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K hiu: X ~ B (n;p). Phn phi B(1,p) cn c gi l Phn phi Bernoulli vi tham s p, k hiu: B (p). Nu Z ~ B(p) th Im(Z) = {0, 1}. P(Z = 0) = 1 p Do , E(Z) = p v D(Z) = p(1 p). 1.2. nh l. Cho hai BNN X v Y c lp. Nu X ~ B(n;p) v Y ~ B(m;p) th BNN Z = X + Y tun theo lut phn phi B(n + m; p). 1.3. H qu. (a) Nu cc bin ngu nhin X1, X2, . . . , Xn c lp, cng c phn phi B(p), th bin ngu nhin X = X1 + X2 +....+ Xn c phn phi B(n; p). (b) Gi s X ~ B(n,p). Chng ta c th xem X = X1 + X2 +....+ Xn, trong , cc bin ngu nhin Xk (k = 1, ..., n) c lp v c phn phi B(p). Vy, E(X) = np v D(X) = np(1 p). v P(Z = 1) = p.
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(do 1.6.2)
M hnh. Trong qu trnh B(n;p), nu X l bin ngu nhin ch s thnh cng th X ~ B(n; p). 1.4. Th d. Mt cng nhn qun l 12 my dt. Cc my dt hot ng c lp nhau, v xc sut mi my, trong ca lm vic, cn s chm sc ca cng nhn (vit tt l CCN) l 0,3. (1) Tnh xc sut , trong ca lm vic, c (a) 4 my CCN (b) t 3 n 7 my CCN (2) Trung bnh, trong ca lm vic, c bao nhiu my CCN? (3) Trong ca lm vic, tm s my CCN nhiu kh nng nht; tnh xc sut tng ng. Gii. Gi X l BNN ch s my CCN trong ca lm vic th X ~ B(12; 0,3)
k P( X = k ) = C12 (0,3) k (0, 7)12 k , k {0,1,2,,12}
P(3 X 7) =
k =3
P( X = k )
= 0,2397 + 0,2311 + 0,1585 + 0,0792 + 0,0291 = 0,7376. (2) S my CCN trung bnh: E(X) = 12 0,3 = 3,6. (3) S my CCN nhiu kh nng nht: Mod(X) = [13 0,3] = 3. Xc sut tng ng: P(X = 3) = 0,2397.
Ch . Gi s X ~ B (n; p). Khi s php th n kh ln, vic tnh cc xc sut P(X = k) gp nhiu kh khn. Ngoi ra, trong thc t, chng ta thng phi tnh xc sut ca bin c { X }:
P( X ) = Pn() + Pn( + 1) + ... + Pn() Tng trn gm nhiu s hng v vic tnh trc tip tng qu l kh thc hin. Do , ngi ta tm cch tnh gn ng cc xc sut trn khi s php th n kh ln. Chng ta tm hiu cch tnh gn ng phn phi nh thc thng
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qua cc nh l mang tn cc nh ton hc Simon D. Poisson (1781 - 1840), Abraham DeMoivre (1667 - 1745) v Pierre S. Laplace (1749 - 1827):
lim P ( X = k ) n
lim P (a X b) n
n np nq n k ( ) ( ) k (n k ) k nk
t:
x=
k np , chng ta c: npq
k =1+ np
q x; np
v
nk =1 nq
p x ; nq
k = np + npqx
2 V ln(1 + t) ~ t t
n k = nq npqx
(t 0) nn:
Khi n ln,
ln k
( )
np
= k .ln 1 + ~ ( np +
q x np
q q 2 npq x ) x x ; np 2 np
ln
( )
n k (n k ) = (n k ).ln 1 nq
p x nq
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~ ( nq Do ,
p p 2 npq x ) x x nq 2 nq
lim ln
n
( )( )
x2 np k nq n k = k nk 2
v Ngoi ra:
x2 np k nq n k = exp nk 2 n k
lim
( )( )
lim
n
n = lim k (n k ) n
n = lim np. nq n
1 npq
nn cui cng: P (X = k ) ~
x2 1 exp = 2 2 npq
hay:
lim P ( X = k ) n ( k np )2 1 .exp 1 = 0 2 npq 2 npq
nh sau:
( x) =
(ii) Hm :
1 2 exp x 2 2
vi mi x
( x) =
1 x 2 exp t dt 2 2
vi mi x
T kt qu ca cc nh l De Moivre - Laplace v s dng hai hm v , chng ta c cng thc gn ng tnh cc xc sut trong phn phi nh thc: Nu X ~ B(n, p), vi n ln v p khng qu gn 0 v khng qu gn 1 ( n > 30, np 5 v n(1 p) 5 ), th: ( q = 1 p)
P ( X = k)
k np 1 npq npq
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k np k np P ( k1 X k2 ) 2 1 npq npq
Gi tr cc hm v c tnh sn v trnh by, theo th t, trn bng 3 v bng 4, tin vic tnh ton. Hai cng thc gn ng trn c gi l cc cng thc DeMoivre Laplace. Chng cho php chng ta tnh xp x xc sut lut nh thc kh chnh xc khi n ln v p khng qu gn 0 v khng qu gn 1. Cc s liu sau y minh ho iu trn. Gi s X ~ B(n; 0,5). K hiu Pn(k) v Gn(k) ln lt l gi tr ng v gi tr gn ng ca P(X = k), chng ta c: n 25 100 400 1156 k 15 55 210 595 Pn(k) 0,09742 0,04847 0,024207 0,014236 Gn(k) 0,09679 0,04839 0,024194 0,014234 Pn(k) Gn(k) 0,00063 0,00008 0,000013 0,000002 Pn(k) / Gn(k) 1,0065 1,0017 1,0005 1,0001
1.8. Th d. Ngi ta mun ly mt s ht la t mt kho la c t l ht lp l 0,2 kim tra. Bit rng kho la c rt nhiu ht.
(a) Phi ly t nht bao nhiu ht la xc sut c t nht mt ht lp khng b hn 95% ?
