BI TP 1 (Problem Set 1)

n tp v Xc Sut v Thng k
Hn np: Lp trng tp trung bi cc bn v np mt ln ti phng B Mn Ton Thng K theo ng lch ging dy.
Lu : Tr hn np khng nhn bi.
Bi 1
Hy chng minh cc tnh cht sau y ca k vng v phng sai, trong X l mt bin ngu nhin v
a, b l nhng hng s.

a. E[a] = a
b. E[bX] = bE[X]
c. E[a + bX] = a + bE[X]
d. Var[a] = 0
e. Var[bX] = b2Var[X]
f. Var[a+bX] = b2Var[X]
g. Var[X] = E[X2] (E[X])2
Bi 2
Hy m rng cc tnh cht ca k vng v phng sai cho trng hp 2 bin bng cch chng minh
nhng tnh cht sau:

a. Hy chng minh rng E[X + Y] = E[X] + E[Y]

b. t Z = aX + bY, tm E[Z] v Var[Z]
c. Hy chng t rng nu X v Y l c lp v mt thng k th E[XY] = E[X]E[Y]
d. Hy chng t rng Cov[X, Y] = E[XY] E[X]E[Y].
Bi 3
Chng minh rng:
a)

Var (aX + bY ) = a 2Var ( X ) + b 2 Var ( X ) + 2ab cov( X , Y )

T suy ra: Var (a) = 0 v E (a) = a . Hn na, Var ( X ) = Var ( X Ex) ,

b) Nu X v Y l hai bin ngu nhin c lp, th:

Cov ( X , Y ) = ( X , Y ) = 0 , v:

Var (aX + bY ) = a 2Var ( X ) + b 2 Var ( X ) ,

Var ( X + Y ) = Var ( X y) = Var ( X ) +Var(Y )

Bi 4
Hy pht biu s tng ng gia trung bnh, phng sai, E (X ) ,Var (X ) vi khi nim trung

T ca bin X l v s 2 . ng thi,
x
x
t =1

bnh mu v phng sai mu ca cc quan st {xt }

cng ch ra s tng ng gia Cov ( X , Y ) v tng uqan mu,

S xy =

1 T
( x x )( y y )
t
T 1t = 1 t

Bi 5
Chng ta xc nh Z = (X - )/ nh l mt bin ngn nhin chun ha. Chng minh rng E[Z] = 0 v
Var[Z] = 1.
Bi 6
Gi s c 10.000 v s gi 10.000 ng c bn v c ba gii thng c a ra: gii nht 50 triu
ng, gii nh 20 triu ng, gii ba 500.000 ng. K vng thng gii l bao nhiu?
Bi 7
Cho bng sau

Y
X

10

FX ( x )

0,2

0,2

0,4

0,2

0.2

0,2

0,2

0,4

FY ( y )

0,4

0.2

0,4

a) Hai bin X v Y c c lp khng? V sao?

b) Tnh Cov(X,Y)? C nhn xt g?
Bi 8
Thng k trnh hc vn ca ch h ca 30 h ngho 1 x thuc vng nng thn thu c kt qu sau:
5, 6, 6, 3, 0, 8, 4, 7, 1, 1, 2, 6, 7, 5, 4, 4, 5, 2, 3, 5, 9, 4, 5, 3, 1, 2, 0, 6, 5, 1 (trong 0 l m ch, 1 l hc
ht lp 1, tng t cho n 9 l hc ht lp 9).

a. Lp bng phn phi tn sut v tn sut tch ly v trnh hc vn ca cc ch h trn.

b. Tm mc hc vn trung bnh v lch chun ca mu d liu.
c. Tnh t l s ch h c trnh hc vn cp 1.
Bi 9
Ban Qun l Khu Ch Xut Tn Thun chn ngu nhin mt mu gm 36 cng nhn lm vic trong cc
cng ty nc ngoi ang hot ng ti KCX iu tra mc lng thng. Kt qu thu c t mu la
chn v mc lng trung bnh l 280$ /thng v lch chun l 60$/thng.

