KHI NIM C BN XC SUT

Ck .Cn k
Cng thc Siu bi P(X=k) = M n N M
CN

Cng thc Nh thc P(X=k) = Ckn .pk(1 p)nk

Cng thc cng

Cng thc nhn
P(A+B) = P(A) + P(B) P(A.B)
P(A.B) = P(A).P(B/A) = P(B).P(A/B)
P(A.B)
P(A).P(B / A)
P(A) = 1 P( A )
P(A/B) =
=
P(A1+A2++An) = P(A1)+P(A2)++P(An)
P(B)
P(B)
(Ai) xung khc tng i.
P(A)
(B = A + )
P(A/B) =
P(A+B+C) = P(A) + P(B) + P(C)
P(B)
P(AB) P(BC) P(AC)
P(A/B) P(B/A)
+ P(ABC)
=

P(A)
P(B)
Ghi nh
P(A1.A2...) = P(A1).P(A2)... (Ai) .lp t.phn.
A + B +... = A.B...
A.B... = A+B+...
P(A.B.C) = P(A).P(B/A).P(C/A.B)
Cng thc Bayes
Cng thc Xc sut y
(Ai) y v xung khc tng i.
(Ai) y v xung khc tng i.
n
P(A i ).P(B / A i )
P(Ai/B) =
P(B) = P(B /A i ).P(A i )
P(B)
i =1
n

P(B.C) =

P(B /A .C).P(A /C)

i

i =1

I LNG NGU NHIN HAI CHIU

Bng phn phi theo thnh
Bng phn phi ng thi
phn X (pi bng tng pij theo
Y
y1 ... yn
dng) E(X), Var(X), X
X
X x1 ... xm
x1 p11 ... p1n = p1
p p1 ... pm
...
... ... ...
...
xm pm1 ... pmn = pm Bng phn phi theo X c
iu kin Y=yj (ct j chia cho
= q1 ... = qn
tng ct j)
pij 0, pij = 1

E(X /yj), Var(X /yj)

X /yj x1 ... xm
pi > 0, pi = 1 qj > 0, qj = 1
p /yj p1j/qj ... pmj/qj
Hip phng sai: o ph thuc gia X, Y
m

Cov(X, Y) =

x y p
i

ij

E(X).E(Y)

i = 1 j= 1

X, Y c lp pij = pi.qj (i, j)

Cov(X, Y) = 0
Var(aX bY) = a2Var(X) + b2Var(Y)
2abCov(X, Y)

Tm tt XSTK

Bng phn phi theo thnh

phn Y (qj bng tng pij theo
ct) E(Y), Var(Y), Y
Y y1 ... yn
q q1 ... qn
Bng phn phi theo Y c
iu kin X=xi (dng i chia
cho tng dng i)
E(Y /xi), Var(Y /xi)
Y /xi y1 ... yn
q /xi qi1/pi ... qin/pi

H s tng quan: o mc ph thuc

tuyn tnh gia X v Y.
Cov(X, Y)
XY =
X . Y
XY 1, XY > 0 X, Y ng bin
XY = 1 P(Y = aX+b) = 1 (hu ht)

-1-

2013

I LNG NGU NHIN

X x1 x2 ... xn pi > 0
p p1 p2 ... pn p1+ p2 +...+ pn = 1

Mod(X) = xo P(X = xo) = max P(X = x)

x

f(xo) = max f(x)

x

E(X) = xi p i
i=1

Var(X) = E(X2) [E(X)]2

(X)= Var(X )
2

n
n

= xi2p i x i p i
i=1
i=1

2
Var(c) = 0 Var(cX) = c Var(X)
Var(X Y) = Var(X) + Var(Y) X, Y c lp
2
Phn phi Chun X ~ N(, )
X
~ N(0; 1)
X Chun
2
x

/2
1
e
Hm mt : f(x) =
X
2
)
P(X < x) = 0,5 + (

2
E(X) = Var(X) = Mod(X) =
X
x
1
P(X > x) = 0,5 (
)
z 2 /2
e
dz
Hm Laplace: (x)=

0
2
b
a
) (
)
(x) = (x)
=NORMSDIST(x)0,5 P(a < X < b) = (

x 4 (x) 0,5
P(X < a) = 2(a / )
(a) > (b) a > b
a1N(1, 12) + a2N(2, 22) =
z = a = 0,5 (a)
N(a11 + a11, a1212 + a2222)

E(c) = c
E(cX) = cE(X)
E(X + Y) = E(X) + E(Y)
E(X.Y) = E(X).E(Y) X, Y c lp

Phn phi Nh thc X ~ B(n, p)