(b) Ly ngu nhin 100 ht la, tnh xc sut trong c 25 ht lp; c t 10 n 40 ht lp.
Gii.
(a) Gi n l s ht la cn ly. V s ht la trong kho rt ln, nn cc ln ly xem nh c lp. Xc sut trong n ht la ly ra, khng c ht lp no l (0,8)n. Theo gi thit:
ln (0,05) 1 (0,8)n 0,95 (0,8)n 0,05 n ln (0,8)
Vy, phi ly t nht 14 ht la. (b) Gi X l bin ngu nhin ch s ht lp trong mu th X ~ B(n;p), vi n = 100 v p = 0,2. V n > 30, np = 20 > 5 v n(1 p) = 80 > 5 nn chng ta c th p dng cc cng thc gn ng DeMoivre Laplace. (i) Xc sut c 25 ht lp:
25 P( X = 25) = C100 (0, 2) 25 (0,8)75 = 0,04388
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P(10 X 40) 100 0,2 0,8 100 0,2 0,8 = (5) ( 2,5) = 1 (1 (2, 5)) = (2, 5) P(10 X 40) 0,9938 1.9. Th d. Cn xt nghim mu cho 5000 ngi tm du hiu mt loi bnh B ti mt a phng c t l ngi mc bnh B theo thng k l 10%. C 2 phng php:
1. Xt nghim tng ngi mt. 2. Mi ln ly mu mt nhm 10 ngi trn ln vo nhau ri xt nghim. Nu kt qu m tnh th thng qua, nu dng tnh th phi lm thm 10 xt nghim xt nghim li tng ngi mt trong nhm. Hi phng php no c li hn, bit rng mi xt nghim u tn km nh nhau v kh nng mc bnh ca mi ngi c lp nhau?
40 100 0,2
10 100 0,2
Gii.
Nu dng phng php (1) th phi thc hin 5000 xt nghim. By gi chng ta xem phng php (2):
t X ch s nhm c kt qu dng tnh th X ~ B (500; 1 (0,9)10 ) t Y ch s xt nghim theo phng php (2) th Y = 500 + 10X.
S xt nghim trung bnh theo phng php (2) l: E(Y) = 500 + 10E(X) = 500 + 5000(1 (0,9)10 ) 3757. Vy, p dng theo phng php (2) c li hn.
P( X = k ) =
K hiu: X ~ H(N, T, n). K vng: E(X) = np;
CT . C N T CN
n
nk
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N n N 1
(vi p = T v q = 1 p)
N N
Ch :
v chng ta c th xem nh X ~ B( n ; T ) .
3. PHN PHI POISSON 3.1. nh ngha. Ngi ta ni rng bin ngu nhin ri rc X c phn phi Poisson vi tham s ( > 0) nu Im(X) = , v vi mi k ,
k P( X = k ) = . e
k!
E(X ) =
k e + k e = k! k =0 k =1 ( k 1)!
+
= e
+ k 1 k =1 ( k 1)!
M hnh: Gi s chng ta quan tm n s ln xy ra ca mt s kin A trong mt khong thi gian hoc khng gian lin tc c chiu di w; vi iu kin l s ln xy ra trong nhng khong khng giao nhau l c lp nhau, v xc sut xut hin A nhiu hn mt ln trong khong l rt b. Hn na, cng xut hin A l khng thay i, i.e. s ln xut hin trung bnh ca A trong mt khong ch ph thuc vo di ca khong .
Vi cc iu kin trn, nu gi X l BNN ch s ln xut hin A trong mt khong chiu di w th ngi ta chng minh c rng X tun theo kut phn phi Poisson vi tham s = mw, trong m l mt hng s dng ch cng xut hin ca A (xem phn chng minh trong gio trnh Xc sut Thng k dng cho cc lp chuyn ngnh Ton ca cng tc gi). Th d, s cuc in thoi gi n trong mt pht ti mt trm no ; s li trn mt trang giy trong mt quyn sch dy; s n t hng gi ti mt c s trong mt thng; . . . .
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Bin ngu nhin ch s ln xut hin nu trn c nh ton hc Simeon D. Poisson nghin cu v hnh thnh phn phi Poisson. Ngoi ra, phn phi Poisson cn c dng tnh xp x phn phi nh thc B(n;p) khi n ln v p kh gn 0 hoc gn 1, da vo nh l sau:
3.2. nh l Poisson. Gi s trong mt dy n php th c lp, mt bin c A xut hin vi xc sut pn trong mi php th. Nu khi n m pn 0 sao
cho n.pn = ( l mt hng s dng) th vi mi k {0,1,2,,n}, chng ta c:
n k n k = k e lim C k n pn (1 pn ) k!
Chng minh.
k nk = Ck n pn (1 pn ) nk n ( n 1)( n 2)...( n k + 1) k 1 k! n n
( )(
n
nk k k 1 = 1 1 1 2 ... 1 . 1 k!
( n )( n )
)( )
n
Do ,
n k n k = k e lim C k n pn (1 pn ) k!
