Giáo Trình Xác Xuất Thống Kê - Ứng Ụng P1

TRl/CfNG DAI HOC CONG NGHIEP TP.
HCM
KHOA KHOA HOC CO BAN
T S . N g u y e n P h u V in h (C h u b ie n )
T a p T h e G ia o V ie n T o T o a n K h o a K H C B
G IAO T R 'lN H
X A C SU A T ■ T H O N G K E
V A U N G D U■ N G
DUNG CHO BAC DAI HOC V A CAO DANG
t=x . L_
<p(*> = J -;= e 2 dt
tU A
NHA XUAT BAN THONG KE - 2008

LCfl N O ID A U
Xac su§'t thong k§ (XSTK) dtidc bien soan dtia tren de ctidng mon hoc
cung ten do Bo Giao Due va Dao Tao qui dinh bat buoc cho sinh vien cac
khoi nganh cong nghe va khoi nganh kinh te cua Trtidng Dai hoc Cong
nghiep Tp.HCM. Rieng sinh vien khoi kinh te co the bo qua cac phan co
lien quan den tich phan boi.
Trong giao trinh hau het cac dinh ly deu dtidc chting minh mot
cach chi tiet, tham chi co nhieu chting minh muon hieu, doi hoi ngtidi doc
phai co trinh do toan nhat djnh, nhat la chticfng vectd nglu nhien, nhiftig
chu trtidng khong bat buoc sinh vien phai hieu ttfcfng t$n cac chting minh,
ma chi can nhd dinh ly va van dung chung vao bai t|p va thtic te. Song
song do giao trinh van luon coi trong phan cong nghe thtic hanh tmh toan,
nen sinh vien se bat gap nhting ham thong ke trong excel, cung nhti cac
ham trong calculator 570MS diTdc long ghep trong phan tmh toan, de sinh
vien co da dang cong cu tinh toan khac nhau. Co sau bang tra so lieu cac
phan pho'i thong dung dtidc lap trinh so' bang MALAB, d dau m5i bang co
vi du cach tra cu the tting tham so" cho tting bang so li6u. Tat ca bai tap,
d£*u co lcTi giai trong sach Ngan hang c§u hoi XSTK vdi cung tac gia va
da xuSt ban nam 2006.
Sach duoc viet boi Tap the giao vien To toan thuoc Khoa Cd ban
trifdng Dai hoc Cong nghiep Tp.HCM. Tap the tac gia cung xin bay to
long cam chan thanh den Ban Giam Hieu trticfng Dai hoc Cong Nghiep
Tp.HCM, dac biet Tign ST. Hieu Trtiofng Ta Xuan T l, Ngai da dong
vien giup d3 de giao trinh nay kip ra mat phuc vu sinh vien va thay giao.
Mac du cac tac gia da rat co gang nhOhg chac han khong tranh
khoi thieu sot, bdi mot le "khuyet tat nglu nhien ton tai mot cach tat
nhien trong bat ky mot ca'u true vat the nao", do la "tat nhien tan ltic,
ngau nhien l6i lam" va chung ta dang di tim qui luat tCf trtic quan sinh
dong trong khong gian lion don ngau nhien den qui luat tat nhien trong tti
duy ttiu ttidng, tim cai tat dinh trong khong gian bat dinh. Day cung chmh
la vi nhan sinh, la muc dlch cua mon hoc nay. Nhting y kien dong gop ve
nOi dung va hinh thtic cua tap sach se dticJc tiep thu vdi sti tran trong va
long biet cm sau sac, xin gdi ve TS.Nguyln Phu Vinh, Khoa Cd Ban,
Trtidng Dai hoc Cong nghiep Tp.HCM.
Tp.HCM, ngay 01 thang 04 nam 2007
Thay mat cac tac gia .
Tien ST: Nguy§n Phu Vinh
LCfl NOI DAU
Xac suat thong ke (XSTK) difdc bien soan di/a tren de ctidng mon hoc
cung ten do Bo Giao Due va Dao Tao qui dinh bat buoc cho sinh vien cac
khoi nganh c6ng nghe va khoi nganh kinh te cua Trtidng Dai hoc Cong
nghiep Tp.HCM. Rieng sinh vien khoi kinh te co the b6 qua cac phan co
lien quan den tich phan boi.
Trong giao trinh hau het cac dinh ly deu dtidc chting minh mot
cach chi tiet, tham chi co nhieu chting minh muon hieu, doi hoi ngtidi doc
phai co trinh do toan nhat dinh, nhat la chtidng vectd ngSu nhien, nhtftig
chu trtidng khong bat buoc sinh vien ph£i hieu ttidng t3n cac chting minh,
ma chi can nhd dinh ly va van dung chung vao bai tfp va thtic te. Song
song do giao trinh vSn luon coi trong phan cong nghe thtic hanh tmh toan,
ham trong calculator 570MS dtidc long ghep trong phan tmh toan, de sinh
vien co da dang cong cu tmh toan khac nhau. Co sau bang tra so' lieu cac
phan phoi thong dung dtidc lap trinh so bang MALAB, d dau m5i bang co
vi du cach tra cu the tting tham so cho tting bang so lieu. Tat ca bai tap,
deu co lefi giai trong sach Ng§n hang c§u hoi XSTK vdi cung tac gia va
da xuSt ban nam 2006.
Sach dugc viet boi Tap the giao vien To toan thu0c Khoa Cd ban
trticJng Dai hoc Cong nghiep Tp.HCM. Tap the tac gia cung xin bay to
long cam chan thanh den Ban Giam Hieu trticfng Dai hoc Cong Nghiep
Tp.HCM, dac biet Tien ST. Hieu Trtftfng Ta Xu3n T l, Ngai da dong
vien giup d3 de giao trinh nay kip ra mat phuc vu sinh vien va thay giao.
Mac du cac tac gia da rat co gang nhtihg chac han khong tranh
khoi thieu sot, bdi mot le "khuye't tat ng§u nhien ton tai mot cach tat
nhien trong bat ky mot cau true vat the nao", do la "ta't nhien tan ltic,
ngau nhien 16i lam" va chung ta dang di tim qui luat tti trtic quan sinh
dong trong khong gian hon don ngSu nhien den qui M t tat nhien trong tti
duy ttiu ttidng, tim cai tat djnh trong khong gian bat dinh. Day cung chinh
la vj nhan sinh, la muc dich cua mon hoc nay. Nhting y kien dong gop ve
nfli dung va hinh thtic cua tap sach se dticJc tiep thu vdi sti tran trong va
long biet On sau sac, xin gefi ve TS.Nguyen Phu Vinh, Khoa Cd Ban,
Tien ST: Nguyln Phu Vinh
LCfl n6 i dau
Xac sua't thong k§ (XSTK) dufdc bien soan dtia tren de ctidng mon hoc
cung ten do Bo Giao Due va Dao Tao qui djnh bat buoc cho sinh vien cac
khoi nganh c6ng nghe va khoi nganh kinh te cua Trtidng Dai hoc Cong
nghiep Tp.HCM. Rieng sinh vien khoi kinh te co the bo qua cac phan co
lien quan den tich phan b0i.
Trong giao trinh hau het cac djnh ly deu dtidc chting minh mot
cach chi tiet, tham chi co nhieu chting minh muon hieu, doi hoi ngtfdi doc
phai co trinh do toan nhat djnh, nhat la chtfdng vectd ngau nhien, nhtfng
chu trtidng khong bat buoc sinh vien ph&i hieu ttidng tan cac chting minh,
ma chi can nhd dinh ly va van dung chung vao bai t$p va thtic te. Song
song do giao trinh van luon coi trong phan cong nghe thtic hanh tmh toan,
ham trong calculator 570MS dUdc long ghep trong phan tmh toan, de sinh
vien co da dang cong cu tinh toan khac nhau. Co sau bang tra so' lieu cac
phan phoi thong dung dtidc lap trinh so bang MALAB, d dau mdi bang co
vi du cach tra cu the tting tham so cho tting bang so' lieu. Tat ca bai tap,
d£»u co lcTi giai trong sach Ng$n hang cSu hoi XSTK vtfi cung tac gia va
da xuat ban nam 2006.
Sach duoc vie't bdi Taip the giao vien To toan thuoc Khoa Cd ban
trtidng Dai hoc Cong nghiep Tp.HCM. Tap the tac gia cung xin bay to
long cam chan thanh den Ban Giam Hieu trtidng Dai hoc Cong Nghiep
Tp.HCM, dac biet Tien ST. Hieu Trtidng Ta Xuan Te, Ngai da dong
vien giup dd de giao trinh nay kip ra mat phuc vu sinh vien va thay giao.
Mac du cac tac gia da rat co gang nhiftig chac han khong tranh
khoi thie'u sot, bdi mot le "khuye't tat ngiu nhien ton tai mOt cach tat
nhien trong bat ky mot ca'u true vat the nao", do la "ta't nhien tan ltic,
ngau nhien 16i lam" va chung ta dang di tim qui luat tti triTc quan sinh
dong trong khong gian hon don ng2u nhien den qui luat ta't nhien trong tti
duy ttiu ttidng, tim cai ta't djnh trong khong gian ba't djnh. Day cung chinh
la vj nhan sinh, la muc dich cua mon hoc nay. Nhting y kie'n dong gop ve
noi dung va hinh thtic cua tap sach se dtidc tiep thu vdi sti tran trong va
long biet dn sau sac, xin gdi ve TS.Nguyin Phu Vinh, Khoa Cd Ban,
Tien ST: Nguyen Phu Vinh
MUCLUC
Left noi dû ...3
Muc luc.... ....4
PHAN I: LY THUYET XAC SUAT

CHl/CfNGl: XAC SUAT BIEN CO VA CONG THLfC
XAC SUAT....................................................................... 5
CHl/CfNG 2: BIEN NGAU NHIEN (BNN).......................... 27
CHUCfNG 3: CAC DINH LY G I0 I HAN.............................. 93
CHl/CfNG 4: VECTCf NGAU NHIEN (VTNN)..«................ 113
PHAN II: LY THUYET THONG KE

CHl/CfNG 5: LY THUYET M A U ......................................... 198
CHl/CfNG 6: l/CfC LI/0N G DAC TRl/NG DAM DONG... 217
\CHl/CfNG 7: KIEM DINH GIA THIET THONG K E ___ 241
CHl/CfNG 8: LY THUYET Tl/CfNG QUAN......................... 271
BANG SO A, GIA TRI HAM MAT D O ............................... 298

BANG SO B, TICH PHAN LA PLA CE................................ 299
BANG SO C, PHAN PHOI STUDENT.... ........................... 300
BANG SO D, PHAN PHOI CHI BINH PHl/CfNG............. 302
BANG SO E, PHAN PHOI FISHER - SNEDECORE........306
BANG SO F, PHAN PHOI CHUAN DCfN GIAN N(0,1) ... 314
TAI LIEU THAM KHAO ....................................................... 316
Chufdng 1: Xdc suaft cua bien co v£ c ic cone thtfc xac suat. 5
PHAN I: LY THUYET XAC SUAT
Chtfctag 1
X ac su a t cu a bien cd" va cac cong thufc xac su at
I. Xac sufi't cua bien co'
1.1. Dinh nghTa co dien v i xac suSft
Trong xac su§t, ta hieu phep thu* nhu* la viSc thifc hien
mot nh6m dieu kien xac djnh (chSng han lam thi nghiem)
de nghlen clTu mot doi tifdng hay mpt hien tutfng nao do.
Ket qua cua DheD thCraol la bien_co.
—---------------
Vi du: Cac vi du ve phep thu*
- Tha hon bi tir do cao lm , bien co: "hon bi rcfi xuong".
- Gieo 1 dong xu, bien co: "dong xu sap", "dong xu
ngfra".
- Gieo 1 con xuc x3c, bien co: "xuat hien mat 3 cham*.
- Kiem tra 1 SV ve mon XSTK, bien co:’ "dat", "khong
dat".
1.2. Cac lo a i bien co

0 B i|i^ c 6 c'hSc ch in (ky hi§u Q) la bien co nhat djnh xay
ra khittuJeirffn^phep thu*.
@Biifr^c6 khong the (ky hieu 0 ) la bien co nhat djnh
khoncfxay ra RTfi th u t hien phep thir.
Q Bien co tonq: C la bi£?n co tong cua hai bien co A, B, ky
hieu la C=AuB, neu C xay ra khi va chi khi it nhaft m6t
trong hai bien co A hay B xay ra.
(p)Bien co t ich: C la bien co tich cua hai bien co A, B, ky
hieu la C=AnB=A.B=AB, neu C xay.ra khi va chi khi ca
hai bien co A hay B deu xay ra.
Vf du:
-Bien co "hon bi rcfi xuong" la Q.
-Bien co "xuat hien dong thcli mSt s£p va ngfra" khi gieo
dong xu la 0 .
8 Chitong 1: X£c suat cua bien co va c£c cong thtfc x£c su£t.
« f o - ( c |c J + c |c J )
Cach 2: Ta dung BC doi l|p : P ( c ) = f 16
c 10
• Han che: Djnh nghTa theo quan dielm co dien con nhtfng
han ch§ sau:
+ s6 lifting cSc bcsc la hull han.
+ tmh chat dong kh& nSng kh6ng phai bao gid cung xac
djnh dutfc.
Clilnh v) the ta co mot djnh nghla khac nhir sau:
I I I . D jnh nghla xac suat th e o th o n g ke:

Neu I3p lai n lln phep thu*, trong do co m I3n xu§t hien
bien co A thi ty s6: f „ ( A ) = — dutfc goi la tBn suSt cua
ft
bien c6 A.
Vdi n du I6n thi tl so nay co gi6i han being so p nao
do, di/dc goi la xac su§t cua A.
P ( A ) = Um f „ ( A ) = p
n—»oo
Ta se th§y y nghla cua dinh nghla n&y qua djnh ly
Bernuilli d chutfng 3 ro rang hdn.
- Uu di£m: Kh6ng gian bcsc Q g$m v6 han bcsc mS
kh6ng d in doi hoi tmh dong kha nSng.
- Nhu’dc diem: ©di h6i phai lap lai nhieu Ian phep
thCr. Trong thi/c te, nhiSu bai toSn kh6ng cho phep th u t
hien do dieu kien va kinh phi lam phep thir.
V i.d n li
Trong th6ng ke dSn s6, ngi/di ta da tong ket dutfc xac
suSt em be ra ddi la trai hay gai x§p xi being 0,5.
b
Vf d u 2 :
Xac su a t dugc m ^ t sap khi tung dong xu la —.
2
IV . D jnh nghla x£c su a t b ln g hin h hoc

Chitting 1: X£c suat cua bien co va c ic c6ng thtic xac suat. 9
Cho m i4n f t . Goi do do cua ft la do dai, dien tich, t h i tich

(ting vdri ft la diffrng cong, m ien phang, khoi).
Goi A la b ien co la (diem, dtf&ng cong, m ien phang, kho'i)
M e S d f t . Ta c6
- P(A) = ^ .
d6 do f t
Vf du:
Tim x^c su at cua diem M rcri vao h in h tro n noi tie p h in h
vuong can h 2 cm.
Giai:
_ dodoS _ ;r x l 2 _ /r
do do ft ~ 4 ” 4
Ngoai ra mot djnh nghla tong quat nhat cua xac suat la
theo ti§n de do do, do nha toan hoc Nga Kolmogorop nam
1933, dieu nay da day XSTK len mot tarn cao m6i, nhu*ng
cut ky phut tap, ta khong xet trong giao trinh nay.
V. Tm h c h a t va y nghla cua xac suat:

5.1. Tm h c h a t cua x£c s u it
i. P(0)=O
ii. P(Q)=1
iii. 0<P(A)<1, vdi moi bien co A e ft. .
5.2. Y nghTa:
Xac suat P(A) dac triffig cho kha nang xu§t hien bien co A
trong phep thu*. P(A) cang Icfn (cang g in 1) thi kha nang
xuSt hi§n A cang nhieu, P(A) cang nh6 (cang gBn 0) thi
kha nang xuat hien A cang It.
V I. Cdc cong thufc tm h x i c suat

6.1 Cong thufc cong
• pien co A, B xung khSc, tu t A nB= 0.
P(AuB)=P(A)+P(B)
• Md rong: A,B,C xung kh ic tCtag doi:
P ( A u B u C)=P(A)+P(B)+P(C)
10 Chifcfng 1: Xac suat cua bien co va cac cong thtic xac suat.
• A,B bat ky:

P(A u B) = P(A)+P(B)-P(AB)
• P(A) = 1-P(A).
• Md rong: n = 3.
P(A!U A2U A3) = P(Aj) + P(A2) + P(A3) - P(A iA2) - P(A,A3) - P(A2A 3)+
+P(A,A2 A3).
• Md rong : n =4.
P(A!U A2U A 3 U A4) = P(Ai) + P(A2) + P(A3) + P(A4) - P(A,A2) -
-P(Aj A3) - P(AiA4) - P(A2A3) - P(A2A4) - P(A3A4) +
+P(A,A2 A3)+P(A,A2 A4) +P(A2A 3 A4) - P(A!A 2 a 3 A4)
• Md rong: Vdi n tong quat.
•— c*
P ( A , u A , u - An ) = X P ( A , ) - X P ( A 1Aj )+ X P(AjAjAk ) t-
i=l i<j i<j<k
c"
+ ( - 1 ) " - ' X P(A,A2A3 ...A n)
Vf dul:
' Mot hop di/ng 10 bi, trong do co 4 bi do. LSy ngau nhien
3 bi tu* hop. Tlnh xac suat de
a/ lay 3 bi khong co bi-do.
b/ lay dutfc it nhat 1 bi do.
Giai:
a/ A: BC: 3 bi khong co bi do: P(A) = ^ —^

c 10
b/ Ta dung bien co doi lap.
B: BC: dutfc It nhat 1 bi do : p ( b ) = 1 - P ( a ) = 1 - '~4\ 6

cc ^10
, , ( c 6zc j + c j c 42 + c 6° c 43 )
Hay tlnh tru t tiep : P(B)
B) = ±-----------------------------r---- I
c 10
Vi du2:
Cong ty md mot cuoc dieu tra thi triTcJng ve chi so tieu dung cua khach
hang cho 3 loai san pham cua cong ty lam ra: may tmh (C), dien thoai
di dong (T), dia DVD (D) nhir sau: Trong mot sieu thi: Co 60 ngi/di
Chifdng 1: Xac suat cua bien co' va cac cong thtic xac suat. 11
dung (C), Co 75 ngiTdi dung (D), Co 70 ngtfcfi dujig (T), Co 30 ngi/di

dung (C,T), Co 25 ngifdi dung (D,T), Co 30 ngifdi dung (C,D), Co 10
ngirdi dung (C,D,T), Co 50 ngi/di khong dung ca ba. Neu co mua it
nhat mot mon hang thi dtfdc thifdng. Lay NN mot ngifdi trong sieu thi,
tmh XS de ngiTcfi nay dUdc thtfcfng qua.
Giai:
Ta tim so phan tti tting vung nhu tren hinh ve: do \Cn D n T\ = 10 nen
|(C n r)\Z > | = 3 0 -1 0 = 20, |( Z ) n r )\C | = 25-10 = 15,
|(Z> n C) \ rj = 30 -1 0 = 20,
|C \ ( D uT )! = 6 0 -(2 0 + 10+ 20) = 10,
|Z )\(C u 7 ’)| = 7 5 -(2 0 + 10 + 15) = 30,
|r \( C u Z ) ) | = 7 0 -(2 0 + 10+ 15) = 25 , vay
|(7, uC uZ>)| = (20 + 10 + 30 + 20 + 10 + 15 + 25) = 130 ,
Vay tong so'phan tti = |r u C u £ > | + 50 = 130+50=180
. 130 13
P(TuCuD ) =
130 + 50 18
Cach khac:
12 Chtfcfng 1: Xac suat cua bien co va c£c c6ng thtic x£c suat.
P{T' u C kjD) = P ( T ) + P [ C ) + P { D ) - P { T r \ C ) - P [ T r \ D ) - P [ C n D )
, ^ . 60 75 70 30 25 30 10 130_
+ P ( T u C( j D) =---- + -----+ --------------------------- + ----- = ----- »
v ’ 180 180 180 180 180 180 180 180
Vi du3:
L6p hoc day bon mon: co 55 em gioi dai so' (A=Algebra), co 65 em
gi6i sinh hoc (B=Biology), co 65 em gioi may tmh (C=Computer), co
75 em gi6i thiet ke do hoa (D=Designer), co 20 em gioi A&B, co 30
em gi6i A&C, co 30 em gioi A&D, co 35 em gioi B&C, co 45 em
gi6i B&D, co 50 em gi6i C&D, co 10 em gi6iA&B&C, co 15 em gi6i
A&B&D, co 25 em gioi A&C&D, co 30 emgioi B&C&D, co10 em
gi6i ci bo'n A&B&C&D va co 10 em khong gi6i mon nao. Gi6i mot
mon thi dUcfc thifdng. Goi ten NN mot em, tinh XS de em do diftfc
thifcfng.
Giai:
Vi A r ^ B n C A n B n C n D va \Ar\ B r\C\ = \ A n B r^C r\D\ = \Q

nen ta co hinh ve difdi day.
Bang phtfdng phap loai truf dan ta se co cau true phan tuf nhif hinh ve
tren.
Tong so phan tuf = \A u B u C u D\ +15 =

= |Z)| + 5 + 5 + 10 + 5 + 5 + 5 +15= 75+35+15 =125
Va theo cong thtic xac suat co dien ta co ket qua:
Z)|+ 5 + 5 +10+ 5 + 5 + 5 75 + 35 110

P(AuBuC uD ) =
125 125 125
Chiftftig 1: XAc suaft cua bien co v i c ic cong thufc xac suat. 13
Cach khdc:
P ( A v B v C u D ) = P{A) + P(B) + P(C) + P(D) - P(A n B) - P(A n C)

- P ( A n D ) - P(B n C ) - P(B n D ) - P{C n D ) +
+ P ( A n B n C ) +P ( A n B n D ) +P ( A n C n D ) + P ( B n C n D ) -
-P(AnBnC nD )
55 65 65 75 20 30 40 35 45 50
~ 125 125+ 125 125 125 125 125 125 125 125+
10 15 25 30 10 110
H-------1------H------ + ------------ —----- S
125 125 125 125 125 125
]6L2l Xac suS't co dieu kien, cong th tfc nhan xac suat.
6.2.1. Xac s u a t co dieu kien
- Dinh nahia: Cho 2 bien co A va B. Xac su§t co dieu kien
cuaÂ vdi dieu kien B, ky hi§u P(A/B), la xac suat cua A
du'dc tmh sau khi B da xay ra.
- Cong thtic t m h :
P ( A l B) = => P(AB) = P(B)P(A / B) = P(A)P(B / A)
"(•o)
14 Chifdng 1: Xac suat cua bien co v i cdc cone thufc xac suat.
V j d u l:
Mot cong ty can tuyen 2 nhan vien. Co 6 ngi/di nop
trong do co 4 ntf va 2 nam. Kha nang dutfc tuyen cua moi
ngutfi la nhif nhau. Tinh xac suat de
a/ ca 2 ngutfi nu' dutfc chon, biet rin g co It nhat 1ngutfi
ntt da dutfc chon.
b/ Neu Hoa la mot trong 4 ntf, tinh xac suat de Hoa dutfc
chon, suy ra xac suat de Hoa dutfc chon vdi dieuki e n
r3ng co it nhat 1 ngutfi nu' da dutfc chon.
Giai:
a/ Ta dung xac suat co dieu kien:
C: BC co 2 nur difdc chon.
D: BC co it nhat mot nff dtfdc chon.
b/ Xac suat de Hoa difcfc chon la: ~ = — , do do xac suat de

Cl 15
5
Hoa difcfc chon vdi dieu kien da co mot ntf dtfdc chon la: — = —
14 1 4
15
Vi du2:
Mot cong ty can tuyen 2 nhan vien. Co 6 ngu'di nop dcfn,
trong do co 4 nu1va 2 nam. Tuyen NN lien tiep 2 ngi/di.
Tinh xac suat de ca 2 ngutfi nur dutfc chon.
Giai
Ta dung xac suat co dieu kien:
4 3 = 2 = C^
P( Ai A2) = P ( A l ) p [ Ay A
/ ^j
6 5~5 cl
ChiftJnp 1: Xdc suat cua bien co" va cac cong thtfc xac suat. 15
V« du3:
Mot xi/dng phim, tuyen 100 ngifcfi, tiong do co 40 ngUfri la nff, co 10
ngirdi la d vi tri quan ly, trong do co 5 ngifcfi vijfa la ntf vCfa la quan ly.
Goi ngSu nhien mot ngifcfi. Tinh XS de:
a/ la nu\
b/ la ngtfdi khong phai d vi tri quan ly.
c/ la quan ly nhtfhg vdi dieu kien lai la nff.
Giai:
40
a/B: BC la ntf: P{B) =
100
-X 100-10 90
b/ Q: BC la vi tri quan ly: p [q ) =
100 100
P{AnB) 5/100 1
c/ Ta dung xac suat co dieu kien:P (/l//?).
P(B) 40/100 8
6.2.2. Cong thufc nhan:

Bien co doc U p : 2 bien co A va B goi la doc lip neu
P(A/B) = P(A) (hoac P(B/A)=P(B)), tift la si/xay ra hay
khong cua bien co nay khong anh hi/dng den kha nang
xay ra cua bien co kia.
C h u y:
♦ Bien co A, Bdoc lap -> A, B doc lap.
♦ A va B la 2 b ie n co doc lap neu B co xay ra hay khong cung
khong a n h hiforng d en k h a n an g xay ra A. Ta co
P(AB) = P(A).P(B)
♦ Vdi A, B,C k h ong doc lap th i :
P(AB) = P(A n 5 ) = P(B)P(A / B)
P(ABC) = P(A)P(B / A)P(C / AB)
♦ Md rong: ^
P{A\A2A$....An ) = P ( A X) ' P( AZ / a x). p ( a z / A xA1).P(A a I A xA2/^):..
p ( A / A. A- A~ A A 1 ■ ’r
16 Chifdng 1: X£c suat cua bien co \ k c£c c6ne thufc xac s u a t
Vf d u l: 'Itu JA.
Ba vien dan doc lap b in vao 1 bia Xac suat trung dlch
cua vien thu* n h it, vien thu* hai, vien thuf ba tUdng CiTng la
0,4; 0,5; 0,7. Tim xac suat de:
a/ Co dung 1 vi§n trung dlch.
b/ Co It n h it 1 vien trung dlch.
Giai:
a/ A i: BC vien thu* nhSt trung dlch.
A2: BC vien thu* hai trung dlch.
A3: BC vi§n thu* ba trung dlch.
A: BC co dung 1 vien trung dlch
A —A j A j A j u A j A 2 A j u A x A j A^
P(A ) = p ( a 1 A ^ A 3) + p ( a 1A1 ^ ) + p ( a i A ^ A 3 )
b/ A: BC co It nhat 1 vien trung dlch.
P { T ) = p(AÂÂi)=>P(A) =i ~ p ( T ) U
Vj du2:
TCf 16 san pham co 20 san pham trong do c6 5 san pham
xau, liy lien tiep 2 s in pham (khong hoan lai). Tinh xac
suat de ca 2 san phcfm deu la san ph3m x iu .
Giai:
5 4 . n /j . 4 5 Cf
P(Al ) = ^ - , P \ * 2 / = -!= > P(A\ o ^ [2) = — — = —f-
v w 20 I / A l J 19 Vl 2 ) 192Q c 2q
(lay cung mot luc) ■

V j du3:
Trong tren, ISy lien tiep 3 san phSm (khong hoan lai).
Tinh xac suat de c i 3 san pham deu xau.
Giai:
Tuong tu bai tren: P ( A ) = A ± A = i i _ (i£y cftng mot luc) ■
Vi du4:
M ot to co 4 nam va 3 nuf. Chon lie n tie p 2 ngtfcri. T im xac
suat de:
yhyjggg i: Xac suat cua bien co va c ic c6ng thufc xac suat. 17
a/ Ca 2 l i nuf.
b/ Co 1 nam v& 1 nur.
rfT Q iai:
B at SW
Ai: “ chon dUtfc nuf d la n thuf i”. Bi:“chon diXofc nam d la n thuf
i”.
aJ Goi A: “ chon difcfc 2 nuf”.
Ta co
A = A, A2 => Pi A) = P(Al A1) = P(A,)P(A2/ A, ) = 1 4 = \ ■
"lb 7
b/ Goi B:“chon difcrc m ot nam va m ot nuf”. Ta c6
P ( B ) = P(A xB2 U A2Bl ) xk P(A xB2) + P(A2Bx)
= P(AX)P(B2 / Ax) +P(BX)P(A2 / Bx)
3 4 4 3 4
= —x - + - x '- = —
7 6 7 6 7
C ach khdc: D ung x£c su at c8 dien (lay cung mot luc):
c \c \ 4
C 72 7'
Nhan x e t: Dufa v&o vl du 2,3,4 ta n h a n x et ra n g viec xac
su a t lay lien tie p la n lufoft n vat, m6i la n m ot v a t va khong
hoan lai, th i ttfcrng difomg vdi xac su at lay cung luc n vat.
, ' \
V II. Cdng thufc xac su at d iy du, cong thufc Bayes

Ta xem hinh duoi day: Tap Q dirge phan cat thanh n tap rdi nhau, ta. '
goi:
• He day du m o d i : Ai, A2, A3, A4 ,.....An rdi nhau c Q , thoa:
DAI HOC TRAi NGUYEN

TRDUGTAMHOCLltl)
18 Chifdng 1: Xdc suat cua bien co v i c ic cone thtfc xac suat,
i=n
Al 'uA2 u...<jAn =Q., £ P (/1 /) = 1
i=l
• He day du trons cac bien co co dieu kien: ^ / g y V(^ B cz Q. (bat
ky) f r * \
Co n bien co xung khac tung doi (roi nhau) co dieu kien:
)
Va chung thoa: (At n i ? ) u (a 2 n Z ?)u (a 3 n 5 ) u - u n B ) =B
i=n
Y . p \ a ‘//BU i
1=1
Vi du:
He {^ ,/l}la day du ngoai.
7.1. C o n g th tfc xac su a t day du

Xac su3t cua B tren he day du: Ai, A2, A3, A4 ...... An roi nhau e Q. la:
Chufng minh:
Vi chung thoa: [Aa n B ) u ( ^ n B ) u ( ^ n l { ) u - u ( / l n n / l ) = /}
va tifng cap (/!,- n f i ) la xung khac, nen theo cong thtic cong ta co:
Chtidng 1: X£c suSft cua bien co va cac cong thtic xac suat. 19
P{B) = P[Al n B ) + P(A1 n B ) + -- +P{ A„nB) >

theo cong thtic nhan ta co:
P(B) = P ( A , ) p [ B / Ay p { A 1) p [ B/ Ay . . . _ +P[A„)p{B/A''
7.2. Cdng thufc Bayes (gia th ie t, aia sufl:

Xac su at de xuat h ie n Ak vtfi gia suf da xuat h ien B la:
,/ ) p{M bA )
' BJ P{B)
r ( A k B) p^ i % J
That vay: P \ ^ k
B P(B) P(B)
Vf dul:
Co 2 lo san pham. Lo 1 co 20 san pham, trong do co 15
san pham tot. Lo 2 co 20 san pham, trong do co 10 san
pham tot. Lay ngau nhien 1 lo va tu* lo do chon ngiu
nhien 1 san pham.
a/ Tim xac suat de san phSm lay ra la san pham tot.
b/ Gia sir san pham lay ra la san pham tot. Tinh xac suat
de san pham do thuoc lo thu* nhat, lo thu* hai.
Giai:
P ( h ) P \ Ay
b/ P
P(A) P(A)
Vi du2:
Co 3 hop thuoc. Hop 1 co 5 ong tot va 2 ong xau. H6p 2
co 4 ong tot va 1 ong xau. Hop 3 co 3 ong tot. Lay ngau
nhien 1 hop va tu* hop do rut ngau nhien 2 ong thuoc.
20 Chifdng 1: Xac suat ctia bien co v i c£c c6ne thtfc xac suat.
a/ Tim xac suat de di/dc 1 ong thuoc to t va 1 ong thuoc

xau.
b/ Gia su* khi rut 2 ong thuoc, ta thay co 2 ong thuoc tot.
Tim xac suat de cac ong do d hop 2.
Giai:
a / P ( » i ) = i = P ( H j) = P ( / / 3 ) , ! ;
1 c \c \ 1 c \c \ 1 0
= —X , + -X . -I— X—r-
3 C72 3 c| 3 c|
b/ B: BC difcfc 2 ong thuoc tot.
1 c f 1 cl 1 c f
= —X— H— X— H— X—~
3 Cj 3 cj 3 c |
' 2/ |=
B P(B)
Vi d M? :
Mot nha may san xuat bong den co 2 phan xi/dng 1 va 2.
Biet rin g phan xuting 1 san xuat gap 4 lan phan xuting
2, ty le bong den hu* cua phan xi/dng 1 la 10%, phan
xu’dng 2 la 20%.
Mua ngau nhien 1 bong den cua nha may.
a/ T]m xac suat de bong den n&y hu*.
b/ Gia sCf mua phai bong hu*. Tim xac suat de bong den
nay thuoc ph§n xu’dng 1, ph5n xutfng 2.
Giai:
a / p (* i) = ;- ^(^1 =7
4 10 1 20
P ( A ) = P ( X t ) p ( f x J +P ( X 2) p [ f x J =
5 100 5 100
Chifdng 1: X£c suat cua bien co v i c£c cdng thtic xac suat. 21
b/ P
.
fv i- l
. r < .x i) p [ y y . \ ,v /N
p fV V -—
. P(/4) ’ I , P(/l)
Vf du4:
Co 3 hop gio'ng nhau: hop I chtia 20 bi tr^ng; hop II chtia 10
bi tra n g v& 10 bi xanh; hop III chtia 20 bi xanh. Chon n g lu
n h ie n m ot hop v& tir d6 gia sti boc ngau n h ien ra dticrc 1 bi
tran g .
Tim xac su at de vien bi d6 1& cua hop I.
Giai:
Goi Ak: “ chon h6p th ti k ” (k = 1; 2; 3).
Suy ra he {Ak) day du vk xung khac. Goi B: “ boc dtfdc bi
tra n g ”.
P W B j. ,j.
X P(Aj)P(BIAj) 3
j 1
BAI T^P4
1/ Mot thu quy co chum chia khoa gom 9 chiec chia gio'ng het nhau,
trong do 2 chia co the md difdc tu. Anh ta thuf ngau nhien tting chia
(chia khong trung difdc bd ra ngoai). Tim XS de anh ta md difdc tu
dung vao lan thti 3.
2/ Hai Sv chdi mot tro chdi nhif sau: Ca hai luan phien lay moi lan
mot bi tti mot hop difng 2 bi trang va 4 bi den (bi difcfc rut ra khong
tra lai vao hop). Ngifdi nao lay ra difdc bi trang tnfdc thi thang
cuoc. Tinh XS thang cuoc cua ngifdi lay trifdc.
3/ Hai Sv chdi mot tro chdi nhif sau: Ca hai luan phien lay mdi lan
mot bi t£f mot hop difng 2 bi trang va 4 bl den (bi difdc rut ra khong
trd lai vao hop). Ngifcfi nao lay ra difdc 2 bi den trifdc thi thang
cuoc. Tinh XS thang cu6c cua ngifcfi lay tnfdc.
4/ Mot xifdng phim, tuyen 100 ngifcfi, trong dd cd 40 ngifdi la nff, cd

:i 5 ngifdi vifa la nff vffa la quan ly.
22 Chtfdng 1: Xac suat cua bien co v i cac cone thtfc xac s u a t
goi nglu nhien m6t ngifdi. Tinh XS de:

a/ la nff.
b/ la ngifdi khong phai d vi tri quin ly.
c/ la qudn ly nhifng vdi dieu kien lai la nff.
5/ Co 4 hop difng bi, difdc danh so tff 1 den 4.

