 v 3. Khi nim c lp trong tng th ko theo
c lp tng i (do (3.3) l trng hp ring ca (3.4) khi
k - 2), nhng ngc li ni chung khng ng.

3.2. Cng thc cng v nhn xc sut

l. Cng thc nhn xc sut
P(AB) = P(A)P(B IA) = P(B)P(A IB). {8.5)
l h qu trc tip suy ra t (3.1). T (3.5) c th dn ra
cc kt qu quan trng:

20
 (i) Nu A, B c lp th P(AB) = P{A)P{B) (xem 3.3)).
(ii) M rng cho tch n s kin
P{AA,...A) =
= P{A,)P{A, IA,)P(A., IA,A,)..,P(A I (3.6)
(iii) Nu A,A;,, ... A c lp trong tng th, th:

p A: P(A).
\ 1= 1 /^1
2. Cng thc cng xc sut
P(A ^B) = P(A) -f P{B) - P(AB). (3.7)
Vic chng minh cng thc trn khng c g qu phc tp
(nht l t cc tin ca mc 2.3). T (3.7) c th dl ra cc
kt qu sau:
(i) Nu A, B xung khc, th P(A + B) = P(A) + P(B),
(ii) M rng cho tng n s kin

+ ( - i r ' P(A,A,...A). (3.8)

(iii) Nu Aj, A 2, xung khc tng i

Cc cng thc (3.5) - (3.8) cho ta cc cng c hiu qu

tnh xc sut cc s kin phc tp qua xc sut cc s kin n
gin hn.
Th d 3.4, Hai cc bi c ly t mt b bi t l kh, cc
th nht gm 4 con t, cc th hai gm 4 con ka. Rt ngu
nhin t mi cc bi ra mt con bi, tnh cc xc sut

21
 a) c 2 con l con c,
b) c t nht 1 con c.
Cng cu hi nh vy nhng thay iu kin u bi: trn
cc bi v rt h ha t ra 2 con bi.
Gii. Gi A - con bi th nht l c, B con bi th hai l
c. rng thut ng th nht... ch phn bit hai con
bi ch khng ch th t no c. Trong trng hp hai cc
bi ring r, d thy A v B c lp. T
a) Xc sut cn tm l P(AB), n (3.3) ta c:

P( AB) ^P( A) P( B) = . = ~ .
4 4 16
b) S kin ta quan tm l A + 5 , theo (3.7):

P(A + B ) - P ( A ) + P (B )-P (A fi) = i + - ^ = ^ .

4 4 16 16
Trng hp trn ln hai cc bi thnh mt th A, B khng
cn c lp na. Tuy nhin cc xc sut P(A) v P(B) u bng
2/8 = 1/4 do vai tr hai qun bi nh nhau. T ;
a) Dng cng thc (3.5):

P(AB) = P(A)P(B IA) = . = ^

4 7 28
b) Mt ln na theo (3.7):

P(A + B) = P(A) + P(B) - P(AB) = i + - = .

4 4 28 28
Th d 3.5. Ba x th mi ngi bn mt vin n vi xc
sut bn trng ca tng ngi tng ng l 0,7; 0,8 v 0,9.
Tnh cc xc sut:
a) c hai ngi bn trng,
b) c t nht mt ngi bn trt.
Gii. Gi A, l s kin x th th i bn trng (i = 1 , 2 , 3)
v P(A,) = o7; PCA^) = 0,8; P(A,) = 0,9.

22
 a) Nu gi A l s kin c ng 2 ngi bn trng th:
A = A, A, + Aj A2A3 + A 1A2A 3.
Dng tnh xung khc ca cc s' hng v tnh c lp ca cc
A v A, (75^ ), ta c:

P(A) = P(A ,A,A,) + P{A, A, A ) + P( A

3 )
= P(A )P(A ,)P( ^) + P(A,)P(;)P(A 3) + P ( )P (A ,)(/43)
= 0,7.0,8.(1 - 0,9) + 0,7.(1 - 0,8).0,9 + (1 - 0,7).0,8.0,9
= 0,398.
b) Nu gi B l s kin c t nht mt ngi bn trt, th
B l s kin khng c ai bn trt hay c ba u bn trng.
R rng vic tnh P{B) d dng hn nhiu so vi tnh P{B)
theo cch trc tip, t
P{B) = l - P { B ) = \ - P { A , A ^ , )
= 1 - 0,7.0,8.0,9 = 0,496.
Th d 3.6. Cho mt mch in gm 4 linh kin nh hnh
1.3, trong xc sut hng ca tng linh kin trong mt
khong thi gian no tng ng l 0,2; 0,1; 0,05 v 0,02.
Tm xc sut mng hot ng tt trong khong thi gian
, vi gi thit l cc linh kin lm vic c lp vi nhau v
cc dy lun t"t.
Gii. Gi Ai l s kin linh
kin th lm vic tt ( = 1,4).
S dng c( tnh cht ca mng
song song v nl tip, gi A l s
kin mng hot ng tt, khi
Hinh 1.3
A =Ai( 2 +3)A4.
rng t gi thit u bi ta lun c Ai, A 4 v A 2 + A 3 c
lp, nn:
PiA).= P (A ,) P iA , + ,)P { A ,) . (3.9)

23
Ta cn tnh P { \ + Ag), v do A;j khng xung khc, nn
P( A, + A ) = P( A ,) + P( A ) - P( A, A ).
3 3 3

Thay vo (3.9), rng P{A.A^ = P{A2)P{A) v gi thit ca

u bi
P(A) = P{A,)[P{A.^ + P{A,) - P(A,)P(A 3)]P(A,)
= 0,8.(0,9 + 0,95 - 0,9.0,95).0,98
= 0,78008.
Ch rng nu ta khai trin A = sau
dng cc cng thc (3.6) - (3.7) tnh P{A) th s phc tp
hn mt cht, bn c hy t gii theo cch ny.
Th d 3.7. Mt gia nh c 6 coh. Tm xc sut gia nh
c s con trai nhiu hn s" con gi.
Gii. Ta chp nhn xc sut sinh con trai bng xc sut
sinh con gi v bng 0,5, ngoi ra kt qu mi ln sinh c
coi l c lp vi nhau. Gi A l s kin s" con trai nhiu hn
con gi, khi vic tnh trc tip P(A) a v xc nh cc
trng hp; hoc 6 trai, hoc 5 trai 1 gi, hoc 4 trai 2 gi. Tuy
nhin c th dng cch khc. Gi B l s kin s gi nhiu hn
trai, cn c l s kin s" trai v s gi nh nhau. D thy
A + B + C = U v P{A) + P(B) + P(C) = 1 .
Do tnh xng ca vic sinh con trai v con gi, nn P(A) =
P(B), t :

P(A) = ^ ~
2
v ta cn phi tnh P(C) - xc sut trong gia nh c 3 con
trai, 3 con gi. Mt trng hp nh vy c xc sut v c tt

c Cg = 20 kh nng khc nhau, t P{C) = 20/64 = v

16

24
 P(A) = ----
2 32
Th d 3,8. Mt ngi vit n l th cho n ngi khc nhau,
b ngu nhin vo n phong b c sn a ch. Tm xc sut
c t nht mt l th b vo ng phong b.
Gii, Gi A, l s kin l th th i b ng phong b (i =
1 , /?), A - l s kin cn tm xc sut, ta c A = A + A 2 + ... + A.
Do ccA khng xung khc, nn ta dng cng thc (3.8). D thy

ni
( n - 2 )!
P(A,A j ) = P{A^)P{A^\A,)
I n - 1 n\
(AI-3 )!
P { A , A A , ) = P (A ,)P (A J4)P (A J A,A^.) -
n\

PiA,A,...AJ = P{A,)P{A, A)...P(A A A - A - , ) = - i

71/

T theo (3.8)

P(A) = X ^ ( A ) - Z m A ) + z p ( A A jA, ) - . . .
i= l i< j i<J<k

+ ( - i r p(AiA 2...a)
An-iy. ^ , (____
c, n - 2 y +, C' ^An-sy.
=c _
n - n 1
n\ n\ n\ n\
1 1 . 1
=1 - + + ( - 1 )' -
2! 3! n\
1
Khi n kh ln xc sut cn tm S 1 - .
e

25
 Th d 3.9. Tm xc sut xut hin t nht 1 ln 2 mt
chm khi gieo n ln 2 con xc sc.
Gii. Xc su^t trong 1 ln gieo 2 con xc sc ta c hai
mt 6 chm s l , v khng c hai mt 6 chm s l
36
1 - . Nu t A l s kin cn tm, r rng A l s kin gieo
36 ' '
n ln 2 con xc sc m khng ln no c 2 mt 6 chm. T
n
f1 1 ^ v P(A) - 1 - ^35
P() =
, 36 j

3.3. Cng thc Bc-nu-li

Xt mt dy n php th c lp ging nhau, trong mi php
th ch c hai kt cc hoc xy ra A hoc khng v P() = p.
P { A ) = 1 - p = q khng ph thuc vo s th t ca php th.
Nhng bi ton tha mn cc yu cu trn c gi l tun theo
lc Bc-nu-li v hay gp trong nhiu lnh vc ng dng.
Ta quan tm n xc sut trong dy n php th c lp
ni trn s kin A xut hin ng k ln, k hiu l p,k). Gi B l
s kin trong dy n php th Bc-nu-li s kin A xut hin
ng k ln, ta thy B c th xy ra theo nhiu phng n khc
nhau, min sao trong dy cc kt cc ca n php th s kin A c
mt ng k ln. R rng B s l tng ca c* cc phng n nh
vy. Cn xc sut xy ra mt phng n, do trong dy n php
th c lp s kin A xut hin ng k ln, A xut hin n - k
ln, nn s bng T ta c cng thc Bc-nu-li
P(B) = P^(k) = k = 0,l,...n. (3.10)
Vic s dng cng thc (3.10) s n gin hn nhiu vic
dng cc cng thc (3.5) - (3.8) v v vy n c ngha thc
tin rt ln.
Th d 3.10. Mt thit b c 10 chi tit l vi tin cy
(xc sut lm vic t"t trong mt khong thi gian no ) ca

26
mi chi tit l 0,9. Tm xc sut trong khong thi gian y
c ng 2 chi tit lm vic t"t.
Gii. R rng ta c lc Bc-nu-li, vi n = 10, p = 0,9 v
k = 2, p dng (3.10) ta c xc sut cn tm l;
p,(2) = c,V (0,9)1(0,1) = 3645.10-'.
Th d 3.11. Mt bc s c xc sut cha khi bnh l 0,8.
C ngi ni rng c 10 ngi n cha th c chc chn 8
ngi khi bnh; iu c ng khng?
Gii. Cu khng nh l sai. y c th coi vic cha
bnh cho 10 ngi l dy 10 php th, trong A l s kin
c cha khi bnh c P() = 0,8- T xc sut trong 10
bnh nhn n cha c 8 ngi khi l:
P,o(8) = CjVO,8.0,2' =0,3108.
Th d 3.12. T l ph phm ca mt l hng l 1%. Hi c
mu cn chn ra l bao nhiu (c hon li) sao cho trong mu
c t nh't 1 ph phm vi xc sut ln hn 0,95?
Gii. Gi s mu chn ra c kch c l n v vic chn ra mt
sn phm c hon li l mt php th Bc-nu-li vi p = 0,01. R
rng xc sut trong mu c t nht 1 ph phm s l;
1 - ( 1 - p T = 1 -0 ,9 9 " .
Theo yu cu ca u bi
1 - 0,99" > 0,95 o 0,05 > 0,99"

^ . 296.
log 0,99
Nhiu khi ta mun tm xc sut trong dy n php th
Bc-nu-ni s kin A xut hin vi s" ln t ki n ^ 2 d
thy xc sut c tm, k hiu l Pn(ki, k), s l;

,)= t c . p V . (3.11)
k=k^

27
 Ta c nhn xt rng khi n v k kh ln, vic tnh ton xc
sut theo (3.10) v (3.11) rt cng knh v kh khn; v vy
ngi ta tm cch tnh gn ng cc xc sut . C th s
dng cc cch xp x sau y:
(i) Nu n rt ln, trong khi p rt nh, xc sut theo cng
thc (3.10) c th xp x bng {xp x Poa-xng)

(3.12)

(ii) Nu n ln, nhng p khng qu b v qu ln, ta c xp

x chun (nh l gii hn a phng Moa-vrd - Lp-la-x)

(3.13)
ynpq ynpq

_
trong ({x) = - 7= e 2 hm Gao-x (xem bng 1 ).
v 2 ;r
(iii) Nu n ln, nhng p khng qu b hoc qu ln th xc
sut trong (3.11) c th xp x bng (nh l gii hn tch phn
Moa-vr - Lp-la-x)
k:-np _ _
K ) ~ { o c ^ ) - { x ^ ) , Xj = , j = l, 2, (3.14)
yjnpq
r /2
1 f --
v trong (x) = - 7== e ^dt \ hm Lp-la-x (xem bng 2).
v 2 ;r
Th d 3.13. Xc sut sn xut ra ph phm ca mt my
l 0,005. Tm xc sut trong 800 sn phm ca my c
ng 3 ph phm.
Gii. R rng c th dng xp x Poa-xng theo (3.12), vi
np = 4

n o o ( 3 ) - - ^ = 0,1954.

28
 Th d 3.14. Xc sut nm trng r ca mt cu th l 0,8-
Tm xc sut trong 100 ln cu th :
a) nm trng 75 ln;
b) nm trng khng t hn 75 ln.
Gii. Vic tnh theo cng thc (3.10) hoc (3.11) ca lc
Bc-nu-li s kh phc tp. Ta s tnh xp x theo (3.13) v
(3.14);

7 5 -0 ,8 .1 0 0 '
a) p , (7 6 ,. M = 0,04565.
OO.0,8.0,2 4
b) P,oo(75; 100) ^ () + {l,25) = 0,8943.

4. CNG THC BAY-T

4.1. Khi nim nhm y

n h ngha. Nhm cc s kin Aj, A 2, An {n ^ 2) ca
mt php th c gi l (hay to thnh) mt nhm y , nu
(i) A j = V, V 7^j (xung khc tng i),
(ii) A| + A 2 + ... + A = .
Theo nh ngha ny php th ang xt ch c th xut hin
mt s kin trong s n s kin Aj, A (v phi c mt s
kin). Nhm Ai, A c cc tnh cht trn cn c gi l mt
h thng y .
Th d 4.1. Xt php th gieo mt con xc sc. Nu k hiu
A, l s kin xut hin mt i chm ( = 1,6), ta c mt nhm
y Ai, i = 1 , 6 }. C th to thnh nhiu nhm y khc
cho php th ny, chng hn t A = Ag, t A = A] + A 2 + ...
+ A 5 = Ag v nhm {A, A } chnh l mt nhm y .

29
 Nh vy d thy tp hp tt c cc s kin s cp to nn
mt nhm y . Tng qut hn tp cc s kin to nn mt
phn hoch ca khng gian Q cc s kin s cp cng l mt
nhm y . Tp {A, A }, vi A l s kin ty l nhm y
b nht (ch c 2 phn t). {U, V} cng to nn mt
nhm y v c gi l nhm y tm thng.

4.2. Cng thc xc sut y

Gi s ta c mt nhm y cc s kin Aj, A.2, ... A v
ng thi xt mt s kin H no . Nu bit cc P(A,) v
P{H Aj), ta c th tnh c P{H). R rng t gi thit v
nhm y ;

i=l
/
T P(H) = p (do xung khc),
Vi=l
i=i J =1
v p dng cng thc nhn (3.5):

P(H)=^P{A^)P{H\A^). (4.1)
=1
Cng thc (4.1) c tn gi l cng thc xc sut y (hay
xc sut ton phn).
Th d 4.2. Mt phn xng c 3 my sn xut cng loi
sn phm vi t l ph phm tng ng 1%; 0,5% v 0,2%.
Bit rng my I sn xut ra 35%, my II 45% v my III
20% sn phm. Chn h ha ra mt sn phm, tm xc sut
l ph phm.
Gii. t M 2 v M 3 tng ng l s kin sn phm
chn ra do my I, II v III sn xut. D thy {M = 1,3} to
nn mt nhm y v P(M) = 0,35; PM.) - 0,45;
P{M.^ = 0,20, Gi H s kin rt c ph phm, p dng (4.1)
rng P{H 1 Mi) = 1 %; P{H 1M 2) = 0,5%; P{H I M;) = 0,2%, ta c

30
 P{H) = ^P{M^)P{H\M^) =
=1
= 0,35.1% + 0,45.0,5% + 0,20.0,2% = 0,615%.
ngha ca xc sut ny l t l ph phm ca phn xng.
Th d 4.3. C hai hp o, hp I c 10 o trong c 1 ph
phm, hp II c 8 o trong c 2 ph phm. Ly h ha 1 o
t hp I b sang hp II, sau t hp ny chn h ha ra 2 o.
Tm xc sut c 2 o u l ph phm.
Gii. Ta lp nhm y lm r thng tin v cht
lng chic o mang t hp I sang; gi A - o l ph phm,
A - o tt. t H l s kin 2 o cul chn ra u l ph

phm. R rng P(A) = ; P() = ; ta cn cn tnh P(H\A)

v P{H \ A ). Dng nh ngha xc sut;

T dng (4.1)

P(H) = P (A)P(H IA) + P{)P{H 11) = . + . = .

10 12 10 36 30

4.3. Cng thc Bay-t

Gi s ta c mt nhm y Ai, A 2, ... A, sau c thm
s kin H no . i khi ta muVi xc nh xc sut Pi H), i l
mt s' no trong {1, 2 , n}. Theo cng thc nhn (3.5) ta c
P{A,H) = P(AdP(H IA,) = P{H)P{A, IH).

31
T P(A, I //) ^ (4.2)
P{H)
v thay (4.1) vo (4.2)
P(A,)P(H A.)
P (A ,|//) = ; (4.3)
X p (a ,)P( h | a ,)
i=l

Cng thc (4.3) c tn gi l cng thc Bay-t. Cc xc sut

P(Ai), i 1, n, c xc nh t trc, thng c gi l
xc su^t tin nghim; cn cc xc sut P(A( H), i - 1 . n, c
xc nh sau khi c kt qu th nghim no th hin qua
s xut hin ca H, thng c gi l xc sut hu nghim.
Nh vy cng thc Bay-t cho php nh gi li xc sut xy
ra cc A, sau khi c thm thng tin v H. cn phi nhn
mnh rng nu mun dng cc cng thc (4.1) hoc (4.3), nht
thit phi c nhm y . Ngoi ra nu (4.1) cho ta xc sut
khng c iu kin, th (4.3) cho php tnh xc sut c iu
kin, trong s kin A, cn tnh xc sut phi l mt thnh
vin ca nhm y ang xt. T thy rng vic dng
cng thc Bay-t tnh xc sut c iu kin gi cho ta
cch chn nhm y sao cho s kin quan tm phi l
thnh vin. Trong trng hp khng c (hoc rt kh xc nh)
nhm y , nn dng cng thc (4.2), trong trng hp ny
vic tnh P{H) s kh hn l dng cng thc (4.1).
Th d 4.4. Mt mch in gm 2 b phn mc ni tip, vi
xc su't lm vic tt trong mt khong thi gian no ca
mi b phn l 0,95 v 0,98. mt thi im trong khong
thi gian trn ngi ta thy mch in ngng lm vic (do b
phn no hng); tm xc sut ch b phn th hai hng.
Gii. Do hai b phn mc nl tip nn ch cn mt b phn
hng l mch ngng lm vic. Gi A, (i = 1 , 2) l s kin b
phn th i t't; khi c th xy ra 4 kh nng khc nhau:

32
Bq - c hai b phn u tt; s , - b phn I tt, II hng; B 2 - b
phn II tt, I hng; Bs - c hai b phn u hng. D thy cc
B,, i = 0,3, to nn mt nhm y v do tnh c lp
P(Bo) = P{A,A^ = 0,95.0,98 = 0,931;
P (B J = P(A^A^) = 0,95.0,02 = 0,019;
P(B^) = P { A ^ = 0,05.0,98 = 0,049;
P(3) = 4 ) = 0,05.0,02 = 0,001.
Gi H - S\ kin mch khng lm vic, ta c:
= P{H\B,) = P{H\B^) = P {H \B ,) = 1 .
T theo cng thc Bay-t (4.3):
P{B,)P{H\B,) 0,019

!=0

19
=

69'
rng ta c th dng (4.2) tnh P(JBi \H). lm iu
ta vit:
H = Aj + A, A2 + Aj A2.
Do tnh xung khc v c lp ca cc s kin tng ng ta
c P(H ) = P ( ) P ( 4 ) + P (A ^ )P (4) + P ( ^ )P (4 ) = 0,069. Mt
khc BiH = A| A 2 (nhn vo cng thc ca H v
= V), nn t s ca (4.2) s l 0,019; t ta c li kt qu cn
tm m khng cn n nhm y . Tuy nhin mi kh khn
ri vo vic tnh trc tip P(H).
Th d 4.5. Ti mt phng khm chuyn khoa t l ngi
n khm c bnh l 83%. Theo thng k bit rng nu chn
on c bnh th ng ti 90%, cn nu chn on khng bnh
th ch ng 80%.

33
 a) Tnh xc sut chn on ng.
b) Bit c mt trng hp chn on ng; tm xc sut
ngi c chn on ng c bnh.
Gii. Gi H s kin chn on ng, vy H - chn on
sai; A - ngi c bnh, A - ngi khng c bnh; B - chn
on bnh, B chn on khng bnh.
a) tnh P{H), ta th dng cng thc (do , A - nhm
y ):
P{H) = P ( A ) P { H A ) + P ( A ) P ( H A),
tuy nhin P(H A) - xc sut khi chn on ngi c bnh
th ng - cha bit (ch phn bit vi xc sut chn on
c bnh th ng l P(H\B). V vy ta tm cch dng cng thc
th hai (do B v B to ra nhm y ).
P(H) = P{B)P{H IB) + P(B)P{H\B). (4.4)
Nhng P{B) (v P{B) na) li cha bit, tuy nhin ta c th
khai thc cng thc;
P(A) = P{B)P{A\B) + P(B)P{A\B). (4.5)
Theo gi thit u bi P(A) = 0,83; ngoi ra d thy;
P { A \ B ) P { H \ B ) = 0,9;
P(A\B) = P(H\B) ^ 1 - P ( H \ B ) = 1 - 0,8 = 0,2.
T nu t P(B) = X, P(B) = 1 - P(B) = 1 - X v thay tt c
vo (4.5).
0,83 = 0,9;c + 0,2(1 - x ) = > x = P{B) = 0,9.
T thay cc kt qu trn vo (4.4)
P{H) = 0,9.0,9 + 0,1.0,8 = 0,89.
b) Xc sut cn tm l P{A\H). p dng cng thc (4.2):
I
P(H)

34
Mt khc da vo ngha cc s kin v li dng tip (4.2)

P{H\A) = P(B\A) = ^(-S)P(A |g)

P{A)
t thay vo cng thc trn:

P(A \H) = ^ 0 9 ]^
P(H) 0,89

BI TP
1 . Cho 4 sn phm v gi A l s kin c t nht mt ph
phm, - c 4 u tt. Cho bit ngha ca cc s kin
sau: , , A + B,AB, AB, B, + B, A + B, + B , .
2. Chng minh cng thc Moc-gng:
A + B = B , B = + B.
3. C bao nhiu s" t nhin m mi s c 4 ch s?
4. Tm s kin X t ng thc X + A + X + A = B.
5. Mt gii bng gm 16 i. Hi phi t chc bao nhiu
trn u, bit rng mi i gp nhau 2 ln?
6. C bao nhiu cch xp 10 qu bng vo 2 hp?
7. C bao nhiu s in thoi c cc ch s khc nhau mt
tng i ni b vi cc s" ch c 4 ch s? C bao nhiu s'
in thoi c ng 1 cp s"trng?
8. C bao nhiu cch xp 5 ngi ngi quanh mt bn trn
sao cho hai ngi nh trc ngi cnh nhau? Cng cu
hi nh vy nhng thay bn trn bng bn di.
9. Mt l hng c N sn phm trong c M ph phm. C bao
nhiu cch chn ra n sn phm trong c m ph phm?
1 0 . C bao nhiu cch 8 ngi ln tng ca mt ta nh c 4
tng lu?

35
1 1 . xp ngu nhin mt b sch gm 6 tp ln gi sch, tm
xc sut b sch c xp ng th t.
12. Mt cu b c 10 bi, trong c 6 v 4 xanh. Mt hm
cu thy mt mt vin bi, tm xc sut nu rt h ha
ra 1 bi trong s" cn li th l bi .
13. Tm xc xut khi rt h ha ra n con bi t c bi t l
kh 52 con th chng c gi tr khc nhau (khng n
cht).
14. Mt lp hc sinh c 30 sinh vin trong c 4 gii, 8 kh v
10 trung bnh. Chn h ha ra 3 ngi, tnh cc xc sut:
a) c ba u l hc sinh yu;
b) c t nht mt hc sinh gii;
c) c ng mt hc sinh gii.
15. Gieo ng thi 4 ng tin cn i ng cht, tm cc xc sut:
a) c 4 mt ging nhau xut hin;
b) c ng 2 mt sp.
16. Tm xc sut khi chia i mt b tam cc th mi phn c
ng mt na l qun .
17. B ngu nhin mt thanh g c di l thnh 3 on. Tm
xc sut ba on to c mt tam gic.
18. Tm xc sut khi ly h ha ra mt s" c hai ch s th
n l bi s ca 2 v 3.
19. Bi ton But-phng. Trn mt phng k sn cc
ng song song cch u nhau mt khong c di 2 a
gieo ngu nhin mt kim di 21 ( < a). Tnh xc sut
chic kim ct mt ng thng no .
20. Bi ton Ba-nc. Mt ngi c trong ti 2 bao dim, mi
bao c n que. Mi khi cn dim anh ta rt h ha ra mt
bao. Tm xc sut sao cho ngi ln u rt phi bao
rng th trong bao kia cn ng k que (k = 1 , 2 ,..., n).

36
2 1 . Xc sut trng ch ca mt ln bn l 0,4. cn phi bn
bao nhiu pht xc sut c t nht mt vin trng s n
hn 0,95?
22. Mt x nghip c 3 xe ti vi xc sut hng trong ngy ca
mi xe tng ng l 0,01; 0,005 v 0,002. Tm xc sut
trong ngy:
a) c 2 xe b hng;
b) c t nht mt xe hng.
23. Xp ngu nhin 10 quyn sch vo 2 ngn ko. Tnh cc
xc sut:
a) ngn ko no cng c sch;
b) ngn ko th nht c 2 quyn sch v ngn th hai c 6
quyn sch.
24. Chng m inh rng nu A v c lp th cc cp s kin
sau cng c lp: A v , A v B, A v .
25. Mt gia nh c 6 con. Gi s xc sut sinh con trai l 0,5,
tnh cc xc sut trong 6 con c:
a) ng 3 con trai;
b) c khng qu 3 con trai;
c) c nhiu n h t 4 con trai.
26. Mt x th phi bn cho n khi no tr n g th thi. Tm
xc sut anh ta phi bn khng qu 4 ln, bit rng xc
su"t trng ca mi ln bn l 0,6.
27. Trong thi gian c dch 1 vng dn c c 100 ngi b
dch th c 10 ngi phi i cp cu. Xc sut gp mt
ngi phi cp cu v mc bnh dch vng l 0,06.
Tm t l mc bnh dch ca vng dn c.
28. Mt cng nhn ng my 1000 "ng si. Xc sut mi ng
b t trong vng mt gi l 0,005. Tnh xc sut trong
vng 1 gi c: a) 40 ng si b t; b) khng qu 40 ng si
b t.

37
29. T l ht thuc mt vng l 35%. Theo thng k bit
rng t l vim hng trong s ngi ht thuc l 60%,
cn trong s" khng ht l 30%. Khm ngu nhin mt
ngi th thy anh ta b vim hng; tm xc sut l
ngi ht thuic. Nu anh ta khng b vim hng th xc
sut bng bao nhiu?
30. Mt x th bn 4 pht n vi xc sut bn trng ca mi
vin n l 0,7. Bit rng c hai vin trng, tm xc sut
vin th nht trng ch.
31. Mt phn xng c 3 my vi xc sut trc trc trong ngy
ca tng my l 0,1; 0,05 v 0 ,2 . Cui ngy thy c 2 my
trc trc, tnh xc sut l my th hai v ba.
32. Mt ngi c 3 ch a thch nh nhau cu c. Xc sut
cu c c mi ln th cu tng ndi tng ng l 0 ,2 ;
0,3 v 0,4. Bit rng mt ch anh ta th cu 3 ln v ch
cu c 1 con c, tm xc sut l ch th nht.
33. mt bnh vin t l mc bnh A l 15%. chn on
xc nh ngi ta phi lm phn ng min dch, nu khng
b bnh th phn ng dng tnh ch c 10%. Mt khc bit
rng khi phn ng l dng tnh th xc sut b bnh l
60%.
a) Tinh xc sut phn ng dng tnh ca nhm c bnh.
b) Tnh xc su't chn on ng.

38
 Chng II
BIN NGU NHIN V
LUT PHN PHI XC SUT

1. KHI NIM BIN NGU NHIN

1.1. Khi nim

Tnh ton bng s vn quen thuc v d s dng

trong ng dng, nht l c dng ti my tnh. Khi nghin
cu cc s kin ngu nhin, rt bt tin khi m t v lm
tnh vi cc s kin.
Oi nim bin s (i lng bin thin) rt thng dng
trong gii tch ton. Chnh v th ta tm cch a vo khi
nim bin s ngu nhin nh l mt i lng ph thuc vo
kt cc ca mt php th ngu nhin no .
Th d 1.1. Gieo mt con xc sc. Nu ta gi bin ngu
nhin l s"chm xut hin, r rng n ph thuc vo kt cc
ca php th v nhn cc gi tr nguyn t 1 n 6.
Th d 1.2. Nghin cu bin ngu nhin nhit ca
mt phn ng ha hc trong mt khong thi gian no R
rng nhit nhn gi tr trong mt khong [; T], trong
v T l cc nhit thp nht v cao nht ca phn ng
trong khong thi gian trn.
V mt hnh thc, c th nh ngha bin ngu nhin nh
l mt hm s c gi tr thc xc nh trn khng gian cc s
kin s cp (sao cho nghch nh ca mt khong s' l mt s
kin). phn bit sau ny ta k hiu X, Y,... l cc bin ngu
nhin, cn X, 3', ... gi tr ca cc bin ngu nhin . Nh

39
vy, X mang tnh ngu nhin, cn X l gi tr c th quan st
c khi php th tin hnh (trong thng k c gi l th
hin ca X).
Vic xc nh mt bin ngu nhin bng tp cc gi tr ca
n r rng l cha . Bc tip theo l phi xc nh xc sut
ca tng gi tr hoc tng tp cc gi tr. V th tit sau ta s
phi dng ti khi nim v phn phi xc sut ca bin ngu
nhin X.

1.2. Phn loi

Bin ngu nhin c gi l ri rc, nu tp gi tr ca n
l mt tp hu hn hoc v hn m c cc phn t. Th d:
s" im thi ca mt hc sinh, s" cuc gi in thoi ca mt
tng i trong mt n v thi gian, s"tai nn giao thng, ...
Bin ngu nhin c gi l lin tc, nu tp gi tr ca
n lp kn mc khong trn trc s^ (s" phn t ca tp gi tr
l v hn khng m c theo l thuyt s). Th d: huyt p
ca mt bnh nhn, di ca chi tit my, tui th ca mt
loi bng n in t, ...
Nh vy min gi tr ca mt bin ri rc s l mt dy s"
Xi, %2, x,... c th hu hn hoc v hn. Min gi tr ca mt
bin lin tc s l mt on [a; ] c R hoc l chnh R = {-co, +co).

2. LUT PHN PHI XC SUT

2.1. Bng phn phi xc su't v hm xc sut

i vi bin ngu nhin ri rc, mi gi tr ca n c
gn vi mt xc sut c trng cho kh nng bin ngu nhin
nhn gi tr P i - P(X - Xi). Nh vy ta xc nh;
n h n g h a 1 . Bng phn phi xc sut ca bin ngu
nhin X l

40
 X=x X X2 .... Xn
p{x) Pi ....
trong [X, X2, ...} l tp cc gi tr ca X ( sp xp
theo th t tng); cn = p (x j = P{X = x j .
Th d 2.1. Bng phn phi xc sut ca th d LI 1 s l:
X . 1 2 3 4 5 6
px) 1 1 1 1 1 1
6 6 6 6 6 6
D thy cc p{x), X =1,6, u bng nhau; hay X c phn phi
u trn tp s {1, 2,..., 6}. Ch rng p{x) = 0 vi mi X khng
nm trong tp gi tr trn ca X, chng h n /}(8) = 0.
Th d 2.2. Mt x th ch c 3 vin n. Anh ta c yu
cu bn tng pht cho n khi trng mc tiu th dng bn,
bit rng xc sut tr n g ca mi ln bn l 0,6. Hy lp bng
phn phi xc sut ca s" n cn bn.
Gii. R rn g s^ n cn bn, k hiu l X, l mt bin
ngu nhin ri rc v t yu cu ca bi ton s c 3 gi tr l
1, 2 v 3. X = 1 l s kin p h t th n h t tr n g v Pi = P{X - 1)
= D,6; X = 2 l s kin pht th nht trt, cn pht th hai
trng v do c lp nn P 2 = P{X = 2) = 0,4.0 ,6 = 0,24; cul
cng nu vin th hai vn trt, th d vin th ba kt qu
th no, P vn bng P{X = 3) = 0,4^ = 0,16. T bng phn
phi cn tm:
X 1 2 3
Pix) 0,6 0,24 0,16
Th d 2,3. Mt x th bn 3 pht, xc sut bn trng mc
tiu ca mi pht l 0,6. Hy lp bng phn ph^i xc sut ca
s n trng mc tiu.

41
 Gii. Nu gi X l s" n bn trng, ta c tp gi tr l
{0, 1, 2, 3}. Ta tnh xc sut P{X = k) - p{k) bng cng thc
Bc-nu-li p(k) = ; n = 3, p = 0,6; t bng phn phi
cn tm:
X 0 1 2 3
p{x) 0,064 0,288 0,432 0,216
Hm sp(x) = P(X = x), X e tp gi tr ca X, thng c gi
l hm xc sut ca X; n c hai tnh cht c bn:
(i) p{x)> 0 Vx;
(ii) p{x) = 1.
m i X

Bn c c th kim tra d dng cc tnh cht ny trong 3 th

d trn. Ngoi ra c th thy rng hm ca mt hoc nhiu
bin ngu nhin vn tip tc l mt bin ngu nhin. Trong
trng hp bin ri rc vic tm lu t phn phi ca mt bin
hm nh vy thng d hn so vi bin lin tc.
Th d 2.4. Cho hai bin X v y c bng phn phi tng ng:
X -1 0 1 y 1 2
v
p{x) 0,3 0,4 p(y)0,3 0,3 0,7
Hy lp bng phn phi xc sut ca: a) b) X + y.
Gii, a) Bin z = r rng ch c hai gi tr 0 v 1 , t
bng phn phi xc sut ca n:
z 0 1
p(z) 0,4 0,6
b) Bin z = X + Y c cc gi tr sau: 0, 1 , 2 v 3. rng
>(Z = z ,) = P (X + y = 2, ) = P ( X . x , : Y = ^

trong tng hiu theo ngha ly theo mi gi t- X, v

ca X v Y sao cho + j = Zf,\ cn P{X = x^; yj) l xc sut

42
 ng thi x= X, v y = Vj. Nu X v Y khng c quan h g
(tc c lp, s ni n chng III) th r rng xc su t
P{X = X- Y - y.i) = P(X = X,)P(Y = j). T bng ph
ca Z:
2 0 1 2 3
p(z) 0,09 0,33 0,37 0,21
(chng h n P(Z = 2) = P(X = 0; y = 2) + P (Z = 1; y
0,4.0,7 + 0,3.0,3 = 0,37).

2.2. Hm phn phi xc su't

Bng phn phi xc sut c mt hn ch c bn l cha
tng q u t c trng cho mt bin ngu nhin ty , nh^t l
ti^ng hp bin lin tc. V vy ngi ta a ra khi nim sau:
n h n gha 2. Hm phn phi xc sut ca bin ngu
nhin X, k hiu l F{x), c xc nh nh sau:
F(x) = P{X < x), X e R (2.1)
T nh ngha trn, F{x) phn nh tp trung xc sut
bn phi ca s' thc X . Trong trng hp bin ngu nhin ri
rc, (2.1) cho ta mt hm cn c gi l hm phn phi tch
ly (hay xc sut tch ly).
Th d 2.5. T bng phn phi ca th d 2.2 v dng (2.1)
ta s c F{x) = 2^ p{X)v
X. < x

0, X < 1,
0,6, 1<X<2,
F{x) =
0,84, 2 < X < 3,
1, X ^ 3.
th ca hm phn phi xc su t ny l hm bc thang;
l X c bao nhiu gi tr th F(x) c bng y im gin
on loi 1 (x-m hnh 2.1).

43
 Hm phn phi xc sut c F{x)
vai tr quan trng khi nghin
cu cc bin ngu nhin lin
1
tc. Nu ta bit c hm 0,84
phn phi xc sut c ngha l
0,6
xc nh hon ton bin ngu
nhin. Tuy nhin trong thc t
0 2 3 X
cng phi thy rng vic tm
Hnh 2.1
c F{x) l rt kh, nu khng
ni l hu nh khng th lm
c.
C th nu ra mt vi tnh cht ca hm F{x)\
(i) 1 > F{x) > 0.
(ii) F{x) l mt hm khng gim, tc l nu th
F{x) > F{x[).
n ) P { a < X < f)^F{J}-F{a). (2.2)
H qu hin nhin: nu X lin tc v F{x) lin tc ti a th
P{X = a) = 0.
(iv) F{+<x>) = 1 ; F{-<) = 0.
Vic chng minh cc tnh cht trn c th da vo nh
ngha- (2.1). Cng t nh ngha y ta thy F{x) t nht phi l
hm lin tc tri (xem v d 2.5 trn), cn trong trng hp
X lin tc th F{x) ni chung l mt hm lin tc. Trong tnh
cht (iv) F{+oc) k hiu lim F{x), tng t i vi F{-<), Cui

cng l (2-.2) lun ng vi mi bin X lin tc hay ri rc,

trong trng hp F{x) lin tc c h qu hin nhin:
P{a <x< p) - P{a <x< P) =P{a <x< p) - P{a <x <P),
T h d 2.6. Cho hm phn phi xc sut ca mt bin
ngu nhin lin tc X c dng:

44
 0, X < 2,
F ( x ) = i a(x - 2)^, 2 < X < 4,
], X > 4.
Xc nh hng s a v tnh P (2 < X < 3).
Gii. Do F(x) lin tc, nn ti = 4 ta phi c a(4
t a = . Dng (2.2) ta c:
4
1
P ( 2 < x < 3 ) = F (3 )- F( 2 ) = - (3 - 2)2 - 0
4 4

2.3. Hm mt xc sut
Hm phn phi F{x) cn mt hn ch (m bng phn phi
khng c) l khng cho bit r phn phi xc sut ln cn mt
im no trn trc s". V vy vi cc bin ngu-nhin lin
tc, c F(x) kh vi, ngi ta a ra khi nim sau y.
n h n g h a 3. Hm mt xc sut ca bin ngu nhin
X, k hiu l fix), c hm phn phi F{x) kh vi (tr mt s'
hu hn im gin on b chn), c xc nh bng
f{x) = F\x). (2.3a)
T cng thc nh ngha (2.3a) v cc khi nim o hm
v tch phn, ta c ngay do tch phn l php ton ngc ca
o hm
X

F{ x) = \ fit)dt. (2.3b)
4
00

T cng thc (2.2) s tng dng vi;

p
p [ a < x < p ) = f/'(x)dx. (2.4)
a

V mt hnh hc (2.3b) v (2.4) cho ta din tch phn mt

phng chn bi ng cong y = f{x), trc Ox v cc ng
thng tng ng (xem hnh 2.2 v 2.3).