H qu. Nu X ~ B(n, p), vi n > 30 v (np < 5 hay n(1 p) < 5)), th chng ta c th xem nh X ~ Poisson(np). 3.3. nh l. Cho hai BNN X v Y c lp. Nu X ~ Poisson() v Y ~ Poisson () th BNN X + Y ~ Poisson ( + ). Chng minh.
Vi mi k ,
P( X + Y = k ) =
P ( X = i, Y = k i ) =
i=0
P( X = i).P( Y = k i)
i=0
e
i=0
i k i .e i! ( k i )! i i k i Ck i =0 k
( + ) = e k!
( + ) = e ( + ) k
k!
Vy, X + Y ~ Poisson ( + ).
3.4. Th d.
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3.4.1. t
hng. Bit rng s n t hng X m c s nhn c trong mt tun l mt BNN c phn phi Poisson. Tnh xc sut c s (a) nhn c hn 5 n t hng trong mt tun (b) nhn c 6 n t hng trong hai tun lin tip
Gii.
(a) X ~ Poisson(4). Xc sut phi tnh: P(X > 5) = 1 P(X 5) = 1
k =0
4k e 4 k!
= 1 0,7851 = 0,2149.
(b) Gi Y l BNN ch s n t hng ca c s trong hai tun lin tip th Y ~ Poisson(8). Xc sut phi tnh:
6 P(Y = 6) = 8 e 8 = 0,1221
6!
3.4.2. Mt xe ti vn chuyn 1000 chai ru vo kho. Xc sut mi chai b v trong khi vn chuyn l 0,0035. Tnh xc sut sau khi vn chuyn, c 6 chai ru b v; c t 2 n 8 chai ru b v. (gi s rng s kin cc chai ru b v l c lp nhau, do cht lng ring ca mi chai) Gii.
Gi X l BNN ch s chai ru b v sau khi vn chuyn, th X ~ B(1000; 0,0035). Xc sut c 6 chai ru b v:
6 P( X = 6) = C1000 (0, 0035)6 (0,9965)994 = 0, 07709
P( X = 6)
Xc sut c t 2 n 8 chai ru b v
P(2 X 8)
k =2
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4. PHN PHI CHUN 4.1. nh ngha. Ngi ta ni rng bin ngu nhin lin tc X tun theo lut phn phi chun vi cc tham s a v b2 (b > 0) nu X c hm mt f c xc nh bi:
f ( x) =
1 .e b 2 1
2
( )
xa 2 b
vi mi x
= E (X ) =
x.
2 1 .exp ( x a ) dx b 2 2b 2
1 2
2 (b t + a ) exp t dt 2
b 2
t2 2 dt + a exp t dt = a t exp 2 2 2
+
Phng sai ca X:
2 = D(X) =
1 . b 2
( x )2 2 ( x ) . exp 2b2 dx
b2 . 2
2 t 2 .exp t dt = b2. 2
Vy, hai tham s a v b2 trong phn phi N(a, b2), theo th t, l k vng v phng sai ca X. Do , h.m.. f ca BNN X ~ N(a, b2) c th c vit di dng:
f ( x) =
2 1 .exp ( x ) 2 2 2
vi mi x .
Trng hp c bit: = 0 v = 1:
Chng ta c phn phi N(0, 1). Hm Gauss v xc nh trong ch 3.1.7, theo th t, l hm mt v hm phn phi ca N(0,1).
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=1 =2
0.4
0.2
2 0 2
Hai d th hm mt chun vi
bng nhau v khc nhau.
X Nu X ~ N (, 2) v t X* = th X* ~ N(0, 1)
X* = .
Trong nhiu vn k thut, thng phi tnh xc sut mt bin ngu nhin X c phn phi chun N(, 2) ly gi tr lch khi k vng khng qu mt s dng cho trc:
P ( X ) = 2 1
c bit :
()
T , ngi ta a ra " Qui tc 3 ": Nu X ~ N(,2) th hu nh chc chn X s ly gi tr trong khong [ 3 ; + 3 ]. Nh qui tc 3, chng ta c th bit ngay mt cch hu nh chc chn bin ngu nhin c phn phi chun nhn gi tr trong khong no.
4.2. Th d. 4.2.1. Thi gian sn xut mt sn phm loi A l mt BNN tun theo lut phn phi chun vi cc tham s = 10 v = 1 (n v l pht)
(a) Tnh xc sut mt sn phm loi A no c sn xut trong khong thi gian t 9 pht n 12 pht. (b) Tnh thi gian cn thit sn xut mt sn phm loi A bt k.
Gii.
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Gi X l BNN ch thi gian d sn xut mt sn phm loi A , X ~ N(10; 1). (a) Xc sut phi tnh: P(9 X 12) =
12 10 9 10 1 1
) ( )
= (2) (-1) = (2) + (1) 1 = 0,9772 + 0,8413 1 = 0,88185. (b) Theo qui tc 3, hu nh chc chn X ly gi tr trong khong:
4.2.2. Cho bin ngu nhin X tun theo lut phn phi N(, 2). Bit rng X ly gi tr nh hn 60 vi xc sut 0,1003 v ly gi tr ln hn 90 vi xc sut 0,0516, hy tnh v . Gii.
Theo gi thit,
60 = 0,1003 1 90 = 0, 0516
( (
) )
4.4. Ch . Theo nh l DeMoivre - Laplace, nu X ~ B(n, p) vi n kh ln v p khng qu gn 0 v gn 1 (n > 30, np 5 v n(1 p) 5) th chng ta c th xem nh X ~ N (np, npq).
