Bi tp Xc sut - Thng k

Chng 1 i cng v Xc sut

Bi tp 1.1. Bn 3 vin n vo mt bia. Gi Ai : Vin n th i trng bia (i = 1, 2, 3). Hy biu din cc bin c sau a. C ng 1 vin n trng bia. b. C t nht 2 vin trng bia. c. C 3 vin u khng trng bia. Bi tp 1.2. Kim tra theo th t mt l hng gm N sn phm. Cc sn phm u thuc mt trong 2 loi: tt hoc xu. K hiu Ak (k = 1, 2, . . . , N ) l bin c ch sn phm kim tra th k thuc loi xu. Vit bng k hiu cc bin c sau y a. C N sn phm u xu. b. C t nht mt sn phm xu. c. m sn phm u l tt, cc sn phm cn li l xu. d. Cc sn phm theo th t chn l xu, th t l l tt. e. Khng gian cc bin c s cp c bao nhiu phn t. Bi tp 1.3. Thang my ca mt ta nh 7 tng, xut pht t tng mt vi 3 ngi khch. Tnh xc sut : a. Tt c cng ra tng bn. b. Tt c cng ra mt tng. c. Mi ngi ra mt tng khc nhau. Bi tp 1.4. Mt l hng gm 1000 sn phm, trong c 30 sn phm xu. Ly ngu nhin 1 sn phm t l hng. a. Tm xc sut sn phm ly ra l sn phm tt. b. Ly ngu nhin (1 ln) 10 sn phm t l hng. Tm xc sut trong 10 sn phm ly ra c ng 8 sn phm tt. 1

Bi tp 1.5. Hai ngi nm bng r, mi ngi nm 3 qu. Xc sut nm trng r ca h ln lt l 0, 7 v 0, 8. Tnh xc sut sao cho: a. Hai ngi bng im nhau. b. Ngi th nht hn im ngi th hai. Bi tp 1.6. Hp I ng 30 bi trng, 7 bi , 15 bi xanh. Hp II cha 10 bi trng, 6 bi v 9 bi xanh. Ly ngu nhin t mi hp 1 bi. Tm xc sut 2 bi ly ra cng mu. Bi tp 1.7. Mt cuc kho st 1000 ngi v hot ng th dc thy c 80% s ngi thch i b v 60% thch p xe v bui sng, v tt c mi ngi u tham gia t nht mt trong hai hot ng trn. Chn ngu nhin mt ngi, hi xc sut gp c ngi thch i xe p m khng i b l bao nhiu? Bi tp 1.8. Ngi ta thc hin kho st trn mt s lng ln nhng ngi n ng trn 50 tui mt thnh ph cho kt qu sau - T l n ng b bnh tiu ng l 0.02. - T l n ng b bnh tim l 0.03. - T l khng b bnh tim ln tiu ng l 0.96. Hy tm t l n ng b c hai loi bnh trn. Bi tp 1.9. Mt ci my c hai thnh phn hot ng c lp nhau, my b h nu mt trong hai thnh phn b h. Bit rng xc sut thnh phn th hai b h gp i thnh phn th nht v hai thnh phn hot ng c lp nhau. Nu xc sut b h ca my l 0.28, tm xc sut thnh phn th nht b h. Bi tp 1.10. Mt hp thuc c 5 ng thuc tt v 3 ng thuc km cht lng. T hp , chn ngu nhin ln lt khng tr li 2 ng. Tm xc sut a. C hai ng thuc chn c u tt. b. Ch ng thuc chn ra trc l tt. c. Trong hai ng thuc chn c c t nht mt ng thuc tt. Bi tp 1.11. Mt hp gm 5 bi , 4 bi trng v 3 bi xanh c cng kch thc v trng lng. T hp ta rt ngu nhin khng hon li tng bi mt cho n khi gp c bi th dng li. Tm xc sut a. c 2 bi trng, 1 bi xanh v 1 bi . b. Khng c bi trng no c rt ra. Bi tp 1.12. Mt l hng c 100 sn phm, trong c 6% l ph phm; mt khc hng trc khi mua l hng chn cch kim tra nh sau: chn ngu nhin ln lt 4 sn phm ra kim tra (khng hon li). Nu thy c bt k ph phm no th tr li l hng. Tnh xc sut khch hng chp nhn mua l hng. 2

