NHM 4

c lng cc tham s ca LNN v

kim nh gi thit thng k
L thuyt ton

5.1. c lng im:
Gi s cn c lng tham s . T m ng ly mu
W= (X1, X2, , Xn) t mu ny ta xy dng 1 thng k *=
f(X1, X2, , Xn) thch hp. c c lng im, ta ch
vic iu tra 1 mu c th w= (x1, x2, , xn) vi kch
thc ngi lao ng ln, ri ly *= f(x1, x2, , xn).
C nhiu cch chn thng k *. Thng thng ngi ta
xy dng * bng cc phng php hm c lng, tc l
chon * l cc c trng mu tng ng. Chng hn ly
trung bnh mu c lng trung bnh m ng =
E(X), ly phng sai mu iu chnh S2 c lng
phng sai ca m ng S2=Var(X), ly tn sut mu f
c lng t l ca m ng p. Sau y l cc tiu
chun phn nh bn cht tt ca c lng
L thuyt ton
5.1.1. c lng khng chch.
Thng k u * c gi l c lng khng chch ca u nu E(u *)=u . Nu
E(u *) =
u th u * c gi l c lng chnh ca u .

5.1.2. c lng vng
Thng k u * c gi l c lng vng ca u nu vi mi c >0, nh ty ta
lun c:
1 ) * ( lim = <

c u u P
n

5.1.3. c lng hiu qu
Thng k u * c gi l c lng hiu qu ca tham s u ca LNN gc X
nu n l c lng khng chch v c phng sai nh nht so vi mi c lng
khng chch khc c xy dng trn cng mu .
L thuyt ton
5.2. Khi nim v c lng bng khong tin cy.
c lng tam s u ca LNN X trc ht t m ng ta ly ra mu ngu
nhin W= (X
1
, X
2
, , X
n
).
Tip n ta xy dng thng k G= f(X
1
, X
2
, , X
n,
u ), sao cho quy lut phn phi
xc sut ca G hon ton xc nh. Vi xc sut = 1- o cho trc ta xc nh
cp gi tr o
1
, o
2
tha mn cc iu kin o
1 >
0, o
2
>0 v o
1
+o
2
=o . V quy
lut phn phi xc sut ca G bit, ta tm c phn v g
1- o 1
v go
2
sao cho:
P(G> g
1- o 1
) = 1- o
1
v P(G> go
2
) = o
2
Khi P(g
1- o 1
<G< go
2
) = 1- o
1
- o
2
= 1- o =

Cui cng bng bin i tng ng, ta c:
P(u
1
* <u < u
2
*) = 1- o =
- = 1- o : tin cy
- (u
1
, u
2
) : khong tin cy
- I= (u
2
*- u
1
*) : di ca khong tin cy
Ngi ta thng chn o
1
=o
2
=
2
o
. Nu chn o
1
=0 v o
2
= o

hoc chn o
2
=0
v o
1
= o th ta s c khong tin cy 1 pha.
L thuyt ton
5.3 c lng k vng ton ca LNN
c lng k vng ton E(X) = ca LNN X, t m ng ta ly ra
mu ngu nhin W = (X1,X2,,Xn) ( . T mu ny ta tm c trung
bnh mu v phng sai mu iu chnh .Ta s c lng
thng qua
L thuyt ton
5.3.1 LNN X phn phi theo quy lut chun vi
2
o bit
V X N( , ) nn N( , ) khi :
U =
L thuyt ton
a. Khong tin cy i xng( ly )
Vi tin cy cho trc, ta tm c phn v chun U ,
sao cho:
P(lUl < U ) = 1 - =
Thay biu thc ca U t (5.1) vo cng thc trn, ta c:
P(l l < U ) = 1- =
<=> P( < < + = 1- =
Trong :
U l sai s c lng
1- = l tin cy
; + ) l khong tin cy ngu nhin ca
L thuyt ton
b. khong tin cy phi
Ta vn dng thng k (5.1). Vi tin cy = cho trc ta
tm c phn v chun
o
u
sao cho :
P(U<
o
u
) = 1-
o =

