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TS NGUYN NH HUY
THI QUANG THNH G1003223 1
BI 1:
Cu 1:(V d 3.4/207/Gio trnh XSTK GS-TS Nguyn nh Huy)
Hiu sut phn trm (%) ca mt phn ng ho hc c nghin cu theo ba yu t pH
(A), nhit (B) v cht xc tc (C) c trnh by trong bng sau:
Yu t
A
Yu t B
B1 B2 B3 B4
A1 C1 9 C2 14 C3 16 C4 12
A2 C2 12 C3 15 C4 12 C1 10
A3 C3 13 C4 14 C1 11 C2 14
A4 C4 10 C1 11 C2 13 C3 13
Hy nh gi v nh hng ca cc yu t trn hiu sut phn ng?
Giis
DNG TON:
Phn tch phng sai ba yu t.
C S L THUYT:
S phn tch ny c dng nh gi v s nh hng ca ba yu t trn cc
gi tr quan st G (i = 1, 2... r: yu t A; j = 1, 2... r: yu t B; k = 1, 2... r: yu t C)
M hnh
Khi nghin cu nh hng ca 2 yu t, mi yu t c n mc, th ngi ta dng
m hnh vung latinh nn. V d nh m hnh vung latinh 44:
B C D A
C D A B
D A B C
A B C D
M hnh vung latinh 3 yu t c trnh by nh sau:
Yu t C (T..k. v d: T...1 = Y111 + Y421 + Y334 + Y241)
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 2
Bng ANOVA
Ngun sai
s
Bc t do Tng s bnh phng
Bnh phng trung
bnh
Gi tr
thng k
Yu t A
(hng)
(r 1)
Yu t B
(ct)
(r 1)
Yu t C (r 1)
Sai s (r -1)(r -2)
SSE = SST - (SSF + SSR +
SSC)
Tng cng (r
2
1)
ij
Trc nghim
Gi thit:
H
0
:
1
=
2
= .=
k
Cc gi tr trung bnh bng nhau
H
1
:
i
j
C t nht hai gi tr trung bnh khc nhau
Gi tr thng k: v
Bin lun:
- Nu (chp nhn H
0
(yu t A))
- Nu (chp nhn H
0
(yu t B))
- Nu (chp nhn H
0
(yu t C))
P DNG MS-EXCEL
Nhp d liu vo bng tnh
Thit lp mt s biu thc v tin hnh tnh ton:
Tnh cc gi tr Titng theo hng t B n E
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 3
- Chn B7 v nhp biu thc=SUM(B2:E2)
- Chn C7 v nhp biu thc =SUM(B3:E3)
- Chn D7 v nhp biu thc =SUM(B4:E4)
- Chn E7 v nhp biu thc =SUM(B5:E5)
Tnh cc gi tr Tjtng theo ct t hng th n hng th
- Chn B8 v nhp biu thc =SUM(B2:B5)
- Dng con tr ko k hiu t in t B8 n E8
Tnh cc gi tr Tk
- Chn B9 v nhp biu thc =SUM(B2,C5,D4,E3)
- Chn C9 v nhp biu thc =SUM(B3,C2,D5,E4)
- Chn D9 v nhp biu thc =SUM(B4,C3,D2,E5)
- Chn E9 v nhp biu thc =SUM(B5,C4,D3,E2)
Tnh gi tr Ttng cc phn t trong bng
- Chn B10 v nhp biu thc=SUM(B2:E5)
Tnh cc gi tr v
o Cc gi tr v
- Chn G7 v nhp biu thc =SUMSQ(B7:E7)
- Dng con tr ko k hiu t in t G7 n G9
o Gi tr
- Chn G10 v nhp biu thc =POWER(B10,2)
o Gi tr
- Chn G11 v nhp biu thc =SUMSQ(B2:E5)
Tnh cc gi tr SSSSCSSFSST v SSE
o Cc gi tr SSSSC v SSF
o Gi tr SSR
- Chn I7 v nhp biu thc =G7/4-39601/POWER(4.2)
- Dng con tr ko k hiu t in t I7 n I9
o Gi tr SST
- Chn I11 v nhp biu thc =G11-G10/POWER(4.2)
o Gi tr SSE
- Chn I10 v nhp biu thc =I11-SUM(I7:I9)
Tnh cc gi tr SSCSF v SE
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 4
o Cc gi tr SSC v SF
- Chn K7 v nhp biu thc=I7/(4-1)
- Dng con tr ko k hiu t in t K7 n K9
o Gi tr SE
- Chn K10 v nhp biu thc =I10/((4-1)*(4-2))
o Tnh cc gi tr F FC v F
- Chn M7 v nhp biu thc =K7/K10
- Chn M8 v nhp biu thc =K8/K10
- Chn M9 v nhp biu thc =K9/K10
Ta c:
t qu v bin lun:
o F
R
=3.11<F
0.05
(3.)= 4. =chp nhn H
0
(pH)
o F
C
=11.95> F
0.05
(3.) = 4. =bc b H
0
(nhit )
o F =30.05 > F
0.05
(3.6) = 4.76 =bc b H
0
(cht xc tc)
Kt lun:Vy ch c nhit v cht xc tc nh hng n hiu sut.