Phn phi chun chim v tr rt quan trng trong l thuyt xc sut v thng k ton. Theo Borel, mt bin ngu nhin l kt qu ca nhiu nguyn nhn, mi nguyn nhn tc ng mt t v khng nguyn nhn no l quyt nh, s theo lut phn phi chun hoc tim cn chun. Chng hn:
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Cc s o v c tnh sinh hc nh chiu cao, cn nng, huyt p,... hu nh c phn phi chun; cc sai s trong o lng vt l; lc chu nn ca mt thanh x... cng tun theo lut phn phi chun. Trong x hi, s con trong mt gia nh, s li tc hng nm, sn lng mt v ma trn mt n v din tch... tun theo lut phn phi chun.
4.4. nh l.
2 ) v Y ~ N ( , 2 ) th bin ngu nhin k X + k Y tun theo lut X ~ N (1 , 1 2 2 1 2 2 2 2 2 phn phi N (k11 + k2 2 , k1 1 + k2 2 ) , trong k1 v k2 l 2 hng s thc.
5. PHN PHI U 5.1. nh ngha. Ngi ta ni rng bin ngu nhin lin tc X c phn phi u trn on [a, b] nu X c h.m.. f c xc nh bi:
f (x) =
1 n u x ba
[a, b] v
f (x) = 0 ni khc
K hiu: X ~ u [a, b ] .
E( X ) =
Chng minh.
a +b 2
D( X ) =
( b a )2
12
E( X ) =
x dx 2 = 1 x ba ba 2
=
a
a+b 2
6. PHN PHI 2 6.1. nh ngha. Ngi ta ni rng bin ngu nhin lin tc X c phn phi 2 vi n bc t do (n *) nu X c hm mt f c xc nh trn bi:
n 1 x 1 x 2 e 2 , vi f ( x ) = 2n / 2 ( n / 2 ) 0 , vi x0
x> 0
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nn == 22
0.2
n=4 n = 10
10
15
Bch phn v
6.2. nh l. Gi s cc bin ngu nhin X1, X2, ... , Xn c lp v cng c phn phi chun N(0,1). Khi ,
(a) Cc BNN X i2 (i = 1,, n) tun theo lut 2(1);
2 2 2 (b) BNN Q 2 = X1 tun theo lut 2(n). + X2 +. . . + X n
7. PHN PHI STUDENT 7.1. nh ngha. Ngi ta ni rng bin ngu nhin lin tc X c phn phi Student (hay phn phi t ) vi n bc t do khi X c h.m.. f c xc nh bi:
n +1 2
f ( x) =
n ( n ) 2
x2 1 + n
n +1 2
vi mi x
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0.4
0.4 0.4
0.2
0.2 0.2
00
7.2. nh l. Cho cc bin ngu nhin X v Y c lp. Nu X~ N(0,1) v Y ~ 2(n) th bin ngu nhin
T=
X Y /n
8. PHN PHI FISHER SNEDECOR 8.1. nh ngha. Ngi ta ni rng bin ngu nhin lin tc X c phn phi Fisher vi n1 v n2 bc t do khi X c h.m.. f c xc nh bi:
n1 n n1 + n2 1 n 2 n1 2 2 1 x 1 + 1 x n n2 f ( x) = 1 n2 n2 2 2 0, vi x 0 K hiu: X ~ F(n1, n2). n1 + n2 2
, vi x > 0
8.2. nh l. Gi s X v Y l cc bin ngu nhin c lp. Nu X ~ 2 (n1) v Y ~ 2(n2) th bin ngu nhin
F=
X / n1 Y / n2
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9. PHN PHI CHUN HAI CHIU 9.1. nh ngha. Ngi ta ni rng vect ngu nhin (X,Y) phn phi theo qui lut chun hai chiu vi cc tham s 1, 2, 1, 2 v (1 > 0, 2 > 0, 1 < < 1) nu n c hm mt f xc nh trn 2 bi:
f ( x, y ) =
2 12
1 1 2
e g ( x, y )
trong , g ( x, y ) = x 1 2 x 1 y 2 2 . + 2 2 1 1 2 (1 )
1
)(
) (
y 2 2 2
(a) Hm mt bin f1 ca X xc nh vi mi x
+
bi:
2
f1( x) =
f ( x, y ) dy = =
1 1 2
x 1 1 2 1 e
(b) Hm mt bin f2 ca Y xc nh vi mi y
+
bi:
2
f2 ( y) =
f ( x, y ) dx = =
1 2 2
y 2 1 2 2 e
Nh vy,
2 ) v X ~ N ( 1 , 1
Y ~ N ( 2 , 2 2)
Ngoi ra, ngi ta cng chng minh c rng chnh l H s tng quan ca X v Y v ( = 0 X v Y c lp). Chng ta cng nhn nh l sau:
9.2. nh l. Nu vect ngu nhin (X,Y) tun theo lut phn phi chun hai chiu th vi mi s thc a v b, BNN Z = aX + bY tun theo lut phn phi chun.
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BI TP 3.1. C 2 kin hng. Kin th nht c 10 sn phm, trong c 8 sn phm loi A; kin th hai c 8 sn phm, trong c 5 sn phm loi A. Ln u, ly ngu nhin 2 sn phm kin th nht b vo kin th hai, sau ly ngu nhin t kin th hai ra 2 sn phm. t X v Y ln lt l bin ngu nhin ch s sn phm loi A c trong cc sn phm ly ra ln th nht v ln th hai. Tm lut phn phi xc sut ca X v ca Y; tnh E(X), D(X), E(Y) v D(Y). 3.2. Mt kin hng cha 8 sn phm, trong c 3 sn phm xu v 5 sn phm tt. Ly ngu nhin t kin hng ra 4 sn phm (khng hon li).
