2.phan 2 Xac Suat Stu Edt 1

i Hc Ngn Hng Tp.
H Ch Minh
Phn 2: Xc sut
2014
Phn 2: XC SUT
Chng 1: BIN C V XC SUT CA BIN C
1. BIN C
Php th l khi nim c bn ca l thuyt xc sut, nhng cha c nh ngha chnh xc, c th m
t php th nh sau: Vic thc hin mt nhm iu kin xc nh (chng hn lm th nghim)
quan st, nghin cu mt hin tng.
Mt php th c th c nhiu kt qu xy ra. Mt kt qu c th xy ra hay khng xy ra trong php
th c gi l bin c. Cc kt qu n gin nht c gi l bin c s cp.
Tp hp cha tt c cc bin c s cp ca php th c gi l khng gian mu (cn c gi l
khng gian cc bin c s cp), c k hiu l .
V d 1: Tung mt con xc xc xem mt trn cng c bao nhiu chm l mt php th. Cc kt
qu xut hin mt i chm ( i 1,6 ) l cc bin c s cp. Khng gian mu ca php th l
1 , 2 , 3 , 4 , 5 , 6 vi i l bin c xut hin mt i chm ( i 1,6 ).

Nhn xt:
i) Bin c l tp con ca khng gian mu.
ii) Bin c xy ra khi v ch khi mt bin c s cp thuc n xy ra.
Phn loi bin c: Cn c vo vic xy ra hay khng ca bin c, c th phn loi bin c nh sau:
- Bin c chc chn, k hiu , l bin c chc chn xy ra khi thc hin php th.
- Bin c khng th, k hiu , l bin c chc chn khng xy ra khi thc hin php th.
- Bin c ngu nhin l bin c c th xy ra hoc c th khng xy ra khi thc hin php th,
thng dng cc ch ci in hoa u bng ch ci A, B,C,
, A1 , A 2 ,
, A n , B1 , B2 ,
, Bn ,
hiu cho cc bin c ngu nhin.

2. MI QUAN H GIA CC BIN C
2.1.Quan h ko theo. Bin c A ko theo bin c B, k hiu A B, nu A xy ra th B xy
ra. Ni cch khc, bin c A thun li cho bin c B.
2.2.Quan h tng ng. Bin c A tng ng bin c B, k hiu A B, nu A xy ra th
B xy ra v ngc li B xy ra th A xy ra, tc l A B A B v B A.
V d 2: Tung mt con xc xc. Gi A l bin c s chm l s l, B l bin c s chm bng 5 v
C l bin c s chm l s l v ln hn 3. Khi : A, B,C l cc bin c ngu nhin; B C,B A .

2.3.Tng ca cc bin c
Tng ca hai bin c A v B l mt bin c, k hiu A B , bin c ny xy ra khi v ch khi c t
nht mt trong hai bin c A, B xy ra.
n thi cao hc Th.S Nguyn Phng 0988.660.985 nguyenphuongblog.wordpress.com
47
i Hc Ngn Hng Tp. H Ch Minh
Tng ca n bin c A1 , A 2 ,
Phn 2: Xc sut
, A n l mt bin c, k hiu A1 A2
v ch khi c t nht mt trong n bin c A1 , A 2 ,
2014
A n , bin c ny xy ra khi
, A n xy ra.
2.4.Tch ca cc bin c
Tch ca hai bin c A v B l mt bin c, k hiu AB , bin c ny xy ra khi v ch khi c hai
bin c A v B u xy ra.
Tch ca n bin c A1 , A 2 ,
, A n l mt bin c, k hiu A1A 2
A n , bin c ny xy ra khi v ch
, A n u xy ra.
khi c n bin c A1 , A 2 ,
V d 3: Ly ngu nhin 3 ln, mi ln 1 bi, t mt hp c 6 bi xanh v 4 bi . Gi A i l bin c ln

th i ly c bi xanh ( i 1,2,3 ). Gi A l bin c ly c t nht mt bi xanh; B l bin c ly
c 3 bi xanh. Ta c
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2.5.Bin c xung khc

a) Hai bin c A v B c gi l xung khc nu A v B khng ng thi xy ra, tc l
AB .
b) Dy bin c A1 , A 2 ,
, A n c gi l xung khc tng i nu 2 bin c bt k trong n bin c
ny xung khc vi nhau i j:Ai A j .

2.6.Bin c i lp
Bin c i lp (cn c gi l bin c b) ca bin c A, k hiu l A , bin c ny xy ra khi v
ch khi bin c A khng xy ra.
A A
A l bin c i lp ca A
AA
V d 4: Tung mt con xc xc, gi A l bin c s chm l s l; B l bin c s chm l s chn;
C l bin c s chm bng 3. Ta c

B v C l hai bin c ................................................................................................................................
A v B l hai bin c ................................................................................................................................
V d 5: Kim tra 3 sn phm do nh my sn xut. Gi A i l bin c sn phm th i l sn phm

tt, (i 1, 2,3) . Hy biu din cc bin c sau theo A1 , A 2 , A 3 :
a) A l bin c c 3 sn phm tt;
b) B l bin c khng c sn phm tt no;
c) C l bin c c 1 sn phm tt;
d) D l bin c c 2 sn phm tt;
e) E l bin c c t nht 1 sn phm tt;
48
f)
Phn 2: Xc sut
2014
F l bin c c t nht 2 sn phm tt.
Gii.
a) A A1A2 A3
b) B A1 A2 A3
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3. NH NGHA XC SUT (c in)

3.1. T hp
Mt t hp chp k ca n phn t l mt nhm khng c th t gm k phn t phn bit c chn
t n phn t cho.
V d 6: Cc t hp chp 3 ca 4 phn t a, b,c,d l a, b,c,a, b,d, a,c,d, b,c,d.
Cc t hp chp 2 ca 4 phn t a, b,c,d l a, b,a,c,a,d, b,c, b,d, c,d.
S t hp chp k ca n phn t, c k hiu l C kn
Ckn
n!
k!(n k)!
Bi ton la chn: Xt mt tng th c N phn t, trong c N A phn t c tnh cht A, cn li

l cc phn t khng c tnh cht A. S cch chn ra n phn t (0 n N) t tng th, trong c
k phn t c tnh cht A l: CkN A CnNkN A .
V d 7: Mt lp c 50 sinh vin gm 20 nam v 30 n. Hi c bao nhiu cch chn mt nhm 4

sinh vin t lp ny, trong c 3 nam v 1 n. ..........................................................................................
3.2. nh ngha xc sut
Nu trong mt php th c tt c n bin c s cp ng kh nng, trong c n A bin c s cp
thun li cho bin c A th xc sut ca bin c A, k hiu l P(A) , c tnh bi cng thc
P(A)
nA
n
ngha ca xc sut: Xc sut ca mt bin c l mt gi tr nm trong min t 0 n 1, c trng

cho kh nng xy ra ca bin c trong mt php th ngu nhin. Xc sut cng ln (cng gn 1) th
bin c cng c kh nng xut hin cao; xc sut cng nh (cng gn 0) th bin c cng c kh nng
xut hin thp trong mt php th.
49
Phn 2: Xc sut
2014
Tnh cht: Theo nh ngha, ta c:
P( ) 0 .
P 1 .
0 P A 1
Nu A B th P A P B .
V d 8: Tung mt con xc xc cn i v ng cht. Tnh xc sut

a) Xut hin mt 1 chm.
b) Xut hin mt chn.
Gii. Cc bin c s cp c th xy ra khi tung con xc xc l 1 , 2 , 3 , 4 , 5 , 6 vi i l bin c
xut hin mt i chm.
S bin c s cp ng kh nng c th xy ra khi tung con xc xc l n 6 .

a) Gi A l bin c xut hin mt mt chm n A 1. Do , xc sut xut hin 1 chm l
P(A)
1
.
6
b) Gi B l bin c xut hin mt chn n B 3 .Do , xc sut xut hin mt chn l

P(B)
3 1
.
6 2
V d 9: Mt hp c 10 sn phm, trong c 6 sn phm loi I v 4 sn phm loi II.

a) Ly ngu nhin mt sn phm, tnh xc sut ly c sn phm loi I.
b) Ly ngu nhin c hon li ln lt tng sn phm ra 2 sn phm, tnh xc sut ly c mt sn
phm loi I.
c) Ly ngu nhin ra 2 sn phm, tnh xc sut ly c mt sn phm loi I.
Gii.
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3.3. Cng thc tnh xc sut la chn