45
 Hm mt xc sut ca mt bin lin tc c hai tnh
cht c bn ging nh hm xc sut mc 2.1 l
(i)f(x) > 0 \/x;
+00

(ii) J f(x)dx - 1 .
00

T nh ngha (2.1) v khi nim o hm, ta c th thy

ni no gi tr ca f(x) ln th ti ln cn im c tp
trung xc sut cao, iu gii thch tn gi mt xc sut.
Th d 2 .7. Cho hm mt ca bin ngu nhin X c dng ;

K n
acosx, X G
. 22
f(x) = <

K n
0, X
. 2 2_
a) Tm a v xc nh hm phn phi xc sut F{x) ca X.

b) Tnh xc sut X nhn gi tr trong khong ,

Gii, a) Dng tnh cht (ii) ca hm mt :

n
+00 '2

f{x)dx = a cosxdx = 2a = 1 ,
K

t rt ra a - . Vic tm Fiy) da vo cng thc (2.3b). Ta c:

2

46
 n
Vi X < th f{x)dx = 0;
2
X

Vi ~ ~ < x < th [f {x)dx =

2 2 J
-oc

1
cosxcx = -rsina: + l ) ;
-0 0
{2
/T
2^
9

n ""r 1
Vi X > ^ th f x ) d x = -^cosxdx = 1.
2 ^^ ^
-y ,
J 2
2

71
0, X <-
2
;r
T F(x)

71
1, .r >

b) Theo (2.2):
n ;r
p < x <n = p
)
1r , n .
1 V2
- 1 sm + 1
2 4
Th d 2.8. Cho xc sut phn r ca mt nguyn t cht
phng x trong khong thi gian dt kh b l dt (gi s s
phn r khng ph thuc vo qu kh). Hy xc nh:
a) Xc su^t nguyn t phn r trong khong thi
gian t\
b) Hm m t xc sut ca thi im phm r ca
nguyn t.

47
 Gii.
a) D thy xc sut khng phn r ca nguyn t trong
khong thi gian d l 1 - dt. Chia khong thi gian t thnh
t l d t cc khong con c di dt\ t xc sut nguyn t
khng phn r trong khong thi gian xp x l (do c gi
thuyt c lp) (1 - dty''^\ Ly gii hn khi dt -> 0, ta c xc
sut cn tm 1 - (bng 1 - xc sut nguyn t khng
phn r trong khong thi gian t).
b) Gi T l thi im phn r ca nguyn t v f{t) l hm
mt ca T. R rng xc sut nguyn t phn r thi
im trong khong thi gian t t n + d s bng xc sut
khng phn r trong khong thi gian t trc nhn vi xc
sut phn r trong khong thi gian dt, t ;
P{t < T < t + dt) = f{t)dt - e^^dt.
0,t<0,
Vy ta c f{t ) =
t > 0.
y chnh l hm mt ca bin ngu nhin tun theo
lut phn phi m, k hiu y T ~ {).

3. CC S C TRNG CA BIN NGU NHIN

Du bit rng hm phn phi xc sut cho ta thng tin
y nht v bin ngu nhin, nhng trong thc t ta khng
th xc nh c n; t dn n vic tm jnt vi c trng
quan trng, thng thng l c trng v v tr v v phn
tn. Trong 3 s" c trng v v tr, u tin ta xt v k vng,
hai s'khc l mt v trung v s xt mc 3.3.

3.1. K vng
n h n g h a 1. K vng ca bin ngu nhin X, k hiu l
EX, c xc nh nh sau:

48
 nu X l bin ri rc c hm xc sut p ( X i) - p ^ i - 1, 2,. th:
EX=^x,p,] (3. la)
Vi

n u X l b i n lin t c c h m m t f{x), X e R, th:

EX= xf i x)dx. (3.1b)

T (3.1) ta thy k vng chnh l tng c trng s" ca tt

c cc gi tr ca X, hay cn l tr tru n g bnh ca bin ngu
nhin (phn bit vi trung bnh cng ca cc gi tr). Trong
thc t, nu quan st cc gi tr ca X nhiu ln v ly tru ng
bnh cng, th khi s" quan st cng ln s" tru n g bnh cng
gn ti k vng EX, v vy k vng cn c gi l tr trung
binh ca bin X m khng s nhm ln.
Th d 3.1. Xt li th d 2,1 vi X l s" chm xut hin
khi gieo mt con xc sc. Theo (3.la)

E X = ( l + 2 + 3 + 4 + 5 + 6) = 3,5.
6
Nh vv trong trng hp xc sut c phn phi u trn
tp gi tr, k vng chnh l trung bnh cng ca cc gi tr y.
EX - 3,5 cn c ngha l nu gieo nhiu ln s" chm trung
bnh thu c s l 3,5.
Th d 3.2. Tm k vng ca bin X trong th d 2.3.
Gii. TI eo (3.la) ta c:
l X = 0.0,064 + 1.0,288 + 2.0,432 + 3.0,216 = 1,8.
Th d 3 3. Tm k vng ca bin X trong th d 2,6.
Gii. Trc ht ta phi tm hm mt ca X, theo (2.3a)

- 2), x e [2;4],
f {x) =
0, X 2;4

49
T theo (3.1b):
4-cr
10
EX = xfix)dx= ' ~[ x- 2) dx
2
3

T h d 3.4. Mt ngi mua 10000 ng x s" l t 2 s^ vi

lu t chi nh sau: an h ta s thng 700000 ng (gp 70 ln
tin mua) nu s" m ua trng vi 2 s" cui ca gii c c gn
n h t sp ti (v khng c ng no nu khng trng). Hy
tm s" tin th n g tru n g bnh ca mt ln chi nh vy.
Gii. Gi X l s" tin thng ca mt ln chi, r rng X
n h n cc gi tr 0'' v 700000^^ vi cc t n sut (v coi lun l
xc su t cng khng s lm m t tng qut) tng ng l 99%
v 1%. T s" tin thng trung bnh chnh l:
E X = 0^.99% + 700000^1% = 7000 ng.
Mc d E X > 0, nhng ch qun rng anh ta b ra
10000 ng m ua x s". Nh vy trong thc t mi ln chi
anh ta m t tru n g bnh 3000 ng.
Ta p h t biu mt s" tnh cht ca k vng:
(i) Ec - c {c hn g s");
(ii) E{cX) = cEX\
(iii) E{X + Y ) ^ E X ^ E Y \
(iv) Nu X, Y c lp th E{XY) = E X .E Y
( rng khi nim c lp s c lm r hn chng III);
(v) Nu Y = (fX), th ph thuc vo X ri rc hay lin tc
+ 0C

ta c; E Y = )Pi hoc E Y = \ (p[x)f [x)dx, trong cc

i -cr

p{x) v f{x) l cc hm xc sut hoc m t tng ng.

T h d 3.5. Gieo ng thi 2 con xc sc. Tm tng s^ chm
tru n g bnh.

50
 Gii. Gi X, l s' chm xut hin ca con xc sc th i
{i = 1, 2), d thy t th d 3.1 EX = E X 2 - 3,5. M t khc tng
s^ chm ca 2 con xc sc s l X + X 2 , t dng tnh cht
(iii) ca k vng, ta c E(X- + X 2 ) = 3,5 + 3,5 = 7.

3.2. Phng sai

1. Dng php ly k vng mc trc, ta c th nh
ngha khi nim phng sai.
n h n g h a 2. Phng sai ca bin ngu nhin X, k hiu
l v x . c nh ngha nh sau:
VX^E[{X-EX)~]. (3.2)
Trong (3.2) ta thy X - E X chnh l lch ca bin X so
vi trung bnh ca n, t phng sai chnh l tru n g bnh
ca bnh phng lch . Vy phng sai c trng cho
p hn tn ca bin ngu nhin quanh tr tru n g bnh ca bin
. Cng theo ngha phng sai cng ln th b t nh
ca bin tng ng cng ln.
Trong tnh ton, ph thuc vo X l ri rc (vi hm xc
sut p{x)) hay lin tc (vi hm m t f{x)), ta c hai cng
thc tnh phng sai:
- E x f p^. (3 .3 a)
Vi

hoc: v x = \[x - E X f f [x)dx. (3.3b)

Tuy nhin vic tnh theo (3.3) kh phc tp, v vy, dng cc
tnh cht ca k vng, ta c th bin i (3.2) v dng tdng
ng, kh d dng tnh ton
v x = E{X^) - {EX)\ (3.4)
vi cc phng n tnh ng vi X ri rc hay lin tc nh
trong (3.3):

51
 (3.4a)
J

+CC '^+00 ^2
v x = x^f ^x)dx- x/'(x)dx (3.4b)
co v- cc J

T h d 3,6. Bng phn phi ca bin ngu nhin X trong

th d 2.3 c dng:
X 0 1 2 3
p (x ) 0,064 0,288 0,432 0,216
Hy tn h v x .
Gii, Ta tnh E X = 1,8 trong th d 3.2. R rng vic
tnh theo (3.3a) kh phc tp. Ta s dng cng thc (3.4a)
v x = 010,064 + 110,288 + 2l0,432 + 3l0,216 - 1,8
= 3 ,9 6 -3 ,2 4 = 0,72.
T h d 3.7, Cho hm m t ca bin ngu nhin X tu n
theo p h n phi m (xem th d 2.8, > 0)
0, JC< 0,
f ( x) =
, X > 0.

Hy tnh phng sai ca X,

Gii. u tin ta tnh k vng theo (3.1)
+C C '

E X = x f [ x ) d x = xe -
oc 0

T dng (3.4b) ta c;

vx = \x^e'^dx-\ = \ .

52
 2. rng phng sai v x lun l mt s" khng m. T
nh ngha ta cng thy rng v m t vt l v x khng cng
th nguyn (cng n v o) i vi X, v vy ta a vo khi
nim sau y:
n h n g h a 3. lch chun ca bin ngu nhin X, k
liu l (X), c nh ngha nh sau:
{x) = 4 v x . (3.5)

T nh ngha (3.5), nhiu khi ngi ta k hiu phng sai

cr{X) hoc (nu bit r l phng sai ca bin no).
ch chun c dng thng xuyn hn phng sai do c cng
n v o vi chnh bin X.
3. Cui cng ta ph t biu mt s^ tnh cht ca phng sai
v lch chun;
(i) Vc = 0 (c - hng s);
(ii) V{cX) = c'VX; a{cX) = |c|(Z);
(iii) Nu X, Y c lp th ViX+Y) = v x + VY;
a { X + Y) =^ a ^ X ) +a^{Y).
Ch iu kin c lp l kh cht, sau ny chng III
ta thy c tho gim nh. T ba tnh cht trn, ta c th dn ra
2 h qu quan trng:
- V(X + ) = v x .
- Phn sai ca trung bnh cng n bin ngu nhin c
lp cng ph. n phi s b hn n ln phng sai ca cc bin
thnh phn, :c l nu VX^ = cr^ V = 1,^1, th:

v x =v
n n

y chnh l l do khi o c cc i lng vt l ngi ta

thng o nhiu ln ri ly trung bnh cng cc kt qu.

53
 3.3. Mt s c s khc
1. Mt l gi tr ca bin ngu nhin X c kh nng xut
hin ln n h t trong mt ln cn no ca n. Nh vy i
vi bin ri rc m"t l gi tr ca X ng vi xc sut ln nht,
cn vi bin lin tc m"t l gi tr lm hm mt t
max. Nh vy m^t c th ch l cc i a phng v mt bin
ngu nhin c th c mt mt hoc nhiu m't.
Th d 3.8. Cho hm mt ca bin ngu n h i n X tun
theo phn phi Vy-bun
0, X < 0,
f { ^) = X
-e \
4 x > 0.
[2
Hy xc nh mt ca X.
Gii. Mt ca X s l nghim ca phng trnh:

T mt s l nghim ca 1 - = 0 . Nhng do X > 0,

2
suy ra mt = y2 ^ 1,414.
2. Trung v l gi tr ca bin ngu nhin X chia phn phi
thnh hai phn c xc sut ging nhau, tc l nu k hiu
trung v l medX th:

P ( X < medX) = P ( X > medX) =

2
T nh ngha hm phn phi, r rng tm trung v ta ch
cn giiF(:r) = . Trong nhiu trng hp ng dng, trung v
2
l c trng v tr rt tt, nhiu khi t"t hn c k vng, nht l
khi trong s"liu c nhng sai st thi qu.

54
 Trung v cn c tn gi l phn v 50% ca phn phi.
Phn v l mt im (gi tr ca X) sao cho xc sut bin
n g u nhin n h n gi tr b hn n s bng s' phn trm cho
trc ca tng xc sut phn phi, chng hn ta ni rng 2 l
p h n v 72% ca X nu F(2)= 0,72. Thng thng ngi ta hay
xt cc phn v 25%, 50% (trung v), 75%, 95%,...
Th d 3.9, Tm tru n g v ca bin X trong th d 3.8.
Gii. R rng trung v l nghim ca phng trnh:
madX { me d x
f{x)dx ~ 0,5 hay 1 ~ e ^ = 0,5;

t suy ra m edX - 1,665.

Ni chung, ba s^ c trng k vng, mt v trung v khng
tr n g nhau, chng hn t th d 3.8 v 3.9 v tnh thm trung
bnh, ta c E X = 1,772; mt = 1,414 v med X = 1,665. Tuy
nhin trong trng hp phn phi i xng v ch c mt mt
th c ba c trng trng nhau.
3. Mmen l khi nim tng qut hn so vi k vng v
phng sai.
n h n g h a 4. M men cp k i vi a ca bin ngu
nhin X l mt s" xc nh nh sau:
v,{a) ^ E{{X ~ af ] . (3.6)
Nu a = 0, ta k hiu V, = Vk(0) = E{X^) v gi n l mmen gc
cp k. R rng k vng chnh l mmen gc cp 1 E X = Ui- Nu
a = EX, ta k hiu Vf,{EX) - E[(X - EX)^] v gi n l
m m e n t r u n g t m cp k; c n g r r n g p h n g sai l m m e n
trung tm cp 2 vx = .
Mmen c vai tr quan trng trong thng k v ng dng
xc su"t. Gia chng (mmen gc v mmen trung tm) c cc
lin h sau:

55
 1^2 = V 2 - V ' = \
//3 =. - 3 ^2 ^] + 2 i>f,
=U -iv.V+6v.^V-3ul,....
Ngi ta cn dng cc
mmen c trng cho hnh
dng ca hm m t phn phi:

- H s bt i xng l t s" nu = 0 ng
a ..

cong m t i xng, nu n m hay dng ng cong s

bt i xng tng ng vi cc ng I v II trn hnh 3.1.

- H s nhn l t s' . Nu t s^ ny cng ln

^4
ng cong c nh cng nhn hn. ng cong m t ca
phn phi chun (xt mc sau) c /?2 3.

4. MT S PHN PHI THNG DNG

4.1. Phn phi u

1. Phn phi u ri rc
n h n g h a 1. Bin ngu nhin X c gi l tu n theo
lut u ri rc vi tham s' n, k hiu l nu X c
bng phn phi xc sut
X 1 2 n

1 1 1 (4.1)
p{x)
n n n
1
Nh vy hm xc sut s c dng p{i) - , i - \ , n . Ngi
n
ta cn m rng khi nim phn phi u cho bin X nhn gi tr
trn mt tp hu hn bt k c n phn t {Xi, x}; khi :

56
 piX) = i= ,n .
n
D dng, nu X - ^/(n) v t (4.1), ta c ngay:
r^ -1
E X ^^-V X
2 12
2. Phn phi u lin tc
n h n g h a 2. Bin ngu nhin X c gi l tun theo
lut phn phi u lin tc trn [a;6] k hiu l x ~ ^/([a; ]),
nu X c hm mt (a < 6):
1
, x e a; 6]
f {x) = b - a (4.2)
0, X a; b .

th ca hm f(x) cho trn hnh 4.1. Bng tnh ton n

gin c th tm c: nu X ~ 6]) th:
a +b
EX

vx =
12
Phn phi u ^/([0: 1 ]) c vai tr
rt quan trng trong m phng cc
s" ngu nhin.

4.2. Phn phi nh thc Hnh 4.1

1. Phn phi Bc-nu-li

nh n g h a 3. Bin ngu nhin X c gi l tun theo
lut phn phi Bc-nu-li, k hiu l X ~ nu hm xc
sut ca n c dng:
p(x) = pY~', X = 0 v 1. (4.3)

57
 Ta thy mi php th ch c hai kt cc u c th m
hnh ha bng phn phi ny. Chng hn mt php ch c kt
cc A vi xc sut p v A vi xc sut q = 1 ~ p. Xy dng
bin ngu nhin X sao cho P(X = 1 ) = P(A) = p v P{X = 0) =
P ( j= g, ta c X p).

X 0 1

p(x) p
EX = o . + l.p - p ,
vx=\q + p ( l - p ) = pq.
Trong thc t phn phi Bc-nu-li t c s dng (c th
do n qu n gin), tuy nhin n c dng lm c s tm
lut phn phi ca cc bin ngu nhin khc.
2. Phn phi nh thc
y l mt trong cc phn phi rt hay dng trong thng
k hin i. chng I ta lm quen vi lc Bc-nu-li
khi xt dy n php th c lp, ging nhau, trong mi php
th s kin A xut hin vi xc su^t p. Nu gi X l s^ ln
xut hin A trong dy n php th , ta bit X c cc gi
tr t 0 n n vi cc xc sut tng ng ( = 1 ~p):
p (x ) = (x) = x ^ O, n . (4.4)

n h nghra 4. Bin ngu nhin X c gi l tun theo

lut phn phi nh thc, k hiu X - p) nu hm xc sut
ca n c dng (4.4).
Bn c hy t xy dng bng phn phi xc sut ca x~
p). R rng phn phi Bc-nu-li trn l mt trng hp
ring ca phn phi nh thc khi n = 1 . Cn nhc li cc iu
kin c phn phi nh thc:

58
 - dy cc php th ging nhau, c lp;
- tro n g mi php th ch c 2 kt cc (c v khng);
- hai tham s^ hng xc nh: s^ cc php th n v xc sut
xut hin 1 trong 2 kt cc trn l p.
Th d 4.1. Cho X - (5; 0,25). Hy xy dng bng phn
phi xc sut ca X, sau tnh cc xc sut;
a) X > 3; b )X > 1; c) X < 4.
Gii. V m t ngha X l s ln xut hin s kin A no
trong dv php th c lp, bit rng trong mi php th
s kin A c xc sut P(A) = 0,25. Dng cng thc (4.4) vi
n - \ p ~ 0,25. ta s c;
X 0 1 2 3 4 5
pix) 0.2373 0,3955 0,2637 0,0879 0,0146 0,0010
Quan st bng s^ ny ta thy X ~ 1 gi tr c xc sut ln
n h t , v y 1 l m t c a X, t r o n g n g d n g ng i t a gi l s ln
xut hin chc chn nht, Vic tm cc xc sut tng ng da
vo bng s" trn:
a) P{X > 3) = p(4) + p(5) = 0,0156;
b) P { X > \ ) = 1 - P ( X < 1) = 1 - p ( 0 ) = 0,7627;
c) P(X < 4) = 1 - P{X > 4) = 1- p(5) = 0,9990.
C th dng biu ( th ca hm ri rc) ca p{x) nh
hnh 4.2.
pM
By gi ta tnh k vng v
phng sai ca phn phi nh 0,4-
thc. R rng nu X - { n , p)
th X l s" ln xut hin s kin 0,2-
A no trong dy n php th
Bc-n-li. Gi X, l s" ln xut 0 1 2 3 4 X
hin s kin A trong php th Hinh 4.2

59
th i, i = 1 , n . Ta thy Xi ch c hai gi tr 0 v 1 v P(A) = p =
P{X = 1), X = Xi + X 2 + ...+ x. Do cc X; c lp, mt khc EXi
= p , VX = pq, nn ta c:

EX =
i=l

v x = v x , = npq.
i =l

Ch rng khi n kh ln mc i xng (i vi k

vng) ca hm xc sut cng r rt. Ni chung vic tnh xc
sut theo cng thc (4.4) kh phc tp, tuy nhin bng cc
chng trnh my tnh th khng c vn g ln. Vic tnh
xp x cc xc sut xt 3 chng I v cc mc di
y. Ngoi ra d dng chng minh hai kt qu sau:
(i) Nu X ~ ^ { n , p) th Y = n - X~ n, l - p ) .
(ii) Nu.Xi~ p), X2~S9(ri2, p), thX) + ^ 2~ +ri 2,p).
4.3. Phn phi Poa-xng
n h n g h a 5. Bin ngu nhin X c gi l tun theo
lut phn phi Poa-xng, k hiu l x ~ nu hm xc
su't ca n c dng:

p(jc) = ^ ^ , :)C= 0,1, 2,... (4.5)

a:!
Phn phi Poa-xng c nhiu ng dng trong l thuyt
phc v m ng, kim tra cht lng sn phm... Chang
hn s cuc gi in thoi ca mt tng i trong 1 ngy, s
lng khch hng ca mt nh bng trong 1 gi... u l cc
bin ngu nhin c phn phi Poa-xng.
C th chng minh rng [ 1 - p' , khi n - + 00,

p -> 0 sao cho np ^ = hng s", c gii han - . Trong thc

x
hnh, nu n kh ln v p kh b, th ( = np):

60
 p(x) = C>^(1 - p)"-^ -

Th d 4.2. Ngi ta vn chuyn 5000 chai ru vo kho

vi xc sut v ca mi chai l 0,0004. Tnh xc sut khi
vn chuyn c khng qu 1 chai b v.
Gii. C th dng lc Bc-nu-li (phn phi nh thc),
nhng n = 5000 rt ln, cn p = 0,0004 qu b. Nu gi X l s
chai b v khi vn chuyn, c th coi phn phi ca X xp x
vi phn phi Poa-xng vi = np = 2 . T theo (4.5):

p (0 < X < 1) = 0,406.

^ ^ 0! V.e^
Ta i tnh cc s" c trng ca X ~
hx ct? - X

EX ^J^xp{x) = ^xe~^~
x=0 a:=0 ^*

v x = Ex'^) - { E x f = + - ^ =.

i khi ngi ta yu cu tnh mt ca X. Ngi ta

chng minh - 1 < mt X < . Nu nguyn, ta c 2 mt l
v - 1 ; cn nu khng nguyn, mt s l gi tr nguyn
nm gia A - 1 v . Trong th d 4.2 mt ca X l 1 v 2, l
s chai c kh nng v nhiu nh t khi vn chuyn (xc su t v
bng 0,2707 cho mi trng hp X = 1 hoc X = 2).

4.4. Cc phn phi ri rc khc

1. Mt trong cc gi thit ca phn phi nh thc l s c
lp ca cc php th thnh vin trong dy. Trong nhiu bi
ton thc t gii thit khng c tha mn. Mt trng
hp c in l vic chn m u khng hon li, trong xc su t

61
khng cn la hng s na. Th d ta c N sn phm trong
c m p h pbm: nu ta chn khng hon li ra n sn phm v
gi X l s" ph phm trong th P(X = x) s khng cn cc
tnh theo (4.4) c na ( mun tnh theo (4.4) ta phi
chn c hon li). Theo nh ngha c in, xc sut trong n
sn phm c ng X p h phm chnh l;
X

Ptl (x)
^ '
= r'\n
.r - 0 , 1 , ....n.

in h n gh a 6 . Bin ngu nhin X c gi l tun theo

lut phn phi siu hinh hc, k hiu l X - .'TiN, n, p). nu
hm xc su^t c xc nh theo cng thc:
/ 'IX X

p(^) = = 0, 1, /7, (4.6)

rng trong cng thc (4.6). nu lu n th d bn

trn inh ngia, ta c p - l t l ph phm lc ban aiu v
N
n u t = 1 - p t h (4.6) s tr t h n h :
^n-x
X - 0, 1, n.

Khi N rt ln, xc su^t p s t thay i v khi ta c th

dng li (4.4) xp x cho (4.6) v gi thit p l hng xc
nh khng b thay i ng k.
Th d 4.3. Trong mt hp n 15 bng c 5 bng km ch^t
lng. Chn ngu nhin ra 10 bng (tt nhin khng hon li),
hy lp bng phn phi xc sut ca s^ bng km cht lng
trong mu chn ra.
Gii. R rng X tun theo phn phi siu hnh hc vi
1 _ . .
N" = 15, = 10 v p = . Dng phn mm tnh theo (4.6), ta
3
c bng phn phi nh sau:

62
 X 0 1 2 3 4 5
p{x) ,00033 0,01665 0,14985 (^39960 0 3 4 9 6 5 ' 0,0.^592

X 6 7 8 9 10

p(x) 0 0 0 0 0

Trong trng hp ny ta khng th xp x cc xc s u t bng

phn phi nh thc c. chang hn tnh theo (4.4) vi n - 10,
p = - , ta c P,o(3) = 0,26012; p,(7) = 0,01626, ... Trong thc
3
h nh khi N > lOn ngi ta mi chp n h n x bng phn ph
nh thc.
C th chng minh c rng nu X - .^ {N , riy p):
N ~n
EX = np\ v x = npq~ .
N -\

Ngoi ra khi > 00 sao cho > 0 ta c:

N
^l-x

Vi p - iu gii thch cho vic xp x phn phi siu

hnh bng phn phi nh thc khi N kh ln.

Trong mc ny ta nh ngha thm hai phn phi ri rc
ly c s ca php th Bc-nu-li.
2. n h n g h a 7. Bin ngu nhin X c gi l tun theo
lut phn phi hnh hc, k hiu l X - ^(p)y nu hm xc
sut ca n c dng:
p( x) = p { l - p ) \ X = 0, 1, 2, ... (4.7)
T ta thy X chnh l s' ln khng xut hin trc
ln xut hin u tin ca mt s kin A no (trong dy
Bc-nu-li vi P(A) = p). D dng chng minh khi X - &ip)-

63
 2
p p p p

3. n h n g h a 8 . Bin ngu nhin X c gi l tun theo

lut phn phi nh thc m, k hiu \ k X ~ cA^^{r, p), nu hm
xc sut ca n c dng:
p{x) = il - p ) \ x = 0 , l , 2 ,. .. (4.8)

ngha ca X chnh l s ln khng xut hin trc ln xut

hin th r (r > 0) ca mt s kin A no (trong dy Bc-nu-li
vi P{A) = p). So snh (4.7) v (4.8) ta thy rng phn phi
hnh hc l trng hp ring ca phn phi nh thc m khi
r = 1 . Cng c th chng t khi X ~ cA"/ (r, p).

= = ( = l - p ) .
p p

C th tm tt cc quan h ca cc phn phi ri rc trn

bng s sau;

S quan h gia cc phn p h i ri rc

64
 4.5. Phn phi chun
y l phn phi lin tc quan trng v c ng dng rng
ri nht, cn c tn gi l phn phi Gao-x,
n h n g h a 9. Bin ngu nhin X c gi l tun theo
lut phn phi chun, k hiu l X ~ i\a, ^), nu hm mt
ca n c dng
i x- ci
f {x) = '2~ x eR . (4.9)
7T
D thy hai tham s"
trong (4.9) l a v cng
chnh l hai s" c trng
quan trng EX v v x , cn
lch chun ca X. v
mt th, ng cong (4.9)
c dng hnh chung (xem
hnh 4.3). T hnh v 4.3 ta
thy hm f{x) trong (4.9)
xng qua EX = a, t
m ed x ~ a, ng thi mt X - a
do hm t m a x ti X - a . Nu ta ly ln cn crca a, th phn
din tch chn bi /'(x), tc honh v cc ng X = a - s
c din tch bng 68,26% (n v din tch). cng chnh l
P(l X - a\< ) - 68,26%. Tng t ta cng c
P ( |X - a |< 2 c x ) = 95,44%;
P ( |X - a I < 3a) = 99,74%. (4.10)
Cng thc (4.10) cho ta thy hu chc chn bin ngu nhin
X \a, cr) fi nhn gi tr trong ln cn Scrca k vng, s
kin mang tn gi quy tc SYt quen thuc trong cc tnh
ton k thut. Qua hnh 4.3 ta cng thy r nu EX l c
trng nh v ca phn phi, th v x l c trng tn x.

65
Nu & cng ln f{x) phn tn nhiu hn, nh th cng
thp v t hn, ng cong tim cn ti trc honh chm
hn (ch l tng din tch chn bi f{x) v trc Ox lun
bng 1 ).
Th d 4,4. di mt chi tit my gi s tun theo lut
phn phi chun vi tr trung bnh 20cm v lch chuan l
0,5. Hy tnh xc sut khi chn ngu nhin ra mt chi tit th
di ca n:
a) ln hn 20cm;
b) b hn 19,5cm;
c) ln hn 21,5cm.
Gii. Gi X l di ca chi tit my chn ra, r rng
X ~ o4'^(20; 0,5').
a) Do phn phi i xng qua k vng nn P(X > 20) = 0,5.
b) Do P(19,5 < X < 20,5) = 68,26% (quy tc la) nn xc
sut X nm ngoi khong l 31,74%. Do tnh i xng
P(X < 19,5) = 15,87% (v cng bng P(X > 20,5)).
c) Do cng l do nh trn v dng quy tc 3cr ta c
P(X > 21,5) = ( 1 - 99,74%)/2 = 0,13% = 0,0013 (xc sut khng
ng k).
Tuy nhin trong th d trn kh tm c xc sut
di X nm trong mt khong ty . C hai cch gii quyt
hoc dng my tnh vi cc phn mm tng ng, hoc s
dng cc bng s" c sn. chng I 3 ta a vo khi
nim hm Lp-la-x

^(x) - e '^dt. (4,11)

^ 4^
Ta s tm cch bin i (4.9) v hm phn phi tng ng ca
X ~ '\a; () c th dng c bng s" hm trn. D thy
t (4.9), hm phn phi ca X c dng:

66
 c
F(x) = 2a dt. (4.12)
\^Z7
y2.

Dng php bin i 2 = ~ ta c th a (4.12) v dng

x- a
o
1
FW = e dz
V2 n
x- a

a z*
dz + (4.13)
y2n 'J2n 0
Mt khc php bin i bin trn s ng vi php bin i:

z =x - a (4.14)

t do cV{a; <), nn z ~ 4''(0; 1 ) vi hm mt :

1
f{z) e 2 (hm Gao-x).
V2n
Phn phi V{0; 1 ) s c tn gi l phn phi chun rt gn,
hay phn phi chun chun tc v ng tc bin i (4.14)
c gi l quy chun. Do k vng ca z bng 0 nn
0

p[z<0)= f[z^dz = ,b
-0 0

v t (4.13) ta c:

(4.15)

Vic bit c hm phn phi trong (4.15) cho php chng ta

tnh c mi xc sut ca X thng qua hm Lp-la-x trong
(4.11) c xc nh trong bng s" 2. Ch rng z ch c phn

67
phi chun khi bin X tng ng tun theo lut chun, tuy
nhin z lun c k vng 0 v phng sai 1 .
By gi gi s ta mun tnh p [ a < x < p), bit rng X -
(a; ^). Dng tnh cht ca hm phn phi ca X ta c ngay, c
tnh n (4.15):
p -a a-a
P { a < x < p) = F { p ) - F [ a ) ^ (4.16)
o- )

Trong trng hp c bit nu ta mun tnh P X - a ) < ) ty

, vit li x ~ a < e thnh a - e < X < a + ^ v t :
(s^ ' e
X - a <) = - = 2
l ; v<y) l j
Vi s kin ny, cc kt qu c tnh trong th d 4.4 l cc
trng hp ring ng vi ~ v 3 . Nu ta chn ty ,
chng hn - 1,25 (dung sai ca my) v mun tnh xc sut
X - 2 0 ) < 1,25) vi a = 20 chnh l di quy nh, khi
theo cng thc trn;
' 1,25"
p ( |x - 2 0 |< 1,25) = 2 = 2{2,5)
. 0,5 ,
= 2.0,4938 = 0,9876.
y xc sut ny c ngha l t l chnh phm ca chic
my cho bng 98,76%.
Tng ca n bin ngu nhin c lp cng c phn phi
chun vn l mt bin ngu nhin chun (m ta c th chng
minh bng cc kt qu chng III). T nu X- ~ c4'\a', ^)
Vi = l ,n , v c lp, theo cc tnh cht ca k vng v phng sai:
o\

V' a, (4.17a)
n n

68
tng ng vi iu nu t:
x~a
th '(0 ; 1 ). (4.17)

Phn phi chun c th dng xp x kh t"t cho mt s"

phn phi ri rc. i vi phn phi nh thc, khi tham s"p
khng qu gn 0 hoc 1 v n kh ln, p) s rt gn vi
Vinp; npq)\ vic xp x s rt tt nu n p > i khi p < 0,5 hoc
i(l ~ p) > 5 khi p > 0,5. T nu X - {n, p) v c cc iu
kin trn th (xem 3 chng I):
p-np a -n p
p (a < X < /?) - - (4.18)
ynpq npq

a -np
<p
.npq
P(X.a) , (p - hm Gao-x.
npq
Trong trng hp nh vy ngi ta ni rng lut nh thc hi
t theo lut n lut chun chun tc v vit:
X - n p L
^c4'{0; 1).
npq
Th d 4.5. Xt X - .0(20; 0,4), tnh P { 4 < x < 13).
Gii. Theo (4.18):
13-S'^ ^4-8^ = (2,28)+(l,83)
^\4,8J 4.sj
P (4 < X < 1 3 )^ i

= 0,4884 + 0,4664 = 0,9548.

Nhng do n = 20 vn cha tht ln, trong thc hnh ngi ta
hiu chnh (4.18) nh sau:
/? 4 - 0 , 5 - n p a -0 , -/z p
p[a < X < P) -
Jnpq npq

69
Vic cng thm vo +0,5 v -0 ,5 chnh l yu t hiu chnh khi
xp x mt bin ri rc bng bin lin tc. T
p { 4 < x < 13) = {2,>\)+ <(l,60) = 0,9743.
l kt qu tht ca xc sut ny l 0,978.
Ngi ta cng chng minh c rng, nuX~^() th:
X - L
*0O 4 cT(0; 1).
VI
4.6. Cc phn phi lin tc khc
Ngi ta thy rng nhiu phn ph lin tc c cm
sinh trc tip bi phn phi chun (k c chun). Trong mc
ny ta s xt mt s phn phi quan trng hay dng trong
thhg k. Cc phn phi khc c th tham kho trong bng
thng k cui tit ny.
1. Phn phi vi n bc t do, k hiu l ;^(n), c th
c nh ngha bng vic xc nh hm mt :

f(x) = , JC> 0, n > 0, (4.19)

trong hm gam-ma c xt trong gii tch

nx)

c cc tnh cht V nguyn

(i) m + 1 ) = i! (i > 0);
3 1
(ii) r - - 1 (i > 2 , l);
v2 . 2 2
(iii) r{ x) = (x - 1)F(:!c - 1), X e R.

70
Tuy nhin cch nh ngha ny kh phc tp v khng cho
ta cch xc nh r rng phn phi ^ xu^t pht t phn
phi chun.
n h ngha 10. Xt n bin ngu nhin c lp X - c4 '{\ 1 ),
1- 1 , n . Khi bin ngu nhin:

(4.20)
i=l

R rng (4.20) cho ta cch nhn bit n gin mt bin c

phn phi khi bnh phng xut pht t n bin c lp cng
phn phi chun chun tc. Dng th ca hm mt
(4.19) cho hnh 4.4. Cc s^ c trng quan trng l
EU^-n,
VU, = 2n.
Phn phi ^ c mt vi tnh n>2
cht quan trng:
a) Nu X ~ / i n ) , Y - / (m), n=2
v c lp => X + F ~ ;f{n + m).
u - n -r
b) n->x o4^'{0; 1). Hnh 4.4
\/2 i

Ngoi ra c mt h qu quan trng s c dng nhiu

trong thng k: Nu ta c n bin c lp ' cy^^(a; ^); t = 1 , /I ,

v x =-{x, +...+ Z ) t h - V x ( X , - / ( n - 1 ) . (4.21)

i^]

Trong (4.21) do ta thay th a bng X , v vy bc t do ca

phn phi bt i I. Vic tnh ton vi phn phi ;^{n) a
v s dng bng 4 trong ph lc hoc dng my tnh.
2. Ta s dng cch nh ngha trn xc nh lut phn
phi Stiu-n vi n bc t do, k hiu l t{n).

71
 n h n g h a 11. Cho X v y l hai bin ngu nhin c lp
tun theo lut c4'X0; 1 ) v ^{n) tng ng. Khi bin

(4.22)
Y
n
Hm mt ca phn phi t{n) cho bng cui tit, th
ca n c dng rt ging vi ng cong chun. Cc s' c
trng ca l (ch hm mt i xng):
ET^ = 0 {n > 1);

v r ' = ^ ( > 2 ).

Phn phi Stiu-n c tnh cht quan trng:

^ / oc > cyf '{0;

;-> ' 1).
^
Trong thc hnh, khi n > 30, th ca ng cong mt
phn phi t{n) rt gn vi >/ '(0; 1 ). Ch khi n = 1 , ta c
phn phi C-si, l phn phi khng c m men no. Bng
phn v t{n) cho phn ph lc (bng 3).
3. T s" ca hai bin ngu nhin c lp c phn phi
cho ta mt phn phi mi (k hiu l (n, m) - phn phi Phi-s
- Sne--co vi n v m bc t do).
n h n g h a 1 2 . Cho X v y l hai bin ngu nhin c lp
tun the lut ^{n) v x^{ni) tng ng. Khi bin

u =Y Im (4.23)
Hm mt ca phn phi {n, m) cho bng cui tit.
th ca hm c dng gn ging vi ng cong mt.
Bin c cc c trng:

m -2^

72
 2m^(n + m - 2 ) . .
VU = ---------------- U m > 4 .
n m - 4)(m - 2)

t (4.23), do vai tr ca X v y c th i cho nhau nn

nu u ~ F(n, m), V ~ . {m, n) th v c cng phn phi.

Ngoi ra nu M= 1 , t (4.22) thy ngay rng tun theo lut

,^( 1 , m).
4. n h n g h a 13. X tun theo lut phn phi Gam-ma,
k hiu l X ~ [r, ) , nu hm mt c dng:

f{x) = - - ,r>0,>0,x>0. (4.24)

r(x )

(hm r ( x ) xc nh trn).
Cc s c trng ca X ~ (r, ) :

EX =j ; V X =-^.

Ta mt s tnh cht quan trng ca phn phi Gam-ma

a) Nu X ~ y{p, ), Y ~ y{q, ) v c lp => X + y ~ X + p, ^)-
b) Nu X ~ /( r ,l) th
x -r ,
/K(0; 1 ).

nu r = 1 , ta c phn phi m {) (xem th d 2.8

chng ny) c nhiu ng dng trong l thuyt tin cy.
5. Bng tng kt cc phn phi lin tc.

73
 Bng tng kt phn phi lin
EX vx K
Hm mt f{x)
/
x-a a <y
n exp
y2n

--1 e/> 2
.2
x> 0 2n
n n>0 n
22 r

n+l n+l
r .2 \
n 1+ 0( n>\ )
TTl r n

r n-2 n+m 2n^ { n + m - 2 )

V X { m + nx) 2 m
m (m > 2) n{m -2f {m-4)
s r r m-2
v2 y {m > 4)
JC> 0
m, n>0
 Bng tng kt phi lin tc (tip)
x>0
ma
r-

e , X > 0
'
a< x < b a-^b
6- a '
12
ax^~^ ex)[-ax^) 1.1 r 1 + - -r-
\ a, > 0 I.i
/I J
x'^exp (Inx-g)" A>0 '
exp a + exp2a+-') exp(cr^)-l
n/2^
(7vz;r 2-' -> 0
_
r{a +) g -1 0 <X < 1 a a
r{a)r[) ^ a,> 0 (a + (a + /I + 1 )
 T bng tng kt trn, c th xy dng s quan h sau:

o Z(x,)

S quan h g/a cc phn phi lin tc

BI TP
Mt x nghip c 3 xe t vi cc xc sut lm vic tt
trong ngy l 0,99; 0,995 v 0,999. Tm bng phn phi
xc sut ca s" xe hng trong ngy.
Hai cu th thay nhau nm bng vo r cho n khi no
trng r th dng nm, bit rng xc sut nm trng ca
mi ngi tng ng l 0,6 v 0,7 (trong mi ln nm).
Tm lut phn phi xc sut ca:
a) s ln nm ca cu th th nht;
b) s ln nm ca c hai cu th.
Vlt t c 6 nam v 4 n. Chn ngu nhin ra 3 ngi. Tm
lut phn phi ca s" n trong nhm c chn.