Bi tp 1.13. Mt hp gm 9 qu bng, mi ln chi ngi ta ly ra 3 qu v khi chi xong li b vo hp. Tm xc sut sau ba ln ly bng ra chi cc bng u c s dng. Bi tp 1.14. Mt hp ch 10 qu cu c nh s t 1 n 10. Chn ngu nhin mt qu cu t hp. Gi R l bin c chn c qu cu c s chn, S l bin c chn c qu cu c s 6 v T l bin c chn c qu cu c s 4. Hy xt s c lp ca cc cp bin c (R, S ), (R, T ) v (S, T ) ? Bi tp 1.15. Mt ngi mua s s co, ngi mua lin tip tng v x s cho n khi no c v trng thng th dng. Tm xc sut sao cho ngi mua n v th 4 th dng bit rng xc sut trng thng ca mi ln mua l nh nhau v bng 0.01. Bi tp 1.16. Mt nghin cu y hc ghi nhn 937 ngi cht trong nm 1999 c: + 210 ngi cht do bnh tim. + 312 ngi c b hoc m c bnh tim. Trong 312 ngi ny c 102 ngi cht do bnh tim. Chn ngu nhin 1 ngi trong 937 ngi cht ny, th xc sut ngi ny cht do bnh tim bng bao nhiu, bit rng ngi ny c b hoc m b bnh tim. Bi tp 1.17. Xt khng gian bin c s cp gm 3 bin c A, B, C , bit P (A) = 0.6, P (B ) = 0.5, P (C ) = 0.4, P (A B ) = 1, P (A C ) = 0.7, P (B C ) = 0.7. Tnh P (A B C |(A B ) (A C ) (B C )). Bi tp 1.18. Xt E1 , E2 , E3 l 3 bin c tha P (E1 |E2 ) = P (E2 |E3 ) = P (E3 |E1 ) = p, P (E1 E2 ) = P (E1 E3 ) = P (E 2 E3 ) = r, v P (E1 E2 E3 ) = s. Hy tm xc sut c t nht mt bin c xy ra. Bi tp 1.19. Hc k ny mt sinh vin c thi mn l thuyt xc sut v thng k ton 3 ln. Xc sut mt sinh vin thi ln th nht l 0.5. Nu thi trt ln th nht th xc sut thi ln th 2 l 0.7. Cn nn thi trt c 2 ln u th xc sut thi ln th 3 l 0.9. Tm xc sut sinh vin trn thi hc k ny. Bi tp 1.20. Trong mt k thi trc nghim, mi cu hi c 5 p n trong ch c 1 p n ng. Xc sut sinh vin bit cu tr li ng l 0.8. Mt sinh vin bit tr li ng cu hi th anh ta chn c p n ng, nu khng bit tr li th anh ta ch mt p n no . Tm xc sut : a. Anh ta chn c p n ng. b. Gi s cu hi chn ngu nhin c anh ta chn p n ng. Tm xc sut anh ta tht s bit cu tr li cho hi . Bi tp 1.21. Ngi ta bit rng mt cp tr sinh i c th l mt cp sinh i cng trng hoc mt cp sinh i khng cng trng. Mt cp sinh i cng trng nhng a tr bao gi cng cng gii tnh; cn sinh i khc trng th xc sut chng cng gii tnh l 0,5. Gi s cp tr sinh i cng trng vi xc sut l p. Tm xc sut cp tr sinh i cng gii tnh l cp sinh i cng trng. 3

Bi tp 1.22. C 3 ca hng I, II, v III cng kinh doanh sn phm Y. T l sn phm loi A trong 3 ca hng I, II, III ln lt l 70%, 75% v 50%. Mt khch hng chn ngu nhin 1 ca hng v t mua mt sn phm. a. Tnh xc sut khch hng mua c sn phm loi A. b. Gi s khch hng mua c sn phm loi A. Hi kh nng ngi khch hng y chn ca hng no l nhiu nht. Bi tp 1.23. 60% s ngi mi hc li xe c bng li xe. Bit rng trong nm u tin li xe, xc sut ngi khng c bng li gy tai nn l 0.08 v xc sut ngi c bng li gy tai nn l 0.05. Nu mt ngi mi li xe khng gy tai nn trong nm u tin, xc sut anh ta c bng li l bao nhiu? Bi tp 1.24. Ti mt trung tm xt nghim, bit rng kt qu xt nghim mt ngi mc bnh chnh xc vi xc sut l 0.85. Tuy nhin, sai st trong kt qu l 0.01 tc l nu mt ngi khng mc bnh i xt nghim m kt qu kt lun ngi mc bnh vi xc sut l 0.1. Bit rng 1% dn s b mc bnh, hi xc sut mt ngi khe mnh i xt nghim cho kt qu b bnh l bao nhiu? Bi tp 1.25. Mt nh my sn xut mt chi tit ca my vi tnh c t l sn phm t tiu chun cht lng l 85%. Trc khi xut xng ngi ta dng mt thit b kim tra kt lun sn phm c t yu cu cht lng hay khng. Thit b ny c kh nng pht hin ng sn phm t tiu chun vi xc sut l 0, 9 v pht hin ng sn phm khng t tiu chun vi xc sut l 0, 95. Tnh xc sut mt sn phm c chn ngu nhin sau khi kim tra: a. c kt lun l t tiu chun th li khng t tiu chun. b. c kt lun ng vi thc cht ca n. c. c kt lun l t tiu chun.

Chng 2 Bin ngu nhin v cc phn phi xc sut thng gp

Bi tp 2.1. Cho bin ngu nhin ri rc X c bng phn phi xc sut cho bi bng sau X P 2 1/8 1 2/8 0 2/8 1 2/8 2 1/8

a. Tm hm phn phi xc sut F (x). b. Tnh P (1 X 1) v P X 1 hoc X = 2 . c. Lp bng phn phi xc sut ca bin ngu nhin Y = X 2 . Bi tp 2.2. Mt nhm 10 ngi gm 4 nam, 6 n. Chn ngu nhin ra 3 ngi. Gi X l s n trong nhm ngi c chn. a. Lp bng phn phi xc sut ca X . b. Tm hm phn phi xc sut F (x). c. Tnh E (X ), V ar(X ), mod(X ). Bi tp 2.3. Tung ng xu 4 ln, nu sp th c c 1 ng, nga th thua 1 ng. Gi X l s tin thu c sau 4 ln tung. Tnh E (X ), V ar(X ). Bi tp 2.4. Cho X v Y l hai bin ngu nhin c lp v c phn phi xc sut tng ng l X P 1 0.2 0 0.3 1 0.3 2 0.2 Y P 1 0.3 0 0.4 1 0.3

Tm phn phi xc sut X + Y . Tnh k vng, phng sai ca X + Y .