Thay biu thc ca U t (5.1) ta c
P( o
o
u
u
n
X
>

)= 1-
o =

o u
o
o
= = < 1 ) ( u
n
X P

Nh vy, khong tin cy phi ca l :
) ; ( +
o
o
u
n
X
L thuyt ton
c. Khong tin cy tri :
Ta vn dng thng k (5.1). Vi tin cy = cho trc ta
tm c phn v chun
o
u
sao cho :

o
o
= = < 1 ) ( U u P

Thay biu thc ca U t (5.1) ta c
o
o
u o
o
u
o o
= = + < = =

< 1 ) ( 1 ) ( u
n
X P
n
X
u P

Nh vy, khong tin cy tri ca l :

) ; (
o
o
u
n
X +

L thuyt ton
5.3.2. LNN X phn phi theo quy lut chun vi
2
o cha bit
V X c phn phi chun nn :
) 1 (
~
'

=
n
T
n
S
X
T
u

a. Khong tin vy i xng( ly
2
2 1
o
o o = = )
Vi tin cy = cho trc ta tim c phn v t sao
cho :
o
o
= = <

1 ) (
) 1 (
2
n
t T P

Thay biu thc ca T vo cng thc trn, ta c :
P(l l < t ) = =
o c u c = = + < < 1 ) ( X X P

Trong :
= t l sai s ca c lng,
= L tin cy,
( ) l khong tin cy ngu nhin ca
L thuyt ton
b. Khong tin cy phi( ly o o o = =
2 1
, 0 dng c lng gi tr
ti thiu ca ).
Vn dng thng k (5.40) vi tin cy = cho trc, tm
) 1 ( n
t
o

Sao cho :
P(T<
) 1 ( n
t
o
) = =
Ta c khong tin cy phi ca l :
(
) 1 (

n
t
n
S
X
o
; )
c. Khong tin cy tri( ly o o o = =
2 1
, 0 dng c lng gi tr ti
a ca ).
Vn dng thng k (5.4) vi n tin cy = cho trc, tm
sao cho :

o
o
= = <

1 ) (
) 1 (
T t P
n

Ta c khong tin cy tri ca l

)
'
; (
) 1 (
+
n
t
n
S
X
o
L thuyt ton
5.3.3. Cha bit quy lut phn phi xc sut ca X nhng kch thc
mu n>30 :
Theo mc 2 chng 4, khi n>30 th . Do ta s dng
thng k:
) 1 , 0 ( N
n
X
U ~

=
o
u

Cc phn cn li gii quyt tng t nh trong mc 5.3.1
Ch 5.4 : Ring i vi bi ton c lng kch thc mu, v
cha bit quy lut phn phi xc sut ca X nn phi gi thit c
phn phi chun
Nu cha bit o , v n ln nn ta c th ly ' s = o
L thuyt ton
5.4 c lng t l ( c lng tham s p trong phn phi A(p))

Xt mt m ng kch thc N phn t mang du hiu A. K hiu t l
phn t mang du hiu A trn m ng l p =
N
M
. c lng p t m
ng ta ly ra mu kch thc n. K hiu n
A
l s phn t mang du hiu A
c trong n phn t ly ra.Khi f =
n
n
A
l t l phn t mang du hiu A
trn mu. Ta s dng f c lng p. Khi n ln, theo mc 4.3.4, chng
4 th f ~ N(p,
n
pq
), y ta k hiu q= 1- p. V vy ta c:
U = ) 1 , 0 ( N
n
pq
p f
~

L thuyt ton
a. Khong tin cy i xng (ly
1
=
2
=
2
o
)
Vi tin cy = 1- cho trc, ta c th tm u
2
o sao cho:
P(U< u
2
o ) = 1 =

Thay biu thc U vo cng thc trn, ta c:
P(f p< .
n
pq
u
2
o ) = 1 =

( f
e
< p < f +
e
) = 1 =
Trong :

e
= .
n
pq
u
2
o


l sai s c lng. Nu p chua bit, n kh ln tnh
e
ta ly p
~
f , khi :
Khong tin cy i xng ca p l (f
e
; f +
e
).
tin cy ca c lng l = 1 .
L thuyt ton
b. Khong tin cy phi ( ly
1
= 0,
2
= dng c lng gi tr ti
thiu ca p).
Ta vn dng thng k (5.5). Vi tin cy = 1 cho trc ta tm
c u

sao cho:
P( U < u

) 1- =

T (5.5) ta c :
P( <

n
pq
p f
u

) 1- =
P (f -
n
pq
. u

< p) 1- =

V p cha bit, n ln ta ly p f. Ta c khong tin cy phi ca p l :
( f - .
) 1 (
n
f f
u