50
Phn 2: Xc sut
2014
Xt mt tng th c N phn t, trong c N A phn t c tnh cht A, cn li l cc phn t khng

c tnh cht A. Chn ngu nhin t tng th ra n phn t (0 n N). Khi , xc sut trong n
phn t ly ra c k phn t c tnh cht A l:
P(A k )
CkNA CnNkNA
CnN
V d 10: Mt hp c 10 sn phm, trong c 6 sn phm loi I v 4 sn phm loi II. Ly ngu

nhin khng hon li t hp ra 3 sn phm. Tnh xc sut c 2 sn phm loi I trong 3 sn phm
ly ra t hp.
Gii. Gi A l bin c c 2 sn phm loi I trong 3 sn phm ly ra
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4. CNG THC CNG

a) Nu A, B l hai bin c xung khc th P(A B) P(A) P(B) .
b) Nu A1 , A 2 ,
P(A1 A2
, A n l cc bin c xung khc tng i th

A n ) P(A1 ) P(A 2 )
P(A n )
c) Nu A, B l hai bin c bt k th P(A B) P(A) P(B) P(AB) .

d) Nu A1 , A 2 ,
P(A1 A2
, A n l cc bin c bt k th
n
A n ) P(Ai )
i 1
1i j n
P(Ai A j )
( 1) n 1 P(A1A 2
An )
V d 11: P(A B C) P(A) P(B) P(C) P(AB) P(AC) P(BC) P(ABC)

e) Bin c i lp: P(A) 1 P(A) .
V d 12: Mt hp c 10 sn phm, trong c 6 chnh phm v 4 ph phm. Ly ngu nhin 2 sn
phm t hp kim tra. Tnh xc sut c khng qu 1 ph phm trong 2 sn phm ly ra.
Gii. Gi A l bin c khng c ph phm; B l bin c c 1 ph phm; C l bin c c khng qu
1 ph phm. .........................................................................................................................................................
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5. XC SUT C IU KIN
Xc sut ca bin c A c tnh trong iu kin bin c B xy ra, k hiu l P(A | B) . Cng
thc tnh
P(A | B)
P(AB)
P(B)
51
Phn 2: Xc sut
2014
Trong trng hp khng gian mu c s bin c s cp hu hn v ng kh nng ta c th tnh theo

cng thc P(A | B)
n AB
.
nB
Xc sut c iu kin P(A | B) cho php chng ta s dng thng tin v s xut hin ca bin c B
d bo kh nng xut hin bin c A.
Xc sut c iu kin cng c cc tnh cht nh xc sut thng thng:
0 P(A | B) 1; P( B | B) 1; P( A | B) 1 P( A | B);
P( A1 A 2 | B) P( A1 | B) P(A2 | B) nu A1A 2 ;...
V d 13: Trong hp c 10 sn phm gm 7 chnh phm v 3 ph phm. Ly ngu nhin khng hon
li ra 2 sn phm, mi ln 1 sn phm. Tnh xc sut
a) Ln th hai ly c chnh phm, bit ln th nht ly c chnh phm.
b) Ln th hai ly c chnh phm, bit ln th nht ly c ph phm.
Gii. Gi A l bin c ln th hai ly c chnh phm; B l bin c ln th nht ly c chnh
phm.
a) Ta cn tnh P(A | B)
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b) Ta cn tnh P(A | B)
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6. CNG THC NHN

a) Nu A, B l hai bin c bt k th P(AB) P(A)P(B | A) P(B)P(A | B) .
a) Nu A, B l hai bin c c lp th P(AB) P(A)P(B) .
b) Nu A1 , A 2 ,
P(A1A2 A3
c) Nu A1 , A 2 ,
P(A1A 2A3
, A n l cc bin c bt k th
A n ) P(A1 )P(A 2 | A1 )P(A3 | A1A 2 )
P(A n | A1A 2A3
A n 1 )
, A n l cc bin c c lp th
A n ) P(A1 )P(A 2 )P(A 3 )
P(A n )
V d 14: Ba ngi chi bng r, mi ngi nm mt qu vo r t mt v tr c nh mt cch c

lp vi nhau. Xc sut nm vo r ca tng ngi ln lt l 0,5; 0,6; 0,7.Tnh xc sut
a) C 3 ngi u nm vo r.
b) C t nht mt ngi nm vo r.
c) C 2 ngi nm vo r.
52
Phn 2: Xc sut
2014
d) Ngi th ba nm khng vo r, bit rng c 2 ngi nm vo r.

Gii. Gi A i l bin c ngi th i nm vo r, (i 1, 2,3) .
Ta c A1 , A2 , A3 c lp vi nhau.
a) Gi A l bin c c 3 ngi u nm vo r.
A A1A 2 A3
P(A) P(A1 )P(A2 )P(A3 ) 0,5.0,6.0,7 0, 21
b) Gi B l bin c c t nht 1 ngi nm vo r.
B A1 A2 A3
P(B) 1 P B 1 P A1 A 2 A3 1 P A1 P A 2 P A 3
1 0,5.0,4.0,3 0,94
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7. CNG THC BERNOULLI

Dy n php th c gi l dy php th Bernoulli nu tha cc iu kin sau
a) Cc php th c lp vi nhau;
b) Trong mi php th, xc sut bin c A ta quan tm c xc sut xy ra nh nhau, P(Ai ) p .
Khi , xc sut bin c A xy ra k ln trong n ln th, k hiu Pn (k;p), l
Pn (k;p) Cnk pk (1 p)nk , k 0,..., n

V d 15: X th bn tng vin n vo bia. Xc sut bn trng bia trong mi ln bn u l 0,8.
a) X th bn 10 vin n. Tnh xc sut c 6 vin n trng bia.
b) X th cn bn t nht bao nhiu vin n xc sut c t nht 1 vin n trng bia ti thiu l
0,9999.
53
Phn 2: Xc sut
2014
Gii. X th bn n vin n tng ng vi dy n php th Bernoulli vi xc sut bn trng mi

vin l 0,8.
6
a) P10 (6;0,8) C10
.0,86.0,24 0,0881 .
b) Gi B l bin c c t nht 1 vin n trng bia

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8. CNG THC XC SUT Y v CNG THC BAYES

nh ngha
Nhm cc bin c A1 , A2 ,
cc bin c A1 , A 2 ,
, An n 2 ca mt php th c gi l mt nhm y nu
, A n xung khc tng i v lun c mt trong cc bin c A1 , A 2 ,
, A n xy ra
khi thc hin php th, tc l

Ai A j , i j
A1 A 2 A n
Cng thc xc sut y

Nu A1 , A2 ,
, A n n 2 l mt nhm y v A l mt bin c bt k ca php th th
P(A) P(A1 )P(A | A1 ) P(A 2 )P(A | A 2 )
P(A n )P(A | A n ) P(A i )P(A | A i )

i 1
Cng thc Bayes

Nu A1 , A2 ,
, A n n 2 l mt nhm y v A l mt bin c bt k ca php th th

P(A i | A)
P(A i )P(A | A i )
P(A i )P(A | A i )
n
P(A)
P(Ai )P(A | A i )
i 1
V d 16: Mt phn xng c 3 my cng sn xut mt loi sn phm. Sn lng ca cc my ny

ln lt chim 50%, 40%, 10% sn lng ca phn xng. T l ph phm ca cc my ny ln lt
l 1%, 2%, 3%. Kim tra ngu nhin 1 sn phm ca nh my.
a) Tnh xc sut sn phm kim tra l ph phm. Nu ngha thc t ca gi tr xc sut ny.
b) Gi s sn phm kim tra l ph phm, tnh xc sut ph phm do my 1 sn xut. Nu
ngha thc t ca gi tr xc sut ny.
c) Gi s sn phm kim tra l ph phm, kh nng ph phm nydo phn xng no sn xut l
cao nht?
54
Phn 2: Xc sut
2014
Gii. Gi B l bin c sn phm kim tra l ph phm;

A i l bin c sn phm kim tra l ca my th i (i 1, 2,3) .
A1 , A2 , A3 l mt nhm y
a) Theo cng thc xc sut y , ta c:

P(B) P(A1 )P(B | A1 ) P(A 2 )P(B | A 2 0 P(A 3 )P(B | A 3 )
0,5.0,01 0, 4.0,02 0,1.0,03 0,016 1,6%
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b) p dng cng thc Bayes, ta c:

P(A1 | B)
P(A1 )P(B | A1 ) 0,5.0,01
0,3125 31, 25%

P(B)
0,016
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c) p dng cng thc Bayes, ta c:

P(A 2 )P(B | A 2 ) 0, 4.0,02
0,5
P(B)
0,016
P(A3 )P(B | A 3 ) 0,1.0,03
P(A3 | B)
0,1875
P(B)
0,016
P(A 2 | B)
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V d 17: Mt thit b gm 3 loi linh kin loi 1, 2, 3. Chng chim tng ng 35%, 25%, 40%
tng s linh kin ca thit b. Kh nng mtlinh kin loi 1, 2, 3 b hng tng ng l 15%, 25%,
5%. Thit b ang hot ng bng nhin b hng. Theo bn nhiu kh nng nht linh kin loi no b
hng (gi s cc linh kin khng hng ng thi).
Gii. ....................................................................................................................................................................
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BI TP
Bi 1.1. Kim tra ba sn phm. Gi A k l bin c sn phm th k l sn phm tt. Hy biu din
cc bin c sau theo cc bin c A k :
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Phn 2: Xc sut
2014
a) A l bin c tt c u xu.
b) B l bin c c t nht mt sn phm tt.
c) C l bin c c t nht mt sn phm xu.
d) D l bin c khng phi tt c cc sn phm u tt.
e) E l bin c c ng mt sn phm xu.
f)
F l bin c c t nht hai sn phm tt.
Bi 1.2. c tuyn vo lm trong mt ngn hng, mt ngi phi qua ba vng phng vn. Xc
sut ngi c tuyn vng 1, vng 2, vng 3 ln lt l: 0,8; 0,9 v 0,85. Tnh xc sut
ngi c nhn vo lm trong ngn hng.
Bi 1.3. Mt cuc thi c 3 vng. Vng mt ly 90% th sinh. Vng 2 ly 80% th sinh ca vng 1 v
vng 3 ly 90% th sinh ca vng 2.
a) Tnh xc sut mt th sinh lt qua 3 vng thi.
b) Tnh xc sut mt th sinh b loi vng 2 nu bit rng th sinh b loi.
Bi 1.4. Trong mt xng c 3 my lm vic c lp. Trong mt ca, my th nht cn sa cha vi
xc sut 0,15; my th hai vi xc sut 0,1 v my th ba vi xc sut 0,12. Tnh xc sut sao cho
trong mt ca
a) C 3 my cn sa cha.
b) C 1 my c sa cha.
c) C 2 my c sa cha.
d) C t nht 1 my cn sa cha.
e) Bit rng c 1 my cn sa cha, tnh xc sut my th nht cn sa cha.
Bi 1.5. Mt ngi u t vo 3 loi c phiu A, B, C. Xc sut trong thi gian T cc c phiu ny
tng gi l 0,6; 0,7; 0,8. Tnh xc sut trong thi gian T:
a) C c phiu tng gi.
b) C 1 c phiu tng gi.
c) Gi s c 2 c phiu tng gi. Tnh xc sut c phiu B khng tng gi.
Bit rng cc c phiu A, B, C hot ng c lp.
Bi 1.6. Mt m hnh n gin v bin i gi chng khon nh sau: trong mt phin giao dch xc
sut gi tng ln mt n v l p, v xc sut gi gim mt n v l 1 p, s thay i gi ca cc
phin giao dch l c lp.
a) Tnh xc sut sau 3 phin giao dch gi tng so vi thi im ban u 1 n v.
b) Gi s sau 3 phin giao dch gi tng so vi thi im ban u 1 n v, tnh xc sut gi tng
trong phin th 2.
Bi 1.7. Mt my sn xut ln lt tng sn phm. Xc sut my sn xut ra ph phm l 0,05. Tnh
xc sut:
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Phn 2: Xc sut
2014
a) Trong 10 sn phm do my sn xut ra c 3 ph phm.

b) Trong 10 sn phm do my sn xut ra c ph phm.
c) Trong 10 sn phm do my sn xut ra c t nht 2 ph phm.
d) Cn kim tra ti thiu bao nhiu sn phm do my sn xut ra xc sut c ph phm hn 90%.
Bi 1.8. Hp th nht c 8 chai thuc (trong c 3 chai km phm cht), hp th hai c 5 chai
thuc (trong c 2 chai km phm cht). Ly ngu nhin t mi hp ra 1 chai.
a) Tnh xc sut ly c 2 chai thuc tt.
b) Tnh xc sut ly c mt chai thuc tt v mt chai km phm cht.
c) Nu ly c mt chai tt v mt chai km phm cht, tnh xc sut chai km phm cht l
ca hp th nht.
Bi 1.9. Hp th nht c 8 chai thuc (trong c 3 chai km phm cht), hp th hai c 5 chai
thuc (trong c 2 chai km phm cht). Chn ngu nhin mt hp ri t hp chn ly ngu
nhin ra 2 chai.
a) Tnh xc sut ly c 2 chai thuc tt.
b) Tnh xc sut ly c mt chai thuc tt v mt chai km phm cht.
c) Nu ly c mt chai tt v mt chai km phm cht, tnh xc sut hp th nht c chn.
Bi 1.10. Mt ca hng bn my vi tnh c nhn c 3 nhn hiu: A1 , A2 , A3 . T l ca A1 l 50%, ca
A 2 l 30%, ca A3 l 20%. Cc my bn ra c bo hnh 1 nm. Ch nhn ca ca hng ghi nhn:
10% my A1 cn sa cha trong thi gian bo hnh, ca A 2 l 20%, ca A3 l 25%.

a) Mt khch hng mua mt my, tnh xc sut my tnh c mua cn phi sa cha trong thi
gian bo hnh. Nu ngha thc t ca gi tr xc sut ny.
b) Gi s my ca khch hng mua b hng cn sa cha trong thi gian bo hnh, cho bit kh
nng cao nht my l loi no?
Bi 1.11. Mt nh my sn xut bng n c t l bng n t tiu chun l 80%. Trc khi xut
xng ra th trng mi bng n u c qua kim tra cht lng. V s kim tra khng th tuyt
i hon ho nn mt bng n tt c xc sut 0,9 c cng nhn l tt, mt bng n hng c xc
sut b loi l 0,95.
a) Tnh t l bng t tiu chun sau khi qua kim tra cht lng.
b) Tnh xc sut mt bng n ca nh my c kt qu kim tra khng ng vi bn cht ca n.
c) Nu mt bng n c kt qu kim tra l t tiu chun th kh nng kt qu khng ng l
bao nhiu?
Bi 1.12. T l ph phm ca mt loi sn phm l 0,1. m bo cht lng ngi ta kim tra sn
phm trc khi a ra th trng. Thit b kim tra t ng c chnh xc l 95% i vi chnh
57
Phn 2: Xc sut
2014
phm v 98% i vi ph phm. Sn phm c a ra th trng nu c thit b kim tra bo l

chnh phm.
a) Tnh t l sn phm c a ra th trng.
b) Vi mt sn phm c a ra th trng th kh nng n l ph phm l bao nhiu?
c) Tnh t l sn phm c kim tra bi thit b khng ng vi bn cht ca n.
d) Mt ngi mua 5 sn phm c a ra th trng. Tnh xc sut trong 5 sn phm ny c 2 ph
phm.
Bi 1.13. Mt x nghip sn xut mt loi sn phm, t l ph phm ca x nghip l 5%. Mi sn
phm sn xut ra c ln lt qua 2 trm kim tra c lp.
- trm 1: xc sut nhn bit ng vi chnh phm l 90% v nhn bit sai mt ph phm l 3%.
- trm 2: xc sut nhn bit ng vi chnh phm l 95% v nhn bit ng vi mt ph phm l
98%.
Mt sn phm c a ra th trng nu ln lt qua hai trm kim tra u c coi l chnh phm.
Tnh xc sut :
a) Mt ph phm c a ra th trng.
b) Mt chnh phm b loi trong qu trnh kim tra.
c) Mt sn phm c chn ngu nhin trong s cc sn phm cha kim tra c a ra th
trng.
d) Mt sn phm c a ra th trng l ph phm.
Bi 1.14. Mt nh u t phn loi cc d n trong mt chu k u t thnh 3 loi: t ri ro; ri ro
trung bnh; ri ro cao. T l d n cc loi tng ng l 20%; 45%; 35%. Kinh nghim cho thy t
l d n gp ri ro khi u t tng ng l 5%; 20%; 40%.
a) Tnh t l d n gp ri ro trong k u t.
b) Nu mt d n khng gp ri ro sau k u t th kh nng d n thuc loi ri ro cao l bao
nhiu?
Bi 1.15. Mt hp c 10 chnh phm v 3 ph phm khng r cht lng c th. Mt khch hng rt
ngu nhin 1 sn phm kim tra th c chnh phm, v vy khch hng d nh s mua hp sn
phm nu rt ngu nhin tip 1 sn phm na l chnh phm. Tnh xc sut khch hng mua sn
phm . Bit rng mi gi thit v s chnh phm c trong hp u ng kh nng.
58
Phn 2: Xc sut
2014
Chng 2: BIN NGU NHIN