Bi tp 2.5. C hai thng thuc A v B, trong : - Thng A c 20 l gm 2 l hng v 18 l tt, - Thng B c 20 l gm 3 l hng v 17 l tt. a. Ly mi thng 1 l. Gi X l s l hng trong hai l ly ra. Lp bng phn phi xc sut cho X . b. Ly thng B ra 3 l. Gi Y l s l hng trong 3 l ly ra. Lp bng phn phi xc sut cho Y . Bi tp 2.6. Mt nh u t c 3 d n. Gi Xi (i = 1, 2, 3) l s tin thu c khi thc hin d n th i (gi tr m ch s tin b thua l). Qua nghin cu, nh u t thu c s liu nh sau (v tnh: 10 triu ng): Xi PX1 Xi PX2 Xi PX3 -20 0.3 -20 0.4 -25 0.2 30 0.2 -10 0.2 -30 0.3 60 0.5 100 0.4 80 0.5

Nh u t nn chn d n no? Ti sao? Bi tp 2.7. Xt X l bin ngu nhin ri rc c hm xc sut f (x) = 2 3x khi x = 1, 2, 3, . . .

a. Lp bng phn phi xc sut cho X . b. Tnh xc sut X nhn gi tr chn. Bi tp 2.8. Xt bin ngu nhin Y c hm mt xc sut f (y ) = 20000 (100 + y )3 khi y > 0

a. Chng t rng f tha iu kin ca mt hm mt . b. Tnh P (Y > t) vi t > 0. c. Tnh P (Y > t + y |Y > t) vi t > 0. Bi tp 2.9. Bin ngu nhin X c hm mt f (x) cho nh sau f ( x) = kx(2 x) 0 khi 1 < x < 2 ni khc

a. Xc nh gi tr ca k f (x) l hm mt ca bin ngu nhin X . Vi k va tm c tnh k vng v phng sai ca bin ngu nhin X . b. Tm hm phn phi F (x) ca bin ngu nhin X . c. Tm hm phn phi G(y ) ca bin ngu nhin Y = X 3 . Bi tp 2.10. Bin ngu nhin lin tc X c hm mt f (x) = ex 0 khi x > 0 khi x 0

a. Tnh P (X 3). b. Tm gi tr ca a sao cho P (X a) = 0, 1. c. Xc nh hm phn phi v mt xc sut ca bin ngu nhin Y = Bi tp 2.11. Bin ngu nhin lin tc X c hm mt xc sut f (x) = 3 x(2 x) 4 0 khi 0 x 2 ni khc X.

a. Xc nh hm phn phi xc sut F (x) ca bin ngu nhin X . b. Tnh E(X ), Var (X ) v trung v ca bin ngu nhin X . c. t Y = X , xc nh hm phn phi v hm mt xc sut ca bin ngu nhin Y . Bi tp 2.12. Tui th ca mt loi cn trng no l mt bin ngu nhin lin tc X (n v thng) c hm mt f (x) = kx2 (4 x) 0 khi 0 x 4 ni khc

a. Tm hng s k . b. Tm F (x). c. Tm E (X ), Var (X ) v M od(X ). d. Tnh xc sut cn trng cht trc mt thng tui. Bi tp 2.13. Bin ngu nhin lin tc X c hm mt f (x) = kx2 e2x 0 khi x 0 ni khc

a. Tm hng s k . b. Tm hm phn phi xc sut F (x). c. Tm E (X ), Var (X ) v M od(X ). Bi tp 2.14. Mt mu gm c 4 bin ngu nhin c lp X1 , X2 , X3 , X4 . Mi bin ngu nhin Xi , i = 1, . . . , 4 c hm mt nh sau f (x) = 2x khi 0 < x < 1 0 ni khc

t Y = max{X1 , X2 , X3 , X4 } v Z = min{X1 , X2 , X3 , X4 }. Tm hm mt ca Y v Z. Bi tp 2.15. Trong mt thnh ph, thit hi hng nm do thin tai, ha hon v trm cp l cc bin ngu nhin c lp c hm mt xc sut nh sau Thin tai f ( x) ex Ha hon Trm cp
2e2x/3 3 5e5x/12 12

Tnh xc sut thit hi ln nht trong s cc thit hi trn vt qu 3. Bi tp 2.16. Mt dy chuyn c 7 thnh phn, tui th ca mi thnh phn l cc bin ngu nhin c lp v c cng phn phi vi hm mt xc sut f (x) =
3 x4

khi x > 1 ni khc

Dy chuyn ngng hot ng khi t nht mt trong 7 thnh phn b h. Tnh thi gian hot ng trung bnh (cho n khi ngng hot ng) ca dy chuyn. Bi tp 2.17. An v Bnh hai ngi cng i thi. Bi thi trc nghim gm 5 cu, mi cu c 5 p n v ch c 1 p n ng. Do cha hc bi nn An v Bnh chn cc p n mt cch ngu nhin. a. Xc sut An lm ng ht 5 cu l bao nhiu? b. Xc sut hai ngi c s cu lm ng nh nhau l bao nhiu? Bi tp 2.18. Trong mt h thng, xc sut mt ci my b h trong mt ngy bt k l 0.2 v c lp vi cc ngy khc. Mt ci my ch c th h mt ln trong mt ngy. Hi trong 10 ngy, kh nng mt ci my b h t nht 2 ln l bao nhiu? Bi tp 2.19. Mi khch ung cafe ti qun cafe ng H mi ngy u c pht ngu nhin mt v bc thm, xc sut khch hng trng thm l 0.1. Nu khch hng trng thm lin tc trong nm ngy (t th hai n th su) th s c nhn 100$. An ung cafe lin tc ti qun ny 4 tun lin tip. Gi X l s tin An c thng khi bc thm. Tnh EX, V arX .