76
 Xc sut cha khi bnh A ca mt bc s l 0,8. Tm lut
phn phi ca s^ c cha khi bnh trong mt nhm
bnh nhn gm 5 ngi do bc s iu tr.
Cho bng phn phi xc sut ca mt bin X no c dng:
X 1 2 3 4 5
p(x) a 2a a 3a 2a
(a l tham s). Hy xc nh: a) tham s" a; b) gi tr k nh
nht sao cho P {X < ) > .
2
6 , Mt vng dn c c t l st rt l 5%. c n chn ra t nht
bao nhiu ngi vi xc sut 95% trong s" c t nht
1 ngi mc bnh st rt?
7, Xc sut bn trng ch ca mt khu sng l p. Tin
hnh bn lin tip trong iu kin nh nhau n khi
trng th dng bn. Tm s" n trung bnh phi bn.
8. Cho hm mt ca bin ngu nhin X c dng:

f{x) = x>0.
(l + e")ln 2
Hy tnh EX v v x
9, Cho bin X c hm phn phi c dng:
0, X < 2,
X
f(i)= a + b arcsin , - 2 < X < 2,
2
1, X > 2.

a) Xc nh a v b; b) Tm hm mt f{x)\ tm cc s c
trng EX, v x , mt X, medX.
10. Nng sut la mt a phng l bin ngu nhin c phn
phi chun vi k vng 42 t/ha v cr= 3 t/ha. Tm xc sut

77
 khi gt ngu nhin 3 tha rung th c 2 tha c nng
su^t sai lch so vi trung bnh khng qu 1 t/ha.
11. Kim tra cht lng 100 sn phm vi t l chnh phm
0,95. Tm xc sut s^ sn phm t tiu chun nm
trong khong t 900 n 980.
12 . mt tha rung trung bnh trong mt gi tm c 60
con su. Tm xc sut trong vng 1 pht khng tm thy
con su no.
13. Tm mt ca b in X tun theo lut nh thc.
14. Mt vin n c tm xa trung bnh l 300 m. Gi s tm xa
l mt bin ngu nhin tun theo lut chun vi a = 10 .
Hy tm t l n bay qu tm xa trung bnh t 15 n 30 m.
15. Bin dao ng ca thnh tu thy l bin ngu nhin X
tun theo lut phn phi R-le

X 2
f { x) = [x > 0).

Tm xc sut bin dao ng ln hn trung bnh ca n.

16. T kt qu 2 ln th nghim ta c 2 i lng ngu nhin
c lp cng phn phi vi bc t do tng ng l 4 /
6. Tm xc sut i lng th nht b hn 3 ln i
.ng th hai.

17. Ch cc X: ~ 0, , i = 1,5; 0, ^ , i = 1,11; V, gi

) V

s chng c lp. Tnh p 3 x >

V =1 =1

18. Cho X ~ ^'(3, l), Y ~ 2) c lp. Tm cc xc gai

a )Z > Y ;
b) X > 27.

78
 Chng Hi
BIN NGU NHIN NHIU CHIU

1. LUT PHN PHI CA BIN NGU n h i n

NHIU CHIU

1.1. Cc khi nim c s

1 . hai chng trc ta nghin cu bn cht xc sut
ca mt bin ngu nhin ring r. Nhng trong thc t nhiu
khi phi xt ng thi nhiu bin khc nhau c quan h tng
h v dn ti khi nim c t ngu nhin hay bin ngu nhin
nhiu chiu. Nhng th d v cc bin nhiu chiu rt ph
bin, chang hn khi nghin cu mt chi tit my, ta quan tm
ng thi n nhiu kha cnh khc nhau nh trng lng,
kch thc (ring n l nhiu chiu), cht lng, cht liu...
Vic nghin cu ring r tng kha cnh c th cho ta cc
thng tin khng y .
cho n gin, ta nghin cu bin ngu nhin 2 chiu
(X, Y), trong X v Y l cc bin mt chiu. Hu ht cc kt
qu c th m rng kh d dng cho bin n chiu. Nu X v y l
ri rc, ta c bin ngu nhin hai chiu ri rc; nu chng lin
tc, ta c bin hai chiu lin tc. S phc tp hn mt cht l
mt bin ri rc v mt bin lin tc m ta khng xt y.
2. Ta pht trin khi nim hm phn phi xc sut cho bin
ngu nhin hai chiu. Xt hai s kin A = {X < v < y}.
n h n g h a 1. Hm phn phi xc sut ca bin hai chiu
(X, Y) c xc nh nh sau;
F{x, y) = P{AB) = p { x < X-, Y<y ) , X, yeR . (1.1)

79
 Trong nhiu ti liu hm F{x, y) trong (1.1) c gi l
hm phn phi ng thi ca hai bin X v y. y l mt hm
thc hai bin v v mt hnh hc ta c th biu din tp xc
nh ca F{x, y) bng cc im trn mt phng ta -cc.
Tng t nh trng hp mt chiu, ta c th dn ra mt
s^tnh cht ca hm phn phi hai chiu
(i) 1 >F(x, y) > 0 ;
(ii) F(x, y) khng gim theo tng l s";
(iii) F(-co, y) = jP( x;-CX)) = 0; F(+co;+oo) = l(gi tr 00 hiu
theo ngha ly gii hn);
(iv) Vi < X2, yi < y 2 ta lun c
P(x^ < X < X2; F < y.) = ^ 2) - F(^2. y - ^ (^ 1 , yi)
F(x^,y,).
chnh l xc sut im ngu nhin (X, Y) ri vo min
ch nht ABCD (xem hnh 1 . 1 ).
rng
F (x ;+ 00 ) = p ( x < x; F <+ 00 ) = p ( x <x) = (x);
F { ^ ; y) = P {X < + cx); Y < y) = P { Y < y ) = F^{y)
l cc phn phi ca ring tng
thnh phn X v Y tng ng;
chng c gi l cc phn phi Y
bin ca bin hai chiu (X, Y).
cng chnh l cc phn phi (mt y2
chiu) thng thng ca X v Y. 3^1
3. chng I ta lm quen
0
vi khi nim c lp ca hai s
kin A v B: chng c gi l c Hnh 1.1
lp nu PB) ~ P{A)P{B). p dng
khi nim ny vo ( 1 . 1 ) ta c

80
 n h n g h a 2. Hai bin ngu nhin X v y c gi l c
lp nu
F (x ,y ) = F ,(x)F 2(y). (1.2)
Tt nhin nu X v y c lp, ta c th nghin cu ring r
tng bin theo cc phng php c v t cc phn phi bin
ca X v Y c th xc nh c phn phi ca (X, Y) theo
(1.2). Tuy nhin chng khng xc nh phn phi ng
thi nu X v y khng c lp.
1.2. Phn phi xc sut ca bin ngu nhin hai chiu ri rc
1. Ging nh trng hp mt chiu ta tm cch xc nh
bin hai chiu ri rc qua bng phn phi xc sut.
n h n g h a 3. Bng phn phi xc sut ca bin (X, Y)
ri rc l
V2 ... :Vm Y.
X J

P ll P 12 .. Pi j ... P \m P (^1)

^2 P 21 P 22 P2j . P2m P2(^2)

. ...

P il Pi2 Pij Pm Pl )

1 ,

Pnl P n2 ... Pnm Pl )

X{ P 2 (>'1 ) py2) P2(yj) ... Piym) 1

trong P = p x - X-,Y = yj"j l xc sut ng thi X ly

gi tr X i, i = l,ra , v y ly gi yj, j = l,m. Bng ny c th tr
thnh v hn khi n, m nhn gi tr 00.
Ging nh trong trng hp mt chiu, ta xc nh hm
xc sut p(a:, y^sao cho y-) = i= l,n, j = l,m . Hm ny
c tnh cht:

81
 (i) P > 0 Vi, j;

(ii) Z Z a. = 1 (tng hiu theo ngha ly theo V , j),

T nh ngha 3, ta c th tm c hm phn phi xc

sut c a vo bng ( 1 . 1 ):

>i <y
Cc phn phi bin ca bin hai chiu ang xt c xc nh t:
P(X = X;)-Pi(a:.) = ^ p . , i = l,n\ (1.4a)
J

p [ Y = y j ) = p , ( y j ) ^ ^ p , j , j = ,. (1.4b)

Th d 1.1. Cho bng phn ph ng thi ca X v Y:
y
X

1 0,10 0,25 0,10

2 0,15 0,05 0,35
Tm lut phn phi xc sut ca cc bin X v Y, sau tnh
F{2, 3).
Gii. Ly tng hng v tng ct tng ng ca bng s, ta
c cc phn phi bin cn tm (xem (1.4)):
X 1 2 y 1 2 3
Px) 0,45 0,55 P 2(y) 0,25 0,30 0,45
Vic tnh F(2, 3) da vo (1.3):
F(2,3)= X p ^ = A i+ P i2 = 0 ,3 5 .
x ,< 2 y j< s

82
 T nh ngha 2, hai bin ri rc X, Y c gi l c lp
nu vi mi cp gi tr Xi, y, ta lun c
Pij =P\ { xi ) P2( y j ) , i = l n J = ,m (1.5)

R rng trong th d 1.1 ta thy Pi, = 0,10 ?pi(l)j02(l) = 0,1125;

vy hai bin X v Y y khng c lp do (1.5) b ph khi
i = j = 1 . C th chng t (1.2) v (1.5) l tng ng.
2. By gi gi s Y ly mt gi tr c" nh no v ta
mun quan tm n lut phn phi xc sut ca X c b nh
hng khng. Theo cng thc xc sut c iu kin chng I

p(x =x,| y ^3/J i= (1 .6)

P (y = y;^)

Nh vy (1.6) cho php ta nh ngha lut phn phi c iu

kin ca X bit Y nhn gi tr c th. Tng t c th x.c
nh lut phn phi c iu kin ca Y bit X nhn mt gi tr
c th no .
Th d 1.2. Tm phn phi c iu kin ca X bit rng
y = 1 trong bi ton th d 1 . 1 .
Gii. Theo ( 1 .6)

p ( x = I 7 = ) =:
1 1 = _ ^ =^ = o,4;
^ P Y = ) A 1 0,25

p(x =2 y = l) = - ^ = - ^ = 0 , 6 .
^ P2 (l) 0,25
Bng phn phi xc sut c iu kin ca X bit y = 1 l:
X 1 2
Pix Y = l ) 0,40 0,60
Tng qut, nu ta bit mt iu kin Cy no ca Y, th
phn phi c iu kin ca X bit Cy s l:

83
Chng hn nu ta bit < y < ^2 vi yi v y 2 no , th:

(1.7)
P{y^<Y<y2)
rng trong (1.7) bin ngu nhin Y c th ri rc hoc
lin tc.

1.3. Phn phi xc sut ca bin ngu nhin hai chiu

lin tc
m

1. Khi nim hm phn phi xc sut ca bin hai chiu

{X, Y) lin tc c xt nh ngha 1 (cng thc (1.1). Ta
s a ra khi nim hm mt ca (X, Y) nh sau
n h n gh a 4. Nu hm phn phi F(x, y) ca bin hai
chiu (X, Y) c dng:
X' y

F{ x , ) = f[u,v)dudv, ( 1 .8a)
-<X) o n

trong f{x, y) > 0, th hm f{x, y) c gi l hm mt ca

bin (X; Y) (hay hm mt ng thi ca X v Y).
V mt hnh hc, hm f{x, y) c th xem nh l mt mt
cong trong v c gi l mt phn phi xc sut. Nu f{x, y)
lin tc theo c hai bin th:

dxdy

Th d 1.3. Cho hm mt ng thi ca X v y l f{x, )

= 1, vi 0 < X, < 1 . V hm / I x , y) v tnh hm phn ph
ng thi F(x, ).

84
 Gii. Mt cong phn phi
cho trn hnh 1 .2 . l f ( x, y ) =1
/(a:, y) 0 ch vi cc (x, ) thuc
khong vung [0; 1] X [0; 1]. Hm
phn phi F(x, y) c tnh theo
( 1 .8a):

Hinh 1.2

0, nu a: < 0 hoc y <0;

xy, nu 0 ^ < 1 v 0 <3/ < 1 ;
F{ x, y) = X , nu 0 < : < lv y > l;
y, nu a : > lv O < y < l;
1 , nu X > 1 v y > 1 .
Dng hm phn phi thng kh phc tp, nn ngi ta hay
dng hm mt . y l th d v phn phi u hai chiu, tng
qut ha phn phi u lin tc / ([0; 1]) xt chng II.
Hm mt ca bin hai chiu , Y) c cc tnh cht
quan trng sau:
)f{x, y) > 0 ;
-K O +C0

(ii) f {x, y)dxdy = 1 ;

- X -0 0

(iii) P \ { X , Y ) ^ . ?'A= \ \f[x, y)dxdy.

Chng hn, trong th d 1.3, ta mun tnh P( 0,2 < X < 0,7;
0,25 < Y< 0,45), chnh l tch phn kp ca f{x, )

' ' dxdy = (0 ,7 - 0 ,2 ) ( 0 ,4 5 - 0,25)= 0,1.

0.2 0.25

85
v mt hnh hc, l th. tch mt hp ch nht c y trn
nm trong mt phn phi f{x, y) = 1. Trong thng hp tng
qut, S) s l mt min no thuc mt xOy v P[{X, Y ) e O
bng th tch ca hp ch nht cong gii hn bi phn mt xc
sut f(x, y) v c y l hnh chiu ca mt trn mt xOy
(chnh l min )).
Tdng t nh mc 1.1, ta xc nh cc hm mt bin
ca bin (X, Y):
-KC

co
4-00
(1.9)
/ 2 >')= f [ x, y) dx\
-00

dF
fx{x) cng chnh bng v l mt ca bin thnh
dx
phn X, tng t i vi / 2(y)-
Th d 1.4. Tm cc hm mt bin ca bin (X, Y) c

hm mt hai chiu f { x , y ) = ^>3' ^

Gii. D thy theo (1.9)

KO

/i (^) = n dy =
n

Do tnh i xng, ta c ngay /"2(>') = .. -------- r-

2. Tng t nh (1.2), hai bin ngu nhin c gi l c

lp, nu
f{x, y) =fi{x)f2 {y)- (1-10)

86
Nu mt ng thi ca X v Y khng bng tch cc mt
bin fi v /'2, ta ni X v Y khng c lp. Trong trng hp
c th a vo khi nim hm mt c iu kin ca thanh
phn X bit Y = y,'k hiu l

f{x, y)dx
-c o

tng t nh hm mt c iu kin ca Y bit

X = X c th no , n s bng f{x, y)fi(x). Ch rng cc
mt c iu kin cng tho mn cc tnh cht ca hm mt
bnh thng.
Th d 1.5. Cho hm mt ng thi f(x) = X + y, 0 ^ x , y
< 1 . Xc nh cc hm mt c iu kin.
Gii. c th dng c (1.11), trc ht ta phi tnh cc
f(x) v f 2y) (l cc mt bin, xem (1.9)):

f i {x) = {x +y ) dy = x + ^ , 0 < X < 1 ;

0

tng t /gy) = 3' + . 0^ y~ 1- T theo (1.11), vi 0 < >-< 1

2

- ^ , 0 < X < 1,
7 + 0,5
0, X [0;1],
v vi 0 < < 1;
x-^y
0 < y < l,
,

y/(y\x) = x + 0,5
0, y g [ 0;l".

l hm mt c iu kin (px y )l hm ca X, ng
thi nu C0 3 ' l tham s th n cng l hm ca y. T (1.11) ta c
f { x , y ) = f 2 {y)<p(x \y) = f^{x)y/[y Ix) v r rng nu;

87
 {x\y) = fi{x) (hoc ((/(3/ I x) = f^{y'

ta c li iu kin c lp (1 . 10 ).
Cui cng c th dn ra cc cng thc tng qut sau y
(xem (1.7) v (1.8)):

f[u, y)du
(x I y) = (phn phi c iu kin);
f2{y)
>2%
du f[u, v)dv

( x \ 3/1 < y < V2 ) = p[x < < 7 < ^2 ) =

-0 0
>'1

du f[u, v)dv

00 >1
>'2
v)dv
{x\y^ < 7 < 3/2) = +00 y-) ( 1 . 12)
du fiu,v)dv
-X

trong cc cng thc trn cn bo m mu s"khc khng.

Th d 1.6, Ly hm mt ca th d 1.5, hy tnh cc hm
mt c iu kin caX bit Y 0,5; 0, 75 '; bit Y - 0,5.
Gii. Theo cng thc (1.12) ta c:
0.75

[x + y)dy
^ ( x | Y e [ 0 , 5; 0,75]) = 4 ;

(x + y)dxdy
0,5

88
 l 0 <x <1; nu X 0; 1 th (px 0,5 < y < 0,75 = 0. Trong
trng hp bit Y - 0,5;
/ Y _= n
(px 0,5j = ^ + 0,5- = x + 0,5, 0 < X <1.
0,5 + 0,5

2. CC S C TRNG CA BIN NGU NHIN

HAI CHIU

2.1. Cc s c trng ca cc bin thnh phn

Cc bin X v F c cc s^ c trng quan trng l k
vng v phng sai. y ta nhc li kt qu bit c
n cc khi nim mi chng ny, cc cng thc ch vit cho
bin X, i vi Y hon ton tng t.
Nu X l bin ri rc:
E X ^ ^ (x,) x.p(x^, yj);
i J

v x = (xi - EX p , (X, ) = z E - 3^,) - ( E X f .

i i J
Cn nu X l bin lin tc
+-X cc X
* *
EX = xf (x)dx ^ xf(x, ydxdy;
-00 r-
X X

{ x - E X f f , { x) i x= \ x^f { x, y) dxdy - { E X )
'-T OC

M rng php ly k vng, ta c th dn ra cc cng thc

tng qut hn. Chng hn nu (X, y) c phn phi bit v
ta xc nh bin mi z - g, Y) ig l hm o c), khi :

89
 E { ( ^ .^ ) } = yj)
i J

g (x, 3^) f[x, y)dxdy (bin lin tc). (2.1)

V.V..V

Khi , tnh EX ta ch cn t g = X M3. thay vo cng thc

(2.1); tnh v x t g = { X- EX)\

2.2. Hip phng sai v h s' tng quan

Trong (2.1), nu thay g { X , Y ) = { X - E X ) [ Y - E Y ) , t c
nh ngha hip phng sai ca hai bin X v Y, k hiu l -ixY
y = : [ ( x - ; x ) ( y - ; Y ) ] = ; (X Y ) -;x .: 7 . (2.2)
Ch l php ton ly E bn ngoi du ngoc mc hiu theo
ngha (2.1) v khng ging nh trng hp bin mt chiu.
Ph thuc vo , Y) l ri rc hay lin tc, ta c
^^XY ^ j _ x ^Xj p [x ^,Xj ) - E X . E Y , (2.2a)
J

^XY xyf[x, 3/) dxdy - EX.EY. (2 . 2 b)

D thy phng sai l trng hp ring ca hip phng sai

khi X ~ Y vk v x = /U. Hip phng sai c dng lm o
quan h gia hai bin X v Y; nu chng ng bin cng nhau
th hip phng sai dng, nu chng nghch bin ta c hip
phng sai m,
Ta bit nu X v Y c lp th E{XY) = E X . EY, iu ko
theo hip phng sai ca hai bin c lp bng 0. Nhng iu
ngc li khng chc ng. V vy ta a vo khi nim mi:
n h n g h a 1. Nu J x Y - 0, ta ni rng X v Y khng
tng quan.
R rng khi nim c lp l mnh hn khng tng quan.
Nhiu khi n gin k hiu, ngi ta tp hp cc hip

90
phng sai ca mt vct ngu nhin vo mt ma trn gi l
m a trn hip phng sai; trong trng hp bin 2 chiu (X, Y)
l:
v x MXY
r =
^ y x VY
Trn ng cho chnh l cc phng sai, v do ^ Hyx
ma trn ny i xng.
Hip phng sai c hn ch c bn l kh xc nh c
min bin thin, n thay i t cp bin ny sang cp bin
khc. Cha k v mt vt l n c n v o bng bnh phng
dn v o ca X v F (nu chng cng n v o). V th ngi
ta a ra mt s' c trng khc gi l h s tng quan, k
hiu l PXY, c xc nh nh sau:

f^XY (2.3)
PxY -

C th chng m inh rng / ? |< l.N u P = 1, ta c hai

bin X v y tng quan dng tuyn tnh (tc l tn ti a v
sao cho Y - aX + b)\ cn nu PXY - 0 th X v Y khng tng
quan. Ni chung 0 < \py \ < 1, trong trng hp ny ta ni rng
hai bin X v Y tng quan vi nhau. Hai bin tng quan th
ph thuc (khng c lp), nhng khng tng quan th cha
chc c lp.
Th d 2.1. Tnh hip phng sai v h s' tng quan ca
X v Y trong th d 1.1.
Gii. Ta phi tnh vx VY v E(XY) - EX.EY. Hai bng
phn phi bin tm c trong th d 1.1.
X 1 2 y 1 2 3
pl(x) 0,45 0,55 p>(y) 0,25 0,30 0,45

91
Ta c ngay E X = 1,55; = 2,20; v x = 0,2475; v y = 0,66. Tinh
HXY) = x,xjP(xy)^
j
= 1.1.0,10 + 1.2.0,25 + 1.3.0,10 + 2.1.0,15 4-
+ 2.2.0,05 + 2.3.0,35 =3.50.
T hip phng sai
= E{ XY) - EX.EY - 3,50 - 1,55.2,20 - 0,09.
H s" tng quan c tnh theo (2.3)
^XY IP
_ ____ 0^09____
PxY " 0, 22.
^ v x . VY ~ 7 0 2 4 7 5 7 0 6 6
^ __
Th d 2,2. Bin ngu nhin hai chiu {Xj Y) c hm mt :
^ , 4x'^ + <4,
f(x, y) = 2n

Chng t X v y ph thuc v tnh hip phng sai //xy.

Gii. Cc hm mt bin c tnh theo (1.9):
30
* 1 X < 1 7,

f { x , y ) d y = K
0, X > , 1
co
< 2,
f{%, y) dx =
-o t
0, y > 2 .
Do /*(x, y) ^ (^)/2 ( 3^) X v Y ph thuc. tnh /.lY ta
dng cng thc (2.2). V fi(x) v f 2x) l cc hm chn nn
th i xng qua cc trc tng ng v EX = E Y = 0, t :

y)dxdy

1 1 2/ 1-x^
2\l\~
JL c c
= - xdx ydy = 0.
tt J
-1

92
(tch phn trong ly theo hm l c cn i xng). R rng X
v Y khng tng quan, nhng vn ph thuc nhau.

2.3. Cc s c trng c iu kin

Dng cc khi nim xc sut c iu kin (xem (1.6)) v
hm mt c iu kin (xem (1.11)), ta c th nh ngha k
vng c iu kin ca bin ngu nhin X vi y = > l mt gi
tr xc nh nh sau:
^ (^ 1 3^*) = ^ . P ( X - |y - y*) ri rc),
i

Ex x x jdx (X lin tc).

-0 0

Tng t c th nh ngha v cc phng sai tng ng.

K vng c iu kin l mt hm ph thuc X, v

trong thng k ngi ta gi l hm hi quy ca Y i vi X .
th ca hm trn mt phng ta -cc c tn gi l
ng hi quy. Sau ny ta s dng hi quy biu din s ph
thuc tng quan gia cc bin ngu nhin (xem chng VI).
l cc k vng c iu kin JS(X| Y), E(Y\X) (cng nh
cc s c trng c iu kin khc) l cc bin ngu nhin nn
n lt mnh n li c th c nhng c s" tdng ng.
Th d 2.3. Cho bng phn phi ca bin {X, Y):

1 2 3
X

2 0,15 0,08 0,27

4 0,10 0,20 0,20

Tnh cc k vng c iu kin E^x I E { Y IXg).

93
 Gii. Dng (1.3) v (1.6) ta c
0,15
p(x =2 y = l) = - ^ = 0 , 6;
^ ^ P2(l) 0,25
0,10
p ( x = 4 y = i) = - ^ = 0,4.
P2(1) 0,25

T E(X y = 1) = 2.0,6 + 4.0,4 = 2,8. Tng t

0,10
P {Y = X = 4) = - ^ = 0 ,2 ;
^ Pi(4) 0,50
0,20
P(Y = 2 Z = 4 ) = - ^ = = 0,4;
^ P i (4) 0,50

p (y = 3 z = 4) = = 0,4.
^ p ,(4 ) 0,50

v t suy ra E { Y \ x = 4) = 1. 0,2 + 2.0,4 + 3. 0,4 = 2,2.

Cui cng, lu n mt s" tnh cht ca k vng c iu
kin;(y|X):
(i) vi m i lin tc E [ g { X ) Y \ X ] = g (X )E (y |X );
(ii) E(X, + X , \ X ) = E(X, IX) + E(X2 I
(iii) Nu X, y c lp Ei Y X) = e [y )\
{v) E[ E{ Y\ X) \ =EY.

2.4. Phn pl >i chun hai chiu

cho gn, ta dng cc k hiu sau:
% = EX\ Oy - EY]' = VX-, = VY\ p = /9^ v - jy.
n h n g h a 2. Bin ngu nhin hai chiu , Y) c gi
l tun theo lut phn phi chun, k hiu l cV{ax, O-Y^
, p), nu hm mt ng thi ca X v y c dng

27TY^Jl - p'

94
 \2
x -a X {x-a){y-ay)
X exp + -2p .(2.4)
y

C th ch ra d dng nu X, Y khng tng quan (p = 0) th

gi thit chun cho php kt lun chng l c lp. Bn c c
th chng minh trong trng hp ny f(x, = /i {x)f 2 (y).
Dng ma trn hip phng sai r v vct X xc nh nh sau:

X= 2
v3'y Y J

ta c th biu din hm mt chun (2.4) di dng gn hn

f { x) - f {x, y) = exp - { x - E x ) r ( x - E x )
2;rVdet/
trong det l k hiu nh thc, t - php chuyn v, cn Ex
hiu theo ngha l vct c cc thnh phn E X v E Y (hay
U v Oy).
Th d 2.4. Cho (^X,Y) ~ o va , , , , p Hy tnh
cc k vng c iu kin v phng sai c iu kin.
Gii. Bn c c th tnh c d dng t (2.4)
1
2'
2 (>') = hay Y ~ oV(aY, ) ,
y V27T
t
f{x, y)
(p[x\y) =
f2{y)

= = --------. .. e x p - ^ ------------- ;------------r x - y - p ^ \{IY -- a vy )
2^ ( 1 - p ')L
Biu thc trn chnh l hm mt ca phn phi chun

95
 o-x + / 0 (y - O y ) ; (l-p^]
^

t E [ X \ Y = y) = a + P ^ ^ iy-a y)-,
y

V { X \ Y ^y) = a ( \ - p ^ \

Hon ton tng t i bin y (do tnh i xng ca hai bin):

E { Y \ X = x) = a + p ^ [ x - a x \ ,

V{Y\X=x) = a(l-p^).

3. HM CA CC BIN NGU n h i n

3.1. Hm ca mt bin ngu nhin

Nu ta xc nh z = g{X) l mt hm ca bin ngu nhin
X th z tr thnh mt bin ngu nhin mi. Vn t ra l
tm cch xc nh lut phn phi ca z qua lut phn phi
bit ca X y ta ch xt cc trng hp n gin khi hm g
khng qu phG tp. Xt trng hp ri rc.
Th d 3.1. Cho bin ngu nhin X c lut phn phi
X -2 -1 0 1 2
p(x) 0,1 0,2 0,3 0,2 0,2
Xc nh lut phn phi ca z =v tm k vng ca z.
Gii. D thy P(Z = 0) = P{X = 0) = 0,3;
z = 1 <=>X = -1 hoc x = 1, suy ra P(Z = 1) = 0,2 + 0,2 = 0,4;
z =4o X = - 2 hoc x = 2 , suy ra P(Z = 4) = 0,1 + 0,2 : 0,3.

96
T bng phn phi ca z = x ^ l:
z 0 1 4
p{z) 0,3 0,4 0,3
Xut pht t lut phn phi trn:
EZ = = 0.0,3 + 1.0,4 + 4.0,3 = 1,6.

Trong trng hp z = g(X) tng qut, ta c th tch trc

tip k vng ca z khng cn qua lut phn phi (xem tnh
cht k vng chng II):

= = 'Z,s{Xi)Pr
i i

Trong th d 3.1, d thy EZ = (-2)^.0,! + (-1)^.0,2 + 0^.0,3 +

I l0 ,2 + 2 l0 ,2 = 1,6.
Khi X l bin ngu nhin lin tc, vn s phc tp hn.
Gi s X c hm mt f(x) bit v z = g{X), trong g l
hm n iu sao cho tn ti hm ngc duy nht X = A,Z) =
Khi hm mt ca (z) ca bin z =g(X) s l:
(3.1)
Th d 3.2. Bin ngu nhin X tun theo lut phn phi m
vi tham s" /l = . Tm lut phn phi xc sut ca bin z =

GiL V hi y = l n iu tng v kh vi, do c th

1
p dng cng thc (3.1). D thy = X , mt khc do
hm mt ca X c dng:
f [ x) = ,X>Q,

nn nu t [ z ) l hm mt ca z = ta c

97
 'i ( z ) = /'[ '( 2 )] |'(z)|=

Th d 3.3. Cho bin ngu nhin X - y m, j. Tm lut

phn phi xc sut ca bin Y - aX + h trong a, e R.
GiL Hm s y = ax f b kh vi n iu, c hm ngc l

x= / [ y ) - T :

' { y)
a
\2
y-6
- m
a /
cn f[y/(yy = exp
yn 2 -'

-[y-am-h'j
exp
^Tt 2[af
T dng cng thc (3.1) ta c hm mt ca Y = a X + b l:

y - [am + 6)
{y)= / [v^(3')] ^ (y) exp
a crV2 2 (a')'

chnh l hm mt ca lut phn phi chun vi hai tham

s E Y = am + 6 v VY = ^cP'. Nh vy mt hm tuyn tnh ca
bin ngu nhin chun vn bo ton tnh phn phi chun.

3.2. Hm ca hai bin ngu nhin

Xt bin ngu nhin z = g, Y), trong (X, Y) l bin
ngu nhin 2 chiu bit lut phn ph xc sut. Nu g l

98
mt hm ty th bi ton xc nh lut phn phi ca z qua
lut phn phi ca (X, Y) s rt phc tp. Ta s xt mt trng
hp n gin khi g(X, Y) = X +Y.
1. Trng hp cc bin X, Y ri rc
Theo cng thc xc sut y (tng ly theo i sao cho
Xi + yi = Zk)
P( Z = 2 , ) = P ( X = x, ;Y = z , - x , )
i

hoc = - yy, Y = yj )
j,

Nu X v Y c lp:
(3.2)

Th d 3.3. Cho lut phn phi ca (X, Y) c dng.

2 3 4
1 0 0,15 0,05
2 0,20 0,10 0
3 0,25 0,05 0,20
Xc nh lut phn phi xc sut ca X +Y.
Gii. Tp gi tr ca z = X + y l {3, 4, 5, 6, 7}, t
P(Z = 3 ) = P { X = l , y = 2 ) = 0;
P(Z = 4) = P ( X = 1 , Y = 3 ) + P(X = 2, y = 2) = 0,15 + 0,20 = 0,35;
P(Z = 5 ) = P { X = 1, Y = 4 ) + P ( X = 2, Y = 3 ) + P ( X = 3, y = 2)
= 0,05 + 0,10 + 0,25 = 0,40;
P(Z = 6) = P(X = 2, y = 4) + P(X = 3, y = 3)= 0 + 0,05 = 0,05;
P(Z = 7) = P(X = 3, y = 4) = 0,20.

99
T bng phn phi xc sut ca z l:
6
p{z) 0,35 0,40 0,05 0,20
Th d 3.4. Cho X v y l hai bin ngu nhin c lp tun
theo lut Poa-xng vi cc tham s' tng ng v i. Tm lut
phn phi ca z = X + Y.
Gii. Theo cng thc (3.2)

P{ Z=z ) = e~^ e~^ ^ ]X, y, z eN.

Nhn v chia v phi vi z\

P{Z = z) =
21 2 !

H thc cui cho thy z = X + Y cng tun theo lut

Poa-xng vi tham s + .
2. Trng hp cc bin X, Y lin tc
Gi {z) l hm phn phi ca bin z = X + Y, ta c;
[z) = P{ Z <z) = p { x + Y <z).
Biu din tp gi tr ca (X,
Y) sao cho X + Y < z l min
) (min gch cho trn hnh
3.1) nn theo tnh cht (iii) ca
hm mt 2 chiu;

{z) = P ((X T ) e .?) = f/-(;c, y)dxdy

V
) X +y ^ z
+00 z-x
f{x, y) dy dx.
Hnh 3.1
-0 0 00

100
Ly o hm hai v theo 2 v gi {z) = (z) l mt ca Z:
ra.'

(p{z) = f { x , z - x)dx. (3.3a)

X .

Tng t nu ta thay i trnh t ly tch phn:

p {^) = \ f - y ^ y ) d y - (3.3b)
--cr,

Trong trng hp ring, khi X v y c lp, t (3.3) ta c:

-hcr -tX:

'p \= [/', (^)/, ( 2 --x)x = f ^{ z - y ) f ^{ y ) dy , (3.4)

-oc

troig /i v [2 l cc hm mt bin ca X v Y tng ng.

Biu thc (3.4) m t mt php ton lin h hai hm v />;
n (lc gi l tch chp, k hiu l f*f>-
Tf d 3.5. Cho hai bin X, Y c lp cng c phn phi u
trn on [0; 1] (tc hm mt /i(x) = / 2(x) = 1 khi X [0; 1]).
Tm hm mt v hm phn phi ca z - X + Y.
Gii. rng c hai hm mt ca X v Y u bng 0
khi s" nm ngoi [0; 1]. Gi (p(z) l hm mt ca z ~ X +
y, ta c theo (3.4):
1
^z) = f {x)f 2 [z~x)dx. (3.5)
0
Do f{x) v f>{x) c gi tr khc khng trn [0; 1], nn (p(z)
ch c th c gi tr khc khng nn [0;2]. Ta tnh ln lt:
- nu 2 < 0, {z) = 0;
- nu 0 < 2 < 1, (3.5) c vit li;
^ 1
<p{^)= f i { x ) f 2 {z - x ) d x + f i { x ) f 2 { z - x ) d x ;
0 z

101
 2
do tch phn th hai bng 0 bi /"2 s 0, suy ra [ z) - dx = z ,
4
0
- nu 1 < Z <2, hay 0 < z - 1 < 1, (3.5) tr thnh
Z-1 1

<p{^)= w\ f i { x ) f ^ [ z - x ) d x + [ f^{x)f
J
2 { z- x) dx]
0 z-l
1

do tch phn th nht bng 0 bi/2 = 0, suy ra <p[z) - dx = 2 - z ;

2 -1
V ^ / \ r\
- nu 2 > 2, <f{z) = 0.
T mt ca z = X + Y s k
0, 2 < 0,
2 , 0 < z < 1,
[z) =
2 -2 , 1< 2< 2,
0, z>2. Hnh 3.2
Bin ngu nhin z c hm mt nh trn c gi l tun
theo ut phn phi tam gic, hay phn phi Xim-xn ("xem
hnh 3.2). Vic tm hm phn phi ca z khng g phc tp:
0, z <0,
.2

((z) =
l_ iz , < z < 2,
2
1, 2 >2.

3.3. Cc s c trng ca hm ca cc bin ngu nhin

Khi mun tnh cc s c trng (k vng, phng sai, ...)
ca bin ngu nhin X = g(X, Y), bit lut phn phn phi
xc sut ca z, ta khng gp tr ngi g ln. Tuy nhin vic xc
nh lut phn phi ca z kh phc tp. Trong thc t nhiu
khi ta ch cn quan tm n cc s"c trng ca z l .

102
 Chng hn trong trng hp khi X v y l cc bin ri rc
v bit phn phi ng thi p(X; yj)
EZ = E[g{x, y ) ] = ^^giXi; yj) p{xt\ y). (3.6a)
t' j
Nu {X, Y) lin tc c hm mt f{x, y), th
EZ^ \
9
[(:x:,
%
y ) f { x , y)dxdy. (3.6b)
R*
Tt nhin (3.6) ch c gi tr khi tng v tch phn tn ti.
l (3.6) cho php ta chng minh cht ch nhiu tnh
cht ca k vng nh:
EiX +Y) = EX + EY\
+ nu X v y c lp, E(XY) = EX. EY.
Bn c th thit lp cng thc sau y cho phng sai:
+ V( X+Y) = V X + V Y -

4. CC NH L GII HN V LUT s LN

Cc nh l gii hn v lut s" ln rt c ngha trong

thc tin. N to ra c s cho cc ng dng ca thng k ton
hc sau ny.

4.1. S hi t ca dy bin ngu nhin

1. Hi t hu chc chn
Ta ni rng dy bin ngu nhin hi t hu chc chn
(hay hi t mnh) n bin Xy k hiu l > X, nu

p l i mX =

C th dng mt tiu chun khc xc nh hi t hu

chc chn: iu kin cn v x >Xy \/ > 0:

103
 / " '

< sup m - X >e > >0 . (4.1)

m>n n -> cc

V . /

Nh vy hi t hu chc chn trng vi hi t thng i vi

s kin c xc sut 1. Ch l c th thay (4.1) bng cc iu
kin tng ng

>0.
V m>n

/
>00 ^1.
n
m > n

2. Hi t theo xc sut
Ta ni rng dy x} hi t theo xc sut n X, k hiu
X. xs -> X, nu

V 6 ' > 0 : P ( | X - Z >g) >0. (4.2)

Vi " )/
R rng hi t chc chn (xem (4.1)) ko theo hi t theo
xc sut (4.2), iu ngc li ni chung khng ng.
3. Hi t theo lut
Ta ni rng dy [x,^]hi t theo lut n X k hiu l
X
**n -> X, nu
---- dy
J hm
----- I phn iphi F(jc) ca x" hi
t n
hm phn phi F(x) ca binX ti mi im lin tc ca hm F(x).
i vi bin ngu nhin ri rc s hi t theo lut
c din t bi h thc
p. w = >(^, = ^) = p W-
Ngi ta chng minh c rng hi t theo xc sut ko theo
hi t theo lut. y l kiu hi t yu nht, tuy nhin li
hay dng nht, chng II ta s dng kiu hi t ny,
th d trong cc cng thc xp x chun. Chng hn nu
y ~ J[n, p), vip khng qu gn 0 hoc 1, ta c

104
 x_ = Yn - n p
(4.3)
v p ( i- p )
^/''(0,1) hiu theo ngha l bin ngu nhin c phn phi
chun chun tc).
4. Hi t trung binh cp k
Ta ni rng dy hi t trung binh cp k n X, k hiu
tbk
l X. ^X, nu E X . - X >0, (vi iu kin k
vng tn ti). Hi t trung bnh cp k (thng hay dng vi
k = 2 - hi t trung bnh bnh phng) ko theo hi t theo
xc sut.