Hop 1 co 5 X, 3D, 2V.
Hop 2 co 6 X, 8D, 6V.
Hop 3 co 4 X, 7D, 4V.
Hop 4 co 8 X, 5D, 7V.
Ngoai ra con co mot hop nho difng 4 chff so' 0,1,2,2. Lay NN hai
chff so tff hop nh6, roi lay NN 1 bi tff h6p bi co danh so bang tong
hai chff so vffa lay difdc.
a/ Tim XS de difdc bi do.
b/ Biet rang lay difdc bi xanh, tim XS de bi do difdc lay tff hop 1.
6/ Mot ngifcfi co ba ngifcfi tinh, viet 3 la thif cho 3ngifditinh,co3

phong bi. Tinh xac suat de:
a/ Ghep dung hoan toan.
b/ Ghep sai hoan toan.
c/ Co it nhat ghep mot cai dung.
7/ Tung 3 con xuc sac, X bien cd tong. Tim luat phan phoi cua X.
8/ Mot ngifcfi co n ngifcfi tinh, viet n la thif cho n ngifcfi tinh, co n

phong bi. Tinh xac suat de co it nhat ghep mot cai dung.
9/ Tren ban co san 5 dong xu (3N,2S), tung them 3 dong xu nffa, sau
do khoanh lay NN 4 dong xu. Tinh:
a/ XS de chi co 3 N.
b/ Lap phan phoi XS cua X la bien cd cac dong xu ngifa (N).
10/ Mot binh chffa 10 bi, va co 4 bi d6. Lay NN lan I ra 2 bi de tren

ban, sau do lay lan II ra 1 bi nffa.
a/ Tinh XS de lan hai lay ra difdc 1 bi do.
ChiftJng 1: X£c suat cua bien co v i cac cong thtfc xac suat. 23
b/ Tinh XS de tdng hai lan lay ra chi difdc 2 bi do.
11/ Trong nhom gom 10 Sv di thi co 3 Sv chuan bi tot, 4 Sv chuan bi

kha, 2 Sv chuan bi trung binh va mot chuan bi kem. Trong cac
phieu thi co 20 cau h6i. Sv chuan bi tot co the tra lcfi difdc ca 20
cau, chuan bi kha tra lcfi difdc 16 cau, chuan bi trung binh tra ldi
difdc 10 cau, Cdn Sv kem co the tra ldi 5 cau. Mot Sv difdc goi NN
tra ldi difdc 3 cau hoi tuy y. Tmh Xs de Sv do:
a/ difdc chuan bi tot.
b/ difdc chuan bi kem.
12/ Mot binh chtfa 10 bi, va co 4 bi do. Lay NN lan I ra 1 bi de tren

ban, sau do lay lan II ra 2 bi nffa.
a/ Tinh XS de lan II lay ra chi difdc 1 bi do. '
b/ Tinh XS de tdng hai lan lay ra chi difdc 2 bi do.
c/ Chdi tro chdi nhif sau: Neu tong hai lan lay ra t£f m6t den hai bi
do, toi difdc 4$, con lai toi phai mat 7$, toi co ldi khong?
13/ Hai binh m6i binh chtfa 10 bi, va m6i binh co 4 bido. Lay tuf binh I
ra 2 bi bo vao binh 2, sau do lay tif binh IIra 3 bi (xet lay cung
luc). X la so bi do difdc lay tif binh II.
a/ Tim phan phoi XS cua X.
b/ Gia suf X=2 bi do, thi bien co' X phu thuoc nhieu nhat vao bien
co nao d lan lay thtf nhat.
14/ Hai binh m6i binh chtfa 8 bi, va m6i binh co 3 bi do. Lay tif binh I
ra 3 bi bo vao binh II, sau do lay tif binh IIra 4 bi (xet lav cung
luc). X la so" bi do difdc lay tif binh 2.
a/ Tim phan phoi XS cua X.
b/ Gia suf X=3 bi do, thi bien co X phu thuoc nhieu nhat vao bien
co nao d lan lay thi? nhat.
c/ Tim phan phoi XS cua X, neu tif binh II lay ra 4 bi, xet lav co
hoan lai.
24 Chitong 1: Xdc suat cua bien cd va cdc cone thufc xac suat.
15/ Lan I rut 2 la bdi trong b6 52 Id de trSn ban. Lan II rut them 2 Id
nffa de tren ban. Sau do khoanh NN 2 la. X la so la cd co trong 2 la
khoanh sau cung.
a/ Tim phan phoi XS cud X.
b/ Tinh XS trong 2 la do chi c6 1 con cd.
16/ Lan I rut 3 la bai gdm 2 cd, 1 ro trong b§ 52 Id bai de tren ban. Lan
II rut them 2 la nffa de tren ban. Sau do khoanh NN2 la. Xla so 1d
cd co trong 2 la khoanh sau cung.
a/ Tim phan pho'i XS cua X.
b/ Tinh XS trong 2 la do chi co 1 con cd.
17/ Lan I rut 2 la bai trong b6 52 Id bdi de tren ban. Lan II rut them 1
la nffa de tren ban.
a/ Tinh XS trong 3 la do la ba con cd.
b/ Tinh XS rut lan II la do la m6t con cd.
c/ Co mot tro chdi nhif sau: Gid suf rut lan n, la do la m6t con cd.
Vdi bien cd lan I rut difdc 2 la cd thi toi difdc 5$, chi difdc mot la
cd toi difdc 2$, con lai (khong co Id cd nao ) toi mat 1$. Vay toi co
ldi trong tro chdi nay khong?
18/ Lan I rut 1 la bai trong bo 52 la bai de tren ban. Lan II rut them 1
a/ Tinh XS de la thtf hai la con cd.
b/ Vdi hai la bai tren ban. Goi Ai la bien co" co i la cd, i=0,l,2.
Chffng minh he nay la day du.
c/ Mot tro chdi dat ra la: Neu cd hai deu khong co la cd, thi toi
phai mat 10$, Neu chi co mot la cd, thi toi difdc 15$, cdn lai toi
mat 2$. Vay trung binh mot lan chdi toi ldi, 16 bao nhieu.
19/ Lan I rut 2 la bai trong bo 52 la bai de tren ban. Lan n rut them 1
a/ Tinh XS de la thtf hai la con cd.

b/ Tinh XS 3 la bai tren ban la 3 la cd.
Chitons 1: X£c suat cua bien co va c£c cong thtic xac suat. 25
20/ C6 2 cay sung cung ban vao m6t bia, XS sung I ban trung bia la
70%, XS sung II ban trung bia Id 80%.
a/ Sau khi ban hai phat. Tinh XS de sung II ban trung bia.
b/ Sau khi ban hai phat. Tinh XS de c6 m6t sung ban trung bia.
c/ Sau khi ban hai phat, ngifcfi ta thay rang co 1 vidn dan trung bia,
Tinh XS de vien dan trung la sung II.
d/ Sau khi ban hai phat, ngifdi ta thay rang c6 1 vien dan trung bia,
Tinh XS de vien dan trung la sung I.
21/ Tai hoi chd co 3 loai cuTa hang. Cifit hang I phuc vu cho nhffng
ngifcfi may man, bin hang co ty le phe pham la 1%. Cifa hang II
phuc vu cho nhffng ngifdi binh thifdng, ta n hang co ty le phe" pham
la 5%. Cifd hang ID phuc vu cho nhffng ngifdi rui ro, ban hang co ty
le phe pham la 10%. Mot ngifdi vao hoi chd phai gieo 2 dong xu.
Ngifdi do la may man neu ca hai deu sap, la rui ro neu ca hai deu
ngufa. Con lai la binh thifdng.
a/ Tinh XS de mot ngifdi vao hoi chd mua phai hang phe' pham.
b/ Neu phdi mua phai hang phe pham. Thi theo ban ngifdi do may
man hay rui ro, hay binh thifcfrtg?.
c/ Gia suf ngifdi do vao hoi chd mua phai hang phe pham the thi
trung binh ngifdi do phdi tra gia bao nhieu cho mon hang phe' pham
do, biet rang gia phe' pham tai cffa hang I, n, HI tifcfng tfng la: 9$,
6$, 4$.
22/ A.nh A clidi tro chdi nhif sau: tung 2 con xuc sac, X bien co' tong.
a/ X < 4, A mat 6 dong,
b/ X > 9, A mat 5 dong,
c/ Con lai, A difdc 8 dong.
H6i A cd nen chdi khong?
23/ Tung 3 con xuc sac tinh tdng ba mat, A chdi tro chdi: tong < 7, A
difdc 8$, tdng > 15, A dUdc 9$, con lai A mat 3$. Tro chdi co ldi
cho A?
26 Chtfdng 1: Xac suat cua bien co va c ic c6ng thufc xac suat.
24/ Mot binh chtfa 10 bi, va co 4 bi do, 3 bi vang. Lay NN lan I ra 2 bi

de tren ban, sau do lay lan II ra 2 bi nffa de tren ban.
a/ Tinh XS de lan II lay ra chi difdc 2 bi do.
b/ Tinh XS de tdng bi hai lan lay ra chi co 2 bi d6 va 1 bi vang.
c/ Cff hai lan nit bi nhif the, toi chdi tro chdi nhif sau:
Neu tdng hai lan lay ra:
• Co tff mot den hai bi do va khong co bi vang nao: toi difdc 4$.
• Co tff hai bi vang trd len, toi mat 7$.
• Ngoai hai trifdng hdp tren, con lai toi difdc 2$.
Toi co ldi khong trong tro chdi nay?
Chiftfng 2: Bien ngau nhien (BNN). 27
Chtftfng 2
BIEN NGAU NHIEN (BNN)
I. Bien n g iu nhien
Dinh nghla: Bien nglu nhien (bnn) (con goi la dai lifdng nglu nhien).
/ . /
Anh xa X tuf khong gian mau Q vao tdp so thifc R:
x-.n -*r
w e X,n> X(w)e R
diftfc goi la bnn. Thifdng difcfc ky hieu la: X,Y,Z....
• Bien ngau nhien rcfi rac: Neu X (ft) la hffu han hay vo han dem
difcfc.
• Bien nglu nhien lien tuc: Neu X (Q ) la mot khoang hay mot so
khoang hay toan bo R.
Vi d u l: Ban lien tiep n vien dan doc lap vao bia. Goi X la so" vien
d an tru n g dich => X = {0,1,2, , la b nn rcfi rac.
Vi du2: Tuoi tho cua mot thiet bi ta bat dau khao sat la bnn:
Cl = {/: 0 < / < °°} = [0, °o( => X ( t ) = t ,
la bnn lien tuc.
U. Luat phan phoi xac suat cua bien n g iu nhien

2.1 Bang ph£n phoi xac suat cua bnn rcfi rac
Ta co ban g p h an phoi sau:
X Xl X2 Xi . xn
P(X) Pi P2 Pj • Pn
V i d u l : Tung 2 con sue xac, X b nn la tong 2m at

G ia i
28 Chitong 2: Bien n g lu nhien (BNN).
V i du2: Trong 10 sa n p h lm c6 6 ch lnh pham , lay ngiu

nhien khong ho&n lai ra 2 s£n p h lm , lap b an g p h a n phffi
x&c suat cua so chinh pham dugc l£y ra.
Gi&i
X la so chinh pham dugc lay ra, ta c6: X = 0,1,2
K I 06
2
II
* P(o) = 15 ’
■p (# )= ^ ' p (1)=^ ’ , ( 2 ) ‘ b
X 0 1 2
P(X) 2 8 5
15 15 15
C h u v: T rong h ai vi du tr e n ta luon c6: £/*• =1
III. Ham ph5n phoi (hpp)

Dinh nghla: Ham phan phoi (hpp).
Fx (jc) = / ;,(jc) = jP(A :<jc) = P(»v:X (w )< jc),j»:g R
ditoc goi la ham phan phoi cua X.
Nhan xet: Gia tri cua ham F tai x, thi bang tong cac xac suat cua cac X
d tru’dc x, nen F ( * ) con durgc dinh nghla ro rang hon nhiT sau:
F(x)= £ P[xj<x)
Xj <X
Tinh chat: Ta co the chtfng minh cac tinh chat sau:

Tinh chat 1: 0 < F ( x ) < 1
Tmh chat 2: Ham phan phoi luon la ham khong gidm, ttic
ac1 < ^ 2 ^ jF(jc1)< F (ac2)
Tmh chat 3: lim i r (jc) = l, iim F(jc) = 0
T,'„U rh/l'f d- p(n < Y < h) = F (h \ - F (n\

Chifdne 2: Bi£n n e iu nhien (BNN). 29
Tinh chaft 5: Xi.c suat de bnn X nhan gii tri tai mot diem luon bang 0,
do: P ( X = a) = P(a < X < a) = F ( a ) - F ( a ) = 0 f
\
Tmh chat 6: Neu X la bnn lien tuc thi:
P ( a < X < b ) = P ( a < X < b ) = P ( a < X <b) = P { a < X <b)
Nhan xet: Xi c suat tai m6t diem chi c6 nghla vdi bnn rdi rac, cdn xac
suat tai m6t diem vdi bnn lien tuc luon bang 0.
3.1 B ie n n g i u n h ie n roTi ra c
N eu ta c6 bang p h an pho'i sau:
X Xl x2 Xj . Xn
PCX) Pi P2 Pj - Pn
Gia stir < x 2 <... < x n , theo dinh nghla d tre n , ta c6 ham
p h an phoi cho BNN rdi rac trong trtfdng hop n iy li:
0, x<
p x, xY< x < x 2
F ( x ) = ) P l +P 2 ^ 2 < x <x3
Pi +P2 + - + Pn- 1 » * „ -l < x < x n

P\ + P2 + •••+ Pn-l + Pn = xn <x<oo
T ai x b a t ky ta c6: F(x) = Y j Pj = Z p (x j < *)

Xj <x Xj < x
v i ta co th e kiem chting bieu thtic sau:

P[xk < X < x k+l] = F ( x k+l) - F ( x k ).
V i d u : M 6t lo sp c6 5 sp to t v i 4 sp xau. Lay ngau n h ien tti

lo ra 3 sp. Goi X l i so sp to t tro n g 3 sp lay ra. Tim p h an phoi
xac su at cua X, v iet h im p h an phoi v i tin h P[1 < X < 3].
G iai
Ta c6 X = {0; 1; 2; 3}.
30 ChiftJng 2: Bien n glu nhien (BNN).
P \ X = k] = 5 * , *=0;I;2;3
cl
03 1 2
P(X ) i_ IS 20 ±
42 42 42 42
ta cong don xAc suat theo tiftig khodng de c6 h&m p h a n phoi
x&c suat nhif sau:
0, x < 0
1
—, 0<x <1
21
F( x) = 1<*<2 , />[l<A :<31=F(3)-F(l) = l - ^ = ^
42 42 42
37 , 2^ < x < 3
—
42
'k
1, 3 < X < oo
H&m p h an phoi c6 do th i h am h in h th an g tang.
1.4
1.2
1 i
•
0.8-
0.6
0.4 ♦ ' ►.
0.2
«
.......... .. ■l r ■■■■i ■■■■*i~■11 ■v ■■■■...........
3.2 B ie n n g l u n h ie n lie n tu c
Tifcrng ting vdi bang ph an phoi xac suat cua b n n rcfi rac th i
vdi bnn lien tuc ta co khai niem ham m at do x&c su at

Chiftftig 2: Bi£n ngau nhien (BNN). 31
D in h n g h la : X n h an c£c gi& tri lap d£y (a; b) (a, b co th e vo

han). IJfng vdi moi x e (a;b), m at do x£c suat ta i x ky hieu la
b
/ ( x ) > 0 v& J f ( x ) d x = 1.
a
Gio'ng n h a rcfi rac, bien n n lien tuc cung difcfc dinh nghia:
< — >F(x) = £ P(xj<x)

Xj <x
Do dinh nghla nhif th e n en ta co cac k et qua sau:
P \ a < X < p \ = \f(.x)dx = F ( f i ) - F ( a ) i, ( a < a < p < b )
\ A M
• Y n g h la h a m m a t dp: P { x < X < x + Ax) ® /( x )A x

Ttic xac su at de X rcfi trong khoang [x, x + Ax] gan nhif tl le vdi
f(x), nen no diftfc goi la ham mat do.
0, x < 0
4x, 0< x < —

Vi d u l: H am m at do xac suat: / ( x ) = 2
4 - 4 x , —< x < l
2
0, 1 < x < «>
a/ Chting m inh fl[x) la ham m a t do.
b/ Tim h am p h an phoi xac suat.
G iai
+oo
a/ Sv tii kiem chting J f ( x ) d x = 1.
b/ Ta cong don tich p h an de co:

32 Chtfdng 2: Bien n g lu nhien (BNN).
0 = J 0dt, x<0
x 1
2 x2 = \4tdt, 0 < x < -
2 x «
4 x - 2 x - 1 = f4fdt+ f ( 4 - 4 t ) d t , -< x< \
0 1
2
oo 2 1
\ = \ f ( t ) dt = \ 4 t d t + \ ( 4 - 4 t ) d t , l< x o
1
2
CAc do th i F(x), fix) nhir sau:
A
2
1 5' 1 5
1-
') -05
05-
U
-05
05 5 "I
-ns
o / OS
1 -os
1 1*»
O5-
1
\
-l
H&m m a t do c6n c6 th e mcr rong nhtf sau: fix) cung k h o n g can
lien tuc.
Ta xet th em vi du sau:
0, x < 0
Jt, 0 < x < -

2
3 1 ^ 3
V i d u 2 ; H am m a t do xac suat: f ( x ) = • -< x< -
4. 2 2
2-x, —< j c < 2
2
0, 2 < jc < oo
Chifdne 2: Bien ngau nhien (BNN). 33
a/ Chting m inh f(x) 1& h&m m i t d6.

b/ Tim h&m p h an phoi x£c suat.
G iai
+<»
a/ Sv tif kiem chting j f ( x ) d x = 1. Ta cong don tich p h an de
co:
0 = J Odt, jc<0
x 1
— , 0<x< —
2 2
3 3jc-1 1
b / F ( x ) = / / ( / ) * = —+ x — <x<-
8 2 2 2
, —< x < 2
2
1, 2 < x
Cac do th i fl(x), F(x) n h u sau:
»Trong vl du tre n , M m fl(x) luon thoa: J f[t)d t =1

34 Chifdng 2: Bien ngau nhien (BNN).
• P { X = a)= j/(O<fr = 0 (kh&c vdi BNN rd i rac), ng h la la X£c

a
suat ta i m ot diem th i ban g 0, chinh vi th e d BNN lien tuc ta
quan tarn tdi x&c su at de X rcfi tro n g khoang n&o, chut khong
chu y x&c su at de X n h a n gia tri cu th e n&o.
IV. C ac d a c trtfn g so
4.1 Dinh nghla: Diem phan vi, Median
x p difdc goi la diem phan vi vdi xac suat p cua X:
x p = m in { x :F x (*)>/>},
0 < p <1
Doi vdi bnn lien tuc:
trong hinh ve la do thi
cua ham mat do, dien tich
boi den bang p, tai hoanh
do x p .
Dac biet p = - difcfc goi la median ([Med], x y/ la diem trung vi cua

2 72
.
X:hay noi cach khac: x y - m e d ( X) <=>
'2 -oo 2
Bo'i vdi b n n rdi rac th i tru n g vi la 1 gia tri cua X m a ta i d6
x a c s u a t duCctc c h ia d e u tiicfn s d o i h a i b e n , n g h la la
med ( X) = Xj
F k - ] = P [ X < x , ] < i < F [*(+1 ] = P [ X < *1+1 ].
VI d u l: Cho X rdi rac co lu at p h an phoi
X 1 2 3 4 5
P(X) 0,1 0,2 0,15 0,1 0,45
Chifdng 2: Bi£n ngau nhien (BNN). 35
Med\X\ = 4.
Do tdng x&c suat or hai ben cua X=4 deu b^ng 0,45.
VI du2: Cho X rdi rac c6 luat phan phoi
X 0 1 2 3
P(X) 2 15 20 5
42 42 42 42
Med m = 2 . vi F,x=2) - r | + i | 1
4.2 Ky v o n g to a n , m o m en t ca p k, phvfcfng sa i.
• Dinh nghTa: Ky vong thifcfng kl hieu: E(X) = M(X) = |i (X).

E: Expectation, M: Mean, nen ky vong con dtfOc goi la gia tri trung
binh.
+Vori X rdi rac ta dinh nghla:

X Xl X2 ... >Li ... Xn
P (X ) Pi P2 Pi Pn
E ( X ) = M ( X ) = /i(X) = x l p } + x 2p2 +... + x npn = X *//>(*/)•

1= 1
-t-oo
+ Neu X lien tuc th i E( X ) = M ( X ) = fii(X) = { x f ( x ) d x .

—oo
Vi du; T rong binh dung 10 qua cau giong nhau nhung khac
trong liicrng gom 5 qua co tro n g ltftfng nan g 1kg, 2 qua co
tro n g liicfng 2kg va 3 qua co tro n g lirong 3 kg. Lay n g lu n hien
1 qua, goi X la tro n g ltfcfng qua cau do. X co luat ph an phoi:
X 1kg 2kg 3kg

P(X) 0,5 0,2 0,3
* 5 , 2 , 3 Ix5 + 2x2 + 3x3
Suy ra E(X) = l x ^ + 2 x ^ + 3 x ^ = -------- ^ --------- = i.Skg.
(trong li/tfng tru n g binh cua 1 qua cau theo y nghla thong
thtfcmg cua b inh quan gia auyen trong dcri song thiTc te ).
36 Chitong 2: Bien ngau nhien (BNN).
• Y n g h la k y von g:
Ky vong \k gi& tri tru n g b inh c6 tro n g so theo x&c su a t cua
dai lifcrng n g lu n h ie n X, 111 tru n g ta m diem cua p h a n phoi m k
cAc gik tri cu th e cua X se ta p tru n g quanh d6.
• Moment cSfp k:
Rdi rac: E ( X k ) = £ * ? / > ( * / )

i =1
OO s
Lien tuc: E [ x k j = J x k f { x ) d x , neu tich phSn n&y hoi tu.
♦ M om en t ta m c a p k:
Rdi rac: E ([ X - EX]k ) = E ([X - / i f ) = X [*i “ E X ~f p ( xi )

i- 1
oo
Lien tuc: E ( X - E X ) k = E ( X - n ) k = \ (x-fii) f { x ) d x ,

—oo
neu tich p h an n ay hoi tu.
TrUdng hop rieng: phtfofng s a i la m om ent ta m cap k= 2:

♦ P htfcfng sa i: ( thifcfng ki hidu: v ar(X ) = D(X) = a 2 ( X ) )
R « rac: £ ( [ * - E X ]1) = e ( [ X - r f ) = £ [* , - f l f p (* / )
1=1
oo
Lien tuc: var(X) = D(X) = a2 (X) = E ( X - E X ) 2 = J { x - f i ) 1 f ( x ) d x

—oo
*
Y n g h la phu’ofng sa i
Phuong sai \k sai so b inh phtfotag tru n g b inh cua d ai ltfong
n g lu n h ie n X so vdi tru n g ta m diem ky vong. Phtfcrng sai
dung de do mufc do p h an ta n cua X quanh ky vong.
♦ M om ent ta m cap k tri tuyet:

Chtfcfng 2: Bien n g lu nhien fBNNV 37
E \ X - E X \ k = E \ X - ju\k = 1 / { x ) d x , n£u tich p h an nay
hoi tu.
C h u v;
k=n
Z c tx * (-E X )" -k CÊlxk ).(-EX)n k
k=0 k-0
= Z Ck ( - i ) n~k E [ x k \. (n)n~k , fi=EX

k =o
♦ D o l£ c h t i e u c h u a n : yja2 (X ) = ^ v a r(X ) = <t ( X)
Menh d£:
1/ E ( b X + c) = b E ( X ) + c, A,ce R .
2/ X, Y la BNN d6c lap thi E ( X Y ) = E ( X ) E ( Y )
3/ var(X) = E ( X 2) - [ E ( X ) ) 2 , Khi do
var(X ) = £ x j p j - Z XjPj , X rcri rac.

j =1
+oo +oo \2
var(AT)= j x . f { x ) d x - J x. f ( x ) d x , X lien tuc.
4/ var(C) = 0
5/ var(X) = 0 suy ra X={c} ttic P[X = c] = 1.
6/ X, Y la BNN d6c lap thi var(AT±F) = var(X ) + v a r(F )y
V
7/ Tdng q u at hern 6/ ta co: \skr(bX + c) = b2 var(X )
Z W xi\Pi
i
8 / N eu F = p [jr]= > £ (r) = E (p[x]) =
] V[x]f(x)dx
X = -o o
ChvCne m in h :
Ta chi can chting m inh cho BNN r&i rac, cdn BNN lie n tuc ta
th ay dau tdng bang dau tich phan.
1/ Ta chting m inh tu a n tif cac tieu tie t sau:
• E (c) = c x l = c, c co the la BNN chi nhan gia tri c,
vdi xac suat bang 1.
• E{bX) = b E ( X ), b e R
E ( b X ) = Y . b x iP i = b ' L x i P i = b E ( X )
1=1 1=1
• E { X + Y) = E { X + Y )
E{ X + Y) = 'Z '£ (xj +yj )pij=Y<JL x iPij +'Z Y .y j Pij =
= X */ I . pu + Z Vj I Pij = X xi P i + X y j P j = £ ( x ) + E ( Y )
.i J j i / * j
Va tinh chat 1, dtidc suy ra tuf cac tieu tiet tren.
2/ E ( X Y ) = E { X ) E ( Y ) , Do X, Y doc lap nen:
E(Xr) =E(Xr) = ' Z Y , ( x ly j ) p ij = ' Z ' Z , ( x ipi ) (yi i j ) =

I J * J
Y . i x iPi) I (yjpj ) = E ( X ) E ( Y )
VI v/
3/ var(X) = E (X - n f = E (X 2 - 2Xf i +//2) = E (X 1) - 1/iE (X ) + fl2 =
£-(a:2) - / / 2 = e [x 2} - e 2 {x )
4/ var(C) = E | c 2 j - is2 (C) = C2 - C2 = 0
5/ var(X) = £'([Ar- / / ] 2J= ~ m ] Pi = 0<=>*/

i=l
6/ Ta chting minh cac tieu tiet sau:
• var (cX) = E [c2X 2) - E 2 (cX) = c2E (X 2) - c2E 2 (X ) =
Chifdng 2: Bien ngau nhien (BNN). 39
- c 2 \Ê^X2^ - E 1 {X ) ^ = c1 var(AT)
• var (X + F) = £ -([* + F]2 ) - [ £ ( * ) + £’( y ) ] . [ £ ( A ') + £ ( F ) ] =
= £ ( X 2 + 2A T + Y 2) - E 2 (X ) - E 2 (Y) - 2 E ( X ) E ( Y ) =
=\ e {x 2} - E 2 ( X] \ + \ e [y 2} - E 1 {Y) + 2 E { X Y ) - 2 E { X ) E { Y ) =
=0
= var(Ar) + var(F )
Do X, Y la hai BNN doc lap nen E ( X Y ) = E ( X ) E ( Y )
7/ La he qua cua cac tinh cha't d tren.
8/ Ta co the suy ra cho trtfdng hop BNN rcJi rac, con BNN lien tuc ta
chap nhan M
Vi du 1:
X 2 3 4 6 7
P(X) 0.1 0.2 0.3 0.2 0.2
Tinh: E ( X ) , v a r(X ), cr(X), £ ( x 3 ), Med(X), P(\X - E X |< 2
Giai:
E ( X ) = 2x0.1 + 3x0.2 + 4x0.3 + 6x0.2 + 7x0.2 = 4.6
E (X 2 ) = 22 x 0.1 + 32 x 0.2 + 42 x 0.3 + 62 x 0.2 + 72 x 0.2 = 24
var(X ) = e [^X2 ^ - E 2 (A") = 2 4 -4 .6 2 =2.84
a (X ) = \/^84 = 1.685
E (X 3 ) = 23 x 0.1 + 33 x 0.2 + 43 x 0.3 + 63 x 0.2 + 73 x 0.2 = 137.2
Med(X)=4, vi F (4 )= X P ( * j <4)=0.3 < 0.5

Xj <4
va 0.5 < F ( 6)= X P ( x j <6)=0.6
Xj <4
Tinh P(\ X - E X \ < 2 ) = P(\ X -4.6| < 2) = P(2.6 < X < 6.6)± ! i
!>-• i£
40 Chiftfng 2: Bien n g lu nhien (BNN).
= 0.2+ 0.3+ 0.2 = 0.7
1<*<3
Vi du2: BNN X co ham mat d6 xac suat: f ( x ) = X
0, con lai
a/ Tim k.
b/ Tim E(X)
c/ Tim Med(X)
1 1
d/ Tim ky vong cua Y = X + —
X
Giai:
x=°° x=3
a/D ifa v&o J f(x)dx= J f [ x ) d x = l = > k = —.
x=- x=l
x=3 x=3 x=3
b/ ^(A l)= J x f ( x ) d x = | x — -tfcc == J :----- dx = - ln ( 3 )
x=l x=l 2x x = l2x 2
d Med(X)=x, theo dinh nghla ta co:
t=X t t=x
3 jf-1 1 3
-------- = —<=> JC= —
Ii 2t 2 x 2 2
t=1 t=1
x=3 x=3.
d /£ (? [* ]) = j <p[x]f{x)dx= J(x3+ - | ^ =
x=l x=l XJlx*
■yX=3 f . \
x +-
2 x=l\ x J 3
Vi du 3:
Anh A chdi tro chdi nhif sau: Tung 2 con xuc sac, X bien cd tdng 2 xuc
sac. Qui luat tro chdi nhif sau:
a/ Neu X < 4, A mat 6 dong,
b/ Neu X > 9, A mat 5 dong,
c/ Con lai, A difdc 8 dong.
Giai:
Lap bang hai chieu va dem o tdng ta co the thay ngay phan phoi xac
suat cua X nhif bang sau:
Chifdng 2: Bi£n neau nhien (BNN). 41
Xt 2 3 4 5 6 7 8 9 10 11 12
P(X') 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36
J’( Ii) = f , ( I * / £ 4 ) = ! ^ =£
n V i ) = P(4 < £ * / < 9) = i t ^ ±5 = f |
W 3) = p (9 < £ X ,) = 4±it2±l = A|
Ky vong cua Y:
a=I r w >= (-5) £ + (+8) M + (-6) 1 | = a = , .95

1= 1
Vay trung binh ma n6i thi chdi mot van A dtfdc ldi la 1.95$
V. M ot so lu a t p h a n p h o i rcfi ra c
5.1 P h a n p h o i cUlu tr e n X = {jfj,jc2,....,xn}
BNN X goi 1& phan phoi d iu tre n X ={jcj,jc2,....,jcn) neu:
P ( xk ) = —» Vfc = l,n
fl
'1" ^
D i thay: E ( X ) = - . £ x t , var ( X) = - ' £ x f -
n i=l n i=l
-X*.
Dac biet neu X = {1,2, thi
/i2- !
E( X)
12
5.2 P h a n p h d i s ie u b p i X e H ( N , N A,n)
X6t tap co N phan tur, trong d6 c6 Na phan tuf co tin h chat A.
Tif tap d6 lay ra n phan tuf. Goi X \k so phan tuf co tinh chat
A thi X c6 phan phoi sieu boi. Ta ki hieu X e H ( N , N Airi),
mot vki tai lieu con kl hieu X - H ( N , N A,n).
D in h n g h la
P han phoi sidu boi 111 phan phoi cua dai lifdng nglu nhien
rdi rac tre n tap X = {0; 1; 2 ; n} vdi x£c suat ttfdng ting Ik
42 Chiton g 2: Bien n g lu nhien (BNN).
/'•w k
r k = p [ x = k \ = Za J L ± a .
D in h lv: Cho X e H ( N , N A,n) thi:

z-k r>n-k
k-n k-n
K=n k=n L , , L N
, -N .
a/ Vc "* 1
*=0 *=0 *=0 'yv
N n - na
b/ £ ( X ) = «p, trong do: P = ~ ^
N
N-n
c/ var(X ) = «p^
N-1
Chting minh:
k=nCkN C" * *=h
r n-k _ /^n
a/ X — <*- = !<=> I C N - N .
A=0 rL"yv
/V *=o
(1 + x)\ N = (l
It
+ x)\ N A* I(1t + \N ~ ^ A
X)
/=yv f* =yv.
I <^x‘ = I C* y^
c ‘N - N A
x1
1=0 A=0 * i= 0 *
so sanh 2 he so cua x" d hai ve ta co:
c yv = X = X c n a c n - n a = Z c n a c n - n a
k +i=n k+i-n 4Ak - n - i
A=0 k=n
Z /n*k f^n-k
n-k _ ys r ^ k - n - k
^ n * n - n a ~ Z- c N / . ^N- N.
k-n '' A k=0 A
*-k f-n-k
h/P\X = k\= ‘Wa N~ " a = - H ( N , N A,n,k) =
rC "yv
AI
A^/4 !(7V-yy/ l )!(,V -/i)!/i!