1. KHI NIM
Bin ngu nhin l mt hm s i t khng gian mu vo tp s thc
X:
X( )
C th hiu bin ngu nhin l mt qui tc (hoc hm) gn cc gi tr bng s cho nhng kt qu ca
php th.
V d 1: Tung mt con xc xc. Gi X l s chm xut hin. X l bin ngu nhin,
(X 1),(X 2),(X 5),
l cc bin c.
V d 2: Chn ngu nhin mt sinh vin ca i hc Ngn Hng kim tra chiu cao. Gi Y(cm)
l chiu cao ca sinh vin c chn. Y l bin ngu nhin.
Bin ngu nhin thng c k hiu bng cc ch ci cui ca bng ch ci, X, Y,Z,
Tp gi tr ca bin ngu nhin X thng c k hiu l X() . Cn c vo tp gi tr X() , bin
ngu nhin c chia lm 2 loi:
Bin ngu nhin ri rc nu X() l hu hn hay v hn m c, tc l

X() x1, x 2 ,
, x n hay X() x1 , x 2 ,
, xn ,
Bin ngu nhin lin tc nu X() cha mt khong lin tc ca tp s thc
2. PHN PHI XC SUT CA BIN NGU NHIN

2.1. Bng phn phi ca bin ngu nhin ri rc
Bng phn phi xc sut dng biu din phn phi ca bin ngu nhin ri rc.
Cho X l bin ngu nhin ri rc nhn cc gi tr x1 , x 2 ,
P(X x1 ) p1 , P(X x 2 ) p2 ,
, x n vi cc xc sut tng ng
, P(X x n ) p n .
Khi , bng phn phi xc sut ca X l:
Nhn xt: pi 0 v
x1
x2
xn
p1
p2
pn
p
i 1
1.
V d 3: Mt hp c 10 sn phm, trong c 6 chnh phm v 4 ph phm. Ly ngu nhin 2 sn

phm t hp kim tra. Gi X l s ph phm ly c. Tm lut phn phi ca X. Tnh
P( 1 X 1) .
Gii. .....................................................................................................................................................................
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59
Phn 2: Xc sut
2014
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2.2. Hm mt ca bin ngu nhin lin tc

Hm mt xc sut dng biu din phn phi ca bin ngu nhin lin tc.
Hm s f (x) c gi l hm mt xc sut ca bin ngu nhin lin tc X nu tha cc iu
kin sau:
f (x) 0, x
i)
f (x)dx 1
ii)
P(a X b) f (x)dx
iii)
Nhn xt:
a
Do P(X a) f (x)dx 0 , nn i vi bin ngu lin tc ta quan tm xc sut X nhn gi

a
tr trong mt khong, ch khng quan tm ti xc sut X nhn mt gi tr c th.
Xc sut ca cc bin c (a X b),(a X b),(a X b),(a X b) nh nhau.
Vi bin ngu nhin lin tc X c hm mt xc sut f (x) th P(x X x dx) f (x)dx vi
dx b.
V mt hnh hc, xc sut P(a X b)
bng s o din tch hnh thang cong gii hn
bi x a, x b, y f x v trc Ox. Nh vy,
f(x)
din tch hnh thang cong ny cho ta bit xc

sut.
V d 4: Cho bin ngu nhin X c hm mt :

cx neu x [0, 2]
f (x)
0 neu x [0, 2]
60
Phn 2: Xc sut
2014
Tm c. Tnh P( 1,5 X 1)
Gii.
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2.3. Hm phn phi

Hm phn phi xc sut ca X , k hiu F(x) hoc FX (x) , l hm s thc xc nh nh
sau: F(x) P(X x) .
Hm phn phi xc sut cho bit t l phn trm gi tr ca X nm bn tri ca x .
Vi bin ngu nhin ri rc: F(x)
P(X x ) p
i
xi x
xi x
Vi bin ngu nhin lin tc: F(x)
f (t)dt
Tnh cht ca hm phn phi xc sut:

1. 0 F(x) 1, x
2. F(x) khng gim
3. F( ) lim F(x) 0; F( ) lim F(x) 1
x
4. P(a X b) F(b) F(a)

Lin h vi phn phi xc sut:
Vi bin ngu nhin ri rc: pi F(x i1 ) F(x i ) .
Vi bin ngu nhin lin tc, ta c: F(x) lin tc, F '(x) f (x) ti nhng im f (x) lin tc.
Nh vy, nu bit c hm phn phi xc sut ca bin ngu nhin th ta hon ton xc nh c
phn phi xc sut ca n.
V d 5: Cho bin ngu nhin X c bng phn phi xc sut:
-2
0,1
0,4
0,3
0,2
Tm hm phn phi xc sut ca X .

Gii.
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61
Phn 2: Xc sut
2014
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...............................................................................................................................................................................
f (x) 2
neu x [0, 2]
neu x [0, 2]
Tm hm phn phi xc sut ca X .

x
Gii. Ta c F(x)
f (t)dt
Khi x 0 : F(x)
0dt 0
t
t2 x x2
Khi 0 x 2 : F(x) 0dt dt

2
4 0 4
0
0
x
t
t2 2
1
Khi 2 x : F(x) 0dt dt 0dt
2
4 0
0
2
Vy hm phn phi xc sut ca X

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3. C TRNG S CA BIN NGU NHIN

a)
Gi tr tin chc nht (mode)
Gi tr tin chc nht ca bin ngu nhin X k hiu l Mod(X).
Vi bin ngu nhin ri rc: Mod(X) l gi tr ca X m xc sut X nhn gi tr ln nht, tc

l Mod(X) l gi tr ca X nhiu kh nng xy ra nht.
Vi bin ngu nhin lin tc: Mod(X) l gi tr lm hm mt xc sut t gi tr ln nht.
-2
0,1
0,4
0,3
0,2
Gii. .....................................................................................................................................................................
62
b)
Phn 2: Xc sut
2014
K vng (trung bnh)
K vng ca bin ngu nhin X k hiu l E(X).
Nu X l bin ngu nhin ri rc vi pi P(X x i ) th E(X) x i p i .

i
Nu X l bin ngu nhin lin tc vi hm mt f (x) th E(X)
xf (x)dx.
ngha ca k vng:
-
K vng l gi tr trung bnh theo xc sut ca bin ngu nhin, phn nh gi tr trung tm ca
bin ngu nhin.
Trong thc t sn xut hay kinh doanh, nu cn chn phng n cho nng sut cao (hay li
nhun cao) th ta chn phng n cho nng sut k vng cao (hay li nhun k vng cao).
-2
0,1
0,4
0,3
0,2
Tm k vng ca X.
Gii. .....................................................................................................................................................................
f (x) 2
neu x [0, 2]
neu x [0, 2]
Tm k vng ca X.
Gii. ........................................................................................................................................................
.................................................................................................................................................................
Tnh cht ca k vng:
1. E(C) C , C l hng s
2. E(aX) aE(X)
3. E(aX bY C) aE(X) bE(Y) c
4. Nu X, Y c lp (ngha l hai bin c (X x),(Y y) c lp vi mi x, y ) th
E(XY) E(X).E(Y) .
(x i )pi
i
5. Nu Y (X) th E(Y)
(x)f (x)dx
vi X ri rac
vi X lien tuc
63
Phn 2: Xc sut
2014
V d 10: Mt phn xng c 2 my hot ng c lp. Xc sut trong mt ngy lm vic cc my

hng tng ng l 0,1; 0,2.
a) Tm s my b hng trung bnh trong mt ngy lm vic.
b) Nu mi my b hng phi sa ht 150 ngn ng, tnh s tin sa my trung bnh trong mt
ngy lm vic.
Gii. Gi X l s my b hng trong mt ngy lm vic
Bng phn phi xc sut ca X :
0,72
0,26
0,02
a) E(X) 0.0,72 1.0, 26 2.0,02 0,3

b) Gi Y (ngn ng) l tin sa my trong mt ngy lm vic.
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c)
Phng sai lch chun
Phng sai ca bin ngu nhin X, k hiu V(X), c xc nh nh sau:
V(X) E X E(X)
2
x i E(X) pi
i

x E(X) 2 f (x)dx
vi X ri rac
vi X lien tuc
Trong tnh ton, ta hay dng cng thc:
2
x i pi
2
i
V(X) E(X 2 ) EX vi E(X 2 )
x 2f (x)dx
vi X ri rac
vi X lien tuc
ngha ca phng sai:

X E(X) l sai lch gia gi tr ca X so vi trung bnh ca n. Do , phng sai chnh l
trung bnh ca bnh phng sai lch gia gi tr ca X so vi trung bnh ca n. Phng sai c
trng cho phn tn ca bin ngu nhin quanh gi tr trung bnh, ngha l phng sai nh th
phn tn nh v vy tp trung ln, ngc li phng sai ln th phn tn ln.
Trong k thut, phng sai c trng cho sai s ca thit b. Trong kinh doanh, phng sai
c trng cho ri ro ca cc quyt nh.
V n v o ca V(X) bng bnh phng n v o ca X , tin cho vic so snh gia cc
c trng, ta a ra c trng lch tiu chun, k hiu X , X V(X) . Nh vy, X
v X c cng n v o.
64
Phn 2: Xc sut
2014
Tnh cht ca phng sai:

1. V(C) 0 , C l hng s
2. V(aX) a 2V(X);V(aX b) a 2V(X)
3. Nu X, Y c lp th V(aX bY c) a 2V(X) b2V(Y);
H qu: Nu X, Y c lp th V(X Y) V(X) V(Y)
-2
0,1
0,4
0,3
0,2
Tm phng sai ca X .
Gii. .....................................................................................................................................................................
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f (x) 2
0
neu x [0, 2]
neu x [0, 2]
Tm phng sai ca X .
Gii. .....................................................................................................................................................................
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BI TP
Bi 2.1. Mt thit b c 3 b phn hot ng c lp. Xc sut trong thi gian t cc b phn b hng
tng ng l 0,1; 0,15; 0,2.
a) Tm phn phi xc sut ca s b phn b hng X trong thi gian t.
b) Lp hm phn phi ca X; tm ModX; MedX.
c) Tnh xc sut trong thi gian t c khng qu mt b phn b hng.
Bi 2.2. Cho bin ngu nhin X c hm mt xc sut
kx 2
f (x)
0
x [0,3]
x [0,3]
a) Tnh k vng ca X.
65
Phn 2: Xc sut
2014
b) Tnh P(X 2), P( X EX 0,5), P( X EX 1)

c) Cho Y 2 X , tm hm mt ca Y.
Bi 2.3. Tm hm mt xc sut ca Y=X2. Bit hm mt ca X cho nh sau:
2(1 x), x (0;1)
f X (x)
x (0;1)
0
Bi 2.4. Mt trm cung cp ga c dung lng kho cha l 600 thng v c cung cp ga 1 ln
trong 1 tun. Dung lng ga bn trong mt tun ca trm l X (n v: ngn thng) c hm mt
xc sut: f x m 11 x
khi x [0;1]; f(x) = 0 khi x [0;1]. Bit xc sut ht ga trong mt
tun l 0,01. Tnh lng ga trung bnh bn ra trong tun.

Bi 2.5. Cho bin ngu nhin X (n v l thng) l tui th ca mt loi thit b c hm mt xc
sut:
x2
f (x) cxe
0
x0
x 0.
Tm c; Tm hm phn phi xc sut ca X; Tnh xc sut trong 6 thit b ny hot ng c lp c

3 thit b c tui th t nht 5 thng; Tm tui th trung bnh ca thit b; Tui th c th hi vng ca thit
b l bao nhiu.
Bi 2.6. Nhu cu hng ngy v mt loi thc phm ti sng c bng phn phi xc sut:
Nhu cu (kg)
30
31
32
33
34
35
0,15
0,2
0,35
0,15
0,1
0,05
Mi kg thc phm mua vo vi gi 2,5 ngn v bn ra vi gi 4 ngn. Nu b cui ngy phi

bn h gi cn 1,5 ngn mi bn ht c. Phi t mua hng ngy bao nhiu kg thc phm c li
nht.
Bi 2.7. Mt cng ti bo him s chi mt lng tin l A nu bin c E xut hin trong nm. Nu
cng ti c lng E xut hin trong nm vi xc sut p th mt khch hng cn phi mua bo him
mc bao nhiu k vng li tc ca cng ti s l 10% ca A.
Bi 2.8. X A , X B (%) l li sut thu c trong mt nm khi u t vo hai cng ty A, B mt cch
c lp. Cho bit quy lut phn phi xc sut tng ng nh sau:
XA
10
12
0,05
0,1
0,3
0,4
0,15
66
Phn 2: Xc sut
2014
XB
-4
10
12
16
0,1
0,2
0,2
0,25
0,15
0,1
a) u t vo cng ty no c li sut k vng cao hn?

b) u t vo cng ty no c ri ro t hn?
c) Nu mun u t vo c hai cng ty th nn u t theo t l nh th no sao cho:
i) Thu c li sut k vng ln nht.
ii) Mc ri ro v li sut thp nht.
Bi 2.9. Ph qua cu i vi mt xe nh l 10 ngn ng, mt xe ln l 15 ngn ng. Theo thng
k, trong mt gi c 60% xe nh qua cu, cn li l xe ln. Nu c 100 xe qua cu trong mt gi th
doanh thu trung bnh l bao nhiu?
Bi 2.10. Cho hai my, t l sn phm loi A ca hai my tng ng l 20%, 30%. Cho mi my sn
xut ln lt tng sn phm ra 2 sn phm.
a) Lp bng phn phi xc sut c s sn phm loi A trong 4 sn phm sn xut ra.
b) Tnh s sn phm loi A tin chc nht; phng sai ca s sn phm loi A trong 4 sn phm.
67
Phn 2: Xc sut
2014
Chng 3: CC PHN PHI XC SUT THNG DNG

1. PHN PHI NH THC
1.1. nh ngha
Bin ngu nhin X c phn phi nh thc vi tham s n, p , k hiu X ~ B(n, p) , nu tp gi tr
X() 0,1,
, n v
P(X x) Cxn pxqnx vi x X(),q 1 p .

Khi n 1: X ~ B(1, p) th X cn c gi l c phn phi khng mt hay phn phi Bernoulli, k
hiu X ~ A(p).
Nhn xt: Nu X l s ln xut hin bin c A trong dy n php th Bernoulli vi P(A) p , th
X ~ B(n, p) .
V d 1: X nghip c 10 chic my hot ng c lp. Xc sut trong mt ngy mi my b hng

l 0,15.
a) Tnh xc sut trong mt ngy c 2 my b hng.
b) Tnh xc sut trong mt ngy c khng qu 2 my b hng.
Gii. .....................................................................................................................................................................
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a) Xc sut c 2 my b hng
...............................................................................................................................................................................
b) Xc sut c khng qu 2 my b hng

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1.2. Cc s c trng
Nu X ~ B(n, p) th
E(X) np; Var(X) npq
(n 1)p 1 Mod(X) (n 1)p
V d 2: X nghip c 10 chic my hot ng c lp. Xc sut trong mt ngy mi my b hng

l 0,15.
a) Tnh s my b hng trung bnh trong mt ngy.
b) Tnh s my b hng nhiu kh nng nht.
Gii. Gi X l s my b hng trong 1 ngy.
X c phn phi nh thc, X ~ B(10;0,15)

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68
Phn 2: Xc sut
2014
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2. PHN PHI SIU BI
2.1. nh ngha
Bin ngu nhin X c phn phi siu bi vi tham s N, N A , n, k hiu X ~ H(N, N A , n) , nu X

nhn gi tr nguyn dng t max 0, n (N N A ) n min n, N A v
P(X x)
CxNA .CnNxNA
CnN
2.2. M hnh ca phn phi siu bi
Mt tng th c N phn t, trong c N A phn t c tnh cht A. Ly ngu nhin n phn t t

tng th. Gi X l s phn t c tnh cht A trong n phn t ly ra. Khi , X c phn phi siu bi,
X ~ H(N, N A , n) .
2.3. Cc s c trng
Nu X ~ H(N, N A , n) th
E(X) np vi p
Var(X) npq.
NA
N
Nn
vi q 1 p
N 1
V d 3: Mt kin gm 10 sn phm, trong 6 sn phm loi I v 4 sn phm loi II. Mt khch

hng chn ngu nhin 3 sn phm mua.
a) Tnh xc sut khch hng mua c 2 sn phm loi I.
b) Tnh xc sut khch hng mua c t nht 1 sn phm loi I.
c) Tnh sn phm loi I trung bnh trong 3 sn phm ly ra.
Gii. G ..................................................................................................................................................................
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Phn 2: Xc sut
2014
3. PHN PHI POISSON