4.2. Cc nh l gii hn
1. Cc nh l gii hn Moa-vr - Lp-la-x
S dng kt qu (4.3) d dng suy ra nh l gii hn a
phuVng Moa-vr - Lp-la-x (xem (3.13) chng I)
) k - np 2.
Pn[k) \{x) = (4.4)
npq 72
v nh l gii hn tch phn (xem (3.14) chng I, (4.18)
chng II)

Pn h)- >i = 1^2, (4.5)

^npq
^ X X
1 r r
{ x) - .e dt = (p)dt.
^2^ 0 0
Cng thc xp x (4.5) s kh tt khi np > hoc nq > 5. Nu p
cng gn 0,5 th ca phn ph nh thc cng rt gn chun.
2. nh l gii hn trung tm
Lin--bc - L-vi m rng nh l gii hn Moa-vr -
Lp-la-x t nm 1922 v kt qu mang tn nh l gii

105
hn trung tm: gi s {X,,} l dy cc bin ngu nhin c lp
c cng phn phi vi EX^ = m v vx = Vn, khi

ngha ca nh l gii hn trung tm l khi c nhiu

nhn t" ngu nhin tc ng (sao cho khng c nhn t" no
vt tri ln t cc nhn t khc) th kt qu ca chng c
dng phn phi tim cn chun.
Th d 4.1. Mt qu u c trng lng trung bnh l 15 gam
vi lch chun l 3 gam. Mt ti gm 100 qu u cng loi
c gi l t loi A nu trng lng t nht phi t 1,5 kg.
a) Ly ra ngu nhin mt ti, tm xc sut ti t
loi A.
b) Chn ngu nhin ra 40 ti u, tm xc sut s" ti
loi A khng vt qu 15.
Gii. Gi X - trng lng qu u th i trong ti ( =
1,100), r rng trng lng ca ti l Sioo = + X 2 + ... + Xioo v
theo nh l gii hn trung tm (4.6) >

oVES^,^ .D thy y ESioo = 100.15 gam = 1,5 kg,

VSioo = = 100.3^ = 900gam^ T c th coi Sioo c phn
phi xp x chun.
Sioo ~ ^ ( 1 . 5 ; 0,9).
a) R rng do Sioo c phn phi chun nn P(Sioo ^ ESio -
1.5 kg) = 0,5.
b) Chn h ha ra 40 ti v gi p = 0,5 l xc sut mt
ti t loi A, suy ra s ti loi A trong lot ti 40 ti , k
hiu l X, tun theo lut nh thc ^ (4 0 ; 0,5). T ta cn
phi tnh P{X < 15) = P4o(0; 15). y np = 40.0,5 = 20 > 5, ta
p dng cng thc (4.5)

106
 15 ~ np 0-np
P,o{0;i5)^ -
yrm snpq
-2 0 n/
= - = {2 y )-
vVj 1>/
<i>(6,32) - ((l,58) = 0,5 - 0,443 = 0,017.

4.3. Lut
s ln
Mt lp cc nh l gii hn c bit c tn gi l lut s
ln. e l trong cc kt qu sau ny ta s dng khi nim
hi t theo xc sut (mnh hn (4.4) - (4.6) dng hi t theo
lut phn phi).
1. Bt ng thc Tr-b-sp
n h l 1. Nu bin ngu nhin X c k vng EX = a v
phng sai v x = ( hu hn th;
(4.7)

Chng minh. Ta s chng minh cho trng hp bin X lin

tc. Vic chng minh cho trng hp X ri rc dnh cho bn c.
t flx) l hm mt ca X, theo tnh cht c hm mt

p( x - a ^ - f{x)dx.
x-a >e

Trong min ly .tch phn d thy [ x - a ^ nn:

'f^x)dx < \ [x-.a f [x) dx

x-a \e

< -^ ^ x - f f [ x ) d x = ^ (pcm).

Bt ng thc (4.7) c th chuyn v dng tng ng

2
p (x -a >0. (4.8)

107
Mc d (4.7) - (4.8) c chng minh kh n gin, song
chng c ngha rt to ln dng lm c s cho cc ng dng
ca thng k. nu chn e kh b, chng hn e < , bt
ng thc Tr-b-sp tr nn tm thng; nu chn = 3 t a
c p ( |z - a | <3-) > 1 - * 0,9 (t nht bng 0,9, chng II ta

bit nu X ~ oi^a; jth xc sut trn 0,9973).

2. Lut s ln Tr-b-sp
n h l 2. Nu dy cc bin ngu nhin X, ...
c lp c k vng hu hn v phng sai b chn u (tc l
VX < c V), khi vi mi > 0
1 1 n
lim p l x . - l E X , < e = 1. (4.9)
V j=l i=l

Chng minh. t X - t

EX = ~^EX^ hu hn;

n n
T p dng (4.8) cho bin ngu nhin X

X-EX <e (4.10)

e ne
Do xc sut khng vt qu 1, nn khi chuyn qua gii hn
n-^oo ta c kt qu cn chng minh (4.9).
n (4.2) v (4.9), r rng

ly,^ x . _ -n-^
^Qo i ; x , .
^ i=l i=l

108
iu c ngha l khi n ln th trung bnh cng ca cc
bin ngu nhin s c gi tr lch rt t so vi trung bnh cng
ca cc k vng. Mt h qu quan trng ca nh l 2 l nu
a thm gi thit l cc = 1, 2, ... c cng vng s(tc l
EXi ~ a, i = 1, 2, ...) th (4.9) s tr thnh

< n
>oc

S kin ny cho php ta c lng k vng bng trung bnh

cng cc kt qu o c c lp ca bin ngu nhin c k
vng . Ngoi ra cng thc (4.10) cung cp mt nh gi kh
tt xc sut p X - EX < f ), nht l khi n ln.
^ /
3. Lut sln Bc-nu-li
n h l 3. Nu ta c dy n php th c lp Bc-nu-li, vi
p = P(A) v m l s ln xut hin A trong dy php th , th
V-> 0
/ \
m
lim P p < = 1. (4.11)
n-<x>
V
n )
Vic chng minh (4.11) khng qu phc tp v n l trng
hp ring ca (4.9), nu ta k hiu X l s ln xut hin A trong
php th th i, i = l,n . R rngXi tun theo lut Bc-nu-li v

EX = p , VX ^ p (l - p)< 1, m =
i=l
cc iu kin ca nh l 2 c tha mn v ta suy ra
ngay (4.11). Kt qu ny cho ta:
m xs
n-^oo
n
chnh l c s cho nh ngha thhg k ca xc sut a
ra chng I.

109
 Nh vy tng ca mt s kh ln cc bin ngu nhin
tng i ty li tr nn tun theo mt s quy lut xc nh.
iu ny cho php chng ta ng dng rng ri cc kt qu ca
xc sut v thng k vo nhiu lnh vc khc nhau ca khoa
hc v i sng.

BI TP
1. Cho bin ngu nhin hai chiu (X, Y) c bng phn phi
nh sau
V
X y\ 3^2
Xi 0,18 008
x- 0,22 0,16
^3 , 0,16 0,20

Ngi ta tin hnh 3 th nghim vi xc sut thnh cng

ca mi in l 0,7. Tm lut phn phi ng thi ca cp
bin X, y vi X l s th nghim thnh cng, cn Y l s'
tht bi.
Lut phn ph ca bin (X, Y) cho bi bng
20 40 60
X
10 0
20 2
30 3
Xc nh v cc phn phi bin ca X v ca y.
Lut phn phi ng thi ca s li v mu X v s' li c
Y ca mt loi sn phm nha mt cng ty cho bi

0 1 2
X
0 0,58 0,10 0,06
1 0,06 0,05 0,05
2 0,02 0,04 0,0]
3 0,02 0,01 0,00

110
 Hai bin X w Y c lp khng? Tnh xc sut tng s"
cc li v mu v li c ln hn 4. Nu ta bit trn sn
phm c 2 li v mu th xc sut khng c li c bng
bao nhiu?
5. Cho lut phn phi ca bin hai chiu (X, Y) nh sau:

2 3 5
X
1 0,1 0 0,1
4 0,2 0,5 0,1
Tm lut phn phi xc sut ca hm X + y v X Y sau
tnh cc k vng v phng sai.
6. Bin ngu nhin (X, Y) c hm mt ng thi
f [ x , y ) =a x^+y ^) , x^ + y^<4.

Xc nh h s a, cc k vng thnh phn v hip phng sai.

7. Cho bin hai chiu {X, Y) c phn phi u trong mt trn
tm gc ta v bn knh r. Hy xc nh hm phn
phi bin ca X v Y, sau tm hm mt c iu kin
>( X y
8. Cho hm mt ng thi ca X v Y
y) - cxy, 0 < : < 4 ; 0 < 3 '< 5.
Xc nh hng s c, sau tm cc hm mt bin v
hm mt c iu kin ca y b it 0,5 < x < 2.
9. Cho hm mt ng thi ca X v Y

Xc nh hng s a, sau tm cc hm mt c iu kin.

10. Hai my t ng lm vic c lp, xc sut tng my
sn xut ra sn phm tt tng ng l v P 2- Gi s mi
my lm c 2 sn phm v gi X v y tng ng l s
sn phm tt ca tng my. Hy tm bng phn phi xc
sut ca bin hai chiu {X, y).

111
11. Tnh hip phng sai v h s' tng quan ca z v y cho
trong bi tp 4.
12. Cc ta {X, Y) ca mt im ngu nhin trn mt
phng tun theo lut phn phi c hm mt

f {^- y ) ^ , a ,6 e R*.
2n-ab
Tm xc sut im nm trong mt elp c cc bn
trc bng ka v kb nm trn cc trc ta Ox v Oy.
13. Tnh h s tng quan ca X v Y c hm mt ng thi
2
f{x. .v) =

14. Cho hai bin ngu nhin X w Y c lp, c cng phn phi
chun i'(0. (/). Tnh cc xc sut ca cc s kin sair
x< Y; X >F:ng thiX < 1 v Y < 1.
15. Cho hai bin ngu nhin X v Y c lp, c cng phn phi
u trn \a; ]. Xc nh hm phn phi ca z = X + Y; sau
tnh k vng v phng sai ca z^.
16. Xc sut c l hng trong mt vt c l 0,2. Tm xc
sut trong 1000 vt c lch ca s vt c tt
(khng c l hng) so vi 800 khng vt qu 5%.
17. Cho lch chun ca mi bin trong s^ 2500 bin ngu
nhin c lp khng qu 3 (n v). Tm xc sut
lch tuyt ca trung bnh cng cc bin so vi trung
bnh cng cc k vng ca chng khng vt qu 0,3.
18. Gieo 1000 ln mt ng tin cn i ng cht. Hy nh
gi xc sut tn sut xut hin mt sp lch khi 0,5 s
khng vt qu 0,1. Tm khong dao ng ca s' ln xut
hin mt sp tng ng.

112
 Chng iV
MU THNG K V c LNG THAM s
m

T chng ny ta bt u nghin cu thhg k, mt lnh

vc rng ti mc kh c th a ra mt nh ngha chung. Mc
d vy cng c th tm tt thhg k nh l mt khoa hc v
phn tch d liu (bao gm c thu nhp v x l) nhm thu
nhn thng tin chn thc v i tng nghin cu vi mt
tin cy nht nh v rt ra nhng kt lun hp l. Nhng
quyt nh thng k c ng dng to ln nh: d bo, chn
on, iu khin ngu nhin, kim tra cht lng sn phm,
thm d d lun...
Cng cn lu rng cc vn thng k xut hin nu c
hai iu kin; (i) c nhiu tnh huVig cn phi la chn (chn
mt hoc mt s); (ii) c cc thng tin v cc tnh hung thng
qua cc d liu thng k. Trong gio trnh ny chng ta ch yu
nghin cu vic x l d liu s m ta hay gi l x l s'liu.

1. MU V THNG K M T

1.1. Mu v tp m ng
Trong cng vic hng ngy ta phi lm vic vi cc dy s'
liu. Chng c th l kt qu ca vic m khi quan st, ca
o c nh cc thit b o, ca tnh ton trc ... v cn
c thu thp, lu tr v phn tch. lm c iu ta
cn sp xp li cc s', tng hp v x l bc u nhm tm
kim cc thng tin quan trng ca tp s" liu. Phn cng vic
ny v vn thu thp cc s" liu c mang tn gi l thng
k m t.

113
 Dy s liu thhg k thng c gi l mu. N c ngun
gc t mt tp ln hn m ta s gi l tp m ng hay tp
nn. Chnh v th mu s mang thng tin no v tp nn,
mc d cc thng tin c th khc nhau nhng mu khc
nhau. Sau ny cho xc nh, ta gi s rng c tp nn ln
mu u l tp cc s cng bn cht, c trng cho mt s" kha
cnh no ca cc i tng quan tm. Cc s chnh l cc
gi tr khc nhau ca mt bin s". Nu tp gi tr c th c ca
bin s c s" lng hu hn, ta c bin ri rc. i vi cc bin
lin tc, s" lng gi tr l v hn khng m c v tp s
liu ch phn nh tp nn vi mt chnh xc nht nh.
Mun c y thng tin v tng no , ta phi lm
vic vi tp nn. Tuy nhin vic nghin cu tp nn s v cng
kh khn v:
- do n qu ln dn n i hi qu nhiu chi ph vt cht
v thi gian;
- do trnh t chc v nghin cu hn ch ca i ng
khi lm vic vi quy m ln, khng nm bt v kim sot c
qu trnh nghin cu;
do nhiu khi khng th lm c nu tp nn bin ng
nhanh, cc phn t thay i thng xuyn, v.v...
Nh vy vic nghin cu trn tp nn, tr cc tp b,
thng khng th thc hin c. T t ra vn ' chn
mu v nghin cu trn tp mu. Nu mu c chn ngu
nhin v vi s lng , chng ta hy vng rng vic x l
chng s cho ta kt qu va nhanh va th km ir. vn
t c chnh xc v tin cy cn thit.

1.2. Vn chn mu
Ta mong mun mu c tnh i din tt cho tp nn bi v
vic nghin cu vi mu nh vy cho ta tin cy cao. Hin nay

114
c nhiu phng php khc nhau chn mu, nhng kh c
th ni rng phng php no l tt nht. Vic chn phng
php ly mu ph hp ph thuc vo chnh tp i tng c
th v vo thi quen s trng ca nh nghin cu.
. Chn mu ngu nhin
Trong phng php chn mu ngu nhin, mi phn t
ca tp nn c xc sut chn xc nh t trc c khi chn
mu. Mu ngu nhin cho php nh gi khch quan hn cc
c trng ca tp nn. C 3 cch chn nh sau:
a) Chn mu ngu nhin n gin l phng php chn
mu c tnh cht: mi mu c cng kch c (cng s" phn t)
c cng xc sut c chn v mi phn t ca tp nn c
ng kh nng lt vo mu. e vic chn hon ton ngu
nhin, ta c th tin hnh theo kiu bc thm hoc dng bng
s ngu nhin, y c hai phng thc chn l khng
hon li (mi phn t ch c chn mt ln) v c hon li.
Nu s" lng phn t ca mu kh b so vi tp nn th kt
qu ly mu theo hai phng thc sai lch khng ng k. Do
tnh ngu nhin nn mu c tnh i din cao v tin cy. Tuy
nhin phng php i hi phi bit ton b tp nn v v th
chi ph chn mu kh ln.
b) Chn mu phn nhm: u tin ta chia tp nn thnh
cc nhm tng thun nht, sau t mi nhm trch ra
mt mu ngu nhin; tp hp tt c cc mu cho ta mt
mu (ngu nhin) phn nhm. Ngi ta dng phng php
ny khi trong ni b tp nn c nhng sai khc ln. Nh
nghin cu phi c hiu bit nht nh v cu trc tp nn
phn chia nhm hp l. Sau ny mi nhm s c vai tr khc
nhau ph thuc vo quan trng ca chng trong tp nn.
Hn ch ca phng php l tnh ch quan khi phn chia
nhm. Nhng n vn hay c dng do cch thc n gin khi
lm vic vi cc nhm kh b v thun nht.

115
 c) Chn mu chm chnh l chn mt mu ngu nhin ca
cc tp con ca tp nn, c gi l cc chm. Ta cng gi s
rng cc phn t ca mi chm man^ tnh i din cho tp
nn. Ngoi ra ta c gng sao cho mi chm vn c phn tn
cao nh tp nn v ng u nhau v quy m. Chng hn ta
mun nghin cu nhu cu tiu th mt mt hng no bng
phng php chn mu chm: u tin ta chia thnh ph'
thnh cc khu dn c, sau chn ra mt s khu lm phn t
ca mu, cui cng ta nghin cu tt c cc gia nh sng
trong cc khu dn c chn. Phng php ny cho ta tit
kim kinh ph v thi gian (v khng phi di chuyn trn ton
thnh ph), nhng sai s" c th ln hn hai phvng php trn.
2. Chn mu c suy lun
Phng php chn mu ny da trn kin cc chuyn gia
v l tng nghin cu. Nh vy vic chn mu da trn hiu
bit v kinh nghim ca mt vi nh chuyn mn. Tuy nhin
phng php ny cng c hn ch c bn; Khi khng c s tham
gia ca cc cng c thng k vo vic chn mu tnh khch
quan rt kh c bo m, t ko theo cc kt lun mang
nng tnh ch quan. Tt nhin iu khng c ngha l khng
nn dng cc phvng php chuyn gia. Rt r rng cht lng
mu ph thuc nhiu vo trnh ca nh nghin cu v kinh
nghim ca h hy vng tr thnh mt cng c hu hiu.

1.3. Phn loi v m t s liu mu

1. Phn loi. Gi s t mt tp nn c N phn t, ta chn
ra mt mu c kch thc n, cc phn t ca mu c k hiu
l X , i = l , n . Tp n gi tr Xi, to ra mt mu n.
Nhiu khi trong mu c nhiu gi tr ging nhau: chng hn
gi tr a:i xut hin ln, X2 xut hin Uo ln, x^. xut hin
iX ln; khi . ij + I2 + ... + U,- n. Trong thc hnh c nhiu
s liu cho di dng khong:

116
 Th d 1.1. Chiu cao ca 300 hc sinh 12 tui cho bi
bng s" liu:
Ta l trong b s C hiu c a o (cm ) S l n g
liu cc khong c 1 1 7 ,5 -1 2 2 ,5 9
di u nhau (tuy nhin
1 2 2 ,5 - 127,5 33
ni chung di c
1 2 7 ,5 - 132,5 74
th khng u). Trong
1 3 2 ,5 - 137,5 93
trng hp ny ta c
1 3 7 ,5 - 142,5 64
mu lp (mu cho di
dng nhiu lp l cc 142,5 - 147,5 21
khong khng ct nhau). 1 4 7 ,5 - 152,5 ,6
2. Tn s v bng tn s'
S l n xut hin Xi hoc mt lp th i no , k hiu l Hi,
c gi l tn s'. Sau khi sp xp s" liu theo th t tng
ca gi tr mu, ta c th xy dng bng tn s. Bng s" trong
th d 1.1 chnh l mt bng tn s" (hay cn gi l phn phi
tn s). Bng ny bao gm 7 lp, mi lp c di 5 cm v
ton b c 300 s liu o chia thnh cc tn s ca cc lp.
Thng thng ngi ta hay chia cc s' liu vo t 5 n 15 lp
ph thuc vo nhiu yu t nh s lng s' liu, mc ch x
l... l nu s lp nhiu hn, c th lm t"t hn cc phn
tch, nhng vic ci thin khng nhiu, ngc li nu s" p
t qu, c kh nng s b mt mt nhiu thng tin. Mi s" liu
ch c mt trong mt lp, di mi lp chnh l hiu ca cc
gi tr ln nh't v b nht.
Thng thng ngi ta hay biu din phn phi tn s"
bng th quan st v nghin cu trc gic hn. C hai
dng biu din th hay dng l biu v a gic tn s.
a) Biu
Biu bao gm cc hnh ch nht cnh nhau c y bng
di v chiu cao bng s quan st ca lp s' liu tng ng.

117
 Trn hnh 1.1 cho ta .biu ng vi bng tn sut trong
th d 1.1.

n S" lng h/s

90 -

60 --

30 --

0 117,5 122,5 127,5 132,5 137,5 142,5 147,5 152,5 X, (chiu cao)

Hnh 1.1. Biu tn s

R rng din tch cc hnh ch nht t l vi tn s" ca cc lp

tng ng.
b) a gic tn s'
a gic tn s' ng gp khc n cc im c honh
X v tung rii (hoc cc im c honh gia lp s" liu th
i v tung a gic tn s"ca th d 1.1 v trn hnh 1.2.

n,

90

60 l \

1 / 1 1

/\ 1
/ 1 1

30 + r~ ^ /j 1 1

1 1 1
1
1 1 1

1 ! 1 1 r
................. ^

"

Hnh 1.2. a gic tn s

llb
 Ta thy a gic tn s d xy dng hn v d dng hn
biu . Ngoi ra khi hiu gia hai honh lin tip kh b,
ng gp khc s cng ngy cng trn v dn tin ti tng
hm mt xc sut.
3. Tn sut v phn phi thc nghim
T bng tn s
Xi Xz Xk

rii 1 2 n .... rik

nu ta t f l tn sut xut hin gi tr X trong

n
mu th ta c th m t bng tn sut tng ng. R rng t
nh ngha /] ta c + /"2 + ... + /"^ = 1 v bng tn sut l
X,- 0:2 .... o:,- .... Xk
A h .... f. .... fk
rt ging vi bng phn phi xc sut ca mt bin ngu
nhin ri rc.
Nu t i - ly k y \ tn s tch ly ca X v F^{x) l tn
sut tch ly ca X, ta s c

th l mt hm ca X, v c gi l hm phn phi thc

nghim ca mu hay l hm phn phi mu. Ch rng theo
lut s* ln (nh l Bc-nu-li) = p [ x < x),
trong X l bin ngu nhin gc cm sinh ra tp m ng
(v c tp mu). Nh vy hm phn phi mu c th dng
xp x lut phn phi ca tp nn.
Th d 1.2. Ta xy dng bng tn sut v tn sut tch
ly ng vi b s^ liu ca th d 1.1.

119
 Tn s" Tn sut
Lp Tn s" Tn sut
tch ly tch ly

1 1 7 ,5 -1 2 2 ,5 9 9 0,030 0,030

1 2 2 ,5 - 127,5 33 42 0,110 0,140

1 2 7 ,5 - 132,5 74 116 0,247 0,387

1 3 2 ,5 - 137,5 93 209 0,310 0,697

1 3 7 ,5 - 142,5 64 273 0,213 0,910

1 4 2 ,5 - 147,5 21 294 0,070 0,980

1 4 7 ,5 - 152.5 6 300 0,020 1,000

Tng t nh trn ta c th xy dng biu tn sut v

a gic tn sut tng ng. Ngoi ra c th v c th ca
a gic tn sut tch ly hoc tn s" tch ly (xem hnh 1.3).

Hnh 1.3. a gic tn sut tch ly

120
 2. MU NGU NHIN V CC C TRNG MU
2.1. Mu ngu nhin t mt tp nn
1. Mu ngu nhin
Trong phn tch thng k c in ngi ta chp nhn gi
thit rng cc phn t ca mt tp m ng no u c
cm sinh bi mt bin ngu nhin gc. Trong thc hnh bin
ngu nhin gc thng tun theo lut phn phi chun c4^a,
^), hoc cha bit r dng, hoc cha bit cc tham s. Vic
phn tch xc nh phn phi ca tp nn s da trn cc s"
liu mu.
Gi s by gi ta tin hnh n php th c lp xc
nh cc gi tr m u (bin ngu nhin g c ca tp nn s k
hiu l X). Gi X, l bin ngu nhin ch gi tr s thu c
php th th , = 1, n; r rng cc X, s to nn tp cc bin
ngu nhin c lp c cng phn phi vi X. Sau khi th
nghim, mi Xi s c mt gi tr xc nh X,, c gi l cc gi
tr quan st hay th hin ca mu. m bo tnh i din
ca tp a:}cho tp nn, ta cn da trn khi nim mu
ngu nhin.
nh n g h a 1. Ta gi mu ngu nhin kch thc n t tp
nn c bin ngu nhin gc X l mt tp cc bin X, X 2, x
tha mn iu kin:
(i) c lp thng k,
(ii) c cng phn phi xc sut vi bin X.
Cc Xi tha mn hai tnh cht trn s c gi l cc bin
ngu nhin c lp v ng phn phi. Nh vy khi nim
mu m ta a vo tit trc c th hiu nh l mt th hin
ca mt mu ngu nhin.
rng gi, thit c lp cho php lm n gin rt
nhiu cc tnh ton sau ny. Chng hn nu bin gc X ri rc,
c hm xc sut p{x), th hm xc sut ng thi ca (Xi, X 2,
s l

121
 p^{x...,x,^)^P{X, = x^,...,X^ =x) = ^ p (x ,). (2 .la)
-1
Tng t nu bin X lin tc c mt f{x) th

-.^ J = (2 -lb)
1=1
Nh vy t (2.1) cc phn phi ng thi c biu din
n gin qua cc phn ph'i bin th n h phn. Ngoi ra lut
phn phi ng thi cn c th ph thuc vo cc tham s
cha bit.
2. Thng k
n h n gh a 2. Mt hm no y = gi, X 2, x) ph
thuc vo tp gi tr ca mu ngu nhin c gi l mt
thng k.
Ch thng k l mt hm o c (khi nim ca 15"
thuyt hm) v khng ph thuc vo cc tham s cha bit.
Do X, n h n cc gi tr tng ng X,, nn hm x) cng
c gi l thng k.
Th d 2.1. Xt tp hp gi tr mu (Xi, x-2 , X,x cc hm
sau y s c gi l cc thng k:

a) g{x...,x,,) = - ^ X i = X;

b) = - x f ;
^ 1=1
c) = trong o:(i,<X(2)< ... < X().

Thng k trong c) c tn gi l thng k hng (trong l

dy cc Xi c sp th t), v gi tr ca mt thng k
trong nh ngha 2 c th l mt vc t {g l vc t hm).

122
 2.2. Cc c trng mu
T nay v sau, trong cc cng thc lin quan n c
trng mu, thay v X ta hay dng X, do nhiu l do. Th nht,
l cc cng thc tnh ton lm vic trc tip vi cc quan
st mu c th. Th hai, nu dng qu nhiu k hiu khc
n h a u s gy n h m ln (hn na v m t bin chng trong ngu
nhin c t"t nh v ngc li). Th ba, cc cng thc ch yu
dng tn h ton, cn trong cc trng hp chng m inh cc
tn h c h t l thuvt, ta d dng (v nn cng tr n h nhm)
th a y tr li cc gi tr m u X bngX,.
Mt mu, nh ta bit tit 1 , c th m t bng bng
ph n phi Ln s hoc bng chnh dy s^ liu
a) X, x.>...... (2.2)

b)
n, t2 ... k
Trong trng hp mu lp, nhiu khi thay khong gi tri
bng gi tr tru n g bnh ca khong; khi ta a v mu
n dng (2.3).
1. Trung binh mu (hay k vng mu)
Nu mu cho di dng (2.2) th trung bnh mu k hiu
l X , c xc nh nh sau:
1 "
(2.4)
riiT
l khi chng minh l thuyt, ta s thay cc X bng l
bin ngu nhin cm sinh ra quan st c cng phn phi
vi X gc. Nu s' liu cho di dng (2.3), ta c
1
x = i>.rn,. (2.5)
1-1
v m t bn cht (2.4) v (2.5) l mt (nu k ~ n, th n, - IVi),
mc d vv trn hnh thc ta vn ring di dng hai cng
thc khc nhau.

123
 R rngX theo cch hiu l thuyt s l mt bin ngu
nhin (do cc X l bin ngu nhin), nn c th tm cc s c
trng ca X . Gi s bin ngu nhin gc X c E X = a v
vx = ^; khi
EX = a , v x = (2-6)
n

Ta chng minh cng thc bn tri: do X = + X 2 + ... + x)

n
nn dng tnh cht ca k vong EX = [EX, + ... + EX ); t
n
nh ngha mu ngu nhin ccJ c cng phn phi vi X nn
EX = EX =a, suy ra EX - (na) - a . Cng thc bn phi ca
l/
(2.6) c chng minh phn tnh cht ca phng sai. T
(2.6), do phng sai v x b hn n ln v x , nn cc gi tr c th
c ca X s n nh quanh k vng hn cc gi tr ca X.
Ch rng nu tp nn c kch thc b {N b) v ta chn
mu khng hon li, cng thc v x trong (2.6) phi nhn
thm vi tha s' hiu chnh {N ~ n) !{N l)\

(2,7)
n N -l
Ta xt ngha ca (2.7) trong cc trng hp c bit. Nu
chn mu c n = N, tc l ly ton b cc phn t ca tp nn,
khi mi thng tin ca tp nn bit v r rng v x = 0.
Trong mi trng hp ta chn ra mu rt b so vi tp nn
(chng hn N v hn hoc chn mu c hon li vi trng hp
N ln v hu hn), r rng v x tr thnh nh trong (2.6) v

N^CC N - l

124
 Th d 2.2. Ta c nm mnh ba c nh s' t 1 n 5.
Nu gi X s thu c khi rt h ha ra mt mnh ba th r
rng phn phi ca X l
X 1
p{x) 0,2 0,2 0,2 0,2 0,2
Gi s by gi ta lv ra mt mu 2 mnh ba khng hon li
v thu c s v X.2. Hy tm phn phi ca X v cc s"
c trng ca n.
Gii. R rng X ~ //(5)v i EX = 3 v vx = 2 (xem 4
chng II). Mt khc t X = (X| +X.^)I2,C th tnh c
ut phn phi ca X
1,5 2 2,5 3 3,5 4 4,5
p{x) 0,1 0,1 0.2 0,2 0,2 0,1 0,1
D dng tnh c
E X = 1,5.0,1 + 2.0,1 + 2,5.0,2 + 3.0,2 + 3,5. 0,2 + 4.0,1 +
4,5.0,1 = 3;
v x = (1,5 - .0,1 + (2 - 3)'\ 0,1 + (2,5 - 3)'-.0,2 + (3 - 3)-.
0,2 + (3,5 - 3)^0,2 + (4 - 3 )l0 ,l + (4,5 - 3)^.0,1 = 0,75.
Ta thy EX = EX\ v x = 0,75 < vx. nu chn c hon li,
ta c phng sai c tnh theo (2.6) v bng 1. T theo
(2.7) v x = 1. ^ 1.-^-^ = 0,75 nh trn. Cng lu rng
N -l 5-1
khi chn mu khng hon li, X khng cng phn phi
nh X na nn vic p dng (2.6) l khng c php.
2. Phng sai mu
Nu mu cho i dng (2.2), phng sai mu, k hiu l
c xc nh nh sau:

s ' = - X ( a: , - x f ; (2.8)
^ =1

125
vi X xc nh theo (2.4). Nu mu cho di dng (2.3), ta c

(2.9)

vi X xc nh theo (2.5). Do l bin ngu nhin, ta tm s'

c trng ES^\

Ta vit
i=l

- ~ -1
^ p
n ~ l^
n

do Xi, i = l,n, c lp ng phn phi vi X nn E{XK) = EXi.

EXj = ( W v ( x f ) = nn

ES'^ ^ ^ . n E ( x ^ ) - =- ^ v x = (2.10)
^ ^ r^ n n
Chnh v ES^ ^ ^, nn ngi ta a vo c trng mu th hai
ca phng sai vi tn gi l phng sai mu hiu chnh, k
hiu l s^, nh sau (so snh vi (2.8) v (2.9)):

( 2 . 11 )

( 2 . 12 )

R rng v Es^ = ^ ES'^ = (xem (2.10)).

n~l 71-1
Ngoi trung bnh mu v cc phng sai mu, ta cn c
th xc nh cc c trng mu khc:

126
 1
m men mu cp k = V ;
n -I

m men trung tm mu cp k S^ = ;
^ i=\

~ trung v mu, mt mu...

3. v lut phn phi ca cc c trng mu
Nu bin ngu nhin gc tun theo lut phn phi chun
X c4 \ a , M, khi X v c lp vi nhau v
^ 2\
a) X ~ aV a, h a y - i'(0; l); (2.13)
{ n )
n _ 2

nS^ _ (n -l)s'^ _
(2.14)

X a X - a I - /

'n -= -------
^ \yln
J n -1
l ~- ti (ra
n - 1). (2.15)
s s
Cc kt qu ny c nhc ti trong cc cng thc (4.17),
(4.21)... ca chng II. Ngoi ra, nu ta xt hai mu khc
nhau cm sinh bi hai bin ngu nhin chun v gi v s
l cc phng sai mu hiu chnh ca cc mu tng ng (vi
kch thc ii v n.2) th vi gi thit crf ^ a

d) ~ - 1; n.^~) (2.16)
^2
s.^ /s.^ , ' -
nu -f ^ 2\ Y/ ~ -1; - 1 ) . Cui cng
r ^2 )

trong (2.14) nu thay X bng a ta s c - af / ~ (n).

i=i

127
 Vi cc gi thit tn ti cc gii hn hoc mmen tng
ng v dng cc kt qu ca lut s' ln hoc nh l gii hn
trung tm, khi > 00 ta s c
a) X- hcc a; s hix

X -----^ oo2

cr
x -a
; ^ c y K ( 0 ,l) ;

c) cyK(0,l),
/^4 - '
s 2 ~ _ 2
o'K(0,1),
^^ --
L
d) (s-c r )7

Cc kt qu trn s rt c ch trong thc hnh v khng

cn n gi thit chun ca bin ngu nhin gc v trong
nhiu trng hp ta c th chp nhn kt qu vi n khng
qu ln. Chang hn vi n > 30, kt qu (b) c th chp nhn
c. Ngoi ra theo nh l Gli-ven-c - Can-te-li, khi n ln
lm phn phi thc nghim kh gn vi hm l thuyt.
sup K W - n x ) B ^0.
rsR

2.3. Vn tnh ton cc dc trng mu

1. Mu n
Nu mu cho di dng (2.2) Xu X2, x, ta tnh X v S'^,
S ' theo cc cng thc (2.4), (2.8) v (2.11). Trong nhiu trng

hp, ngi ta thay tng trong (2.8) v (2.11) bng

128
 xf-n(xf
i=l

n +1
d tnh hn. Trung v thc nghim chnh l gi tr th
ca tp mu sp xp (nu n l th l gi tr chnh gia
dy s"^liu, nu n chn ta ly trung bnh cng ca hai gi tr
chnh gia).
Nu mu cho di dng (2.3), tc l cc gi tr mu c tn
s' xut hin khc 1, khi ta dng cc cng thc (2.5), (2.9) v
(2.12). Trong cch tnh trc tip, ging nh trn ta thay tng
trong (2.9) v (2.12) bng

^xfn,-n(xf.
l=\

Tuy nhin c th dng mt cch tnh rt gn hn theo cc

bc sau:
B l. Chn mt gi tr trung bnh ty X(J.
B2. Gi h l khong cch u gia hai s" liu lin tip v

h '
k k
B3. Tnh cc tong v ^ .
i=l i=\

B4. Tnh X = Xo + - ^ d ,n - (2.17)

h
= (2.18a)
n -\ n

\-
h (,d,n^
hoc S'^ = d n , (2.18b)
n n

129
Hn ch ca cch tnh ny l thng i hi s" liu cch u
(nhng trong nhiu bi ton thc t li chp nhn c). Cc
kt qu trung gian c a vo mt bng tnh nn vic kim
tra li kt qu kh d dng v tin li.
Th d 2.3. Ngi ta cn 150 con vt ca mt ging mi,
kt qu nh sau
Cn nng 1,25 1,50 1,75 2 ,0 0 2,25 2,50 2,75 3,00
S" con 2 6 24 35 39 24 14 6

Hy tnh cc c trng mu ca trng lng vt.

Gii, Ta chn Xo = 2,25, h - 0,25 v

X,- n, d, n,di dfn,

1,25 2 -4 - 8 32
1,50 6 -3 -1 8 54
1,75 24 - 2 -4 8 96
2 ,0 0 35 - 1 -3 5 35
2,25 39 0 0 0
2,50 24 1 24 24
2,75 14 2 28 56
3,00 6 3 18 54
150 -3 9 351

T X - Xo + - Y r i : = 2,25 - - ^ . 3 9 = 2,185;
150
h' 2
=
n

0,25 2 39
351 = 0,142025.
150 150

D dng thy trung v mu l 2,25, ng thi cng l gi tr

thc nghim ca m"t.

130
 2. Mu lp
Mu lp c cho di dng

... (2.19)
71, n., ... n,

trong gi tr mu l mt khong s' t X,_1 n Xi. Trong

trng hp ny cc c tr ng X v s^, ch c th c tnh
gn ng. Ta s chuyn mu t dng (2.19) v dng (2.3) bng
cch thay cc khong s bng gi tr trung bnh ca khong.
Nh vy, vic tnh X v a v trng hp mu n.
Trong thc hnh, vi m"t v tru n g v mu, ngi ta
s dng cc cng thc sau y (k hiu mt v tru n g v l
Mod v Med)

Mod = x , , + - ^ h , (2.20)

trong - im u ca khong mt,
d - hiu tn s"ca khong mt v khong trc,
ds - hiu tn s^ ca khong mt v khong sau,
h - di khong;

Med = ~ h, (2.21)

trong ~ im u ca trung v,
iti ~ tn s"tch ly trc khong trung v,
^me tn s"khong trung v,
h - di khong;
n - tng tn s' hay kch thc mu.

131
Kt qu tnh ton c minh ha trong th d sau:
Th d 2.4. Tnh cc c trng nu ca th d 1.1.
Gi. Ta lp bng tnh (chn X() 135 trong cng thc
(2,17), cn h - b )

Khong TB n, d, d,n, dfn, 11,1

1 1 7 ,5 -1 2 2 ,5 120 9 -3 -2 7 81 9
1 2 2 ,5 - 127,5 125 33 -2 -6 6 132 42
1 2 7 ,5 - 132,5 130 74 -1 -74 74 116
1 3 2 ,5 - 137,5 135 93 0 0 0 209
1 3 7 ,5 - 142,5 140 64 1 64 64 273
1 4 2 ,5 - 147,5 145 21 2 42 84 294
1 4 7 ,5 - 152,5 150 6 3 18 54 300
I 150 -43 489

Theo cc cng thc (2.17), (2.18)

z - 135 + - ( - 4 3 ) = 134,2823;
300
43"
= 489 40,2364.
300 300
tnh m't v trung v mu theo (2.20) v (2.21) ta thy
=132,5; d, = 93 - 74 = 9; d, = 93 - 64 = 19;
x, = 132,5; riti = 116; = 93;
t
9
Mod = 132,5 + .5 = 134,1072;
9 + 19
Med - 132,5 + ....---^-.5 ^ 134,3279.
93

132
 3. C LNG IM
3.1. c lng tham s
Khi nim c lng thng c dng trong thc t,
chng hn nh gi trnh hc sinh ta tnh im trung
bnh. l mt c lng ca im s' hc sinh y, n da trn
thng tin qu kh l cc im m hc sinh nhn c trong
lc k.
Bi ton c lng tham s'c th pht biu tng qut nh
sau: Cho bin ngu nhin gc X c lut phn phi xc sut
bit nhng cha bit tham s' no ; ta phi xc nh gi tr
ca 0 da trn cc thng tin th u c t mt m u q u a n s t Xi,
Xo, ca X. Qu trnh i xc nh mt tham s^ cha bit
c gi l qu trnh c lng tham s" Gi tr tm c trong
qu trnh y, k hiu l , s c gi l c lng ca ,
y do 9 l mt gi tr s^ nn n c gi l c lng im,
sau ny ta cn c c lng khong hay khong tin cy. Ch
l 0 sau ny c th nhiu chiu v 9 s l mt im trong
khng gian nhiu chiu tng ng.
R rng 6 - (^i, ^2) ^rt) l mt hm ca cc gi tr mu,
hay l mt thng k. nh gi mt c lng l tt hay
khng, ta phi so snh n vi gi tr tht, nhng cha bit.
V vy sau ny phi a ra cc tiu chun nh gi cht
ng ca thng k 0 nh l mt xp x tt nht ca 0. Nhng
tiu chun nh vy cho ta cc nguyn l thng k khc nhau.
Ni chung, do nhiu l do, ta khng th xc nh c 6
chnh xc. Vic chn mt c lng no kh c th gi l
ti u, bao gi ta cng phi chu mt tn tht. Trong thng k,
ngi ta thng ly hm tn tht dng bnh phng Lg, 9) -
(g - ). Trong nhiu bi ton thc t vic chn hm tn tht
nh trn bo m c yu cu cn thit, Nu hm tn tht L

133
c dng khc, ta hon ton c th xp x n bng dng bnh
phng nh trn vi nhng gi thit v tnh li trong mt ln
cn no ca 9 (cng vi gi thit v lin tc v kh vi hai
ln); khi ta c th khai trin L ti ln cn ca 0.