a. c lng khong tin cy 80% cho mc lng thng trung bnh ca cng nhn lm vic
ti KCX.
b. Lm li cu a vi khong tin cy l 95%. Bn c kt lun g v b rng khong tin cy
ny so vi b rng khong tin cy tm c cu a. Gii thch ngn gn cu tr li ca
Bn .
Bi 10 (da theo ti nhm K05401 ca Nguyn Duy Kit 0052, ng Th Hng Hnh 0029, V
Th Thu Hng 0030)
Mt nhm sinh vin K05401 thuc Khoa Kinh t HQG cho rng kt qu hc tp im trung bnh ca
sinh vin c th c gii thch bi thu nhp trung bnh hng nm ca Cha M. kim tra tnh ng n
ca gi thit ny, mt nhm sinh vin tin hnh thu thp d liu t 1 mu nh gm 10 sinh vin ca
Khoa Kinh t HQG v c kt qu nh sau:
STT

im trung bnh (TB)

Thu nhp trung bnh hng

nm (TN triu ng)

10

105

7.5

75

45

45

7.5

60

90

30

60

85

10

6.5

70

a. Hy tnh cc gi tr thng k tng hp cho bin thu nhp trung bnh hng nm v bin im
trung bnh. in kt qu vo bng sau:

Tr thng k tng hp
Descripyive Statistics
S ln quan st
Times of observations
Trung bnh
Average
Trung v
Mean
Yu v
Mode
Gi tr ln nht
Max
Gi tr nh nht
Min
Khong
Range
Phng sai
Variance

Bin TB

Bin TN

 lch chun
Standard deviation
H s bin thin
Coefficient of variation
ng phng sai
Covariance

b. V th phn tn im cho tp d liu trn. Dng trc honh cho bin thu nhp trung
bnh hng nm v trc tung cho bin im trung bnh. Nhn xt 1 cch ngn gn v th
ca d liu.
c. Theo Bn , gi thit cho rng im trung bnh ca mt sinh vin c th c gii thch bi

thu nhp trung bnh hng nm ca Cha M l ng hay khng ng. Gii thch ngn gn
cu tr li ca Bn .

Bi 11:
Cho s liu v tin thu mt cn h nh tr sinh vin nh trong Bng 1.1 trang sau. Cc bin s c
nh ngha nh sau:
RENT = tng tin thu hng thng cho mt cn h. ($)
No = s ngi trong cn h (ngi)
RM = s phng trong cn h (phng)
DIST = khong cch t cn h n trng (khu ph)
RPP = RENT/No = tin thu bnh qun trn ngi ($/ngi)
Vi s h tr ca phn mn Excel trong tnh ton,
a. Hy tnh cc gi tr trung bnh (mean), phng sai (variance), v lch chun (standard deviation) ca
cc bin s trn
b. Hy tnh tch sai (covariance) v h s tng quan gia cc cp bin s sau:
RENT v DIST, RENT v RM, RENT v No, RPP v RENT, RPP v No.
Hy nu nhn xt c th v s tng quan cho tng cp bin s trn.
Bng 1.1 S liu v tin thu cn h.
Obs

RENT

No

RM

DIST

230

RPP
115.00

245

24

122.50

190

190.00

203

24

50.75

450

150.00

280

140.00

310

155.00

185

92.50

218

42

109.00

10

185

185.00

11

340

170.00

12

230

60

115.00

13

245

24

245.00

14

200

36

100.00

15

125

125.00

16

300

100.00

17

350

16

175.00

18

100

100.00

19

280

140.00

20

175

87.50

21

310

10

155.00

22

450

150.00

23

160

12

80.00

24

285

285.00

25

255

127.50

26

340

85.00

27

300

11

150.00

28

880

146.67

29

800

10

160.00

30

450

150.00

31

630

24

105.00

32

480

24

160.00