; + )
L thuyt ton
c.Khong tin cy tri ( ly
1
= ,
2
= 0 dng c lng gi tr ti
a ca p ).
Ta vn dng thng k (5.5). Vi tin cy = 1 cho trc ta tm
c u

sao cho:
P ( - u

< U ) 1- =
T (5.5) ta c :
P ( - u

<
n
pq
p f
) 1- =
P ( p < f +
n
pq
. u

) 1- =

V p cha bit, n ln ta ly p f . Ta c khong tin cy tri cua p l:
( - ; f + .
) 1 (
n
f f
u

)
L thuyt ton
5.5 c lng phng sai ca i lng ngu nhin
phn phi chun

Gi s ta cn nghin cu mt du hiu X c phn phi chun vi Var(X)
=
o
2
cha bit. c lng
o
2
, t m ng ta ly ra mu W = ( X
1
,
X
2,.
X
n
) . T mu ny ta tm c
S
2 '
.Theo 4.4 ta c :


o
;
2
2 '
2 ) 1 (
S
n
= ~
;
) 1 ( 2 n

L thuyt ton
a. Khong tin cy 2 pha ca
o
2
( ly
1
=
2
=
2
o
)
V
;
2
~
;
) 1 ( 2 n
, vi tin cy = 1 cho trc, ta c th tm c
phn v
; o
) 1 ( 2
2
1

n
v
;o
) 1 ( 2
2
n
sao cho:
P (
; o
) 1 ( 2
2
1

n
<
;
2
<
;o
) 1 ( 2
2
n
) = 1 =
Thay biu thc ca
;
2
vo cng thc trn v bin i, ta c:
P ( =

< <

;
o
; o o
) 1 ( 2
2
1
2 '
2
) 1 ( 2
2
2 '
) 1 ( ) 1 (
n n
S S
n n
1 =
y = 1 l tin cy.
Khong tin cy ca
o
2
l ( )
) 1 (
;
) 1 (
) 1 ( 2
2
1
2 '
) 1 ( 2
2
2 '
; ; o o

n n
S S
n n

L thuyt ton
b. Khong tin cy phi ca
o
2
( ly
1
= 0,
2
= dng c lng gi
tr ti thiu ca
o
2
)
Ta vn dng thng k (5.9). Vi = 1 cho trc ta tm c phn
v
;
o
) 1 ( 2 n
sao cho:
P ( <
;
2

;
o
) 1 ( 2 n
) = 1 =
Thay biu thc ca
;
2
t (5.9) vo cng thc trn v bin i , ta c:
P )
) 1 (
(
2
) 1 ( 2
2 '
o
;
o
<

n
S
n
= 1 =
Vy khong tin cy phi ca
o
2
l :
;
) 1 (
(
) 1 ( 2
2 '
;
o

n
S
n
+ )
L thuyt ton
c. Khong tin cy tri ca
o
2
( ly
1
= ,
2
= 0 dng c lng gi
tr ti a ca
o
2
).
Ta vn dng thng k (5.9). Vi = 1 cho trc ta tm c phn
v
;
o
) 1 ( 2
1

n
sao cho:
P (
;
o
) 1 ( 2
1

n
<
;
2
) = 1 =
Thay biu thc ca
;
2
t (5.9) vo cng thc trn v bin i , ta c:
P )
) 1 (
(
) 1 ( 2
1
2 '
2
;
o
o