Bi tp 2.20. Mt cng ty bo him c 5 hp ng bo him nhn th c lp nhau trong mt nm. Gi tr mi hp ng l 100, 000$. Xc sut cng ty phi tr tin bi thng cho mi hp ng trong nm l 0.2. Hy tm xc sut m cng ty phi tr nhiu s tin bi thng trung bnh tng cng cho c 5 hp ng. Bi tp 2.21. Mt cng ty lp 1 qu gm 120 triu khen thng cho 20 nhn vin c thnh tch cao sau 1 nm lm vic. Mi nhn vin t c thnh tch cao s nhn c 1 s tin bng C v phi c thng bo vo u nm. Bit rng xc sut mi nhn vin t c thnh tch cao trong nm lm vic bng 2% v c lp vi cc nhn vin khc. Xc nh gi tr ln nht ca C sao cho kh nng vt qu chi tr ca qu khen thng thp hn 1%. Bi tp 2.22. Mt trung tm bu in nhn c trung bnh 300 ln gi in thoi trong 1 gi. Tm xc sut trung tm ny nhn c ng 2 ln gi trong 1 pht. Bi tp 2.23. Cng ty bo him s dng phn phi Poisson vi trung bnh l 4 cho s yu cu bo hnh hng thng ca mt sn phm. Mi yu cu bo hnh s c cng ty tr 1 khon bi thng. Tm xc sut s khon bi thng t hn s yu cu bo hnh trung bnh cng vi lch tiu chun. Bi tp 2.24. Xt X l bin ngu nhin c phn phi Poisson vi trung bnh . Hy tnh gi tr ca nu P (X = 1|X 1) = 0.8. Bi tp 2.25. Mt ca hng cho thu xe -t nhn thy rng s ngi n thu xe -t vo ngy th by l mt i lng ngu nhin X c phn phi Poisson vi tham s = 2. Gi s ca hng c 4 chic xe. Tnh xc sut a. Tt c 4 xe u c thu. b. Khng phi tt c 4 xe u c thu. c. Ca hng khng p ng c yu cu. d. Ca hng cn t nht bao nhiu xe -t xc sut khng p ng c yu cu thu b hn 2%. Bi tp 2.26. Xt X l bin ngu nhin c phn phi Poisson vi E(X ) = ln(2). Tnh E (cos(X )). Bi tp 2.27. Xc sut mt ngi gp phn ng khi tim huyt thanh l 0,001. Tm xc sut sao cho trong 2000 ngi c a. ng 3 ngi b phn ng. b. C nhiu hn 2 ngi. Bi tp 2.28. Nu X c phn phi u trn [0, 10]. Tnh P X +
10 X

>7 .

Bi tp 2.29. Ba vn ng vin tham gia mt cuc thi in kinh, th loi 1000 m. Thi gian hon thnh ng ua ca mi vn ng vin l mt bin ngu nhin. Gi Xi , i = 1, 2, 3 (v: pht) l thi gian hon thnh ng ua ca ngi th i. X1 : c phn phi u trn [2.9, 3.1] X2 : c phn phi u trn [2.7, 3.1] X3 : c phn phi u trn [2.9, 3.3] Cc bin ngu nhin X1 , X2 , X3 c lp vi nhau. 9

a. Tnh xc sut thi gian ca ngi v ch sm nht t hn 3 pht. b. Tnh xc sut thi gian ca ngi v ch tr nht t hn 3 pht. Bi tp 2.30. Chi ph u t cho mt ci my l 3000$. Bit tui th ca my tun theo phn phi chun vi tui th trung bnh bng 3 nm. Nh sn xut cung cp 2 loi bo hnh. Loi I s tr 3000$ nu my b h trong nm u tin, 2000$ nu my b h trong nm th hai v 1000$ nu my b h trong nm th ba v khng chi tr t nm th ba tr i. Loi II s tr mt khon tin l 3000 et $ nu my b hng ti nm th t (tnh t thi im mua). Hy tnh s tin bo hnh trung bnh m nh sn xut phi tr theo tng loi hp ng trn. Bi tp 2.31. Xt X l bin ngu nhin lin tc c hm mt xc sut 1 2 f (x) = ex /2 , 2 Tnh E (X |X 0). Bi tp 2.32. Trng lng ca con cu l mt i lng ngu nhin c phn phi chun vi gi tr trung bnh l 25 kg v lch tiu chun l 4 kg. Chn ngu nhin 1 con cu. Tnh xc xut con cu c chn c trng lng a. Nng hn 30 kg. b. Nh hn 18 kg. c. Ln hn 20 kg v b hn 27 kg. Bi tp 2.33. Tui th ca mt loi sn phm l bin ngu nhin phn phi theo quy lut chun vi tui th trung bnh l 11 nm v lch tiu chun l 2 nm. a. Nu nh sn xut quy nh thi gian bo hnh l 10 nm th t l sn phm bo hnh l bao nhiu? b. Nu mun t l sn phm bo hnh l 10% th phi quy nh thi gian bo hnh l bao nhiu nm? Bi tp 2.34. Mt ngi cn nhc gia vic mua c phiu ca cng ty A v cng ty B hot ng hai lnh vc c lp nhau. Bit li sut c phiu (tnh bng %) ca hai cng ty l cc i lng ngu nhin phn phi theo quy lut chun vi cc tham s c trng nh sau Cng ty A Cng ty B Trung bnh 12 11 lch tiu chun 3.5 2.8 < x < +

a. Nu ngi mun t li sut ti thiu l 10% th nn mua c phiu ca cng ty no? b. Nu ngi mun hn ch ri ro bng cch mua c phiu ca c hai cng ty th nn mua theo t l bao nhiu mc ri ro v li sut l nh nht? 10