Lig, 6) = L ( g ,, 0) + B i L ( - ) + ( - )^ (3.1)
g 2 g^
trong nm gia g v 6. R rng
+ Ligo, 0) - (tn tht cc tiu, nu gQ= )\

-f = 0 ts g o - 9 do mun tn tht cc tiu;

+ vi gi e ln cn , o hm cp 2 ngt dng g (do gi

thit li ca L), t L{gj ) hon ton c th xp x bng ig -
6f, t ra ln cn ca 0. Ch l = Q^i ^ 2j --m nn sau
ny ngi ta thng lm cc tiu hm ri ro
R(g, 0) - E [ L { g , 0)_.

3.2. Cc tnh cht ca c lng im

y ta quan tm n c lng im ca , k hiu l
0 - 9 (Xj, ^2, x) hay v mt l thuvt 6 - 0 (Xj, Xv, x).
L c lng khng chch
n h n g h a 1. Thng k c gi l c lng khng
chch ca 6 nu E = 6.
T nh ngha trn ta thy E( ) ~ 0, iu c ngha
l trung bnh lch ca c lng so vi gi tr tht bng 0.
Nu lch c trung bnh khc 0, ta c c lng chch. Mt
sai s no c trung bnh khc khng s c gi l sai s h
thng; ngc li s l sai s ngu nhin. Nh vy mt c
lng s c gi l khng chch khi lch so vi gi tr tht
(sai s" c lng) l sai s^ ngu nhin.

134
 Da vo cc kt qu ca mc 2.2 r rng ta c
- trung bnh mu l c lng khng chch ca k vng,
- phdng sai mu hiu chnh l c lng khng chch ca
phng sai,
- tn sut mu l c lng khng chch ca xc sut
xut hin s kin A no (nu X c phn phi Bc-nu-li v
vic ly mu c hon li),
1 ^
- phng sai tnh theo cng thc - O) l c lng
^ =1
khng chch ca phng sai, trong khi l c lng chch.
2. c lng vng
n h n gh a 2. Thhg k c gi l c lng vng ca
^ nu (Xi, .... n->00
> .
S dng khi nim hi t theo xc sut chng III, ta c
th thy rng nu 9 l c lng tim cn khng chch ca 0
(tc l \ m E - 0) v lim V = 0 th s l c lng vng.

R rng X v (hoc s^) l cc c lng vng tng ng

ca E X v v x , tn sut mu l c lng vng ca xc sut
tng ng.
3. c lng hiu qu
Trong lp cc c lng khng chch ca 6 vic so snh hai
c lng theo ngha tn tht a v so snh hai phng sai.
n h n gh a 3. Thng k c gi l c lng hiu qu
ca (9, nu n l c lng khng chch c phng sai b nht.
Ngi ta chng minh c rng nu l c lng
hiu qu ca th phng sai ca n l

v = ---------- ----------(3.2)

135
trong f{Xy 6) l hm mt ca bin ngu nhin gc cm
sinh ra tp mu ang xt. Nh vy vi mi c lng khng
chch bt k ca 6 ta lun c phng sai ln hn v trong
(3.2), sau ny (3.2) c gi kgii hn Cra-me - Rao.
Th d 3.1. Nu bin ngu nhin gc X -c4''{a, th
trung bnh mu X l c lng hiu qu ca k vng EX = a.

Gii. Ta bit X = y X ~
n ^=1 n
Mt khc X c phn phi chun, nn nu f(x, a) l hm .nt
ca X,
/ 2~
7T
_a_ x~a
lnf[xy a)
a
2
ln/'(x, a) x-a^ n
Vy iE = riE
a l ]

v v x chnh bng nghch o (/In . Vy X l uc lrg hiu

qu ca a.
Bn c hy chng minh tn sut mu / l c lrg hiu
qu ca xc sut bin ngu nhin gc X tun theo lut B>nu-li.
e l nghch o ca (3.2) thng mang tn gi l lng
thng tin Phi-s ca mu tng ng hay dng trong l '.huyt
thng tin.

3.3. Cc phng php c lng

L S dng cc c trng mu
Cch c lng ny a v s dng cc c trng inhc
ti 2 l trung bnh mu, phng sai mu hiu chnh, i lch
chun mu hiu chnh...

136
 2. Phng php mmen
y l phng php thc nghim da trn s kin l thuyt
l cc m men mu ca mt tp mu ngu nhin c bin gc X
hi t hu chc chn v cc m men l thuyt tng ng ca X.
Nh vy nu k hiu by gi l vc t k chiu 9 = (J,
m) l m men l thuyt cp 7 , m/e, n) - mmen thc nghim
cp j, c lng theo phng php m men ca vc t tham s
6 c tm bng cch gii h phng trnh
m^{6) = m^[e, n),

Th d 3.2. Cho bin gc X tun theo lut gam-ma X ~

(r, ). Dng phng php m men tm c lng ca r v
Gii. T kt qu chng II, ta a v gii h

EX = - = X;

VX = ^ = S'K

Suy ra cc c lng cn tm l
-\ 2
A

i-
X
r= (^)

3. Phng php hp l nht

Nguyn l hp l nht l tm gi tr ca 0 - hm ca quan
st (Xi, o:) sao cho bo m xc sut thu c cc quan st
ln nht. Gi s bin gc X c phn phi (hm mt ) l
f{x, 9)\ khi hm hdp l, k hiu l L(x. 0), X y l vct
(X|, X2, x), cng c th l vct,

L{x,0) = Y[f{x^,9). (3.3)

7=1

137
 l hm hp l L{Xy d) c th khng kh vi vi . Ta
gi 6 l c lng hp l nht ca 9 nu V (thu-c tp tham
s"no )
L{x, ) > L { x , 9). (3.4)
Vic tm 6 tha mn (3.4) rt kh khn do hm hp l (3.3)
khng l hm li v tt nhin thng phi tuyn. Khng c l
do no m bo cho tha mn (3.4) l duy nht, hoc l
khng chch (v v th khng th hiu qu).
Nu m bo cc gi thit v kh vi hai ln ca hm hp
l, ta c tm hiu iu kin cn c cc tr:
0
ee
hoc tng ng vi n
ln L(x, )
----- ^ ^ ^0. (3.5)
06
(3.5) c tn gi l phng trinh hp l nht, nhng nghim ca
n khng duy nht v v vy cha chc .l nghim cn tm.
V vy ta cn kim tra iu kin
n L x , )
<0. (3.5)
d'
0=9
trong trng hp ri rc, f{x,, 9) trong (3.3) phi c thay
bng hm xc sut 9). Nu l mt vc t tham s", cc o
hm trong (3.5) phi hiu o hm theo vct. May sao ngi ta
chng minh c rng nu phng trnh (3.5) c nghim duy
nht th khi khng cn kim tra iu kin (3.6).
Th d 3.3, Tm c lng hp l nht ca tham s" trong
phn phi Poa-xng
n

Gii. ) = - (theo 3.3);

i=l" - '

138
 d\nL[xy,...,x^,)

=1
c nghim duy nht => = X.
Cng d dng kim tra ( cc X, u dng);
InL X n
= -n < 0.
d i =x ' =x X
Th d 3.4. Tm c lng hp l nht ca cc tham s a
v ca phn phi chun cv a , '^ .
n
T,(=c.-af
i =l ___
2-2

In L
da
T

'
Gii h phng trnh trn v do tnh duy nht nghim, ta c
cc c lng hp l nht

=x = x , ,
i=i
1 ^ o

=1
Ngoi ra ta c cc phng php c lng khc khng xt
y nh Bay-t, lch b nht... Cui cng nu hm L
trong (3.3) phc tp, vic tm theo (3.5)-(3.6) rt kh khn;
khi ta phi dng cc thut ton phi tuyn xp x dng lp
hoc Niu-tn ~ Rp-xn ci bin.

139
 4. KHONG TIN CY
4.1. c lng khong
c lng im c mt nhc im c bn l khng th
bit c chnh xc cng nh xc sut c lng
chnh xc. Nht l khi kch thc mu nh s sai lch ca c
lng so vi gi tr tht kh ln v ch vi mt s" kh nh gi
c kh nng mc sai lm khi c lng l bao nhiu.
khc phc cc hn ch , ngi ta da vo khi nim c
lng bng mt khong gi tr. R rng c lng khong c
tin cy cao hn nhiu v cho php xc nh khch quan sai
s^ c lng. Tt nhin mt khong c lng vn c th sai,
ging nh mi c lng khc, nhng khc VI c lng im,
xc sut sai lm c th bit v trong chng mc no c th
hy vng kim sot c. Ni nh vy khng c ngha l khng
nn dng c lng im na. N vn cho ta mt thng tin
quan trng v c lng khong s c xy dng xung quanh
c lng im.
T , c lng mt tham gia s' , phng php ny
ch trng xy dng mt thng k no c lut phn phi
xc nh khng ph thuc 6 (nhng thng k li ph thuc).
Nu da vo thng k ta tm c khong gi tr (I, 2)
trong v ph thuc vo thng k trn, sao cho vi mt
xc sut cho trc tham s" 6 ri vo khong , th khong
(J, 2) s ('c gi l khong tin cy vi tin cy cho. Nh
vy nu it 1 a = 7 l tin cy cho trc, ta cn xc nh
O v 0 2 sr 0 cho
< < 2) = l ~ a .
P ( , (4.1)
di 2 s c gi l di ca khong tin cy,
lm c iu quy tc chung nh sau; u tin tm
mt thng k = G(xu x, ) sao cho phn phi ca G xc
nh hon ton (khng cha tham s" na). Khi vi tin
cy 1 a = cho trc, ta tm cp gi tr a v 2 sao cho

140
 + 2 = a ( t^t c chng u dng) v tng ng vi
chng l cc phn v g v tho mn iu kin

P(G < ) = , v P(G > ) - 2- (4.2)

R rng
p(ga, <G(x^, )< 1 -1-2 = !- (4-3)
Bng cc php bin i tng ng ta a bt ng thc
trong (4.3) v dng I < < 2 v
P(, < < , ) = l - a
chnh l khong tin cy cn tm. Trong thc t ngi ta
thng chn tin cy kh ln 1 - a = 0,95, 0,99 hoc 0,999.
Kh nng mc sai lm khi dng cc c lngkhong y
bng a.

4.2. Khong tin cy cho k vng

u tin ta gi s bin gc x~ c4\a, (') v tham s' a cha
bit, ngoi ra ta bit c mu quan st c cm sinh t X l
Xi, ^2, Bi ton t ra l tm khong tin cy cho E X = a
vi tin cy 1 - a cho trc.
1. Bi ton 1 (phng sai = Q bit)
Ta chn thng k

(4.4)
r
T gi thit chun ca X
ta thy z ^ c4'^(0, 1). Chn cp
v 2 sao cho x + 2 = a v
tm cc phn v (xem (4,2))
p(z < z. =
p(z Hnh 4,1. Phn p h i ca z

141
 Do phn v chun c tnh cht = - 2j nn

<^-,) = l--- (4.5)

n (4.4) v gii h bt phng trnh trong (4.5) i vi a,
ta thu c khong tin cy cn ttn
0 (4.6)
n ' V//?
Nh vy *i vi tin cy 1- a cho trc, ta s c v s" cp
, 2 tha mn 1 a.) - a v tng ng c v s* khong tin
cy. Ta xt mt s" trng hp c bit:

a) Khong tin cy i xng: Nu ta chon a, -- a,, = (xem

hnh 4.1); t (4.6) nu t 2^ --2 (.(tra t bng s 2) ta c

hong

X -
V ^ 0
<a <X V
~ ^ z ,.
^ 0

^Jn \n

ai lng " - ^ 2^ c goi l chnh xc ca c lng, n

yjn ' ' '
phn nh lch ca trung bnh mu so vi k vng l thuyt
vi tin cy 1 - a.
h) Khong tin cy phi: Nu chn = 0, 2 ~ a th
^ = +00 t 2 , ~ z^_a ta c khong cn tm

(4. 8)
V
c) Khong tin cy tri: Nu chn I = a, 2 = 0 th
^ ^ khong cn
r
-00,z + ^ (4.9)

142
 trong (4.8) v (4.9) u l phn v chun \ - a. Khi tra
bng hm Lp-la-x lu [zi^) = [z\ -, ) = - -- Trong khi
2
/
I
ca (4.7) tha mn (z/,) = \ z

Vi cng tin cy 1 - a. r rng khong tin cy cng

ngn cng.tt. Theo ngha khong (4.7) l tt nht, cha k
n s i xng ca n i vi k vng mu. e trong trng
hp nv di khong tin cy s l
0
(4.10)

Cng thc (4.10) cho ta thy quan h gia tin cy 1 - a,

dung lng mu n v chnh xc o (hay di khong tin
c}- 2, Nu bit 2 trong 3^ 3 tham s^ ta hon ton xc nh
c bin th ba.
Th d 4.1. Mt phan xng mun c lng thi 'ian
trung bnh sn xut I ram giy. Gi s lng thi gian
tun theo lut chun vi ~ 0,3 pht. Trn mt tp mu gm
36 ram thi gian trung bnh tnh c l 1,2 pht/ram. Tnh
khong tin cy 9 5 / cho thi gian san xut tru ng bnh trn.
Gii. Thng tin u vo X -^1,2; = 0,3; n = 36 v a = 1 -
95% = 5%. Ta chn khong tin cy i xng (4,7), trc tn
1-a
tra bng 0,470 c Z , - 1,96; t

X-

1,2 - - ^ 1 ,9 6 ; 1,2 + - ^ 1 , 9 6 o (1,102; 1,298).

\ >/36 736
Th d 4.2. Trong th d 4.1 nu ta mun chnh xc ca
c lng tng gp i nhng tin cy khng i = 0,95 th
cn nghin cu mu c kch thc bng bao nhiu?

143
 Gii. Do th d 4.1, chnh xc ca c lng bng
0,098; nn n tng gp i ta cn c e = 0,049. Theo (4.10)
ta cn mu c dung lng

0 '^ 0 ,4 7 5 ~
142.
(0,049)
Cu'i cng t (4.10) ta c hai nhn xt:
- Khi kch thc mu tng v tin cy gi nguyn th
gim hay chnh xc ca c lng tng.
- Ngc li nu tng tin cy v gi nguyn kch thc
mu, do gi tr phn v chun tng nn e tng lm cho
chnh xc ca c lng gim i.
2. Bi ton 2 (phng sai cha bit)
Trong trng hp ny u tin ta phi c lng ( / bng
phng sai mu hiu chnh, sau chn thng k

G=T = (4.11)

Theo (2.15) ta bit thng k T tun theo lut Stiu-n vi 71-1

bc t do, mt khc hnh dng ca mt phn phi ny rt
gn vi chun, nn cch c lng rt ging vi bi ton 1. Ta
tm phn v
PT< \P T < = 1 <^2

v o ai + a 2 - a nn
P(T< J = a, ; P(T < ) = ! - ,. (4.12)
So snh (4.13) di y vi (4.6) ta thy ch khc nhau hai
ch: thay Qbng s v thay gi tr bng Lp-la-x bng bng
Stiu-n. T ging nh trong (4.7) - (4.9);
a) Khong tin cy i xng: tra bng tnh =t a v
n - 1 . 1 ~ --
2
ta c

144
 b (4.13)
n y
b) Khong tin cy phi: tra bng tm t, = _1 I_a v
s
X j;+co
'Jn
c) Khong tin cy tri: vi cng gi tr bng phn b)
\

n
Th d 4.3. Mt l bnh mun c lng trng lng trung
bnh ca s" bt dng hng ngy (gi s lng bt tun theo
lut chun). Vi kt qu thng k ca 14 ngy ta c c lng
im ca a l 17,3kg vi s - 4,5kg. Xy dng khong tin cy
99% cho trng lng trung bnh a.
Gii. S liu u vo X = 17,3; s = 4,5; n = 14 v 1 - a -
99%. Ta tra bng Stiu-n tf, =J3. 0995 = 3,0 12. T khong
tin cy 99% s l

X - .3,012, X + . 3, 01 2 ! = (136,77; 209,23).

14 14 j
Th d 4.4. Ta mun nh gi nhit ln nht trung
bnh tnh Lm ng vo ngy 25 thng 9 (gi s nhit
tun theo lut chun). Nhit cao nht 5 vng ca tnh o
c trong ngy hm l 25, 27, 29, 32 v ss^c. Hy xc
nh khong tin cy 95% cho nhit cao nht trung bnh
trong ngy ang xt.
Gii: Gi X l nhit cao nht X X - X
Lm ng vo ngy 25/9, ta c 25 -4,2- 17,64
X ~ c ^ ' a , ^Y Do cha c cc c 27 -2,2 8,84
trng mu nn ta cn tnh 29 -0,2 0,04
32 2,8 7,84
X = = 29,2; s = =: 3,35 33 3,8 14,44
146 44,8

145
 Tra bng Stiu-n = ^40975 2,776, ta c
\
29,2 - ^^.2,776; 29,2 + - ^ . 2 , 7 7 6
V5 V5
= (25,04; 33,36).
y l khong tin cy 95% tnh trn b s" liu c th
ca th d, n hon ton khng c ngha l xc sut trung
bnh tht ri vo khong tin cy trn l 0,95. Bi vy khng
nn qun rng tin cy 95% ca mt khong no c
hiu theo ngha thng k (tc l nu c lm th nghim 100
ln vi cc khong tin cy 95% th c khong 95 ln gi tr
trung bnh tht nm trong khong ).
Nu dung lng mu n > 30, thng k T trong (4.11) s c
phn phi tim cn chun c4''{0, 1), v vic tm khong c
lng vi tin cy 1 - a c lm ging nh bi ton 1, vi Q
c thay bng lch chun mu hiu chnh s. Lu l
trong cc bi ton v th d y, ta lun lun c gi thuyt
chun ca phn phi gc.

4.3. Khong tin cy cho t l

Nu bin ngu nhin gc khng tun theo lut phn phi
chun, vic xc nh khong tin cy cho EX s rt phc tp v
i hi cc k th u t hin i hn. Tuy nhin trong trng hp
n ln, c hai thng k z trong (4.4) v T trong (4.11) u c
phn phi xp x chun V{0, 1). Do cc th tc c lng
khong lm ging nh bi ton 1 ni n mc trn.
Ta xt mt trng hp c th khi du hiu X ~ p)
(phn phi Bc-nu-li). Khi nu ta chn ra phn t t tp
nn (theo dng mu ngu nhin) th s" ln xut hin du hiu
- 1 "

quan tm Xi cng phn phi vi X. Nh vy X = 7 X; chnh

l tn sut c lng im ca xc sut hay t ] p = EX.

Mt khc t kt qu chng II, nX s c phn phi nh thc

146
 p), t E X = p v v x = . Nu ta chn thng k
n
(vi / = l tn sut mu xut hin du hiu quan tm)
n

z= = (4.14)
y pi ^- p)
th khi n kh ln z ^' {0, 1).
Bi ton 3 (tm thy khong tin cy 1 - a cho t l (xc
sut))
Da vo (4.14) ta c hai cch i tm khong tin cy khi n
ln.
1) Theo cch lm trn chn - U2 = (xem bi ton 1)
v t (4.5) - (4.6) ta c
f ~p r~

vi = z ^ (khong tin cy l xng). Gii h bt phng

1--
2

trnh trn vi
VUI p
[J

n f - p
p f <<pp{ (l
l ~-pp)z]
)zl
o n + 2
2^ jp^ - {2nf + + nf^ < 0.
^ r\ A.' , ^ ,
(Hi v tm nghim phng trnh bc 2 v tri, ta c 2 nghim

nf + \ z z J n f { l - f ) + z
P i , P 2 - --------^ ^ (4 .1 5 )
n + z.0
v khong tin cy cn tm s l (Pi, p<^, vi Pi < P 2 - Tuy nhin
vic tnh ton theo (4.15) s kh kh khn.

147
 2. Ta tm c lng khong gn ng theo cch khc.
nu n kh ln, thng k
z = f-p yfn^ o r { 0 , 1)
^/(1 - n
vi vx = p (l - p) c thay bng c lng im f(l - f). By
gi quy trnh gii bi ton 1 c th c p dng ( X thay
h n g f , thay b n g/ (!-/), ...)

f , lr(-n
<p<f- 'l-a,
n n
T (xem (4.7) - (4.9))
a) Khong tin cy i xng: Z^ = z ^
1--
2

(4.16)
n \ n

b) Khong tin cy phi: Zb - Z _ a v

/ I^ :--------\
+ 00 (4.17a)
n

c) Khong tin cy tri: vi Z nh trn

/ I^
(1 - n (4.17b)
n

Cui cng, nu k hiu l chnh xc ca c lng khong

xng, ta c quan h (xem (4.10)):

=
.n 1 -a
Th d 4.5. Kim tra ngu nhin 600 sn phm c mt
my dp thy c 24 ph phm. Vi tin cy 1 a = 95% hy
c lng t l ph phm t a ca my .

148
 Gii, Gi p l xc sut ra ph phm ca my trn hay p l
xc sut xut hin du hiu ph phm ca sn phm no
v ta c th dng quy trnh bi ton 3. y n = 600 (kh
ln), t l ph phm mu f = 24/600 = 0,04. Ta s dng khong
tin cy tri (xei 4.17b); trc tin tm phn v chun = Z_a
(nu tra bng Lp-la-x {z.) = - a = 0,45) ta tm c Z, =

1,64; t

-oo;/* + - ;0 ,0 4 + , ^ ^ . 1 , 6 4
n 600

hay t l ph phm ti a l 0,05312 = 5,312%.

Th d 4.6. Phng vn 400 ngi mt khu vc 300000
ngi thy c 240 ngi ng h d lut A. Vi tin cy 0,95
hy c lng s ngi ng h d lut A trong khu vc bng
khong tin cy i xng.
Gii. Gi p l t l ngi ng h d lut A v ta s s dng
kt qu (4.16). Theo u bi f = 240/400 = 0,6; a = 0,05; phn
v chun z a ^og^,- 1,96 (^ (l,9 6 )= 0, 475 ), vy khong tin
2
cy cn tm ca p l

^0 6 _ 0,6+ .1,96
400 V 400
=> u,5522 < p < 0,6478.
Do khong tin cy ca s ngi ng h d lut A vng l
(300000. 0,5522; 300000. 0,6478) = (165660; 194340).
Nu ta s dng cng thc (4.15) khong tin cy s l (0,5513;
0,6468) i vi p v (165390; 194040) i vi s" ngi ng h
d lut A.

149
 Ta c th tm tt cc kt qu ca mc 4.2 v 4.3 nh sau:

cho ^ khng bit

n b r A? ln nb\fn\n
x~0, x~0,
T " \f T T Y
Phng Gii Xp x Gii Phng Gii Xp x
php ng (4.4) ng php ng (4.4)
khc (4.4) (4.4) khc (4.11) (Q= s)

Gii ng Xp x (4.4)
(4.11) ( b = s)

4.4. Khong tin cy cho phng sai

Bi ton 4. Gi s X ~ oV o, j v tin cy 1 - a
cho. Ta cn xc nh khong tin cy tng ng cho v x = (
da trn mu Xi, X2, c cm sinh bi bin gc X.
Quy trnh xy dng khong tin cy da trn s kin
n -_\2,
(n -l)s 2 = \ ___________
.2
/(n -l); (4.18)

.2 _ i= l
/(-) (4.19)

T ta lm ging nh trong mc 4.2, chia bi ton thnh hai
trng hp:
1) Nu a = Q bit, s dng thng k (4.19) v chn ai,
2, sao cho 1 + 2 - sau tm cc phn v
p <xl a, ) = a,-, =

T suy ra P{x,a, < < xlx-a, ) = 1 -

150
hay khong tin cy 1 - a ca ( l

=1 . i=l
(4.20)
A-n,l-a2
A

Ta xt mt s"trng hp c th ca (4.20):

a) Nu aj = 2 = , khong (4.20) tr thnh

2

=1________ . t=I _____ (4.21)

2 2
;irn, a 1
;rn, a
2 2

b) Nu ai = 0, 2 = a, ta c khong tin cy phi

/ \

(^
i =l
;+00 (4.21a)
^ n , -a

c) Nu 1 - a, a ^ - 0, ta c khong tin cy tri

(^ i
. i=l
-00 (4.21b)
An.

2) Nu a cha bit, ta thay n bng c lng X v s

dng thng k (4.18). Cch lm ging nh trn v bn c t
tm ra kt qu. Chng han trng hp chon = a <2 = th
2
(4.21) tr thnh

151
 (4.22)
n-l. 1 - - ^ a-1,,
V 2 2 ;
Th d 4.7. Cho khi lng mt loi sn phm tun theo
lut phn phi chun. Cn th tng sn phm ca mt mu
ngu nhin gm 25 n v, ta c kt qu
Khi lng 29,3 29,7 30 30,5 30,7
S sn phm 4 5 8 5 3
Vi tin cy 95% hy tm khong tin cy cho phng sai ca
khi lng sn phm trong 2 trng hp: a) bit k vng a = 30;
b) khng bit k vng.
Gii. u tin xc nh cc c trng mu
_ - 5 -

X = = (29,3.4 + 29,7.5 + 30.8 + 30,5.5 + 30,7.3)

25 25
= 30,012;
5
-3 0 f =5,13;
i=
5

24s^ = ^ ( x , - 30,012f ra,. = 5,1264.

i=i
a) Ta dng (4.21), vi Co = 30, v khong tin cy cn tm l

5,13 5,13 5,13 . 5,13 ^

2
^ 2 5 ; 0 ,9 7 5
2
X25-. 0 ,0 2 5 ^
J
U o ,6 5 13,12
= (0,1262; 0,3910)

b) Dng (4.22), khong tin cy cn tm

5,1264 5,1264 5,1264 . 5,1254
2 2
= (0,1302; 0,4134).
. , ^ 2 4 ; 0 ,9 7 5

0 ,0 2 5
39,36 12,40

152
 BI TP
1. im thi ting Anh ca mt lp hc sinh nh sau:
68 52 49 69 56 41
74 79 59 81 57 42
88 87 60 65 55 47
65 68 50 78 61 90
85 66 65 72 63 95
a) Xc nh bng phn phi thc nghim v a gic tn
sut tng ng.
b) Tnh cc' s c trng mu: trung bnh, m"t, trung v,
phng sai.
2. Thng k s" km chy ca 100 xe ti ca mt hng trong
nm 1997:
S" km S" xe ti
1 0 0 0 0 - 14000 5
1 4 0 0 0 - 18000 10
1 8 0 0 0 - 22000 11
2 2 0 0 0 - 26000 20
2 6 0 0 0 - 30000 25
3 0 0 0 0 - 34000 13
3 4 0 0 0 - 38000 12
3 8 0 0 0 - 42000 4
a) Dng biu v a gic tn sut.
b) Tnh cc s" c trng mu: trung bnh, mt v trung v.
Cho bit ngha ca chng.
c) Phn phi mu khng l xng, hy gii thch ti sao?

153
3. Thu nhp gia nh nm ca hai nhm dn hai lng mt
huyn nh l:
Thu nhp nm (ng) S" gia nh
nhm A nhm
1250000 - 1300000 4 2
1300000 - 1350000 40 20
1350000- 1400000 73 32
1400000 - 1450000 52 58
1450000 - 1500000 23 34
1500000 - 1550000 8 31
1 550000- 1600000 15
1600000 tr ln
8
a) Tnh thu nhp trung bnh nm ca hai nhm gia nh
trn.
b) Tnh mt ca thu nhp ca hai nhm gia nh.
c) So snh v phn tch tnh trng thu nhp ca nhm A v B.
4. S" km phi i ca 6 hc sinh mt lp bui ti nh sau:
Hc sinh 1 2 3 4 5 6
S" km 1 4 9 8 6 5
a) Tnh khong cch trung bnh.
b) Tnh cc s" c trng mu ca khong cch: mt v
trung v.
5. Gi ca mt loi bt ng sn mt vng dn c l
180 165 151 148 145 121 110 110 105 100
100 100 100 98 95 95 90 90 90 85
84 83 82 80 80 75 72 72 68 65
61 61 60 60 60 58 57 56 55 55
54 54 53 52 51 50 50 50 50 50
50 49 46 45 45 41 41 40 40 38
38 36 35 35

154
 a) Xc nh bng phn phi thc nghim (ly di
khong bng 30 v bt u t gi tr 30).
b) Xy dng biu v a gic tn sut.
c) Tnh cc s" c trng mu theo bng phn phi mc a,
sau so snh vi kt qu tnh trc tip (trung bnh,
phng sai, mt v trung v).
6. S" lng khch hng n mua mt ca hng trong vng
1 ngy c thng k nh sau:
S khch S' ngy
9 5 -1 0 5 4
1 0 5 -1 1 5 14
1 1 5 -1 2 5 18
1 2 5 -1 3 5 15
1 3 5 -1 4 5 10
1 4 5 -1 5 5 7
1 5 5 -1 6 5 2
Hy xc nh cc s" c trng mu (trung bnh, phng
sai, lch chun, mt, trung v, mmen cp 1 v 2) ca
s" khch.
7. iu tra 1600 gia nh c 4 con ta c kt qu
S" con trai 0 1 2 3 4
S gia nh 111 367 576 428 118
Xc nh k vng mu v phng sai mu hiu chnh.
8. Cho 8 s^ liu o cng mt i lng thit b o khng c
sai s' h thng
369 378 365 420 385 401 372 383
Hy tnh c lng khng chch ca phng sai sai s o
trong hai trrig hp: a) bit s" o tht bng 375; b) khng
bit s" o tht.
9. Theo di thi gian hon thnh mt sn phm ca hai
nhm cng nhn

155
 Thi gian 43 44 50 55 60 65
- Nhm 1
S" ngi 2 5 15 20 5 3
Thi gian 45 49 53 60
- Nhm 2
S ngi 2 41 5 1
Tnh trung bnh mu v phng sai mu hiu chnh ca
thi gian hon thnh sn phm ca tng nhm v bnh
lun kt qu.
10. Mt l hng gm n linh kin (n rt ln). Ngi ta chn
ngu nhin ra m linh kin, nh du chng ri tr li l
hng. Sau khi trn k, chn ngu nhin ra k linh kin th
thy c l chic chic b nh du {k kh b so vi n). Hy
xc nh c lng hp l nht cho s^lng n.
11. mt cng trng xy dng ln lng trung bnh ca mt
cng nhn l 600000 ng vi lch chun l 50000
ng. Tnh xc sut lng trung bnh ca mt nhm 50
cng nhn chn ngu nhin nm trong khong t 610000
n 650000 ng.
12. Bit t l ph phm ca mt l hng l 5%, Tm xc sut
khi chn ra 400 sn phm t l hng trn (vi s^ lng
rt ln) th c trn 9% ph phm.
13. Trong 3500 sinh vin nm th nht ca trng i hc
Bch khoa c 28% mun hc nghnh in t - vin thng.
Chn ngu nhin ra mt nhm sinh vin 350 ngi (ca
nm th nht ). Tnh t l trung bnh ca s" sinh vin
mun hc ngnh in t - vin thng trong nhm sinh
vin trn.
14. Nhit ca 24 thnh ph" Vit Nam cng mt gi v
mt ngy trong thng 7 nh sau:
36 3031 32 31 40 37 29
41 3735 34 34 35 32 33
35 3333 31 34 34 35 32
Xy dng khong tin cy 99% cho nhit trung bnh trn.

156
15. Ngi ta mun c lng s^ ln gi trung bnh ca mt
tng i in thoi trong vng 1 ngy. Thng k trong
vng 50 ngy cho s" ln gi trung bnh l 525 vi s = 52.
Hy xc nh khong tin cy 90% cho s" ln gi trung bnh
.
16. Chiu cao trung bnh ca mt nhm hc sinh gm 20 em l
1,65 m vi lch chun mu l 0,2 m. Xy dng khong
tin cy 95% cho chiu cao trung bnh ca ton b hc sinh.
17. Chn ngu nhin 50 sinh vin mt trng i hc th
thy c 21 n. Hy c lng t l n trng i hc
vi tin cy 90%.
18. Mt thit b o c hai dung sai l 0,2 cm. Thng k 25 ln
o cc chi tit cng loi ta c di trung bnh l 15,2 cm.
Hy c lng di trung bnh ca loi chi tit trn vi
tin cy 99% (gi s sai s" o khng c tnh h thng).
19. Kim tra ngu nhin 500 sn phm ca mt nh my th
thy c 240 sn phm loi A. Hy c lng t l sn
phm loi A t thiu ca nh my vi tin cy 95%.
20. Theo di 100 sinh vin xc nh s" gi t hc (X), kt
qu nh sau: x = 4,01 vi s = 3,51. Hy tm khong tin
cy 95% cho s" gi t hc trung bnh ca sinh vin. Th
c lng t l sinh vin khng t hc.
21. Trn mt mu gm 26 s" liu ngi ta tnh c di
trung bnh X = 30,2, vi S = 6,25. Tm khong tin cy 95%
cho phng sai.
22. c lng xc sut mc bnh A vi tin cy 95% v
sai s" khng vt qu 2% th cn khm bao nhiu ngi,
bit rng t lc mc bnh A thc nghim cho bng 0,8-

157
 Chng V
KIM NH GI THUYT

1. GI THUYT THNG K V QUY TC KIM n h

1.1. Gi thuyt thng k

Trong nhiu lnh vc i sng kinh t - x hi chng ta
hay nu ra cc nhn xt khc nhau v cc i tng quan tm.
Shng nhn xt nh vy thng c coi l cc gi thuyt,
chng c th ng v cng c th sai. Vn xc nh ng
sai ca mt gi thuyt s c gi l kim nh.
Trong thng k chng ta xut pht t mt mu Xi, X2,
chn t mt tp nn cha bit phn phi hoc c phn phi
F{x, ) nhng cha bit tham s 6. Ta c th pht biu nhiu
nhn xt khc nhau v cc yu t" cha bit - l cc gi
thuyt thng k (th d phn phi tp nn c dng chun,
tham s k vng bng mt s cho trc...). Nu tham s' cha
bit v gi thuyt 6 bng gi tr c th 0Q c a ra, ta ni
rng c mi gi thuyt n\ nu khc i, ta c gi thuyt phc.
Vic kim nh mt gi thuyt n thng d dng hn.
Gi thuyt c a ra kim nh c gi l gi thuyt
gc, k hiu l H q, n thng l gi thuyt n trong cc bi
ton kim nh tham s". Cc gi thuyt khc vi gc c gi
l gi thuyt i hay i thuyt (c th n hoc phc), k hiu
l /i- Ta tha nhn khi chn cp Q th vic chp nhn
N s chnh l bc b v ngc li. Vic kim nh mt gi
thuyt l ng hay sai da trn thng tin mu s c gi l
kim nh thng k.
Chng hn khi nghin cu thu nhp ca c dn mt thnh
ph no , ta c th a ra nhiu gi thuyt khc nhau;

158
 - Thu nhp ca c dn tun theo lut phn phi chun
(Ho) hoc khng tun theo lut (Hi).
- Thu nhp trung bnh nm l 50 triu ng (Hq) vi nhiu
dng i thuyt khc nhau: th d 50 triu, > 50 triu hoc
< 50 triu ng...

1.2. Quy tc kim nh gi thuyt

Nguyn tc chung ca kim nh gi thuyt thng k l
da trn nguyn l xc sut nh: mt s kin c xc sut xut
hin kh b th c th coi rng n khng xy ra khi thc hin
mt php th c lin quan n s kin . Tuy nhin trong
thc t, vn phc tp v t nh hn nhiu.
1. Tiu chun kim nh
Tiu chun c xy dng r rng phi n gin v da
trn cc thng tin mu Thng thng ngi ta
chn mt thng k
K = K ( x ^ , X 2, . . . , x J (1.1)

c th ph thuc vo tham s" bit trong gi thuyt H q. Nu

gi thuyt H q ng th lut phn phi ca K phi hon ton xc
nh. Mt thng k nh vy c gi l tiu chun kim nh.
2. Quy tc kim nh
Nu ta thnh cng trong vic chia min xc nh ca tiu
chun (1.1) thnh hai phn v trong l min bc
b H q, cn B l min chp nhn H q, th quy tc kim nh
kh n gin: Nu K tnh trn mu c gi tr thuc min B ta
bc b nu ngc li ta chp nhn Min bc b H q c
gi l min ti hn ca tiu chun K.
Nh vy, nu ta dng quy tc nh trn, c th mc hai
loi sai lm sau y:

159
 - Sai lm loi 1: bc b mt gi thuyt ng;
- Sai lm loi 2: chp nhn mt gi thuyt sai.
Do gi thit K c phn phi xc nh khi ng v nu
gi a l xc sut xy ra sai lm loi 1 th
= ^ 0 ng ), (1.2)
trong K ,, chnh l gi tr ca K trn mu c th ang xt.
Tng t nu gi yl xc sut phm sai lm loi 2, th
/? = P (K , e |//o S a i). (1.3)

Ngi ta hay gi xc sut bc b gi thuyt sai 1 - y l lc

lng ca tiu chun K.
Tt nhin chng ta mong mun c hai xc sut (1.2) v
(1.3) cng b cng tt. Trong thc t ta khng th ng thi
lm gim c hai xc sut , bi v c a gim th p tng v
ngc li, Thng thng do sai lm loi 1 d kim sot v (1.2)
d tnh hn nn ngi ta hay la chn trc a nh l mt
ngng xc sut phm sai lm loi 1 lun nh hn a b
. Cc gi tr ca a c th l 0,1; 0,05; 0,01; 0,001... ph
thuc vo yu cu ca thc t v nh nghin cu; gi tr a
c gi l mc ngha ca quy tc kim nh (hay ca tiu
chun kim nh tng ng). Quy tc vi mc ngha a c
gi l mnh nht nu n c lc lng ln nht.
Th d 1.1. Theo Ny-man - Pic-xn: Nu st' =
c phn phi ^(.) di gi thuyt H^\ 9 - Qv phn phi f^{.)
di i thuyt H^\ = 0 1 ^ Oo7 ngoi ra cho 0 < a < 1 sao cho tn
t i m t s^ ka P(fx{.) > kaf o{ ) l^o) - th - {.T : /i)(.O ^
s l min bc b io ca tiu chun mnh nht cho
bi ton kim nh gi thuyt n Hq i vi thuyt n / i .
p dng vo bi ton kim nh 3, i thuyt H^ : 0 - 4;
c 71 = 9, X 2,35 v phn phi nn o4X0, 25) (a = 0,05).

160
 G ii. Do tp nn c phn phi chun oV{0, ( / ) nn

27^^

T biu thc xc nh min ti hn Ba trong b v cng

thc trn suy ra

y\
2^ \nk^.....................
.........
n [ e l - e l) _
I-
B. = A, . (1.4)
2n{e, -o)

trong Ao xc inh t p{x > Hq) = a, X = (x, + ... + x).

' '' n
Trong bi ton p dng X = 2,35 cn Ao c xc nh da
vo gi thuyt chun

= 0,05.

T bng Lp-la-x ta c ^.3 = 1,645, t Ao = 5,74. R

5
rng X = 2,35 < Ao v e nn khng c c s bc b
gi thuyt H q: = 3.
Ch l t th d trn ta thy khi xc nh c tiu
chun kim nh, v mt nguyn tc c th tnh c cc xc
sut (1.2) v (1.3) nu bit c ngng phn chia min bc b
Hq v min chp nhn n.
Th d 1.2. Tm cc xc sut phm sai lm loi 1 v loi 2
trong th d 1.1, nu chn ngng Ao = 5,5.