(a) Hy lp bng phn phi xc sut cho s sn phm xu c trong 4 sn phm ly ra, v tnh xc sut trong c t nht 2 sn phm tt. (b) em 4 sn phm va ly ra i bn. Bit rng bn mt sn phm tt c li 50 ngn ng, v bn mt sn phm xu b l 15 ngn ng. Tnh li nhun thu c trung bnh v lch chun ca li nhun khi bn 4 sn phm trn.
3.4. Cc khch hng mua xe gn my ti mt i l, nu xe c s c k thut th c quyn tr li xe trong vng ba ngy sau khi mua v c ly li nguyn s tin mua xe. Mi chic xe b tr li nh th lm thit hi cho i l 250 (ngn)VN. C 50 xe va c bn ra. Xc sut mt xe b tr li l 0,1.
(a) Tm k vng v phng sai ca s xe b tr li. Tnh xc sut c nhiu nht 2 xe b tr li. (b) Tm k vng v lch chun ca tng thit hi m i l phi chu do vic tr li xe.
3.5. Mt th sinh tn M tham d mt k thi mn XSTK . M phi lm mt thi trc nghim khch quan gm 10 cu; mi cu c 4 li gii khc nhau, trong ch c mt li gii ng. M s c chm u nu tr li ng t nht 6 cu.
(a) Gi s M khng hc bi, m ch chn ngu nhin li gii trong c 10 cu. Tnh xc sut M thi u. Hi M phi d thi t nht my ln xc sut c t nht mt ln thi u khng nh hn 97%?
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(b) Gi s M chc chn tr li ng c 2 cu; cn cc cu khc, M chn ngu nhin mt trong 4 li gii ca mi cu. Tnh xc sut M thi rt.
3.6. Nh my dt mun tuyn dng ngi bit rnh v mt loi si. Nh my th thch ngi d tuyn 7 ln. Mi ln nh my em ra 4 si ging nhau, trong ch c mt si tht v yu cu ngi ny chn ra si tht. Nu chn ng t nht 6 ln th c tuyn dng. Mt ngi n xin tuyn dng ni: "Ch cn nhn qua l c th phn bit si tht hay gi vi xc sut 80% ".
(a). Nu ngi ny ni ng kh nng ca mnh th xc sut c tuyn dng l bao nhiu? (b). Tnh xc sut c tuyn dng trong trng hp, tht ra, ngi ny khng bit g v si c.
3.8. Gi s ngy sinh ca mi ngi dn trong mt thnh ph ln c th ri ngu nhin vo mt ngy bt k trong nm (365 ngy). Chn ngu nhin 1095 ngi trong thnh ph . Tnh xc sut
(a) c hai ngi c cng ngy sinh cho; (b) c khng qu 7 ngi c cng ngy sinh cho.
3.9.
(a) Cho ba bin ngu nhin c lp X,Y v Z. Gi s: X ~ B(24; 0,1); Y ~ B(9; 0,1) v Z ~ B(17; 0,1) Hy tnh: P(X + Y + Z = 4). (b) Cho hai BNN X v Y c lp. Gi s X ~ Poisson() v Y ~ Poisson() Hy tnh xc sut P(X = k/X + Y = n), trong 0 k n. (c) Cho hai BNN X v Y c lp; X ~
N (7; (1, 2) 2 ) v Y ~
N (5; (0,9) 2 ) . Tnh P(X + Y < 9,5); P(X Y) v P(X > 2Y).
Chng 3
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3.10. Mt trm bu in chuyn in trong khong thi gian 105 giy. Trong qu trnh nh in c cc ting n ngu nhin. S tn hiu n ngu nhin trung bnh trong 1 giy l 104. Nu trong thi gian truyn tin c d ch mt tn hiu n ngu nhin th trm ngng lm vic. Tnh xc sut cho vic truyn tin b gin on, bit rng s cc tn hiu n ngu nhin ri vo my trong khong thi gian truyn tin l bin ngu nhin tun theo lut phn phi Poisson. 3.11. S li trn mt mt vung vi l mt BNN tun theo lut phn phi Poisson. Kim trm l vi, ngi ta thy 98% c li. Vy, trung bnh mi mt vung vi c bao nhiu li? 3.12. Mt cng ty cho thu xe taxi c 4 chic taxi. Hng ngy, cng ty phi np thu 8 USD cho mt chic xe (d xe c c thu hay khng). Mi chic xe c cho thu vi gi 20USD. Gi s s xe c nhu cu thu trong mt ngy ca cng ty l mt BNN tun theo lut phn phi Poisson vi k vng bng 2,8.
(a) Hy tm lut phn phi xc sut cho li nhun v tm li nhun trung bnh hng ngy ca cng ty. (b) Tnh xc sut cng ty khng xe p ng c nhu cu ca khch hng. (c) Cng ty cn bao nhiu xe taxi xc sut khng p ng c nhu cu b hn 2% ?
3.13. Mt phn xng c 12 my: 5 my loi A, 4 my loi B v 3 my loi C. Xc sut sn xut c sn phm t tiu chun ca my loi A, loi B v loi C, theo th t, l 98%, 96% v 90%.
(a) Chn ngu nhin mt my v cho my sn xut 3 sn phm. Tm lut phn phi xc sut cho s sn phm t tiu chun trong s 3 sn phm do my sn xut ra. (b) Gi s 3 sn phm do my c chn sn xut ra u t tiu chun. Nu cho my sn xut tip 3 sn phm na, th xc sut 3 sn phm ny u t tiu chun bng bao nhiu?