Bi tp 2.35. Hai dng c khc nhau c s dng o chiu cao h ca mt ci thp. Sai s khi o bng dng c th nht c phn phi chun vi trung bnh 0 v lch chun 0.0056h. Sai s khi o bng dng c th hai c phn phi chun vi trung bnh 0 v lch chun 0.0044h. Gi s vic o chiu cao thp thc hin bi hai dng c c lp vi nhau. Xc sut tr tuyt i ca sai s trung bnh khi o bi hai dng c b hn 0.005h bng bao nhiu? Bi tp 2.36. Xc sut sinh con trai l 0.51. Kho st 1000 ca sinh (mi ca sinh 1 con) trong bnh vin, xc sut s ca sinh con trai t hn con gi l bao nhiu? Bi tp 2.37. Trng lng ca mt loi sn phm c quan st l i lng ngu nhin c phn phi chun vi trung bnh 50 kg v lch tiu chun l 10 kg. Nhng sn phm c trng lng t 45 kg n 70 kg c xp vo loi A. Chn ngu nhin 100 sn phm (trong rt nhiu sn phm). Tnh xc sut a. C ng 70 sn phm loi A. b. C khng qu 60 sn phm loi A. c. C t nht 65 sn phm loi A. Bi tp 2.38. Sn phm do mt nh my sn xut c ng thnh tng kin. Mi kin 10 sn phm, trong c 6 sn phm tt v 4 sn phm xu. Khch hng chn cch kim tra nh sau: t mi kin chn ngu nhin 3 sn phm; nu thy c t nht 2 sn phm tt th nhn kin , ngc li th loi kin . Kim tra 140 kin hng trong s rt nhiu kin. Tnh xc sut c a. 93 kin c nhn. b. T 90 n 110 kin c nhn.

11

Chng 3 Vect ngu nhin

Bi tp 3.1. Vct ngu nhin ri rc (X, Y ) c phn phi ng thi cho bng 3.1. Xc nh phn phi l ca bin ngu nhin X v Y
HH HH Y H H

1 16/136 5/136 9/136 4/136

2 3/136 10/136 6/136 15/136

3 2/136 11/136 7/136 14/136

4 13/136 8/136 12/136 1/136

1 2 3 4

Bng 3.1 Bi tp 3.2. Phn phi xc sut ng thi ca vct ngu nhin ri rc (X, Y ) cho bi bng 3.2
HH HH Y X HH

0 ... ... 1/6

1 ... 1/2 2/3

2 ... ... 1/6

P (X = x) 1/2 1/2 1

-1 1 P (Y = y )

Bng 3.2 a. Hon thnh bng phn phi. b. Xt tnh c lp gia X v Y . c. Xc nh E(XY ), Var(X + Y ) v Var(X Y ).

12

Bi tp 3.3. Phn phi l ca cc bin ngu nhin X v Y cho nh bng 3.3 Cho bit
HH HH Y X HH

1 ... ... ... ... ... 2/14

2 ... ... ... ... ... 5/14

3 ... ... ... ... ... 4/14

4 ... ... ... ... ... 2/14

5 ... ... ... ... ... 1/14

P (X = x) 5/14 4/14 2/14 2/14 1/14 1

1 2 3 4 5 P (Y = y )

Bng 3.3 gi tr xc sut ng thi P (X = x, Y = y ) l 0 hoc 1/14. Xc nh phn phi ng thi ca vct ngu nhin (X, Y ). Bi tp 3.4. Cho l mt s thc, xc sut ng thi P (X = x, Y = y ) ca vct ngu nhin ri rc (X, Y ) cho bi bng 3.4
HH H HH H

-1 +
1 8 1 16 1 16 1 4

0
3 16 1 16 1 4

1 0
1 8

4 5 6

Bng 3.4 a. Xc nh gi tr ca . b. C gi tr no X v Y c lp. Bi tp 3.5. Mt xt nghim cho bnh B cho hai kt qu: 1 nu pht hin ra bnh v 0 nu khng pht hin ra bnh. Gi X l trng thi ngi i xt nghim (bnh hoc khng c bnh) v Y l kt qu xt nghim. Hm xc sut ng thi ca X v Y cho bi P (X = 0, Y = 0) = 0.800, P (X = 1, Y = 0) = 0.050 P (X = 0, Y = 1) = 0.025, P (X = 1, Y = 1) = 0.125 Tnh Var(Y |X = 1). Bi tp 3.6. Tui th (v: thng) ca hai thnh phn trong mt ci my c hm mt xc sut ng thi f (x, y ) =
6 (50 125000

x y ) khi0 < x < 50 y < 50 ni khc

Tnh xc sut c hai thnh phn tip tc hot ng thm 20 thng na tnh t by gi. 13

Bi tp 3.7. Gi s vct ngu nhin (X, Y ) c phn phi xc sut ng thi F (x, y ) = 1 e2x ey + e(2x+y) 0 khi x > 0, y > 0 ni khc

a. Xc nh hm phn phi xc sut l ca cc bin ngu nhin X v Y . b. Xc nh hm mt xc sut ng thi ca vct ngu nhin (X, Y ). c. Xt tnh c lp gia X v Y . Bi tp 3.8. Cho vct ngu nhin lin tc (X, Y ) vi hm mt xc sut ng thi f (x, y ) = 12 xy (1 + y ) 5 0 khi 0 x 1 v 0 y 1 ni khc

a. Tm xc sut P

1 1 1 2 X , Y . 4 2 3 3

b. Xc nh hm phn phi ng thi F (x, y ) ca vct ngu nhin (X, Y ) khi x, y thuc on [0, 1]. c. S dng cu b, tm hm phn phi l FX (x) ca bin ngu nhin X khi x thuc on [0, 1]. d. Xt tnh c lp gia X v Y . e. Tnh xc sut P (X < Y ). Bi tp 3.9. Hm mt ng thi ca vct ngu nhin (X, Y ) f (x, y ) = k (3x2 + 8xy ) 0 khi 0 x 1 v 0 y 2 ni khc

a. Xc nh k . b. Tnh xc sut P (2X Y ). c. Tm hm phn phi xc sut ng thi ca vct ngu nhin (X, Y ). d. Tm hm mt xc sut l ca X v Y . e. Tnh E(XY ) v (X, Y ). f. Tnh E (X 2 ) , E (Y 2 ) v E ([X + Y ]2 ).