(*)
A!(A^/j( -A )!(« -/c)!(A r-iV y4 - / i + A)!jV!
. r-n-k
\Vri cau
- a, nen: - 2 , ---- n ~ n a
n a
*=0 cr "iV
Chtidng 2: Bien n g lu nhien (BNN). 43
n n
E( X) = X kJ>(X=k)= ' Z k J I { N , N A,n,k) =
*=0 k=l
n
= X k J i ( N , N A, n , k ) (bo so' hang dau bang zero).
k=1
Do tin h ch at giai thtia N!= N (N -l) (N-2) (N-3)!, nen khi ru t
m ot s6' h an g ra lam thtia so' chung th i phai btit di m ot so
h a n g tifong ting tro n g bieu thtic H ( N ; N A;n;k) tuy vao vi tri d tuf
so' hay m lu so va ngi/Oc lai khi dufa vao cung the'. Vi the dd dang co:
k.H (N, N a , n , k ) = ^ n.H (N - 1, N A - 1,n - 1,k - 1)
d a t j= k-1, va k et qua cua cau trtftic (**) ta co:

E ( X ) = ^ - n . " f _ H ( N - l , N A - l , n - l , j ) = ^ n x l = np
" j =0 N
d hyZ k ( k - l ) H ( N , N A ,n,k) = h' Z k ( k - l ) H ( N , N A ,n,k)

k=0 k=2
*=« Na {Na -1)n i n - 1) *=«
X k(k-l)H(N,NA,n,k>= Ay * ----- 1 S H (N-% Na -2,n-2,k-2)
k-2 k-1
Dat j=k-2,
k=n j-n-2
X H ( N - 2 , N a - 2, n - 2 , k - 2 ) = X H (N - 2, N A - 2, n - 2, j )
k=2 j=0
=1
*=« , . N A ( NA - l ) n ( n - l )
Vay: X * ( * “ l ) H ( N , N A ,n,k) = - AK ' V
k=2
N(N-l)
kf k ( k - l ) H ( N , N A,„,k) = ^ k 2H ( N , N A,«, *) - X” kH(N, N A,n,k)

k-2 k=2 k=2
k= n
k' £ k ( k - \ ) H { N , N A,n,k) = M ( x 2y M ( X ) = M ( x i y ( n p )
k= 2
44 Chtfcftig 2: Bien n g lu nhien (BNN).
„ I Y 1 \ N A (NA - \ ) n ( n - l ) NA
I " ------- N fT T T ) + N —
iiA^ [ n N t - N a - n + jV]
N(N-l)
* A ^ [ « A ^ - A ^ - w + Ar]
var ( X) = E [ x 1^ - E i ( X) = #i
TV(iV-l) JV
„NA [nNA - N A - n + N \ N 2 - N N a +nNA - n N

N a it
„ ----- ft -np
N N(N-l) N > N(N-l)
Nr - n N-n
= n/>
N ( N - l ) =nPq( N - l )
V i du; TCr bo b&i 52 cay co 4 cay At, lay ra 3 cay. T inh x£c
suat de c6 2 cay At.
G iai
Goi X 111 so At trong 3 cay lay ra, X e H( 52,4,3).
P\ X = 2] = ^ 4 ^ - 0 , 0 1 .
ck
5.3 P h a n p h o i n h i thiJc X e B(n, p) h a y X ~ B(n, p)

Day phep thuf Bernoulli la day n ph6p thif thoa 3 dieu k ien
i/ C£c phep thuf doc lap vdi nhau.
ii/ Trong m6i phep thuf ta chi quan tam den m ot bien co A.
iii/ Trong m6i phep thuf xac suat th an g lai luon la h an g so
P(A) = p , P ( A ) - l - p = q, (0< p < l )
D in h n g h la
Phan phoi nhi thufc la phan phoi cua dai lifofng ngau n h ie n rofi
rac tre n tap X = {0; 1; 2; n} vdi xac suat tuong ufng, duoc ky
hieu 14: Pk = P \ X = k \ = B(k,n,p) = Ck„ pkqn- k .
Chitting 2: Bien ngau nhien (BNN). 45
n=3, X = {0; 1; 2; 3}
p0 = P[X = 0] = P( A A A ) = q3 = C3W
pj = P[X=1] = P ^ A A A] v [~A A a ] kj\ a A ^ ]) = 3p lq2 = c \ p lq2
p 2 = P[X = 1\ = P ^ A A~A^<J[A AA û [ A AAjj = 3p2ql = C 2p 2q1
p 3 = P [ X = 3] = P ( A A A ) = p 3 = c l p 3q°
Ta suy cho trifcrng hcfp tong qu&t: pk = P[X = k ] - Ckp kqn~k

D in h lv ; Cho X e B(n,p) ta co:
a/
kf Pk = l " B ( k ^ p ) = l " P[X =k] = kf Ckp kqn~k =(p +q)n = 1

*=0 *=0 *=0 k =0
b/ E ( X ) = np
d k ( k - \ ) C kp kqn~h = n ( n - \ ) p 2, 0 < p < l

*=0
d/ v a r[X) = npq
Chting minh
a/ Hien nhien tti khai trien nhi thtic Newton.
b/
x=n x=n ( x=n v ^
E( X) = I xC*np xqn x = 2 < / r =«P i - c i P * - y - x = np
x=0 jc = 1 \x=l n
Vi ta doi bien: i=x-l
I ' - O * - V " = 'Z c i +V ‘/ - (i+,) = ' T —

x=l n 1+1=1 n 1=0 n
Tmh rieng:
i+ i (* + l) «! _
46 Chitons 2: Bien ngau nhien (BNN).
At=0 *=2
(n+1) so hang giam xuong 2 so hang con (n-1) so hang.
Ta lam qui nap theo n, ta thay luon giam 2 so hang.
k =2 \k= 2 n \ n
Doi bien, dat i =k - 2
i+2=n (l + 2)(/ + !) /+2 i n -(2 + i) _
r^k J k - l „ n - k
L —
k% n {---- 7\Cn
n -\)~ nt'P ’9 = I I +\ u n " “
,.+^=2 « (« -l)
J = £ 2 ( U 2 H U 1 ) d + lp ,qin-2)-0 J f 2C 2 M n -2 )-i ={p+q)^ =1
;_n #111-1) ; «
do:
(.•+2)(i+l) ,+2 (f+2)(f+l) n! _ ■cl
* (» -!) " « (« -!) (i+ 2 )!(« -2 -i)! (»)!(»—2—/)! "“2
k —tt
Vay X * ( * - l ) O V “* = # ,(« -l)p z •(*)
*=0
d/ Khai trien (*) ta co:
* fV cJ A "-* - f . k c W < r k =»(n-l)p2 » £ ( x 2)-£(*) = « ( „ - V
/c=0 *=0
<=> £ ^ X 2 j = l ) p 2 +E { X ) = n ( n - l ) p 2 +np
=> var(X ) = E ^ X 2 j - E 2 (X ) = j^«(« -1 ) p 2 +np - n 2p 2 =
=n p - n p 2 = n p ( l - p) = npq ■
5.3.1. P h a n p h o i B e r n o u lli X e B(n = 1, p) = B(p)

Day la trtfcrng hop rieng cua phan phoi nhi thufc vdi n = l, va
sau nay ta cung co the xem day la trtffrng hop dac b iet cua
phan phoi sieu boi (xem phan sau: Dinh ly gicri h a n sieu boi
ve nhi thufc), vdi n = l. Luat phan phoi cua no la:
X 0 1
p __ e_
Trong phan thong ke no dac tri/ng cho loai tap hop duoc xet
ve m at dinh tin h (hoac ve chat) vdi ti le co tin h chat A ma ta
N
quan tam la p = —^ ~ . Vay co: E[ X) = p va var(.Y) = pq .
V i d ill:
Choi 10 van bau cua lien tiep, tim xac suat de co It n h at 1
van cufa cua th^ng.
G iai
Choi 10 v£n 111 10 phep thtf doc lap (n = 10).
Goi A: “cufa cua th an g ” => P(A) = - .
6
X: so' van cufa cua th an g => X e B

1#i
P[X > 1] = 1 - P[X < 11 = 1 - P[X = 0]
= 1-^10 v6y
VI d u 2:
Xac suat de 1 con ga de la 0,6. Trong chuong co 10 con. Tinh
xac suat de trong 1 ngay co
a/ 10 con ga de; b/ 8 con de; d ta t ca khong de.
G iai
X = {0;l;2;...;10},n = 10,p = 0,6
=> X e B(10;0,6).
P{X = k\ = Cf 0(0, 6)* (0, 4)10_* .
VI d u 3:
Lay nglu nhien 9, lan (co hoan lai). m6 i lan mot vien bi tif hop gom 6 bi
xanh, 9 bi do, 10 bi vang.
a/ Tim xac suat de co 4 lan nhan difOc b jvang.
b/ Neu biet rang co 4 lan nhan difdc bi vang, tim xac xuat de cac bi
vane do nhan difdc 3 cac lan lav thuT chan.
48 Chifcftig 2: Bien ngau nhien (BNN).
G ia i
a/ n = 9,p = — = 0.4 => P[X = 4] = C$(0.4)4 (0.6) 9 " 4 =0.25082
25
b/ Chi co m ot vi tri s&p xep 4 bi v&ng (V) th o a m a n b ai to&n
la:
V V V V V V V VV trong C9 vi tri co the co cua 4 bi vang, nen P = ~ ^
C9
5.4 P h a n p h o i n h i thufc am X e NB(n,p) h a y X ~ NB(nyp)
BNN X difdc goi la phan phoi nhi thufc am X e NB(n,p) neu n 6 c6
h&m x&c suat:
P ( X = x) = Crx Z \p rqx ~r , r e N* = iV \{0}, x e {r,r+ l,r + 2,.....«>}
D in h ly: Cho X e NB(n,p) ta co:

X—°° X = oo
a/ X /> ( * = x ) = I C'x-\Pr1X~r = 1 . * 6 AT
x-r x=r
b / E{ X) = -
P
d var(A') = ~
Chting minh
a/
V r ; r - \ „ r a x~r _
L L x - \ P <1 - Pr L
v r r ~Xa x ~r - nr V
c x - i i1 ~P L - - - - - - - - - 7—2 )**(*
77;- - - -r-+- -^)- „<1x - r
r 00 r ( 00 '\(r_1)
vi ta da biet dao ham bac (r-1 ) cua da thtic

f 1 'f ' ( r - 1 )!
'£ « * ] = £
v*=o y y=r- 1 \-l) (1-q)'
a'
Va bieu thtic cuoi cung co difdc la do ta dat y=x-l. Do co (r-1) so hang
trong tong sigma va no dung la dao ham bac (r-1 ),
Chu’dng 2: Bien ngau nhien (BNN'). 49
(r-1) (r-1)
-Dkr-i) .M l
;*-!) (x-2)...(x-r+ l
x=r (i-*)r
nen cuoi cung ta co:
Z r -rr-1
- l rr' x - r
C X -\P 9
x=r ( r - l ) ' \ L qX J
b/ £ ( * ) = I x C £ \ / q x- r I x ( x - l ) . . ( x - r + l)qx~r
x-r v * ) ’ x=r
Vi da co ket qud, dao ham bac r:
r!
I A 1= I x( x - i ) ( x - 2 ) . . . . ( x - r +l ) q x~r = r+1
V*=l )q x-r (»-*>
chu y: co (r+ 1 ) so' hang trong dau sigma.
M
r!
E(X) =
( r - 1 )! V> * = 1 )
* ( * * ) = £ x 2C'xZ \p 'V* - ' = r ^ - £ * * ( * -l) ..( * -r + l ) < r '

x=r vr ) ’ x=r
Ta da co ket qua:
\ ( r )
I *qx
V^=l Jn ( l - f )r+ 2 (l- « ) r+ 1 Pr+1 Pr+I
x=r
g (r + l)! r(r)! g r ( r + l) | r 2 _
E i x 2) = 7- ^ - T
l J ( r - 1 )! / +2 Pr+ 1
qr 2 +qr + pr 2 _ qr r2
~ 2 _ _ 2 + _ 2
/> P P
50 Chiftftig 2: Bien n g lu nhien (BNN).
r
f \
var(A:) = £ (A :2) - £ 2 (A') = V -+ —
T = SL
2 2 \P j
P P V
Vi'dul: . . . . .
Gieo ngau nhien lien tiep moi lan 2 con xuc sac ly tuong (deu dan, doi
xung, d6 ng chit....) cho dSn khi gieo dugc 2 lin co tong hai mat xuc s5c
la 4 thi dimg.
a) Tim xac suat de so lan gieo nhieu nhat la 4.
b) Tim gia tri trung binh cua so lan gieo do.
Giai
Lap bang hai chieu va dem o tdng ta co the thay ngay phan phoi xac
suat cua X nhif bang sau:
2 3 4 5 6 7 8 9 10 11 12
l 2 3 4 5 6 5 4 3 2 1
P(X') 36 36 36 36 36 36 36 36 36 36 36
a/, r =2,
^ x= 4,„ p=—
3 = —1 => a = — 11 ,
36 12 *12
✓ „C2a-_l \ p2 q1 = C^ \p
==> xac suat= .1 2
q = 3 ------ = -----111133
12 12 144
f 2
b/ E { X ) = — = — = 24, tuc trung binh phai gieo 24 lan moi ky vong
p L
12
dugc 2 lan co tong mat la 4. ■
Vidu2:
Gieo nglu nhien lien tiep m6 i lin 3 d6 ng tiSn ly tuong (deu dan, d6
xung, dong chit....) cho den khi gieo dugc hai mat sip thi dimg.
a) Tim xac suat de so lan gieo nhieu nhit la 3.
b) Tim gia tri trung binh cua so lin gieo do.
Giai
Xac suat dugc 2 mat sap khi gieo 3 d6 ng tidn la p - c \ (0,5)3
a) Chu y n§u gieo lin thu k dimg thi lan thu k gieo dugc 2 mat sip con
(k - 1) lan dau la khong gieo dugc. Do do xac suit la
p { l ~ P) (p = ^ 3 j,k= 3 the vao la ket qua.
Chtfdng 2: Bien n g lu nhien (BNN). 51
A -l
b ) £ ( * ) = £ * p ( l - / ’)* ' = p I * ( 1 - p )
k=1 k=\
' oo V
= ~P = ~P
Jfc=0 jP P (0.5)-
Chu v; Dung ra la gieo cho den khi gieo dugc it nhat hai mat sap thi
dung. Tuc neu gieo dugc 3 mat sap cung dung. Va nhu vay thi r =1 la so
lan toi thilu dat dieu kien la "xay ra it nhat 2 mat sap".
p = cf(0,5)3,r=l, £ ( X ) = £ ( X ) = i = ------ ------ -
P p = c | ( 0 ,5 ) 3
Vi du 3:
Hai Sv choi mot tro chOi nhif sau: Ca hai luan phien lay m5i lan hai bi
tuf mot hop difng 3 bi trang va 5 bi den (bi sau khi difdc rut ra difdc tra
lai vao hop). Ngifdi nao lav ra trifdc cd difdc 2 bi trang thi thang cuoc,
va tro chdi ket thuc. Tinh trung binh cd bao nhieu phien lay nhif the de
ket thuc tro chdi.
Giai:
C2 3
p = —j = — , ta tinh ky vong so' lan lay (ke ca hai Sv) de tro chdi ket
Cg 28
thuc: E (X ) = — = = 9.33, khoang 10 lan rut nhu the thi ky vong ket
P 3
28
thuc tro chdi.
5.5 P h a n p h o i P o iss o n (xac s u a t h iem ) X e P(X)

P han phoi cua dai lifong n g lu nhien rdi rac X nhan cac gia
tri 0, 1, 2, ..., k , .........oo, vdi xac suat tuong ting la
e■- x j f
p k = P [ X = k 1=
k\
Do thi rdi rac :Vdi X = 2 v& 11 diem nhif hinh ve difdi day.
e- l 2* ____
pk = P[X=k] = — ^ - , k =0 ,1 0
ft •
k=oo
a/ X p k = l
k= 0
b/ £’(A') = A
c/ var(AT) = A
Chting minh:
A=oo k=°°
«/ E f t = S < *[*=* 1 = I
*=0 *=0 *=0
k\
z' A
-A + — + --- + ..+ ---- + . __—
A^ <
1 —e e =1
1! 2 ! *!
v
k=oo
C“ A
A
.AÂ . _3
b/ £ ( * ) = £ *
ft=0 it! V Ar=0
it!
k=°°kAk- x *=~ Xk
nhting ^ ——— chinh 1& dao ham theo X cua Y -e
' " H•
*=o -n k \
*=0
rk=oo n/
Vay =(e* ) , = eX- r t n E ( X ) = le ~ XeX = A.
k=0 K ' ) i *
k -° ° *.2p - A j k
c/var(X)= =
*=0
it!
Chtfdng 2: Bien n g iu nhien (BNN). 53
e XXk ,2 *= <rx k k
- 1 1 * i * ( * - 1. ) ^ - ^ -A
4 -0 *■ t= 0 *• *=0 '
Tinh rieng:
*=o
«- aa * *- e~XXk
*=0
k\ k=2 *! ^*=2 (ft 2) \
= e-*X l i f * L = e-*X2e - * = A 1 .
y=o / !
Vay v ar(X ) = A2 +A - A2 = A
De phuc vu v an de lam toan, n en or chuong nay, ta se de cSp

den h ai d inh ly gitii h a n cho hai p h an phoi (Poisson va sieu
boi) ngay sau day. Thtfc ra hai dinh ly nay la gidi h a n hoi tu
theo p h a n phoi. Ta se nhac lai va khao s a t chi tie t hon or
chuong ba.
D in h lv
Khi n lota va p be (xac suat hiem ) th i
X e 2f(#i, p ) ~ X e P(A), n p —>A
Tuong dtfcrng or day hieu theo tuong duong p h an phoi.
C hufng m in h :
Vi np —>A. nen suy ra p —>0
c „ V ( i - , r * ■ ■ (- 1 )(- g - ( - * + 1 ) / ( 1 - J>y- * 8
1 n ( n - l ) ( n - 2 ) . . . ( n - k + l) k
----- ------- ~L ---------- -(*/») (!-/» )
k\
ta tim gidri h a n cac thtia so: co dinh k, ta co:
f k-\\
1 - 1 i - * ' 1 - —— ->1
n7k =\ n n v n )
[tip) —>A.k
-kp
(1 - p f * = ( ! - p Y p np~kp) = ( » - p ) 7 ( i - p )
54 Chifdne 2: Bien n g lu nhien (BNN),
NA
_ k
~e *A
/
-A 2 k
n-k e A
cuoi cung Ck p k ( 1 - p )
k\
D in h ly
N.
Khi N » n th i X e H ( N ,N A,n)~ X e B(n,p), ~*P
N ghia \k n co' dinh, N —>°° va —>/? * {0,1}
Tuong duong d day hieu theo tuong duong p h an phoi.

C hting m inh:
,-ik s^n-k s^k (-n-k
c nac n - na _ V i V j _
D at n -a = n - N a ,
r "yv
C A) rt ,/*
AJ
yv
#i!
1
£!(/*-& )!
ta co ------ j— — = Cw ,n va k co' dinh. Khi N —»oo thi
«!
JV.
yv-: = n - n a va vi -> p nen yv^ -» oo n g h ia la
N
N a A ^ a —1 )»—»(^V^4 -fc + 1 ) , la cac dai lifdng vo cung ldn (co 1
so hang), W dng tti A^,(A^-l),...,(7V- - n + k + l) cung la cac da
ltidng vo cung ldn (co n-k so' hang). Vay
f-k f-n-k. n-k
< na r k{na f NlA ) . r'k k n-k
— n ~ ^CnP <1
r n
x
t IV I N J [n j
Y nghia cua d inh ly nay co th e giai th ich n h u sau:
Chifdng 2: Bien n g lu nhien (BNN). 55
Dieu k ie n de dp dung p h an phoi nhi thufc Id cdc phep thuf

p hai doc lap. N eu n p h a n tuf lay ra tuf ta p ltfn theo nguyen tac
co h o a n lg.i, tufc Id lay m ot p h an tuf ra xem xet, xorg
tr a lai ta p ldn roi mdi lay p h an tuf khdc, th i cac la n lay la cjac
phep thuf doc lap, co th e tin h xac suat theo n h i thufc. NgUoc
lai l a y k h o n g h o a n l a i (hay la y n p h a n tv[ c u n g lu c ) th i
cac la n lay xem nhif cac phep thuf phu thuoc va ta phai tin h
xac su a t theo sieu boi. Nhifng neu N k h a ldn va n nho th i m 6 i
la n lay m ot p h an tuT, ta p lorn gan nhif khong doi, k h o n g an h
hifdrng gi dang ke d en la n lay tiep theo n en vSn co the xem
cac phep thuf ay la doc lap. Dac biet khi N — pha n phoi
sieu boi tru n g vdi p h an phoi nhi thifc.
Vi d u l
M ot lo h an g co 1 % phe pham . Tim xac suat de khi chon ra
500 sa n pham co
a/ T a t ca deu tot; b/ 1 phe pham .
G iai
X g Z?(500;0,01),X = np = 500x0,01 = 5.
e -s .5°
aJ P \X = 0J =
0 !
b/ P[X = \\ = *
1 !
Vi du 2
Ti le thuoc hong tro n g m ot lo thuoc lorn la p=0.05 (xac suat
hiem ). Lay N N 20 lo. Goi X la so lo hong n h a n diforc. Tim
h am m a t do cua X va so san h vdri gia tri xap xi bdi p h an phoi
Poisson.
G iai
X e Z?(20;0.05), n e n co h am m a t do:
f ( x ) = C2 0 1 0*05^ (°-9 5)20_JC = <U 0

56 Chitons 2: Bien n g lu nhien (BNNY
Nefu ta xap xi bdi p h an phoi Poisson (p=0.05, xAc su at hiem)

vdi
P(X), ^ , - n p - 20x0.05 = 1 th i h&m m a t do tror th&nh:
iX ___
f ( x ) = e~1 — , x = 0 , 2 0 , day \k b&ng so s&nh
x!
B= 5(20; 0.05), va P=P(A = l) .
0 1 2 3 4 5 6 7 8
0.35849 0.37735 0.18868 0.05958 0.01333 0.00224 0.00030 0.00003 0.00000
0.36788 D.36788 0.18394 0.06131 0.01533 0.00307 0.00051 0.00007 0.00001
kh& b6. N ghla 1& h ai cach tin h x&c su at n&y giong nhau.
Sau day ta de cSp ve hai ham rat quan trong d cac phan sau, do la ham
gamma va ham beta.
oo
D in h ly H&m gamma: T(fl) = | x a~le~xd x , a>0.

o
aJ H am gam m a la xac dinh.
b/ r
c/ r ( i ) = i
d / r ( f l + l) = « r (a ), a > 0 = > r ( « + l) = /i!, n<= N
C h tfn g m in h :
a/ D I dang chting m inh tich p h an suy ro n g tr e n la hoi tu.
b/ Xem lai p h an to£n cao cap.
oo
c/ r ( l ) = Je~xdx = -e~* = 1
OO OO
d /r ( a + l)= f x a e Xdx = - x ae - x + a \ x a e xdx = 0+aT(a) = ar(a
0 u dv 0 o
D in h lv Ham beta, a> 0, b>0.

Chtfdng 2: Bien ngau nhien (BNN). 57
Be{a,b) = ^ ( l - x / A ^ dx la hoi tu dtfdi dau tich phan.
ChuTng m inh:
00 1 f HT
T a n h d la i: x d vo ctfc (x>l) , f— dx = \
\PK a < \
x cf zero (0 <x<l) ,
Ta chia ra 2 can ttidng ting vdi 2 ham khong xac dinh tai cac can
do
Tai can 0 : Jx^° ^ d x = J dx,

(1 - a )
0 0 .X ’
Hoi tu neu 1-a <1 = > a>0 ( hien nhien ).
Tai can 1: f ( l - x / * ^< fe= fx ^fl l^ d x = \------ — dx

. 0
Hoi tu neu 1-b <1 ==> b>0 ( hien n h ie n ). ■

D i n h l y Ham beta va ham gamma co quan he qua bieu thtic:
r (v i)r(v 2)
B e(v„ v 2) =
r(v i+ v 2)
Ch-JTng m in h :
Xem bai tap cua cung tac gia.
V I. M p t so l u a t p h a n p h o i l ie n tu c
6.1 P h a n p h o i d e u X e U[a,b], a< b
BNN X goi \k p h a n phoi deu U[a,b] neu co h am m a t do:
1
x e [a,b]
/(* )= b-a
0, x e [ a ,b \
D in h ly Cho X e U[a,b] thi:
58 Chifdng 2: Bien n g lu nhien (BNNY
, x <a
0
x-a
a/ H am p h an phoi F (x ) - x e [,a,b\
b-a
1, x> b
b/ E { X ) = ^ - , var(A') = ^ —
12
d F= — e l / [ 0 ,1]
b-a
C htfng m inh: Xem nhu bai tap.
6.2 P h a n p h o i m u X e E { X ) , X > 0.
BNN X goi \k p h an phoi mu X e E { X ) , X > 0 neu co h a m mat
do:
f ( x ) = \^'e ’ X , do thi du5i dai ra khi X T.
[O, x < 0
Phan Phoi mu ap dung trong pham vi ly thuyet do tin cay.
Neu so lan xuat hien cua mot bien co trong mot khoang thcJi
gian co phan phoi Poisson, thi thdi gian giffa hai lan xuat hien bien co
do co phan phoi mu. Chang han, thdi gian lam viec lien tuc cua mot
thiet bi giffa 2 lan sura chffa, thdi gian chd cua mot khach hang de difdc
phuc vu
D in h ly Cho X e £ ( A ) , A > 0 thi:

aJ Kiem chting day la ham m at do.
Chifcfng 2: Bien n g lu nhien (BNN). 59
b/ H&m p h an phoi F (jc) = > * e > x>®

[0 , jc < 0
d E ( X ) =l , E (X * h j i - =
d/ P h a n vi x p = —- ln ( l- /> ) , 0 < /7 < l

A.
e/ Y = A,Xg E[AL = l]
C hufng m in h :
x=°° x=°°
a/ | f( x ) d x = | A* *x dx = - e -A x =1
0
x=0
f=jr r=x
b/ F (x )= J f(t)dt= J A.e~X‘dt = 1 - e -Ax
t= 0 f=0
c /£ (jv )= i * (* 2 )= Jr. ™ (x)= ~
e (x j = fAxe~Xxdx = j ue~u — = y J ue~udu =

0 u=Ax=0 * ^ 0
=r(2 )_ ir(i)_ i
A A A
£:(Ar2)= j A x 2e~Axdx= | A.[^~ = - V ] « v * r f < i=

0 u=Ax=0
_ r ( 3) _ 2 x i r ( i ) _ 2
~ A2 A,2 A.2
=> var i(AT) = —2
—----1 = —1
A. A. A,2
d/ Tun phan vi xp :
F ( x p ) = p t s p = l - e ~ Xx o x = - i l n ( l - p )
e/ X e e ( A ) ^ > Y = A X e £ ( A = l)
Fy(y) =P(¥<y) = p [ ix < y ) =p [ x < y~

60 Chifdng 2: Bien ngau nhien (BNN). in
Lay dao ham hai ve theo y, vdi 0 < y <; ~
fv{y) =f x ' l \ I | - * A
a r , e e { * : 1)
I)
VI du 1:
Tuoi tho X (tmh bang gift ) cua mot thiet bi co phan phoi mu :
E(X)<* f { x ) = Ae~*x ,>c > 0 ,A > 0
Cu the A = 0.00125, E (A = 0.00125), hay tinh va noi y nghla:

a/ P { X > 800)
b/ P { l l t i < X <880)
c/ E ( X )
d/ P ( X < 1200)
e/ P X > - \ , k > 0
XJ
f / Tim diem p h a n vi jc0 7 5 cua X.
Giai:
a/ F (X > 8 0 0 ) = P(800<A :<°o) = F (° ° )-F (8 0 0 ) = l - F ( 8 0 0 ) =
= 1 - (1 - e~Xx) = e-°'00125x80° = =0.3678
Y nghla la xac suat de tuoi tho cua thiet bi > 800 gicf la 36.78%.
b/ P(720 < X < 880) = F (880) - F (720) = 1 - F (880) =

= ^-0.00125x720 _ £-0.00125x880 = ^-0.9 ^-1.1 =Q 0 ? 3 6 9
Y nghla la xac suat de tuoi tho cua thiet bi nam trong khoang
[700 gid, 800 gid] la 7.36%.
d E ( X ) =\ = 1 = 800 gicf = trung binh tuoi tho cua thiet bi.

A 0.00125
d/ P ( X < 1200) = F (0 < X < 1200) = F (1 2 0 0 )-F (0 ) =
= F (1200) - 0 = F (1200) = 1 - e~15 =0.7768
Chtfdng 2: Bien ngau nhien (BNN). 61
e/ P
f r
*>*
x i ) " - ' KA’J
-A -
= l - ( l - « - '* Jr)= « - 'u = e •» = em-k =
- e» k
f/ Tim diem phan vi 75 cua X.
F (* 0 . 7 5 ) = #-75 « * 0 . 7 5 = - I®(1 ■-0-75) = 800x(-1.3862) =

= 887.228 gid.
Nghla la xac suat de thiet bi ngifng hoat dong trifdc 887 gid la 0.75,
hay xac suat de tuoi tho cua thiet bi ldn hdn 887 gid la 0.25. ■
6.3. P h a n p h o i gam m a X e r(ar,/?), a > 0,/? > 0

BNN X goi la phan phoi gamma X g r(a,/3), a > 0,/? > 0 neu
co ham m at do: f ( x ) = r ( a-----

)pa
x>»
0 , jc<»
Giif co' dinh p, do thi dudi dai ra khi a T
C h n f:
62 Chifdne 2: Bien n g lu nhien (BNN)
1/ Khi Ap dung vdi X e Y a = = 2^ <=> X e ^ (r)
[ _£
■x ' 2 'e 2 , jc > 0
day la ham mat do: / ( x ) =
0 , x < 0
co phan phoi la (r) vdi r bac tu do. Co ting dung rat nhieu trong ty
thuyet XSTK sau nay.
2/ Khi P =1, thi ta ki hieu dOn gian hdn: X e y ( a ) , a > 0 .
X e r (a r,/? = l) ,a r > 0 <=>Xe y ( a ) ya > 0 , cd ham mat do:
1
—— x* >e- x , x > A0
/(* ) = r(or)
0, x <0
D in h lv Cho X e r ( a , f } ) , a > 0 , f i >0 thi:

a/ Kiem chting la ham mat do:
b/ fi = E ( X ) = a0, a 2 = \ * r { X ) = cf l 2.
C hufng m in h :
That vay
a/ ] f ( x ) d x = X) ---- l — x ia- ' )e fl dx =-----?---- " f x ia ^ e ^dx

x=0 t=0 r ( a ) f i a
ii = — => Pdu = dx ,
P
X -o °
j x ,a - ' ]e Pdx = “ j ( u p j a - lK - up du = p W “ =
x=0 ii= 0 11= 0
X = oo
= /J(a)r(<r).V$y " f / ( * ) & = 1 r{a)pa =i

x=0 r(« )r
b//j = E ( X ) = —y ~ ^ ° ] x ^ e ^<**.dat y= ^
r(cc)Pa 6
^= £ w = i
Ttfdngtir £ - ( x 2) = ^ | ^ = (« + l)^ fl 2
=><t2 = f ( a :2) - / / 2 =(a+l)ap2 -o^p2 =afi2
6.4. P h a n p h o 'i W e ib u ll X e W { a , P ) , a > 0 , p > 0

BNN X goi la p h an pho'i weibull X e W ( a , f i ) , a > 0 ,0 > 0 neu
a
co h am m a t do: / ( jc) = a P xP~le~ax , jc > 0 ,a r > 0 , p > 0
0, jc < 0
0.5 1 1.5 2 2.5 3

{ Giff co' dinh a = 1 , cho P T, ta thay do thi co thang len, hep vao va dinh
cao len khi P T.
Cung gio'ng nhif ham mu, phan pho'i Weibull diTOc suf dung trong ly
thuyet do tin cay, de kiem dinh tuoi tho suf dung, thdi gian phan huy,
thdi gian phan ra cua cac nguyen to hoa hoc.
D in h lv Cho X e W (or,/?), a > 0,/? > 0 thi:

a/ Kiem chtfng la ham mat do:
b/Co ham phan phoi: F ( x ) = l - c -axP , x > 0 .
64 Chifcfag 2: Bien ngau nhien (BNNV
l
c/ fi = E ( X ) = a
v1+i
2 - 2
f 2) — r (V iY l
1 + 4
r
I P) -
ln ( l- p )
e/ Diem phan vi xp cua X ditoc xac dinh: x p =
a
- ke
11 Y = a X P e E ( A - 1), nghia la tpcm f ( y ) = = e-y
Chting m in h :
a/ j f(x)dx= | a p xP~l e~axP dx= J e~axP [ a Px&~xdx\

jc =0 x=0 x=0
dat u = ax^ =>du = aPx^ Xdx, vay J f[x)dx = J e Udu=\

x=0 jc =0
t=x
b /F (x ) = | / ( / ) * = J a p t P~xe~a(P dt
t =0 t=o
u=ax&
dat du = a P t^ xd t , F (jc )= J e Udu= 1 —e -axP
«=0
x=<» X = °o
c ///= { x / ( x ) d x = j x a p x P l e axPdx= J a p x p e~[
x=0 x=0 x=0
dat u = axP z=> du = a P x ^ ~ xdx
1
U —oo « = oo ——tt=oo 1 1
= f x e~udu= f e Udu=a & J ( u)pe Udu=a ' i +i '

«=0 ii=o u=o P
jf=oo ^J C = o o
d / £ ( x 2)= J x 2f ( x ) d x = I a f i x 1x ^ - ' e - a xl,Jx =
jf= 0 jc= 0
dat u = axP =>du = aPx^~ldx
Chifdng 2: Bien neau nhien (BNN). 65
«=»
£-(aT2 ) = J XLe~udu= J J {u )fie^d u =
H= 0 «f= 0
I)
__2 - 2
=>0* = E [ x 2 } - E 2 ( X ) = a P r f. ^ r f. i V
< +P , < + /> i
e/ Diem phan vi: xp cua X difdc dinh nghla:
-a x^
& l-e p =p
P P
H
l - e ~ aXp =/><=> 1 - p = e~aXp <=>ln (l-/> ) = - a x P <=>
<^xp =
ln ( l - p ) P
a
4/ Y = a X P e e{X = 1) <=> / ( > ) = le ~ Xy = e~y
Chu y or > 0,/? > 0 va ham dong bien.
FY{y)=P{Y<y)=p(aXfi < y}= r{xP < y =P X
66 Chtidng 2: Bien n g lu nhien (BNN).
e > '~Al Y
ddn gian cho a p , ta thay rang: e - b ** =e- y .
(/*-<) hi
va x ■P-i y
P =
_1
a M S 'li
Vay f y { y ) - e y <=>Y = a X ^ g e(A = l) ■
6.5. P h a n p h o i C a u c h y to n g q u a t: X g C (a ,0 ), a g R ,0 > 0
BNN X goi \k p h an phoi Cauchy X e C (a ,0 ),a & R ,0> O neu
co ham m at do:
1
/(* ) = , -oo < x < °°,a g R ,0 > 0
2 ’
x-a^
7T0 1 +
e ) j
. -
0 6
0.5- a = 1,0 = 4
0.4- 1 a = 1,0 = 2
a = 1,0 = 1
03: 1 a = 1,0 = 0.5
0 2 -#
Do thi vdi co dinh a =1 (chinh la vi tri hoanh do dinh),

9 =4, 2, 1, 0.5, ta thay do thi vut len tren va co hep lai khi 9 giam,
D inh lv :
Gia suf X g C (a ,0 ) , phan phoi Cauchy tdng quat thi:
a/ Kiem chting la ham m at do.
b/ Tim ham phan phoi cua X.
/ Tim trung vi cua X ( medX= x <==>

nedx 1
\ f( t) d t = F (medx) = - )
IJ Tim E(X), var(X).