Cu 2:(V d 4.2/216/Gio trnh XSTK GS-TS Nguyn nh Huy)
Ngi ta dng 3 mc nhit gm 105, 120, 135
o
C kt hp vi 3 khong thi
gian l 15, 30 v 0 pht thc hin mt phn ng tng hp. Cc hiu sut phn
ng(%) c trnh by trong bng sau:
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 5
Thi gian(pht)
X
1
Nhit C)
X
2
Hiu sut %
Y
15 105 1.87
30 105 2.02
60 105 3.28
15 120 3.05
30 120 4.07
60 120 5.54
15 135 5.03
30 135 6.45
60 135 7.26
Hy cho bit yu t nhit v thi gian hoc yu t thi gian c lin quan tuyn
tnh vi hiu sut ca phn ng tng hp? Nu c th iu kin nhit 115
o
C trong
vng 50 pht th hiu sut phn ng l bao nhiu?
Gii
DNG TON:
Hi quy tuyn tnh a tham s.
C S L THUYT:
Trong phng trnh hi quy tuyn tnh a tham s, bin s ph thuc Y c lin
quan n k bin s c lp X
i
(i = 1, 2,..., k) thay v ch c mt nh trong hi quy tuyn
tnh n gin.
Phng trnh tng qut:
- Bng ANOVA
Ngun sai s Bc t do
Tng s bnh
phng
Bnh phng trung
bnh
Gi tr
thng k
Hi quy k SSR MSR = SSR/k
Sai s N k 1 SSE MSE = SSE/(N k 1)
Tng cng N 1 SST = SSR + SSE
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 6
- Gi tr thng k:
o Gi tr R bnh phng:
Gi tr
l kh tt)
Gi tr
c hiu chnh
s tr nn m hoc khng xc nh nu
hoc N nh)
o lch chun:
(S 0.30 l kh tt)
- Trc nghim thng k:
o Trong trc nghim t:
o Trong trc nghim F:
Bc t do ca gi tr F:
P DNG MS-EXCEL
Nhp d liu vo bng tnh
D liu nht thit phi nhp theo ct
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 7
S dng chng trnh egression trong th Data Data Analysis
Chn OK hp thoi Regression xut hin
Phng trnh hi quy
= f(X
1
)
Kim nh gi thit H
o
: thi gian khng lin quan tuyn tnh vi hiu sut ca
phn ng tng hp
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 8
Trong hp thoi Regression,ln lt chn cc chi tit:
- Phm vi ca bin s Y (Input Y range)
- Phm vi ca bin s X (Input X range)
- Nhn d liu(Labels)
- Mc tin cy(Confidence level)
- Ta u ra(Output range)
- ng hi quy(line Fit Plots),
Ta c kt qu:
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 9
Phng trnh hi quy
(R
2
= 0.21; S=1.81) (1)
t
o
= 2.129 <t
0.05
= 2.365 (hay P
v
2
= 0.0708 > = 0.05)
chp nhn gi thit H
o
t
1
= 1.380 <t
0.05
= 2.365 (P
v
= 0.2099 > = 0.05)
chp nhn gi thit H
o
F = 1.905 <F
0.05
(1,7)
= 5.59 (hay F
s
= 0.209 > = 0.05)
chp nhn gi thit H
o
Vy c 2 h s 2.73(B
0
) v 0.04(B
1
) ca phng trnh hi quy (I) u khng c
ngha thng k. Ni cch khc, phng trnh hi quy ny khng thch hp.