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Bi tp 3.10. Vct ngu nhin (X, Y ) c hm mt xc sut ng thi f (x, y ) = k (x2 + y ) 0 khi 0 y 1 x2 ni khc

a. Xc nh hng s k . b. Tnh xc sut P 0 X 1 , P (Y X + 1) v P (Y X 2 ). 2

Bi tp 3.11. Cho hm mt ng thi ca vct ngu nhin (X, Y ) f (x, y ) = c(x + y 2 ) 0 khi 0 x 1 v 0 y 1 ni khc

a. Xc nh hng s c. b. Tm FX (x|y ) v tnh P X < 1 1 . Y = 2 2

Bi tp 3.12. Cho X, Y l hai bin ngu nhin c lp, chng minh rng E(XY ) = E(X )E(Y ) Bi tp 3.13. Chng minh cng thc tnh hip phng sai. Bi tp 3.14. Cho hai bin ngu nhin X v Y so cho E(X ) = 2, E(Y ) = 3, Var(X ) = 4

a. Tnh E (X 2 ). b. Tnh E (2X 2 + Y ). Bi tp 3.15. Xt X v Y l cc bin ngu nhin c hm mt xc sut ng thi f (x, y ) = Tnh Cov (X, Y ). kx khi 0 < x < 1, 0 < y < 1 0 ni khc

15

Chng 4 Thng k m t v c lng tham s

Bi tp 4.1. Xt mt tng th c phn phi chun vi phng sai 2 bit, hi: a. tin cy ca khong tin cy x 2.14/ n x + 2.14/ n l bao nhiu? b. tin cy ca khong tin cy x 2.49/ n x + 2.49/ n l bao nhiu? c. tin cy ca khong tin cy x 1.85/ n x + 1.85/ n l bao nhiu? Bi tp 4.2. 100 mu nc c ly t cc h nc v o hm lng canxi (mg/l). Tnh c khong tin cy 95% cho hm lng canxi trung bnh l 0.49 0.82. a. Chiu di khong tin cy 99% c tnh t mu ny s di hay ngn hn KTC 95%? b. Xt pht biu sau: c 95% kh nng gi tr t 0.49 n 0.82. Pht biu ny ng khng? Gii thch? c. Xt pht biu sau: nu mt mu ngu nhin c n = 100 mu nc c chn v tnh c KTC 95% cho , qu trnh ly mu ny lp li 1000 ln, th khong 950 KTC s cha ? Pht biu ny ng khng? Gii thch? Bi tp 4.3. o ion Na+ trn mt s ngi v ghi nhn c kt qu nh sau (v: mEq/lt) 129 132 140 141 138 143 133 137 140 143 138 140 a. Tnh cc tham s mu. b. c lng hm lng ion Na+ trung bnh vi tin cy 95%. c. Nu mun sai s c lng khng qu 1 mEq/l vi tin cy 95% th phi quan st mu t nht bao nhiu ngi. 16

Bi tp 4.4. im thi mn Ton ca sinh vin mt trng i hc c lch chun l 11.3. Nu mt mu ngu nhin gm 81 sinh vin c im trung bnh l 74.6. Tm khong tin cy 90% cho im trung bnh mn Ton ca sinh vin trng i hc ny. Bi tp 4.5. Tui th (gi) ca loi bng n si t 75W tun theo phn phi chun vi = 25 gi. Mt mu gm 20 bng n c x = 1014 gi. a. Tm khong tin cy 95% cho tui th trung bnh ca loi bng n ny. b. Vi mu nh trn, lp khong tin cy cho tui th trung bnh bng n. Nu sai s c lng bng 15 th tin cy bng bao nhiu? Bi tp 4.6. o chiu cao (v: inch) ca nhng n sinh vin trong mt lp hc Ton, kt qu nh sau 62 68 69 64 66 64 66 65 70 67 65 68 61 65 68 69 65 67 62 65 67 68 65 63 67 65 66 68 64 67 64 67 67 63 67 66 65

a. Tnh cc tham s mu. b. V th Stem & leaf cho chiu cao. Nhn xt. c. Tnh 3 s phn v Q1 , Q2 v Q3 . V th Boxplot cho chiu cao. d. Tm khong tin cy 99% cho chiu cao trung bnh. Bi tp 4.7. Xt X1 , X2 , . . . , Xn l mt mu ngu nhin chn t tng th c phn phi n = n Xi /n l trung bnh tng chun vi k vng v phng sai bng 1. t X i=1 ng vi n phn t. n. a. Xc nh phn phi ca Xn+1 X n = 4, tm mt khong cha gi tr ca Xn+1 vi tin cy 90%. b. Nu X Bi tp 4.8. Cn mt s tri cy va thu hoch nng trng, thu c kt qu nh sau Trng lng X (g) S tri 200 - 210 12 210 - 220 17 220 - 230 20 230 - 240 18 240 - 250 15

a. V th histogram cho trng lng tri cy. b. Tnh cc tham s mu. c. c lng trng lng trung bnh ca tri cy nng trng vi tin cy 95%. d. Vi tin cy 95%, nu mun sai s c lng khng qu 2 g th phi quan st t nht bao nhiu trng hp.