3.1. nh ngha
Bin ngu nhin X c phn phi Poisson vi tham s ( 0) , k hiu X ~ P( ) , nu tp gi tr
X() 0,1,
, n,
v
P(X k)
e k
; k X()
k!
3.2. Cc s c trng
Nu X ~ P( ) th
E(X) Var(X)
1 Mod(X)
V d 4: Mt tng i in thoi cc cuc gi n mt cch ngu nhin, c lp v trung bnh c 10
cuc gi trong 1 pht. Gi s s cuc gi n tng i trong 1 pht c phn phi Poisson. Tnh xc
sut:
a) C ng 5 cuc gi n trong 1 pht.
b) C t nht 2 cuc gi trong 1 pht.
Gii. .....................................................................................................................................................................
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4. PHN PHI CHUN
4.1. nh ngha
Bin ngu nhin X c gi l c phn phi chun vi tham s v 2 ( 0) , k hiu

X ~ N( , 2 ) , nu hm mt xc sut l
f (x)
1
e
2
(x )2
2 2
f (x) l hm mt xc sut v f x 0 v
f (x)dx 1 .
f(x)
1
2
1
e2
z1
th f(x) c dng hnh chung, trc i xng

70
Phn 2: Xc sut
2014
x , cc im un ;
, nhn trc honh lm
e2
tim cn ngang.
Cc s c trng: Nu X ~ N( , 2 ) th E(X) , Var(X) 2 .
Z c gi l c phn phi chun tc nu Z ~ N(0,1) , tc hm mt xc sut ca Z l
1
f (x)
e
2
x2
2
Tnh cht: Nu X ~ N( , 2 ) th Z
~ N(0,1) .
4.2. Tnh xc sut ca phn phi chun
a) Hm Laplace:
(x)
1
2
t2
2
dt
Gi tr ca hm Laplace c cho trong bng hm Laplace.

-
Hm Laplce l hm l, ( x) (x) .
Vi x 5 : (x) 0,5 .
( ) 0,5; ( ) 0,5
b) Tnh xc sut:
Nu X ~ N(0,1) th P(a X b) b a .
b
a
Nu X ~ N( , 2 ) th P(a X b)

.

V d 5: Cho Z ~ N(0,1) . Tnh P( 0, 25 Z 1,36), P(Z 2,37), P(Z 2,58) .

Gii. .....................................................................................................................................................................
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V d 6: Trng lng ca mt gi bt git l bin ngu nhin c phn phi chun vi trng lng
trung bnh l 5(kg) v lch chun 0,1(kg). Tnh t l gi bt git c trng lng t 4,8kg n 5,1
kg.
Gii.
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Phn 2: Xc sut
2014
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4.3. Gi tr ti hn ca phn phi chun tc
nh ngha: Cho bin ngu nhin X v s (0,1) . S g c gi l gi tr ti hn mc ca
X nu P X g .
Gi tr ti hn mc ca bin ngu nhin X c phn phi chun tc, k hiu z , l s tha iu kin
P(X z )
Tnh cht:
1. (z ) 0,5
2. z1 z
3. Nu Z ~ N(0;1) th P(Z z /2 ) P(Z z /2 )
, P( z /2 Z z /2 ) .
V d 7: z0,025 1,96;z0,975 1,96;z0,01 2,33

4.4. Tng ca cc bin ngu nhin c lp c phn phi chun
Mnh : Nu X ~ N(; 2) th aX + b ~ N(a + b;a)2) (vi a 0).

nh l: Nu cc bin ngu nhin Xi c lp v Xi ~ N(i ; i2) th t hp tuyn tnh Y= c1X1 + c2X2
+ + cnXn c phn phi chun, vi trung bnh c11 + c22 + + cnn , phng sai c1212+ c2222 +
+ cn2n2.
H qu 1: Nu cc bin ngu nhin Xi c lp cng phn phi chun trung bnh , phng sai 2 th
i) Tng X1 + X2 + + Xn c phn phi chun trung bnh n, phng sai n2;
n
ii) Trung bnh cng X=
X
i 1
c phn phi chun trung bnh , phng sai 2
H qu 2: Nu cc bin ngu nhin Xi c lp cng phn phi v Xi ~ N(; 2) th Z=
X-
~N(0;1).
V d 8: Mt cng ti bn 3 loi hng: A, B, C vi gi bn mt n v tng ng l 21,2; 21,35; 21,5

(USD). Gi X1 , X 2 , X 3 tng ng l s n v hng bn ca cc loi hng A, B, C trong 1 tun.
X1 , X 2 , X 3 l cc bin ngu nhin c phn phi chun vi trung bnh 1=1000, 2=500, 3=300 v
lch chun 1=100, 2 =80, 3 =50. Tnh xc sut doanh thu Y ca cng ti trong 1 tun vt
45000 USD.
72
Phn 2: Xc sut
2014
Gii. .....................................................................................................................................................................
...............................................................................................................................................................................
...............................................................................................................................................................................
...............................................................................................................................................................................
4.5. Xp x phn phi nh thc bng phn phi chun
nh l (nh l gii hn a phng Moivre-Laplace). Cho X ~ B n;p vi p khng qu gn 0 v

khng qu gn 1 th:
lim
P{X k}
1
1
.f (x k )
npq
1 x2
vi f (x)
e l hm Gauss.
2
nh l (nh l gii hn Moivre-Laplace). Gi X ~ B n;p , vi p khng qu gn 0 v khng qu
gn 1 v Sn
X np
th
npq
F
Sn
N 0, 1 .
ngha ca hai nh l trn:

Trong thc hnh: Cho X ~ B(n, p) v n ln, p khng qu ln, cng khng qu b ( np 5 v
nq 5 ) th X
i)
N(np; npq) . Khi ,
k np
1
1
,f (x)
e
P(X k)
f x k vi x k
npq
2
npq
x2
2
k np
k1 np
ii) P(k1 X k 2 ) 2

.
npq
npq
V d 8: Xc sut ny mm ca mi ht ging l 0,8. Gieo th 100 ht ging.

a) Tnh xc sut c ng 75 ht ny mm
b) Tnh xc sut c t nht 70 ht ny mm.
Gii.
Gi X l s ht ny mm trong 100 ht c gieo
X c phn phi nh thc, X ~ B(100;0,8)

V n 100 ln, p 0,8 khng qu ln, cng khng qu b nn X
N(80;42 ) .
1 75 80 1
1 1 ( 21,25)
a) P(X 79) f
1,25
e 16 0,0950
4 4 4
4 2
2
73
Phn 2: Xc sut
2014
101 80
70 80
b) P(X 70) P(70 X 101)

5,25 2,5 0,5 0,4938 0,9938

5. PHN PHI KHI BNH PHNG
nh ngha: Bin ngu nhin X c gi l c phn phi khi bnh phng vi n bc t do, k hiu
X ~ 2 (n) , nu hm mt xc sut l
x n
1
2 2
.e
x
vi x 0
n/2 n
f (x) 2
2
0
vi x 0
y x
f(x)
x 1 t
e dt (hm Gamma).
th
Tnh cht:
n
Nu X X i2 vi X i c lp, Xi ~ N(0,1) th X ~ 2 (n) .

i 1
Nu X ~ 2 (n) th E(X) n, Var(X) 2n .

2
Gi tr ti hn mc ca bin ngu nhin X ~ 2 (n), k hiu (n,
) , l s tha iu kin
2
P(X (n,
))
2
2
13,120; (25;0,025)
40,646.
V d 9: (25;0,975)
6. PHN PHI STUDENT
nh ngha: Bin ngu nhin X c gi l c phn phi Student vi n bc t do, k hiu X ~ t(n) ,
nu hm mt xc sut l
n 1
n 1
1 2 x 2 2
. 1
.
vi x 0
f (x) n
n
n

0
vi x 0
y x
x 1 t
e dt (hm Gamma).
+ th hnh chung tng t nh th

ca phn phi chun nhng c nh thp hn
th
phn phi chun
th
phn phi t(n)
v 2 phn ui cao hn so vi th ca
74
Phn 2: Xc sut
2014
phn phi chun.