161
 Gii. T cng thc (1.4)-, do X ~ oV^3; 25) khi H qng

a - p X > 5y5 H q = p
\ 5 5 /
X -3
v do z = .3 ~ VO, l)n n d thy a - P{Z >15) = 0,5 -
^1,5) = 0,5 - 0,4332 = 0,0668. Cn xc sut phm sai lm
loi hai
y - p ( x < 5 ,5 |ii),

do khi H ng z = ~ '^..3 ~ o4''(0, l) nn p = P{Z < 0,9) = 0,5

+ (S),<d) = 0,5 + 0,3159 = 0,8159 kh ln.

1.3. Cc dng min ti hn

Trong thc t, ngi ta chn min ti hn ca tiu chun
K ph thuc vo cp gi thuyt H, H nh sau:
) Nu H, l m lp (Ho = 9
= o vi H. 6 * 6q), ta chn cc
phn v Ka!2 v Ki_ai2 (xem hnh
5.1) sao cho (da vo phn phi <^^2
ca K khi H ng)
a l-a /2
Hnh 5.1
a

Khi min ti hn
= (- , (-K'l-a/2. +<)
2) Nu H bt i xng lch
v tri (th Hy. 6 < o) ta
chn min ti hn lch v bn
tri (hnh 5.2). Da vo phn Hnh 5.2
phi ca K khi Hq ng, ta xc
nh phn v Ka sao cho

162
 P {K < K^\Hq = a) v min ti hn Ba l (-<X), K^.
3) Tng t nu bt i
xng lch v phi (th d 6 >
o), ta chn Ba lch v bn p h i
(hnh 5.3). Da vo phn phi
ca K khi Hq ng, ta xc nh
Ki_a sao cho P{K > Ki_a\Ho) = a
v min ti hn Ba l + 0. Hnh 5.3

2. CC KIM NH DNG MT MU

2.1. Kim nh v k vng

Gi s mu Xi, X2, , x c chn t bin gc X - (a,
Bi ton t ra l vi mc ngha a cho trc hy kim nh
gi thuyt H q. a = ao (Oo cho).
1. Bi ton 1 (phng sai = Q bit)
Ta chn tiu chun
.X -a,
(2 . 1)

R rng nu H q ng, K ~ l) xc nh hon ton. Ph

thuc vo thuyt H, ta c min ti hn khc nhau.
a) Kim nh hai pha s c dng, nu H i . a ^ ao. Khi
do tnh xng ca phn phi chun o4''(0, l ) , hai phn
v s xng qua gc ta v nu t Z(, = _ a/2 (hay
(/>^1,) - 0^ - a /2 ta c min ti hn cn tm
Ba = (-co; - 2,,) hoc {z, ; +oo). (2.2)
To l nu < Zf^ ta chp nhn H (khng c c s bc b
H q)\ > Zf, ta bc b H).

163
 b) Kim nh mt pha
+ Nu Hi. 0 < Q, r rng nn chn min ti hn lch tri
(xem hnh 5.2). T nu t Zb = Ka (hay {z^ - a - 0,5) ta c
min bc b
(2.3)
tc l nu iiC, < (ch l 2 ;, l s m) ta bc b o, ngc li
ta chp nhn n.
+ Nu Hi'. d > 9o, min ti hn s lch phi (xem hnh 5.3):
Ba = (2> +<) (2.4)
vi Zk = K^-a (hay <Hzb) = 0,5 - a).
rng min chp nhn H q (tnh i vi thng k K)
chnh l khong tin cy vi tin cy 1 - a cho k vng Oo (khi
bit phng sai = g). Ngi c c th d dng kim tra
c khi so snh (2.1) v (2.2) - (2.4) vi cc cng thc tng
ng chng IV, 4 (cc cng thc (4.4), (4.7) - (4.9)).
Th d 2.. Mt hng bo him thng bo rng s"tin trung
bnh hng chi tr cho khch hng b tai nn t l 8500 la.
kim tra li, ngi ta kim tra ngu nhin h s chi tr ca
25 trng hp th thy trung bnh mu l 8900 la. Gi s
rng s tin chi tr tun theo lut chun vi = 2600; hy kim
nh li thng bo ca hng bo him trn {a = 0,05).
Gii. Ta chn Ho, a = 8500, vi Hi'. a 8500; y mu
c cm sinh bi X ~ cKa, 2600^). Min bc b
gi thuyt //o l (xem (2.2)) (-C0, hoc (2*, +o) vi Zf, tm t
bn phn phi: (zi,) - 0,5 - 0,025 = 0,475, suy ra = 1,96.
Tnh thng k thc nghim

-Q 2600

R rng |0,77 = 0,77 < 1,96; ta khng c c s bc b thng

bo ca hng bo him.

164
 Th d 2.2. Mt ng ch ca hng thng cho rng dung
tch trung bnh ca thng l 55 lt (cr = 6 lt). Do kch thc
tn mua v c" nh nn khng c kh nng ng c
thng c dung tch ln hn na. Hy kim nh li kin ca
ng ch trn, bit rng khi kim tra 36 thng ta thy dung
tch trung bnh ch c 49 lt (a = 0,001).
Gii. D iu kin ca u bi, s hp l nu ta chn Ho',
a = 55 vi Hii a < 55 (a k hiu l dung tch trung bnh l
thuyt). n kt qu ca chng IV, thng k (2.1) s c
phn phi xp x chun, ngay c trong trng hp cha bit
phn phi ca bin gc X. T min ti hn ca cp H q,
trn s l Ba - (- co,Z ) vi Zf, tm t (p(zi,) - a 0,5 = -0,499;
suy ra Z) - -3,09. Mt khc thng k thc nghim

^ c.
Q b
Ta thy - 6 < -3,09, khng c c s chp nhn kin ca
ng ch ca hng thng.
2. Bi ton 2 (phng sai cha bit)
Ta thay thng k (2.1) bng

K = (2.5)
s
trong l phng sai mu hiu chnh. Khi Ho ng, ta
bit K s c phn ph Stiu-n t{n - 1). Mt khc do tnh
xng ca phn phi ny qua gc ta , nn cch lm rt
ging vi bi ton 1 trn.
a) Kim nh hai pha vi Ho', a = ao v H : a ^ o- t
= K^_ ^ ta c min ti hn tng ng
n-1.1--
2

(2.6)

165
 b) Kim nh mt pha
+ Nu H{. 9 < o/ tm z^ = Ka = a v min ti hn s l
(2.7)
+ Nu H-. 6 > Ooi tm Z, = K-^a - 1-a v min ti hn s l
K={ K^r , - . K, ^>z , ] . (2.8)
Bn c hy so snh (2.5) - (2.8) vi (2.1) - (2.4) thy r s
ging v khc nhau gia hai bi ton 1 v 2.
Th d 2.3. Mt nh nhn chng hc cho rng chiu cao
trung bnh ca mt b tc ngi thiu s l 160 cm. Ngi ta
chn ngu nhin ra 16 ngi ln ca b tc ngi th thy
chiu cao trung bnh l 164,25 cm vi lch chun mu hiu
chnh l 6,25 cm. C th cho rng b tc ngi c chiu cao
trung bnh ln hn 160 cm hay khng (gi s chiu cao tun
theo lut phn phi chun v a chn bng 0,05)?
Gii, y ta chn Hq-. a = 160 vi H i. a > 160 cng vi gi
thit chiu cao X tun theo lut chun. Vi a = 0,05, /I = 16 ta
c Z, = ^15- 9 5 = 1,753. M t khc

s 6,25
Do 1,36 < 1,753, ta khng c c s bc b Hq, c ngha l
kin ca nh nhn chng hc l c th tin c.
Ch rng khi ^ > 30 vic tm Zb trong cc cng thc (2.6)
- (2.8) s a v tra bng Lp-la-x do tnh xp x chun ca
phn phi Stiu-n. Thm ch ngi ta c th b qua c gi
thit chun ca bin gc X. Tuy nhin cc kt qu trong c hai
trng hp u ch l gn ng (nhng i hi mu ln).

2.2. Kim nh v t l
Gihg nh bi ton 3 phn khong tin cy, ta i gii
quyt bi ton kim nh v t l sau;

166
 Bi ton 3, Vi mc ngha a, hy kim nh gi thuyt
H q: p = P q, bit r n g p l tham s phn phi p).
chng IV ta bit nu dung lng mu n ln v p
khng qu gn 0 hoc 1 (tc l ip > 5 hoc n ( - p) > 5) th
phn phi chun c th c dng xp x phn phi nh thc
,[n, p. Nu gi m/n = /'l tn su^t mu - c lng ca
xc su"t Py th p s c phn phi xp x chun vi k vng
bng p v phng sai p (l - p)n, T bi ton kim nh v
t l khng c khc bit cn bn so vi kim nh v k vng.
Bn c hy t tm ly cc quy tc kim nh tng ng
( n mc 4.3 ca chng IV). Chng hn nu chn i
thuyt H: p ^ Po th tiu chun kim nh s l

K = f - P (2.9)
V p o (1 - Po)
a
v ta s bc b Hq nu > Zf, vi [z^) = 0,5 -

Th d 2.4. Mt to bo thanh nin thng bo c 25% hc

sinh ph thng trung hc l c gi thng xuyn. Mt mu
ngu nhin gm 200 hc sinh c chn cho thy c 45 em c
bo thng xuyn. Kim nh tnh chnh xc ca thng bo
trn vi mc ngha 0,05.
Gii. R rng nn chn H q. p = 0,25 vi p 0,25. Vi
a = 0,05 gi tr tra bng = 1,96. Mt khc theo (2.9)

' - 0.806
> o (l-P o ) > 2 5 .( 1 - 0 ,2 5 )
T do -0,806 < 1,96 ta khng c c s bc b thng bo
ca ta bo .
Th d 2.5. Mt hiu lm u cho rng 90% khch hng
ca h hi lng vi cht lng phc v. Nghi ng ch hiu ni
qu ln, mt nh iu tra x hi hc phng vn 150 khch
hng ca hiu .lm u th thy 132 ngi ni hi lng. Vi
mc a = 0,05; c th tr li th no cho nghi ng trn?

167
 Gii, y ta nn chn H qI p = 0,9 vi H^: p < 0.9. Vi
a - 0,05, gi tr Zj tm c bng cc tra bng (Zb) = a - 0,5 =
-0,45, suy ra Zj = -1,645. Mt khc
^~ .- Vn = (^ 32/150)- -0,833.
Po(l - Po) j 0 ,9 .( l- 0 ,9 )
T do -0,833 > -1,645; ta khng c c s bc b kin ca
hiu lm u.
2.3. Kim nh v phng sai
Vi gi thuyt chun ca bin gc X v xut pht tmt
mu X i , ^2, ta phi kim nh gi thuyt sau:
Bi ton 4. Kim nh H q. VX = Q (o bit) vimc
ngha a. kim nh gi thuyt trn ta dng thng k

(2 . 10)

Nu gi thuyt H q ng th t chng IV ta bit K ~ [n-)

(ch rng nu thay ( n - l) s ^ = ^ { x - - d o , vi ao = EX

i=l

cho, th thng k trong (2.10) s tu n theo lu t ^{n) v cch

lm s ging nh trng hp trn vi n - l c thay bng n).
T ph thuc vo ta c cc min ti hn khc nhau:
a) ^ Q

hoc K, , > } (2.11)

b) / / , ; cr^ < CT;

, (2.12a)

c) : a^>
(2.12a)

l8
Bn c hy so snh (2.11) - (2.12) vi cc cng thc tng
ng ca mc 4.4, chng IV.
Th d 2.6. Ch hng sn xut mt loi thit b o cho bit
lch chun ca sai s'' o (gi s n tun theo lut chun) l
5 mm. Kim tra mu gm 19 thit b o th thy s'^ = 33 mni".
Vi a = 0,05 c th kt lun g v kin ca ch hng?
Gii. Ta chn H q. cr - 25, cn i thuyt hoc cr ^ 25,
hoc cr > 25. Trong c hai trng hp
18,33
23,76.
cr; 25
Mt khc nu cho 25 ta phi tra hai ln bng
/^18;0,02 /18-0,975 ~ 31,5;
Cn nu / : > 25 th = 28,9 . Nh vy trong c hai
trng hp kin ca ch hng u c th chp nhn c (do
8,2 < 23,76 < 31,5 hoc 23,76 < 28,9).
Th d 2.7. Th chu lc ca 35 cht kho th thy
^ch chun mu hiu chnh l 3,5 pao (1 pao c 450g). C th
cho rng bo m ca ngi sn xut l lch chun tht
bng 3 pao c khng?
Gii. Ta chn //(): cr= 3 vi i thuyt -> 3. Tt nhin
c th a v bi ton 4, nhng y dung lng mu n = 35
nn ta s dng s kin (xem 2, chng IV) s c phn phi xp
_2 ^
X chun c4' cr,o; nu H q ng. T ta a v dng (2.4).
2n
Vi a = 0,05, gi tr Z, - 1,645. Mt khc
s - c
K tn
f
Do 1,39 < 1,645 nn khng c c s bc b bo m ca nh
sn xu't.

169
 3. CC KIM NH DNG NHIU MU
3.1. So snh hai k vng
Gi s ta c hai tp nn vi hai bin gc tng ng X ~
c4\ai, -|) v Y ~ '{a.2, ). Nu mun so snh a, v 2 ngi
ta a ra gi thuyt H q-. a, = 2- Thng tin mu gm hai tp
mu tng nga: vy,, ,
Bi ton 1. Vi mc a hy kim nh H. Oi = 02-
tng l thuyt l a v kim nh Oi - 2 = 0 = E - Y).
1) Nu bit , v -2 ta s dng tiu chun
( x - ) - ( a i -a^)
K = ^ -------------( 3 . 1 )
? 2
^2
+ ----
i ^2
D kim tra t chng IV, ta thy thng k (3.1) c phn phi
c4'X0, 1) v nu Hq ng th Oi - 2 = 0. T ging nh bi
ton 1 ca 2 ta c (trong Z a l phn v chun a).
a) Nu Hi, 2 , min ti hn mt pha l (xem (2.2))
B a = liT j > z (3.2)
1--
2

b) Nu H: i < 02, min ti hn mt pha l (xem (2.3))

B a= { K, , K, , <Za} (3.3)
c) Nu H: ai > a 2, min ti hn hai pha l (xem (2.4))
Ba { K ^. Ki^ Zi_a) (3*4)
trong (3.3) v (3.4) Za - 2i_a.
2) Nu v cha bit ta lu hai trng hp:
+ Nu v r2 ln (>30) ta c th tnh ton xp x bng
cch dng thng k (3.1), nhng cc v thay bng cc
c lng khng chch tng ng ca chng l $1 v s. Bn
c t vit cc min ti hn tng ng (xem (3.2). (3.4)).

170
 + Nu /2] v I2 kh b, vn s phc tp hn mt cht.
Ta s s dng tiu chun sau:
(x-)-(a,-a,)
K =, (3.5)
________1 ) s + ( ^ 2 ^

\ + r2 ~ 2 V^I n2 J
Nu thm gi thit hai bin gc c phng saiging nhau th
nu Hong, thng k K ^ t(rii + ri2 2). T cch lm s
ging nh bi ton 2 ca 2.
a) H^: O 2 th Ba = Kt^:\KiJ> t ^ }; (3.6)
) 2

b) H,: a, < th (3-7)

c) H^: a, > a., th (3-8)
Bn c th so snh (3.6) - (3.8) vi (2.6) - (2.8) v sau vi
(3*2)-(3.4).
Th d 3,1, Nghin cu trng lng s sinh ca hai nhm
tr c m khng ht thuc v ht thuc trn 2 mu tng ng,
ta c
n, = 15; = 3,5933; = 0,3707;
ri2 = 14; ^2 = 3,2029; = 0,4927;
Gi s trng lng tr cc nhm c phn phi chun cng
phng sai. Vi mc a = 0,05 c th cho rng tr s sinh
nhm m ht thuc nh cn hn ca nhm m khng ht
thuc khng?
Gii: Ta chn io: cti = 2 vi i thuyt H\ Ui > 2. Theo
(3.8) gi tr bng Z, = ^ = ,^7;0.95 = Mt khc
3,5933 - 3,2029
2,42.
14.0,3707^ - 13.0,4927' 1 1
+-
15 + 1 4 - 2 15 14

171
Theo (3.8) do 2,42 > 1,703, c c s cho rng tr nhm m
xhng h t thuc nng hn.
Th d 3.2. Ngvi ta nghin cu nng st la m hai vng
khc nhau, vng th nht c 9 tha rung c chn vi nng
sut bnh qun X] = 24,6 t/ha v s = 0,24 ; cn vng th hai
c 16 tha rung vi nng sut bnh qun - 25,8 t/ha v
s = 0,16. Vi a = 0,05 hi c s sai khc ng k gia cc nng
sut trung bnh hai vng khng (gi s nng sut l cc bin
ngu nhin tun theo lut chun cng phng sai)?
Gii, so snh nng sut trung bnh, ta chn ] = a.; vi
H^ \ a^. Tra bng Stiu-n cho ta 0.975 - 2,069. Mt khc
24,6 - 25,8
-6,67.
8.0,24 + 15.0,16
/ 1 1

9 + 16-2 ^ + --
[9 16,
Do 1-6,67 1 > 2,069 khng c c s ch^p nhn H, hay nng
sut trung bnh c th coi l khc nhau.
Ch :
~ Nu i v ri2 kh ln, ta c th b gi thit chun ca
u bi.
- l hai i thuyt > a -2 v I < 2 d dng chuyn
i cho nhau bng cch thay i th t ca hai mu.
- Trng hp mu cp (x,, i nn thit lp hiu
"v a v kim nh gi thuyt H)', EZ - 0 (m trong
2 xt).

3.2, So snh hai t l

Cho ^ai tp nn c cc bin gc Pj) v
Y ~ Ta c th so snh cc xc sut Pi v p-> bng
kim nh gi thuyt.
Bi ton 2. Vi mc ngha a, hy kim nh P - P 2-

172
 Tiu chun kim nh s l

n2 J
trong f l tn su^t mu tng ng vi hai mu
. v yi, 3/2, , yn^\ =^hlUhfl._ Nu io ng v Tii, Ui
ri + r2
kh ln th
fr-f2 (3.9)
1 1
V ' f ) n ^ )

c phn phi c4'X0, 1). T cch lm ging nh bi ton 3 2.

a) Nu H i: P i ^ P 2 , tra bng [ z i j ) = 0,5 - tm Z, v

B^={K, ^:\K, ^\ >Z, }. (3.10)

b) Nu H-. Py > P 2 , tra bng [z, ) = 0,5 - a tm v

B={ K, ^: K, ^>z , } . (3.11)
Nu H,: p, < p.,, ta c th i s th t hai mu a v min
ti h n ( 3 . 1 1 ) 1 1 d u

Th d 3.3. Kim tra cht lng hai l sn phm, ngi ta

thy trong l th nht gm 500 sn phm c 50 ph phm, cn
trong l th hai gm 400 sn phm th c 60 ph phm. Vi
mc ngha a = 0,05 c th kt lun g so snh cht lng hai
l sn phm?
Gii. Gi Pi, P 2 l cc xc sut gpph phm ca cc l
hng tng ng. Ta cn kim nh gi thuyt P = p -2vi Hy
Pi ^ P 2 i a = 0,05). Ta s dng tiu chun (3.9):
50 + 60
/; 500 =0,1;/; = ^400 = 0,15;/' = 500 + 400 0 , 12,

173
khi
0 ,1 -0 ,1 5
-2 ,2 7 6 .
1 1 1 1
0, 12 . 0 , 88 . +
n 500 400

Tra bng tm = 1,96 v do I-2,2761 > 1,96 ta khng c c s

chp nhn H q. Ch rng do mu ln nn n phn 2
ca bi ton 1 ta c th tnh xp x
/ 1 - ^ 2 _ 0,1 - 0,15
=-2,56
0,1.0,9 0,15.0,85
M i l + L i l
ric V 500 400
v Hq cng b bc b. Nhng kt lun l th nht c cht
lng tt hn th cha . By gi ta chn H i : p, < P 2 v t
nhn xt theo (3.11), ta tm Zi t ^Zh) = 0,5 - a, suy ra =
1,654. Do 2,276 > 1,645 nn khng c c s chp nhn Ho;
ta chp nhn Hi, tc l t l ph phm ca l hng th nht
b hn ng k so vi l hng th hai.
3.3. So snh hai phng sai
Cho hai tp nn vi hai bin gc X ~ oV(i, -f) v
Y ~ oV(a2, |). T hai mu tng ng Xi, ^2, x,^ v i , y 2,
ta mun so snh hai phng sai l thuyt orf v 2 .
Bi ton 3. Vi mc ngha a hy kim nh H q : = .
Ta chn thng k
2 2
V- _ ^1-^2
2 _ 2
2 .I
nu . Phn phi ca K xt chng IV. Nu Ho ng
tiu chun kim nh tr thnh

(3.12)

174
v K ~ #(! - 1, 2 - 1). T ph thuc vo l thuyt Hi ta c:
a) Nu Hi: crf 5^ |, ta c min ti hn
(3.13)
ni-.n.i-.~ ^ 1 1 2 11
- . - . - -

b) Nu H : af > -g, ta c tng ng

(3.14)
Th d 3.4. Ngi ta o tc xut pht ca n khi sng
pht ha khi th nghim hai mu n ca hai cng ty khc
nhau. S" liu th nghim ca mu th nht l /Ii = 10,
Xj = 1210 v Si = 2500, cn ca mu th hai 2 = 10,
X 2 =1175 v 2 = 3600 . Vi mc a = 0,05 c th kt lun g v
cht lng ging nhau ca hai mu n (gi s cc bin X] v
X 2 tun theo lut chun)?
Gii. Mun a v m hnh so snh k vng, ta phi c gi
thit l Xi v X 2 cng phng sai. Gi thit c th c
tha nhn da vo bi ton 3: kim nh Hq : = 2 vi Hi '.
> 2 , xem (3.12) - (3.14). Tra bng Phi-s ta c ^990 95 =
3,18 v
S2 3600
sf ~ 2550
T do 1,41 < 3,18 nn gi thuyt v s bng nhau ca hai
phng sai chp nhn c.
By gi ta kim nh Hg, a, = 2 vi Hi- ^ a 2- Ta s tnh
theo (3.5)

9.2550 + 9.3600 r 1 1^
10 + 1 0 - 2 V 10 10
Trong khi ,8- 0,975 = 2,101 v do I 1,42 I< 2,101 gi thuyt
H q. Oi = 0 2 c chp nhn. Ch trong thc hnh khi i v
2 > 30 ngi ta cn xp x

175
 s ~ cyK

t sf - s ~ V crf - , v n
min ti hn hai pha

ca quy tc kim nh H q s l (xem (3.2))

Sj 2
K,.tn = K tn > z
2S 2s 1-^2
4-
n. n<

3.4. So snh nhiu trung binh (phn tch phng sai)

Ta xt mt trng hp n gin l bi ton phn tch
phng sai mt nhn t" Gi s ta c k bin ngu nhin gc
(ng vi k tp nn) Xj - V(aj, = l,k, vi cc tham s* cha
bit. c th so snh cc trung bnh da trn k b s" liu
mu Xjy i = l,rij, j = lyk ta cn gii bi ton sau:
Bi ton 4, Vi mc ngha a hy kim nh H q\ i = 2 =
... -a^ vi thuyt tn tai j i v ^2 sao cho . ^ a. J\ J'2

Lu l vic tch bi ton 4 thnh nhiu bi ton 1 cho

sai s rt ln v khi lng tnh ton rt s khi k ln. V
vy ta s dng mt k thut mi l phn tch phng sai, v
mt l thuyt c hi phc tp, nhng v mt thc hnh kh
dn gin. e' l cc mu theo gi thit u c phn phi
chun cng phng sai, v do nhiu mu nn ta c nhiu cch
c lng phng sai .
Trc ht ta tnh cc c trng mu trn c s cc s liu
Xij, ch s" i l th t quan st trng ni b mu ca nhm th j
(gm ij s liu), ch s"j l s" th t nhm (gm k nhm). Gi n
l tng s cc quan st, t

176
 k

n = Hy + ^2 + ... + lk -

__ 1 /Ll _ 1 *
i= l J = \ i= l

trong l trung bnh mu ca nhm , cn X l trung

bnh chung.
T mi nhm ta c th xc nh phng sai mu hiu
chnh ca nhm

'V i=\

v tnh tng bnh phng cc lch ring ca cc nhm so

vi X

= ( T j - x f nj. (3.15)
j =l
Tng bnh phng cc lch c tnh theo cng thc

J= i=l

Bn c c th chng minh c ( (3.15))

S ' Z (^ - - (^ - + i(* - <3-115)

j = l = 1 J =\ j = l i=l

trong tng th nht bn phi c trng cho s khc nhau

gia cc nhm, cn tng th hai - gia cc s' liu trong ni b
cc nhm. Bc t do ca l n -1 , ca k - 1, dn n
2
bc t do ca - j s l n - (bc t do ca phn
i J
phi ^), T ta c hai c lng phng sai

177
 (3.17a)

(3.17b)

Ngi ta chng minh c rng nu H q ng th t s' s f / s

tun theo lut Phi-s - Sne--co vi cc bc t do - 1 v n - /.
T min ti hn ca quy tc kim nh s l
g2
a ~ ^ t n ~ ^ ^ k - \ .n - k , \ - a (3.18)
o
trong S I S c xc nh t (3.17), Fk-1 n - k 1-a l phn v
1 - a ca phn phi {ji - \ , n - K).
Th d 3.5. Ngi ta do nng haemoglobin 3 nhm bnh
nhn mc 3 dng bnh khc nhau A, B, c, kt qu o bi bng:
Nhm 71, Xij
7,2 7,7 8,0 8,1 8,3 8,4 8,4 8,5 8,6
A 16
8,7 9,1 9,1 9,1 9,8 10,1 10,3
8,1 9,2 10,0 10,4 10,6 10,9 11,1 11,9 12,0
B 10
12,1
10,7 11,3 11,5 11,6 11.7 11,8 12,0 12 ,1 12,3
c 15
12,6 12,6 13,3 13,3 13.8 13,9

Hy so snh cc nng trung bnh ca cc nhm {a = 0,05).

Gii, n = 16 + 10 + 15 = 41; k = S; X 8,7425; X 2 =
10,6300; X 3 = 12,3000; Si = 0,8445, 2 = 1,2841, S3 = 0,9419.

S X 4 = '^>2^ + " 4651,80;

J

178
t tng bnh phng

= 4651,80 - 430,2^/41 = 137,85.

Ta tnh s v S 2 :
( \2
-
n
J K ) /

= - (16.8,7125^ + 10.10,6300 + 15. 12,3000^ - 430,2"^ / 4 1 )

2
99,89
= 49,94;

J
1 QV
= fl5 .0,8445^ + 9.1,2841^ + 14.0,9419^ = = 0,99.
38'' ' 38
49,94
Cui cng t (3.18) = 50,5;
0,99
mt khc nu chn a - 0,05 th F. 38 095 = 3,24 < 50,5. Nh vy
khng c c s chp nhn /(), hay nng haemoglobin ca
cc nhm bnh khc nhau ng k.

4. KIM NH PHI THAM s

4.1. Kim nh gi thit v lut phn phi

Trong nhiu bi ton thng k, ta hay c gi thit bin gc X
c phn phi chun, phn phi Bc-nu-li... Trong thc t ni
chung khng th bit c X c phn phi no t dn n bi

179
ton kim nh tnh ng n ca nhng gi thit v phn phi.
Cch gii quyt cc bi ton dng ny lm ging nh kim nh
tham s, u tin ta xc nh gi thuyt, th d nh X tun theo
lut chun, lut u, lut Poa-xng..., v thuyt l X khng
c phn phi tng ng . Sau da vo mt tiu chun kim
nh v tnh n trn tp mu c quyt nh. Loi tiu
chun y c gi l tiu chun ph hp,
C nhiu loi tiu chun ph hp khc nhau. Trong mc ny
ta ch xt mt tiu chun kh thng dng mang tn Pic-xn v
dng ti phn phi 2 ^. N c xy dng da trn s so snh
tn sut thc nghim v xc sut l thuyt ca phn phi xc
sut gi nh.
Gi s ta c mt tp mu c phn lp
X - X 2 Xi- - X, Xk-I - Xk
nx 72 rii ... rik
vi kch thc mu n = 7Zi + ^2 v X < %2 < ... < Xk.
Thng thng di cc khong chia bng nhau (c th khc
nhau) v gi tr rii khng qu b (> 5, c th chp nhn ngoi l
cho khong u v cui). Gi thuyt a ra kim nh c dng
H q\ X - c hm phn ph xc sut F{x' vi thuyt Hi i
lp vi io- Lu rng nu F{x) ph thuc vo cc tham s" cha
bit, ta phi thay th chng bng cc c lng hp l nht.
Nu H q ng, t s" iln s gn vi xc sut Pi bin X
nhn gi tr trong khong th i (ch P i hon ton tnh c
da vo F(x) bit). T Pic-xn a ra tiu chun
k
(4.1)
- i=l npi
R rng K cng b th phn phi xc sut ca X cng gn F{x).
Ngi ta chng minh c rng 72 -> co th phn phi xc
sut ca K khng ph thuc vo phn phi ca bin gc X s

lao
xp x ti phn phi - r - 1), vi r l tham s cha bit cn
phi c lng.
T vi mc ngha a, ta c th xc nh min ti hn
cho tiu chun K trong (4.1)

B^={K,^-.K,^>xlr-v^-a] (4.2)
Ch khi tnh P i = P { X i _ i < X < Xi ) - F(xi) - F(Xi_i) cho cc
bin X lin tc th Xo chn bng -0 0 v X); = + 00. Nu bin X l
ri rc vic tnh p, da vo hm xc sut tng ng vi Ho.
Th d 4.1. Quan st mt thit b c 10 trng thi tt c 75
ln ta thu c kt qu
Trng thi 1 2 3 4 5 6 7 8 9 10
S" l n Tii 5 8 3 11 4 5 4 14 . 13 8
Vi a = 0,05 c th cho rng vai tr cc trng thi nh nhau
hay khng?
Gii. Nu vai tr cc trng thi l nh nhau th s ln
xut hin ca chng phi bng nhau. T nu gi X l bin
ngu nhin ch s" th t ca trng thi th X phi tun theo
lut phn phi u ri rc vi Pi = 0,1, i = 1,10. Bi ton a
v kim nh H, X c phn phi u, vi a = 0,05. Tnh vi
k = 10, n = 75,
10
-n pi
= 19,0.
i=l nPi
Tra bng / tm 9 5 = 16,92 < 19,0, t e So,05 v gi
thuyt Hq khng c c s c chp nhn.
Th d 4.2. Quan st s" lng k sinh trng trong hng
cu ca bnh nhn mc mt loi bnh v mu, ta c kt qu
S lng k sinh trng 0 1 2 3 4 >5
S ngi bnh 40000 8621 1259 99 21 0

181
 4.2. Kim nh gi thuyt c lp
Tiu chun cn c th dng kim nh tnh c lp
ca hai c tnh no ca cc l tng ta quan m.
kim nh gi thuyt trn ta lp bng nh sau: Gi X v S I y

iij l s" ln quan st tng cng c thuc tnh i ca c

tnh X v thuc tnh j ca c tnh Y. Nu k hiu p(i j), Px{i),
P y ) l cc xc sut c ng thi cc thuc tnh i v j , ; thuc
tnh i, c thuc tnh j (ca cc c tnh tng ng), th :nh c
lp tng ng vi (xem chng III)
p ( i , f ) -Px(i)Py(J)-
s r r s
t ri = mj ='^n^j\n = ta c th c lng cc
J=\ = 1 i = i = i

xc sut trn bng

P ^ =n PyU)
^ n

R rng nu X v y c lp th
n n
nu H q-. X v Y c lp ng, tiu chun

184
 ^ ^ [z v ^ n ^ j)"
(4.3)
ih j)
s l o s gn nhau gia xc sut l thuyt v thc
nghim. K tun theo lut vi s bc t do {r - l)(s - 1)
khi n kh ln. V vy vi a cho trc min ti hn ca tiu
.*> __*
chun K s l
r s 2

Ba K ,n = n (4.4)
i= =i

Th d 4.4. Kho st mu mt v tc ca 6800 ngi Php

cho ta kt qu
Tc
Vng Nu en Hung z
Mt
Xanh 1768 807 189 47 2811
Ghi 946 1387 746 53 3132
Nu 115 438 288 16 857
s 2829 2632 1223 116 6800
Hi mu mt v mu tc c c lp vi nhau hay khng
(a = 0,05)?
Gii: Theo (4.4) min bc b H q: Mu mt v mu tc c
lp l

~ ^ tn ^ tn > - ^ ( 3 - l ) ( 4 - l ) ; 0 , 9 5 1

= 12,59}.
C th dng (4.3) hoc (4.4) tnh tiu chun Ktn = 1075. R
rng hai c tnh trn khng th c lp vi nhau.
Th d 4.5. Ngi ta tin hnh thm d v 3 ng c vin
vo chc th trng (l cc ng A ], A a, A3) ba qun (qun Bi,
B 2, B3). Kt qu thm d nh sau (trn tng s 310 ngi):

85
 4.2. Kim nh gi thuyt c lp
Tiu chun cn c th dng kim nh tnh c lp
ca hai c tnh no ca cc i tng ta quan tm. e
kim nh gi thuyt trn ta lp bng nh sau: Gi s X v y

Ti l s" ln quan st i tng cng c thuc tnh i ca c

tnh X v thuc tnh j ca c tnh Y, Nu k hiu p(i, j), pJS)->
P y ( j ) l cc xc sut c ng thi cc thuc tnh i v c thuc
tnh , c thuc tnh j (ca cc c tnh tng ng), th tnh c
lp tng ng vi (xem chng III)
P{, j)=^P)Py(J)-
s r r s
t n. - '^rij; mj \n = ta c th c lng cc
j= \ =1 i= l

xc su^t trn bng

m
n

R rng nu X v k Y c lp th a;.., i = l,r; j - l,s. T

n n
nu H q: X v Y c lp ng, tiu chun

184
 rsn ^ ^ ^ n ^ j)
(4.3)
tth
s l o s gn nhau gia xc sut l thuyt v thc
nghim. K tun theo lut vi s bc t do {r - l)(s - 1)
khi n kh ln. V vy vi a cho trc min ti hn ca tiu
chun K s l

K ,n = n y y _ Z ! v _ (4.4)

Th d 4.4. Kho st mu mt v tc ca 6800 ngi Php

cho ta kt qu

Vng Nu en Hung I
Mt
Xanh 1768 807 189 47 2811
Ghi 946 1387 746 53 3132
Nu 115 438 288 16 857
2829 2632 1223 116 6800
Hi mu mt v mu tc c c lp vi nhau hay khng
(a= 0,05)?
Gii'. Theo (4.4) min bc b H q. Mu mt v mu tc c
lp l

o r ^ tn ^ tn > - ^ ( 3 - l ) ( 4 - l ) ; 0 , 9 5 1

= > 12,59} .
C th dng (4.3) hoc (4.4) tnh tiu chun K^ = 1075. R
rng hai c tnh trn khng th c lp vi nhau.
Th d 4.5. Ngi ta tin hnh thm d v 3 ng c vin
vo chc th trng (l cc ng Ai, A 2, A 3) b a qun (qun Bi,
B2, B 3). Kt qu thm d nh sau (trn tng s" 310 ngi):

185
 Qun
Ba B3 I
ng c vin
A. 50 40 35 125
30 45 25 100
A3 20 45 20 85
z 100 130 80 310

Hi c s khc bit ng k gia cc qun v s tn nhim ca

c tri hay khng ( a = 0,05)?
Gii. R rng nn chn gi thuyt gic l t l tn nhim
ca cc c tri i vi cc ng c vin l nh nhau c 3 qun.
Nh vy i thuv s l t l khng ging nhau. Tuy nhin
bi ton so snh 3 t l khng n gin, v vy ta chn gi
thuyt gc H q tng ng nh sau: Mc tn nhim ca c tri
c lp vi vic h qun no v ta a v bi ton xt
mc ny (i thuyt trong trng hp ny l c tn ti quan
h gia mc tn nhim ca c tri vi ni ca h).
Trong cng thc (4.3), r i i j chnh l tn s" ngi c thm
d qun B, bu cho ng c vin A,; y l tn s" thc
nghim. Cn np{i, J) c hiu l tn s l thuyt tnh trn
tng s" ngi c thm d nu gi thuyt ng; n s
bng ii mjln. T ta c bng tn s mong mun Ho ng

Qun
Ba
n g c vin
40,32 52,42 32,26
A2 32,26 41,94 25,81
A3 27,42 35,65 21,94

Ch l cc tng hng v ct ca bng s" mi vn ging nh

bng s" c. By gi ta c th tnh tiu chun

186
 r ^
n,m.
3 3
^ y 10,539.
t= j= l

n
Bn c c th thit lp bng tnh tng ng, l -
n
> \
c tnh trong bng va lp trn. By gi ta ch cn vic tra
bng tm ngng ca min ti hn 2 (3 -i)(3 -i );0 95 =9>488.
Do Kn - 10,539 > 9,488 ta khng c c s chp nhn gi
J
thuyt Ho v c th kt lun rng mc tn nhim ca c tri
A I s l l . / 1
3 qun l khc nhau.