3.14. C hai my hot ng c lp. T l sn xut ra sn phm loi A ca my I l 80%, cn t l ny ca my II l 60%. Cho my I sn xut 3 sn phm, my II sn xut 2 sn phm.
(a) Tnh xc sut c t nht 4 sn phm loi A c trong 5 sn phm do 2 my sn xut. (b) Tm lut phn phi xc sut cho s sn phm loi A c trong 5 sn phm do 2 my sn xut.
3.15. Mt x nghip c 2 my I v II. Trong ngy hi thi, mi cng nhn d thi s chn ngu nhin mt my v vi my sn xut 100 sn phm. Nu s sn phm loi tt sn xut c khng t hn 70 th c thng. Gi s vi mt
Chng 3
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cng nhn A, xc sut sn xut c sn phm loi tt vi hai my ln lt l 65% v 70%. (a) Tnh xc sut cng nhn A c thng. (b) Gi s A d thi 20 ln. S ln c thng c nhiu kh nng nht l bao nhiu? (c) Cng nhn A phi d thi t nht bao nhiu ln xc sut c t nht mt ln c thng khng nh hn 95%?
3.16. Mt l hng (rt nhiu sn phm) c t l ph phm l 3%. Theo hp ng gia hai bn: Nu ly ngu nhin ra 100 sn phm kim tra m c khng qu 3 ph phm th bn mua chp nhn mua l hng.
(a) Tnh xc sut l hng b tr li. (b) Nu trong 100 sn phm c khng qu 1 ph phm th l hng c xp loi A, nu c t 2 n 3 ph phm th l hng c xp loi B. Tnh xc sut l hng trn c xp loi A; xp loi B.
(c) Gi ca c l loi A l 100 triu ng, ca c l loi B l 92 triu ng; trng hp b tr li c coi nh gi bn l 0,8 triu ng (chi ph vn chuyn). Tm s tin trung bnh m bn bn thu c t l hng trn trc khi bn mua kim tra v quyt nh.
3.18. Mt hp c 10 sn phm. Cc sn phm trong hp gm 2 loi: loi A v loi B. Gi X l bin ngu nhin ch s sn phm loi A c trong hp. Cho bit phn phi xc sut ca X nh sau:
xi P(X = xi) 1 0,2 2 0,5 3 0,3
Ly ngu nhin t hp ra 3 sn phm (khng hon li). t Y biu th s sn phm loi A c trong 3 sn phm ly ra. (a) Tm lut phn phi xc sut ca Y. (b) Tnh E(Y) v D(Y).
Chng 3
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(a) P(0 X 1,42); (b) P( 1,79 X 0,54); (c) P( 0,73 X 0); (d) P(1,37 X 2,01; (e) P(0,65 X < 1,26); (f) P(| X | 0,5; (g) P(X 1,13); (h) P(X 0,25).
3.20. Gi s X l bin ngu nhin c phn phi N(0, 1). Tm sao cho:
(a) P(0 X ) = 0,4236; (b) P(X ) = 0,7967; (c) P( < X < 2) = 0,1000.
3.21. Gi s X l bin ngu nhin c phn phi chun N(8; 16). Tnh:
(a) P(5 X 10); (b) (b) P(10 X 15); (c) P(X 15); (d) P(X 5).
3.22. Gi s X l bin ngu nhin c phn phi chun vi k vng 10 v xc sut X c gi tr ln hn 12 l 0,1056. Tnh:
(a) lch chun ca X. (b) P(X > 8); (c) P(X > 8 / X < 12); (d) gi tr ca x sao cho P(X > x) = 0,85.
3.23. Gi s X l bin ngu nhin c phn phi chun c phng sai bng 4. Cho bit P(X > 16) = 0,95, tm:
(a) k vng ca X; (b) P(X < 16/ X < ); (c) P(X < / X < 20).
3.24. Chiu cao ca sinh vin trng i hc AG tun theo lut phn phi chun vi trung bnh 165 cm v lch chun 5 cm.
(a) Xc sut mt sinh vin i hc AG, c chn ngu nhin, c chiu cao t 170 cm n 177 cm l bao nhiu?
Chng 3
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(b) Trong mt nhm 150 sinh vin i hc AG c chn ngu nhin, nhiu kh nng l c bao nhiu sinh vin cao di 164 cm? (c) Tnh t l sinh vin c chiu cao lch so vi trung bnh ln hn hai ln lch chun.
3.25. ng knh ca mt loi sn phm do nh my A sn xut l mt bin ngu nhin c phn phi chun vi trung bnh 250 mm v phng sai 1,44mm2. Nh my qui nh: Sn phm c coi l t tiu chun nu ng knh ca n lch so vi ng knh trung bnh khng qu 1,56 mm v gi tr tuyt i ( ngha l sai s cho php l 1,56 mm).
(a) Nh my phi sn xut t nht bao nhiu sn phm xc sut c t nht mt sn phm t tiu chun khng di 99%?. Nu nh my sn xut 20 sn phm th nhiu kh nng nht l c bao nhiu sn phm t tiu chun? (b) Nu mun t l ph phm (sn phm khng t tiu chun) ca nh my khng qu 5% th nh my phi qui nh sai s cho php l bao nhiu?