Kt lun:Vy yu t thi gian khng lin quan tuyn tnh vi hiu sut ca phn ng
tng hp.
Phng trnh hi quy
= f(X
2
)
Kim nh gi thit H
o
: nhit khng lin quan tuyn tnh vi hiu sut ca
phn ng tng hp.
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 10
Ta c kt qu:
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 11
Phng trnh hi quy
(R
2
= 0.76; S = 0.99) (II)
t
o
=3.418 > t
0.05
= 2.365 (P
v
2
= 0.0112 < = 0.05)
bc b gi thit H
o
t
2
= 4.757> t
0.05
= 2.365 (P
v
= 0.0021< = 0.05)
bc b gi thit H
o
F= 22.631>F
0.05
(1,7)
= 5.59 (F
s
=0.0021< = 0.05)
bc b gi thit H
o
Vy c 2 h s -11.14 (B
0
) v 0.13 (B
2
) ca phng trnh hi quy (II) u c
ngha thng k. Ni cch khc, phng trnh hi quy ny thch hp.
Kt lun: Vy yu t nhit c lin quan tuyn tnh vi hiu sut ca phn ng
tng hp.
Phng trnh hi quy
= f(X
1
, X
2
)
Kim nh gi thit H
o
: thi gian v nhit khng lin quan tuyn tnh vi hiu sut
ca phn ng tng hp
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 12
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 13
Phng trnh hi quy
(R
2
= 0.98; S = 0.33) (III)
t
o
= 11.528 > t
0.05
= 2.447 (P
v
= 2.56E-05 < = 0.05)
bc b gi thit H
o
t
1
= 7.583 > t
0.05
= 2.447 (P
v
=0.00027 < = 0.05)
bc b gi thit H
o
t
2
= 14.328 > t
0.05
= 2.447 (P
v
= 7.234E-06< = 0.05)
bc b gi thit H
o
F= 131.392 >F
0.05
(2,6)
= 5.140 ( hay F
s
=1.112E-05 < = 0.05)
bc b gi thit H
o
Vy c 3 h s -12.7 (B
0
), 0.04 (B
1
) v 0.13 (B
2
) ca phng trnh hi quy (III)
u c ngha thng k. Ni cch khc, phng trnh hi quy ny thch hp.
Kt lun: Vy hiu sut ca phn ng tng hp c lin quan tuyn tnh vi c hai yu
t l thi gian v nhit .
D on hiu sut phn ng bng phng trnh hi quy (III):
Hiu sut d on = B
0
+ B
1
*50 + B
2
*115
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 14
Vi B
0
, B
1,
B
2
l h s phng trnh hi quy (III)
Kt qu thu c nh sau:
BI 2:
Bnh au mt ht c chia lm 4 thi k T
1
, T
2
, T
3
v T
4
. Kt qu kim tra mt ht 3 tnh
A, B, C c cho trong bng sau y:
a
phng
Mc au mt ht
T
1
T
2
T
3
T
4
A 47 189 807 1768
B 53 746 1387 946
C 16 228 438 115
Hy nhn nh xem tnh hnh au mt ht (c cu phn b cc mc T
1
, T
2
, T
3
, T
4
)
3 tnh trn c ging nhau hay khng? Mc ngha 1%.
Gii:
DNG TON:
So snh t s.
C S L THUYT:
Gi thit
H
0
: P
1
= P
1,0
, P
2
= P
2,0
,., P
k,0
Cc cp P
i
v P
i,0
ging nhau.
H
1
: C t nht mt cp P
i
v P
i,0
khc nhau.
Gi tr thng k
O
i
: cc tn s thc nghim (observed frequency).