Chting minh:
J Kiem chtfng la ham mat do.
1 , •»-. t - a
d t, d a t ----- = u
6
7t0 1 +
e
du
/ = —[arctanii]
'= J 2^ _U f I + «2)
kO 1+ V /
V
I 0 ) J
n 1C
=- n = 1
n ~2 ~~2 n
>/ Tim ham phan phoi cua X
t —X X
, _ / -a
F(x)= j /« * = f d t , dat -----
2 'I 0
/ r —oo —oc
;n9 1 +
I « J /
x -a
x -a
Û = —[arctan a] e - arctan ---- H--- —
* (l + «2 ) *■ n Q ) 2
1 ♦ ( x ~a
= —arctan
n e 4
_ medx
HlcMA |
c/ medX= * <==> J f( t) d t = F [medx] = - <==>
/— \ \
x-a 1 1 ^ x-a
/■ ( * )= - arctan h— = —<=>arctan = 0 <=>jc-a 0 <=>x = o
v ' n \ e 2 2 e
68 Chtfdng 2: Bien ngau nhien (BNN).
xdx
d! E { X ) = \ x f(x )d x = \ r ( x — \\2 A
x --
tc6 1 +
V , e ) /
x-a r ( x 1 °°f _ 1 °°f {uO + a)du
dat —— = «» £ ( * ) = - J —-------------------- 7 ^ - — J
v i] ^ =0
(1+“2)
I 1 (u0+ a)du _ 1 “f 0 w</« adu
J-— 1
E(X)- * i (n V ) "* ( l + « 2j—oo | l + W2 j
adu
* (* ) = K »+ f = —an = a .
n
(1+“2)
OO OO
x zdx
e ( * 2) = \ x 2f ( x ) d x = \
f (
X ——oo U \ I2 > \
nQ 1+
V
I « JJ
lam tifdng tif nhif tren ta se thay co so hang
“r U
u2UU _ f
du 1
1 - du = °°, nen var(X) khong ton tai.
| l + W2 j
—oo -o c
(1+ “2)
Bay gid ta xet mot phan phoi curc ky quan trong trong ly thuyet XSTK.
. . P h& n p h o i c h u a n : X e N
6 6 0,// = const.
PhUn phoi cua dai lufdng n g lu nhien lien tuc X n h a n gia tri
_ (x - m) 2
tr e n R vdi h&m m at do p h an pho'i: f ( x ) = — t = c 2 a2
(TyJlTC
0 2 . -
hu y: J f( x ) d x =
—oo
O 15
(x-M)2
-- [ — ] = e 2 dx = l yo y
o 4 in jr*
°° j
lifa v&o | e~ * dx = >//r V
-4 4 8 10
^dri // = 2, cr = 3 ta c6 d 6 th i nhuftrdn,
Tdng qudt ta c6 : Diem ctfc dai M = vk 2 diem uon:
rJ , = / i - a , , u 2 = M+<7
*<T>/2xe J
*.6.1. P h a n p h o i ci h u a n dcfn gian:
x e A^(//,«72) = > r = ^ — e W(0 , 1 )
3am m a t do p h an phoi: f { t ) = —r= e 2 (tra bang A).

yjllt
Tich p h a n L aplace:<p(x)= \- K = e 2 dt=P[0 < T < x ] , T e A^(0,1)

0 V2 n
rl&m (p(x) difcfc tr a ban g B.

H nh ch a t h am cp(x):
J <p(-x) = -<p(x) , h ie n nhien.
l/ iâr < T < f$\ = 0K/?) ~ tfHor) • T h at vay:
^ 0 P P a
p[a<T<p\= \ f m = \ r m * \ m * = \ r m - \ f m = < p ( 0 ) - < A a \
a a 0 0 0
Vi Du:
T e 7V(0,1), P[-3 < T < 1J = p(l) + p(3) = 0.3413 + 0.4987 = 0.84.
6.6.2. Q u i ta c 3 sigm a:
70 Chitons 2: Bien n g lu nhien (BNN)
X e n [^h , c 2), H ay tin h xac suat: P [ |A '- //|< a ./a ] = l _or ’

vdi (1 - a ) cho trifdc va diTdc goi la do tin cay. Ta co:
\x - n\
\- a = P \\ X - n \< < J t a ] = P <t a =p[|r|</B] =
= P [-ta < T < ta ]=<p(ta )-<p(-ta ) = 2<p(ta )
p[\X-ti\< < j.ta ~\= l - a = 2(p(ta ) , xac su at n k y dtfdc the hiei
tre n h in h ve: La dien tich p h an gach cheo.
Neu lay ta =3, tra bang B ta co: <p(ta ) =0.9973/ 2 = 0.4987

==> P [|A '-//|< 3 < r] = 99.73%
N ghia la hau h e t (99.73%) gia tri cua X sai lech vdi ji khong
qua 3 lan a. Ngay nay cac sieu ta p doan san x u at vdi qui mo
da quoc gia da dua ra tieu chuan 6 o de do ludng c h a t lufdng
san pham , n h a t la tieu chuan ISO h ie n nay de cao va doi hoi
tieu chuan 6 a m 6 i khi cong ty muon dang cai lay chijfng nhai
ISO.
VI Du:
Ap dung qui tac 2 a de dan h gia day so NN X n h u sau:
3, 9, 5, 7, 5, 3, 7,
2, 4, 6 , 7, 4, 8 , 7,
5, 7, 8 , 4, 5, 9, 7,
2, 7, 1, 8 , 6 , 5. 7,
Chiftftig 2: Bien n g lu nhien (BNN). 71
Co th e tin h ngay n = E ( X ) =5.535,
T rong excel ta c6 h km .ST D E V = crn_i = =2.1684
GHD= fi-2x<rn_ \, GHT= //+ 2x<j„_1,
12
10
-«-T B
6
a—GHT
4 -#-GHD
- / / | < 2an \ = 95.45% = 2 p(/a = 2) = 2x0.47725

Nghla la chi dung tieu chuan 2a th i da co 95.45% so" lieu rcri vao
khoang 2 a trong vi du nay. Vay neu dung 3 a th i to t hern
nufa.
6.6.3. D a n g d i$ u h a m p h a n p h o i X e /v(//;<72jcu
_ (x-rf
Co h am m a t do: f ( x ) = — ] = e 2 0- 2
<TV2^
Ham m at do dat cifc dai tai cung hoanh do
x=fi, nen neu a thay doi, ta co tinh chat:
<j cang ltfn thi day cang be ra,
dinh cang thap hcfn, nhi/ hinh ve,
•10 -8 -6 -4
72 Chitons 2: Bien n g lu nhien (BNNY
cu the n e u ta c o :
0 < Oi<g2 ==> max f 2(x) = -----—= < -----^ = = m a x f\( x )
x =m a 2yl2jce a x yjlne x=n
_ a
Chu y d hinh ve tren: 4 do thi cung co n =1, nhiftig vdi ba phtfcfng sai:
o \ =1, o \ =2, a \ =3, a \ =4, neu X*eN(n, o f ) thi ctfc dai cua cic.
ham mat do co thuf tu la:
maxf4 (x) < maxf3 (x) < maxf2 (x) < maxfi(x)
neu 0 < g\ « t\ « j \ < o\
D in h lv: Cho X e J V ^ u 2) thi:
a/ Med(X) = M-
b/ f.i(X) = E ( X) = /i
d cr2 (X) = var( X) = a 2.
Chufng m inh:
a/ H ien nhien.
OO OO - (x - n ) 2
— -----------
b/ E ( X ) = f x f ( x ) d x = \ x — = e 2ffl d x , dat z = -x ~ ^
_ <Ty]2jC cT
oo Z2 oo Z2 OO Z2
~ r= J ^ 2dz+ ^= | 2 = 0 + —jL= J <? 2 dz = V yf e r =
yj2 7 1 ^ V2 ^ _ i J lx
z2
vi | z<? 2 dz = 0 ly do M m dtfori dau tich p h a n 1 & h&m le.
2 OO _ Z_
= —j= f z1e 2 dz
■J2ic 1
_ z_ _ z_
lay tich p h an tCfng p h an « = z, dv = z e 2 dz=>v = e 2
Vay:
var(A") = -z e j e 2 dz
6.6.4. C a c h tin h
Cho X e D at r = ^ - ^ = > J e A r( 0 , 1 )
Phtfcrng ph&p tin h : T inh P\xj < AT< x 2 ].
D at a = =
<7 O'
=> />[*, < X < x 2 J = P[a < r < 0 \ = $*£) - p(ar).
P[xx < X < x 2\ = <p{X l ~ M) -llA g .
G ia i
1 1 -1 0 ^9,5-10^
P \ 9 ,5 < x < \ \ ] = <p ~<P = p( 2 )-<p(-l) = 0,82
0,5 0,5
Excel: NormDist{\ 1,10,0.5,1)- NormDist(9.5,10,0.5,1) =0.82
Vi D u2
Thcri gian X (tin h b ang phut) cua m ot khdch h&ng chcr xe buyt
la b ien ngau n h ie n co p h an bo' chuan vdri n = 4 .5 , cr = 1 . 1 .
74 Chitons 2: Bien n g lu nhien (BNTM)
a/ T inh ti le khach h an g phai chcf xe buyt til

3,5phut —» 6 p h u t. Qua 6 phut.
b/ Thofi gian phai chor toi th ieu 1& bao nhieu, neu khong de
qua 5 % so kh&ch h&ng phai chcr xe buyt, m a vUcft qua th&i
VlV.
gian do.
G iai
6-4 .5
a/ P[3, 5<X <6] = <pj -<p/ 3 , 5 - 4 , 5 ^ ^ ( 1>36) _ ^ ( _ o.91)
1.1 1,1
= p(1.36) + p(0.91) = 0.41309 + 0.31859 = 0.73168 = 73.17%.
Excel: = jV0 rm/)/rf(6 ,4.5,1.1,1) - NormDist(3.5,4.5,1.1,1) =73.17%
N ( 6 -4 ,5
P[6<X] = <p ~<P = - -<p{ 1.36) = 0.5 - 0.41309 = 8.69^
1.1 1,1 y 2
= 1- P[X<6]= 1- NormDist{6 ,4.5,1.1,1) =8.69%
b/ Goi x 0 la lifotag thori gian can tim , ta co:
( * o ~ 4 ,5 ^ _ l J jc0 -4 ,5
P\X{)< X \ = <p(~)- —— > 1.65 => .xq > 6.315
1,1 / 1,1
Trong Excel: NORMSinv( 0.5 +0.45) =1.65.
Vi D u 3: Cho X e yv(4.5,l.l2), dung 570 MS, tinh:
P(3.5< X < 6 ), P(l.5< AT < 3), P (-1.5 < X < 4).

G iai
1/ Dung cong thtic: P ( a < X <b) = ham />(&)-ham P(a)
i y=t _y*L
Trong do ham P(t): p ( /) = - _ J e 2 dy . Theo cac bitfc:
y=-
1/ Xoa so lieu th o n g ke trudrc do: |t], 1MODE|, Scl= Stat Clear,
MODE = SD
Chiftftig 2: Bien n e lu nhien (BNN). 75
2/ Vao 2 so lieu
/i = 4.5 = x
jcj =4.5+l.l = 5.6, x2 = 4.5-1.1-3.4
<j=l.l = a„
♦ Bay gid tin h /*(3 .5 < X < 6 )
6I t d is t r I 0 , S 3, R |T d is t r I [ n j, U a ^ I , [j], 0
0.91366, luu vao o A
ANS
3 .5 [T D / 5 |, 0 , S 3 , R 1TZ>ZS7«|, [iP(|, U/VSl, [j], 0
0.18165, luu vao o B, U a s |, |T s T o 1, @
• Goi A-B: \RCl\, 0 , 0 , F I 1 * 0 , 1 , @ , 0 0 .7 3 2 . So san h vdi
k e t qua cua vi du trtfdc.
♦ Bay gid tin h /*(1.5<X < 3)

3 I t DMsntl, 0 , [ ± 7 | , 0 , |t d is t r I 0 , U jv s l. 0 , 0
0.08634, luu vao o A
ANS t STOl \A\
. 1-5I t d is t r I 0 , E ± T ], H J t M s n d 0 , U j v s I . 0 , 0
0.00319, lifu vao 6 B, It J7H>L @
• Goi A-B: \RCL\, 0 , 0 , F l U cx !. 0 , 0 0 .0 8 3 1 5
• Tuong tir tin h P (-1.5 < X < 4)
P(1.5 < X < 3) = NormDist(3,4.5,1.1,1) -
NormDist( 1.5,4.5,1.1,1) =
= 8.31%. ■
Vi du 4:
Xe TV j , tim moment tam bac k, va moment tam
tri tuyet doi bac k.

Giai:
76 Chifdne 2: Bien n g lu nhien (BNNY
{x-MV
f ( x ) = — 7— p 1<jl , ta da b iet E ( X ) = /i
(Jy]27C
(x-M)2
2 a2 dx
. u ^ E ( X - E X ) k -](* -/« )*
t oo y
d at (x M)- = y , uk = - *j = l y ke 2 dx
a yJlTU
♦ Neu k le: uk = 0
2 cr*
♦ Neu k c h in : «* =
yjln 4 ln 0
d at y 2 = 2 z ,
L *-loo k - \ k-1
u^ ^ 2 ~ T J — ? r * + M = c r* (A -l)!!
yfl/C * = & 2
r— k - 1 k
th a t vay: k c h in ==> (k- 1 ) le, H —
-> c o I — J so h a n g tic h , n e n
IV 2J
w2 =<7 2 ( 2 - l) ! ! = <r2 (phUcrng sai);

u4 = cr4 (4-1)!! = a 4 x 3 x l = 3a4
u6 =<74 (6-1)!! = o'4 x5x3x1 = 15<74
♦ Neu k le: m om ent tam tuyet doi:
Chifdng 2: Bien n g iu nhien (BNN).
k-1
k-
m — ±0*2 2
th § t vay: k 13 ==> (k-1), (k-3)... chiln,

k- 3
fA -l^ ^ .
2 x-l=[k-2 ]--> co x= ----- so hang tich, nen
2 2
m- = J V ( 3 - l ) n = J V x 2 =2a > £
m5 = J p ( 5 - l ) ! l - J « * x 4 x 2 = S S J I
Vi du5: X g A^S,*!2) . Neu P(X > 9) =0,2 tin h <r2
G ia i
.- 5
p [9 < a: < oo] = ^ ~
 - = 0.85 =><7Z= 22.14
a
Be ket thuc phan nay ta xet them mot phan phoi nffa (loga chuan), c
tfng dung trong ly thuyet do tin cay rat nhieu.
VII. PhSn phoi ldga chuan (LogNormal), X g log N |//,er 2 j
Phan phoi LogNormal: X g log N <T2 j ,
(In*-/*)
e 2 a2 , x
Vdi ham mat do: / ( * ) = > 0
xa^2n
0, x <0
Do thi c6 cung |i =0 , duoi dai ra va dinh thap xuong khi tr 2 T.
78 Chifcfag 2: Bien n g lu nhien fBNNY v .
D in h Iv: Cho X e log./v|//;c7 2 j thi:
M+~
a/ Ky vong: E (X) = e
b/ Phtfdng sai: var (X ) =
C htfng m inh:
Xem nhif bai tap
VIII. Ham cua BNN.

Trong thuc te, doi k h i ta x et BNN phu thuoc vao 1 h ay nhieu
BNN khac da b iet luat ph an pho'i. V an de cua ta la dtfa vao
luat p h an pho'i (ham p han pho'i xac su at hay h am m a t do xac
suat) cua BNN nay de tim luat p h an phoi cua h a m b ie n do.
8.1. T rtid n g hcfp B N N rcfi r a c .
VI D u B iet bang p h an phoi xac su at cua X, Cho
Y = <p{X) = X 1 , tim luat p h an pho'i Y
X — 1 0 1 2
P(x) 0,1 0,3 0,4 0 ,2
Ta co
X - 1 0 1 2
Y = X2 1 0 1 4
Suy ra
Chifdne 2: Bien n g lu nhien (BNN). 79
.I
Y 0 1 4
P(y) 0,3 0,1 + 0,4 0,2
8.2. T rtfcfng hcfp B N N lie n tu c .

B iet X nghia 1& b iet M m p h an phoi Fx (x ) hay ham m at do
f x ( x )> bay gid ta tim M m ph an phoi /^(jc) hay M m m at
do f y ( x ) cua Y = (p{X).
Theo dinh nghia:
Fy{x) = P( X <x ) = P ( Y = q *X )< x)= J f x {u)du,
Dx =<p(u)<x
sau do lay dao M m cua Fy(jc) theo x de co f y ( x ) .
VI D u l: X e N ^ fi ,a 2)j=>T = aX + be Nâ/i + b,[a(r]2^
Gia suf a>0:

FT (x) = P ( T < x ) = P(aX + b <x ) = P ' x < ^ ± \= F x (— ).
V a « .
dao M m hai ve theo x, chu y c&ch lay dao ham hop :

tx~b )\ 2
(------M a______
rX~b la 2
/rW = ¥ -r) = f x ( ------ ) - =
a a <7 yfljC
(.x -[a n + b \
2 ( act)2
a<7 -Jla
Vay X e N ^ < t 2^ T = aX+ be N[ a p +b\a<rf
Vi D u2: He qua cua vi du tre n vdi a =

g a
Cho
80 Chifdne 2: Bien n g lu nhien (BNNV
Hay ta c6 t h i tinh true tiep b&ng dinh nghla nhif sau:

Fr (x) = P (T < x) = < * ) = p (x < <rx + M) = f x ^ x + ^
dao hctm hai ve theo x, chu y cdch lay dao hAm hop :
_ (ax+M -M)1
f T (*) ~ (PX (ffx +M))x = f x (f f x +f ^ m<7= ° Q-Jix 6

x2
1 -
e 2 , day chinh 111 h&m m at do phan phoi chuan dot
gi£n.
Vi D u 3 ; BNN X c6 hllm m&t do x&c suSft 111 f(x),

tim h&m m at do xdc suat cua Y=X3.
Fy(y) = P ( r < y ) = p ( x i <y) = p ( x < l [ j ) = Fx ( ir j)
dao h&m hai ve theo y, chu y cach lay dao h&m hop:
Fy(y) = f r (y)= (F x ( lft) ) ' = f x (l[y) i - r

=fr(!fy)
\ y3
VI D u4: BNN X c6 h&m m at d6 x&c suat 111 f(x), tim h&m

m at do xac suat cua Y=ex.
Fr (y) = P ( y < y ) = p ( e x < = P ( X <Inj.) = F * (ln y)
dao ham hai ve theo y, chu y cach lay dao h&m hop :
Fr(y) = fy(y)= ( * x ( ln y))'y = fxO* y)
-^ * 2, - l < x < 4
Vi D u5: X \k BNN co hllm m at do f x ( * ) = 65
Chiftftig 2: Bien ngau nhien (BNN). 81
a/ Chting to f(x) 1& h&m m at dd.

|b/ X6 t Y = 2 X 2 , tim h k m 30
m a t do cua Y.
(l 3^
d H ay tin h P - < y < -
2 2)
d /H a y tin h P ( l< K ) .
e /H a y tin h P [ 2 <Y ) .
Giai:
Ve do thi Y = 2 X l
4 x=4
3
a/ Ta co: \ f ( x ) d x = \ - x d x = - — =1
-1 -1
65 3 x = -l
b/ H am m a t do cua Y: Ta p h an tich th a n h 2 khoang nhif sau:
• 0 < .y < 2 < = > -l< Jt< + l:
f f W = p (f< ^ = p (2x 2 < ^ = p (w < ^ ]= /> (x < ^

J?
X < J-T* X>-A- =
Jf V
lay dao h am h ai ve ta co:
fx -fx
I 2yf2y - a 2yj2y f t
'fry .
• 2 <y <3 2 <=>l <x <4 : l&m tifcrng tif ta co:
65 2 ' E y ,
Tom lai: h am m a t do: #(>>) =
2 S , S 32,
v & t.h i’f l a i . t h u d if O c :

82 ChiftJng 2: Bien n g lu nhien (BNN).
63 2 ,
' = ---H-----= 1
65 65
f l < x 2 < l ] =/> + p f -i < X < —

I2 2) U 4j \
2
’2, I2 2J
= I P '* < * = (vi doi xting )

2 2
s v/3
JC=
2 2 -2 + 6>/3 - l + 3>/3
- 2 ] /( .) * - 260
65 1
520
JC = -
2
3
2
-1+3V3
Hay: ' ( r r < ! ) = = \ M ^ y dy 260
—< AT2 = /» +P
2 V*. .V2
1
= j /(*)< & + J f(x)dx= \ ^ r d x + \ ~ dx =

1 l
Ji
-V 2 + J_ ' 64 =
r - v s _J___ 2V2 _ Ji
\ 260 + 65 ^ 260 65 260 130
Hay:
2 32 2 . , 32 , .
3>> 1 f 3y 1
P ( i< y ) = P ( i< r < 2 ) +P (2 < r< 3 2 ) = |+ J = J ^ ^ + J ^
4_ "63" ft- ^ 1
65 130 ,6 5 , 130j
32 32
e / P ( 2 < F ) = i* ( 2 < r < 3 2 ) = J 3j> 1 rfy= “
65
Chtfdng 2: Bien n g lu nhien (BNN). 83
DL H am d a c trtfng
Mot cong cu khac de tin h ky vong va phucfng sai cua cac
BNN, ta cdn m ot cong cu kh&c, do 1&: H&m dac trung.
9.1. D in h nghia:
+00
Ham dac tnfng cua BNN X la ham: M(t)= E j = \ etxf ( x ) d x

—oo
trong do f ( x ) la ham mat do xac suat cua BNN X.

Dinh lv:
X la BNN vdi trung binh la p., phtfdng sai a va ham dac triftig M(t),
luc do ky vong va phtfcfng sai:
hx = m '{ « ), <T|r = Ji///(o )-[jw / (o ) ] 2
Chting minh:
+00 Ht+
M(t)= = \ e txf { x ) d x = e
a 2t2 a 2t2^
///+ , | fit+-
M l (t) = — 2 ' =(/*+<r 2 /)e'
dt
<r2^
/u+-
M " ( t ) = <r2 + eK t = 0 , Mfl ( 0 ) = <r2 + //2
Ta xet cac vi du sau, de tim ham dac trifng, sau do Sv ap dung dinh ly
tren de tim lai ky vong va phifdng sai cua chung.
9.2. C ac v i du:
Vi du 1: Chting minh cac ham dac triftig sau:
a/ X e iV ( 0 ,l) :M ( t) = £ ( f r f )= J etxf ( x ) d x = e 2
84 ChiftJng 2: Bien ngau nhien (BNN).
( v 2*2)
+°° M'+V
b/ X e7 v (//,o - 2 ) : M ( t ) = E ( ^ J = J etxf { x ) d x =
-----------> , * > 0
d X e r ( a, f l ) , ham mat do: f { x ) = r (cc)Pa
0, x<0
+°° j
thi Ham dac tnftig : M(t)=E[etX) = f etxf ( x ) d x =--------- —
V (1 -fit)*
d/ Ap dung vdi X e F a = - , P = 2 I vdi ham mat d6

< 2 )
( ta da de cap d phan chu y 6.3)
1 - i I -£
k2 ) a e2 2 , jc > 0
/r\ r
/(* )= r 2 2
JJ
o. jc < 0
day la phan phoi (r) vdi r bac tif do.

+°° y
Thi Ham dac tnftig: M (t)= £ '|e ^ j = J etxf ( x ) d x =-----------

( 1 - 2 1)\
Tuf do suy ra E [ X ) = n x —r va v ar(X ) = <r\ = 2r
e/ Neu X e /V(0,l) thi Y = X 2 e z 2 ( l ) = z f .
Giai:
_x2
a/Ta co ham mat do: f ( x ) = -}— e 2 ,
\]2tt
4<>o ^ _X
e tX
^ e ~2 dx =
Ta co:
ChiTdng 2: Bien n g lu nhien (BNN). 85
\2 \2
X _____ t X _____ t_ t1
----- + tx = - -tx +—
2 yfl yfl 2
r \
x ____t
dat z = => dx = yfldz -Vay:
y/2 yfl
E- I t X \ 1 2
Eye j= j — - * J7 e- z 2 e 2? yJldz
P ij
= e 12 Je "^T
dz -=Z 2e J2? y fly fjr
=e2
JlTC
(x - m)1
b/Vdi X ~ ^ v |//,c r2j Ta co ham mat d6 : / ( * ) = < 2a 2
E j= | — 20-2 <£* = J — ^ = e txe 2(jl e~*a e*u dx
I
•»*N>
S)
( * - m Y + tx —fii = — f e z g r x~n a t '
-t(x-fi)
2a2 2 a2 KOyf2 V2 j 2
rx - n a t ' 1 g 2*2 at— t==> dx = <7V2dz./ r .

+ ------ , datx z=
-u
&y/2 y[2 2 < y y j2 yJ2
eê 2
j e z dz [ay!2 ) = ^ '— =g^
K ) - o j2 n
00
c/Ham gamma: r(ar)= J i / a ^ e~udu , Vdi X er(ar,/?) vdi ham
mat do: / ( * ) = Y ( a ) p a
0 , jc < 0
thi M(t)= £(<?**)= { etxf { x ) d x = f — 1 g x (g P e*dx

0
\ dx, x =— —Pu
p ) l-/fr
1 +0°
M(t)=----------- f P du =
r (a )0 * i 1 - p t)
1 r(o r)_ 1
J 1 Udu
( l - ^ ) a r (“ ) (l-^ f
d/ Ap dung dinh ly ta co:
MX = m ' { 0), t 7 j = M // (0)-|^M / (0)J , trong do:
AT(f) = ---- — - = ( l- 2 /) ~ 2 , ta lay dao ham lan mot, lan hai, ro

( 1 - 2 1)2
cho t = 0 ta se co:
HX = M 1 (0) = r, o \ = M " (0)- [ m ; (0)]2 = (r:; + 2r ) - r2 = 2r
e/ Neu A: e JV(0,1) thi Y = X 2 e * 2 (1) = ^
+00
My ( t ) - E [et Y ) =£ êtX j = J f[x)dx = J —~ = e tx e 2 dx
■+00 1 ■> + oo , X
I *2( -
e ^ 2 y</x:
yjln
Do
+oo |
i.
dx =
—00 j l i t /l —2 1 (j_ 2 /)2
Vay so sanh vdi ket qua tren ta cd: F = AT2 e_ „2

(l) = ^ i •
Vi du2:
Gia suT X e z 2{k) = Z k ' tim ham mat do cua

Giai:
Ta da biet ham mat do d vi du 1 cua X:
0, jc < 0
,U - .e
f Xk
r 2 (■*)= >0
2 2.r
K2)
F y { y ) = P ( Y < y ) = P ^ < y \ = P ( x < k y 2) ^ f y ( y ) = 2ky.fx (ky1)
M l
2
I2 \ 'V
= fy {y) = 2ky
K) .e^
1 2 ( k ,2 ,
y k x.ey
k
22.r (3 ) 1
B A IT A P
1 / Xac suat ban trung muc tieu cua mot khau phao la 0,6. Biet rang muc
tieu bi diet khi 3 qua dan phao ban trung. Goi X la so dan ban den khi
muc tieu bj tieu diet. Tim:
a) P(X=x) vdi x=3; 4; 5; 6 .
b) Tim E(X).
•w f ^ ' ' ' > r
2/ Gieo ngau nhien lien tiep moi lan 3 dong tien ly tuong (deu dan, doi
xung. dong chat....) cho den khi gieo dugc hai mat sSp thi dung,
a) Tim xac suat de so lan gieo nhieu nhat la 3.
j. \ TJ* v» r»in *ri t » n in n K i n k p n o c A lor> g J g Q (J q
3/ Nang suat lua o mot d|a phuong la bien ngau nhien co phan phoi
chuan vai ky vong 42ta/ha va a = 3ta/ha. Tim xac suat de khi gat
ngau nhien 3 thira ruong thi co 2 thua co nang suat sai lech so voi
trung binh khong qua lta/ha.
4/ Kiem tra chat luong 1000 san pham voi ty le chinh pham 0,95. Tirii
xac suat de so san pham dat tieu chuan trong khoang tu 900 den 980.
)
5/ Mot vien dan co tam xa trung binh la 300m. Gia sir tam xa do la mot
bien ngau nhien tuan theo luat chuan voi cr = 10. Hay tim ty le dan
bay qua tam xa trung binh tu 15 den 30m.
6 / Cho luat phan phoi hai chi6 u (X, Y) nhu sau:
. y 2 3 5
X
1 0,1 0 0,1
4 0,2 0,5 0,1
Tim luat phan phoi xac suat cua ham X+Y va XY sau do tinh ky vong va
phuong sai.
7/ Ba cong nhan cung lam ra mot loai san pham. XS de ngifdi thuf 1,
2, 3 lam ra chinh pham tifdng tfng la 0.9, 0.9, 0.8. Co mot ngifcJi
trong do lam ra 8 san pham thay co 2 phe pham. Tim XS de trong
8 san pham tiep theo cung do ngi/di do lam ra se co 6 chinh pham.
8 / Chieu dai cua m ot loai cay la BNN co p h an phoi chuan.

Trong m ot m au khao s a t gom 640 cay co 25 cay th a p hcfn
18m, va co 1 1 0 cay cao hcfn 24m.
a/ T inh chieu cao tru n g b inh va do lech tieu chuan loai cay
do.
b/ Ucfc lifcfng so' cay co chieu cao tro n g kho an g tif 16m den
20m tro n g so 640 khao s a t do.
Chifrfng 2: Bien n g lu nhien (BNN). 89
20000
, lOOcx
9/ Cho ham m§t do cua BNN X nhi/ sau: / (x) =
0
a/ Kiem churng la ham mat do.

b/ Tim ky vong cua BNN X.
10 / X la BNN co h am m a t do f { x ) =
a/ Tim k?
fl v 3N
b/ X et Y = 2\/~X , hay tin h P - < Y < —
2 2
kx , 0 < jf< l
11 / X la BNN co h am m at do f ( x ) =
0
a/ Tim k?
n
b/ X et Y = 2y fx , h ay tin h P - < Y < - P(l <Y)
2 2
12/ Cho ham mat do cua BNN X nhif sau:
2 (x -l), 1 < jc < 2
/(* )- 0
a/ Kiem chtfng la ham mat do.

b/ Tim ky vong cua BNN X.
c/ Tim phifcfng sai cua BNN X.
d/Tim ky vong cua BNN g(X) = X 2 + X - 2
0 , x <1
0.4, 1 < jc < 3
13/ X la BNN co ham p h an p h o i : = 0.6, 3 < x <5
0.8, 5 < jf < 7
1, 1 <x
T inh P ( A < X < 1 ) .

90 Chufdng 2: Bien n glu nhien (BNN).
14/Co 2 lo hang, moi lo gom 10000 san pham. Ty le san pham loai I cua
lo thu nhat, thu hai tuong ung la 70%, 80%. Ngucri ta lan luat lay tfl:
moi lo ra 10 san pham de kiem tra (lay khong hoan lai). Neu trong 10
san pham lay ra kiem tra co tu 8 san pham loai I tro len thi mua lo
hang do.
a) Tim xac suat de lo hang thu nhat dugc mua.
b) Tim xac suat de co it nhat mot lo hang dugc mua.
2 (* + 2 )
0 <x <1
15/X la BNN c6 ham m at do / ( * ) = < 5
0
a/C h tfn g m inh: / >(0<A r < l) = l
b/ Tinh P \ -1 < Xv << —

-1
.4 2 .
t
16/ Cho ham mat do cua BNN X nhu sau: / ( * ) =

b/ Tim ky vong cua g(X) = 4X+3.
c/ Tim phtfdng sai cua g(X) = 4X+3.
17/ Tuoi tho X (tinh bang nam) cua mot mach dien tuf trong may tinh la
BNN co phan pho'i mu. trung binh la 6.25, thdi gian bao hanh cua
mach dien tuf la 5 nam. Tinh ti le mach dien tuf ban ra phai thay
the.
18/Tuoi tho T (tinh bang nam) cua mot vai thiet bi trong mot he thong
dieu khien la BNN co phan phoi mu. trung binh la 0.2, neu 5 thiet
bj dUdc cai dat trong mot he thong dieu khien. Tinh XS de it nhat
van con hai thiet bi van con hoat dong den qua nam thtf tam trong
he thong do.
19/X la BNN co ham mat do phan phoi deu trong [0,11. Tim ham mat
do cua V=X2.
Chifcfng 2: Bien n g lu nhien (BNN). 91
20/ Mot lo hang gom 100000 san pham, trong do co 40000 san pham loai
II. Chon ngau nhien 2400 san pham theo phuong thuc co hoan lai de
kiem tra.
a) Tinh xac suat de trong so 2400 san pham chon ra kiem tra co khong
qua 960 san pham loai II.
b) Tinh so san pham loai II trung binh co trong 2400 san pham dugc
chon. Neu chon theo phuong thuc khong hoan lai thi ket qua thay doi
ra sao?
OO
2 1 / H am g a m m a :r(« )= J x a~le~xd x . Chting minh:
o
' 1'
a/ r
v2 ,
b/ r ( i ) = l
d r(a + l) = «r(«), a > 0 => r(/i + l) = /*!, «eiV
2 2 /Tinh chat ham gamma: r ( a ) = ( a - l ) r ( a - l ) . Chtfng minh:
nWyfjr
a/ r neu n le
n+l
i 2
b/ r —+ 1 1 neu n chan
2 J «
23/ Lay ket qua bai tren, chtfng minh: Vdi bieu thtfc qui nap sau:
/(* ) = — / ( * - 2 ) ,/( l) = 2, / ( 2 )= *
n
n
/T2
thi f(n) co the bieu diin la: / ( « ) =
f H ^
" + 1
2
92 Chifdng 2: Bien n g lu nhien (BNN).
24/ Dung tmh chat ham gamma: T (a ) = { a - \ ) Y ( a - 1). Chtfng minh:

// + 1
«<?« /i chan
Jcos" (x)dx = — ^ /j!! 2
n ( /.-I ) !!
r +1 /!£!/ /i /e
I2 it
Chtfcftig 3: C£c dinh lv gifli han. 93
Chiftfng 3
CA C DINH LY GlCfl HAN
I. M ot so' lo a i h p i tu tro n g x a c su a t
1.1. D in h n g h la
Cho X va day {Xi}, i = l;2;...;n la cac bien ngau nhien. Ta dinh
nghia mot so' kh£i niem hoi tu trong xac suat nhif sau:
a/ Hoi tu hau ch^c chan:
H.C.C
* X a P[ X„^ >X 1= 1.
b/ Hoi tu trung binh toan phifotag:
x n-!±->x « e[( x n- x )2j o
d Hoi tu theo xac suat:
„ P
‘n X <=> P [IX n - x \ > e \ -> 0 , Ve > 0 .
d/ Hoi tu theo phan pho'i:
Ta phan biet 2 trifcfng hop:
• Rciri rac: X n, X , ca hai cung rdi rac co cung tap gia tri.
G {"^1 »x 2»••••»x n......} » Xft ^X <=i>

lim P ( X n = jc) = P ( X = x) Vxg G (tifng diem)
#i—»<*>
• Lien tuc: X lien tuc, X n tuy y, thi
->X <=> lim (jic) = F^(jc) Voce/? (lien tuc)
n—
♦ Ta co moi lien he cac loai hoi tu nha sau:

dau " =>" 1& suy ra)
h.c.c
94 Chitong 3: Cac dinh lv gidi han.
H au h e t trong chirtmg nay ta chi quan ta m ve hoi tu theo

phan phoi m a thoi.
1.2. H pi tu th e o p h a n p h o i
Be phuc vu van de lam to£n n en d chuong 2, ta da de cap den
hai dinh ly gidi h a n (Poisson vk sieu boi). Thifc ra h ai dinh ty
nay la gidi h a n hoi tu theo p h an phoi. O day ta n h ac lai vi
khao sa t chi tie t hon.
1.2.1. D in h ly lie n h§ gitfa s ie u b p i v a n h i th tic

Neu n co dinh, N ta n g vo h a n vk
N a a^—»°°
p ( 0 * p * 1 ) th i
N
P \ X = k ] = H ( N , N A, n, k ) — ^ - > c £ p V “* .
Y nghia
Neu n nho khong dang ke so vdi N th i h ai p h an phoi sieu boi
va nhi thufc la n h u nhau, nhifng vi cong thtic tin h sieu boi
phtic ta p (vi co N!), n en th ay vao do ta tin h b an g cong thtic
nhi thtic.
f k fn -k
" -" a r -u
k _ kk_ n - k _ N. I, — \
-------- = Cn p q , p = - ™A
± =
CnN N
1.2.2. D in h ly gidri h a n P o isso n
Neu n -» oo, p o, np -> X (n k h a ldn, p kh£ nho) th i
n k ji^ n -k F e ~ XX k
C n P <1 --------- -
k\
Y nghia
Neu n k h a lorn, p k h a nho th i hai p h an phoi Poisson va nhi
thtic la n h u nhau, nhiftig vi cong thtic tin h n h i thtic phtic tap
(vi co n!), n en th a y vao do ta tin h ban g cong thtic Poisson.
1.2.3. D in h ly x a p x i p h a n p h o i P o iss o n th e o p h a n phoi

ch uan
Chifdng 3: C£c dinh lv gidi han. 95
N£u X e P ( A ) th i >7V(0,1).
Trong thifc h&nh chi can A, > 10, X e P { A ) ta c6 the xem
Z = ^ A e N ( 0,1).
Va
Vi X e />(,!) th i E ( X ) = \a r(X ) = A , X e N^f i = A,<r2 = /l)
0.1:
0.08:
0.06 A = 15, k = 0,30
0.04:
.
0 0 2 -
0
-^-r- -i—i—I—■—■—r—i—|—i—r- i <»
10 15 20 25 30
n
e~*.Ak
Ta thay vdi A = 15, it = 0,30, do th i ting vdi pk = g an
k\
nhif do th i cua p h a n phoi chuan.
Vi du 1:
So' tai n a n lao dong tru n g binh trong m ot nam cua m ot nha
m&y la 16,5 vu. T inh xac su at trong m ot nam nao do co toi da
18 vu ta i n a n lao dong.
Giai:
Ta da b ie t fi = E { X ) = A , a 2 = var(X') = A =16.5
X-A 18-16.5
P{ X<\ %) = P Z = r- ,----- = P ( 0 < Z < 0.369) =
v ’ y y]A 716^5
= p (0 .3 6 9 )-p (0 ) = 0.144
Vi du 2:
96 Chitons 3: Cac dinh lv gidi han.
Tu mot lo hang co 1000 san pham trong do co 10 phe pham, chon n

nhien 20 san phAm khong hoan lai de kilm tra. Tinh XS:
a/ It nhAt 2 phe pham.
b/ Co tir 2 din 1 0 phi phAm.
Giai:
--- 7---- / / »
a) Vi khong hoan lai nen neu goi X la so phe pham thi
X g H (N = 1000, N a = 10, n = 20).
Nhung N » n , nen X g B( n = 20, p = 1% = 0.01), p kha nho
nen dua ve Poisson
A = np = 0 .2 , p ( x > 2 ) = i - p ( x < 2 ) = i - / , (a: = o ) - p ( x = i) =
£ ~ ° ‘2 0 2 ° e~®'20 2l
= ! _ £ -----— ---- ---- — -=0.017523
0! 1!
= l-POISSON(l, 0.2, 1) =0.017523.
Trong khi tinh chinh xac bang phan phoi nhi thuc:
P ( X > 2) =l-BINOM DIST(l, 20, p=0.01,l) = 0.01685
10
0.2 0.2 0.2 0.2 0.2
b/ P { 2 < X < 10) = e -
-4-------------- 1-------------- h . . . +
2! 3! 4! 10!
Tinh chinh xac bang phan phoi nhi thuc:
BINOMDIST(10, 20, p=0.01, 1) -
- BIN O M DIST(l, 20, p=0.01, 1) =0.01685
Co th i tinh gAn dung: >

L JL = = X J * 2 e jv (o ,l) duac khong?
a 41 402
Tra lai: Khong dugc, vi X = np = 0.2 qua nho. N h a X > 10 moi ap
dung phan phoi chuAn dugc!, that vay:
10 0.2 - ( 2 - 0 .2 ^
P ( 2 < X < 10) = <p = 0.00002849.
Voi2 V^ 2
Qua sai so!
II. D in h ly L ia p u n o p .
N eu cac B N N { X j , X 2, - - , X „ ,...]c o cac ky vong hffu han la
va cac phitong sai hffu han j(7|2,<Tf

Chtfflng 3: Cac dinh ly gidi han. 97
cung thod man diiu ki#n: '•;< .
lim - — +<Xl + hQ!‘% / = 0 O

, '— {a { + c i + ...+ a i } A
trong do {ar|,ar2 ,- -,ar„,...} la cac moment tuyet doi cap 3 cua
{X ,,X 2, ■■■,*„} tac oCj = = '* (|X , - f t l 3), tM tdng

x = x l +x 2+--+x„ co phan pho'i chuan, vdi tham so dac triftig sau:
E ( X ) = fi = /it + fl2 + ■■+/*„
v a r(X ) = <72 =<Ti + <r2 + • -+ o i
Ta chap nhan dinh ly nay.
2.1. Y n g h la c u a d in h lv L iapu nop :

Y nghla cua dieu kien (*) d tren la: Tuy cac BNN thanh phan Xt co
the tuan theo nhffng qui luat phan pho'i xac suat khac nhau, nhifng neu
mtfc do anh hifdng khac nhau cua chung tdi BNN tdng X deu nho nhif
nhau (phiTcfng sai cua chung rat be doi vdi phifdng sai cua X, va khong
co cai nao tr6 i hdn cai nao) thi ket luan X co phan phoi gan chuan.
Dinh ly nay co y nghla rat ldn. Nhif chung ta da biet, cac hien
tiTdng nglu nhien xay ra thifdng do tac dung cua nhieu ye'u to doc lap
vdi nhau, va tac dung rieng biet cua tifng yeu to nay rat nho (khong
anh hifdng nhieu lam den tdng X). Vi the' difa vao dinh ly Liapunop, ta
co the xem xap xi (vdi n hffu han ) qui luat phan pho'i cua BNN tdng X
dang xet co phan phoi chuan.
Lay vi du nhif BNN X la chieu cao cua mot ngifdi Viet Nam lay
NN, thi ta biet rang chieu cao phu thuoc vao m6 t so ra't ldn cac ye'u to
doc lap va cd phifdng sai kha be nhif tinh di truyen, khi hau, che d6 an
uong, thdi gian,..... do do cd the xem X cd phan pho'i gan chuan
T at nhien, neu m ot so BNN th&nh phan Xk co tac dung

troi hdn th i d iiu kien Liapunop (*) khong cdn dung ntfa. Khi
d6 ta khong the k e t luan phan phoi X 111 phan pho'i chuan,
98 Chitons 3: Cac dinh lv gidi han.
m a phai xac dinh qui lu a t p h an phoi n k y th o n g qua c&c qui

lu at phan phoi cua ckc BNN X* co tin h tro i hem do.
2.2. D in h ly g id i h a n tr u n g ta m (h£ q u a c u a d in h ly
L iapundp).
Neu X l , X 2, ‘ ,X„ c&c BNN doc lap nhung co cung p h a n phtfi
giong nhau ttic: E { X i ) =/ i 1 v a r( X i ) = <T2 Vi = l,n th i:
k=n
a/ X = X x k — ■N j
k= 1
k=n
Z *k-nM
_ k = 1__________ F »TV( 0 , 1 ), nghia 1 &
b/ S m=
CTyfn
S z . Fs- [ x ) ^ l e 2 “‘
Trong thuc te vdi n du ldn (n > 30) ta co th e dp dung dtfdc
dinh ly gidi h a n tru n g tam .
2.3.Y n g h ia c u a d in h lv g id i h a n tr u n g tam :
X i , X 2 t" , X n doc lap vk co cung p h an phoi. vdi n du ld n ta
co:
k=n
c/ X = X X k ~ ! -
k= 1
k=n
S Xk
o2
d/ X = ^ --------- — —
n
C htfng m inh:
a/ Do chung co cung p h an phoi n en chung co ciing th a m so
dac tru n g vay ta co: a x = a 2 = - = a n = a va
<r2 =<72 = o f =•• =<r2, luc do:

Chitong 3: Cac dinh lv gidi han. 99
■in, . um - = ? U = Um
" " " { o f +<7j + - + o j p ” " ” { ^ 2 }/ 2
Nen theo Liapunop X = Xj + X 2 + -- + X n co phan phoi chuan va co

tham so dac trifng sau:
E{ X) =f l = Mi +&+■ -+Mn = nM>
\ a r ( X ) = <T2 = a \ +<r| + ■ +(T2 = n a 2
b,c/ H ien nhien.
k=n
Z Xk ( 2 ^
d/ X = ^ -------- »iV H,— , do d tre n ta co:

n n
X = ^ X k e N[nfi,ncr2\ , sau do ta ap dung dinh ly da biet:

k= 1
X e yv(//,<72)=> aX + bE N { a x f i + b ,[ a a f j, vdi a= —, b = 0 ■
III. D in h ly gicfi h a n M oivre - L a p la ce.