17

e. Tri cy c trng lng t 230 g tr ln c xp vo loi A. Hy c lng t l tri cy loi A vi tin cy 95%. Nu mun sai s c lng khng qu 0.04 th phi quan st t nht bao nhiu trng hp. Bi tp 4.9. Ti mt vng rng nguyn sinh, ngi ta theo di 1 loi chim bng cch eo vng cho chng. Tin hnh eo vng cho 1000 con. Sau mt thi gian, bt li 400 con th thy 80 con c eo vng. Hy c lng s chim trong vng rng vi tin cy 90%. Bi tp 4.10. Chn ngu nhin 50 nn bo him t nhng ngi i xe my v kim tra chu lc ca nn. Sau khi kim tra thy c 18 nn b hng khi tc ng lc. a. Lp khong tin cy 95% cho t l nn bo him b hng. b. S dng gi tr c lng cho t l nn bo him b hng ca mu 50 nn bo him c chn. Hi cn phi kim tra t nht bao nhiu nn sai s c lng ca khong tin cy 95% b hn 0.02.

18

Chng 5 Kim nh gi thuyt thng k

Bi tp 5.1. Trong mt phn ng ha hc, ngi ta s dng mt cht lng lm cht xc tc. Yu cu ca phn ng i hi pH ca cht xc tc phi bng 8.20. Mt phng php c s dng o pH ca cht lng cho bit pH tun theo phn phi chun vi lch chun bng 0.02. o pH ca 10 mu cht lng cho kt qu 8.18 8.17 8.16 8.15 8.17 8.21 8.22 8.16 8.19 8.18

a. Cht lng c s dng c tha yu cu cho phn ng ha hc hay khng? Mc ngha 10%. b. Cho kt lun vi cu hi nh cu a. vi mc ngha 5%. Bi tp 5.2. Trng lng nhng con c hi ti mt trang tri nui c tun theo phn phi chun vi lch chun 0.544 kg. Ngi ch trang tri tuyn b rng trng lng trung bnh nhng con c hi trong nm nay thp nht l 3.447 kg. Chn ngu nhin 16 con c v tnh c trng lng trung bnh bng 3.266 kg. Vi mu kho st, ta c bng chng mnh bc b tuyn b ca ngi ch trang tri hay khng? a. Vi mc ngha 5%? b. Vi mc ngha 1%? c. Tnh p-gi tr? Bi tp 5.3. Trong mi vin thuc c sn xut bi mt cng ty dc, c s bin thin v hm lng Phenolbarbitol (C12 H12 N2 O3 ). Tuy nhin, nh sn xut khng nh rng gi tr trung bnh bng 20.0 mg. kim tra iu ny, mt mu gm 25 vin thuc c chn tnh c trung bnh 19.7 mg v lch tiu chun bng 1.3 mg. Vi mc ngha 5%, hy kim tra khng nh ca nh sn xut. Bi tp 5.4. Mt cng ty sn xut pin tuyn b rng tui th trung bnh ca mt loi pin do cng ty sn xut ra ti thiu bng 240 gi. Kho st mt mu gm 18 cc pin cho kt qu 237 242 232 242 258 230 244 243 254 262 234 220 225 236 232 19 218 228 240

Gi s rng tui th loi pin ny tun theo phn phi chun. a. V th Stem-&-leaf cho d liu trn. Nhn xt. b. Vi mc ngha 5%, ta c th bc b tuyn b ca cng ty sn xut pin hay khng? Bi tp 5.5. Mt mu gm 10 con c c bt ln ti h A v o hm lng PCB (Polychlorinated biphenyls) trong mi con c bng mt phng php xc nh. Kt qu nh sau (n v: mt phn triu - ppm): H A:11.5, 10.8, 11.6, 9.4, 12.4, 11.4, 12.2, 11, 10.6, 10.8 Tng t, bt 8 con c h B v o hm lng PCB theo mt phng php khc, kt qu: H B:11.8, 12.6, 12.2, 12.5, 11.7, 12.1, 10.4, 12.6 Bit rng hm lng PCB thu c khi s dng phng php o cho c h A c phng sai l 0.09, nu dng phng php p dng cho c h B th phng sai bng 0.16. Vi mc ngha 5%, c th kt lun hm lng PCB ca c trong hai h bng nhau hay khng? Bi tp 5.6. Mt phng php o pH ca mt loi cht lng cho kt qu l gi tr ca bin ngu nhin c phn phi chun vi lch chun 0.05. Mt nh khoa hc v mi trng khng nh rng nu hai loi cht lng khc nhau c cng chung mt ngun th pH ca cc cht lng s bng nhau. kim tra s hp l ca khng nh trn, ngi ta o pH ca hai loi cht lng A v B, mi loi 10 mu. Thu c kt qu pH ca cht lng A 6.24 6.31 6.28 6.30 6.25 6.26 6.24 6.29 6.22 6.28 pH ca cht lng B 6.27 6.25 6.33 6.27 6.24 6.31 6.28 6.29 6.34 6.27

a. Vi d liu kho st, ta th bc b khng nh ca nh khoa hc hay khng? Mc ngha 5%. b. Tnh p-gi tr. Bi tp 5.7. D liu cho bi bng bn di l tui th (v: 100 gi) ca cc ng phng in t thuc hai loi khc nhau. Nhng nghin cu trong qu kh chng t rng tui th cc ng phng in t tun theo phn phi Logarit - chun (Lognormal). Gi s phng sai hai tng th bng nhau. Vi mc ngha 5% kim tra gi thuyt rng phn phi ca hai tng th (tui th hai loi ng in t) l nh nhau. 20