E
i
: cc tn s l thuyt (expected frequency).
Bin lun
Nu
bc b gi thit H
o
(DF = k-1)
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 15
Trong MS-Excel c hm CHITEST c th tnh:
Gi tr _
2
theo biu thc:
O
i j
: tn s thc nghim ca thuc hng th i ct j.
E
i j
: tn s l thuyt ca thuc hng th i ct j; r l s hng; c l s ct.
Xc sut P(X >
2
)vi bc t do DF = (r-1)(c-1); trong r l s hng; c l s ct
trong bng ngu nhin (contingency table).
Nu P(X >
) :
Chn B13 v nhp vo biu thc =CHITEST(B3:E5,B9:E11)
Ta c:
Hoc chn FormulasMore FunctionsStatistical CHITEST
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 17
Xut hin hp thoi Function Agruments
Nhp cc gi tr tn s quan st vo mc Actual_range
Nhp cc gi tr tn s l thuyt vo mc Expected_range
Chn OK
Ta c P = 6.0949E-215 0.01 nn bc b gi thuyt
Kt lun:Nh vy tnh hnh au mt ht 3 tnh trn khng ging nhau.
BI 3:
Bng sau y cho s liu ngi cht v ung th 3 nc M, Nht v Anh. Ngi cht
c phn loi theo c quan b ung th.
Ch ung th
Nc
M Nht Anh
Rut
Ngc
D dy
B phn khc
11
15
3
41
5
3
22
30
5
7
3
15
a) Hy tnh tn s l thuyt ca bng s liu trn.
b) C th p dng tiu chun _
2
c khng?
c) Vi mc ngha o = 1% hy so snh phn b t l cht v ung th ca ba
nc ni trn.
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 18
Gii:
DNG TON:
So snh t s.
C S L THUYT:
Gi thit
H
0
: P
1
= P
1,0
, P
2
= P
2,0
,., P
k,0
Cc cp P
i
v P
i,0
ging nhau.
H
1
: C t nht mt cp P
i
v P
i,0
khc nhau.
Gi tr thng k
O
i
: cc tn s thc nghim (observed frequency).
E
i
: cc tn s l thuyt (expected frequency).
Bin lun
Nu
bc b gi thit H
o
(DF = k-1)
Trong MS-Excel c hm CHITEST c th tnh:
Gi tr _
2
theo biu thc:
O
i j
: tn s thc nghim ca thuc hng th i ct j.
E
i j
: tn s l thuyt ca thuc hng th i ct j; r l s hng; c l s ct.
Xc sut P(X >
2
)vi bc t do DF = (r-1)(c-1); trong r l s hng; c l s ct
trong bng ngu nhin (contingency table).
Nu P(X >
) :
Chn B15 v nhp vo biu thc =CHITEST(B3:D6;B10:D13)
Hoc chn FormulasMore FunctionsStatistical CHITEST
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 21
Xut hin hp thoi Function Agruments
Nhp cc gi tr tn s quan st vo mc Actual_range
Nhp cc gi tr tn s l thuyt vo mc Expected_range
Chn OK
Ta c P = 7,5363E-06 0.01 nn bc b gi thuyt
Kt lun:Nh vy tnh hnh ung th cc nc l khc nhau.
BI 4:
Theo di doanh thu ca 4 ca hng thuc mt Cng ty (triu /thng) ngi ta c s
liu nh sau:
Thng
kinh doanh
Ca hng
1 2 3 4
1
2
3
4
5
6
12,3
12,6
11,6
15,2
18,6
17,1
14,2
12,4
11,5
11,6
15,6
17,1
18,2
12,5
11,8
17,2
15,8
12,2
Hy so snh doanh thu trung bnh/thng ca cc ca hng thuc Cng ty ni trn. Mc
ngha o = 5%.
Gii:
DNG TON:
Phn tch phng sai mt yu t.
C S L THUYT:
Khi nim thng k
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 22
Php phn tch phng sai c dng trong cc trc nghim so snh cc gi tr
trung bnh ca hai hay nhiu mu c ly t cc phn s.
y c th c xem nhphn m rng cc trc nghim t hay z (so snh hai gi tr
trung bnh).