Ta co hai dinh ly sau day.
3.1. D in h ly gidri h a n d ia p h tid n g (ttin g d iem ) *
Trifdc tie n ta xem m ot vl du sau: Goi Pn (k) la xac su at xuat
h ien k lan bien co' A trong day n phep thuf B em uilli vdi
P(A)=p. Vdi n du ldn, p khong qua gan O va 1 thi:
0 3 0000 U 3000
0
0 .2 50 0 0 0.2500
0
0 20000 0.2000
0
0 15000 0 1500
0
0 .1 0 0 00 0.1000
0
0 0 50 00 0 0500
0
000000
1 3 5 7 9 11 13 15 17 19 21 0 1 3 5 7 9 1 1 1 1 1 2
1 3 5 7 9 1
H I: p=15%, H2: p=85%,

100 ChvftJng 3: Cac dinh IV gidi han.
0.20000
0.15000
a Series 1
0.10000
0.05000
0.00000
1 3 5 7 9 11 13 15 17 19 21
H3: p=50 %
Hai hinh tre n (H1,H2) vdi p =15% g in 0 v& p=85% gan 1 nSi
bieu do tiforng ting lech tra i vk lech phai, khong giong
hinh chuong can, nen neu ap dung phan phoi chuan de til
gan dung se sai so ldn. Trong khi hinh 3 (H3) vdi p =50% cl
ta dang hinh chu6ng can, nen dp dung phan phoi chuan
dung d day, sai so se ra t nh6. Cu the ta c6:
• D in h ly gidri h a n d ia phtfcfng (tvfng d iem )

Vdi p khong qu£ gan Ova 1 thi:
/■„!*!=Pn\ x = k]= c j / >- J = / « ) ,
t2
vdi f ( t ) = .— e 2 , t = ^ — , dung vdi moi diem x k .
v2/r y/npq
Ta chap nhan dinh ly nay.
3.2. D in h ly gidri h a n tic h p h a n (th e o h a m p h a n p h o i)

Goi X e B ( n , p ) va S„ = - ~ np th i S„ - F >iV(0,l).
yjnpq
Noi cach kh&c X e B(n,p)~ >X e N^ / i = np,<ri = npq'j
ChiTdng 3: Cac dinh IV gidi han. 101
Vi h6i tu theo phan phoi (Id tich phan tre n khoang cua hdm
mat d6). Vd vi the n6 cdn duorc goi Id gidi h an khoang.
C h h tn s m in h :
k-n
,rijf X e B ( n > l , p ) ta suy ra X = £ X k , vdi X k e B ( n = l , p) .
k =1
Vi X k doc ldp vd E ( X k ) = p, var(XA) = pq. TCr dinh ly gidi
jp
la n trung tdm ta co: Sn ------ »./V(0,l) , trong do
ti = E ( X k ) = p, var(X *) = <7 2 = p q M
J.3. T ron g th tic h a n h

L/ X e B ( n > l , p ) vdi n kha ldn, p khong qua ld n ,.q khong
jua be, ttic p kh6ng qua gan 1 vd 0, thi
Pn\k\ = Pnl X = k \ = Ckn p kqn- k ---- ! — >■ 1 f ( 0 ,
h— »«>
4-npq
1 " k-np jo iV
:ho tting diem Xk, vdi f ( t ) = .— e 2, t=
\flir \l**pq 10 .OB')
( \ )h if
k +h - n p k-np
>/ P[k =^ 1 ~<P 1 9 b ol
{ yjnpq ) { yjnpq J ■t 6'j
:ho khoang [k, k+h].
/I d u l: Trong kho co 100 lo hang, m6i lo co 90 san pham

ot, 10 san pham xau. Vdi m6i lo hdng ngtfdi ta tien hanh
riem tra co hodn lai 5 san pham. Tinh xac sud't de sau khi
tiem tra tdng so san pham xau trong 100 lo chi co tti 40 den
[j|)5 san pham xau.
G iai
Vi c6 hodn lai. Neu gpi Xi la so phe pham cua lo thti i,
Xi e tti do
E ( X i ) = np = 5x~ = 0.5, v a r ( * f) = npq = 5 x ^ x J^ = 0.45

i= m , „ ,,v
Goi S = X ’ c^ c ^ c° c*Jng p h an phoi nhi thufc n e n theo
1=1
dinh ly gidi h an trung ta m ta co S co p h an phoi chuan (chi
can tdng >30, nghla la can kiem tr a 31 lo) vdi
£ ( 5 ) = 1 0 0 x £ ( X / ) = 100x0.5 = 50,
var (S ) = 100 x var (X , ) = 100 x 0.45 = 45 => G = >/v a r(S ) = ^45 = 6.7
IT,
Tf
( 55 —50 ^
1
Vay P[40 < S < 551 = <P = 0.7083.
p
I 6.7 J~<Pl 6.7 J
Ta co the ap dung ngay cong thtic :
\ r. \
k+h-np k-np
P[k < X <k + h]~ (p ~<P k=40, k+h=55, n=50Q
npq
V ~ 1v - v i 4 npq
a
(san pham phai kiem tra), p= 0 . 1 , q=0.9.
Vi d u 2 : Trong 1 th a n h pho' co 40% ngtfdi d an co th u nha]

cao. Chon ngSu n h ien 300 ngtfdi (chon tting ngtfdi). Tinh xai
suat de trong 300 ngtfdi dtfcfc chon
aJ Co dung 140 ngtfdi co thu nh ap cao.
b/ Co khoang 100 - 140 ngtfdi thu n h ap cao.
G iai
Ta co n = 300, p = 0,4, k=140 va q = 0,6.

. 140-300x0,4 20 „
a/ t = -j= —= = 2,36
^300x0,4x0,6 6v2
=> P[X = 140] = - L / ( 2 , 36) = - L .0,0246

6%/2 6 ^ 2
= P[X = 140] = C3140 ,300-140

0 0 (0.4 ) 1 4 0 (0.6)
b/ FJIOO < X < 140] = 0,9818

Chtfdng 3: Cac dinh IV gidi han. _ 103
Vi du3: M6t k h a c h san nhan dat ch6 cua 325 khach hang
cho 300 phdng vko ngky 1 thang 7. Theo kinh nghiem cua
nhufng n&m trtfdc cho thay c6 10% khach d at ch6 nhifng
khong den. Tinh xAc suat de:
ta/ C6 dung 300 k h a c h h a n g den vao tre n de nhan phong.
b/ T a't cd cAc k h a c h den vao ng&y 1 thang 7 deu nhan dtfcrc
phdng.
G iai
I
a/ X e 5(325,0.9) c6 np=292,5; yjnpq = >/325x0.9x0.1 =5.4083
P ( * = 300)= 1 1 / ( i .39) = M | 8 =0.0281

yjnpq y yjnpq J 5.4083 5.4083
b/ X^c suat ta 't ca khach den ngay 1 th an g 7 deu co phong.
P(JfS300)=P(0<^<300)=P( ^ 5 ) - P( ^ ) ^ U 9 ) - ^ H
= ^(1.39)+ 0.5 = 0.4177+ 0.5 = 0.9177 = 91% . ■
VI du 4: (so sanh nhieu cach tinh):

Xac suat de nha may san xuat diTOc san pham A la 95%. Tim xac sua't
de trong 1000 san pham do nha may san xuat ra co: Co khoang tuf 930
den 960 sdn pham loai A, ttfc phai tinh P(930 < X < 960).
Giai:
Ta tmh nhieu cach de so sanh:
• Cach 1:
Ta c o : Xe J?( 1000,0.95)
*=9® . , , 11=929 . . . *=960
P{92Q<X <96D)= X ( i m / f - I < tm J < T * = z MDIST(929,1000, 0.95,1) =
= 0.93785
• Cach 2: n =1000 kha ldn:
104 Chiton g 3: Cac dinh lv gidi han.
X e B (1000,p = 95%) <=>X e N( / I = np = 950,a 2 = npq = 47.5)
960-950 \-<p '9 3 0 -9 5 0 "l =0.92474

P ( 930 < X <960) = 15, vay ta lai tinh gan
dung mot lan nffa qua chuan. \
X e 5(1000,^ = 5 % ) « A : g jP(A = #i^ = 50)«>A :g Jv (// = <72 =50)
Tinh trtfc tiep bang Poisson:

P(40 < T < 70) = POISSON(70,50,1) - PC)ISSON(39,50,1) = 0.9324
• Cach 4: Ta lai tinh gan dung mot lan nffa qua chuan
Xac suat de la Phe pham P (40 < A < 70j = P (930 < A < 960)
/ — \ f70-50 4 0 -5 0
| 4U-3
= 0.919
= NORMDIST(70,50,SQRT(50),1)-NC)RMDIST(40,50,SQRT(50),1) =
= 0.919.
Ta thay sai so ket qua cua 4 cach khong ldn lam. H
VI d u 5 :
Trong lugng san pham X (don vi la gam) do mot may tu dong san xuat ra,
co X g TV(100,1). San pham dugc doi la dat ky thuat neu trong lugng cua
no dat tu 98 den 102 gam
a/ Tim ti le san pham dat tieu chuan ky thuat cua may.
b/ Tim ti le phi ph&m cua no.
c/ Cho may san xuat 100 san pham, tinh XS co tren 90 san phAm dat ky
thuat.
Giai:
98-100
a/ P(98<X<102) = p \-<p = <p{2)-<p(-l) = 2<p{2) =
= 0.9545
Chtfdne 3: Cac dinh IV gidi han. 105
b/ Bi€n c6 d6i lap = 1- 0.9545 = 4.56%

c/ X s6 linh kien dat ky thuat thi
X e B (100, p = 95.45%) Xe N ^ n =n p = 95.45,o 2 = npq = 4.342),
i*(90 < X < 100) = q> ,____ . .____ = 0.981

I, V4.342 J { yj4.342
Tinh chinh xac:
/*(90 < X ) = 1-BINC)MDIST(90,100,0.9545,1) = 0.984
IV. Bat dang thtic (BDT) Chebyshev, luat so' ldn.

4.1. BSft dang thtic Chebyshev
Xac suat cua nho hOn k lan d6 lech tieu chuan a thi luon ldn
hay bang 1 --^ -, nghia la: P^\X ~/i\<ka) =

k
Day difOc goi la BDT Chebyshev, thifdng BDT phat bieu di/di dang:
Ta co the ap dung BDT nay cho moi BNN khong tuy thuoc vao dang
phan pho'i nao ca, nghla la ta khong can biet qui luat phan pho'i cua
BNN.
Chting minh:
Gia thiet cho |je-/z|<fa7<=> f i - k o < x < f i + k c
r oo fl-ka fl+ka oo
<t2 = £ '[ ( A :-//) 2] = \ ( x - f i ) 2 f ( x ) d x = ] + j + | >
-o o -o o fi-ka fi+k<r
fi—ka oo
> J + | , Bay gid d hai khoang ngoai nay ta co:

-«> n+ko
( x - n ) 1 > k 1a 1 , nen BDT viet lai:
ji-kcr oo fi—ka oo
<r2 > J + } > j k 2o2 f ( x ) d x + | k 2G2f ( x ) d x

fi+k<T fl+k<T
106 ChiftJng 3: Cac dinh IV gidi han.
- fl—kff 00
ddn gidn cho a 2, ta thu dtfcfc: — > \ f ( x ) d x + J f ( x )^x

k _oo n+ko
fl+kff j
=> P ( / t - k c r < X \ - —^ ■
V-kt j k
4.2. Cac vf du
Vi du 1:
Cho X e TV Trong trtfdng hdp nay, kiem tra dinh ly Chebychev
vdi k=2, k =3.

Giai:
Dinh ly Chebychev: P{\X - fi\ < Ar<x) = /*
mat khac vi X e N^fi,<r2 j , theo qui tac k sigma:
\X -d
<k \ = lq>(k)
•k=2
2<p(k) = 2^(2) = 2x 0.47725 = 0.9545 > 1 — L. = 1 - —= —= 0.75
4 4
•k=3
2^(3) = 2<p(3) = 2x0.49865 = 0.9973 > 1 — = 1 - —= —= 0.888
9 9
Vi du 2:
Cho BNN X co |i=8, a 2 =9, chtfa biet phan phoi xac suat cua X, nhiltig
hay danh gia hai xac suat sau, nhcf vao BDT Chebychev.
a/ P ( - 4 < X < 20).
b/ P ( \ X - 8 |> 6 ) .
Giai:
a/ P (- 4 < AT<20) = P ( - 4 - 8 < X - 8 < 2 0 -8 ) = P (|A :-8| < 12 = 3*) =
Chifcfag 3: Cac dinh lv gidi han. 107
=P <k = 4 > 1 — 7 = — , xac suat nay gan nhif xay ra.

4Z 16
\X-S\
b /P (|X -8 |> 6 ) = l- P ( |A :- 8 |< 6 ) = l - / > <k = 2
1_
< 1- 1-
4
Vi du 3:
Cho BNN X co |n=5, a 2 =0.16, chifa biet phan phoi xac suat cua X,
nhifng hay danh gia ba cach tinh xac suat sau nhd vao BDT Chebychev.
a/ P ( 3 < X < 7 ) .
b/ P(2<A T<8).
X ^ + X 2 +..... + ^ 9 _
c/ P 3 < — ------- --------------- < 7
Biet rang cac Xi co cung phan pho'i vdi X.

Giai:
X -5
a/ i* (3 -5 < X - 5 < 7 - 5 ) = P (-2 < X - 5 < 2 ) = P <1
\ X -5 | 1 AT- 5 2
=P =P < — = 5 > l - ^ r = 0.96
2x0.4 0.4 0.4 0.4 5
b/ Tuong tir P(2< X < 8) > 0.98.
d XL + X 1+..1.. .^X1 = -
9
c 9 x 0.16 0.16
E ( * ) = 5 ,v a r(x ) ----- =
Do /*(|A’ - / / | > c ) < ^ - , n e n P ( 3 < X < 7 ) = />( X - 5 <2) =

e
0.16
__ 2 -------
1 -/» (| a : - 5 |> 2 ) > 1 - ^ - = 1---- ^ - = 0.995
Vi du 4:
108 Chitong 3: Cac dinh IV gidi han.
Biet rang Xj co cung phan phoi p.=16, a 2 =1 va chung doc lap, chitehjB
phan phoi xac suat cua Xj, Nhd vao BDT Chebychev, tinh hai he so a, b
i=12 >
trong bieu thtfc sau: P «a << Y
X Xj 0.99
x i 0.99 o £2 > 1200 => £ > 34.64 . Vay
e2
P(\X - 192| <£■)<=> iP (19 2 -34.64 < X < 192 + 34.64) <=>
/*( 157.36 < X < 226.64) <==> a=157.36, b=226.64
Bay gid ta dvfa vao BDT Chebyshev de chting minh hai dinh ly quan
trong sau, cdn dtfdc goi la hai dinh ly cua luat so" ldn.
4.3. Dinh lyChebyshev (con dtfdc goi: Luat so' ldn Chebyshev).
Neu day X 1, X 2, - - , X „ , .... la cac BNN doc lap tifng doi va deu co
phitong sai nho hcfn mot so' C, thi vdi m6i £ >0 ta co:
( 1 n t n
lim P - I x i - - I E X t <£ = 1
n —>°° n i=1 n i=l
(1 "
-m I * (hoi tu theo xac su a t)
Kn i=l J
Day noi len stf on dinh cua gia tri trung binh X quanh gia tri trung binh
cua ky vong —
f 1 " ft ^
v"/=i ;
Chtfng minh:
Ta se thay vai tro cua X, |i va a 2 trong BDT Chebyshev:
Chifdng 3: C£c dinh IV gidi han. 109
bang X , E ^ x } va v a r (X j, nhilhg do dinh nghia va gia thiet ta co:

— 1 " i n 1 *
x =- ' £ x i , e (x ) = e =~ I t EXi
n i=i & * * J n i=1
\ n i =1
'i » ^ < r „r c
var (5). var X t = 4 l v a r ( X f ) < ^ = ^ .V $ y
^",=1 J n i=l w *
rr2 /— /—vi \ v arfx ) r
€ e ne
r C \
lay gidi han ta cd: Um p ( X - e ( x )\ < e ) > Um =1
»-»oo V ' '\ / «—>oo ne2 J
ma xac suat luon nho hdn 1, nen ta co
in i w
Um p ( x - E ( x )|< e ) = Um P <£ = 1
n>—»oo '
—*°° I/ M—
400 i=l i=l
Truong hop rieng: Khi E ( X i ) = //, var (A,-) = (J2, V i, thi
Um /> <£ = 1
n—»«> « i=l
Day noi len stf on dinh cua gia tri trung binh quanh gia tri cua ky vong.
4.4. Dinh ly BernoulU (con dtftfc goi: LuSt so' ldn Bernoulli).
Neu f la tan suat xuat hien cua bien co A trong n phep thuT doc lap va p
la xac suat xuat hien cua bien co A trong moi phep thur do , thi vdi m6i
e >0 ta cd:
Um P ( \ f - p \ < e ) = l
<=> / ------- >p (hoi tu theo xac suat)

Dinh ly nay chinh la cd sd ly thuyet cho dinh nghla xac suat theo nghla
thong ke ma d chifcfng mot ta da hoc. Day noi len sir on dinh cua gia tri
tan so f quanh gia tri xac suat dung cua no la p.
Chtfng irinh:
110 Chifcfng 3: Cac dinh IV gidi han.
BDT Chebyshev trong tn/cfng hdp nay la:

/, i \ v ar( / )
p ( | / - £ ( / ) | < e ) > l ----- p —
Vdi X e B(n,p)^> E ( X ) = np, v ar{X) = npq

fx
DS dang thay rang: E ( f ) = E — = —E ( X ) = — =/> va
\ n,
( X \ npq pq
var ( / ) = var
n n
pq
ne2
lim P ( \ f - E ( f ) \ < e \ > Um f l - M = 1 hay

-
n—>°° v ' n e2 J
Um P ( \ f - p\ < e ) = 1
n—)°°
BAITAP
1/ Mot lo bong den co 10.000 bong, trong s6 do co 4000 bong 110V.
Lay ngau nhien 10 bong. Tinh xac suat co:
a)3 b o n g ll0 V .
b) it nhat 1 bong 110V.
2/ Mot vien dan sung tnicmg ban trung may bay voi xac suat 0,001. Co
5000 khau ban len mot luat. Nguai ta biet rang may bay chac chan bi
ha neu co it nhat 2 vien dan trung. Neu co 1 vien trung thi xac suat hi
ha chi la 80%. Tinh xac suat de may bay bj ha.
3/ Mot may san xuat san pham, xac suat tao phe pham la 0,005. San xuat
1000 san pham. Tmh xac suat de co 1 phi phdm; khong qua 2 phe
pham. Tinh so phe pham trung binh khi san xuAt 1000 san phAm.
4/ Trong ngay le quan doi, nguai ta dua 2 khau sung A va B. Xa thu M

vao choi se duac rut ngau nhien 4 cay bai trong bo bai 52 cay (trong
do co 4 cay At). Neu co it nhat 1 cay At thi M lay duac sung A,
nguac lai se lay sung B. Sau do ban 100 vien dan. Nguai ta biet ding
vai M thi xac suat ban trung bia bang sung A la 0,8 va bing sung B la
Chtfdng 3: CAc dinh IV gidi han. Ill
0,7. NSu trong 100 vien dan do co dung 80 vien trung thi dugc thucmg
1 tivi, co 50 vien trung thi dugc thucmg 1 catxet. Neu co tren 80 vien
trung thi dugc 1 dong h6 tuong, neu duoi 40 vien thi phat 50 ngan
dong. Tinh xac suat cua cac bien co
a) dugc thucmg tivi.
b) dugc thucmg catxet.
c) dugc thuomg d6ng ho tuong.
d) bi phat 50 ngan dong.
5/ Trong lugng cac san pham la mot dai lugng ngau nhien voi trung binh
50g va phuong sai 100g2. San pham dugc dong thanh lo, moi lo 100
san pham. Lo co trong lugng tren 5,1kg la loai A. Tinh ty le lo loai A.
6/ Cho X e g 2 j Trong tnfcfng hop nay, kiem tra dinh ly

Chebychev vdi k=2, k =3.
7/ Cho BNN X co |j=8, a 2 =9, chtfa biet phan phoi XS cua X, nhtfng
hay danh gia hai XS sau nhcf vao BDT Chebychev.
a/ P ( - 4 < X < 20).
b/ P (|A '-8 |> 6 ).
8/ Cho BNN X co p.= 10, ct2 =4, chiTa biet phan pho'i XS cua X, nhifng
a/ /» (5 < A '< 1 5 j\
b/ /»(|a :-1 0 |< 3 ).
c/ /»(|AT-10|> 3).
d/ Tim c: P (|X - 10| > c) < 0.04 .
9/ Cho BNN X co n=5, ct2 =0.16, chUa bie't phan phoi XS cua X, nhiftig
a/ P ( 3 < X < 7 ) .
b/ J>(2<X<8).
Xi +Xy + ■ , +X9
c/ P 3 < —1 ^— <7
v
Biet rang Xi co cung phan phoi vdi X.
10/ Biet rang Xj co cung phan phoi |J=16, ct2 =1 va chung doc lap, chib
biet phan phoi XS cua Xi, Nhd vao BDT Chebychev tinh hai h€ stf
i=12
a, b, sao cho: P 0.99
i=l
11/Biet rang Xi j = 1,10000 co cung phan phoi deu trong doao
1 1
va chung doc lap, chtfng minh:
2 2
/ 1=12 1
p x = I X i >500
i=i 300
12/ Cho ham mat do cua BNN X nhtf sau:
6 x ( l-x ) , 0 < * < 1
/(* )=
0
b/ Tinh P { f i —2<r< X < [ i + 2<r), so sanh ket qua vdi dinh ly
Chebychev.
0<x<5
13/ Cho ham mat do cua BNN X nhtf sau: f ( x ) = 5
0
a/ Tim ky vong, phtfdng sai cua BNN X.
b/ Kiem chtfng dinh ly Chebychev cho k=2, k = 3.
Chtfcfng 4: V£ctcf n g lu nhien (VTNNV 113
Chtfcfng 4
VECTOf NGAU NHIEN (VTNN)
Trong thtfc te, m ot BNN chtfa du bieu d iin cho cuoc dori nhieu
he luy, ta phai dung nhieu BNN hay con goi la vector n g lu
n h ie n , ttfctag ttf tro n g to&n cao cap, do la ham nhieu bien.
D in h n ghia: Cap 2 dai ltfcrng ngau n hien dtfcrc x et dong thcri

( X , Y ) dtfcrc goi la 1 vector n g lu nhien.
' + X, Y rcfi rac =>(AT,F) rcri rac.
+ X, Y lien tuc =>(X,Y) lien tuc.
I. L u a t p h a n p h o i (X, Y rcfi rac)
1.1. B a n g p h a n pho'i d o n g thcfi
\Y yi Y2 yj - yn P(X)
X \
Xl pn Pl2 Pu ... Pin p ( x l)
X2 P21 P22 P2j P2n P M
Xi Pil Pi2 Pij - Pin

p(*i)
Xm Pml Pm2 Pmi Pmn P(*m)
P(Y) p( yi ) ~p{y, ) 1
Pij = P[X = Xi, Y = yj] (i = l,...,m; j = l,...,n) la x&c suat de
X = Xi, Y = yj va ^ Z Pij = Z Z p ( x i ^ j )= 1
i=i j=\ ,=i j =i
VI du:
\ y yi y2 P(X)
x \
Xl 0,05 0,30 0,35
X2 0,45 0,20 0,65
P(Y) 0.50 0.50 1
114 Chifcfng 4: Vectd ngau nhien (VTNN).
1.2. P h a n p h o i le
• P h an phoi le cua X:
f dp [ x „ y j ) = f . P \ X = x „ V = y l \ = P[ X = x, \ = p ( x l ), « = l ,m
y=i m
X Xi x2 ... Xi ... Xm
Px p { x x) P( x 2) .. p ( x . ) . ■ P ( Xm)
• P h an pho'i le cua Y:
Z p (xi>yj)= Z p ix =xb Y = y j ] = p \y =y j ] =p(yj)> /= 1>*J

i=i i=i
trong do (h&ng cuoi x&c su at cua bang )
Y yi y2 ... Yi - Yn
PY /> U ) p{yi) -p(yj) ••• p{y. )
1.3. P h a n pho'i co d ie u k i£ n .
P[X=xi,Y=y ,] P[jcf , v , l ----
) = 1, „
yi )
V '
/ xi
v7 P[X = X| ] />(*;)
Chu y: Do dieu k ien day du cua x£c suat, n en
=1
V
1.4. K y v o n g v e c to r n g i u n h ie n (rcfi ra c)
Cho (X, Y) c6 p h an phoi P[X=Xi, Y=yj] = pjj vk Z = <p(X,Y) thi
ky vong:
Chufdng 4: Vectd n g lu nhien (VTNNV . , H5
m n
E(Z) = E[<p(X,Y)] = Z Z <PiXi,yj)P(Xi,yj)
f=l 7=1
♦ Ky vong c6 d iiu k ie n cua X vdi dieu kien Y = yj
m
Y= y; =Z **/>v / y j ) = z * p ( y y )
1=1
Day 1^ h am hoi qui X theo Y.
Li♦ Ky vong c6 d iiu k ie n cua Y vdi d iiu k ien X = Xi
{% = * /.
= Z yjp
j =i ^ y
Day la h am hoi qui Y theo bien X.
• Ta co cac ky vong hop sau:
♦ E x \Ê ( / ^ ) J = E ( ^ ) »lh$t vay g(X) la ham cua BNN X, ta da co:
Ex [#(*)] =£[s(*)] =Zs(*iM*«)’n6n
B x [ E [ V x ) y i . E [ r / x = x )px (x) = Z I yp[Yx ) P x(* ) =
= 1 / Z . p ( y/ x ) p x ( * ) = 2 >
.y J'
tiTOng tif ta cung co ket qua ky vong hop:
* Ey[E{X/Y) Y E(X)
VI du 1: Cho Z = <p(X,Y) = X + Y va b&ng sau

116 Childne 4: Vectd n e ln nhien fVTNN).
(X, Y) (0;0) (0;1) (0;2) (1;0) ( l;l) (1:2)

Pii 0,1 0,2 0,3 0,05 0,15 0,2
E(Z) = (0 + 0).0,1+ (0 + 1).0,2 + (0 + 2).0,3 +

+(1 + 0).0,05 + (1 + 1).0,15 + (1 + 2).0,2 = 1,75
VI du 2:
\Y 0 1 P(X)
X \
0 0,15 0,25 0,40
1 0,30 0,30 0,60
POO 0,45 0,55 1
0,25
/>[AT = 0 /F = 1] =
0,55
0,30
p[Y = 1 /AT = 1) =
0,60
Vi du 3:
Mot hop co 2 san pham xau va 3 san pham (sp) tot. Lay!
lan, moi lan 1 san pham.
1, neu lan 1 lay difdc sp tot
D at X =
0, neu lan 1 lay difdc sp xau
[ 1, neu lan 2 lay difdc sp tot
Y=
[0, neu lan 2 lay difdc sp xau
a/ Tim phan phoi dong thcri cua (X, Y).
b/ Tim phan pho'i le cua X, Y.
G ia i
Co 4 trifcrng hop:
P[X=0, Y=0] = P[X=Q].P[Y=0/X=0] = - . - = 0,1
5 4
P[X=0, Y=l] = P[X=0].P[Y=1/X=0] = | | = °>3
P[X=1, Y=0] = P[X= 1] .P[Y=0/X= 1] = - . - = 0,3

5 4
ChiTdng 4: Vectd ngau nhien fVTNN).
?[X=1, Y =l] = P[X=1].P[Y=1/X=1] = 1 . - = 0,3.
\Y 0 1 PCX)
X \
0 0,1 0,3 0,4
1 0,3 0,3 0,6
P(Y) 0,4 0,6 1
II. L u a t p h a n p h ^ i (X, Y, Z lie n tu c)

2.1 H am m a t do p h a n pho'i d o n g thcTi:
oo oo v *
/( jc ,^ ) > 0 , Vjc,y vk \\ f ( x , y ) d x d y = \ = j J f ( x , y ) d x d y =
£2 — oo— oo
l» [(x ,^ )e B]= j l f ( x , y ) d x d y
B
1.2 H am m a t d o p h a n pho'i le cu a X, Y
rlai bien:
tiRcfi raLc:px (x) = ^ jP ( x iy ) , Py M =
Lien tuc: f x (x) = Jf ( x , y ) d y , f Y (y)= \ f{x,y)dx

—oo —oo
Ba bien rori rac:
P x ( x )= ' L p (x , y , z ) , p Y (y) = £ /■ ( * , jnz),

y,z x,z
P z ( z ) = X P( x, y, z)
x,y
Ba b ien lien tuc:
oo oo oo oo
/* (* ) = J { f(x,y,z)dydz,f y ( y ) = J f f(x,y,z)dxdz,
—oo —oo —oo —oo
oo oo
f z 00 = j \ f ( x , y , z ) d x d y ,
118 Chtfdng 4: Vectd ngau nhien fVTNNV
Phan phoi le mat phang 2 chieu, trong kh6ng gian 3 chieu: Rdi racQ
p x y (*>y) = ' Z p (x ’y ’z )>PYz (y>z) = Z *(**y*t ) >

Z X
P x z ( x ’Z) = ' Z p {x ’y ’z ) ...........

y
sinh vien co the dinh nghla tiep cac phan pho'i le khac.
2.3 H am m a t dp p h a n pho'i co d ie u k i$ n
Giong nhu x£c suat cd dieu kien:
Lien tuc: f x y ( x ty ) = J f { x , y , z ) d z , fz l / \ = J l X' y ' Z\

_ \ / * , y i / x y (*,y)
Rdi rac:<=> p [ z/ | = P { x c \ y r \ Z) / / v
\/**yJ P(xny) f \/x,y) 1
L ien tuc: f x z ( x, z) = J f { x , y , z ) d y , fr l\ / X/ , Z ))=ZLX’y’z\

fxz^z)
Rdi r?c:~ f K z ) = y ) ~ y { % , z) - *
L ien tuc: f YZ (>>,z)= J f ( x , y , z ) d x , f x ( * / )= f (x ' y ' z \

_ \ / y>zi f YZ{ y , z )
m , { y j . - 5 'f e . ) - ■
Chtfdng 4: V6ctd ngau nhien (VTNN). 119
trong do: i , (z) = X Z i , ( j t n j » n z ) « / z ( :)= \ \ f ( x >y , z) d x d y

x y xy
vi c6 T L r [ [x' yY z } = i
x y \ J ,
2.4. K y v o n g c u a h a m v e c to r n g lu n h ie n (lie n tu c).
trong d6 f ( x , y) la ham m at do xac sua't dong thcri cua (X,Y).
2.5. K y v o n g c o d ie u k i$ n c u a BN N lie n tu c ( d ly
t h u y e t Wotag q u a n s e d e ca p c h i t ie t hcfn)
• E ( X / y ) = Jx . f ( x / y ) d x = 'i,(y) la ham h6i qui X theo Y.
• E(Y / x)= $y. f ( y/ x) dy = '¥(x) la ham hoi qui Y theo X.
/ x , y )1= »ff z . f (\ z/
• e (\ z/ ff;■ ffx{ Yx (x
/ x , y j) * = U ' y ', zy )) dz = 'Y(x,y)
la ham hoi qui hai bien Z theo (X,Y).

Tuong tu nhu BNN rcfi rac or phan trtftic, ta cung co cac ky
vong hop cho BNN lien tuc nhtf sau:
Ex [E{Y/ x ) Y E{V)
e y [ e {x/ y ) Y e (x )
* E x [ x .E (r/x j \ = E ( x . r ) , co the md rong bieu thtic 3 nhif sau:
• Ex =E ( T ( X ) . Y ) , V ham T la ham cua X.