Loi 1 Loi 2

32

84

37

42

78 62

59 74 85

39 111 55

106 90 87

Bit rng nu X l mt bin ngu nhin c phn phi Logarit - chun th Y = ln(X ) l bin ngu nhin c phn phi chun. Bi tp 5.8. kim tra gi thuyt rng hm lng ch trong mu ca nhng a tr c cha m lm trong cc nh my c s dng ch trong dy chuyn sn xut. Cc nh khoa hc kho st hm lng ch trong mu ca 33 a tr c cha m lm trong mt nh my sn xut pin (Nghin c thc hin bi Morton, D., Saah, A., Silberg, S., Owens, W., Roberts, M., and Saah, M., Lead Absorption in Children of Employees in a Lead-Related Industry, American Journal of Epidemiology , 115 , 549555, 1982). Sau , ngi ta kho st trn 33 a tr cng tui, sng trong nhng khu vc c hon cnh mi trng, giao thng, . . . tng t vi 33 a tr kho st ln u nhng c cha m lm trong nh my khng tip xc vi ch. Kt qu t hai mu kho st nh sau: x 1 = 0.015, s1 = 0.004, x 2 = 0.006, s2 = 0.006

Hm lng ch trong mu ca nhng a tr c cha m lm vic trong mi trng tip xc vi ch v khng tip xc vi ch c nh nhau hay khng? Mc ngha 5%. Gi s phng sai bng nhau. Bi tp 5.9. 10 sn ph c tim pitocin lm gim cn au (co tht d con). Huyt p ca h c o trc v sau khi tim nh sau Bnh nhn 1 2 3 4 5 Trc Sau 134 140 122 130 132 135 130 126 128 134 Bnh nhn Trc Sau 6 140 138 7 118 124 8 127 126 9 125 132 10 142 144

D liu kho st trn c chng t rng vic tim thuc lm thay i huyt p hay khng? Mc ngha 5%. Bi tp 5.10. Trong y hc, mt cu hi c t ra l liu vic chy b c lm gim nhp tim ca mt ngi hay khng? kim tra gi thuyt ny, 8 cha chy b bao gi tnh nguyn tham gia mt chng trnh chy b trong vng 1 thng. Sau mt thng, nhp tim ca h c o v so snh vi nhp tim trc khi h tham gia chng trnh. D liu kho st cho bi: Ngi tham gia Nhp tim trc Nhp tim sau 1 2 74 86 70 85 3 4 98 102 90 110 5 6 78 84 71 80 7 79 69 8 70 74

Ta c th kt lun rng vic chy b lm gim nhp tim hay khng? Mc ngha 5%. Bi tp 5.11. Trong iu tr mt loi bnh truyn nhim, mt loi thuc c bit c hiu qu iu tr thnh cng 72% s ca nhim bnh. Mt loi thuc mi c pht trin v th nghim cho thy c hiu qu iu tr thnh cng 42 ca trong s 50 ca nhim bnh. Ta c bng chng mnh kt lun rng loi thuc mi hiu qu hn loi thuc c hay khng? Tnh p - gi tr. 21

Bi tp 5.12. Ba cuc kho st c lp c thc hin trong mt thnh ph xc nh xem c phi t l ngi dn ng h vic hn ch tc xe my trong ni thnh trn 50% hay khng? Gi thuyt cn kim nh trong 3 cuc kho st l H0 H1 : p 0.5 : p > 0.5

vi p l t l ngi dn ng h vic hn ch tc . a. Cuc kho st th nht hi kin 100 ngi, thy c 56 ngi ng . Vi mc ngha 5%, c th bc b gi thuyt H0 hay khng? b. Cuc kho st th hai hi kin 120 ngi, thy c 68 ngi ng . Vi mc ngha 5%, c th bc b gi thuyt H0 hay khng? c. Cuc kho st th ba hi kin 110 ngi, thy c 62 ngi ng . Vi mc ngha 5%, c th bc b gi thuyt H0 hay khng? d. Kt hp ba cuc kho st li, c mt mu gm 330 ngi v thy c 186 ngi ng . Mu kho st trn cung cp bng chng mnh bc b gi thuyt H0 hay khng? Mc ngha 5%. Bi tp 5.13. Theo kho st ca b Y t, 25.5% thanh nin trn 18 tui ht thuc trong nm 1990. Mt nh khoa hc tuyn b rng t l thanh nhin trn 18 tui ht thuc ang tng ln. cng c cho khng nh ca mnh, c ta chn ngu nhin 500 thanh nin. Nu c 138 ngi ht thuc, khng nh ca nh khoa hc c ng khng? Mc ngha 5%. Bi tp 5.14. Kho st 1100 trn ng t vi ln trung bnh tr ln (t nht 4.4 Richter) min nam California, kt qu nh sau: Ngy S trn ng t Ch nht Hai 156 144 Ba T Nm 170 158 172 Su 148 By 152

Vi mc ngha 5%, hy kim nh xem ng t c ph thuc vo ngy trong tun hay khng? Bi tp 5.15. C mt l hng c rt nhiu sn phm. Ngi bn hng cho bit: t l sn phm hng l 10%, t l 60% v tt l 30%. Khch hng kim tra mt s sn phm thy c 30 sn phm hng, 80 sn phm t v 40 sn phm tt. Hi ngi bn hng c ni ng khng? Mc ngha 5%. Bi tp 5.16. S liu cho bi bng bn di lin quan n tui cc b m v trng lng (g) ca nhng a b s sinh (ca cc b m) Tui ca m 20 tui > 20 tui Trng lng tr s sinh < 2, 500 g 2, 500 g 10 40 15 135

Hi trng lng tr s sinh c ph thuc vo tui ca m khng? Mc ngha 5%. 22

Bi tp 5.17. C hai phng php ging dy A v B c p dng cho hai nhm hc sinh c cng trnh ban u. Kt qu thi cui kha nh sau Phng php A Phng php B Gii 25 25 Kh t 42 22 58 53 Km 11 14

Hi hiu qu ca hai phng php c nh nhau hay khng? (Mc ngha 5%)

23