Mc ch ca s phn tch phng sai mt yu t l nh gi s nh hng ca
mt yu t (nhn to hay t nhin) no trn cc gi tr quan st, Y
i
(i=0,1,2,,k).
M hnh
Yu t th nghim
1 2 .. K
Y
11
Y
21
.. Y
k1
Y
12
Y
22
.. Y
k2
.. .. .. ..
Y
1N
Y
2N
.. Y
kN
Tng cng
trung bnh
T
1
1
___
Y
T
2
2
___
Y
..
..
T
k
k
Y
___
T
Bng ANOVA
Ngun sai
s
Bc sai
s
Tng s bnh
phng
Bnh phng trung
bnh
Gi tr thng
k
Yu t
Sai s
k-1
N-k
SSF=
N
T
N
T
k
i
i
2
1
2
=
SSE=SST-SSF
MSF=
1 k
SSF
MSE=
k N
SSE
F=
MSE
MSF
Tng cng N-1 SST=
N
T
Y
k
i
N
j
n
2
1 1
2
= =
Trc nghim
Gi thit:
H
0
: = = =
k
.....
2 1
Cc gi tr trung bnh bng nhau
H
1
: =
j i
t nht c hai gi tr trung bnh khc nhau
Gi tr thng k: F=
MSE
MSF
Bin lun: Nu F < F
= 3.343889
=> Chp nhn H
0
= Lng doanh thu trung bnh/thng ca cc ca hng thuc Cng ty l nh nhau.
BI 5:
Vi mc ngha 1%, Hy phn tch tnh hnh kinh doanh mt s ngnh ngh 4 qun
ni thnh trn c s s liu v doanh thu ca mt s ca hng nh sau:
Ngnh ngh
kinh doanh
hu vc kinh doanh
Q1 Q2 Q3 Q4
in lnh
Vt liu
xy dng
Dch v
tin hc
2.5:2.7:2.0:3.0
0.6:10.4
1.2:1.0:9.8:1.8
3.1:3.5:2.7
15.0
2.0:2.2:1.8
2.0:2.4
9.5:9.3:9.1
1.2:1.3:1.2
5.0:5.4
19.5:17.5
5.0:4.8:5.2
Gii:
DNG TON:
Phn tch phng sai hai yu t (c lp).
C S L THUYT:
Khi nim thng k
Bi ton phn tch phng sai 2 yu t c lp tng t nh bi ton phn tch
phng sai 2 yu t khng lp, ch khc mi mc (A
i
, B
j
) u c s lp li r ln th
nghim v ta cn kho st thm s tng tc (interaction term) F
1
gia 2 nhn t A v
B.
Mu iu tra:
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 26
X l mu:
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 27
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 28
P DNG MS-EXCEL
Gi thuyt:
H
0
(yu t ngnh ngh): tnh hnh kinh doanh mt s ngnh ngh bn qun l nh
nhau.
H
o
(yu t qun):tnh hnh kinh doanh 4 qun l nh nhau
Nhp d liu vo bng tnh
p dng: Anova: two-factor with replication.
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 29
Hp thoi: Anova: two-factor with replication. Hin ra.
BI TP LN XC SUT THNG K GVHD: GS.TS NGUYN NH HUY
THI QUANG THNH G1003223 30
Kt lun:
F
R
< F
0.01
=5.25 => chp nhn gi thuyt H
0
(Tnh hnh kinh doanh gia cc ngnh ngh
l nh nhau).
F
C
= 0.8189 < F
0.01
= 4.38 => chp nhn gi thuyt H
0
(Tnh hnh kinh doanh gia cc
qun l nh nhau)
F
I
= 0.6498 < F
0.01
= 3.35 => chp nhn gi thuyt H
0
(Tnh hnh kinh doanh gia cc
qun v ngnh ngh nh nhau)
Vy tnh hnh kinh doanh l nh nhau khng nhng gia cc ngnh ngh m cn
gia cc qun. Ngoi ra, khng c s tng tc gia hai yu t ngnh ngh kinh doanh
v a im kinh doanh (qun)