BI TP
1. Mt loi bng n c tui th tun theo lut phn phi
chun \a, (/) vi = 150. Cho gi thuyt gc H. a =
3600 vi i thuyt H. a = 3500 v a = 0,01. Nu mun
xc sut phm sai lm loi hai bng 0,05 th cn i hi
kch thc mu bng bao nhiu?
2. Mt thy gio ngh rng ch c 33% hc sinh c lm bi tp
nh. Nhng mt cu hc sinh li cho rng thy gio c
phn bi quan. Cu chn mt nhm ngu nhin gm 49 hc
sinh v thy c 17 lm bi tp nh. Vi mc a = 0,05 bn
xc nh xem thy gio hay hc sinh c l hn.
3. Mt l g c thng bo l c trng lng trung bnh l
1,6 kg. Nghi ng trng lng trung bnh khng t mc
y, mt ngi ly ngu nhin ra 24 con g th thy gi tr
trung bnh mu l 1,5 kg vi 5 = 0,1 kg. Vi a = 0,01, hy
kim nh li nghi ng trn.
4. Thng thng mt my ng gi c coi l t yu cu
nu 90% sn phm t mt trng lng quy nh no .
Chn h ha ra 100 sn phm th thy c 87 t trng

187
 lng quy nh. Hy xc nh xem, vi a - 0,05, my hot
ng t yu cu hay khng?
5. Mt hng iu tra d lun cho bit c 68% c tri s b
phiu cho ng c vin A. Chn ngu nhin ra 36 c tri th
thy c 26 ngi b phiu cho ng c vin A. Vi a = 0,05
bn c kt lun g v kt qu iu tra ca hng trn.
6. Mt dy chuyn sn xut bng n c tui th 750 gi.
Nghi ng do dy chuyn hot ng lu nn sn xut
km cht lng, ngi ta chn ngu nhin ra 10 bng th
thy tui th trung bnh t 740 gi vi s = 40 gi. Vi mc
a = 0,1 c th kt lun rng cht lng ca dy chuyn
trn c km hn hay khng?
7. Mt hng truyn hnh cho bit 70% khn gi xem chng
trnh phim truyn ca hng vo tl th by hng tun.
Mt hng khc nghi ng tnh chn thc ca tuyn b" y
lm mt cuc iu tra trn mu gm 200 khn gi th ch
c 130 ngi ni c xem chng trnh phim truyn trn.
Vi ngng a = 0,05 c th cho rng tuyn b" ca hng
truyn hnh u l ni hi qu ln khng?
8. Mt my tin sn xut ra mt loi chi tit c ng knh
trung bnh l 1,5 cm (gi s ng knh tun theo lut
chun), bit rng lch chun ca ton b s chi tit sn
xt ra l 0,01 cm. Ngi ta chn ngu nhin ra 25 chi tit
th thy ng knh trung bnh l l,501cm. Vi ngng
a = 0,05 c th cho rng my tin trn vn t yu cu hay
khng?
9. xc nh bo ca mt loi pho mt, ngi ta chn
ngu nhin ra 10 ming, ct i v hai na c gi cho
hai phng th nghim A v B. Kt qu xt nghim nh sau ;
Th t
1 2 3 4 5 6 7 8 9 10
ming
A 40 39 40,2 38,2 39,7 37,7 41,4 36,5 40,7 38,9
B 41,9 39 40,7 39,3 39,2 38,2 41,3 38,5 39,8 38,7

188
 Gi s cc s" o tun theo lut chun. Vi a ~ 0,01 c th
cho rng cc kt qu xt nghim ca hai phng th nghim
khc nhau c bn hay khng?
10. Theo phng php nui th n h t c 12 con g con b cht
trong s^ 200 con. Nui i chng 100 con theo cch nui
th hai th c 5 con b cht. Vi a ~ 0,05 c th kt lun
phng php nui th hai tt hn khng?
11. Chn ngu nhin 47 vng bi cng loi th thy lch
chun trung bnh ca ng knh s ~ 0,003. Theo qung
co th lch chun tht khng vt qu 0,0025. Vy ta
c th kt lun g ( = 0,05)?
12. Nh sn xu^t inh tn cho bit ng knh inh ca ng
ta c lch chun 0,01 cm. Chn mt mu rjgu nhin
gm 10 inh tn th thy s - 0,018 cm. Bn s ni g v
kin ca nh sn xut?
13. Mt hng sn xut cho rng chi ph trung bnh cho mt
chuyn cng tc n nc A ca nhn vin hng l
1700$. Nghin cu ngu nhin chi ph ca 10 ln cng tc
nh vy cho kt qu ($)
1750 1693 1710 1730 1650
1720 1688 1703 1680 1760
Vi a = 0,05, kim nh xem chi ph trung bnh ca mt
ln cng tc c qu cao hay khng?
14. Kho st hai siu th th n h ph' X, ngi ta thy lch
chun ca s^ tin mua hng siu th tng ng l 30000
ng v 20000 ng. Nghin cu 2 mu khch hng hai
siu th trn vi 44 v n >== 15 ta thy s tin trung
bnh chi mua hng l lOOOO v 135000 ng.Vi a =
0,05 hi c s k h c b i t c b n v chi p h m u a h n g t r u n g
bnh ca khch hng hai siu th trn hav khng?

189
15. Hai my ct dy thp c cc lch chun tng ng I =
0,26 cm v 2 - 0,31 cm. e kim tra xem hai my c ct
dy cng di hay khng, ngi ta chn ngu nhin 50
dy thp do mi my ct ra th thy c cc di trung
bnh mu tng ng - 142,6 cm, ^2 = 142,30 cm.
Hy kim nh vi a - 0,05.
16. Ngi ta chia cc vn ng vin thnh hai nhm: nhm
th nht gm 130 ngi c ung vitamin X, nhm th
hai gm 128 ngi c ung thuc gi (placebo). Sau mt
ma thi u s' ngi nhim cm mi nhm tng ng l
30 v 39. V a - 0,05 ta c th cho rng vitamin X lm
tng ng k kh nng chng cm ca cc vn ng vin
khng? C th cng kt lun nh trn vi a ~ 0,01 khng?
Gii thch ti sao.
17. xc nh xem ngi vng ni cao c tui th trung bnh
cao hn ngi vng bin hay khng, ngi ta chn ngu
nhin ra hai mu. mu th nht gm ngi vng ni
khi xt 50 giy khai t thy tui th trung bnh l 70 nm
vi lch chun S] = 11,2 nm; cn m u th hai (ngi
vng bin) 100 giy khai t cho thy tui th trung bnh l
65 nm vi lch chun $2 = 12 nm. Vi mc a - 0,05 c
th cho rng ngi vng ni th hn ngi vng bin
khig?
19. Ngi ta kho st 15 sinh vin nghin cu hiu qu ca
vic ging dy theo phng php mi. Trc khi hc, sinh
vin s lm mt bi kim tra (im ti a bng 100), sau
khi hc s lm bi kim tra th hai. Kt qu im ca
tng hc sinh nh sau:
S" th t 1 2 3 4 5 6 7 8
Trc hc 54 79 91 75 68 43 33 85
Sau hc 66 85 83 88 93 40 58 91

1n
 S" th t 9 10 11 12 13 14 15
Trc hc 22 56 73 63 29 75 87
Sau hc 34 62 59 80 54 83 81

Vi mc a - 0,05 bn c nhn xt g v s khc nhau gia

hai dy im trn? C th coi rng vic hc theo phng
php mi c hiu qu hn hay khng?
20. C hai my t ng sn xut cng mt loi sn phm. T
cc l sn phm ca mi my ta chn ra 10 sn phm v
kt qu o di ca cc mu nh sau:
39,37 49,88 49,91 49,33 49,77
Mu 1:
49,81 50,01 50,14 49,75 , 50,15

49,68 49,75 50,12 48,99 49,67

Mu 2:
49,99 50,20 50,11 50,02 49,72
Hi c s khc nhau ng k gia cc di trung bnh
ca hai my trn hay khng (chn a - 0,05)?
21. Dng mt dng c o 200 ln ta tnh c phng sai mu
hiu chnh s' = 3,54. o 16 ln bng dng c o th hai
cho ta sl = 2,04. C th cho rng dng c o th hai chnh
xc hn khng { a = 0,05)?
22. Kho st s thch v 6 mc c ph ca 300 khch hng
th thy
Mc A B c D E F
Khc hng 41 56 60 60 59 46

Vi mc a = 0,01, c th cho rng khng c s sai khc

ng k v s thch cc loi c ph khc nhau hay khng?

191
23. Mt cng ty lp my mua linh kin ca hai nh my. Mi
linh kin c th c 4 loi li khc nhau. Sau khi th
nghim mt s" linh kin ngi ta thu c kt qu (hai
mu cng kch thc)
loi
1 2 3 4
Nh
A 60 50 40 30
B 30 32 25 25
Vi mc a ~ 0,01 c th chp nhn gi thuyt v s ging
nhau gia cc t l li ca cc linh kin ca hai nh my?
24. Mt hng bo him nghin cu tn s" tai nn ti gia trong
cc gia nh c t hai con tr ln. Mt mu gm 200 gia
nh c chn v kt qu thng k cho thy:
S" tai nn 0 1 2 3 4 5 7
S gia nh 25 54 59 36 18 6 2
Theo bn s" tai nn trn ph hp vi phn phi xc sut
no? Kim nh iu nhn xt ca bn vi mc a - 0,05.
25. Ngi ta tin hnh bn th 100 lot vo bia, mi lot 10
vin vo 1 bia. Bng s" liu quan st nh sau:
S n trng 0 1 2 3 4 5 6 7 8 9 10
S"bi a 0 1 3 5 20 22 25 16 6 2 0
Hi s" n bn trng 1 bia c tun theo lut nh thc
khng (a = 0,05; tham s^p c c lng bng tn sut)?
26. Nghin cu 1000 l tng ta c b s^ liu
X, 5-15 15-25 25-35 35-45 45-55 55-65 65-75
45 197 308 212 198 22 18

192
 C th cho rng b s liu c cm sinh bi mt bin
ngu nhin chun hay khng (a = 0,05)?
27. Cho b s" liu v chiu cao ca mt ging cy 2 tun tui
cao 5 7 9 11 13 15 17 19 21
S' cy 10 26 27 33 25 22 24 20 13
Vi a = 0,01 hy kim nh gi thuyt v phn phi chun
ca cao trn.
28. Gim c thng mi ca mt hng chi mun nghin
cu kin khc hng v mt loi chi mi 4 vng. Kt
qu iu tra nh sau:
Khng bit g Gi chi Gi
Vng Tng
v chi va phi cao
1 64 28 106 198
2 84 42 76 202
3 56 14 130 200
4 60 20 120 200
Tng 264 104 432 800
Vi mc a = 0,01 c th cho rng cc cu tr li l ging
nhau gia 4 vng trn?

193
 Chng VI
PHN TlCH HI QUY

1. PHN TCH TNG QUAN

1.1. Hip phng sai v h s tng quan

Trong nhiu bi ton thc t ngi ta quan tm n quan
h ca hai (hoc nhiu) bin ngu nhin. Tuy nhin do thiu
thng tin, ta khng th nghin cu y mi c trng ca
mi quan h . Thng thng ta ch c mt b s liu cp (a:i,
yi), (^2>3'2)> > (^n. 3'n) c xem nh l cp quan st ca hai
bin ngu nhin X, Y.
Ni dung chnh ca chng ny l xc nh s ph thuc
gia cc bin ngu nhin. R rng nu hai bin ngu nhin
c lp, ta c th nghin cu chng ring r. Trong trng hp
chng khng c lp, cn xc nh mc ph thuc v quan
h hm gia cc bin.
Ta bit chng III mt s c trng quan trng ca
cp bin {X, Y) l hip phng sai jiixY = cov{X, Y). Nu /JX Y ^ 0
ta c th cho rng hai bin X v y c mi quan h no , hay
l chng ph thuc ngu nhin (cn gi l tng quan). Do
nhng hn ch ca khi nim hip phng sai, ta a vo
nh ngha h s tng quan, k hiu l P X Y hay p nu khng
s nhm ln,

PXY ~ ^ . (1.1)

trong P x , p-i l cc lch chun tng ng ca X v Y. S'

c trng P X Y c cc tnh cht (xem chng III):

194
 (i) I PxY I 1!
(ii) I f>xY I = 1 khi v ch khi Y = a X + 6, trong a v l
cc hng s tt nh;
(iii) Nu X, Y c lp th PXY - 0 (ngc li ni chung khng
ng).
Nh vy ta c th dng p o mc ph thuc tuyn
tnh gia hai bin ngu nhin. Khi I /71 = 1 chng c quan h
tuyn tnh', nu p = 0 hai bin khng tng quan; khi p kh
gn 0 ta ni rng chng tng quan yu, cn nu Ip 1kh gn
1 chng tng quan cht (hiu theo ngha gn vi tuyn tnh).
Nu c thm gi chun ca
t h i t v PXY 0 tng
X y t h =

ng vi khng nh X v y c lp.

1.2. H s tng quan mu

Trong thc hnh, ta khng th tnh p chnh xc c.
Ngi ta thng xp x p bng h s'tng quan mu, k hiu
l r, nh sau:

- x)(y, - )
r= i=

j(x,-xfiy,-
V=1 i=i

x ,y ^ -n X
( 1.2)
x-nxA y-n
A=i

Tt nhin ta c th tnh hip phng sai mu hiu chnh:

195
v (1.2) s tr thnh gn hn (sl v S y l phng sai mu hiu
chnh tng ng ca X v Y )
s.
sX s y.
Ging nh p, h s mu r l o mc quan h cng nh
chiu hng ca quan h gia cc gi tr X v yi- Nu ta biu din
cc cp s (Xi, ,) l cc im trn mt phang ta . -cc, ta s
c mt m my im. Khi nu I r I = 1 m my im s
tp trung trn mt ng s tp trung trn mt ng thng.
Nu r > 0, a s cc gi tr ln ca ng vi cc gi tr ln ca
X v ngc li; ta ni ti tng quan dng hay t l thun.
Tng quan m s c khi r < 0 v ta c quan h vi khuynh
hng t l nghch (xem hnh 1.1). Trong thc t, do sai s
quan st, o c hoc tnh ton m

a) Tng quan dng b) Tng quan tuyn tinh dng c) Khng tng quan

e) Tang quan tuyn tinh m

Hnh 1,1. Cc dng tng quan

r rt kh bng 1 (hoc 0). V vy nu trong thc hnh nu 1r

> 0,8i ta c th coi l c mi quan h dng tuyn tnh (xp
x tuyn tnh) gia hai bin ang xt.

196
 Trong mt s" ti liu, ngi ta cn xt h s xc nh mu
i^y (vit tt l ) c nh ngha \ p - vi r xt trong
(1.2). R rng ( c min xc nh 0 < /? < 1 v l trng hp
ring ca khi nim tng ng dng cho cc h ng hc,
nhiu chiu v phi tuvn.
Th d 1.1. Tnh cc c trng mu ca b s^ liu (x^, yi),
i - 1,15 , th hin ct 1 v ct 2 ca bng s" di y.

X,; y, y\ yr
7,9 70,3 28,1 62,41 789,61 221,99
0,9 85,0 42,8 0,81 1831,84 38,52
3,7 100,0 57,8 13,69 3340,84 213,86
8,1 78,1 35,9 65,61 1288,81 290,79
6,9 77,9 35,7 47,61 1274,49 246,33
0,8 98,4 56,2 0,64 3158,44 44,96
6,0 59,2 17,0 36,00 289,00 102,00
7,2 86,8 44,6 51,84 1989,16 321,12
8,8 10,1 27,9 77,44 778,41 245,52
10,2 42,2 0,0 104,04 0,00 0,00
11,2 81,9 39,7 125,44 1576,09 444,64
0,5 97,1 54,9 0,25 3014,01 27,45
4,6 68,2 26,0 21^6 676,00 119,60
9,7 92,1 49,9 94,09 2490,01 484,03
1,0 91.2 49,0 1,00 2401,00 49,00
87,5 1198,5 565,5 702,03 24897,71 2489,81

Gii. tnh cc c trng mu ca b s liu cp (x yX

ta phi tnh cc tng sau:

i i i l

197
 trnh phi tnh ton vi cc s qu ln, cc gi trca y
c tr i 42,2 v ta thu c y . l:
y' = X - 42,2; ' = - 42,2; Sy, = s, r^y. = r^;
Cc kt qu tnh trung gian c a ra trong bng s (ct 3 -
6). T :

t = ^ = 5,83; ' - = 37,7;

15 15
= 37,7+ 42,2 = 79,9;

s = (702,03 - 15.5,83^) = 13,7; S;, = 3,7;

= s^, = (24897,71 - 15.37,7^ = 255,6; = 16,0;

2849,81 -15.5,83.37,7 _
^----------= -0,5417
^ 14.3,7.16,0
p^y = 0,2934.
V m t tnh ton, khi Xi v yi ln v m u c kch thc ln
{n ln), ta s gp kh nhiu kh khn. n gin hn, ngi
ta u tin sp xp s" liu di dng bng hai chiu. Gi s
trong bng cp gi tr (x xut hin riij ln = n).
Khi ta i bin s ging nh lm 2, chng IV:
B l. Chn a:o, Jo vi h, /2 tng ng;

B2. Tnh cc : = ~ ;
hx
B3. Tnh ^U i^ ^ -, ^ u f n ^ ; v j n ^ j \
J J i
B4. Tnh X - hy + Xq',Y = vh^ + y^]
2 _ l 2 o ^ . C 2 _ Z , 2 c 2 .

198
 i
r=
nyj[u^ - (uf][v^ - (v
Ta xt quy trnh tnh ton trn mt th d c th sau y:
Th d 1.2. Xc nh cc c trng mu t bng s"liu sau:
y,
10-15 15-20 20-25 25-30 30-35 35-40

0 -0 ,2 4 4
0,2 -0 ,4 2 2 4
0 ,4 -0 ,6 2 2
0 ,6 -0 ,8 6 4 4 14
0 , 8 - 1,0 6 6 12
1 ,0 -1 .2 4 4
n. 6 8 2 4 10 40 40

Gii. I vi bin X ta chn X o = 0,7; hi = 0,2 v bin mi

X - 07
U = cn l vi Y chon yQ = 27,5; hi = 5 v bin mi
0,2

J =r Bng s" trn tr thnh

* 5

-3 -2 -1 0 1 1

-3 4 4
-2 2 2 4
-1 2 2
0 6 4 4 14
1 6 6 12
2 4 4
6 8 2 4 10 10 40

199
 Nh vy thay v lm vic vi cc X, khng nguyn v V, kh
ln, ta tnh ton vi cc U v i u nguyn v kh b. Theo
cc cng thc trn:

, = ( - 3 .4 - 2 .4 - 1 .2 + 0.14+ 1.12 + 2.4)= -0,05;

40 r 40

= y y,n = (-3.6 - 2.8 -1.2 + 0,4 + 1.10 + 2.10) = -0,15;

40 ' " 40
1
- y - (9.4 + 4.4 + 1.2 + 0.14 + 1.12 + 4.4)= 2,05;

v - n , = (9.6+ 4.8 + 1.2+ 0 .4 + 1.10 + 4.10) = 3,45;

40 Y 40
Y^u v n , = (9.4 + 6.2 + 4.2 + 1.2 + 1.6 + 2.6 + 4.4) = 92.
92-40.0,15.0,05 91,7 _^
T r = -----, ...............rL:_ ...... = ------ ------- = 0,86;
407(2,05 - 0,0025)(3,45 - 0,0225) 40.1,85.1,43

X- -0,05.0,2 + 0,7 = 0,69 ; =-0,15.5 + 27,5 = 26,75;

s , = 1.43. 0,2 = 0,286 ; s,, = 1,85.5 = 9,25.

1.3. Tiu chun c lp ca hai bin ngu nhin

Trong thc hnh, nh ni trn, r cng him khi bng
0 v kt lun ngay c X, Y khng tng quan cng gp kh
hn. Nhng nu c thm gi thit chun ca phn phi (iu
m trong nhiu bi ton thc t c th chp nhn c) th
iu kin PXY^ 0 s tng ng vi s kin X v Y c lp.
Nh vy nu ta thit lp gi thuyt gc H q, X v y c lp
(vi i thuyt H l lp), th nu c gi thit X, Y tun theo
lut chun, gi thuyt trn tng ng vi Ho; 'PXY - 0-
Tiu chun kim nh H q. Pyi = 0 (Hi: PXY 5* 0) l:
r \jn - 2
(1-3)

200
vi r l h s" tng quan tnh trn tp m u ngu nhin (x y),
i = l , n . Nu gi thuyt Hq ng ngi ta chng minh rng
K - t{n 2)\ i\l m in ti hn ca tiu chun k s l:

(1.4)
2

Nu gi thuyt v tn h c lp ca X v F chp nhn c, t

c l do xem xt ng thi hai bin . Trong trng hp
ngc li, ta s quan tm n quan h ca chng.
Th d 1.3. Cho cp bin (X, Y) tun theo lut chun v b
s" liu quan st nh sau:
Xi 12,0 16,5 15,2 11,7 18,3 10,9 14,4 16,0
3', 2,75 3,37 2,86 2,62 2,76 3,49 3,12 3,05

Vi a = 0,05 hy kim nh tnh c lp ca hai bin X v Y .

Gii. Trc-ht ta tnh h s' tng quan mu theo (1.2)
n = 8; = 12,0 + 16,5 + ...+16,0 = 115;

- 2,75 + 3,37 + ...+ 3,05 = 24,02;

x f = 1701,25; y f = 72,798; = 345,008;

(x ^ - x f = x = 1701,25 = 48,125;
l o

1 (3 ', - f = y - H y . = 7 2 , 7 9 8 = 0,6780;

115.24,02
^ (x , - z ) ( x = =345,008
Th 8
= -0 ,2 9 7 5 ;

201
 r= -0.0489.
748,125.0,678
Bi ton kim nh tnh c lp ca X v y a v kim nh
gi thuyt
Ay = 0;
'. /? X Y 0 (a = 0,05).
Theo (1.3), ta tnh

V l-r^ 7 l - 0,0489^
Do t bng Stiu-n ^60970 = 2,447 > I I = 0,1199 nn theo
(1.4) gi thuyt H q chp nhn c.
Th d 1.4. Kim nh tnh c lp ca hai bin X v Y
cm sinh ra b s liu mu trong th d 1.1 (a = 0,01; X v y
tun theo lut chun).
Gii. T kt qu thc nghim r = -0,5417, ta c tiu chun
(1.3) tnh trn mu l:

V l - 0,5417'
Mt khc, vic tra bng cho ta ^13 0995 = 3 ,01. Do \Ki\ = 2,32 <
3,01 nn ta khng c c s bc b Hq. y ta thy r =
0,5417 khc kh xa 0 m ta vn cha th khng nh l gia
X v Y c quan h no . Nguyn nhn cng c th l kch
thc mu qu b chng? Lu l nu chn a = 0,05, ta c
^13 0 975 = 2,16 v kt lun ca kim nh li l bc b H q. Nh

vy c th thy rng c lng h s" tng quan ph thuc ti

mc no vo kch thc mu v nhng kt lun khng da
trn nhng tiu chun thng k chnh xc v hp l s dn ti
nhng sai lm nguy him.

202
 1.4. Kim nh gi thuyt v h s tng quan
1. Kim nh H q\ p~p cho trc
Theo mt ngha no , gi thuyt //() y l trng hp
tng qut ha kt qu ca mc trn, Ngi ta a ra thng k

z =-ln^--^
2 l-r
(1.5)

Theo Phi-s, nu Hq ng thng k z s tim cn ti phn

ph'i chun (khi n -> oo) vi cc s c trng xp x
^+ , Po .
1 -P o 2(n-l)

vz =
n -3
Trong thc hnh vi n. > 50 c th chp nhn kt qu trn.
T nu chn tiu chun ca quy tc kim nh l:

K = = (z - :z) ~c4^{<, 1),

th min ti hn ca quy tc s l (min i xng)
a
B = K .tn- .' K tn > vi {Zh)^ ( 1 .6 )

Th d 1.5. T b s" liu thy vn gm 150 cp, ngi ta

tnh c h s' tng quan mu r = 0,5273. Vi a = 0,05; c
th cho rng h s tng quan tht l 0,5 c khng?
Gii. Theo (1.5) ta xc nh gi tr thc nghim ca z
tn
2 1-0,5273
v cc s" c trng tng ng

- In = 0,5510;
2 1 - 0 ,5 2.149

203
 7^ = ^ = = = 0,082,
Vl47
t :
0 5 8 6 2 -^ ^
' 0,082

Vi a = 0,05, ta c >(l,96) = ^ ~ - 0,475. Do 0,43 < 1,96,

2
khng c c s bc b H q v chp nhn rng h s" tng
quan l thuyt ca tp nn l 0,5.
2. So snh hai h s tng quan
Bi ton a v kim nh Hq\ Px p 2 da trn hai b s"
liu mu cp (c kch thc tng ng l 7ii v 712) ca hai cp
bin (Xi, Y) v (X9, ^ 2)- Bng cch xc nh hai thng k Zi v
nh trong (1.5), ngi ta a ra tiu chun kim nh

K =
yjvz, +
Hm s ny c phn ph tim cn chun cyXO, 1 ) v ta c th
dng li quy tc nh trong ( 1 .6) cho min ti hn i xng.

2. HI QUY

2.1. M hinh tuyn tnh

Khi hai bin X v y ph thuc, ta quan tm u tin n
quan h hm Y = f(x). Nu hm f ty , y l quan h rt
phc tp. Trong phn ny ta gii hn vo trng hp /'c dng
tuyn tnh
Y = aX+b, (2.1)
trong a, b l cc hng s" thc cn xc nh. Tuy nhin do X
v Y u l cc bin ngu nhin, quan h (2.1) khng ging

204
nh quan h hm theo ngha thng thng ca gii tch, v
mt l thuyt ngi ta a vo khi nim hi quy tuyn tnh
(xem chng III) thng qua k vng c iu kin
E { Y /X = x ) = a x + b. (2.la)
V mt thc hnh, cho n gin, ta s tt nh ha bin
X, v sau ny s chuyn cch vit thnh X, v gi n l bin
c lp (x l tt nh theo ngha ta kim sot n hon ton). Y
vn l bin ph thuc v l bin ngu nhin, th hin ca n i
l p ng i vi gi tr X. Ta vn c b m u cp kch thc n
l (X, yi), i = l,n . Vi nhng n gin , cng thc (2. la) s
tr thnh:
E Y = ax + 6.
Trong cng thc (2.1b) cha xut hin cc yu t" ngu nhin
gy ra tnh bt nh ca bin Y. V th cho cht ch v y
, ngi ta a vo khi nim nhiu, k hiu l e, v thit
lp m hinh tuyn tnh
Yi - ax^ + 6 + ,, = l , w, (2.2)
vi Si l cc bin ngu nhin lin quan trc tip v gy ra s
ht nh ca y,. Ta s yu cu tha mn 2 iu kin
(i) : Ee^ ==0 V = l,/z; (2.3a)

(ii) : E[e^Sj) = i, j = l,n (2.3b)

v s gi l nhiu trng (k hiu = 0 nu i v = 1 nu
Gi thit cho thy e, c dng sai s' ngu nhin, cn ^ 2 yu
cu chng to ra dy khng tng quan. Nh vy trong m
hnh (2.2), a v 6 l hai h s^hi quy cha bit v sau ny phi
c lng, Xi l cc hng s^ bit, cn l th hin ca bin
ngu nhin ph thuc vo X . Ngoi ra tham s" ng vai tr
phng sai hng ca cc nhiu trng G v n cng cha bit.
Trong thc t, c th vic gi s l cc c xc nh
chnh xc l khng tht hp l. Tuy nhin c th yu cu tnh

205
bt nh ca bin X l khng ng k so vi Y (m thc
nghim c th chp nhn c). Hn na, v phi ca (2.2)
c yu t" nhiu ngu nhin, nhng kha cnh ngu nhin ca
X c th trong mt chng mc no chuyn sang cho nhiu.
Tm li, bi ton t ra l trn c s b s liu quan st
(x,, y-),i = l,n, hy:

a) c lng cc h s" hi quy, tc l tm , v sau

c ;
b) Kim nh tnh ph hp ca m hnh (2.2) l vi b s"
liu cho.
Khi , b xc nh, ta c ng hi quy tuyn tnh mu

y - x + ).

2.2. c lng h s hi quy

1. Phng php binh phng cc tiu
Trong thc hnh tp im s' liu nm xung quanh dc
theo ng hi quy (l thuyt hoc mu). Nu trong (2.2) thay
cc bin ngu nhin Y bng cc quan st, ta c;
- aX + b + e^,i = l,n. (2.4)
Trong (2.4) bin ; cn c th hiu nh l sai s'khi ta dng
m hnh tuyn tnh xp x quan h gia 2 bin ang xt. R
rng nu phng sai sai s" cng nh th m hnh (2.4) cng
ph hp m t quan h v tp s' liu cho.
c lng cc h s a v ta dng nh ngha sau;
n h ngha. Cc vi) c gi l c lng bnh phng
cc tiu ca a v b, nu:

-X - b = min Q[a, b) = m in^(>'; -aX - b f . (2.5)

i=l i=l

206
Phng php ny c tn gi l bnh phng cc tiu, cn hm
Q(a, b) = -aX - b = chnh l tng bnh phng sai
i

s m hnh (2.4). v mt hnh hc chnh l tng bnh phng

khong cch (theo phng song song vi trc tung) t cc im
(x y,) n ng thng hi quy y - ax + b (xem hnh 2.1).
Vic cc tiu hm Q{a, b)
trong (2.5) a v gii h hai
dO Q
phng trnh ^ = 0 v = 0,
a b
suy ra:
x + ) =

Ta s c:
Z (,-X )(y,-y) Y^x^y^-nXY
A

= (2.6a)
(^< -
i

b = ~x, (2 .6b)
C nhn xt rng
(x ^ - X )(y, - ) = ( x , - x)y^ = - )x,.
i i i

Vic kim tra iu kin khng cn thit do Q l hm dng

bnh phng. ng hi quy mu y ~ x ^ b s i qua trng tm
ca tp im, tc l im ( X, ] s nm trn ng thng .
l trong (2.2) Y, l bin ngu nhin c;
EYi - ax, + ; (2.7a)

207
 vy. = = o^; (2.7b)
v c th c lng bng phng sai mu ca Yi
2
(2 . 8)

Sau khi c v 6, ta t = X + v hiu - i s

c gi l phn d (sai s" thc nghim) ca m hnh :
= - X - 6 = (a - )x- + 6 - + *..

Sgi ta cng chng minh c rng c lng khig chch

ca theo phng php bnh phng cc tiu khn; phi l
(2.8) m l:

s' = = - ^ ( y i - x, - b) ' . (2.9)

n -2 ^ n -2 ^ ^
2. Phng php hp l nht
N u ta th m vo gi th i t ch un ca Si
: - c v o , -^), V = 1,^, (2.3c)
\ /
th d dng chng t Yi ~ 4 \ a X i + b, (). Khi c ng hp
l nht ca a v s hon ton ging nh (2.6) (bn cc c th
t chng minh, s dng hm hp l xy dng trn :c quan
st y, ca bin ngu nhin chun Y (xem chng IV). Lu
c lng hp l nht ca phng sai s l:

(2 .10)

Cng ch l khi dng (2.9) hoc (2.10), tng cc bn phng

c lng sai s s c tnh nh sau:

i = E (^ . - = ( s - s ). (2.11)

208
 Th d 2.1. Kt qu nghin cu thc nghim trn 8 ngi
n ng nh sau:
Trng lng (kg) 58,0 70,0 74,0 63,5 62,0 70,5 71,0 66,0
H uyt tng (1) 2,75 2,86 3,37 2,76 2,62 3,49 3,05 3,12

Hy xy dng ng hi quy tuyn tnh mu ca huyt tng

vi trng lng.
Gii. Gi X l trng lng c th, cn Y l lng huyt
tng, y n - 8 v cc tng ly theo = 1,8 ;

^x - 535; ^y- = 24,02; X = 66,875; = 3,0025;

= 35983.5; ^yf - 72,7980; = 1615,f95.

T

- z)(>' - F )= 1 615,295- 535.24,02/8= 8,96;

^ix- - x f = 35983,5-535^/8 = 205,38;

^{yr - = 72,7980 - 20,02^8 = 0,6780.

r= 8,96 = 0,76;
7205,38. 0,6780

= - = 0,043615;
205,38
6 = 3,0025 - 0,043615.66,875 = 0,0857.
Nh vy s ph thuc ca lng huyt tng vo trng lng
c th c th c m t bng (hi quy mu);
y = 0,0436x + 0,0857.
Ta c th tch c lng khng chch ca phng sai sai s" m
hnh trn theo (2.9) c n (2.11)

2,09
 = -(0,6780 - 0,0436^205,38) = 0,047929.

Th d 2.2. Xy dng ng hi quy tuyn tnh mu theo

th d 1.2.
Gii. p dng cng thc (2.6) v kt qu tnh ton ca th
d 1.2

= - 0 ,8 6 .- ^ ^ = 27,8147;
0,286
= - " = 26,75 - 27,8147.0,69 - - 7,5578;
v ng hi quy cn tm l:
3/ = 27,81a: - 7,56.
3. Cc tnh cht ca c lng bnh phng cc tiu
a) Cc tnh cht thng k
(i) v l c lng khng chch ca a v 6.
Ta chng minh cho , vic chng minh vi 6 rt n
gin. n (2.4)
= a X + b + ,i = l , n,

ta c;
Y - aX + b + I;

(s- =
T -y; - y = a(X;
-\ - X j + - e- v thay vo cng
=1
thc (2.6a):

(* . -

= a + i =w
l______________
_ o
(-, -

i=l
t E { ) = a. Nu k hiu = X + , d thy:
E {i~ yi) = 0 Vi = l,n .

210
 p :
(ii) V - = n ; v = a = I_____=
^ n
]_____
_ o
.

I (

i=l
* , -
ii=l( " . -

_'\
COl^( , b =) -ai, =
(-. -
=1
Bn c hy th chng minh cc cng thc trn, n
cch chng minh trong tnh cht a).
b) ngha hnh hc
K hiu cc vc t n chiu

^
y = :e= ; = v =
.yn, .1.
M hnh tuyn tnh (2.4) vit di dng vct (trong R")
y - ax + be :.

211
Vic tm c ling bnh phng cc tiu dn n xp x tt
n h t ca y trong m t p h a n g p sinh bi h a i vct e v .X (xem
hnh 2.2). e l hinh chiu vung gc ca V trn p, ngn
ca l im ca mt phng gn vi (ngn ca) y nht. Hnh
chiu vung ;^c ca y ln e s l Ye. ng thi dng t gc vc
t X ~ Xe, ta c nh l Ta-lt:
~Ye - (x - Xe).
Vc t vung gc vi mt phng chnh l vc t phn d
= y - . Trong.tam gic vung (y, , ), theo nh l Pi-ta-go

X (v,-f =l f+ I(, (2.13)

i i l

( = Y ). Do = 0 nn = 0 v - .
Chia hai v ca (2.13) cho n, ta thu c:

(2-14)

trong :

y ' 3/^ - f = s l l tng phng sai ca tp mu (yi,

~ ) l phng sai ca tp iu chnh (- , /i)*

^

V(-; - f l phng sai d.

n i

Nh vy (2.14) chnh l phng trnh phn tch phng sai

(xem (3.16) bi ton 4, 3 chdng V). Cng theo Ta-lt;

hay Sl = S | + ^Sl

212
 2.3. Trng hp c gi thit chun
1. Phn phi ca c lng
M hnh (2.4) vi cc gi thit c th tm tt li
(xem (2.3a - c))
y; = aX; + 6 + i = l,n,
~ o ^ ( 0 , -^); E [ e -Sj ) = Q , i i t j .

Khi ta c th xc nh lut phn phi xc sut ca cc c

lng , b v (trong (2.9)). Trc ht:

~ oVo, ^y, b ~ cv b , a l j , (2.15)

vi l v l xc nh trong (2.12). Tdng t;

(n-2)4~/(n-2), (2.16)

vi l v 6 v m t l thuyt l cc bin
/z 2
ngu nhin c lp vi Ngoi ra lu n cng
thc ca c o v(,b) trong (2.12), ta c phn phi ng thi
ca v 6 l:

1 -X
a
oV (2.17)
-X
n
Cc phn phi (2.15) - (2.17) t c s cho cc bi ton kim
nh gi thuyt hoc tm khong tin cy cho cc c lng
hoc cho cc d bo dng hi quy trong thc hnh.
Ngi ta cng chng minh c rng v 6 cng l c
lng hiu qu ca a v .

213
 2. K h o n g tin c y
u tin ta tm khong tin cy 1 - a cho c lng .
Theo (2.15) v (2.16):
- a
= ~oV {0, 1);
4M

( n - 2 ) 4 - ~ z''(n -2 ),

nn thng k:
- a
(n - 2).

Kt qu 4, chng V, cho ta khong tin cy \ - a (xt khong

i xng, cc khong dng khc bn c d dng t tm c):
st n-2,l-/2
A
qf
- <a < + . (2.18a)
v (-. -

Tng t:

_____ ________
> - n 2,1c/2 / -\ < 6 < 6 +
-----------------

(x ,-X j

(2.18)

2 - w y 2 (2.18c)
^ n -2 ;l-a /2 ^n-2;a/2

Th d 2.3. Tm cc khong tin cy 95% cho cc tham s'

trong th d 2.1.
Gii. Trc ht lu rng phi c gi thit chun th cc
khong (2.18a-c) mi dng c. By gi ta tra cc bng phn
v (6) v / ( 6 )

214
 ^6; 0,975 2,447; ^1-0.975 14,449; ^1;0,025 1,237.
T ta c cc khong tin cy 95% tng ng cho a, b v

'o,0436 - 0,0436 + 0.2189-2.447'

7205,38 ^205,38
= (0,0062; 0,0810)
35893,5
0,0857 - 0,2189.2,447.
8.205,38
/35893,5
0,0857 + 0,2189.2,447.
V 8.205,38
= (-2,8049; 2,9763);
0,2867 0,2876
= (0,0199; 0,2325).
14,449 1,237
Ta c th lu rng:
~ Phn phi ng thi (2.17) cho php xy dng min tin
cy cho vct tham s' (min tin cy ng thi ca a v 6, l
mt hnh e-lp);
- M hnh (2.4) c th dng d bo gi tr y nu bit X
tng ng v ta c th tm khong tin cy vi gi tr .
3. Kim nh gi thuyt
Bng cc l lun ging nh trn v n chng V ta
c th xt cc kim nh gi thuyt v tham s. Chang hn xt
bi ton kim nh:
Hy: a = Oo vi a ^ Uq.
Thng thng cha bit v dng tiu chun:
- c

ta c min ti hn vi mc a (min i xng):

Ba = K , . : > C 2;I^./2}- (2.19)

15
Bn c c th tm cc kt qu khc cho trng hp kim nh
mt pha; tng t cho kim nh v tham s" 6 v <.
Th d 2.4. Vi a = 0,05 hy kim nh gi thuyt a =0
vi thuyt a ^ (s' liu ca th d 2.1).
Gii. Nh trong th d 2.3 y ta gi s c gi thit
chun. Khi gi tr ngng ca bi ton te 0975 = 2,447. Tnh
thng k thc nghim (2.19), da vo tiu chun tng ng:

= ~ Q7205,38 2,8542.
0,2189 ^
Do 2,447 < 2,8542 gi thuyt Ho b bc b.
rng gi thuyt H q: a = 0 c ngha rt quan trng v
n cho php chp nhn hay bc b s c mt ca bin X trong
m hnh ang xt. Ngoi ra y;
*2
A

_ ^ r^2
K ~ ,----------------, suy ra K = _ ^
s i Z {^, -
/=1

v do ^ --------------'^(1; n - 2) ta c th dng
s ^ ' 1-r
tiu chun ny v phn phi & kim nh H q. a = 0.

2.4. H s xc inh

nh gi s ph hp ca m hnh tuyn tnh ngi ta

s dng nhiu cch khc nhau, chng hn dng phng sai
sai s m hnh, khong tin cy ca cc h s dng cc kim
nh tng ng, h s tng quan mu gn 1 ... Khi nim
h s xc nh cng rt c ch nh gi cht lng ca m
hnh tuyn tnh.
T cng thc (2.13) ta thy;

Z(>'. - = E x - i f + Z(>'. - ^ -
vi v tri l tng bnh phng lch ca y khi Y ( lch
tin nhim); hai s" hng v phi ln lt l tng bnh phng

21b
 lch ca y so vi hi quy (hay tng phng sai d, tng bnh
phng sai s" hi quy) v tng bnh phng sai s" cm sinh
bi hi quy. Nu ta em tng th ba chia cho v tri th:

r -= ^1_ (2.20)
Z (x - ?) I(:v , - )
s c gi h s'xc nh mu ca m hnh hi quy tuyn tnh
(2.4), gi tr m ta bit 1 nh l bnh phng ca h s
tng quan. l nu = 1, (2.20) s cho ta ^ ( 3', ~ , f - 0
hay trong mi trng hp y, = - (m hnh chnh xc). Ni
chung , r'^ cho thy t l tng bnh phng sai s tin nghim
c gii thch bi m hnh tuyn tnh (bi bin X). rng
t cho ta phn ca tng tin nghim khng
c gii thch bi m hnh tuyn tnh.
Cu'i cng c lng (khng c iu kin hay tin nghim)
ca phng sai ca Y, nh ta bit chnh l:

Cn

l c lng c iu kin ca phng sai E Y bit gi tr tng

ng x = X. y cng l c lng tt nht ca VY = hiu theo
ngha khng chch m ta xt trong (2.9) v k hiu l s^.

2.5. Hi quy ph tuyn

Nu ta m hnh ha quan h gia ha bin X v Y bng
hm / ty (chng hn Y = f(X) = P(X) a thc cp n > 1), th
vic xc nh /'s cc k phc tp (bi ton c lng hm).