3.26. Nhng tay n bng thp c sn xut vi ng knh qui nh l 5 cm, nhng chng s c chp nhn nu c ng knh trong khong t 4,95 cm n 5,05 cm. X nghip sn xut nhn thy, trong mt thi gian di, 4% sn phm b loi v c ng knh nh hn qui nh v 4% b loi do ln hn qui nh. Nu ng knh ca tay n tun theo lut phn phi chun, hy tnh lch chun ca phn phi. 3.27. Tui th ca mt loi bnh c quy xe hi tun theo lut phn phi chun vi trung bnh 24 thng v lch chun 6 thng. Mt bnh c quy mang li li nhun cho x nghip sn xut 20 (ngn ng) nu n c tui th hn 30 thng, li nhun 10 (ngn ng) nu n c tui th t trn 18 n 30 thng, v l 5 (ngn ng) nu n b hng trong 18 thng u s dng. Tm li nhun trung bnh do mi c quy mang li cho x nghip. 3.28. Mt my sn xut nhng dy in tr c in tr trung bnh 50 ohms vi lch chun 2 ohms.
(a) Gi s phn phi xc sut ca in tr l phn phi chun, tm t l cc dy in tr c in tr khng ln hn 47,5 ohms. (b) Tnh cc gii hn a v b, cch u hai bn trung bnh, sao cho x nghip sn xut c th tuyn b rng, ni chung, khng c nhiu hn mt dy in tr, trong 500 dy in tr, ngoi gii hn trn.
3.29. Mt x nghip sn xut nhng ng kim loi c chiu di trung bnh 50 cm v lch chun 1 cm. Gi s phn phi ca chiu di l phn phi chun.
(a) Tnh t l nhng ng c chiu di vt qu 50 cm trong s nhng ng c chiu di ln hn 49 cm. (b) Nu 5 ng c chn ngu nhin, th xc sut trong s khng c nhiu hn mt ng c chiu di ln hn 49 cm l bao nhiu?
Chng 3
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3.30. Ngi ta ni rng bin ngu nhin lin tc X c Phn phi m nu X c hm mt f nh bi:
0 f ( x) = x .e
nu nu
x < 0 x 0
(a) Tm k vng v lch chun ca X (b) Xc nh hm phn phi ca X. Ngi ta chng minh c rng: Nu s ln xut hin ca mt bin c trong mt khong thi gian cho trc tun theo lut phn phi Poisson vi k vng , th khong thi gian gia hai ln xut hin lin tip ca bin c y tun theo lut phn phi m vi k vng 1 . Ni chung, phn phi m c dng m t qui lut ca khong thi gian gia hai ln xut hin mt bin c nh khong thi gian nhn vin bn sch phc v mt ngi n mua sch, khong thi gian gia hai ln c s c ca mt ci my, khong thi gian gia hai bnh nhn n khm ti mt trm y t, v.v, . . .
3.31. Ti mt trm cp cu, s bnh nhn n trong mt ngy l bin ngu nhin tun theo lut phn phi Poisson vi k vng bng 2. Trm c 4 ging. Tnh xc sut
(a) (b) trm b qu ti trong mt ngy. khong thi gian gia hai bnh nhn n nh hn 2/3 ngy.
3.32. Thi gian i t nh n trng ca sinh vin A l mt bin ngu nhin tun theo lut phn phi chun. Bit rng 65% s ngy A n trng mt hn 20 pht, v 8% s ngy mt hn 30 pht.
(a) Nu A xut pht t nh trc gi vo hc 25 pht th xc sut A mun gi hc l bao nhiu? (b) A cn phi xut pht t nh trc gi vo hc bao nhiu pht kh nng b mun gi hc b hn 0,02?
3.33. Mt trang tri nui g v heo. Khi xut chung, sc nng mt con g l bin ngu nhin X c phn phi N(3,2 kg; 0,04); sc nng mt con heo l bin ngu nhin Y c phn phi N(100 kg; 25).
G c sc nng khng di 3,37 kg, gi l g loi A, c bn vi gi 70.000/con; g khng phi loi A c bn vi gi 55.000/con. Heo c sc nng khng di 102,62 kg, gi l heo loi A, c bn vi gi 2.000.000/con; heo khng phi loi A c bn vi gi 1.700.000/con. Mt ngi dn mua 3 con g v 2 con heo. (a) Tm lut phn phi xc sut ca s tin ngi y phi tr. (b) Tm s tin phi tr nhiu kh nng nht, s tin phi tr trung bnh, v phng sai ca s tin phi tr.
Chng 3
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3.34. Sn phm ca mt nh my c ng thnh tng hp, mi hp cha 10 sn phm. Gi X l bin ngu nhin ch s sn phm loi 1 c trong hp.Cho bit X c phn phi xc sut nh sau:
xi P(X = xi) 7 0,2 8 0,3 9 0,3 10 0,2
Tin hnh kim tra 300 hp theo cch sau: T mi hp chn ngu nhin ra 3 sn phm; nu c t nht 2 sn phm loi 1 th nhn hp . (a) Tnh xc sut c t nht 275 hp c nhn. (b) Tm s hp c nhn nhiu kh nng nht.
3.35. C hai kin hng, mi kin c 5 sn phm. Kin th nht c hai sn phm loi A. Kin th hai c 3 sn phm loi A. Ly ngu nhin 1 sn phm t kin th nht b vo kin th hai; sau , ly 2 sn phm t kin th hai b vo kin th nht. Sau cc bc xo trn :
(a) Tm qui lut phn phi xc sut cho s sn phm loi 1 c trong kin th nht. (b) Chn ngu nhin 1 kin, ri t kin , ly ngu nhin ra mt sn phm. Tnh xc sut sn phm ny l loi A. (c) Chn ngu nhin 1 kin, ri t kin , ly ngu nhin ra mt sn phm th c sn phm loi A. By gi, cng t kin , ly tip mt sn phm na, tnh xc sut sn phm ny l lai A.