<
n
S
n
= 1 =
Vy khong tin cy phi ca
o
2
l :
( - ; )
) 1 (
) 1 ( 2
1
2 '
;
o

n
S
n

L thuyt ton
6.1 Cc nh ngha trong gi thuyt thng k
6.1.1 Gi thuyt thng k
Gi thuyt thng k l cc gi thuyt v quy lut phn phi ca i
lng ngu nhin gc X hoc v tnh c lp ca cc LNN.
Gi thuyt a ra a ra c gi l gi thuyt gc(k hiu l )
nhng gi thuyt khc vi c gi l i thuyt (k hiu l .
v lp thnh mt cp gi thuyt thng k.Ta quy nh :khi chn
cp gi thuyt th nu bc b th ta s chp nhn
6.1.2 Tiu chun kim nh
kim nh cp gi thuyt thng k H
0
v H
1
,t m ng ta chn
ngu nhin : w (X
1
,X
2
, ,X
n,
)
Trong
,
l mt tham s lin quan n , sao cho nu ng th
quy lut phn phi xac sut ca G hon ton xc nh. Khi thng k
G c gi l tiu chun kim nh.
L thuyt ton
6.1.3 Min bc b
V bit quy lut phn phi xc sut ca G nn vi mt xc sut kh
b cho trc ta c th tm c min ,gi l min bc b sao cho nu
gi thuyt ng th xc sut G nhn gi tr thuc min bng
P(G ) =
V kh b ,theo nguyn l xc sut nh ta c th coi bin c
( G ) khng xy ra trong mt ln thc hin php th .Nu
t mt mu c th w =( , ) ta tm c gi tr thc nghim
G
tn
=( , , ) m g
tn
ta c c s bc b gi thuyt .
L thuyt ton
K hiu

l min b ca
.
Khi ta c P(G ) =1 - . V
kh b nn 1 - kh gn 1.Theo nguyn l xc sut ln :Nu mt bin
c c xc sut kh gn 1 ta c th coi n s xy ra trong mt ln thc
hin php th ,nu trong mt ln ly mu ta thy g
tn
th gi
thuyt H
0
t ra hp l ,cha c c s bc b H
0 .
V vy c c s kim
nh sau:
T m ng ta ly ra mt mu c th kch thc
n:w=(x1,x2,xn)
v tnh
g
tn

-Nu g
tn
th bc b H
0
v chp nhn H
1
-
Nu g
tn
khng thuc th cha c c s bc b H
0.
L thuyt ton
6.1.4 Cc loi sai lm
2 sai lm d mc phi
-Sai lm bc b gi thuyt H
0
khi H
0
ng
-Sai lm chp nhn H
0
khi H
0
sa
L thuyt ton
6.2: Kim nh gi thuyt v k vng ton ca mt
LNN.
Gi s ta cn nghin cu mt du hiu X th hin trn mt
m ng. K hiu , ) ( u = X E
2
) ( o = X Var , trong u cha bit. T
mt c s no ngi ta tm c
0
u u = , nhng nghi ng v iu
ny. Vi mc ngha o cho trc, ta cn kim nh gi thuyt
. 0 0
: u u = H
T m ng ta ly mu: W = ( ) ,...., ,
2 1 n
X X X v tnh c cc
c trng mu:

=
=
n
i
i
X
n
X
1
1
v
2
1
2
) (
1
1
X X
n
S
n
i
i

= '

=

L thuyt ton
6.2.1: LNN X trn m ng c phn phi chun
vi
2
o bit.
V X c phn phi chun nn: X ~ ) , (
2
n
N
o
u . Xy dng tiu
chun kim nh (XDTCK):

n
X
U
o
u
0

= (6.2)
Nu
0
H ng th ). 1 , 0 ( ~ N U
L thuyt ton
Phng php P-gi tr (P-Value)
1. Cng thc tm P-gi tr
a. i vi bi ton

=
=
0 1
0 0
:
:
u u
u u
H
H

Ta c P-gi tr = ) ( 2
tn
u U P > .
Trong U ~ N (0,1) v
n
x
u
tn
o
u
0

=
b. i vi bi ton

>
=
0 1
0 0
:
:
u u
u u
H
H

Ta c P-gi tr = ) (
tn
u U P > .
c. i vi bi ton

<
=
0 1
0 0
:
:
u u
u u
H
H

Ta c P-gi tr = ) (
tn
u U P < .
L thuyt ton
2. Kt lun sau khi tm c P-gi tr
a. Cch th nht :
Nu P-gi tr 0,05 : Cha c c s bc b
0
H
Nu 0,01 P-gi tr < 0,05 : C c s bc b
0
H
Nu P-gi tr < 0,01 : C c s chc chn bc b
0
H
b. Cch th hai : Quy nh trc mc ngha o . Tnh P-gi tr ri
so snh vi o :
Nu P-gi tr < o th bc b
0
H
Nu P-gi tr o cha c c s bc b
0
H
Ch : Cc cng thc tm P-gi tr trn cn c dng cho cc bi
ton kim nh gi thuyt thng k khc, trong c dng tiu chun
kim nh U.
L thuyt ton
6.2.2 : LNN X trn m ng c phn phi chun
vi
2
o cha bit.
XDTCK :
n
S
X
T
'