Bieu thtic thti 3 co the chting minh nhtf sau:
ex [x.E(r/x j\ = \ \ * \ y f { y/ x )<»\fx ( * ) * = J f *xf{y/ x ) f x (*)<**»-=
= \\xyf(x,y)<bcdy = E( XY) ■
XY
120 Chtfdne 4: Vectd ngau nhien (VTNN).
2.6. Stf d o c la p :
in
Hai bi§n co A vk B goi 1^ doc lap n£u:
P ( A n B ) = P( A) P( B) , Tuong ttf ta dinh nghia cho 2 BNN X,H
doc lap neu f ( x , y ) = f x ( x ) f y ( y )
vk luc do ta c6:
P[XeA,YeB]= jj f ( x , y ) d x d y = \\ f x { x ) f Y {y)dxdy =
A xB A xB
( V )
= f fx (x )d x Jfr(y)dy = P [X nA ]xP[YzB )
V i d u : Thong ke ve th u n h ap theo gidi tin h cua cong nhfin

det may cua khu cong nghiep cho tro n g ban g sau:
Y: Thu n h ap Loai 1= ltri§ u , Loai 2= 2trieu, Loai 3= 3tridu,
X: gidi tlnh:0=nti, l=nam )
Y 1 2 3 P(X)
X
0 0.1 0.25 0.16 0.51
1 0.15 0.22 0.12 0.49
P(Y) 0.25 0.47 0.28 1
aJ Lap ban g p h an phoi xac suat cua th u n h ap , cua gidi tinh.
b/ Thu n h ap co doc lap vdi gidi tin h khong?
c/ Tim xac su at lay NN m ot ngtfdi c6 th u n h ap tti loai 2 tr<5
len.
dJ Lap ban g p h an phoi xkc su at cua th u n h ap cua nam , tinh
tru n g b inh th u n h ap cua nam .
Gi&i
a/ B ang ph a n phoi xac su at cua th u nhap:
Y 1 2 3
POO 0.25 0.47 0.28
Bang p h a n phoi xac su at cua gidi tinh:
X 0 1
PCX) 0.51 0.49
Chifcfng 4: V6ctd ngau nhien (VTNN). 121
b/ P { X = 0, Y = 1) = 0.1 * P ( X = 0)xi>(F = 1) = 0.51x0.25

n en giufa 2 BNN thu nh ap khong doc lap vdi BNN gidi tinh.
c/ P= 0.47 + 0.28 = 0.75
d/
Y 1 2 3
P(Y) 0 15 = 0.306 0 22 = 0.449 012 - 0.244
0.49 0.49 0.49
E (Y/ x = j ) = 1 x 0.306 + 2 x 0.449 + 3 x 0.2449 = 1.938
tru n g b inh th u n h ap cua cong n h an nam 1& 1.938 trieu
dong. I
2.7. H am ph&n pho'i x a c su a t c u a vector n g i u n h ien :

Tuong tu n h u m ot BNN, ta cd: F { x , y ) = P { X <x, Y < y)
r \ f \
1. TrUdng hop rdi rac: F (x ,.y )= £ I rv = I
Xj<X [y/<y J y/<y \ xi <x J
2. TrUdng hop lien tuc: i r (jc,iy )= J J f(u,v)dudv
3. H am p h an pho'i cd dieu kien:

/ \ u=x / /\ U=y /(* > « )
/(M du du
\ X
/y )= I
U = —oo fr(y) (’/ .) ■ l» = i—oo f x ( x )
vk h ie n n h ien lay dao ham ta cd:
d F \ y/
dF(x/y ) Ax,,)
'- ■ M - dx fr(y)
V i d u 1: Cho X,Y la 2 BNN cd h&m m at do dong thdi

122 Chifdng 4: Vectd n g lu nhiSn (VTNNV
iL Z
i v ,» . i "
/ * l « l - ]/(* )■ )» — l * - i C I * - £ - » : ? -W s >
X H
tuorngtu: / * ( * ) = J / ( * . j 0 & »M^2. ■

—oo
Vi d u 2: Cho X,Y la 2 BNN c6 ham m at d§ dong thdi

xe~x (1+yK x > 0 , y > 0
/(*,>>) = 9
0
a/ Tim m at do cua X vk Y.
b/ Tim malt d6 c6 d iiu kien cua Y vdi d iiu kien X=x.
d Tim m at d6 c6 d iiu kien cua X vdi d iiu kien Y=y.
d/ Tim h^m hoi qui cua Y theoX.
e/ Tim h^m hoi qui cua X theoY.
G iai
a /fx ( x )J ~ \ nx,y)<fy= f xe~x{U^ d y = - J e-Jc(,+J’lrf[-x(l+^)]

y=0 J=0 j=0
u= — OO
=- J eudu = e~x
U = -X
JC=oo JC=oo M=oo
fY(y)= j f(x,y)dx= J x e ^ 1+y)>dx= f

*=0 JC=0 #=0* + ^ ( l + ^)2
/* (* )
\2
(1 + j0
d/ E ( Y / x ) = ] j / y ( ^ ) r f F = 'F(x) = J,J = u e ud u = -
Chtfdne 4: V6ctd n g lu nhien (VTNN). 123
e/ E ( X ! y ) = X \ x f J x A d x = y (y)=* J x (l+y)2
x=0 *=0
*=0
«=~ U1 _» du
= (1 + J')2 f x 1e~x^l+y^dx = ( l +y ) 2 j'
jc =0 „ i0 (i + j ’)2 (I + >) (1+ ^)
Vi du 3:
Cho ham mat do dong thcfi cua BNN X, Y nhtf sau
kxy2, 0 < x < y < l
f{x,y) =
0
a/ Tim k?
b/Tim f x { x ) , f Y ( y ),
f v{ y\ *)> f x (x I y)
(\ 1^
c/Tinh P —<Y X = -
V
2 4/
l")
d/Tmh P r Y < — 3
X =—
I 4 4J
e/ Tim h am hoi qui cua Y theoX.
f7 Tim h^m hoi qui cua X theoY.
Giai:
x=l y=l x=l jc (l-jc 3] ,
a/ 1 = k | J xy2dxdy=k J ------------dx —— => A: = 10
x= 0 y = x x=0 "
0 < jc < 1
b/ y= 1 j=l 3 ^=1 1 0 jc (l-jc 3 j

/ * ( * ) = j f ( x , y ) d y = 10 { jcv2< fv= 10^-
y=x y=x 3
0<y <1
*= .v x=y
/ r M = j f ( x , y ) d x = l 0 { xy dy = 5x2y 2 = 5y 4
jc=0 jc=0 x=0
124 Chiftfng 4: Vectd n g lu nhiSn (VTNN).
r / \ \ f ( x^y) 10*y2 - *y2

My [ x ) = 7 ^ ) - ° <x <y
fx [A y)= f ^ ^ A i, « < * < ,< !

/X[ ’ fr(y) 5/ y2
y =1 8
3 y
d P 1<Y x = ' = \ f r ( y \ x )dy = \ dy =
2 4 1 l( l- 0 .2 5 3 )
' =2 2
3 3
y=z
l']
d/ />( Y < 3- X = - = J fr(y\ x)dy=11/f 1 —30.25
j> j\dy=^-
I 4 4J 1 J 63
' =4 4
3^=1 / /\
>-=1
y=1 3v2 3 (1 - * 4 )
e/
ff E(X!y)= \ xfx ^ d x ='¥(,)= J x ^ d x = ^

x=o x=o y
Vi du 4:
Cho ham mat do dong thoi cua X va Y
r 2 xy'
X +— , 0 < x < l , 0<_y<2
f{x,y) = 2
0, noi khac
a) Tim k.
b) Tim mat do phan phoi le cua X va cua Y.
c) Tinh ky vong E(X), E(Y).
d) Tinh xac suat P ( X > Y).
e) Tinh xac suat P ( X + Y >2).
f) Tim h am hoi qui cua Y theoX.
g) Tim h am hoi qui cua X theoY.
a tt
Giai:
Chitong 4: Vectd n g lu nhien (VTNN). 125
0< x < l
b/
fx(*)= I f { x ^y)dy = ~ J [x1 + ^\d y = ^-(i+ 2 x)
y =o ,y=(A Z ' /
0 <j ><2
X=1
J
x= 0 ' x=0
+oo
c) ky vong cua X: M ( X ) = J x f x ( x)dx.
—oo
d) l \ X > ¥ ) = JJ / ( x , y)dxdy = k \ d x ] { x 1 + ^ y y
x>y 0 (A '
(mien lay tich phan la mien dam phan dtfdi hinh ve )
1 y=2 ( \
e) P( X + Y > 2 )= |j f ( x, y)dxdy = k \ d x \ r 2+ | U
x+y>2 0 j»=—Jtr-t-2 ^ '
(mien lay tich phan la mien dam phan tren hinh ve )
Cau f, g xem nhtf bai t|p ■
Binh lv: Bat dang thtfc Cauchy: X, Y la hai BNN, ta co:

[ E ( X Y j f < E ( X 2).E{Y2) « \E(XY)\ < ^ E ( X 2).E{Y2) .
Dang thtfc chi xay ra neu c o a e R sao cho X=aY.
Chtfng minh:
Vdi moi A e R ta dat Z ^ =(A - A Y ) 2 thi la mot BNN.
Vi luon luon Z%> 0 nen M (Z%) > 0 <=> M ( X - AY)2 > 0, \/A e R
=> E ( X 2 - 2AXY + A2Y 2)> 0 => E ( X 2) - IAE{XY) + A2E ( Y 2) > 0,

day la tam thufc bac 2 theo Ae R , vay de thoa dieu kien tren ta phai
co: A/ = B 2 - A C < 0 hay [ E { X Y ) f < E ( X 2).E(Y2) .
126 Chitong 4: Vectd ngau nhien (VTNN).
De [ E ( X Y ) f = E ( X 2).E{Y2) <=> A7 = 0 nghia la tam thtfc bac hai 06

nghiem kep la a e R.
Dieu nay co nghia la E ( X —aV)2 = 0 <=>X = aY I
HI. H i£p phricfng sa i, h e so tuTcfng q u a n

Neu X, Y doc lap th i E ( X Y ) = E { X ) . E ( Y ) , luc d6 hieu chung
bang khong, trong trtforng hop X, Y khong doc lap ta goi hi§u
d6 la hiep phuong sai, nhung trUtfc h e t tro n g trUcfng hop X, Y
khong doc la p ta dinh nghia n h u sau:
dtfdc goi la hiep phtfcfng sai.

• He so ttfdng quan cua hai BNN X va Y la so:
r ( X , Y)= C0V( * ’F > - cov(X,F) _ <T(X,Y)
yjxar(X). var(F) cr(X).a(Y) cf(X).<j (Y)
3.1. Dinh ly ve cac tinh chSft dac trtfng cua hsuBNN X va Y:

1/ cov(X,Y) = cov(Y,X) =f " — -
Tuong tu var(X) = E ( X - E X ) 2 = E ( X 2) - [ E ( X) ] 2 >0 ta co

var(X,Y) = E(XY)-E(X).E{Y) = coy(X,Y). N hung kho n g th e ket
luan v ar(A \F )> 0 vdi V X , Y .
Neu cho n cap (X,Y) =(*,-,y i ) , i = l ^ t , th i d in h n g h ia cov(X,Y]
con the hien qua cong thtfc: cov(X,F) = — £ (*/ —jc) (_pf - >>)
Khi Y = X th i cov(X,A') = v ar(X ) = o 2 (X ) = E ( X 2) - [ E ( X ) ) 2

2/ cov(X + X 1, F) = cov(X, F) + cov(A7 , F)
3/ cov(AlY, Y) = k cov(X, F)
4/ var(X + F) = var(X) + var(F) + 2 cov(AT, F ) .
Suy ra tong quat nhtf sau:
5/ var(oAT + 6F) = a2 var(X) + b2 var(F) + 2aAcov(AT,F)

Chtfdng 4: Vectd n g lu nhien (VTNN). 127
V [cov(AT,F)]2 < var(X). var(K) => \r\ < 1

7/ Neu X va Y <J6c lap ta co cov(X,Y) =0 suy ra r=0.
Neu r = ±1 khi va chi khi ton tai a ^ 0 , d e R: X= d+aY.
Luc nay ta noi X va Y ttfdng quan tuyen tinh hoan toan.
Trong trtfdng hdp r=0 ta noi X va Y khong ttfOng quan. Vay neu X va Y
idd6c lap nhau thi chung khong ttfOng quan. Tiec rang dieu ngtfdc lai
,0|khong dung nen khdng the dung he so ttfOng quan r de bieu diln tinh
;doc l§p cua hai BNN X va Y.
9/ var = 2(1 ±r(AT,F)) > 0
<*X) <x(F)
Chtfng minh:
1/ Dat a=E(X), b=E(Y), cov(X,Y) = E [ ( X - « ) .( F - A)] =
= E [ X Y - b X - a Y + ab] = E ( X Y ) - b E ( X ) - a E ( Y ) + E(ab) =
- E { X Y ) - b a - a b + ab = E ( X Y ) - E { X ) . E { Y )
Cong thtfc cov(AT,F) = — ^ dtfOc suy ttf dinh nghla
cua no.
21D ata/=E(X/). cov(AT + X 1, Y) = E ( * + X 1 +
= £[((A --«)+( x - « / )).(y -4 )]= £ [((J f-« ).(r-4 )+ (A --a/ ).(F -i))
= JE ((A :-a ).(F -A )) + ^ ( ( x - « / ).(y -A )) = cov(X,F) + cov(A:/ , r ) .
4/ var(X + F) = E [( X + Y ) 2 J - [E ( X + F )]2 =
= E [ X 2 + 2 X Y + F 2 J- [ E (X ) + E (F )]2 =
=E [ x 2y i E ( X Y ) +E[Y2Y [ E ( X ) f - 2 E ( X ) E ( Y ) - [ E ( Y ) f =
= JE (X 2) - [ £ ( X ) ] 2 + £ ( F 2) - [ £ ( F ) ] 2 + 2 [£ (J¥ F )-£ (A :)£ (F )]=

= var( X ) + var(F) + 2 cov(X, F ) .
128 Chitons 4: Vectd ngau nhien (VTNN).
6/ Ta co : varCX) = E (.X - E m ) 2 J = ^(aT 2) - (£ (X ))3

va BDT Cauchy d bai tap trifdc nen :
[cov(X ,n]2 = ( £ [ ( X - « ) . ( l ’ - * ) ] ) 2 5 B [ ( J f - « ) 2] ^ [ ( r - * ) 2] .
= var(X). var(F) => |r| < 1.

7/ Neu X va Y doc lap ta co E(XY) = E(X). E(Y) suy ra n=0.
that vay cov(X,Y) = E(XY) - E(X). E(Y) =0.
8/ De chtfng minh dieu kien can, ta chu y rang E(X2) =0 thi X=0. Thi
vay theo dinh nghia cua ky vong cua X2 la:
i=n
0 = Z xfPb Pi = P(X = xi ) > 0 ==> xfPi = °» V/’ => xi = 0 •
i=l
Bay gid chuyen sang chtfng minh dinh ly. Vdi z la thtfc ta cd: ky vong
cua mot BNN khong am la mot so khong am.
0 < £ ^ [(A r - £ ,(X)) + z ( F - £ ( F ) ) ] 2 j= (*).....khai trien ttfOng tif nhu
ky thuat da tifng lam : (*)= z2 var(F) + 2zcov(X,F) +var(AT) > 0 (tii

day ta cung suy lai difOc phan 6/, do tam thtfc bac 2 theo z.
A1 < 0 <=> [cov(X,F)]Z < var(X). var(F) => |r| < 1)
Day la tam thtfc bac bac hai theo z.
Neu |r| = 1 thi cov(AT,F) = var(AT). var(F) <=> A1 = 0 nghia la tan
thdc bac hai (*) cd nghiem kep z=a hay
e [[(X- E(X)) +a { Y - £ (F ))]2 j = 0.
nhtf nhan xet tren suy ra (X - E(X) ) + a ( Y - £ (F )) = 0 X =d -aY

trong do d=E(X) + aE(Y). Nghla la X va Y cd quan he tuyen tinh.
Dieu kien du: Gia suf X= d+aY thi var(X) = a2 var(Y).
cov(X, Y ) - E [(,i + «F)F] - E [(rf + « F )].E [Y] =
=d.E(Y) + a.E(Y2) - d.E[Y] + a ( E { Y ) \
= a E ( Y 2) - ( E ( Y ) f = a v ar(F ).
Chtfdng 4: Vectd n g iu nhien fVTNNV 129
co v (*,F ) a var(F) a >0

V var(X).var(F) J a2 var(y) ■(X a<0
9/ var *— + J L
{<T(X) <T(¥)J 2(l +r<X ' y » >0
Ta biet var(X) > 0, VA”, con bay gid £p dung:
var(X + F) = var(X) + var(F) + 2 cov(A\ F)
trong do a = — , b = , v a r ( X ) = o x , var(F) = O y, ta co:

ax oy
r \
cov(A'jF) . .
var * _ ± _ L = 1 + 1 ± 2 ---- !—^ = 2 (l± r (A ’,F ))> 0
{<rx gy ° x gy
3.2. Md rong cac tinh chat cua dac trtfng:

Ngoai ra ta c6 the md rong cac tinh chat cua cac dac trtfhg nhtf sau:
♦ (a + bX, c+dY) = bd<r ( X ,F ) . That vay:
<T (a + bX,c+dY) = E([a + bX][c+dY])-E(a + bX).E(c + dY) =
E { a c + a d Y + b c X + b d X Y ) - \ a + b E ( X ) \ . \ c + d E { Y ) \ = ....
= b d E ( X Y ) - b d E ( X ) E ( Y ) = b da (X ,F )
( i-n Xi=«
.') .
i=n \ i=n j-n
♦ (P" Z «**/ = <7 i «/»i. i «i»/ = Z H ai a} °
11=1 J <i=i /=i > »=1 y=l
dac biet neu cacYi la doc lap thi
( i=n \ f i=n i=n i-n
♦ <7* X aiYi =<* Z aiYi* X aiY
<i=i y v *=i i=i »=l
vi <7 (Yi,Y j ) = cov(Ff ,Fy ) = 0, Vi * j
î =/i i-n i= n J = n
♦ <T I « ,!/. I «,I7 = 1 Z “/ Cyff (•'c l',).
ki=l 1=1 y *=1 7=1
^1=1, l=#l 1=1* i=n
♦ <r Z aiF/’ Z c/F« = X .ai ci<* (Yi’Yi)='L*iCi o2 (Yi ),
w=1 *=1 / *=1 i=l
neu Yi la doc lap vdi Y j, * * j .
130 Chitong 4: Vectd n g lu nhien fVTNNY
« a (3F,+4F2,-2Fi+5r2)=-«o2(yI)+lSer (r„ r2)+20o*(r2) - t o (K„F2) =

= - 6 a 2 (F,) + 7<r (y,,K2) + 20erI (F2)
Vi du:
Tinh he so ttfdng quan cua hai BNN: Xi, X2 cho trong bang sau:
1 2 3 4 5 6 7 8 9 10
X, 7 -2 1 -5 3 -2 1 -2 0 1
x2 5 -1 -7 0 10 4 -1 0 5 3
Gidi: \
Bang tren la gia tri cua Xi, X2 , con xac suat tifng diem thi deu nh<
1
1 2 3 4 5 6 7 8 9 10 :
X! 7 -2 1 -5 3 -2 1 -2 0 1
X2 5 -1 -7 0 10 4 -1 0 5 3
49 4 1 25 9 4 1 4 0 1
25 1 49 0 100 16 1 0 25 9
A
Xl x 2 35 2 -7 0 30 -8 -1 0 0 3
E(Xi) = ^(7-2+l-5+3-2+l-2+0+l) = 0.2
E(X2) = ^(5-1-7+0+10+4-1+0+5+3) =1.8
E( X \ ) = - ^ (49+4+1+25+9+4+1+4+1) = 9.8
E( x \ ) = ^ (25+1+49+0+100+16+1+0+25+9) = 22.6
E(XiX2) = ^ (35+2-7+0+30-8-1+0+0+3) = 5.4
var Xj =£'(A :12 )-(£ A :1 )2 = 9.76
var X 2 = e {x \ } - \ kE X 1 ^ = 19.36
c.v(AT,r) = * ( * , * ! ) - ( « ■ ) ( « » ) =o
366
yjv a r (A j). var(AT2 ) yjvar( A | ). var( X 2 )
V. Vector g ia tr i tru n g b in h , m a tra n h i$ p phtfctag sai,

ia tr a n h £ so tiid n g q uan.
.1. Vectof g ia tri tr u n g b in h

ria suf vectd NN X = (AT1,AT2,...,A'„)e Mlxw ngtfdi ta goi vecto
y vong (hay vecto gia tri tru n g binh) cua X 1&:
■(*) = (£ (*,),£(X2)... £(*„))e M lx„ .
rdi 3 bien, ta da co r a t nhieu kh£i niem ve ky vong: ky vong

I, ky vong co dieu k ien (phuong trin h hoi qui) theo nhieu
ieu kh£c nhau.
’tfong tu nhif th e vdi n bien ta cd n2 gia tri phuong sai ducrc
he h ie n qua m a tr a n n h u sau:
.2. M a tr a n h i$ p phifofng s a i (co v a ria n ce)
Oil <*12 °1 n c o v (A :1, X 1 ) c o v ^ A ^ ) ••• c o v ( X l5 X „ )
Oil °22 •" °2 n

c o v ^ ,* - ,) c o v (A :2 ,A :2 ) ••• cov(X2,Xn)
an]=
covfXÂj) cov^.ATj) ••• c o v ^ ,* ,,)
°n \ Gn l •" <*rm_
var ( * l) cov(AT|
(Xi . * 2 ) var
=C ( X )
(Xl >XH) cov(A'2 var(Xn )
Trong do: covÂ-,-, X y) = E ^ X j X j E { X i ) e [x j j la hiep phtfdng

sai da biet cua X ^ X j .
4.3. M a tr a n ttfcfng q u a n (m a tra n h$ so tifdng quan):

y ^ r *
Titong tif he so tifdng quan cua 2 bien X va Y :
132 Chitons 4: Vectd n g lu nhien fVTNNY
J2J
ill
j?
*
i
i
I £x,yi
rX Y ~
M
M x , - x f z(r,-r f v
Trong do: x t = —AT), y t = ( l / - F ) , ta dinh nghia:
r ( x „ x t ) . rti - , COV(^ ' - ^ ) - - - r(X j ,Xi)

^MT(X,)-y»T(Xj) °x*axj
Vay vdi n bien X = ( X l , X 2,..-,Xn )e M lxn, ta co n2 he so ttfdng qi
rn r12 '■ *\n I r12 : r\n

r21 r22 ! r2n r21 1 '■ r2n
=
1
M rn2 rn n . M rn2
1/ Ma tran ttfdng quan la doi xting.
2/ Cac phan tuf tren dtfcfng cheo luon bang 1, do cong thtic he so ttfdnj
Z (* f- * ) ( * ,- * )
quan: rxx = - — ------------ =1
•JZ(Xi-X) Z ( x , - x )
3/ Neu cho C (X ) ta co the tim /?(AT).
V i d u 1; Vdi vi du tr e n p h an 3.2
9.76 5.04 1 0.366'

\k: C(X)= va R(X)=
5.04 19.36 0.366 1
Y I d u 2: VTNN (X,Y) co h am m a t do dong thdi:

k { A - x - l y ), 0 < jc < 1 ,0 < ^ < 1
0
a/ Tim k.
b/ Tim h am m a t do rien g cua X,Y.
Chtfdng 4: V£ctd ngau nhien (VTNN). 133
Tim P X e , p Ye
#'2
' Tim P Xe n Fe . C6 k et luan gi?

#’l
Tim m a tr£ n hiep phtfcrng sai vk ma tr a n he so tUofng quan.
Giai:
2
De dang ta tim difcfc k= - .
0< jc <1
y =1
_ 2 (3 -x )
f x ( x )=r J ( 4 - X - 2 y)dy =
,y=0
0 < j; < 1
JC=1
/ r W = | \ ( 4 - x - l y ) d x =^ - - l y
Xe ' 2 ^ r2 ^ 11
=- J ( 3 - * ) * =-
x= 0
Ye =| J =|
* y =0 V Z / 3
l y = -1
x=-
' 2 2 2
i/ P Xe n< F e 0, = - } dr | ( 4 - x - 2 j ) r f j = ^
x=0 >>=0 40
1
n p Xe n F e 0, * P X e 0, \xP Y e
° ’l °’2
Cet luan X, Y khong doc lap.
X=1
J
--n
*=0 3 13 j —q y 30
134 Chitons 4: Vectd n g lu nhien (VTNN).
x -0
E ( flt) = l
y=0
' 2f(r2yM[
37 ,„v 4 ( 1 3 ^
var (X ) = ----- ' JL" ---- , v ar(F ) = ----- —
v ’ 10 15, 450 V } 15 1,30,
x=\ y- \ 2 j
E ( X Y ) = \ xdx { - y ( 4 - x - l y ) d y = -
jc=0 >»=0
13 -1
c o v ( * ,r ) = - - - -
450
37 -1
450 450
Ma tr a n hiep phuong sai:C(X)=
-1 71
.450 900.
k_ 1 -0.0267
Ma tr a n he so tUorng quan: R(X)=
-0.0267 1
V. Vector c h u a n n h ie u c h ie u
5.1. Vector c h u a n h a i c h ie u
D in h n gh la:
Cap VTNN (X,Y) lien tuc co p h an pho'i chuan 2 chieu, ki hi§u
neu chung co h am m a t do don]
thcri:
1 -i
/(*,> > )= --------- /“ r * 2
l7t(Tx (7y y j \ - r
f
1
2 2^
i
1
*A H _ 1. \ x ~ Mx - 2 r X ~MX y - M y
VU +
>?
X-r1
s?
1
1
1
1
I
\ y
D in h l \ : Cap (X,Y) lien tuc c6 p h an phoi chuan 2 chieu
(X,Y)e N[^nx ,n y ,<T\,<T^,r^ c6 h&m m at do dong thcri:
Chifdng 4: Vectd ngau nhien (VTNNY 135
f(x,y) = e 2
2acrx cry ' J l - r ‘
( r
2 r "i2 1
1
rdi q - X —2r x ~Mx y-M y y-M y
+ A**)
l —r L °x L J[ ay J [ ay J y
\
a co cac k e t luan sau:
a/ flx,y) or tre n th a t sU la ham m at do xac suat.
d /P h a n phoi le: X & N ^ f i x i <r^ va F e TV^/zô-2 j.
zl P h a n pho'i c6 dieu k ien X/y va Y/x cung la cac ph an pho'i
;huan, cu t h i n h u sau: ^ /e j va - ^ / e
trong do:
* v a r ( ^ /)= c j|= o 2 ( l - r 2), va e (y/ x ) = /l3 = fiy + r ^ - ( x - f i x )

(7X
la phuong trin h hoi qui Y theo X, la ham theo bien X.
* var(%;) = 0 4 = 0 2 ( l - r 2), va E ^ y ^ = m = t l x + r ^ - { y - / i y )
la phuong trin h hoi qui X theo Y, la ham theo bien Y.

[„ , . cov(X ,F)
d/ cov(A',F) = ra x (7y => r = ---- -------
li OxGy
e/ RXy - — ^ = — — — = r , day la he qua true tiep cua d/

GXGy
C h tin e m in h :
136 Chitons 4: Vectd n g lu nhifen fVTNNY
-1 x ~Mx x ~Mx
exp —r h i - ' 1)
2jvcjxGy v l —r‘ 2(1 - r 2)
tif cong thufc t&ch : e ^ b+c^ = ta vieft lai:
exp ( x~Mx) 2
f(x,y) =
r^ 2 n 2o
-1
exp y-My - r ^ r { x - M x )
sjlnO y'Il-r2 2(1 ~r2)o i
(x-Hx j
exp (*)
r^2n 2o i
vdri of =o2 ( l - r 2) va //3 = fiy + r ^ ( x - n x )

&x
Tif (*) ta th a y f[x,y) la tich cua h ai h am m a t do xac suat cua
ph an phoi chuan nen:
V CO
a/ \\ f ( x , y ) d x d y = l = \ f ( x ) d x \ f ( y ) d y = 1x1 = 1,
vay flx,y) la ham m a t do xac suat.

oo — -------------
b/ f x ( x )= J f ( x , y ) d y = ---- X-— e 2(7* ,
Ox yil7C
vi | ---- T = e 2<Ti d y - l,tu fc X e n ( hx, o } )

_oo <73 \ 2ti ' '
Bay gicr xem lai tif bieu thufc dau (**) th a y ra n g x,y doi xting
vdi nhau va ta lai b a t dau qud trin h tif dau, lam tuong tif nhtf
tre n cho b ien y ta cung th u dtfcrc: Y e /V [//2» j
Chitong 4: Vectd ngau nhien (VTNNY 137
Doc 6 fy [ y /x y l ^ - = > / ( x , y ) '* f x W / r [ ,/ x)

f x ( x)
vit so s&nh vdi (*) ta thu duoc :
vdri
=> V x e
o f = o f ( l - r 2) va fa = / / 2 + r — .
V / OT|
Vay ham m at do cd dieu kien:
. •
T' . /■«t3-
fv(y/x)= V -'-r, * ,Y ' ■ , * 9 ,T fapp j.*
: - cl ■ ' ^ -■*'•$
• •* : ."»
day la h im cd ca 2 bien x,y.
Cung b at dau lai tif dau, hoan vi x th an h y ta cd:

* /e vdi o ^ = o 2 ( l - r 2) v a //4 = //* + r ^ - [ y ~ H y )
d/ cov(A ',F)= =
/T v
\2
-1 X ~ flx
-r
y-/Jy
202 2(1—r2) °X °y
\
f
Dat z =
-1 X ~ flx
-r
v , y fly ,
va t= ------—, ta co:
( l - r z) V L <*x J L °> J)
H I r2 2 ''
2_ 2
ill
cov (x,r) = r2 .tz + r(TxGyt2 \e dzdt -
In
138 Chtfdng 4: V6ctd ngau nhien (VTNN).
aw{X,Y)=- \ t 2e 2dt
cov ( X , Y )
rffx°2> _ _ ro xo y = c o v (A l, F ) =>#■ =
2n G XG y
Do thi ham mat do 2 chieu vdi cac thong so":

fix —2, fly —3,<tx —1.8,(Jy 2
8 ^ 6
5.2. Vectcf c h u a n h a i c h ie u to n g q u a t
D in h n g h ia t o n s a u a t 2 c h ie u : Cap (X,Y) lie n tuc co
phoi chuan 2 chieu e N fa ^ o ^ , co h am m a t do
thori:
V o iJ Q(x,y)
f(x,y) = ^-
2e
L 2
(V S )
Trong do dan g to a n phuong xac d inh duong:
Q{ x, y) = o n { x - / i l )2 + 2 o n ( x - v l ) ( y - n 2) + o L2{ y - ti2)1
rtf la tri tu y et doi cua d inh thtfc cua m a tr a n sau:
V 1 <r12
o 12 o 22
Chtfdng 4: V6ctd ngau nhien (VTNN). 139
nhung b an th a n cua lai la ma tran dao cua ma tran hiep
phifdng sai J.
-1
V 1 a 12 ^11 0 12 rV
<X12 O22 Ol2 022
vdi ma tra n hiep phuong sai:
oil oj2 cov(Ar,X ) cov(X,Y) var(AT) cov(A,F)

M - 0 |2 02 cov(F,X) cov(F,r) cov(X,F) var(F)
• Bay gid kiem chting tro n g trUdng hop var(X)= o \ ,
var(Y)= o f , cov (X , Y ) = r o i<r2 , luc do dinh thtic:
var(X ) cov(A\F) Oj rCT\ a j

IMI=cov(A\F) var(F) ro , <72 02
2
-i
> a 12 o il o 12 i of - r O’, 0"2
M - —ro , g2 of
y 2
N
n
i
i
<r" ct12 of 0\° i

v«y: [< ^ ] =
ff12 ^ 2 1
M
L a\ a2 of
Bay gid the 4 phan tuf (<Tj = <7X,(T2 - G y ,lix = /ix ,/i2 = //>,)cua ma tran
vao dang toan phifdng d tren ta cd:
140 Chitting 4: Vectcf ngau nhien (VTNN).
r'J Q(x.y)
2
In
-1 x ~flx y-My y -fly
exp -2 r
2naxcrt.\\
x,Vi - r 2(1- r 2)
ta tim lai k et qua d tren . •
5.3. Vector c h u a n n h ie u c h ie u to n g q u a t
D in h n g h ia t o n s a u d t n c h ie u :
Bo X = ( X t, X 2,..„X„) lien tuc co ph an pho'i chuan n chieu
€ Nh ]), co ham m at do dong thcri:
Q ( X i , X 2 ,...,X „ )
J
f ( x u x 2,...,xn ) - e 2
(J2n]
Trong do dang toan phuong n bien xac dinh duong:
Q i x l ' x 2, ...,*„) = X ° iH x i - P i ) ( x j - M j ) = ^ ( x -p)[<riJ'\(*-M)T

i,j=1
, trong do: //= ), //,• la ky vong cua X/ , va
r'J la m a tr a n dao cua m a t r a n h ie p phtfcfng sa i:
°il cr, 2 • \ o v ( X ^ X x) cov(X„X2) • co'(

a]n
°21 °22 ‘" °1n - cov(X2,Xj) cov(A2,X2) • ■ * * ( x 2. x h)
cov(A/l,A1) cav(X„,X2) - ■ cov(a;.,a:;«)

an\ °/i2 ‘ °/»#l_
var ( A ,) cov(X „X 2) ••• cov ( * „ * „ ) '
cov(A „ A 2) var(X 2) - cov(X2,A:„)
= C(X)
cov(A'1,A'/.) cov(A:2,X „) var (* « )

ChiTdng 4: Vectd ngau nhien fVTNN). 141
Vi th e bo ( X l , X 2, —, X n ) 1H VTNN lien tuc co p h an phoi

chuan n c h ilu e N (//,-,[<rfy ]) con difcfc ky hieu e N ( / i j , C ( X ) ) . Ma
tran hiep phifdng sai 1£ doi xting.
Vdi tat ca gid thiet tren thi ket lufln: X j e N vdi m6i
j = l,# i. Vay ta co the viet lai ham mat do dong thdi nhif sau:
f (x l »x 2»•••»x n ) —------- --------e x p { --[x -^ /]C

( M M 1 2
:: 5.4. P M n p h o i c h u a n n h ie u c h ie u th e o khoi:
D in h lv:
N eu d m a tr a n C ( X ) ta co the phan cat thanh hai khoi tifdng ting
111 Z
vdi 2 khoi bien: ( x ,, x 2 ), va /i = Ml . I
12
= thi:
iMij .Z 2 1 £ 2 2
a / * ,e )> x i e n (/ i 2, Z 22 )
Va co cac phan phoi dieu kien nhif sau:
b/ X/ 2 G N [ ^ X \ \ . 2 )» /1x x G )’
trong do: //12 = Mi + Z 12 Ii2 (■x2 ~ M2 )*
X11.2 =In “ Z12 I22 I21

/*21=A2+Z21 In 1 (*1 ~a)>
1 22.1 = 1 22 “ 121 111 I l2
5.5. B ie n d o i tu y e n tin h v e c td n g l u n h ie n
Cho X = (X ,, X 2, X n )g , A— J ^ M nxk >ta noi rang
F = (F ,, Y2,..., F* ) = AT.ê Mlx* (*)
lit vecto n g lu n h ien qua ph6p bien doi tuyen tin h bori m a tra n
j =b __
A. Bade bieu d iin : Yt =YU = ]T X lsasi, i = l,k
C= 1
142 Chifcfng 4: Vectd ngau nhien (VTNNY
Dinh lv:
Gia stf vectd NN X = (Ar1,X 2,...,^/i)G M\y.„ co ky vong :
E ( X ) = ( E ( X l ) , E ( X 2),...,E{X„))<=Mlx„, vk ma tr a n hi$p
phifdng sai: C ( X ) = [eg J = [^cov(Xf-, X j )J .