3.36. Mt my m gn mt ngun phng x sao cho xc sut mt ht pht ra t ngun phng x c ghi li trong my m bng 10- 4. Gi s rng trong thi gian quan st c 40.000 ht c pht ra t ngun phng x.
(a) Tnh xc sut my m (i) (ii) ghi c trn 7 ht; ghi c ng 5 ht;
(iii) khng ghi c ht no. (b) Tnh s ht t nht m ngun phng x cn pht ra sao cho, vi xc sut ln hn 0,945, my m ghi c khng t hn 4 ht.
Chng 3
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My tnh ngng lm vic nu c t nht hai bng bn dn b hng. Tnh xc sut my tnh ngng lm vic, bit rng cc bng hng hay tt c lp vi nhau.
3.38. Nng sut la ca mt vng l mt BNN c phn phi chun, vi k vng l 50 t/ha v lch chun l 3,6 t/ha. Tnh xc sut gt ngu nhin 10 tha rung ca vng (mi tha c din tch 1 ha) th c 6 tha rung c nng sut sai lch so vi nng sut trung bnh khng qu 0,5 t/ha. 3.39. Thi gian bo hnh sn phm c qui nh l 3 nm. Nu bn c mt sn phm th ca hng li 150 ngn ng, nhng nu sn phm b hng trong thi gian bo hnh th ca hng phi chi 500 ngn ng cho vic bo hnh. Bit rng tui th ca sn phm l BNN c phn phi chun vi tui th trung bnh l 4,2 nm v lch chun l 1,8 nm.
(a) Tm s tin li m ca hng hy vng thu c khi bn mi sn phm. (b) Nu mun s tin li trung bnh cho mi sn phm l 50 ngn ng th phi qui nh thi gian bo hnh l bao nhiu?
3.40. Mt hc sinh thy rng: Trong mt ngy, thi gian t hc nh ca em l mt BNN c phn phi chun vi trung bnh 2,2 gi v lch chun 0,4 gi; thi gian gii tr l mt BNN c phn phi chun vi trung bnh 2,5 gi v lch chun 0,6 gi. H s tng quan gia thi gian hc v thi gian gii tr l 0,5. Phn phi xc sut ng thi ca chng c phn phi chun hai chiu. Tnh xc sut
(a) Tng s thi gian hc v thi gian chi trong mt ngy ln hn 5 gi. (b) Thi gian hc ln hn thi gian chi.
3.41. Gi s rng khi lng hnh khch i my bay l mt BNN c phn phi chun vi k vng 74kg v khi lng hnh l mang theo l mt BNN c phn phi chun vi k vng 20kg. Phn phi ng thi ca chng l phn phi chun hai chiu.
Bit rng c 10% hnh khch c khi lng ln hn 85kg; c 20% hnh khch c hnh l nng hn 24kg v c 10% hnh khch m tng khi lng ca h vi hnh l mang theo ln hn 108kg. Tm h s tng quan gia khi lng hnh khch v khi lng hnh l mang theo.
3.42. Khi lng mi bao go (n v kg) do my ng bao th nht thc hin l mt BNN c phn phi N(50; 0,04); do my ng bao th hai thc hin l mt BNN c phn phi N(50; 0,16). Mt bao go c gi l loi I nu n c khi lng khng di 49,8kg. Mt l hng gm 10000 bao go, trong c 6000 bao do my th nht v 4000 do my th hai thc hin.
Ly ngu nhin khng hon li t l hng ra 100 bao kim tra. Nu thy c t 80 bao loi I tr ln th nhn l hng; nu thy c t 50 bao loi I tr xung th khng nhn. Nu s bao loi I trong khong [51, 79] th ly tip t l hng mt mu khc gm 50 bao kim tra; v l hng ch c nhn nu trong s c 35 bao loi I tr ln. Tnh xc sut l hng c nhn.
Chng 3
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3.43. Tui th ca mt loi sn phm do cng ty A sn xut l BNN tun theo lut phn phi chun vi trung bnh 1000 gi v lch chun 10 gi. Thi gian bo hnh sn phm l 980 gi.
(a) Tnh t l sn phm phi bo hnh. (b) Mt sn phm c bn ra, cng ty li 50.000, nhng nu sn phm b hng th chi ph bo hnh l 500.000. Tnh tin li trung bnh khi bn c mt sn phm. (c) Nu mun t l bo hnh l 1% th phi qui nh thi gian bo hnh l bao nhiu? (d) Nu thi gian bo hnh khng i (980 gi) nhng cng ty li mun gim t l bo hnh xung mc 1% th phi nng cht lng sn phm bng cch nng tui th trung bnh ca sn phm ln bao nhiu gi?
3.44. Thi gian my M sn xut ra mt sn phm S l mt bin ngu nhin tun theo lut phn phi chun. Sau nhiu ln quan st, ngi ta thy rng: Thi gian sn xut S mt hn 2 gi chim t l 15,87% v mt hn 2,5 gi chim t l 2,28%.
(a) Tm khong thi gian cn thit, hu nh chc chn, sn xut mt sn phm S. (b) My M phi bt u sn xut mt sn phm S trc gi giao hng bao nhiu gi kh nng b tr hn giao hng khng qu 1,97%?
XS
TK
2008