Cc s c trng:
do n 1 ); V(X)
Nu X
E(X) 0 (bc t
n
(vi n 2 ).
n2
Z
vi Z ~ N(0,1); Y ~ 2 (n) v Z, Y c lp th X ~ t(n) .
Y
n
Gi tr ti hn mc ca bin ngu nhin X ~ t(n), k hiu t (n, ) , l s tha iu kin
P(X t (n, ) ) .
V d 10: t (25;0,01) 1,316;t (17;0,025) 2,110;t (19;0,005) 2,861
7. PHN PHI FISHER
nh ngha: Bin ngu nhin X c gi l c phn phi Fisher Snedecor vi n v m bc t do,

k hiu X ~ F(n, m) , nu hm mt xc sut l
n2 m2 n m
n m 2 n 2
nm
x 2 m nx 2 vi x 0
f (x)
n m

2 2
0
vi x 0
Tnh cht:
X1 / n
vi X1 , X 2 c lp v X1 ~ 2 (n), X2 ~ 2 (m) th X ~ F(n, m) .
X2 / m
Nu X
Nu X ~ F(n, m) th E(X)
m
2n 2 (m n 2)
;Var(X)
n2
m(n 2) 2 (n 4)
Gi tr ti hn mc ca bin ngu nhin X ~ F(n, m), k hiu f ( n,m, ) l s tha iu kin

P(X f ( n,m, ) ) .
Tnh cht: f (n,m, )
1
f (m,n,1 )
V d 15: f (12;19;0,05) 2, 28;f(12;19;0,95)
1
f (12;19;0,05)
1
.
2, 28
BI TP
Bi 3.1. Tui th ca mt bng n l bin ngu nhin c phn phi chun vi tui th trung bnh l
1500 gi, lch chun l 150 gi. Nu thi gian s dng khng qu 1251 gi th bo hnh min
ph.
a) Tm t l bng n phi bo hnh.
75
Phn 2: Xc sut
2014
b) Phi qui nh thi gian bo hnh l bao nhiu t l bng n phi bo hnh ch cn 1%?
Bi 3.2. Mt l hng c 1000 sn phm trong c 400 sn phm loi A. Ly ngu nhin khng
hon li t l hng 10 sn phm kim tra. Tnh xc sut c 3 sn phm loi A c trong 10 sn
phm ly ra kim tra.
Bi 3.3. Trong mt t thi tay ngh, mi cng nhn d thi s chn ngu nhin mt trong hai my v
vi my chn sn xut 10 sn phm. Nu trong 10 sn phm sn xut ra c t 9 sn phm loi I
tr ln th c nng bc th. Gi s i vi cng nhn A, xc sut sn xut c sn phm loi I
i vi hai my tng ng l 0,7 v 0,9. Tnh xc sut cng nhn A c nng bc th.
Bi 3.4. Cho 2 l hng, mi l c 1000 sn phm. T l sn phm loi B trong tng l ln lt l
10%, 20%. Ngi mua ly ngu nhin 10 sn phm kim tra. Nu trong 10 sn phm ly ra t l
hng no c khng qu 2 sn phm loi B th mua l hng . Tnh xc sut c l hng c mua.
Bi 3.5. Mt phn xng c 2 dy chuyn cng sn xut mt loi sn phm. T l ph phm ca cc
dy chuyn ny tng ng l 0,5%; 0,6%. Mi ca sn xut mi dy chuyn sn xut c 500 sn
phm. Ly ngu nhin 4 sn phm ca dy chuyn 1 v 6 sn phm ca dy chuyn 2 kim tra.
Tnh xc sut trong cc sn phm ly ra c 2 ph phm.
Bi 3.6. C 3 l hng, mi l hng gm 10000 sn phm. T l sn phm loi I ca tng l tng
ng l 60%; 70% v 80%. Ngi ta ln lt ly t mi l ra 10 sn phm kim tra (ly khng
hon li). Nu trong 10 sn phm ly ra kim tra c t 8 sn phm loi I tr ln th mua l hng .
a) Tnh xc sut l hng c t l sn phm loi I l 80% c mua.
b) Tnh xc xut c t nht mt l hng c mua.
c) Nu ch c mt l hng c mua, tnh xc sut l l l hng c t l sn phm loi I l
80%.
Bi 3.7. Tui th ca mt my in t l mt i lng ngu nhin c phn phi chun vi tui th
trung bnh l 4,2 nm, lch chun l 1,5 nm. Bn c 1 my th li 100 ngn ng, nhng nu
my phi bo hnh th l 300 ngn ng. Vy tin li trung bnh khi bn mt my l 30 ngn
ng th phi qui nh thi gian bo hnh trong bao lu?
Bi 3.8. Gi X l thi gian (tnh bng thng) t lc vay n lc tr tin ca khch hng ti mt ngn
hng. Gi s X~N(18,16). Tnh t l khch hng tr tin li cho ngn hng: a) trong khong 13 thng
n 25 thng; b) t hn 8 thng; c) khng t hn mt nm; d) Vi khong thi gian ti thiu l bao
nhiu c 99,5% khch hng tr tin li cho ngn hng.
Bi 3.9. Li sut (%) u t vo mt d n trong nm l bin ngu nhin c phn phi chun. Theo
nh gi ca y ban u t th kh nng u t vo d n cho li sut cao hn 20% l 15,87% v
kh nng cho li sut cao hn 25% l 2,28%.
a) Tnh kh nng u t vo d n c li sut trn 15%.
b) Tnh kh nng u t vo d n b l.
76
Phn 2: Xc sut
2014
Bi 3.10. Tui th ca mt loi ng c c phn phi chun trung bnh 10 nm v lch tiu chun
2 nm. Nh sn xut s thay th ng c hng trong thi gian bo hnh. Thi gian bo hnh s l
bao nhiu nu nh sn xut ch mun thay th 3% ng c trong thi gian ny.
Bi 3.11. Thi gian ng A i lm hng ngy t nh n c quan c phn phi chun trung bnh 24
pht, lch tiu chun 3,8 pht.
a) Tnh xc sut ng A i lm ti thiu mt na gi.
b) Nu bui sng c quan lm vic lc 7gi 30 nhng ng ta ri nh lc 7gi 15 pht th kh nng
ng ta b tr gi l bao nhiu.
c) Nu bui sng ng ta ri nh lc 7 gi v d nh n sng ti cn tin c quan t 7 gi 20 pht
mt 10 pht bt u lm vic lc 7 gi 30 pht th kh nng ng ta khng kp n sng l bao
nhiu.
d) Tnh xc sut trong mt tun ng ta i lm 5 ln, c t nht mt ln thi gian i mt hn na gi.
Bi 3.12. Mt nh u t d nh u t vo c phiu ca ngn hng A hay ngn hng B nhng phi
m bo li nhun ti thiu l 10%. Gi s li nhun u t (n v %) vo c phiu ca A l bin
ngu nhin c phn phi chun trung bnh 14 lch tiu chun 2; ca B l bin ngu nhin c phn
phi chun trung bnh 13 lch tiu chun 1. Theo bn nh u t nn u t vo c phiu ca
ngn hng no.
Bi 3.13. Tui th ca mt loi bng n l X (n v: nm) vi X ~ N(4,2; 2,25). Khi bn mt bng
n c li 100 ngn ng, song nu bng n phi bo hnh th l 300 ngn ng. Vy tin li
trung bnh khi bn mi bng n l 30 ngn ng th cn quy nh thi gian bo hnh l bao lu?
Bi 3.14. S yu cu phc v ti mt mt tng i c phn phi Poisson vi trung bnh 4 yu cu
trong 1 gi.
a) Tnh xc sut tng i c 10 yu cu trong 2 gi.
b) Nu ngi trc tng i phi ngh n tra mt 30 pht th xc sut ngi khng b mt yu
cu no l bao nhiu. Theo bn nhiu kh nng nht c bao nhiu yu cu tng i phc v trong
khong thi gian ny.
Bi 3.15. Mt trm cho thu xe tc xi c 3 xe. Hng ngy phi np thu 8 USD cho 1 xe (d xe c
c thu hay khng). Mi chic xe c thu vi gi 20 USD. Gi s yu cu thu xe ca trm l
X c phn phi Poisson vi tham s = 2,8.
a) Gi Y l s tin thu c trong 1 ngy ca trm (nu khng ai thu th b l l 24 USD). Tm
phn phi xc sut ca Y t tnh s tin trung bnh thu c ca trm trong 1 ngy.
b) Gii bi ton trong trng hp c 4 xe.
c) Trm nn c 3 hay 4 xe.
Bi 3.16. M hnh chuyn ng gi ca mt chng khon c cho nh sau: Gi hin ti l s, sau
mt phin giao dch gi s l u.s vi xc sut p v l d.s vi xc sut 1 p. S tng hay gim gi ca
77
Phn 2: Xc sut
2014
chng khon trong cc phin giao dch l c lp. Tnh xc sut gi chng khon s ln t nht 30%
sau 1000 phin giao dch nu u=1,012; d = 0,99; p = 0,52.
Bi 3.17. Tng doanh s mi tun ca mt khch sn l bin ngu nhin c phn phi chun vi
trung bnh 2200 USD v lch tiu chun 230 USD. Tnh xc sut:
a) Tng doanh s ca c 2 tun sau khng vt qu 5000 USD.
b) Doanh s vt qu 2000 USD t nht 2 trong 5 tun sau.
Gi s doanh s tng tun ca mt khch sn l c lp vi nhau.
Bi 3.18. Mt loi chi tit my c gi l t k thut nu tr tuyt i sai lch gia ng knh ca
n vi ng knh thit k khng qu 0,33mm. Bit ng knh ca trc my l bin ngu nhin c
phn phi chun vi lch tiu chun 0,3mm.
a) Tnh xc sut ly ngu nhin 5 chi tit loi ny c 3 chi tit t k thut.
b) Tnh xc sut trong 100 chi tit loi ny c hn 80 chi tit t k thut.
Bi 3.19. Chiu cao ca mt loi cy ly g l bin ngu nhin c phn phi chun vi chiu cao
trung bnh l 20m v lch tiu chun l 2,5m. Cy t tiu chun khai thc l cy c chiu cao ti
thiu l 15m. Hy tnh t l cy t tiu chun khai thc. Nu cy t tiu chun s li 100 ngn
ng, ngc li cy khng t tiu chun s l 30 ngn ng. Ngi ta khai thc ngu nhin 1 l 100
cy. Tnh tin trung bnh v phng sai ca s tin li ca l cy .
Bi 3.20. S im ca Hng v Minh chi Bowling tng ng c phn phi chun N(170; 202);
N(160; 152). Nu Hng v Minh mi ngi chi mt ln v gi s im ca h l c lp vi nhau.
Tnh xc sut:
a) Minh cao im hn.
b) Tng s im ca h trn 350.
Bi 3.21. Mt k s xy dng cho rng tng trng lng W m mt chic cu chu ng c khng
b ph v cu trc, c phn phi chun vi trung bnh 400 v lch chun 40. Gi s rng trng
lng ca mt t c trung bnh 3 v lch tiu chun 0,3. S t trn cu l bao nhiu xc sut
cu b ph v cu trc vt qu 0,1 (n v trong bi ton ny l tn).
Bi 3.22. Cho trng lng ca mt tri cy (tnh bng kg) l bin ngu nhin c phn phi chun.
Mt mu iu tra 650 tri cy loi ny c 30 tri c trng lng di 1,8kg v 130 tri c trng
lng trn 2,4kg.
a) Tnh trng lng trung bnh v lch chun ca tri cy loi ny.
b) Nhng tri cy c trng lng di 1,8kg l th phm. Gi s c mt l gm rt nhiu tri cy
loi ny. Ngi ta phn loi l tri cy nh sau: Ly mu ngu nhin 20 tri cy t l tri cy
kim tra, nu khng c tri th phm no th xp loi 1; nu c 1 hoc 2 tri th phm th xp
loi 2; nu c hn 2 tri th phm th xp loi 3. Nhiu kh nng nht l tri cy c phn loi
my?
78
Phn 2: Xc sut
2014
Bi 3.23. Li sut c phiu ca 2 cng ti A v B c lp. Li sut c phiu ca cng ti A c phn