=
0
u
(6.3)
V X c phn phi chun, nu
0
H ng th
( ) 1
~
n
T T
L thuyt ton
Cng thc P-gi tr (P-Value).
Bi ton 1 :

=
=
0 1
0 0
:
:
u u
u u
H
H

P-gi tr = ) ( 2
tn
t T P > , trong
( ) 1
~
n
T T ,
n
s
x
t
tn
'

=
0
u
.
Bi ton 2 :

>
=
0 1
0 0
:
:
u u
u u
H
H

P-gi tr = ) (
tn
t T P > .
Bi ton 3 :

<
=
0 1
0 0
:
:
u u
u u
H
H

P-gi tr = ) (
tn
t T P < .
Ch : Cng thc tm P-gi tr trn cn dng cho cc bi ton kim
nh khc c dng tiu chun kim nh T.
Sau khi tm c P-gi tr, vic kt lun c tin hnh nh
mc 6.2.1.
Ch : Khi LNN c phn phi chun, mc d
2
o cha bit, nhng
nu kch thc mu 30 > n ngi ta thng dng chun U, nh trong
mc 6.2.1. n khi tm
tn
u ta ly s' ~
2
o .
L thuyt ton
6.2.3 : Cha bit quy lut phn phi xc sut ca
X nhng kch thc mu 30 > n .
Theo (4.6) khi 30 > n th
|
|
.
|

\
|
~
n
N X
2
,o u
. Ta vn dng tiu chun
kim nh :

n
X
U
o
u
0

=
Khi , nu gi thuyt
0
H ng th U s xp x phn phi chun
N(0,1). Phn cn li tin hnh nh mc 6.2.1. Ta cng cn nh
rng : nu
2
o cha bit, nhng 30 > n ta c th ly s' ~
2
o .
Bi tp thc t
Yu cu : iu tra chiu cao ca nam tui
trng thnh ca VN
1. c lng chiu cao ca nam
2. So snh vi kt qu a ra trong nghin cu
ca Tng cc TDTT nm 1994 l chiu cao
TB ca nam l 163cm
Bi tp thc t
1. Sau khi iu tra ta lp c bng tnh ton:
x
i
n
i
x
i
n
i
159 1 159
161 2 322
163 3 489
165 3 495
167 8 1336
169 9 1521
171 10 1710
173 6 1038
175 4 700
177 1 177
179 3 537
50 8484

Bi tp thc t
T ta tnh c:



68 , 169
50
8484 1
1
= = =

=
n
i
i i
x n
n
x
Bi tp thc t

Bi tp thc t
2. Gi X l chiu cao ca sinh vin nam trng HTM
X l chiu cao trung bnh ca sinh vin nam trng HTM trn mu
u l chiu cao trung bnh ca sinh vin nam trng HTM trn m
ng
Do ) ; ( ~ ) ; ( ~
2
2
n
N X N X
o
u o u
Vi mc ngha o = 0,05. Ta cn kim nh

>
= =
0 1
0 0
:
63 , 1 :
u u
u u
H
m H

Chn TKTCK:
n
X
U
o
u
0

=
Vi mc ngha 05 , 0 = o , ta tm phn v 58 , 2
05 , 0
= = U U
o
tha mn
o
o
= > ) ( U U P
Theo phn 1. tnh c : = = ' s o 0,1658 ( V n=50)
Theo nguyn l xc sut b ta c min bc b
} {
o o
u u u W
tn tn
> = : vi
n
x
u
tn
o
u
0

=
Vi mu cho sn n=50, ta tm 559 , 2
50
1658 , 0
63 . 1 69 . 1
=

=
tn
U
Vy
o o
W u u u
tn tn
e < . Tm chp nhn H
0
, bc b H
1

KL: Vi mc ngha 05 , 0 = o cha c c s kt lun chiu cao nam
thanh nin Vn > 1,63m