Bay gid xem F = (Yl9Y2,..^Yk ) = X. A e M lxk la VTNN qua ph6p
bien doi (*), trong do: A e M nxk, khi do vectd trung binh va ma tr§n
hiep phifdng sai cua Y la:
a/ E ( Y ) = E ( X ) . A e M lxk
b/ C(Y) = A t C ( X ) . A e M kxk
Chu v:
Neu: Y = (Fj, F2, Yk )T = A. X e M kxy thi ky vong va ma tran hiep
phifdng sai:
cl E{Y) = A . E ( X ) & M kxi , trong do A e M kXn
d/ C(Y) = A . C ( X ) . A T e M kxk
Chtfng minh:
a/15 =»i, = l ” * iA f> i = U 3 £ f t ) = | " £ ( * , > si =

5=1 S=1
= ( £ ( * H ) . , i = l,*
b/ Tinh mot thanh phan cua C (F)
[ c (r ) ].. = C,J = cov (r, , F,-) = E [(Y, - E Y , ) (Yj - E Y j )] =
s=n t-n t= n
=E
s=l v=l J=l t= \
's= n \ r t= n
=E T { X l s - E ( X l s)}asi . Z { x u - E ( x u )}atj
Vs=l y v/=l
s= n t= n
=t t -^(A T 1s )}{AT„ - £ ( X „ )}>„■«* =
Chitons 4: Vectd n g iu nhien fVTNNY
j SSR 143
=11 = l " l ”K f Csla,j =Ar .C(X).A

S= 1 t = \ J= l t=1
Vi d ul:
X = (X „ J f 2 )e iv (/< ,[o-# ]) = JV(/< ,C (X )),v d i fi = (l,3 )v 4 m a
i -l
tran hi$p phifdng sai: C ( X ) = 2
-I 3
2
2 -1
Bay gid qua phep bien doi: A = , Y - X A thi:
-3 5
Y = ( r „ r 2 ) = (2*1 - 3*2 , - * ! + 5 * 2 ) •
a/Tim ham mat do le (Xj), (jc2 )
/ \
Vi> f x ,
x2
b/ Tim ham mat do dong thcfi f Xx,Xi
d Tim vectd ky vong cua Y
d/ Tim Ma tran hiep phifdng sai cua Y
d Tim Ma tran ti/dng quan cua Y
f/Tim ham mat do le f Y (j>j) va f y A y i )
ll Tim ham mat do dong thcfi f v v (y^, y2 )

M>r2
Giai:
i/Theo dinh ly thi A , e Ar(£ ’(A'1 ),var(A'j)) va
* 2 <e JV (£(X 2),y»r(X 2)):v $ y (* ,) = - ^ = o p | - l f l ^
2x3
144 Chtfdng 4: V6ctd ngau nhiSn (VTNNV
f \ r \
Hai ham mat do sau: f x *2 f x\ , Sv tU lam.
l* lj ' / v
/* i
I X2j
12 2
b /d e t[C (A :)]= “ , C - 1(X ) = -^
2 4
f ( x „ x z )= 1 - eipl- U x - A C - ^ x - v f X
( M ¥ \ 1 J
12 2
2 4
- £ { “ (*»_I)2+4(*>->)(x2-3)+4b - 3)
x , (* !• * * )“
f xk.l,>"2
1
exp ~ ^ { 12(*1 _1) +4(jc1 - 1)( jc2 - 3) + 4(jc2 - 3)
w n
Ta cung co the tim lai dang quen nhtf:
r x - f t 12 2)
1 y-to
-2r x - th T y - M i
-1
2(1-/*) . °i . . °i JL <h . <h
trong do:
_1
r= _ l _ =J ± -1 12 1
VlV3 2 V3 2(1—r2) 11 2 ^ x lx V 3 \ ll ffS
^ X, , X2 (x l ’x 2 ) -
exp * l- l +
* 1-1 * 2 ~ 3 *2 ~ 3
11 s s
2 -1
d E ( Y ) = E ( X ) . A =/i A = [l 3] = [-7 14]
-3 5
ChiTcfng 4: Vectd n g lu nhien (VTNN). 145
d/
N» | I—
i
107
37
1
1 1
2 -3 ‘2 2
c (y ) = a t c ( x ). a =
-1 5 1 -3 5 107
3 81
. 2 2
Ta cung co the tinh trUc tiep bang nhting cong thtic d tren, vl du:
(F,) = ( 2 X x - 3 X 2 ) => Zs(Fj) = 2 E ( X i ) - 3 E ( X 2 ) = 2 x l - 3 x 3 = -7
var(F1)=4var(X1)+9var(X2)-12cov(X1,X2)= 4 x l+ 9 x 3 -1 2 x |^ =37
cov(F,,F2) = cov(2A1 - 3 X 2 -X x +5X2) =

= - 2 a 2 ( X , ) + 1 0 c o v ( A 1, X 2 ) + 3 c o v ( A 1, X 2 ) - 1 5 < t 2 ( X 2 ) =
107
= -2x1 + 13x — -1 5 x 3 = ------
I 2 2
cov
e/ Tti /" = , ta co:
a X i X<7X j
107
-107
1
v37x81 18>/37
■C(F)=>A(F) =
107 -107
1
18^37
V37x81
: f/Theo dinh ly thi Fj e W (£(Fi),var(F,)) va

F2 G yv(£(F2),var(F2)).V ay:
exp ' U + 7 )3
s tik y i 2x37
2
exp
2x9
146 Chitong 4: Vectd n g lu nhien (VTNN).
107
37 - 324 214
g' C ( Y ) = de,(C ) = f . C -= _ L
107 214 148
81 ;i
dang can tim la:

/ ( * , , x2) = __ *2 —
) # i
f■,»
y1,y2
J2 ( y i , y 2 )
1
exp ' l ^ { 324( ^ +7f + m [y' + ’ )(>’2 -1 '‘) + 14* ( ^ - m)
W539
1
exp
7W 11 “ i ^ | 324(^ +7f +42*(M +7)(J'2- 14)+I4®(^ _14)2
Ta cung co the tim lai dang quen nhif:

2 r i2)"
1 -i x~/A -2r \y-tk y-A
f(x,y)=
2(1-1*) . °i . . . L °i . ^ . /.
-107 -1 -5994
trong do: r =
18>/37 2(1- r 2) 539
1 _______ 1_______ __ 1_
2 ^ ( 7 i<T2 \ l l - r 2 I n x y f y j x 9^ J l - r 2 7/rV ll
■Aj,Y2 (-^l ’ ->^2) =
1 -5994 yi +7' 2 1 ^1 +7 y2 -14

exp + _y2 -14 21
7/rVTT 539 . V37 . 2 L v^7 J 9 9
V y
VIdu2:
X = (A -„ X j,X 3) € Jv(A ,[<t,;]) = N ( m , C ( X ) ) , w d i n =(1,2,-1)

Chifdng 4: Vectd n g lu nhien (VTNNY
2 -
»
a ma tran hiep phifdng sai: C ( X ) = - i ,
3 3
‘ -1 2
2 3
2 1 -2
lay gid qua phep bien doi: A = 3 -1 -1 , Y=XA.
1 2 3
\l Tim ham m at do le / ( x j), / (x 2) va f x (x3)
>/ Tim ham m at do dong thdi f x x x

I
/ Tim vectd ky vong cua Y.
I/ Tim ma tran hiep phifdng sai cua Y.
:/ Tim ma tran tifdng quan cua Y.
j Tim ham m at do le (>-,), (y2 ) va (y3).
/ Tim ham mat do dong thdi f

5 (ji* ^ 2 ^ 3 )•
xl>
Giai:
/ Theo dinh ly thi X x e A ^ A ^ v a r ^ ) ) ,

1
X 2 e N ( E ( X 2),var(X2)) va X3 e A (£ (X 3),var(X3)). Vay
“ H 2xV2 ^’ Va
^ eXP' 2x1
(* 3 +1)
2 x \[2
148 Chifdng 4: Vectd n g lu nhien (VTNN).
56 12 -10
12 135 12
[c w ]-*
-10 12 68
/ ( X, ,* 2,x 3 ) =‘3 _ r « p { - - |[ * - A ] C 1 \ x - r f
{ M M 1
56 12 -10
[ x - n \ C l [ x - n f = { x - l t) - ^ - 12 135 12 [x - M ]T =
103
-10 12 68
2 2
+135(*2 - 2 ) +68(x3 + l) +
+24(x, - l ) ( x 2 - 2 ) - 2 0 ( x , - l ) ( * 3 + l) + « 4 (* 2 - 2 ) ( x 3 + l)}.
-1
56(x1 - l ) 2 + 135( x2 - 2f + 6»(*3 + i f +
2 06
[■Jin) V l 0 3
+24(*i - l ) ( * 2 - 2 ) - 2 0 ( x , - l ) ( * 3 + l ) + 8 4 (x 2 - 2 ) ( x 3 + l) } j
2 1 -2
c / E ( Y ) = E ( X ) . A = / i A = [l 1 -1] 3 -1 -1 = [7 -3 -7]
1 2 3
d/C(Y) = A r C ( X ) . A =
1 -- 1
3 2
' 2 3 f '2 1 -2' ' 78 23 -34'
1 2 1
1 -1 2 1 3 -1 -1 23 98 69
3 _ 3 “ 6
-2 -1 3 1 2 3 -34 69 142
1 2
Chiton g 4: Vectd ngau nhien (VTNN). 149
9155 -5612 4919

17407 ^_i 1
. e t [ C ( F ) > " ™ <T *(F)« -5612 9920 6164
69628
4919 6164 7115
-5612 4919
1
79155x9920 79155x6164
-5612 . 6164
7 * (F ) = 1
79155x9920 79920x7117
4919 6164
79155x6164 79920x7117
/ Theo dinh ly thi Fj e 7V (£(Ii),var(Fi)), F2 e Ar(£ ,(F2),var(F2))
'a F3 e/V (£ (F 3),var(F3)).
exp b i-? )2
' ^ 7%
1 (>>2 + 3 )'
exp
2x98/
(^3 + 7 )i
2x142/
f r„ r 2,r3 ( y i ' ^ y 3 ) =
=-------r ------- exp 1915s(y, - i f +992o(y, +3?-+71is(y, +l)2 -

i w l m l [ 1 1 1 1 1
-1 1 2 2 4 (^ - 7 ) ( ^ 2 +3) + 983*(r t -7)(j>3 +7) + 12328(^2 +3)(j>3 + 7 )}
Cac phan chi tiet khac, Sv tir giai.
VI. H am c u a c a c v e c td n g a u n h ie n
6.1. Trufofng hcfp n h ie u c h ie u rcfi ra c
150 Chifdng 4: Vectd ngau nhien fVTNN).
Vi du Cho Z = qKX,Y) = 2 X - Y + 5, b iet

" \ Y -1 0 1
X \
1 0,1 0,15 0,05
2 0,3 0,2 0,2
Z=2X-Y+5
Cong gia tri v& xac suat ttiorng ting ta co:

-1 0 1
1 8 7 6
2 10 9 8
Pij
Suy ra
Z 6 7 8 9 10
Pz 0,05 0,15 0,1 + 0,2 0,2 0,3
6.2. Trtfcfng hcfp n h ie u c h ie u lie n tu c

Do phep b ien doi tich p h an 2 lorp, ve phai, p h ai n h a n vdi
(Jacobi), n en h am m a t do xac suat dong thdri la:
f u , v { u’v) = f x , Y [ x {u>v)’y { u’v )]\J \ . tro n g do
J a c o b i:/ = 4 * 4
D («,v)
Vdi ba b ien ta c6 ham m a t dp x£c su a t dong th d i la:
D(x,y,z)
trong do Jacobi: J -
D(u,v,rv)
VI d u l
X,Y d o c la p co cung h am m at do f x { x ) = e~X >/ y (.v) = e~}
Chitong 4: V6ctd n g lu nhien fVTNNY 151
c>0, y>0, nghia 1&: f X Y (x, y) = e xe y =e
rim h^m m a t do p h an phoi dong th d i cua vectcf

[x + r ' j \
Gidi:
u
u - x +y X -
l + V T U
Dat y =>J =------- T . Vay:
V= — uv ( i +vy
y=
1+ v
e “ — — - ,n > 0 ,v > 0
f u y («>v) = f x , r [ jc ( « , v ) , ^ ( « , v ) ] | ^ | = ( i + vy
0
Vi d u 2
X,Y d o c la p c6 cung h&m m at do f x (x) = e~x , f y ( y ) = e~y ,
x>0, y>0, nghia 1&: f X Y ( x, y) = e~x e~y = e~^x+y^.

I ’
rT im h am m at do p h a n phoi cua V =
X +Y
Gidi:
u = x +y
X = uv V II
in'Bat X =>' =- u
V = ---------- y - u - u v - « (1 - v) 1 —V -II
. x +y
de x, y > 0 suy ra 0< v<l, u>0. Vay
—uv -u+uv
f u ,v ( u’v) = /*,y[*(«> vM " > v)]M = -ue~m e
—u
v ^y; f u , v { u>v) = ue~
M ien D xy la m ien vo h a n 1/4 cua m at phang R2, M ien Duv la
dai vo h a n [ (ii,v ):0 < n ,0 < v < l] cua m at phang R2. Muc tieu
cua ta 1^ tim f v (v ), va da biet f u v (« ,v ).
u=OO
f y ( v ) = J ue Udu = - e “ (« + l) = 1, 0<v<l.
1 w=0
152 Chtfdng 4: Vectd n g lu nhien (VTNN).
Nhti lim ue =0
V=1
f v (u) = f ue~udv = ue~u (l —0) = ue~u , 0<u<l.

v=0
Ta co the kiem chting: f Vy (w»v) = f u i u) ' f v (v) •
VI d u 3
a/ Kiem chting flx,y) sau day 1& ham m a t do dong thdi:
4xye
/ ( * .* ) =
0
b/ Tim h&m m at do cua Z = J x 2 + Y 2 , fz(z) ■
G id i:
a/ M ien lay tich p h an lik p h an tti vo h a n th ti n h a t
fx = rcoso
Dung to a do ctfc:
0000 0000 -fx2+ v2)

1 = J j4xye ' 'dfafp = l
00 00
Vi do:
n
r= oo 2 Wallis r=00 u=r r=0
J J 2sin2p.r2i? r rdrd<p = J 2r3e r dr = j ue Udu =
r =0 ®=0 r=0 r=0
r=oo
= J i/e Udu = - e "(ii + l) =1 (dung tich p h a n tting phan)
r=0
b/ Do phep b ien doi tich p h a n 2 ltip, ve phai, p h ai n h a n vd

|j| (Jacobi), n e n h am m a t do xac suat dong th d i la:
f y , v { u’v) = f x ,Y [* (« ,v ),jr(l!,v )]|j|
Bay gid vi Z + Y 2 , t a d a t j * ZC°S<P, {x,y)^>(z,<p)

| v = zsin0> ’ '
Chiftfng 4: Vectd n g lu nhien (VTNN). 153
fz(z)= \ 2sin2<p.z3e z d 0. ■

<p=o
y i du4
k, Y 1& hai BNN doc lap co p h an phoi deu tre n [0,2], [0,10].
a/ Tim ham m a t do cua U=X+Y va V=X-Y.
: b /T in h P ( 0 < C/ < 8 ) , P ( - 2 < V < 5 ) .
Giai:
a/ H ien n h ien h&m m at do dong thcri la :
f ( x , y ) = —^— = — , 0 < x <2, 0<>^<10.

J K y} 2x10 20
Mien (x,y) (xem h in h H i) la h in h vuong canh 2 va 10, con
mien (u,v) \k m ien gach nhif h inh dudi (H2).
\u = x + y x = \ { u + v) !
D at => |j\ = —, suy ra ham m at do
[v = x - y
y = \ ( » ~ v) 2
1 1 1 J0<«+v<4
trong toa do mtfi: / ( n , v ) = 2 X2 0 _ 40’ | 0 < « - v < 2 0
0
+Tim f u ( u ) :
! V = « j
^0/ 0 < « < 2 = > f u { u ) = f — dv = —

JfJ v ’ J 40 20
v= -u
v = -u + 4 , |
1/ 2 < « < 10 =>/>/(«) =f — dv - —
Juy ’ v = -«J 40 10
3/ u< 0, « > 1 2 = > /l/(« ) = 0.
+Tim f v ( v ) :
«=v+20
2v + 20 v + 10
1/ - 1 0 < v < - 8 = > /^ ( v ) = J =
M——V
40 20
h =- - v
•*— r +
T 4i | 4 1
2/ -8 < v < 0 /i/ (v) = f — </« = — = —

KV ' J
ll= - V
40 40 10
3/ 0 < v < 2 = > f v {y)= \ ^ d u = * ~ 2v 2~v

U—V 40 20
Chitons 4: Vectd n g lu nhien (VTNN). 155
+ Tim h&m m a t do cua U=X+Y (HI)

Theo dinh nghla: F ( u ) = P ( X + Y <u) = JJ -^-dxdy
(x + y < u ) n B 2 0
B la hinh chi? nhat canh 2 va 10 (0 < x < 2, 0 < y < 10).
IChinh la ti so dien tich cua da giac OAB (canh AB se tien theo hinh
mui ten de tao ra da giac ) vdi dien tich B.
+Tim ham phan phoi M « ) :
u2 ^
0/ 0 < H< 2 => Fr; («) = -2- = —
UK ' 20 40
. , 2+ 2(«-2) u -1
1/ 2 < « < 1 0 = > F „ « = ------ i
u K ’ 20 10
(1 2 - « ) 2
20 —^____— J
„ / x 2 24ii - i« -104
2/ 10 < « < 12 => («) = ---------- ------= ------------------ .
uy 1 20 40
3/ w< 0, w>12=>/*j/(tt) = 0.
Ta lay dao ham de th a y lai h&m m £t do d c&ch 1.
+ Tim ham m a t do cua V=X-Y (H3).

Theo dinh nghla: F( v) = i>( X - F < v ) = jj — dxdy
(x - y < v ) n B 20
B la hinh chff nhat canh 2 va 10 (0 < x < 2, 0 < y < 10).
Chinh la ti so" dien tich cua da giac CDB (canh AB se lui ve theo hinh
mui ten de tao ra da giac ) vdi dien tich B.
+Tim ham phari phoi Fv ( v) :
(10 + v)2
1/ -10 < v < -8 => Fv (v) =
20
2(10 + v ) - 2
2/ - 8 < v < 0 = > / y ( v ) =
20
156 Chifdne 4: Vectd n g lu nhien (VTNN).
(2-v)2
20 - - --------------------
3/ 0 < v < 2 = > F f ( v ) = ---------- ^ ------- .
4/ v < -10, v > 2 => / y (v) = 0.

Ta lay dao h&m ‘d e th a y lai h&m m a t do or c£ch 1.
b/ Xem nhu bai tap. ®
Ta co m ot k e t qua dang nhtf qua vi du sau:

Vi du 5 (Xem ket qua nhif la mot dinh lv dang chu y):
. ^ 2 .....£n ) doc lap co cung phan bo chuan vdi n va
cr2e jv(//,<r2 ). X et bieu thufc jf2: 0 < ^ = -^ - X (& _ /*)2 >ta,d

' 7 <r2 *=i
hieu la phan phoi , va goi la phan phoi chi binh phifdng. Ta c6
cac ket qua sau:
a/ Ham m at do cua bien Y = ^0c lap vdi fi va a 2 . Tim ham

yjrt
mat do cua no. Tif do suy ra cac ket qua sa day:
b/ Ham m at do cua bien z 2 .
y2
d Ham m at do cua bien — .
n
dJ Ham m at do cua bien x ~ Y ^ n •
Giai:
a/ Ham phan phoi FY (j ) la xac suat cua diem (£j ,£ 2 >•••*£«) rc*i tron8
qua cau:
»'=" xf
Fv{y)~ \"""i=n •••• J yflTT (*)

X jf? <ny2=r2
i=l
De tinh tich phan nay, ta chuyen sang toa do cau ban kinh ny2 = r 2
trong khong gian n chieu theo cong thtfc nhtf sau:
J t | = RCOS0Y C O S 02 ••••C O S 0n —\
x 2 = Rcos&i cos02....sin^n_| i=n x ? r 2

.sintf,- V _L =_
1 2 2
x„_l = /fsin^j cos^2-—cos^w_| 1 1
x n = /? sin
luc do (*) viet lai va chu y den tinh doc lap cua cac (£j , £ 2 »•••>£/,) •
^ ,- 1 =2/r *"_ 2i= ?2 _ _ _ / z ./

r=yyfn -\/» r2
*VM = J f •••• J e 2 r «-l
yjlX
4 . - 1 = 0 B r = 0
"~2 2
r- r
r= y \ln __
x^(^|»^2’*"” ^«-l Wr d^n-ld^n-2“'d^l ~ J e 2 r”
r=0
trong d 6 :J = =f.n XC {(\,01,,.,6 j) .
luy thufa cua r bdt di mot bac.
Chu v: Vdi 3 chieu thi: / = D^x , y , z ^ = r2 sin 0 . Dat

------ D(r,0,<p)
f « \ n Oh- 1=2x 2 2
4 ,-1 = °
4,-2=“
tieu thtfc nhu thuoc n. Tinh C _. ta dung tinh chat ham phan phoi:
158 Chifdng 4: Vectd n g lu nhien (VTNN).
^ \ —-1
Fr ( - H = 1= Cm' J <T 2 r"~'dr = C „r " V
r =0
v u /|A % = J T l r * +1' , Ae TV
0 V 2 ,
2
r=y\fn r
F y (^ ) = - J e 2 r" 1d r ,
^ r-1 r=0
22
12
lay dao ham theo y d hai ve de difdc ham mat do (y>0):
' (^ )2 '
v/l-1
fr(y) = (w s ) 4~n =
-i
rl - 12*
ny_
■Tn n- 1 -
2 V2w n—1 -
n
ri ^ IIV2
yfln yjn
f v{ y) =
&
B ay la ham mat do cua bien ^ = 4 = doc lap vdi // va <r2

V«
b/ Tuf do suy ra ham mat do cua bien x 2 = nhir sau:
^ 2 (*) = />(/r 2 < * ) = />(w r2 < * ) = /> F < J ^

V ’n>
lay dao ham theo x, <3 hai ve de difdc ham mat do (x > 0):
Chifdng 4: V6ctd n g lu nhien (VTNN). 159
\« -i
yjln / 1 "
n lyfnx
12,
JH A
22 <2
:/ Ttt do suy ra ham m at do cua bien Y 2 = — nhtf sau:

n
Fy 2 (jc) = P ( F 2 < jc) = P [Y < yfi)
lay dao ham theo x, d hai ve de dtfdc ham m$t do (x > 0):
,-1 « R 2
y[2n f yfxyfn z_ l _ x
2yfx
n n -1 nx nx
n 2x s T r 1 "T
f y i (*) = n j) f‘ r\i)
22 . 2)
U Tuf do suy ra ham mat do cua bie'n x ~ nhtf sau:

r ^
Fx (x) = P ( x < x ) = P ( Y j i i < xj = P
Y<
fV«
ay dao ham theo x d hai ve de dtfdc ham mat d6 (x > 0):
160 Chtfdng 4: Vectd n g lu nhien (VTNNV
2 * x n-I x n~l e 2
/,( * ) = n -l n
/i
2 2 22 r
,2 j
T o n g k e t c a c k e t qua ta co:
1 *=” 2 f
0 < x = — ]T -//) , x la p h a n p h o i ch i b in h phifdng.
cr2k=l
B ie n H am m at do
/ r- \ « - l n y2
W » * 2
II
>
II
U J
f--'l - £
f ( ~\ x e 2 (C hi b in h phifdng)
z 2 =*
v '" ,5 r
(f)
/> r \ nx
n ] ------
Y2 = £ - * * J _ ,J «
M ' H l ) f
n
n r -
U J
x2
2
si
„
ii
T
N
V
22r
,2 ,
nx
(n\ -1
C hu y: Tuf f ^ (* ) =
\*>/ r
UJ
Chitons 4: V ectd n g iu nhien (VTNN). 161
ta se tim difdc phan phoi Fisher: Fnm (x) = —nr, xem d phan sau.
A
m
VI. P M n p h o i Xn (ch i b in h phvfcfng)
C6n difcrc goi 1& khi b in h phuong. Cho n BNN doc lap
Xj (j = l,2,...,n) co p h a n phoi ch u ln X j e Khi do dai
ltfcrng n g iu n h ien x l =£ [X j - //)2 co ph an phoi vdi n

o j=l
b§c tif do vdi h&m malt d6:
0, x <0
, T(x) = J tx e~*dt
n 0
n
22 .r(
2
Be th a y p h an phoi xl
xuat p h at tif phan phoi chuan, ngifcfi
, n
ta cdn dinh nghia: X e Xn X = Y , X f , vdi X i doc lap
l
Xj e TV(0,1), c6 d6 th i (H I), ta th a y or vl du 5 vdi fi = 0,<r = 1.
Quan s&t do th i (d difdi) ham m at do f ^ (x) cua x l ta th a y
vdi n du ldn, do th i co dang dap can xting trd lai va nhif the
no lai trd ve h am m a t do co p h an phoi chuan
xl— vdi f i , a k h a ldn va do cao dinh cua do th i
ta xuong d an (vi a ta n g dan).
Do d6 chinh xac ta c6: H——->Ar(0,1)

\2n
164 Chrfdnp 4: Vectd ngau nhien (VTNN).
Dat v= yjl + a 2 u — p=^ , luc do:

yjl+o2
'jl+a2U—I=L +-r —
2a2 'Jl+O2 , du = .
a ay/2jr
e J e 2 dv = r - —
V1 + cr2 v i + ff2
Ham mat do cua T theo dinh ly:
+» ( '- « r
2 1
n2
(t-uf
+u2 \l\+o21
7 1 2 a2 i 202
----- e du
1 (fin <t2;t
1 2(l+q-2) = 1 ( +0 ^)
2 1
>Il +(T2 Vz^Vl + CT2

Vay r e 7v(o,l + <72) ■
Tiep vi du tren ta co vi du dang chu y sau:
\ j du 2:
Hay chtfng minh: Neu X x e n [h i ,(t 2 j va doc lap.
thi A'1 + X 2 eT v(//1 + //2,o-12 + £ r|). 1
Giai:
Trtfdc tien ta da co ket qua d chtfdng BNN nhtf sau:
Qujtfng 4: Vectd ngau nhien (VTNN). 165
of
Tuf X 1 g A r ( / / i , < 7 12 ) = > ^ 1— ^ - g TV 0,
2
io a = — , b = — va tfng dung ket qud tren.

02 o2
Tuf X 2 e T V ^ o f )==> X l ~fl2 N ( 0,1),
°2
io a = — ,b = —— va tfng dung ket qua tren.
°2 °2
Do gid thiet ta co: — —— + — —— TV 0, i + 4 g

O'2 02 a\ )
]• Mot lan nffa ap dung ket qua tren cho (*) vdi a = <r2, b = fi\ + /*2 >c° :
A", + X-t g TV 0 2.0 + Ul +M2’°2 g + *?)

l + ia 2
VI du 3: Cac md rong (xem nhtf bai tap).

♦ Ta co the md rong cho n phan pho'i nhtf sau:
X x g TV[fix, <7?), X 2 g TV(//2, o \ ) , X n g TV(//„, a 2n )
=> ATj + * 2 +... + A„G TV + //2 + ...+ //w,(Tj + <T2 +...+ <J2 j
♦ Cung theo ph6p b ien doi bien so :
g n [ h \ , 0 \ ) , X 2 g TV|//2,<t2 ) doc lap ta co:
oXj + 6X2 g TV(a/*! + b/i2,a2o 2 + b2o \ ) vdi ab * 0.
♦ Cung theo phep b ien doi bien so' cho phan phoi chi b inh
phtfcmg, vk p h an pho'i Poisson, ta co hai k e t qua sau:
X gP (A 1),F g P (A 2) d o c la p ta c o :X + F g / >(A1+ ^ 2)
X G ^ 2 (r),F e # 2 (s) d o c l a p t a c o : * +Y Gj^2 (r + s)
Hai tin h ch at n&y c6 th e md rong cho n bien doc lap.
C htfng m inh:
♦ Ta chting m inh cho trtfctag hop Poisson. T h at vay:
P ( X + Y = n) se la tdng cua tich cac x&c su a t ttfcfng ting vdi

X=i, Y=n-i, va i chay ( i = 0 ,/i). N ghla 111
r l x +r = m > f , 'f ■
(f0 i! 1=0 '■ ("-*)<
/= »e- W + ^ ) j j e-*2A”- ‘ „1 ,
~ ~ / 7TT~ , ~ , 2- ^2
1=0 ,! (w- 0 ! w! w! 1=0
g-(^l +^ ) ( 3 , 3 \»
= -------------— ------ — , nghla la X +Y e / ’ (A j+A j) ■
♦ Ta chtfng m inh cho trtidng hop chi binh phuong. T h a t vay:

-l
e
Vi X e x ( 0 n e n / ( x ) = f \ e x l , theo k et qua d
1-r / _ \
l2 j r
U- 1J
truffle ve ham mat do cua tdng T = X + Y la:
oo
fT=X+Y(t )= j f x (u)du
D a tI = ]( f - u { r l) e f 2 U 2 1 du, t - u > 0
----U—t
L = / 2^ j ( t ~ . ) du., dat v =
u=0
-1 -1
e \ 2yf\“ j t 1 -“ tdv =
«=0 *'
r s >
'r 'i- .'
-1 t s
e 2V 2 2 > J ( l - v 2 ) Vv2 dv = ey 2'A 2 2 " J fie
«=0 2 ’ 2j
Cuoi cung the vao ta co:
ChiTdng 4: V6ctd n g lu nhien (VTNN1 167
f r = x + Y ( 0 - ~ T 7\ V2 ’ 2y
r -
*% [iM ll H U H -)
r +s
v*v
r £±£_ji f _ o
—--------- A 2 'e'- 2',ttf c X +Y e ^ 2 (r + s)
r+s
r +s
2 'r
Vi du 4: Cf chtfcfng bien nglu nhien ta da biet phan phoi gamma.

Bay gid hay chtfng minh: Neu X e T(a,0) va Y e Y(b,0) doc lap
thi T = X + Y e T ( a + b,0),
Giai;
X
X e V («,*), f { x ) = x (a l)e x > 0 .V i doc lap nen:
Y{a)0a
/ r ( 0 = \ f x { u) f Y { t ~ u)du,» t ~ u >®» nghia la 0e 0 d u -
«=0
168 Chtfdng 4: Vectd n g lu nhien fVTNN).
D at - = v
J =e ” J1v("-, ) ( l - d v = e Bti‘ +t- ' )B e(a,b).V iy :

v=0
e
/r^ r(«)tf»r(b ) # ePf/" r («)r (* )'T(a+b)(P+b ~
ve phai chinh 1& p han phoi T e T(a+b,0)
7.2 D in h lv t i 2 p h a n p h o i lie n tu c
X=(Xj, X2) la VTNN co ham mat do dong thcfi : f x ( x \>xl) J*
X
Y = —- . Khi do ham mat do cua Y dtfdc xac dinh bdi:
fy(y)= f t a l
U= JC2
Bat- 1 l
=x?=n
D {u,y) 0 1
x2
D i x l ’x 2) 1 -xx
x2 x\
f{u,Y)(u’y)~ fr(y)= \ f x ( x\>xi)\Adu=

oo
= J l * 2 |/ x 0 * i . * i ) * 2
—oo
C ach khac:
X=(Xi, X2 ) la diem trong mat phang: (Xi, X2 ). Luc do F ( ^ ) la xic
suat cua diem (Xi, X2) rdi trong mien to den, mien thoa man: < y,
is- f
Chtfdng 4: Vectd n g lu nhien (VTNN). 169
a chia thanh hai mien X 2>0 va X 2< 0, nen mien lay tich phan dtfdc
:hia thanh hai mien.
fY[y) = \\fx {xVxl ) dxldx2= JJ / v ( x1’x2)<&1<&2 + JJ /x (* 1 » * 2 )<M c2
D Xj>0 ot 2<0
Jt2 =°° <x1=yx2 f JC2 =® *1 N

\ 1 fx ( x \ ’* 2 ) ^ 1 ix 2 + J
kx 2 = ^ oxt
\
=yx2
f x ( xl*x2 )dxI
,
*2=0 < *1 ” ,
*2
Lay dao ham theo y ta co:

Xi=°° *2=0 :X2=~
/ fW = f I V x (j « 2 ^ ) ^ = J
i J!j=0 *2=~>°Xj=~»
d
Dinh ly: Ti so m = F = — co phan phoi Fisher-Snedecor vdi
zi
m
(n,m) bac ttf do va co ham mat do:
f n +m '
'a '
, x >0,
Jt-0
n m
\2. 2
m
trong do z ^ la phan phoi chi binh phifdng vdi n bac ttf do, z L ^
phan phoi chi binh phifdng vdi m bac ttf do.
170 Chtfdng 4: Vectd n g lu nhien rV TN N \
Chtfng minh:
Biet ham mat do f x (x) tim ham m at do f Y (y) vdi Y = — •
FY (y) = P{Y < y) = p { — < y = P ( X < n y ) . Lay dao ham theo y

V« J
f Y (y) = nfx (« y ). Ta da biet ham m at do phan phoi z t '•
, M
x^2 *e 2
-
xi, = ---- ’ * > 0‘
it
2
n -nx
Xn (/UC)^2 1
Vay 2 {nx) = n±— y - J
n Xn (n
n 2\2 j t
m -m x
-i
Xm (mx)\ 2 ~)e
Ttfdng tif vdi bac m: — —» / ? (mx) = m —
m Atm
>nt m
m at
2^2 ' r
v*/
Bay gid ap dung ket qua cua dinh ly tren:
F = —^ . Khi do ham m at do cua Y dtfdc xac dinh bdi:
X2
oo
fy ( > ') = I \xi \ f x {yxi'>xi)dxi • Dac biet neu X l5 X2 doc lap thi
f r ( y ) = \ \ xi \ f x l (yxi ) f x 1 (x1)dx2
Chiftftig 4: Vectd n g lu nhien (VTNN).
fv{y)= \x f£ (m x)dx =
o — m
It
n A - }mX
(jw*)U j e 2
n m dx
-f* n
0
jC2)
12 )
2h!r M
L2 J
\ -y™ -m x
-i
T in h r ie n g : I— J jc (ynx) e [4 H dx ~
0
m , |
n — 1 |«o (| —----1
n+m
I\ _±(ny+m)
-x . ,
-1 I - I 2 ') t X 2 2 dx
= ( y n )l 2 )m
0
x , 2« 2</ii
Dat — (/iy+m) = u=> x = , dx = ■
2 ny + m ny + m
/i+m 1, n+m
OO I ---------
K 2 J e -u ( _ 2 d u _ '
\* ny + m { ny + m ,
0
M I°° f n+m r 2 ' n + m

J ii^ 2 ' e Ud u =
ny + m ny + m >
Vay cuoi cung:
/i+iw'j
m n ( y n ) K"2 - . IJ iwi f -
n + m
~ 2~ )
fY M = n m ny + m
( M \ V
„ Jtl
172 ChiTdng 4: V ectd ngau fthi£n rVTNNY
r n +m
,( H ( # ' ;•
\m )
fy{y)- r /I tti
V4 / Y n y (”
*1 + — )
m
V U !. P h a n p h o i F is h e r - S n e d e c o r Fn m
xl
Ti so: F„ . co h am m a t do:
Xin
m
n +m V
\ ,2,
H
<*> = (n+ m ^
'n ' m ) \m ;
f w, Î 2 J
,2 , 1 + --- Jt
\ m J
Khi « —»°o, m —>oo, h am m a t do n ay tie n ve chuan, dieu njty
giong n h a p h an phoi chi b in h phufcfng. Do th i (H 3).
F n ,m — = 1, <72 - » oj
« > 5, <T2 ( f „ J = v a r ( f U 2 « 2 (» + m - 2 )
• ' n{m-lf(m-4)
TrUcfng hcrp dac b ie t khi m=n:
Chifdng 4: Vectd ngau nhien (VTNNY. 173
2m2 (n +m -2) 2m (n + m) _ 2(n + m)

var [ F n ,m ) ->0
n ( m - 2 ) (jw-4) n(m) (m) nm
Vi d u ; Phan vi cua phan phoi Fisher-Snedecor

/i r ( * 'i .v 2 ) = / 0J)5 (12-iy) = 2-3* » ^(^12,17 a 2-38) = o r = 0 .0 5
Trong Excel: fdist (2.38, 12, 17) = 0.05
finv (0.05, 12, 17) = 2.38
8.1 D in h lv:
Phan vi f a (n,m) c6 tin h chat: f a (n,m) = ------ y----- -
V id M :A 9 (1 M )= X ^ 5 ) = i ^ =#J838
Chinh vi the bang tra E chi tham chieu vdi a nho g in 0, con
vdi a lorn gan 1, ta dung cong thtic tre n dd tinh.
Chting minh;
ta se chting m inh i ?( „ ,„ ,( /a ) + F(„,„) ( / i - a ) = l . Trong do
Var: 0 < a < 1. T h at vay theo dinh nghia ta co:
n +m
t=fa r
m
dt-a.
n tti
r r 2 (T )
v m y
Neu bieu thtic tre n dung thi:
n+m
f \ /m\ dt-\-a
/=o r n |„ n+m
—r — /
UJ
R a v o ir f ta r ta t r = — = /I
ta can kiem chting:
174 Chifdng 4: Vectd n g lu nhien fVTNNV
F (n m ) (X) + F(m,n) “ j = 1» ^ a t v^y> ^£y 1& h&m theo x, ta di,
kiem chtfng bang dao h&m theo x:
C ) W +FUn) ffl*='' '~ / (».») W +( ? K « ) K ) = #