phi chun N A , A2 vi A 12% v A 6% . Li sut c phiu ca cng ti B c phn phi
chun N B , B2 vi B 15% v B 10% . Mt ngi mun u t 1 t ng vo c phiu ca 2
cng ti A v B. Ngi ny nn u t bao nhiu tin tng ng vo c phiu ca cng ti A v B
xc sut c li l ln nht.
Bi 3.24. Nhu cu hng tun v lng tin mt X ( n v: t ng ) ti mt chi nhnh ngn hng c
phn phi chun N 1 , 12 vi 1 585, 1 15 . Lng tin Y ( n v: t ng ) chi nhnh ny
huy ng c trong mt tun c phn phi chun khng ph thuc vo nhu cu X. Xc sut
lng tin mt chi nhnh ny huy ng c trong mt tun cao hn nhu cu l 0,99744. Chi nhnh
ny c li khi lng tin huy ng khng c khng vt qu 1,3 ln nhu cu. Xc sut chi nhnh
ny c li l 0,99861. Tnh lng tin mt trung bnh chi nhnh ny huy ng c trong tun.
79
Phn 2: Xc sut
2014
80

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i Hc Ngn Hng Tp.

1 , 2 , 3 , 4 , 5 , 6 vi i l bin c xut hin mt i chm ( i 1,6 ).

hiu cho cc bin c ngu nhin.

C l bin c s chm l s l v ln hn 3. Khi : A, B,C l cc bin c ngu nhin; B C,B A .

n thi cao hc Th.S Nguyn Phng 0988.660.985 nguyenphuongblog.wordpress.com

i Hc Ngn Hng Tp. H Ch Minh

v ch khi c t nht mt trong n bin c A1 , A 2 ,

, A n l mt bin c, k hiu A1A 2

V d 3: Ly ngu nhin 3 ln, mi ln 1 bi, t mt hp c 6 bi xanh v 4 bi . Gi A i l bin c ln

2.5.Bin c xung khc

, A n c gi l xung khc tng i nu 2 bin c bt k trong n bin c

ny xung khc vi nhau i j:Ai A j .

V d 4: Tung mt con xc xc, gi A l bin c s chm l s l; B l bin c s chm l s chn;

C l bin c s chm bng 3. Ta c

V d 5: Kim tra 3 sn phm do nh my sn xut. Gi A i l bin c sn phm th i l sn phm

i Hc Ngn Hng Tp. H Ch Minh

F l bin c c t nht 2 sn phm tt.

3. NH NGHA XC SUT (c in)

Bi ton la chn: Xt mt tng th c N phn t, trong c N A phn t c tnh cht A, cn li

V d 7: Mt lp c 50 sinh vin gm 20 nam v 30 n. Hi c bao nhiu cch chn mt nhm 4

ngha ca xc sut: Xc sut ca mt bin c l mt gi tr nm trong min t 0 n 1, c trng

n thi cao hc Th.S Nguyn Phng 0988.660.985 nguyenphuongblog.wordpress.com

i Hc Ngn Hng Tp. H Ch Minh

Tnh cht: Theo nh ngha, ta c:

V d 8: Tung mt con xc xc cn i v ng cht. Tnh xc sut

S bin c s cp ng kh nng c th xy ra khi tung con xc xc l n 6 .

b) Gi B l bin c xut hin mt chn n B 3 .Do , xc sut xut hin mt chn l

V d 9: Mt hp c 10 sn phm, trong c 6 sn phm loi I v 4 sn phm loi II.

3.3. Cng thc tnh xc sut la chn

i Hc Ngn Hng Tp. H Ch Minh

Xt mt tng th c N phn t, trong c N A phn t c tnh cht A, cn li l cc phn t khng

V d 10: Mt hp c 10 sn phm, trong c 6 sn phm loi I v 4 sn phm loi II. Ly ngu

4. CNG THC CNG

, A n l cc bin c xung khc tng i th

c) Nu A, B l hai bin c bt k th P(A B) P(A) P(B) P(AB) .

V d 11: P(A B C) P(A) P(B) P(C) P(AB) P(AC) P(BC) P(ABC)

n thi cao hc Th.S Nguyn Phng 0988.660.985 nguyenphuongblog.wordpress.com

i Hc Ngn Hng Tp. H Ch Minh

Trong trng hp khng gian mu c s bin c s cp hu hn v ng kh nng ta c th tnh theo

6. CNG THC NHN

P(A n | A1A 2A3

V d 14: Ba ngi chi bng r, mi ngi nm mt qu vo r t mt v tr c nh mt cch c

i Hc Ngn Hng Tp. H Ch Minh

d) Ngi th ba nm khng vo r, bit rng c 2 ngi nm vo r.

b) Gi B l bin c c t nht 1 ngi nm vo r.

7. CNG THC BERNOULLI

Pn (k;p) Cnk pk (1 p)nk , k 0,..., n

i Hc Ngn Hng Tp. H Ch Minh

Gii. X th bn n vin n tng ng vi dy n php th Bernoulli vi xc sut bn trng mi

b) Gi B l bin c c t nht 1 vin n trng bia

8. CNG THC XC SUT Y v CNG THC BAYES

, A n xung khc tng i v lun c mt trong cc bin c A1 , A 2 ,

khi thc hin php th, tc l

Cng thc xc sut y

, A n n 2 l mt nhm y v A l mt bin c bt k ca php th th

P(A) P(A1 )P(A | A1 ) P(A 2 )P(A | A 2 )

P(A n )P(A | A n ) P(A i )P(A | A i )

Cng thc Bayes

, A n n 2 l mt nhm y v A l mt bin c bt k ca php th th

V d 16: Mt phn xng c 3 my cng sn xut mt loi sn phm. Sn lng ca cc my ny

i Hc Ngn Hng Tp. H Ch Minh

Gii. Gi B l bin c sn phm kim tra l ph phm;

a) Theo cng thc xc sut y , ta c: