N TP XC SUT THNG

THNG K M T
m ng (population) v mu (sample)
Sp xp d liu theo nhm v biu tn sut
(histogram)
Phn b tn sut (frequency distribution)
S bch phn (percentile) v s t phn
(quartile)
Sp xp d liu theo th t t nh n ln
Tm v tr (position) ca s bch phn/t phn:
i = (n+1)P/100
Da vo v tr, tm gi tr ca s bch phn/t phn
S t phn: l cc s bch phn th 25, 50, v 75

THNG K M T
Trung v (median), yu v (mode), tr trung
bnh (mean)
Trung v (median) l s bch phn th 50.
Yu v (mode) l phn t c tn sut xut hin
cao nht trong mu/m ng
Tr trung bnh (mean): gi tr trung bnh ca tt
c cc phn t trong mu/m ng.
N

i 1

x
x

i 1

THNG K M T
Phng sai (variance) v lch chun
(standard deviation):
Phng sai (variance): trung bnh ca bnh
phng lch gia cc phn t trong
n
2
mu/m ng v tr trung bnh
N

i 1

s2

x x
i 1

n 1

lch chun (standard deviation): cn bc

hai ca phng
sai (variance)
2
2

s s

THNG K M T
Skewness v Kurtosis:
Skewness: o bt i xng ca mt phn b
Nghing v bn tri
i xng
Nghing v bn phi

Kurtosis: o phng/ nhn ca mt phn

b
Platykurtic (tng i phng)
Mesokurtic (bnh thng)
Leptokurtic (tng i nhn)

THNG K M T
nh l Chebyshev:
c p dng cho tt c cc phn b, dng
xc nh mt chn di cho t l cc phn t
nm trong khong k lch chun t tr trung
1

bnh.
2
k

C t nht l
s phn t ca bt k
phn b no s nm trong khong k lch
1
3
chun
tr1 trung
bnh
1 2 t
1
75%
2

4 4
2
lch
1
1 8
t
nm
1 2 1 89%
chun
3
9
9
3
nh
trong
t tr
t
1
1 15
trung
1 2 1

94%
4
16 16
4
bnh

THNG K M T
Quy tc kinh nghim (Empirical rule):
p dng cho cc phn b tng i c hnh
chung (mound-shape) v i xng:

THNG K M T
Biu Thn v L (Stem-and-Leaf)
Biu hnh hp (Box plot):
Xc nh cc s t phn: s t phn di, trung
v, s t phn trn.
Xc nh chn trong (Inner fences), chn ngoi
(Outer fences)
Xc nh gi tr ln nht v nh nht nm trong
chn trong
V biu
Xc nh cc im outliers v suspected outliers

XC SUT
Xc sut l php o v khng chc
chn, v c hi xy ra, c biu din bi
mt gi tr t 0 n 1 (hoc t 0% n
100%)
Xc sut khch quan (objective probability
- xc sut c in) v xc sut ch quan
(subjective probability)

XC SUT
Tp hp: l tp hp cc phn t c quan tm
Tp hp rng: l tp hp khng cha phn t no
Universal set: l tp hp cha ton b cc phn t
Tp b (complement): tp b ca 1 tp hp A l tp
hp cha tt c cc phn t khng nm trong tp
hp A.

Giao (intersection) A B
: giao ca 2 tp hp
A v B l tp hp cha tt c cc phn t nm
trong c tp A v tp B.
Hi (union) A B : hi ca 2 tp hp A v B l
tp hp cha tt c cc phn t nm trong tp
A hoc tp B hoc c trong tp A v B.

XC SUT
Tp loi tr ln nhau (mutually exclusive
sets): l cc tp hp khng c chung phn
t no, giao ca cc tp hp ny l mt
tp hp rng.
Partition: l tp hp cc tp loi tr ln
nhau, chng cha tt c cc phn t, hi
ca cc tp hp ny s to thnh universal
set.

XC SUT
Sample space/event set: l tp hp cha
tt c cc kt qu ca mt thc nghim.
S kin (event): l tp hp cha cc kt
qu c cng mt c im chung ca mt
s kin
Xc sut ca s kin: l tng ca tt c
cc xc sut ca cc kt qu trong s kin

XC SUT
Nhng quy tc c bn ca xc sut:
Khong gi tr: 0 P(A) 1
P( A ) 1 P( A)
Xc sut ca tp b:
Xc sut ca tp giao:

P( A B) n( A B)
n( S )
P( A C ) 0
i vi 2 tp loi tr ln nhau:

Xc sut ca tp hi:
P( A B) n( A B) P( A) P( B) P( A B)
n( S )
P( AC ) P( A) P(C )
i vi 2 tp loi tr ln nhau:

XC SUT
Xc sut c iu kin:
P( A B) P( A B) P( B)
P ( A B ) P( A B )
P( B)
P( B A) P( A)
Hai s kin c lp nhau:
P ( A D ) P ( A)
P ( D A) P ( D )

P( A D) P( A) P( D)

XC SUT
Chnh hp (permutation): l s cch la
chn c th t r phn t trong tng s n
phn t
n!

n Pr (n r )!

T hp (combination): l s cch la chn

khng quan tm n th t r phn t
trong tng s
n n phn tn!
n C r
r! (n r)!
r

XC SUT
Quy lut tng xc sut:
P( A) P( A B) P( A B )
P( A) P( A B) P( A B )
P( A B) P( B) P ( A B ) P( B )

nh l Bayes:

P ( A B)
P ( A)
P ( A B)

P ( A B) P ( A B )
P ( A B) P ( B)

P ( A B) P ( B) P ( A B ) P ( B )

P ( B A)

BIN NGU NHIN

Bin ri rc v bin lin tc.
Hm trng lng xc sut Bin ri rc
1. P ( x) 0 t x.

2. P ( x) 1 0 P( X ) 1
x

Hm tch ly (cumulative probability

function):F ( x) P( X x) P(i )
all i x

BIN NGU NHIN

Tr k vng (expected value) ca bin ngu
nhin ri rc: l tr trung bnh c trng s
ca cc gi tr ca bin ngu nhin v xc
sut tng ng ca chng.
E ( X ) xP ( x )
all x

Tr k vng ca mt hm s ca mt bin
[ h( rc:
X )] h( x ) P ( x )
ngu nhinEri
all x

BIN NGU NHIN

Phng sai v lch chun ca bin
ngu nhin:
2 sai:
V ( X ) E [( X )2 ] ( x )2 P ( x )
Phng
all x

2
2
2
E ( X ) [ E ( X )] x P ( x )
all x

SD( X ) V ( X )
lch chun:

xP ( x )

all x

PHN B NH THC
Phn b nh thc (Binomial distribution):
bin ngu nhin nh thc X, l bin m s
lt thnh cng trong n php th
Bernoulli
Phn b nh thc:

n!
n x ( n x)
P( x) p q

p x q ( n x)
x!( n x)!
x

Vi:
p: xc sut thnh cngtrong 1 php th,
q = 1- p,
n: s lt thc hin php th,
x: s lt thnh cng.

PHN B NH THC
Tr trung bnh, phng sai, lch chun
ca bin ngu nhin nh thc:
E
E((X
X)) np
np
Tr trung bnh:
22 V ( X ) npq

Phng sai: V ( X ) npq

SD(X)== npq
npq
==SD(X)
lch chun:

PHN B SIU BI
Phn b siu bi (hypergeometric
distribution) dng xc nh xc sut
xy ra x thnh cng trong n lt la chn
trong mt m ng c N phn t gm c S
thnh cng v khi
mu
khng thay
ly

S
N

th.
x n x
P ( x)

np, p
N
Tr trung bnh:
N n
npq
N 1

Phng sai:

PHN B POISSON
Phn b Poisson xc nh xc sut c x
lt xut hin trong mt khong thi gian
hay trong mt phm vi nht nh.
Phn b Possion cn c s dng xp
x phn b nh thc khi xc sut ca
thnh cng nh (p 0.05) v s lng
php th ln (n
x 20).
e
P( x)
for x = 1,2,3,...
x!

PHN B HM M
Phn b hm m (Exponential distribution)
o xc sut ca thi gian gia 2 s kin
tun theo phn b Poisson
x
f
(
x
)

e
, x 0, 0
Hm mt :
Tr trung bnh v phng sai u l 1/
x
F
(
x
)

e
, x 0.
Hm tch ly:

PHN B NORMAL
Phn b Normal c m t bi 2 tham s:
tr trung bnh v phng sai 2
X N(, 2)
Phn b chun (Standard Normal) l phn b
Normal vi tr trung bnh = 0 v lch
chun = 1.
Z N(0, 12)
Bin i t phnXb
Normal
ngu nhin

x
chun:
thnh phnZb

Bin i ngc t phn b chun sang phn

X x Z x
b Normal ngu nhin:

PHN B NORMAL
Xp x phn b nh thc bng phn b Normal:
i vi n 50 v gi tr ca p khng qu gn 0 v 1:

PP((aa XX bb)) PP

Khi 20 n 50:

np
bnp
np
aanp
b

ZZ
np((11 pp))
np((11 pp))
np
np

np
b00..55np
np
aa00..55np
b

PP((aa XX bb)) PP
ZZ
np
np((11 pp))
np((11 pp))
np

Nu gi tr ca p gn bng 0 hoc gn bng 1 s

dng phn b Poisson xp x phn b nh thc.

LY MU
PHN B XC SUT MU
Phn b xc sut ca tr trung bnh:
Khi m ng (population) tun theo phn b Normal:
Khi bit lch chun ca m ng

2
X ~ N ( ,
)
Khi khng bit lch chun n ca m ng s dng
lch chun ca mu s phn b t (phn b Student)

X
t
Khi ly mu ln (n s30) n
t m ng c tr trung bnh
l v lch chun (nh l Gii hn trung tm):

2
X ~ N ( ,
)
n

LY MU
PHN B XC SUT MU
Phn b xc sut ca t l mu:
Khi c mu ln, phn b xc sut ca t l ca
mu tun theo phn b Normal:

p (1 p) 2
p ~ N ( p, (
) )
n
Phn b xc sut ca phng sai mu:
phn b Chi-square:
Khi mu c ly t m ng tun theo phn
( n 1 )s 2
b Normal, binngu
nhin
2

s tun

theo phn b Chi-square vi bc t do l (n 1)

C LNG KHONG
c lng khong:
Khong gi tr c tin l c cha tham s ca
m ng
i cng vi khong gi tr l mt tin cy (1
)100%

C LNG KHONG
c lng khong ca tr trung bnh:
Khi m ng (population) tun theo phn b Normal:
Khi bit lch chun ca m ng

x z / 2 .
n ca m ng s dng
Khi khng bit lch chun
lch chun ca mu s phn b t (phn b Student)

s
x t
Khi ly mu ln (n 30)
tnm ng c tr trung bnh
2
l v lch chun (nh l Gii hn trung tm):

x Z
2

s
n

C LNG KHONG
c lng khong ca t l:
p (1 p )
p Z
/2
n

c lng khong ca phng sai: phn b

Chi-square:

(n 1) s (n 1) s
,
2

KIM NH GI THUYT
THNG K
Gi thuyt:
Gi thuyt khng (H0): l gi thuyt ban u,
c gi s l ng cho n khi c c s
tin rng gi thuyt ny l sai.
Gi thuyt i (H1): l gi thuyt ngc li vi
gi thuyt khng.

Ra quyt nh:
ng: chp nhn mt gi thuyt ng hoc
bc b mt gi thuyt sai.
Sai: bc b mt gi thuyt ng hoc chp
nhn 1 gi thuyt sai.

KIM NH GI THUYT
THNG K
Cc loi kim nh:
Kim nh mt pha: khi gi thuyt khng (H 0)
dng bt ng thc
Kim nh pha tri
Kim nh pha phi

Kim nh hai pha: khi gi thuyt khng (H 0)

dng ng thc

Cc sai lm khi kim nh:

Sai lm loi I: bc b mt gi thuyt thc s
ng
Sai lm loi II: chp nhn mt gi thuyt thc
s sai

KIM NH GI THUYT
THNG K
Cc bc thc hin kim nh:
1. Thnh lp gi thuyt khng (H0) v gi thuyt i (H1)
2.
3.
4.
5.

Thu thp thng tin lin quan n vn

Tnh ton cc tr s thng k tng ng
Xc nh tr ti hn hoc p-value
So snh
Tr thng k v tr ti hn
p-value v

6. Ra quyt nh: bc b hoc khng bc b gi thuyt

khng
7. Kt lun

KIM NH GI THUYT
THNG K
Kim nh k vng ca m ng theo
phn b Normal, phng sai bit
Kim nh hai pha
Gi thuyt

H0 : = 0

H0: > 0 ( < 0 )

H1: 0

H1 : 0 ( 0 )

Tr thng k

Tr ti hn
Ra quyt nh

Kim nh mt pha

zt

Bc b H0 nu

z t z 2 or z t z 2

x 0

z ( z )
Bc b H0 nu

z t z ( z t z )

KIM NH GI THUYT
THNG K
Kim nh k vng ca m ng theo
phn b Normal, phng sai cha bit,
mu nh Kim nh hai pha
Kim nh mt pha
Gi thuyt

H0 : = 0

H0 : > 0 ( < 0 )

H1 : 0

H1 : 0 ( 0 )

Tr thng k
Tr ti hn

tt

t n 1,

x 0

Ra quyt nh Bc b H0 nu
t t t n1, 2 or t t t n1, 2

t n 1, ( t n1, )

Bc b H0 nu
t t t n 1, ( t t t n 1, )

KIM NH GI THUYT
THNG K
Kim nh k vng ca m ng, phng
sai cha bit bit, c mu ln
Kim nh hai pha
Gi thuyt

H0 : = 0

H0: > 0 ( < 0 )

H1: 0

H1 : 0 ( 0 )

Tr thng k

Tr ti hn
Ra quyt nh

Kim nh mt pha

zt

Bc b H0 nu

z t z 2 or z t z 2

x 0
s n

z ( z )
Bc b H0 nu

z t z ( z t z )

KIM NH GI THUYT
THNG K
Kim nh v t l ca m ng, c mu
ln
Kim nh hai pha
Kim nh mt pha
Gi thuyt

H 0 : p = p0

H0 : p > p 0 ( p < p 0 )

H1 : p p 0

H1 : p p 0 ( p p 0 )

Tr thng k

Tr ti hn
Ra quyt nh

zt

p0
p
p0 q0
n

Bc b H0 nu

zt z / 2 or zt z / 2

vi q0 = 1- p0

z ( z )
Bc b H0 nu

zt z ( zt z )

KIM NH GI THUYT
THNG K
Kim nh v phng sai ca m ng
theo phn b Normal

( n 1) s 2

02
2
t

n21, 1 / 2

or

n21, / 2

t2 n21, 1 / 2 or t2 n21, / 2

n21,1 ( n21, )

t2 n21,1 ( t2 n21, )

KIM NH GI THUYT
THNG K
Tnh ton p-value:
Kim nh hai pha
Kim nh pha tri
Kim nh pha phi

KIM NH GI THUYT
THNG K

Kim nh v s bng nhau ca hai k

vng ca hai m ng theo phn b
nh mu theo cp
C mu ln
NormalCmu
Ly
Gi thuyt

Tr thng k
Ra quyt
nh

H0: D = D (or D < D)

H1: D D (or D D)
[Usually D = 0]
tt

DD
sD
n

Bc b H0 nu

t t t n1, / 2 or t t t n1, / 2

H0: D = D (or D < D)

H1: D D (or D D)
[Usually D = 0]
zt

DD
sD n

Bc b H0 nu

z t z / 2 or z t z / 2

( t t t n1, )
( zt z )
: trung bnh mu ca hiu s gia cc cp gi tr,
D
sD : lch chun ca mu ca hiu s gia cc cp gi tr, c mu l n.
D hiu s gia k vng ca hai m ng

KIM NH GI THUYT
THNG K

Kim nh v s bng nhau ca hai k

vng ca hai m ng theo phn b
nh mu c lp C mu ln
NormalCmu
Ly
Gi thuyt

H0: 1 - 2 = 0
H1: 1 - 2 0

Tr thng
k

tt

df

H0: 1 - 2 0
H1: 1 - 2 0

( x1 x 2 ) ( 1 2 ) 0
s12
s22

n1
n2

1 2 2

; round downward
12
22
n 1 n 1
2
1

2
s
s2
where 1 1 ; 2 2
n1
n2

Ra quyt
nh

H0: 1 - 2 D
H1: 1 - 2 D

Bc b H0 nu
t t t df , / 2 or t t t df , / 2
(t t t df , ) (t t t df , )

zt

( x1 x2 ) ( 1 2 ) 0
s12 s22

n1 n2

Bc b H0 nu
z t z / 2 or

zt z / 2

( zt z ) ( zt z )

KIM NH GI THUYT
THNG K
Kim nh v s bng nhau ca hai k vng
ca hai m ng theo phn b Normal
Ly mu c lp
Khi c gi thit l phng sai ca hai m ng l
bng nhau (d khng bit gi tr chnh xc), c
2
2
th tnh phng
sai
chung
(pooled
variance)
(
n

1
)
s

(
n

1
)
s
2
1
1
2
2
sp
n1 n2 2
Tr thng k:

t=

(x x ) ( )
1
2
1
2 0

1
2
sp

n
n
2
1

Bc t do: df = (n1+ n2 - 2)

KIM NH GI THUYT
THNG K
Kim nh v s bng nhau ca t l ca hai
m ng C mu ln
I.
H0: p1 -p2 = 0
H1: p1 -p20
II.
H0: p1 - p2 0
H1: p1 - p2 > 0
III.
H0: p1 - p2 D
H1: p1 - p2 > D

KIM NH GI THUYT
THNG K
Kim nh v s bng nhau ca t l ca
hai m ng C mu ln
Tr thng k trong trng hp I v II:
z

1 p
2) 0
(p
1
1
(1 p
)

n1 n2

x x2
vi: p
1
n1 n2

x
1 1
p
n1

Tr thng k trong trng hp III:

z

1 p
2) D
(p
1 (1 p
1 ) p
(1 p
2)
p
2
n1
n2

2
p

x2
n2

KIM NH GI THUYT
THNG K
Kim nh v s bng nhau ca phng sai
ca hai m ng theo phn b Normal

s12
F 2
s2

Fk1 ,k 2 , / 2

Fk1 ,k2 ,

F Fk1 ,k2 , / 2

F Fk1 , k2 ,

KIM NH PHI THAM S PHI PHN B

Kim nh Chi-square:
Kim nh tnh ph hp (Goodness-of-fit test):
H0: xc sut cho cc gi tr quan st ri vo lp th i =
pi

H1: xc sut cho cc gi tr quan st ri vo lp th i

k
( Oi Ei ) 2
2
pi

Ei
i 1
Tr thng k:
vi:

Ei: k vng ca phn t trong lp th i. E i = npi

Oi: s phn t thc t trong lp th i

n: tng s phn t
k: s lp
Bc b H0 nu 2 >

k-1,

KIM NH PHI THAM S PHI PHN B

Kim nh Chi-square:
Kim nh gi thuyt v tnh c lp gia hai thuc tnh
ca m ng
H0: hai tiu chun c phn loi theo hng v ct c lp vi nhau
H1: hai tiu chun c phn loi theo hng v ct ph thuc nhau

Tr thng k:

2
(
O

E
)
ij
2 ij
E
Eij: k vng ca
tij hng i, ct j.
i 1 j phn
1
r

vi
Oij : s phn t thc t hng i, ct j
r: tng s hng
c: tng s ct
Bc t do: df = (r 1)(c 1)
Bc b H0 nu 2 > 2df,

Ri C j
Eij
n

PHN TCH PHNG SAI

(ANOVA)
Phn tch phng sai l mt phng php

thng k dng xc nh s khc nhau gia

cc tr trung bnh ca m ng
Trong php phn tch phng sai, ta c:
k mu c ly c lp t k m ng
k tr trung bnh mu: x1, x2 , x3 , ... , xk
k phng sai mu: s12, s22, s32, ...,sk2
Tng s phn t: n = n1+ n2+ n3+ ...+nk

Cc gi thit:
Cc mu c ly ngu nhin, c lp
Cc m ng tun theo phn b Normal, vi tr
trung bnh l i (c th khc nhau) nhng phng
sai phi bng nhau

PHN TCH PHNG SAI

(ANOVA)
Gi thuyt:
H0: 1 = 2 = 3 = 4 = ... k
H1: Khng phi tt c i (i = 1, ..., k) l
bng nhau
Tr thng k: Ft = Fk 1, n - k
Tr ti hn: Fk 1, n k,
Bc b H0 nu Ft > Fk 1, n k,

PHN TCH PHNG SAI

(ANOVA)
Bng ANOVA:
Ngun

Nhn t

Tng bnh phng

( SS )
SSTR n x x
k

i 1

Sai s

Trung bnh
bnh phng
(MS)

k1

MSTR

SSE SSi

nk

SST = SSTR + SSE

n1

i 1

Tng

Bc t
do

MSE

SSTR
( k 1 )

SSE
(nk )

MST

SST
(n 1)

T s F

Ft

MSTR
MSE

HI QUY BI
M hnh c bn:
Y = 0 + 1X1 + 2X2 + . . . + kXk +
Cc gi thit:
~N(0, 2), c lp vi cc sai s khc
Cc bin Xi c lp vi nhau

HI QUY BI
Kim nh gi thuyt v quan h hi quy:
H0: 1 = 2 = ...= k= 0
H1: Khng phi tt c i (i=1,2,...,k) u bng 0
Ngun

Hi quy

Tng bnh phng

( SS )

Bc t
do

Trung bnh
bnh phng
(MS)

SSR

MSR SSR
k

Sai s

SSE

Tng

SST = SSR + SSE

nk1
n1

MSE

SSE
(n (k 1))

MST SST
(n 1)

Bc b H0 nu Ft > Fk, n k 1,

T s F

F MSR
MSE

HI QUY BI
H s tt nh R2:
R 2 = SSR = 1- SSE
SST
SST

H s tt nh iu chnh:
SSE
MSE
(n
(k
+
1))
2
R = 1= 1SST
MST
(n -1)

HI QUY BI
Kim nh cho tng h s ring r:
(1) H0: 1 = 0
H1: 1 0
(2)

H0: 2 = 0

Tr thng k:

(k)

H1: 2 0
.
.
.
H0: k = 0

Bc b H0 nu

H1: k 0

bbi i 00
t

ti i
ss((bbi i))

ti t( n ( k 1)), hay ti t( n ( k 1)),

2

Hay : p _ value