217
 cho n gin, thng thng ta gi s bit dng hm,
khi bi ton a v c lng cc tham s ca mt hm
bit. Th d cho hm fc. dng a thc bc hai:
f{x) = a + UX + aX^.
Vic xc nh ng hi quy phi tuyn mu i da vo
phng php bnh phng cc tiu xt trn, y ta i
tm cc c lng g, j v .2 lm cc tiu hm mc tiu:

Q(ao, a 02) = ^ ( 3/, - Cq - OiX, - a , x f f , (2 .2 1 )

=1

vi (X , y i ) l cc cp s liu ( = l , ) . tm cc c lng
V /

trn, ta phi ly cc o hm ring' ca Q(ao, Oi, 02) trong

(2.21) v cho chng = 0. Khi vn a v gii mt h
phng trnh tuyn tnh:
+ ^^x'* = ^xfy,
+ ,^xf + (2.22)
,n + , ^ x f = ^y,

Vic gii h (2.22) vi 3 phng trnh 3 n cng khng qu phc

tp. Tuy nhin cc tnh cht thng k p ca cc c lng
bnh phng cc tiu cc mc trn s khng cn ng na, d
ta c th a vo gi thit chun ca nhiu trong m hnh phi
tuyn tng t vi dng (2.4) = f[x^) + i l,n,
Hon ton tng t ta c th c lng cc tham s" cho cc
dng hm phi tuyn khc (chang hn hm hy-pc-bn J = 6 + a/x,
dng ly tha, dng l-ga-rt, dng m...). Phng sai mu ca
sai s" m hnh phi tuyn thng c tnh thei cng thc;

218
trong k l tham s" cha bit ca /'m ta cn c lng, cn
f c dng ging /'nhng cc tham s" c thay bng cc c
lng ca chng.
Trong mt trng hp, ta c th s dng thut ton hi
quy tuyn tnh cho phi tuyn, nhng tt nhin trc phi
lm cc bin i s b tng ng:
Phng trnh
Hm f Phng trnh Bin i s b
sau bin i

hy-pc-bn y - X::---- z = at + b
a bx
m y = be'''' 2 = Iny; z = ax + In
ly tha y = 6x 2 = \ny; t - Inx z = at + In
1
m ngc ^ = be^'^ z = Inv; t = ~ z = at + In
X
1
y - -----------
m gi z = ^ = e" z = at + h
b -r ae y
Th d 2.5. Tm ng hi quy dng a thc bc hai ca y
l vi X da trn b s' liu sau y:
'\y , 1 2 3 4 5 6 lx
X,
1 2 1 3
2 1 2 3 1 7
3 1 3 2 6
4 1 2 1 4
5 _ 2 1 3
6
- 1 2
tiy 3 3 4 5 6 3 25
Gii, y n - 25, nhng c nhiu cp s^ liu xut
hin nhiu hn 1 ln. ng hi quy mu cn tm c dng :
y - x" + x + c,

219
 trong , , c tha mn h (2.22), nhng tng khng nn ly
chy t 1 n 25, m ch n 6, vi cc iu chnh tng ng:
A x~' 4 J 3 - 2 2_
+ ^2. ^x,;
,n^xf + b^n^x + ^n^x, =
, \ x f + b^n^x^ + cn = X"x,x,;

trong l trung bnh cng ca cc gi tr yj ng vi Xi c

th, chng hn y g = (2.5 + 1.6) = 16/ 3 . Bng tnh c

3
thit lp nh sau:
X, '^.v, n nx' yx n,x^

1 3 3 3 3 3 1,33 3,99 3,99 3,99

2 7 14 28 56 112 2,57 17,99 35,98 71,96
3 6 18 54 162 486 4,17 25,02 75,06 225,18
4 4 16 64 256 1024 5,00 20,00 80,00 320,00
3 15 75 375 1875 5,33 15,99 79,95 339,75
6 2 12 72 432 2592 5,50 11,00 66,00 396,00
s 25 78 296 1284 6092 93.99 340,98 1416,88
T h phng trnh tr thnh:
2960 + 78 + 25c = 93,99
12840 + 2966 + 78c = 340,98
6092 + 12840 + 296c = 1416,88.

Gii h ny ta thu c -0,19; 6 2,21 v c ~ -0,98 v

ng hi quy phi tuyn mu s l:
y = -0,19a:^ + 2,21x - 0,89.

220
 3. HI QUY BI
3.1. M hnh hi quy bi tuyn tnh
1. M hnh
Khi xt ng thi bin ph thuc Y vi nhiu bin c lp
X,, Xk, ta c th m rng m hnh tuyn tnh (2.1). Gi s
ta c b s' liu c kch thc n (yi, X i u X i , ) , i = l , n . K hiu

X l ma trn s liu ca cc bin X), ...,X,.

l x
1 X21 Xk
z =

\1
cn y, s v a v vct tng ng vi cc bin yi, aj
i = 1,T, j = 0,j; khi m hnh hi quy bi tuyn tnh biu
din theo cc quan st s l:
y,. = Oq + a|X + + ... + = 1,; (3.1)
hay vit gn di dng vct ma trn:
3^= Xa + e.
trong m hnh (3.1) cc l nhiu trng tha mn cc gi
thit xt 2; cc h s^Oo, i, a* l cc tham s hi quy
cn c lng cng vi phng sai ca sai s' m hnh ( .
cho n gin, ta xt trng hp k = 2. Khi mt hi
quy bi s c dng;
y = ao + Xi + a.ipc2,
l phng trnh m t mt mt phng trong khng gian 3
chiu. M hnh hi quy tuyn tnh bi 2 s c dng
x = Oo + a,X;, + + .,i = l,n. (3.2)
Nu dng- cc k hiu:

221
 / a.
_ \ 1 ^12
1 ^21 ^22
; a = a, e =
v^.y
1 ^1
th m hnh c th vit gn li:
y - Xa + e.
vi E s - 0 (vc t khng); Vs = ^/ (/ ma trn n v cp n).
2. c lng tham s hi quy
Ta li dng phng php bnh phng cc tiu:

a ^ min
.a . ...,a* 7
i=l
(3.4a)

Di dng ma trn, ta c th vit hm mc tiu:

Q{a) = (y - Xa)(y - Xa) =
= - a X'y - yXa + a r X a . (3.4b)
(du t ch php chuyn v). Nh vy, nu k hiu l vc t
cc c lng ca Q, tti, a^, ta c ngay (ly o hm (3.4b)
theo vc t a v cho bng 0);
- 2 X y + 2 X X a = 0, (3.5)
t
= { X X)-^Xy. (3.6)
trong (3.6) gi s matrn x khng suy bin. Trong
thc hnh khi k - 2 vic tnh cc c lng g ,i v g a v
gii h phng trnh i s tuyn tnh (3.5) gm 3 phng
trnh 3 n s" kh n gin. Bng cc phng php s vic gii
cc h nh vy khng t ra nhiu kh khn ln. y (3.5)
s c dng c th;
oZ ^.2+ lZ^il^i2 + 2 Z 4 = Z^23',

a^n + 2X ^ . 2 = Z x -
vi cc tng ly theo t 1 n n.

222
 3, Cc tnh cht ca c lng binh phng cc tiu
Bn c c th t chng minh cc tnh cht sau:
(i) l c lng khng chch ca vct tham s a:
{ ) V ^ c/{XX)-\
(iii) v - y - = y - X khng tng quan.
(iv) c lng khng chch ca c/ s l:
^ JL
s'= ; (3.7)
n - k - l
4. Trng hp c gi thit chun
M hnh (3.1) vi gi thit : -0^ (0, ^/J c nhiu tnh cht
thng k kh tt (xem tit trc). Chng hn c lng hp l
nht ca a s trng vi c xc nh trong (3.6); cn c
lng hp l nht ca ( s c dng (so snh (3.7) trn):
1 ^

Cng do c gi thit chun ca e nn:

Y ~ c4''(Xa, ^In) (Y l vc t ct gm cc y/i);
- T i a , ^(CX)-y, (3.8)

{ n - k - l ) - ^ ~ '^{n-k-l). (3.9)

Ngoi ra, cn l c lng hiu qu ca a. Cc kt qu trn

cho php ta xc nh cc khong tin cy hoc lm cckim
nh gi thuyt tng ng.
Ch , do (3.8) nn:
( - a) X X { - a)

v do tnh cht (iii) trn, c n (3.9):

223
 { - a ) T X i - a )
------- - ---------- ^{k + l , n - k - l ) .
[k + l) s
T ta c th kim nh ng thi nhiu gi thuyt n dng

Khi min ti hn ca quy tc kim nh s l:

(-af'TX(-ar
^ t n ' ^ t n / 7 . ^ ^ k +\,n-k~\A~o
[k + 1) s

3.2. Tng quan bi v tng quan ring

1. Tng quan ring
Khi xt ng thi 3 bin X 2, v Y ta c th s dng cc
(h S) tng quan mu:
(3.10)
Tuy nhin, ^ chng hn khi m t quan h gia hai bin X
v Y, r rng quan h khng ch ph thuc vo bn thn Xi
v Y, m cn b nh hng bi tc ng ca bin s th ba l
X 2. V vy loi tr nh hng , ngi ta a ra khi nim
h s'tng quan ring mu, k hiu l;
(3.11)
Khi nim ny d dng m rng cho trng hp c nhiu hn 3
bin. Cng thc tnh h s" tng quan ring (3.11) theo cc h
s" tng quan n (3.10) c dng;
rx^x.^ - rx^y,.rx^y .

r . = ;........................

Do tnh i xng ca ba bin nn bng cch thay i v tr ca

chng, bn c d dng tm c hai cng thc cn li. h

224
s tng quan ring cng c tnh cht ch nhn gi tr t -1
n +1. Ta hon ton c th nh ngha h s" xc nh ring
ging nh 1.
2. Tng quan bi
Khi nim h s tng quan bi c a vo o mi
ph thuc gia mt bin no vi tp cc bin khc, y ta
c th xc nh h s^tng quan bi mu:
(3.12a)
v cc h s^xc nh bi mu tng ng:
p _. . (3.12b)

R rng ta lun c 0 < /3 ^ < 1 v -1 < r . < 1. Khi r.y.XX.

cng gn 1, bin Y cng c tng quan cht (gn vi tuyn
tnh bi) vi cp bin X v X 2. C th chng minh:

_ kx(x - - ) + , {x ,, - - )

i =l

Trong thc hnh ngi ta hay dng cng thc sau:

p _
~2r rXj,v r

Nh 2 cho ta t l ca tng bnh phng sai s' c

gii thch bi m hnh hi quy bi chn. Khi nim h s
tng quan bi l tng qut ha ca tng quan n xt t
trc n nay.

225
 BI TP
1. Kho st chi ph sn xut (X) v sn lng (Y) ca 10 cng
ty cng loi ta c b s" liu:
STT cng ty Chi ph (triu ng) Sn lng (nghn tn)
1 150 40
2 140 38
3 160 48
4 170 56
5 150 62
6 162 75
7 180 70
8 190 110
9 165 90
10 185 120
a) Xy dng ng hi quy tuyn tnh mu.
b) nh gi s ph hp ca m hnh tuyn tnh vi b
s" liu.
c) Xc nh h s' xc nh mu v cho bit ngha.
2. Kho st hai bin ngu nhin, ta thu c kt qu:
yi
1 3 5 7 9
Xi

10 4

15 7 10

20 15 26 10 2
25
35 8 5
30
3 18 6
35
6 1

226
 a) nh gi mc ph thuc ca hai bin trn.
b) Xy dng ng hi quy tuyn tnh mu (ca 3' theo x).
3. Mt hng qung co nhn thy c ml lin h gia ngn
sch qung co (Y) v doanh s ca cc cng ty (X). iu
tra 8 cng ty ngi ta thu c:
Ngn sch qung co
STT cng ty Chi ph (t ng)
(triu ng)
1 6 45
2 7 80
3 9 70
4 9 85
5 7 60
6 8 55
1 6 75
8 12 90
a) Xc nh ng hi quy tuyn tnh mu.
b) nh gi s ph hp ca m hnh tuyn tnh chn.
c) Tm khong tin cy 95% cho h s"gc ca ng hi quy.
C th cho rng h s khc khng ng k khng?
4. Nghin cu v lng pr-t-in cha trong ht la m v
nng sut la trn 10 tha rung cho ta kt qu:
Nng
su^t 9,9 10,2 11,0 11,6 11,8 12,5 12,8 13,5 14,3 14,4
{.X,)
T l
prtin 10,7 10,8 12,1 12,5 12,2 12,8 12,4 11,8 11,8 12,6
(y,)
a) Xc nh ng hi quy tuyn tnh ca y theo sau
ca X theoy. Bn c nhn xt g v hai ng hi quy .
b) C nn dng m hnh phi tuyn khng? Ti sao?

227
5. Trong mt ngin cu v tai nn giao thng, ngi ta
thng k gi tr thit hi (y;) v tc va chm ci phng
tin ( quy chun, k hiu X):
Xi 1 6 11 16 2 7 12 17 3 8

, 41 61 89 129 44 66 94 134 48 70

X, 13 18 4 9 14 19 5 10 15
96 142 50 75 106 147 58 81 118
Xc nhng hi quy tuyn tnh mu. Bn c nhn xt
g v m hnh v c kin g ci tin m hnh?
6 . Nghin cu bn Xi ca cc dy kim loi c ng knh i,
ngi ta thu c cc s liu:
X, 0,6 2 2,2 2,45 2,6
500 560 690 760 900
Gi s gia y v X c lin h dng a thc bc hai, hy xy
dng ng hi quy thc nghim.
7, S" liu iu tra v t l c gii ha (x,) v gi tr mt n v
sn phm (y,) nh sau:

1,5-2,1 2,1-2,7 2,7-3,3 3,3-3,9 S,9-4,5

Xi

50-60
1 1 1
60-70 1 4 1

70-80 3 6 1

80-90 6 3

90 - 100 10 3 3

Tm ng hi quy phi tuyn thc nghim dng V = + 6

X

v nh gi sai s m hnh.

228
8. Kho st nhit mt phn ng ha hc (y) cng vi nng
ca bn ha cht khc nhau (Xi, i = 1,4 ) ta c s liu:
y X ^2 X3 ^ 4

78,5 7 26 6 60
74,5 1 29 15 52
104,3 11 56 8 20
87,6 11 31 8 47
95,9 7 52 6 33
109,2 11 55 9 22
102,7 3 71 17 6
72,5 1 31 22 44
93,1 2 54 18 22
115,9 21 47 4 26
83,8 1 40 23 34
113,3 11 66 9 12
109,4 10 68 8 1 2

a) Tnh ma trn tng quan mu v bnh lun kt qu.

b) Xy dng cc m hnh hi quy bi 2 (tuyn tnh) thc
nghim v so snh kt qu trn phng din sai s m
hnh v h s tdng quan bi v ring.
c) M hnh hi quy bi 3 c tt hn m hnh bi 2 hay khng?
Ti sao?
d) Xy dng m hnh hi quy mu bi 4 v nh gi tnh
ph hp ca m hnh. Theo bn m hnh bi cp cao c tt
hn khng? Ti sao?

229
 Ph lc
m

CC BNG S
1
1. Bng hm Gao-x (p(x) =
72 K
0 1 2 3 4 5 6 7 8 9

0.0 0.3989 3989 3989 3986 3986 3984 3982 3980 3977 3973
0.1 3970 3965 3961 3956 3951 3945 3939 3932 3925 3918
0.2 3910 3902 3894 3885 3876 3867 3857 3847 3836 3825
0.3 3814 3802 3790 3778 3765 3752 3739 3726 3712 3697
0.4 3683 3668 9653 3637 3621 3605 3589 3572 3555 3538

0.5 3521 3503 3485 3467 3448 3929 3410 3391 3372 3352
0.6 3332 3312 3292 3271 3251 3230 3209 3187 3166 3144
0.7 3123 3101 3079 3056 3034 3011 2989 2966 2943 2920
0.8 2897 2874 2850 2827 2803 2780 2756 2732 2709 2685
0.9 2661 2637 2613 2589 2565 2541 2516 2492 2468 2444

1.0 0,2420 2396 2371 2347 2323 2299 2275 2251 2227 2203
1.1 2179 2155 2131 2107 2083 2059 2036 2012 1989 1965
1.2 1942 1919 1895 1872 1849 1826 1804 1781 1758 1736
1.3 1714 1691 1669 1647 1626 1604 1582 1561 1539 1518
1.4 1497 1476 1456 1435 1415 1394 1374 1354 1334 1315

1.5 1295 1276 1257 1238 1219 1200 1182 1163 1145 1127
1.6 1109 1092 1074 1057 1040 1023 1006 0989 0973 0957
1.7 0940 0925 0909 0893 0878 0863 0848 0833 0818 0804
1.8 0790 0775 0761 0748 0734 0721 0707 0694 0681 0669
1.9 0656 0644 0632 0620 0608 0596 0584 0573 0562 0551

230
 l _

1. Bng hm Gao-x <p[x) - {tip theo)

\ I 2 7

2.0 0,0540 0529 0519 0508 0498 0488 0478 0468 0459 0449
2.1 0440 0431 0422 0413 0404 0396 0388 0379 0371 0363
2.2 0355 0347 0339 0332 0325 0317 0310 0303 0297 0290
2.3 0283 .0277 0270 0264 0258 0252 0246 0241 0235 0229
2.4 0224 0219 0213 0208 0203 0198 0194 0189 0184 0180

2.5 0175 0171 0167 0163 0158 0154 0151 0147 0143 0139
2.6 0136 0132 0129 0126 0122 0119 0116 0113 0110 0107
2.7 0104 0101 0099 0096 0093 0091 0088 0086 0084 0081
2.8 0079 0077 0075 0073 0071 0069 0067 0065 0063 0061
2.9 0060 0058 0056 0055 0053 0051 0050 0048 0047 0046

3.0 0,0044 0043 0042 0040 0039 0038 0037 0036 0035 0034
3.1 0033 0032 0031 0030 0029 0028 0027 0026 0025 0025
3.2 0024 0023 0022 0022 0021 0020 0020 0019 0018 0018
3.3 0017 0017 0016 00-16 0015 0015 0014 0014 0013 0013
3.4 0012 0012 0012 0011 0011 0010 0010 0010 0009 0009

3.5 0009 0008 0008 0008 0008 0007 0007 0007 0007 0006
3.6 0006 0006 0006 0006 0006 0005 0005 0005 0005 0004
3.7 0004 0004 0004 0004 0004 0004 0003 0003 0003 0003
3.8 0003 0003 0003 0003 0003 0002 0002 0002 0002 0002
3.9 0002 0002 0002 0002 0002 0002 0002 0002 0001 0001

X 0 1 2 3 4 5 6 7 8 9

31
 2 Bng hm Lp-ia-x [ x ) = dt

X 0 1 2 3 4 5 6 7 8 9

0 .0 0 ,0 0 0 0 00399 00798 01197 0 15 95 01994 02392 02790 03188 03586

0.1 03983 04380 04776 05172 0 55 67 05962 06356 06749 0 71 42 07535
0 .2 07926 08317 08706 09095 0 94 83 09871 10257 10642 11026 11409
0 .3 11791 12172 12556 1 29 30 13307 13683 1 40 58 14431 14803 15173
0.4 15542 1 59 10 16276 1 66 40 17003 17364 17724 18082 18439 18793
0.5 19146 19497 1 98 47 20194 20194 20884 2 12 26 21566 2 19 04 22240
0 .6 22575 22907 23237 23565 23891 24215 2 45 37 24857 2 51 75 25490
0 .7 25804 26115 26424 26730 270 35 2 73 37 2 76 37 27935 2 82 30 28524
0 .8 28814 29103 .2 9 3 8 9 29673 299 55 30234 30511 30785 31057 3 13 27
0 .9 31594 31859 32121 32881 3 26 39 3 28 94 3 31 47 33398 3 36 46 33891

1.0 34134 34375 34614 34850 3 50 83 3 53 14 35543 35769 35993 36214

1.1 36433 36650 36864 37076 37286 37493 3 76 98 37900 38100 3 82 98
1.2 38493 38686 38877 39065 39251 39435 39617 39796 3 99 73 40147
1.3 40320 40490 40658 40824 40988 41149 41309 41466 41621 41774
1.4 41924 42073 42220 42364 42507 42647 42786 42922 43056 43189
1.5 43319 43448 43574 43699 43822 43943 44062 44179 44295 44408
1.6 44520 44630 44738 44815 44950 45053 45154 45254 45352 45449
1.7 45543 45637 45728 45818 4 59 07 45994 46080 46164 46246 46327
1.8 46407 46485 46562 46638 4 67 12 46784 46856 46926 46995 47062
1.9 47128 47193 47257 47320 47381 47441 47500 47558 47615 47670

2 .0 47725 47778 4 78 31 47882 47932 47982 48030 48077 48124 48169

2.1 48214 48257 48300 48341 48382 48422 48461 48500 48537 48574
2 .2 48610 48645 48679 48713 48745 48778 48809 48840 48870 48899
2 .3 48928 48956 48983 49010 49036 49061 49086 49111 49134 49158
2 .4 49180 49202 49224 49245 49266 49285 49305 49324 49343 49361
2 .5 49379 49396 49413 49430 49446 49261 49477 49492 49506 49520
2 .6 49534 49547 49560 49573 49585 49598 49609 49621 49632 49643
2 .7 49653 49664 49674 49683 49693 49702 49711 49720 49728 49736
2 .8 49744 49752 49760 49767 49774 49781 49788 49795 49801 49807
2 .9 49813 49819 49825 49831 49836 49841 49846 49851 49856 49861

3.0 0,49865 3.1 49903 3.2 49931 3,3 49952 3.4 49966
3.5 49977 3.6 49984 3.7 49989 3.8 4 99 93 3,9 49995
4 .0 499968
4.5 499997
5.0 49999997

232
 3. Bng phn v stiu-n P(X < t a)= a y / i X - t{n)
a

n 0,90 0.95 0,975 0,99 0,995 0,9995

1 3.078 6.314 12.706 31.820 63.526 363.6

2 1.886 2.920 4.303 6.965 9.925 31.600
3 1.638 2.353 3.182 4.541 5.841 12.922
4 1.533 2.132 2.776 3.747 4.604 8.610
5 1.476 2.015 2.571 3.365 4.032 6.869

6 1.440 1.943 2.447 3.143 3.707 5.959

7 1.415 1.895 2.365 2.998 3.499 5.408
8 1.397 1.860 2.306 2.896 3.355 5.041
9 1.383 1.833 2.262 2.821 3.250 4.781
10 1.372 1.812 2.228 2.764 3.169 4.587

11 1.363 1.796 2.201 2.718 3.106 4.437

12 1.356 1.782 2.179 2.681 3.055 4.318
13 1.350 1.771 2.160 2.650 3.012 4.221
14 1.345 1.761 2.145 2.624 2.977. 4.140
15 1.341 1.753 2.131 2.602 2.947 4.073

16 1.337 1.746 2.120 2.583 2.921 4.015

17 1.333 1.740 2.n o 2.567 2.898 3.965
18 1.330 1.734 2.101 2.552 2.878 3.922
19 1.328 1.729 2.093 2.539 2.861 3.883
20 1.325 1.725 2.086 2.528 2.845 3,850

21 1.323 1.721 2.080 2.518 2.831 3.819

22 1.321 1.717 2.074 2.508 2.819 3.792
23 1.319 1.714 2.069 2.500 2.807 3.767
24 1.318 1711 2.064 2.492 2.797 3.745
25 1.316 1.708 2.060 2.485 2.787 3.725

26 1.315 1.706 2.056 2.479 2.779 3.707

27 1.314 1.703 2.052 2.473 2.771 3.690
28 1.313 1.71 2.048 2.467 2.763 3.674
29 1.311 1.699 2.045 2.462 2.756 3.659
1.282 1.645 1.960 2.326 2.576 3.291

233
 4. Bng phn v / P{X < / a) = a vi X ~ z^n)
a
n 0.005 0.001 0.025 0.05 0.95 0.975 0.99 0.995
1 0.0000393 0.000157 0.000982 0.00393 3.841 5.024 6.635 7.879
2 0.0100 0.0201 0.0506 0.103 5.991 7.378 9.210 10.597
3 0.0717 0.115 0.216 0.352 7.815 9.348 11.345 12.838
4 0.207 0.297 0.484 0.711 9.488 11.143 13 277 14.860
5 0.412 0.554 0.831 1.145 11.071 12.833 15.086 16.749

6 0.676 0.872 1.237 1.635 12.592 14.449 16.812 18.548

7 0.989 1.239 1.690 2.167 14.067 16.013 18.475 20.278
8 1.344 1.646 2.180 2.733 15.507 17.535 20.090 21.955
9 1.735 2.088 2.700 3.325 16.919 19.023 21.666 23.590
10 2.156 2.558 3.247 3.940 18.307 20.483 23.209 25.188

11 2.603 3.053 3.816 4.575 19.675 . 21.920 24.725 26.758

12 3.074 3.571 4.404 5.226 21.026 23.337 26.217 28.299
13 3.565 4.107 5.009 5.892 22.362 24.736 27.688 29.820
14 4.075 4.660 5.629 6.571 23.685 26.119 29.142 31.320
15 4.601 5.229 6.262 7.261 24.996 27.489 30.578 32.801

16 5.142 5.812 6.908 7.962 26.296 28.845 32.000 34.268

17 5.697 6.408 7.564 8.672 27.587 30.191 33.409 35717
18 6.265 7.015 8.231 9.390 28.869 31.526 34.805 37.156
19 6.844 7.633 8.907 10.117 30.144 32.853 36.191 38.581
20 7.434 8.260 9.591 10.851 31.410 34.170 37.566 39.997

21 8.034 8.897 10.283 11.591 32.671 35.479 38.932 41.400

22 8.643 9.542 10.982 12.338 33.926 36.781 40.289 42.796
23 9.260 10.196 11.689 13.091 35.172 38.075 41.638 44.184
24 9.886 10.856 12.401 13.848 36.415 39.364 42.980 45.559
25 10.520 11.524 13.120 14.611 37.652 40.646 44.314 46.930

26 11.160 12.198 13.844 15.379 38.885 41.924 45.643 48.290

27 '11.808 12.878 14.573 16.151 40.113 43.195 46.963 49.647
28 12.461 13.565 15.308 16.928 41.337 44.461 48 278 50.994
29 13.121 14.256 16.047 17.708 42.557 45.722 49.588 52.338
30 13.787 14.953 16.791 18.493 43.773 46.979 50.892 53.673

234
 5. Bng phn v Phi-s
P{X< = a = , 2 b \ x ~ Tin^rii)

l2 1 2 3 4 5 6 7 8 9
1 161.14 199.5 215.7 224.6 230.2 234.0 236.8 238.9 240.5
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38
3 10..13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02

11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 ' 2.95 2.90
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54
17 445 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46
19 438 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42

20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39

21 4 32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37
22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34
23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32
24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28

30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21

40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04
120 3.92 3.07 2.68 2.45 2.29 2.17 2.09 2.02 1.96
co 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88

235
 5. Bng phn v Phi-s {tip theo)

10 12 15 20 24 30 40 60 120 00
241.9 243.9 245.9 248.0 249.1 250.1 251.1 252.2 253.3 254.3
19.40 19.41 19.43 19.45 19.45 19.46 19.47 19.48 9.49 19.50
8.79 8.74 8.70 8.66 8.64 8.62 8.59 8.57 8.55 8.53
5.96 5.91 5.86 5.80 5.77 5.75 5.72 5.69 5.66 5.63
4.74 4.68 4.62 4.56 4.53 4.50 4.46 4.43 4.40 4.36
4.06 4.00 3.94 3.87 3.84 3.81 3.77 3.74 3.70 3.67
3.65 3.57 3.51 3.44 3.41 3.38 3.34 3.30 3.27 3.23
3.14 3.07 3.01 2.94 2.90 2.86 2.83 2.79 2.75 2.71
2.98 2.91 2.85 2.77 2.74 2.70 2.66 2.62 2.578 2.54

2.85 2.79 2.72 2.65 2.61 2.57 2.53 2.49 2.45 2.40
2.75 2.69 2.62 2.54 2.51 2.47 2.43 2.38 2.34 2.30
2.67 2.60 2,53 2.46 2.42 2.38 2.34 2.30 2.25 2.21
2.60 2.53 2.46 2.39 2.35 2.31 2.34 2.30 2.25 2.21
2.54 2.48 2.40 2 33 2.29 2.25 2.20 2.16 2.11 2.07
2.49 2.42 2.35 2.28 2.24 2.19 2.15 2.10 2.06 2.02
2.45 2.38 2.31 2.23 2.19 2.15 2.10 2.06 2.01 1.96
2.41 2.34 2.27 2.19 2.15 2.11 2.06 2.02 1.97 1.92
2.38 2.31 2.23 2.16 2.11 2.07 2.03 1.98 1.93 1.88
2.35 2.28 2.20 2.12 2.08 2.04 1.99 1.95 1.90 1.84

2.32 2.25 2.18 2.10 2.05 2.01 1.96 1.92 1.87 1.81
2.30 2.23 2.15 2.07 2.03 1.98 1.94 1.89 1.84 1.78
2.27 2.20 2.13 2.05 2.01 1.96 1.91 1.86 1.81 1.76
2.25 2.18 2.11 2.03 1.98 1.94 1.89 1.84 1.79 1.73
2.24 2.16 2.09 2.01 1.96 1.92 1.87 1.82 1.77 1.71

2.16 2.09 2.01 1.93 1.89 1.84 1.79 1.74 1.68 1.62
2.08 2.00 1.92 1.84 1.79 1.74 1.69 1.64 1.58 1.51
1.99 1.92 1.84 1.75 1.70 1.65 1.59 1.53 1.47 1.39
1.91 1.83 1.75 1.66 1.61 1.55 1.50 1.43 1.35 1.25
1.83 : 1.75 1.67 1.57 1.52 1.46 1.39 1.32 1.22 1.00

236
 6. Hng dn s dng cc bng s
1. Nu mun tnh (p{l,2b), dng hng "1,2" v ct "5" ta
thy 1826, suy ra ?(l,25) = 0,1826. Vi cc gi tr khng c
trong bng (x > 3,9) coi qx) = 0. Ch (p{.) l hm chn (p{-x)
- (p{x).
2. Vic tra bng tnh {x) lm ging nh trn. Chng hn
nu mun tnh {l,2), dng hng "1,2" v ct "5" ta gp 39435
nn {l,2)) = 0,39425. Vi X > 5 coi {x) = 0,5. Ch rng <fx)
l hm l {-x) = - {x).
ngha xc sut ca {x) l r rng: nu X ~ 1) th
^Xo) = P(0 < X < Xo). Ngoi ra hm F(x) = {x) + 0,5 s lm
hm phn phi xc sut ca X ni trn, tc l: (xo > 0)
P(| z I < Xo) = P(-Xo < X < Xo) = 2 {x q ) ,

P ( X < Xo) = (p(xq) + 0,5 = Fixo),

P ( X < -Xo) = 0,5 - {xo),
P ( X > X q) = 0,5 - {Xo)...

Nu X ~ oV{a, ^), nn lm php bin i Y - v

vic tra bng vi bin X chuyn thnh vi bin Y ~
l (0, 1).
Nu bit gi tr (xo), mun tm li Xo, qu trnh tra
bng ngc li vi bn trn.
3. tm gi tr sao cho P{X < a) - oc bit rn g X ~
t{n) vic tra bng cng n gin; dng hng "n" v ct "a"
tng ng (chng hn (8; 0,95) = 1,860). Vic tm , > 0 sao
cho P{X > O,) = a vi X ~ t{n) tng ng vi vic tra bng tm
- K i-n Do tnh i xng, nu mun tm * < 0 sao cho P{X
> O,) = a, ta tra bng tm , sau = - 1_ a

237
 Trong ba tham s" n, a v tna n\i bit hai ta c th tm
c tham s"th 3.
Cui cng, nu n > 30, thay v tm 9b = 1- a ta s tm 6(j
^
sao cho ^(j) = ------ t bng Lp-la-x.

4. tm gi tr xl^ sao cho P(X <Zna') ~ ^ rng X ~

y^in) ta lm ging phn 3: dng hng n v ct cf.
5. Vic tra bng tm gi tr F{tix, U2, 0,95) cng n gin:
dng ct i v hng n { .

238
 TI LIU THAM KHO

. B arnes J.w . Statistical analysis for engineers and scientists.

McGraw - Hill, 1994.
2. C ram er H, Mathematical methods of statistics, Princeton
Univ. Press, Princeton, NJ, 1946.
3. F eller w . An introduction to probability theory and its
applications. John Wiley & Sons, NY, vol. 1, 1950; voL 2.
1966.
4. G nedenk o B .v . Gio trnh l thuyt xc sut, Khoa hc,
Moskva, 1965 (ting Nga).
5. H ald A. Statistical theory ivith engineering applcatons.
John Wiley & Sons, NY, 1966.
6. K irkw ood B.R. Essentials of medical statistics. Blackwell
Scient. PubL, 1988.
7. M onfort A, Cours de probabilits. Enconomica, Paris, 1980.
8. M onfort A. Cours de. statistque mathmatique. Economica,
Paris, 1982.
9. S and ers D.H. and F. Allard. Statistics: A fresh approaci.
McGraw - Hill, 1990.
10. TsiSiY, Mthodes statistiques. Economica, Paris, 1989.
11. Trn Tun ip , L H ong T, Gio trinh l thuyt xc
sut v thng k ton hc, NXB i hc v THCN, H Ni,
1977.

239
 MC
LC

Li ni u ....................................................................................................3

CHNG I. S NGU NHIN V PHP TNH XC S U T.....................5

1. Khi nim m u................................... .................................. ...............5
1.1. S kin ngu nhin.......................................................... 5
1 .2 . Php ton v quan h ca cc s kin.......................... 6
1.3. Gii tch kt hp................................................................. 9
2. Cc nh ngha ca xc sut................................. ............... .........11
2.1. nh ngha c in......................................................... 11
2.2. nh ngha thng k .......................................................14
2.3. nh ngha tin ..........................................................16
3. Xc sut c iu kin ...................... .......... ...........................................18
3.1. Khi nim ........................................................................ 18
3.2. Cng thc cng v nhn xc su"t.................................. 20
3.3. Cng thc Bc-nu-li................................................ ......26
4. Cng thc Bay-t....... ............................................... ............. ...... 29
4.1. Khi nim nhm y ................................................ 29
4.2. Cng thc xc sut y ............................................. 30
4.3. Cng thc Bay-t.............................................................31
Bi t p ............................................................................................................. 35

CHNG II. BIN NGU NHIN V LUT PHN PHI XC SUT 39

1.Khi nim bin ngu n h in ..................................................................... 39
1.1. Klii nim ........................................................................39
1.2. Phn loi......................................................................... 40
2. Lut phn phi xc sut...................... ...................................................40
2.1. Bng phn ph xc sut v hm xc sut................ K)
2.2. Hm phn phi xc s u t ........................................................ 43
2.3. Hm mt xc su t..................................................... 45

240
 ^3. Cc s c trng ca bin ngu nhin.............. ...................... ....... . 48
3.1. K vng................................................................ .........48
3.2. Phng sa i.......................................................................51
3.3. Mt s"c s"khc.......................................................... 54
4. Mt s phn phi thng d n g ..............................................................56
4.1. Phn phi u................................................................ 56
4.2. Phn phi nh thc........................................................57
4.3. Phn phi Poa-xng...................................................... 60
4.4. Cc phn phi ri rc khc ......................................... 61
4.5. Phn phi chun............................................................. 65
4.6. Cc phn phi lin tc k h c.......................................... 70
B t p ........................... ....................................................................................76

CHNG III. BIN NGU NHIN NHlU C H I U ................................ 79

1. Lut phn phi ca bin ngu nhin nhiu chiu............ ....... 79
. . Cc khi nim c s........................................................ 79
1 1
1.2. Phn phi xc sut ca bin ngu nhin hai chiu
ri rc............................................................................... 81
1.3. Phn phi xc sut ca bin ngu nhin hai chiu
lin tc.............................................................................84
2. Cc s c trng ca bin ngu nhin hai chiu............................ 89
. . Cc s c trng ca cc bin thnh p h n................... 89
2 1
2.2. Hip phng sai v h s"tng quan...........................90
2.3. Cc s c trng c iu kin........................................ 93
2.4. Phn phi chun hai chiii............................................ 94
3. Hm ca cc bin ngu n hin ............................ .................................. 96
3.1. Hm ca mt bin ngu nhin...................................... 96
3.2. Hm ca hai bin ngu nhin.......................................98
3.3. Cc s"c trng ca hm ca cc bin ngu nhin.. 102
4. Cc nh t gii hn v lut s ln...................................................... 103
4.1. S hi t ca dy bin ngu nhin.............................. 103
4.2. Cc nh l gii hn...................................... ...............105
4.3. Lut s*ln.................................................................... 107
t p ........................... ....................... ................. ........................................ 110

241
CHNG V. MU THNG K V c LNG THAM s ............113
1. Mau v thng k m t........................................ ............ ................... 113
. . Mu v tp m ng.............................................. .113
1 1

1.2. Vn chn mu.................................... ......................114

1.3. Phn loi v m t s liu m u ................................... 116
2. Mu ngu nhin v cc c trng mu.................. ........................ 121
2.1. Mu ngu nhin t mt tp n n .................................121
2.2. Cc c trng mu....................................................... 123
2.3. Vn tnh ton cc dng c trng mu.................. 128
3. c lng im ..................................................... ...................... .133
3.1. c lng tham s'................... .....................................133
3.2. Cc tnh cht ca c lng dim...............................134
3.3. Cc phng php c lng............................... ...... 136
4. Khong tin cy........................ .................... ............. ...................140
4.1. t; lng k h o n g ..................... .................... ........................ 140
4.2. Khong tin cy cho k vng................................... 141
4.3. Khong tin cy cho t l ......................................................146
4.4. Khong tin cv cho phng sai....................................150
Bi tp ..................................... .......... ............. ................................... 153

CHNG V. KIM NH G THUYT..............................................158

1. Gi thuyt thng k v quy tc kim nh......................................158
. . Gi thuyt thng k ..................................................... 158
1 1

1.2. Quv tc kim nh gi thuyt......................................159

; 1.3. Cc dng min ti h n .............................. ...................162
2. Cc kim nh dng mt m u .............................. .................................... ...... ........
2.1. Kim nh v k vng............ ..................................... 163
2.2. Kim nh v t l ............. ........................... . 166
2.3. Kim nh v phng sa i......... ................................... 168
3. Cc kim nh dng nhiu m u.......................... .........................170
3.1. So snh hai k vng.....................................................170
3.2. So snh hai t l ................................................. ....... 172
3.3. So snh hai phng sa i.......................... ..................... 174
3.4. So snh nhiu trung bnh (phn tch phng sai) .... 176

242
 4. Kim nh phi tham s ........................................................ ......... 179
4.1. Kim nh gi thit v lut phn phi........................ 179
4.2. Kim nh gi thuyt c l p ...................................... 184
Bi t p ................. ............................ ............................. ...........................188

CHNG VI. PHN TCH H l Q U Y.................................................... 194

1. Phn tch tng quan........................................................................ 194
1.1. Hip phng sai v h s tng quan........................194
1.2. H stng quan mu................................................. 195
1.3. Tiu chun c lp ca hai bin ngu nhin........... ..200
1.4. lim nh gi thuyt v h s"tng quan.................203
2. Hi q u y ........................... ............... ................................................... 204
2.1. M hnh tuyn tnh......................................................204
2.2. c lng h s"hi quy...............................................206
2.3. Trng hp c gi thit chun.................................. ...213
2.4. H s"xc nh..............................................................216
2.5. Hi quy phi tuyn.........................................................217
3. Hi quy bi........................................................................................... 221
3.1. M hnh hi quy bi tuyn tn h ................................... 2 2 1
3.2. Tng quan bi v tng quan ring......................... 224
B t p ................................................................................................. 227

PH LC. CC BNG s .......... ............. 230

X

1. Bng hm Gao-x (p{x) = - 'Y 230

v2 n
1
2 Bng hm Lp-la-x = 7==r e dt ................. 232
v2;r
3. Bng phn v Stiu-n P < a a)- ^ vi X - t{n).......233
4. Bng phn v / P(X < vi X - / { n ) ............................ 234
5. Bng phn v Phi-s...................................................... 235
6 . Hng dn s dng cc bng s'.................................237
Ti liu tham kh o ...................................................................................... 239

243