That vSy: B6 qua cac hang so giong nhau, ta chi can kiem chtfng:
"-1 m 1^
.< !)
\nj J ,
Z—L = 0
n+m n+m\ 7 7 9 9 ?
m 1 ~2~J,
1 + ----
m V , n xj
sau mot vai phep bien doi thi viec kiem chtfng se d l dang thay:
5)I I - ) f - f i l i i "
fftj
= 0.
m +n f m+n
I I 2
V«J
V^y F {n,rn) i f a ) + F (m,n) (/l- c r ) 1^ h a ng so. Bay gid cho
X = o => =f x_ a = °o, v& do tin h ch at h am p h a n pho'i ta co

f\ —oo
F(m,n) i f l - a ) = F (m,n) H = 1 = J f m,n (t)dt = 1 .
t =0
V«y: F(n,m) (/« ) + ■ i f l - a ) = 1 » / 0 (»,m) =
8.2 D jn h ly : Cho X e Fn m , th i
a/ E ( X ) = - ^ - - > l ,
m -2
U, 2m2 (n + m - 2 )
b/ v a r(A j = ------- ------------—,
n(m -2)2(m-A)
Chtfdng 4: Vectcf n g lu nhien (VTNN). 175
Trtfdng hdp dac biet w = m — :
/ \ 2m2 1(.n + m - 2 ) n=m—>°° _2m (/i + iw)

var I1Vn,m \1— ->0
V n\(m - 2)2 !(m -4 ) nm
’ « (-)* (-)
Chtfng minh:
rn+m' it
X = o° — I x=°°
V / x.x^2
dx
n vWy r /t+»T
x=0 .r,m X=0
\2 j v2 w JC1I 2 J
f l1 + —
V « >/
X= oo JC = o o
x.x
dx= J dx
( n+m' n+m
x=0 f x=0
" X
1+ — ) 1+ — X C~2~
< m m
dat [ 1 + — x = y => x = ( ^ - 1 ) — , = — d x . Vay
{ m ) n m
X= oo y=oo _ n+m
,2 .
dx= j y L v - i ]n-
f n+iw^
*=0 y =1
n X1
fi1 + — I 2J
v w ;
' y=l
1
dat —= h => dy = - y l du = - u 2d u , thi
y
n+m
rM\ - +i y=o° -
— I2
v«>
J y i, - . if ) * -
>=i
n
^ N"+l«=0 f— V i -|-i
m
n
“ 2 “ r h 2
S- " > H=0
176 Chifcfng 4: Vectd n g lu nhien (VTNN).
B , rf—-i
N -+ 1
rm , n
" I 2 ' Be -----1,— hi
2 2
' f
m \|2- + l (i*0
n ) \« >
n +m m
M\ n+i r
f nt
Vay E ( X ) =
n K2 2 -K M
m \ n;
M .r
U J U J
m
r - - i x n-r„ «
tti
n
2 _ w
m m \n m _1 nt - 2
-1 -1
v
b/
.T "
/ \ /m\\
r 1-/*1-^ -
UJ r UJ
x=0
JC=oo
= ty= > x = (_y-l) — , dy = — d x . Vay

n m
-+1 y=oo _ n+m |

x=°° -+i
<** = f j m dy
— A =
n+m b -i]w
-
x=0 ^=i n
1+ — X
m
n n+m
+2 _H=°° -
m +i
I j- [y
v«y ^=i
ChiTdng 4: Vectd ngau nhi&n (VTNN). 177
dat —= u=> dy = - y 2du = - u 2</«, thl

y
"+1 ^=00 S+m)
' yV=1
=\ \ '
! i..»
f \—HZii=0n f ----
n+m
- +1) f Yi+1“=1 f - " 3 l I" 1
l-«
^ )2 fi 2 <'(-t/du)=l—} J IT2 \ \ - u ^ 2 + )du
\v n ') u=11 u ' vv n J «=0n
'
, n +m ( n „
d o ------------- + 1
2 12
r*+2^ fm
---2>r —+ 2
—
(m) 2 „ fm #1 ^
5+2
m >2
r ^2 ,2 j ,
Be -
M
ra ^
+
1
1n '
U J <2 m +n
w+ m^
; + 1r 5 - j l r [ ; + *
V ay:£-(x2) = .“ J / —
v«y * U, r r w+ i« n
2",
x - +1 / \2
m r "-> /__ m (« + 2)«
/I / (m -2 )(m -4 )
2
m z \(w+ 2)1
n I(m - 2 ) (m--4)
2m1 (n+m-2)
v a r ( x ) = £ ( x 2) - £ 2(x ) = — ^ - ^ - - —
l I n ( m - 2)(m-4) U - 2 J „(m- 2 ) 2 ( « - 4 )
IX. P h a n p h o i S tu d e n t I„
9.1. Vi du :
Gia suf Xi, Z la hai BNN d6c lap, X x g TV(0,l), chting

178 Chitting 4: Vectd n g lu nhien (VTNN).
minh ham mat do cua Y = /(#*). iit
J?
Giai;
X u Z la hai BNN doc 12p, thi Xi, X 2 = cung la hai BNN d6c lap,
theo cac ket qu& tren ta co ham mSt do cua Y:

oo
f r ( y ) = \ \x 2 \ f x l {yx 2 ) f x 2 ix 2 ) d x 2 =
nx\
= \ \x 2\ exp xl~\e 2 dx2 =

S ic 2j
,/ S r f
doi bien t = [y2 + wjjt2 , ta co :
f r ( y) =
f#* + 1 n+1
n- 1
f t 2 e (dt = 1+*-
H+l n
V w rr 1+ -
V-6/ It
day chinh la ham mat do cua phan phoi Student bac n.
9.2. D in h n g h ia p h a n p h o i S tu d e n t Tn
Vdi T g TV(0,1), th i Tn = —J— co p h an phoi S tu d en t vdi n bac

Chifdng 4: Vectcf npau nhien (YTNN). 179
r r
t a do vk h am m a t do: f T (x) = 1+ , do
n
yfitjt.T
(t)
th i la (H2) day 1& h&m c h in theo x n en do th i doi xting vdi
r
true tung. Ta c6: Tn e t ( n) ------
Be th ay p h an pho'i /(#i) xuat ph&t ta p h an pho'i chuan, ngadi
ta con dinh nghia:
X e *(«)<=> X = - ^ L , Z e TV(0,1), Y e £ vdi Z, Y doc lap.
n> 2 ,/i(r„ ) = £ ( r „ ) = 0
n>3,»(r„)=<72(r„) = v i i r ( r „ ) = - ^ > i - > 4 . i

nen k h an g d inh Tn e f(« )—— »7V(0,l) la ho&n to&n dung.
Khi n cang ldn p h a n pho'i Tn
cang sai so' It va den m ot luc n&o d6
thi sai so' nay on dinh
Vi d u : P h a n vi /* = /q.05 = 2086 ^ p > 2.086) = a = 0.05
Trong Excel: td is t (2.086, 20, tail=2) = 0.05

tin v (0.05, 20) = 2.086.
9.3. D in h lv : Cho Tn e t ( n ) , thi:
a/ E(X) = 0.
180 Chtfdng 4: Vectd ngau nhien (VTNN1.
n
b/Var(X)=-
n-2
C htfng m inh:
a/ Vi ham (x) la chan nen E (X ) = | x f T^ (*)<& = 0

—oo
b/ Var(X)= £ (X 2) - (E X )2 = E (X 2 ) - 0 = E (X 2 )
rf— 1 _
V 2
I = e ( x 2 )= J x 2f Tn(x)dx = I* * 1
n n
yfivi.T
u.
dat 1 + — = t=> x 2 = n ( t- l) = > x = 4 n ( t - 1)^2, xdx =
/= ^ . A f2x2 I * — ] dx =
n
yfnn.T
'! ) •
n+l
f = r ' t= r 3, i/ k 2 dx
n
Vwr.r t= \
dat - = y => </f = .-2

.-2 ’
w+ 1
t=°o 3 (n +1
1= j V V i j K . V * - <£c =
yfim.VI ^ I '=1
Chtfdng 4: Vectd n g iu nhien (VTNN).
'i»+l^
«r y-t
- - 2) ”T{nr ] y^ v
I (1-y 2 ><fy= l j (l-y /f
'Jjc.T
J r
dung tmh chat: r(ar) =(or-l)r(ar-l), T( \ = yftT
(„n *\ «-r
nr(‘'#i+l^ «rf»+r1., - 1 --1 iy.r
1= Be - , - - 1
I 2 , UJ U J 2 I
2 2 .
4 tc.T V*.r M r fw+1) 7^.
UJ I 2J 1
«
Var(X)=
X. P h a n phd'i B e ta X e Zte(vj,v2), Vj > 0 , v2 > 0

10.1. D in h n gh la: H&m b eta la ham :
Be( v „ v 2) = (1-JC)(V2_1) d x ,
x=0
tich phan nay hoi tu khi Vj > 0, v2 > ® (xem nhtf bai tap ).
10.2. Binh lv:
a/ Phan phoi beta co ham mat do:
/ w = r ( v , ) r > 2)
0
b/ Ky vong: _
= E (X) = v\
v i+ v 2
VyV2
d Phutfng sai: var ( X ) = a x = ------ 2
(vl +v2) ( v ! + v 2 + l )
Chtfng minh:
00
a/T a nhd lai ham gamma: T (# )= ^ e~xdx, g > 0 ,
182 Chitong 4: Vectd n g lu nhien (VTNN).
vay ta suy ra: r ( v i ) r ( v 2) = | ^x^2 ** Xldxxdx

00
x x = r 2 cos2 0 d [ x 2, x 2)
Dung phep bien doi: - 4 r sin#cos0, thi
x 2 = r 2 sin2 9 D (r' 0 )
1C
r (v , )r (v2) = 4 j J (cos 4 lv' _1) (cos e f 1Vl *>.rly‘ + 1 V 2 J T ' 1i e i t

00
Dat r = y f y t hi tich phan
°°. ilvl +2v2-l) .2 ~ (Vi+V2-1) _ Vj / \ „
2 Jr' 'e dr = j j r ’e ydr = Y\ y x + v2 y \ z y
n n
;r
E l n M = J ( c s ^ 2l'>-1' ( c o s e f 1' - 1*
r^ i+ v j) '
Dat cos 0 = yfx , ta thu dUOc:
r (*'l)r f o ) = U - - ') ( ! _ ^ ,
r f v i + i 'j ) o
ve phai chinh la dinh nghla ham beta:
l i n i n g = U ^ - * ) ( I - * / ”*-1) & = |g e (n , ^ ) ^ - (p )r(V 2) (*)

V
r (v.^ +
+ i/,^
v 2) J^ v ; v i»* z; rr(v1+v2)
„ +„
Do do hien nhien ta co: — ^ ^ dx = 1

r ( v j ) r (v2 )l {>
b/ Tim ky vong va phtfcfng sai qua ham dac trifng:

Mx = m ' ( o), <t J = m " ( 0 ) - [ m / (0)]2 ,
nhUng trtfcfc het ta tim tdng quat nhiT sau:
Moment cap r cua BNN X dtfdc dinh nghia: //f = (f = 0)
Chufcfng 4: Vectcf n g lu nhien fVTNN). 183
lay dao ham cap r theo t roi cho t=0 ta co:

f t = M ^ ( t = 0) = r (vl +v2) 7 x (t'l+f- ' ) ( l - x ) (t'2~1)A ,
' ' r (v i)r(K 2) J . 1
do (*) nen
„ 0) r ( n + ^ ) r(Vi+r)r(Vl) r(î+v2)r (v , + r )
r (>'i)r (1,2) r ( v i + v 2 +r) r(v, +k2 +'-)r(v1),
Cho r=l: va chu y tmh chat cua ham gamma:
rU ) = ( s - i) ( s - 2 ) ...a r ( a )
M f (0) = n ^ L E h i l ) = _ j _ V ),
V I r (^1+V 2+1) f (Vl) yl + v 2 1
c/ Cho r=2: va chu y tmh chat cua ham gamma:

= M " (o )= _ H n ± ^ L £ ( n ± i ) = (Vl+l)(Vj)
r(v,+v2+2 ) r(vj) (v1 +v 2 + l)(vl +v2)
(n ]
(Vi+V2)
10.3. V i du:
Gia suf X = ( X l , X 2), vdi (X x, X 2) doc lap va
X ,e y ( a ) , X 2 <=y(b)
X
Y = (Ij,F 2), vdi Fi = — t ^ -> F2 = X j+ X 2 . Tim ham mat do
Xi + Xi
cua Yi, Y2.
Giai;
184 Chiftfng 4: Vectd n g lu nhien (VTNN).
X1 + x 2
I* 1 = y \y i yi y\
\x i = y i - y \ y i -yi. W i
J 2 = x l + x2
Vi doc lap nen:
f x ( x 1 >X2 ) = f x x (x\ ) f x 1(x l) =
(a-tf (b-l)
" r W ( l] * r ( A ) (JC2) * r(« )r«

â_1^ 2. “. ^. 2 / *------
nen: /v I v«. vi I = ------- ------. ~ ^ e -J
yi, * y 2=
len: * ( * . » ) - ---------- r(«)r(4)
(a+A-l)
y2 -e-yi = / k1 (>'i ) - / f2 (>,2)
r(«)r(4) r(a + A)
ro rang / y (j^ ) va f Yl (^ 2 ) ^ ^6c lap va f Yx (j^ ) la ham m at do

Be(a,b), /y 2 ( y2) la ham m at do 7 (a+b).B
r w B\ A IT A P r
1/ Cho bien ngau nhien hai chieu (X, Y) co bang phan phoi nhu sau:
\ y yi yi
X
Xl 0,18
0,08
X2 0,22 0,16
X3 0,16 0,20
Xac djnh luat phan phoi bien cua tung bien X, Y.
2/ Nguai ta tien hanh 3 thi nghien voi xac suat thanh cong cua moi l£n la
0,7. Tim luat phan phoi dong thoi cua cap bien X, Y vcri X la s6 thi
nghiem thanh cong, con f la so that bai.
3/ Luat phan phoi cua bien (X, Y) cho boi bang:

Chifdng 4: V6ctd n g lu nhi€n (VTNN). 185
20 , , 40 60
X
10 X . ;!■ & ■ , 0
20 2X X X
30 3X X X
Xdc dinh X va cac phan phoi cua X va V
4/ Luat phan phoi ddng thcri cua sd ldi ve mau X va so ldi due Y cua mot
loai san pham nhua 6 mot cdng ty cho boi
0 1 2
X
0 0,58 0,10 0,06
1 0,06 0,05 0,05
2 0,02 0,04 0,01
3 0,02 0,01 0,00
Hai
\
bien mX va Y co doc lap khong?
r
Tinh xac suaty de tong cac loi ve
r \
mau va loi due Ion hon 4. Neu ta biet tren san pham co 2 loi ve mau
thi xac suat de khong co loi due bang bao nhieu?
5/ Hop viet gom 8 cay bao gom: 3 xanh, 2 do, 3 vang. Lay hai cay
bat ky trong hop. Goi X la so" cay viet xanh, Y la so' cay viet do.
a/ Tim phan pho'i xac suat cua cap (X,Y).
b/Tim xac suat i >[(A,,F )e A], A la mien +y <lj.
c/ Tim cov(X,Y), suy ra dieu gi?
d/ T inh e&c xac suat: / ( 0 , l ) , / y (0), /r (l)>
so sanh / ( 0 , l ) vdi tich /Y ( 0 ) ./y ( l) suy ra dieu gi?
e/Tlmh M ( l X Y 2 - X 2y ).
6/ PhSn pho'i dong thcfi cua cap (X,Y) la:

(X,r) (0,0) (0,1) (1.®) (1,1) (2,0) (2,1)
1 3 4 3 6 \
p 18 18
18 18 18 18
a/ Tim cac phan pho'i le, ta't ca cac phan phoi co dieu kien.
186 Chitong 4: Vectd n g lu nhien (VTNNV
b/ Tim cac ham hoi qui y theo x: E {^ /x ) *x lêo y; ^ ( ^ f )
c/ Tinh v ar( / ^ ) : la ham theo x, v a r ^ ^ ^ j : la ham theo y.
7/ Lo co 10 san pham, trong do co 2 san pham loai I, 3 san pham.loai

II va 5 san pham loai III. Lay nglu nhien ra 2 sdn pham. Goi X, Y
la so sin pham loai I va loai II trong 2 san pham lay ra.
a/ Tim phan phoi dong thdi cua (X, Y ) va cac phan phoi le.
b/ Tinh hiep phifdng sai, he so' ttfdng quan Rxy, noi y nghla, ky vong,
phifdng sai cua cac phan phoi le, phan phoi co dieu kien.
8/ (X,Y) 1& cap BNN co h&m m at do dong thcri:

f ( x, y ) =^ - , * = 0,1,2,3, y = 0,1,2
a /T in h P ( X < 1 , Y = \).
b/ T inh P (X > 2 ,F < 1 ).
c/ T inh P ( X > F ) .
d/ T inh P ( X + Y = 4). T inh h am hoi qui Y theo X:
E(Y/
9/ (X,Y) la cap BNN co ham m a t do dong thcri:

\6x, 0 < jt< l, 0 < j < 1 - x
a/ Chting m inh X va Y khong doc lap.

b/ T inh P ( X > 0.3|F = 0.5) = p ( * > <>■% _ ).
10/ (X,Y) la cap BNN co h am m&t do dong thcri:
/( * .> ) = yK * > 0 , ^ > # . T inh P ( 0 < ^ < l |F = 2)
11/ (X,Y) 1& cap BNN co h&m m a t do done thcri:

Chiftftig 4: Vectd ngau nhien fVTNN). 187
6-x-y
, 0 < x < 2, 2 < ^ < 4
J
f ( x , y ) =< g
0
T inh P( \ <Y < 3\ X = 2).
12/ (X,Y) 1& d ip BNN c6 h&m m at d6 dong thdri:

3x - y
, l< x< 3, l < y < 2
0
a /T im f x (x), f Y (y)-
b/ T inh P ( X > 2).
13/ (X,Y) 1& cap BNN c6 h&m m at do dong thcri:

\4xy, 0 < x < l , O c j x l
/( * .* )=
lo
/ 1 1 1^
a/ T inh P 0 < X < — a — < F < —
2 4 2
b/ T inh P ( X < Y ) .
14/ (X,Y,Z) 1& bo ba BNN c6 h&m m at do:

kxy^z, 0 < * < 1, 0 < .y < 1, 0 < x < 2
f{x,y,z) =
0
a/ Tim k?
b /T ln h f>[ X < - , —< F, 1 < Z < 2
I 4 2 ;
k 15/ (X,Y,Z) \k bo ba BNN c6 ham m at do:

kxyz1, 0 < x < 1, 0 < ^ < 1 , 0<x<3
f(x,y,z) =
0
a/ Tim k?
w/ Tim Vi&m m a t do
188 ChiftJng 4: V6ctd n e tu nhien (VTNN~).
c/T im f x ( x) , f r ( y ) y f z (*)•
f \
(1 1 1
d/ T inh P - < X < ~ , - < F , 1 < Z < 2
U 2 3
e /T in h / >fo < A '< —, - = F, Z = 2 |.

2 4
16/ X, Y 1& h ai BNN doc lap co p h an phtfi deu tr e n [a,b]

Tim h am m a t do cua U=X+Y.
17/ X, Y 1& h ai BNN doc lap co p h an phoi deu tr e n [-2,1]

Tim h am m a t do cua V=X -Y.
18/ X, Y la h ai BNN doc lap c6 p h an phoi deu tr e n [-2,1]

Tim h am m a t do cua V= 2X -3Y.
19/X, Y, Z 1& ba BNN doc lap c6 p h an pho'i deu tr e n [0, 1]

a/ Tim h am m a t do cua U=X+Y \ k V=X+Y+Z.
r1 5i
b/ T inh P —< X + Y + Z <— .
U 2)
20/ X, Y, Z la ba BNN doc lap co p h an phoi deu tr e n [-1, 1]

Tim h am m a t do cua U=X+Y va V=X+Y+Z.
21/ X, Y la h ai BNN doc lap co p h an pho'i deu tr e n [0, 1]

a/Tim h am m a t do cua U=X+Y va V = ———
X +Y
b/ Tim E(U), var(U).
c/ Tim E(V), var(V).
22/ X, Y la h ai BNN doc lap co p h an phoi dong thciri trong

Chifcfng 4: Vectd ngau nhien fVTNN). :■>'* 189
Tim M m malt d6 cua U=X+Y v& V=X-Y.
23/ X, Y 1& h ai BNN doc lap co phan phoi dong thcri trong
hinh vuong
a/ Tim k.
b/ Tim ham m a t do cua U=X2 va V=XY.
24/ X, Y 1& hai BNN doc lap co p h an pho'i deu tr e n [0,6].

a/ Tim ham m at do cua U=Y+X va V=Y-X.
b /T in h i* (0 < (/< 8 ), P ( - 2 < V < 5 ), P ( - \ < V < 2 ) .
25/ X, Y la hai BNN doc lap co p h an phoi deu tr e n [0,6].

V=Y-X. T inh P ( - l < V < 2) bang phtfcfng ph ap h in h hoc.
26/X, Y la hai BNN doc lap co p h an pho'i deu tre n [0,2],

[0 , 10].
a/ Tim h am m a t do cua U=X+Y va V=X-Y.
b/ T inh P (0 < U < 8 ), P (- 2 < K < 5 ).
27/Gia suf chap nhan Neu X \ e n ( o , ( T 2 j va X 2 g N (0,1) th i:
Xx+X2e N (o , 1 + a 2), Tiep theo hay chting minh:

Neu X x g n [ h \ , < T \ ) v* x l G
thi X x + X 2 e + H i ' ° \ +<?2 )
2 8 /Gia sti n BNN X x, X 2, X 3, : ~ X n,deu co phan pho'i chuan
Xj e N ) , chting minh:
190 Chitong 4: Vectd ngau nhien (VTNNV
' o’2
a/ X e TV M*—
n /
v
b/w =-?I ( x - f i ) 2 s z z W = Z i
aL
d u = - ^ - Z ( x / - / / ) 2 g ^r2 (« )= * «
O’ 1
(«-l)S2 1 —\2
d /V =
<T2 a2
29/ Gia suf X e x 2 { ^ ) ~ Zk »tim c“ a ^ =] j ^
30/ X la BNN vdi X - iv|//,<72 j , chting minh F = -—~T^~
31/ X, Y la hai BNN co ham mat do dong thcfi la:

—K ~ , X > \ , —<y< x
l x 2y x
0
a/ Kiem chting f(x,y) la ham mat do xac suat.
b/ Tim ham mat do le cua X, Y.
c/Tim ham mat do co dieu kien f [ ^ / y )> f ^ / x )
3 2 /X, Y la hai BNN co ham mat do dong thcli la:
0
a/ Kiem chting f(x,y) la ham mat do x£c suat.
b/ Tim ham mat do le cua X, Y.
Chitong 4: Vectd npftn nhien fVTNN). 191
c/ Tim ham mat do co dieu kien / | -^(/ * ) '
d/ Tinh i» ( x 2 + F 2 < l)
33/X, Y, Z la ba BNN doc lap trong do X, Yco ham mat do phan phoi
. . \2z, 0 < z < l
deu trong [0,1]. Con Zco ham mat do: h(z) =
0
Tim ham mat do d6ng thcfi cua (T=XY+Z ).
, 0 < jc < 2, 0 < .y < 1

f(x,y) =
a/ Kiem chting la ham mat do.

b/ Chting minh E(XY)=E(X).E(Y). Tim f x (x) , f Y {y) va suy ra X,
Y doc lap.
<F >
c/ Tim ky vong M =E (—
7}
[x]
(1 ■ 1 __ l )
d/ Tinh P - < X < - Y = —
,4 2
35/ Cho ham mat do dong thdi cua BNN X, Y nhu sau
kxy2, 0 < x < y < 1
/( * ,> ) =
0
a/Tim k?
b/Tim f x ( x ) , f v (y),
192 Chiftftig 4: Vectd n g iu nhien (VTNN).
1^
d/ Tinh P ( F < —
3 X =—
I 4 4J
36/ Cho ham mat do dong thdi cua i

BNN X, Y nhii sau:
/ ( * , , ) = K * ’ » < * <2y <2
a/ Tim k?
b/Tim f x { x ) , f Y {y)y
fr(y\ *)» fx (x I J7)
fl 1^
c/ Tinh /» —< F X = -
\2 2/
f v 3 __ 0
d/ Tinh /» F < — X = —
I 4 2J
37/ Cho ham mat do dong thcfi cua BNN (X,Y) nhif sau:
—(x + 2 j) , 0 < x < l, \<y<2
io
a/ Kiem tra day la ham mat do.
b/Tim ky vong cua BNN g ( X , Y ) = - ^- + X 2Y .
38/ Cho ham mat do dong thoi cua X va Y

r 2 xy^
X H—— , 0 < x < l , 0 < ^ < 2
f(x,y) = 2
0, noi khac
a) Tim k.
b) Tim mat do phan phoi le cua X va cua Y.
) Tinh ky vong M(X), M(Y).
d) Tinh xac suit P (X > F ) , P (X + F < 2).
Chifdng 4: Vectd n g lu nhign fV'TNN). : - 193
>r->! A- • -
39/X, Y la h ai BNN c6 phSn pho'i dong thcri tro n g h in h tam

0<y<x
gidc: f x
*■ :nv !J
a/ Tim k.
b/ Tim cov(X.Y).
40/ Cho ham mSt d6 cua BNN X, Y nhif sau:

8
[2 y, 0 < .y < l
/(* )= x g(y)= lo
0
a/ Tim ky vong cua Z=XY.
b/ Tim cov(X,Y).
41/ Gia suf thcfi gian suf dung cua cac goi thtfc pham chtia trong thung
cac tong trong nhieu nam (ham giam theo thcfi gian) la BNN co
ham mat do xac suat la:
e , 0<x
/(* )- , x la bien thcfi gian.
0
a/ Kiem tra day la ham mat do.
b/ Coi Xi, X2, X3, dai dien thcfi gian sti dung cua bagoi thtfc pham
tren. Tim xac suat: P ( X j < 2,1 < X2 < 2, X 3 > 3).
42/ C ho(F,X 1,A'2 )e N^ f i ,[o ^ ]) = N( f i ,C (X )),

T
vdi [I = [1 2 4] va ma tran hiep phtfcfng sai:
2 3 1
c(x) = 3 5 2
1 2 6
Tim ham mat do le f Y (y), f x ^ ( * i) va f x (jr2 )
194 Chitong 4: Vectd n e iu nhien (VTNNY
b/ Tim ham mat do dong thcfi f v v v (y ,X t , x 2 )

....... t W
cl Tim ham mat do le f y ^ (j>,xj) va f y x ^ [ y , x 2 )
d/Tim ham mSt do dieu kien: f \ ^ / 1
va / {y>x1 J
x2 {X,’X2X y \ E[ A
y , Xl\ ™ [ A
y , Xl]
e/Tim E , var
X1 xl
43/ Vdi T e /V (0 ,1 ) , thi Tn =

‘ . co phan phoi Student vdi n bac ttf
Xn
n
n+1
r X2 ^ I 2 J
do va ham mat do: f r (x ) = i + — , day la
n
ham chan theo x. Chtfng minh:

a/ E(X) = 0.
n b-»c
b/ Var(X)=
n -2
44/ Chtfng minh: vdi T e t(k) co phan phoi Student vdi k bac ttf do thi
R (—
1 —e Be
x = ----- k .
t t2 U 2,
1+ —
45/ Vectd NN X = ( X x, X 2) co ham mat do dong thcfi:
/ ( - 1 .^ 2 ) = {2’ X |> 0 ’X2> #’ JCl +X2< 1 Tlm

y v 1 2) [o noi khac
a/ Ham mat do cua Xi, X2.
Chifdng 4: Vectd n g lu nhien /VTNN). 195
b/ Vectd trung binh cua X, cov(Xi, X2 ).

c/ Ma tran hiep phifdng sai, ma tran ttfdng quan cua X.
46/ Gia suf X e t(k =16) (phan phoi Student), nghla la tra bang:
a/ Tinh P(-1.746 < X<2.583).

b/Tinh P(-1.746 <X).
c/ Tim k: P(k < X < -0.865) = 0.05.
47/ Gia sur X e Zio- (phan pho'i Khi binh phifdng). nghla la tra bang:
P h an vi ( a ) : p [x 1 0 ^ Z 1 0 (<*)) = a ■
a/Tinh P(2.156<X).
b/ Tmh P(2.558 < X<3.940).
48/ Tinh:
a/ X e / ( l l ) , tinh P ( X <-1.16) =?
b/ X e ^ t i n h P ( X >5.32)=?
49/ Tinh:
aI X e F ( a = ?) = F24 17 [a = ?) la phan phoi Snedecor.
n ’^ 2 ’
tinh P(A :<2.30)=?
b/Tim phan vi f a de ^(^27,17 - f a ] =
ri Yc f =F la phan phoi Snedecor. Tim bifdc v, de
C/ ^ V,,V2 Ki,17 f
/> (* < 2.03) = 0.95
50/ Cho X e S 1 ,-
l 1* !)’ F e 5 ( 2’^) d^c i^p'
Lap bang phan phoi xac suat cua X,Y, X+Y.

• "r ■
51/ X, Y \k hai BNN khong doc lfip c6 phan phoi chuan d6ng
thcri. Vdi EX=35, EY=20, var(X)=36, var(Y)=16, he so
ttfctag quan R(X,Y)=0,8. Tim ky vong vk phifcmg sai cua
2X-3Y.
52/ Gia sir cho hai biln NN doc lap co cung phan phoi jjf2 voi bac tu do
tuomg ung la 4 va 6. Tim xac suat gan dung de dai lugng thu nhat be
hon 3 lin dai lugng thu hai. Cho biSt ring, trong ly thuySt da chung
minh dugc:
X ) = " ’ 0 x = D { X ) = 2n
53/ Cho X g iv|7,1.22) va Y e A^(s,0.92 ), X, Y la doc lap.

a/ Tim P(X+Y<9.5)
b/ Tun P(X<Y)
c/ Tim P(X>2Y).
d/ Tim P(2X+3Y<28)
54/ Gia su cho hai bien NN doc lap co cung phan phoi chu£n g N |o,12 j .
Tinh cac xac suat sau:
a/ P ( X < Y ) .
b/ P d X ^ F ) .
a/ P ( X < l n y < l ) .
55/ Gia suf rang trong lifting hanh khach di may bay co phan bo chuan
vdi ky vong 74kg va trong lifting hanh li mang theo co phan bo
chuan vdi ky vong 20kg. Phan bo dong thcfi cua hai trong lifdng nay
cung la phan bo chuan hai chieu.
a/ Biet rang co 10% hanh khach co trong lifdng ldn hdn 85kg va
20% hanh khach co hanh li nang hdn 24kg. Tim do lech tieu chuan
cua trong lifdng hanh khach va trong lifdng hanh li.
Chtfdng 4: Vectd ngau nhien fVTNN)- 197
b/ Biet rang co 10% hanh ktech ma tdng trong lifdng cua ho va

hanh li mang theo ldn hdn 108kg. Tim he so tUdng quan gitfa trong
lifting hanh khach va trong lifdng hanh li.
56/ Xem ham mSt d6 co dieu kien: '

- —
A y/ r V — ^ r ‘ a+/lx,y Z 0 , 0 < x < 1, a > 0 , f ) > 0 , ■
\ / x l a+ /3x , .
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Giáo Trình Xác Xuất Thống Kê - Ứng Ụng P1

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Giáo Trình Xác Xuất Thống Kê - Ứng Ụng P1

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TRl/CfNG DAI HOC CONG NGHIEP TP.

NHA XUAT BAN THONG KE - 2008

Muc luc.... ....4

PHAN I: LY THUYET XAC SUAT

PHAN II: LY THUYET THONG KE

BANG SO A, GIA TRI HAM MAT D O ............................... 298

PHAN I: LY THUYET XAC SUAT

1.2. Cac lo a i bien co

I I I . D jnh nghla xac suat th e o th o n g ke:

IV . D jnh nghla x£c su a t b ln g hin h hoc

Cho m i4n f t . Goi do do cua ft la do dai, dien tich, t h i tich

V. Tm h c h a t va y nghla cua xac suat:

V I. Cdc cong thufc tm h x i c suat

• A,B bat ky:

a/ A: BC: 3 bi khong co bi do: P(A) = ^ —^

B: BC: dutfc It nhat 1 bi do : p ( b ) = 1 - P ( a ) = 1 - '~4\ 6

dung (C), Co 75 ngiTdi dung (D), Co 70 ngtfcfi dujig (T), Co 30 ngi/di

Vi A r ^ B n C A n B n C n D va \Ar\ B r\C\ = \ A n B r^C r\D\ = \Q

Tong so phan tuf = \A u B u C u D\ +15 =

Z)|+ 5 + 5 +10+ 5 + 5 + 5 75 + 35 110

P ( A v B v C u D ) = P{A) + P(B) + P(C) + P(D) - P(A n B) - P(A n C)

b/ Xac suat de Hoa difcfc chon la: ~ = — , do do xac suat de

6.2.2. Cong thufc nhan:

(lay cung mot luc) ■

V II. Cdng thufc xac su at d iy du, cong thufc Bayes

• He day du m o d i : Ai, A2, A3, A4 ,.....An rdi nhau c Q , thoa:

DAI HOC TRAi NGUYEN

• He day du trons cac bien co co dieu kien: ^ / g y V(^ B cz Q. (bat

Co n bien co xung khac tung doi (roi nhau) co dieu kien:

7.1. C o n g th tfc xac su a t day du

P{B) = P[Al n B ) + P(A1 n B ) + -- +P{ A„nB) >

7.2. Cdng thufc Bayes (gia th ie t, aia sufl:

a/ Tim xac suat de di/dc 1 ong thuoc to t va 1 ong thuoc

4/ Mot xifdng phim, tuyen 100 ngifcfi, trong dd cd 40 ngifdi la nff, cd

goi nglu nhien m6t ngifdi. Tinh XS de:

5/ Co 4 hop difng bi, difdc danh so tff 1 den 4.

6/ Mot ngifcfi co ba ngifcfi tinh, viet 3 la thif cho 3ngifditinh,co3

8/ Mot ngifcfi co n ngifcfi tinh, viet n la thif cho n ngifcfi tinh, co n

10/ Mot binh chffa 10 bi, va co 4 bi d6. Lay NN lan I ra 2 bi de tren

b/ Tinh XS de tdng hai lan lay ra chi difdc 2 bi do.

11/ Trong nhom gom 10 Sv di thi co 3 Sv chuan bi tot, 4 Sv chuan bi

12/ Mot binh chtfa 10 bi, va co 4 bi do. Lay NN lan I ra 1 bi de tren

a/ Tinh XS de la thtf hai la con cd.

24/ Mot binh chtfa 10 bi, va co 4 bi do, 3 bi vang. Lay NN lan I ra 2 bi

U. Luat phan phoi xac suat cua bien n g iu nhien

V i d u l : Tung 2 con sue xac, X b nn la tong 2m at

V i du2: Trong 10 sa n p h lm c6 6 ch lnh pham , lay ngiu

C h u v: T rong h ai vi du tr e n ta luon c6: £/*• =1

III. Ham ph5n phoi (hpp)

Tinh chat: Ta co the chtfng minh cac tinh chat sau:

Tmh chat 3: lim i r (jc) = l, iim F(jc) = 0

T,'„U rh/l'f d- p(n < Y < h) = F (h \ - F (n\

Pi +P2 + - + Pn- 1 » * „ -l < x < x n

T ai x b a t ky ta c6: F(x) = Y j Pj = Z p (x j < *)

v i ta co th e kiem chting bieu thtic sau:

V i d u : M 6t lo sp c6 5 sp to t v i 4 sp xau. Lay ngau n h ien tti

vdi bnn lien tuc ta co khai niem ham m at do x&c su at

D in h n g h la : X n h an c£c gi& tri lap d£y (a; b) (a, b co th e vo

< — >F(x) = £ P(xj<x)

Do dinh nghla nhif th e n en ta co cac k et qua sau:

P \ a < X < p \ = \f(.x)dx = F ( f i ) - F ( a ) i, ( a < a < p < b )

• Y n g h la h a m m a t dp: P { x < X < x + Ax) ® /( x )A x

4x, 0< x < —

b/ Ta cong don tich p h an de co:

F k - ] = P [ X < x , ] < i < F [(+1 ] = P [ X < 1+1 ].

E ( X ) = M ( X ) = /i(X) = x l p } + x 2p2 +... + x npn = X //>(/)•