Phn phi Poisson X ~ P(
)
k
k n-k
k
P(X=k) = Cn .p q =BINOMDIST(k; n; p; 0)

e
=POISSON(k; ; 0)
P(X=k) =
P(X k) =BINOMDIST(k; n; p; 1)
k!
E(X) = np Var(X) = npq
P(X k) =POISSON(k; ; 1)
Mod(X) [(n+1)p1, (n+1)p]
E(X) = Var(X) = Mod(X) [
1, ]
n ln, p khng qu gn 0 hay 1:
10: P(
) N(
; )
B(n, p) N(np, npq)
Tng cc phn phi Poisson c lp:
n ln, p gn 0:
P(1) + P(2) = P(1 + 2)
B(n, p) P(np)
Tng cc phn phi Nh thc c lp:
B(n1, p) + B(n2, p) = B(n1 + n2, p)
2
2
Phn phi Siu bi X ~ H(N, M, n)
Phn phi Chi bnh k bc t do ~ (k)
2
2
CkM .CnNkM
E( (k)) = k Var( (k)) = 2k
Pk =
=HYPGEOMDIST(k;
n;
M;
N)
CnN
2(k) =CHIINV(; k)
Phn phi Student k bc t do T ~ T(k)
E(X) = np
Var(X) = npq N n
N 1
k
E(T)
=
0
Var(T(k)
)
=
(n + 1)(M + 1)
k2
Mod(X) =

N
+
2
t(k) =TINV(2*; k)

n nh so vi N: H(N, M, n) B(n, M/N) k 30: 2(k) N(0; 1) T(k) N(0; 1)

Tm tt XSTK

-2-

2013

THNG K TON
trung bnh tng th. 2 phng sai tng th. p t l tng th.
X trung bnh mu ngu nhin. S2 phng sai mu ngu nhin. F t l mu ngu nhin.
x trung bnh mu. s2 phng sai mu. f t l mu. n kch thc mu. chnh xc.
z phn v mc ca phn phi Chun chun tc. P(Z > z) =
Z
> Z) = Z = z/2
=NORMSINV(1)
z = 1(0,5 ) P(
t(n) phn v mc ca phn phi Student vi n bc t do. P(T > t) =
=TINV(2*; n)
P(
T
> T) = T = t/2
2
(n) phn v mc ca phn phi Chi bnh vi n bc t do. P(2 > 2) =
=CHIINV(; n)
S liu dng im khng c tn s
2
1 n
1 n 2 1 n
2
s =
x = xi
x
x
n i =1
n 1 i =1 i n i =1 i

S liu dng im c tn s
k
1 k
n = ni
x = ni xi
n i =1
i =1
2

1 k
1 k
2
s =
n x
n x
n 1 i =1 i i n i =1 i i

S liu dng khong c tn s

xi = (ai + bi)/2 s liu dng im c tn s.
Bng s liu hai chiu
Y
y1 ... yh S liu X theo im:
X
Cng tn s theo
x1 n11 ... n1h dng.
... ... ... ... S liu Y theo im:
xk nk1 ... nkh Cng tn s theo ct.

i bin
xo: bng xi c tn s ln nht h: tu
k

n=

1 k
u = n iui
n i =1

i =1

x = xo + h u

h2 k
s =
n i u i2 nu 2

n 1 i =1

S liu X bit Y=yj: Ly ct j.

S liu Y bit X=xi: Ly dng i.
Khong tin cy ca trung bnh tng th
( x , x + ) vi tin cy 1.
n 30 hoc n < 30, bit 2, tng th Chun

( s)
= z/2
n
n < 30, cha bit 2, tng th Chun
s
= t(n 1) /2
n

Khong tin cy ca phng sai tng th

2(a, b) vi tin cy 1.
Cha bit
(n 1)s 2
(n 1)s 2
a= 2
b= 2
(n 1) / 2
(n 1)1 / 2
Bit
n

a=

Khong tin cy ca t l tng th p

p(f , f + ) vi tin cy 1.
= z/2

Tm tt XSTK

( xi )
i =1

2 (n) / 2

b=

(x

i =1

2 (n)1 / 2

f (1 f )
n

-3-

2013

 tin cy 1 mc ngha
Gi tr kim nh: z, t, 2

Loi kim nh
Ho: = o
H1: o
Ho: = o
H1: > o
Ho: = o
H1: < o
Ho: p = po
H1 : p po
Ho: p = po
H1 : p > po
Ho: p = po
H1 : p < po

x o
/ n

Ho: =
H 1 : 2 >
Ho: 2 =
H 1 : 2 <

( s)

n 30 hay n < 30, bit 2, Chun: z/2

n < 30, cha bit 2, Chun: t(n1)/2
n 30 hay n < 30, bit 2, Chun: z
n < 30, cha bit 2, Chun: t(n1)
n 30 hay n < 30, bit 2, Chun: z
n < 30, cha bit 2, Chun: t(n1)

|K| > TH
K > TH
K < TH

z/2

|K| > TH

K > TH

K < TH

(n1)1/2 v (n1)/2

K > THL
hoc
K < THN

2(n1)

K > TH

2(n1)1

K < TH

(n 1)s 2
o2

o2
o2
o2
o2

Bc b
Ho

Gi tr ti hn (TH)

f po
po (1 po ) / n

Ho: 2 = o2
H1: 2 o2
2

Gi tr kim nh
(KD)

BNG K S
z
0
1
2
3
4
5
6
7
8
9
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
(z) =

1 z t 2 /2
e dt
2 0

(2,03) = 0,4788

= 0,025 ?z

0,5 0,025 = 0,4750 z = 1,96

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 P(Z > z) =
2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183 = 0,025 ?z

1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
z = 1,96

a
za

Tm tt XSTK

0,005 0,01 0,015 0,02 0,025 0,03 0,04 0,05

2,576 2,326 2,17 2,054 1,96 1,881 1,751 1,645

-4-

2013