Trng i Hc S Phm Thnh Ph H Ch Minh

V Thnh Pht

Bi tp
Xc sut thng k

Xc sut thng k

Trang 2

Mc lc
1 Bin c ngu nhin

2 Bin ngu nhin v cc i lng c trng

2.1 Bin ngu nhin ri rc . . . . . . . . . . . .
2.1.1 nh ngha . . . . . . . . . . . . . .
2.1.2 Bng phn phi xc sut . . . . . . .
2.1.3 Hm mt xc sut . . . . . . . . .
2.1.4 Hm phn phi xc sut . . . . . . .
2.2 Bin ngu nhin lin tc . . . . . . . . . . .
2.2.1 nh ngha . . . . . . . . . . . . . .
2.2.2 Hm mt xc sut . . . . . . . . .
2.2.3 Hm phn phi xc sut . . . . . . .
2.3 Cc i lng c trng ca bin ngu nhin
2.3.1 K vng . . . . . . . . . . . . . . . .
2.3.2 Phng sai . . . . . . . . . . . . . .
2.3.3 Moment . . . . . . . . . . . . . . . .
2.4 Mt s bi tp . . . . . . . . . . . . . . . .

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3
3
3
3
4
4
5
5
5
6
7
7
8
9
9

3 Mt s phn phi xc sut thng

3.1 Phn phi nh thc . . . . . . . .
3.1.1 nh ngha . . . . . . . .
3.1.2 Hm mt xc sut . . .
3.1.3 Cc s c trng . . . . .
3.1.4 Cng thc xp s . . . . .
3.2 Phn phi Poisson . . . . . . . .
3.2.1 nh ngha . . . . . . . .
3.2.2 Hm mt xc sut . . .
3.2.3 Cc s c trng . . . . .
3.2.4 ng dng . . . . . . . . .
3.3 Phn phi m . . . . . . . . . . .
3.3.1 nh ngha . . . . . . . .
3.3.2 Cc s c trng . . . . .
3.4 Phn phi u . . . . . . . . . . .
3.4.1 nh ngha . . . . . . . .
3.4.2 Cc s c trng . . . . .
3.5 Phn phi chun . . . . . . . . .
3.5.1 nh ngha . . . . . . . .
3.5.2 Cc s c trng . . . . .
3.5.3 Cng thc tnh xc sut .
3.6 Mt s bi tp . . . . . . . . . .

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11
11
11
11
11
11
12
12
12
12
13
13
13
13
14
14
14
14
14
14
15
15

gp
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4 Vect ngu nhin

16

Ti liu tham kho

16

Xc sut thng k

Trang 3

Bin c ngu nhin

Bin ngu nhin v cc i lng c trng

Trong thc t, thut ng bin ngu nhin c nh ngha thng qua mt s v d sau:
1. Tung ng thi 2 con xc sc. Gi X l tng s chm hai mt bn. Khi X l mt
bin ngu nhin v nhn mt trong cc gi tr t 2 n 12
2. Mt ngi nhm bn vo bia cho n khi trng bia th ngng. Gi Y l s n cn dng.
Khi Y l mt bin ngu nhin nhn cc gi tr 1, 2, 3, . . . ., n,. . .
Nh vy, ta c nh ngha bin ngu nhin bng thut ng ton hc nh sau:
nh ngha: Cho (, F, P ) l khng gian xc sut.
nh x: R sao cho: X 1 (, x] F, x R c gi l bin ngu nhin

2.1

Bin ngu nhin ri rc

2.1.1

nh ngha

Bin ngu nhin X gi l bin ngu nhin ri rc nu v ch nu n ch nhn mt s hu hn

hoc mt s v hn m c cc gi tr x1 , x2 , ..., xn , ...
t P (X = xi ) l xc sut bin ngu nhin X nhn gi tr xi
Mt s v d:
1. S chm xut hin trn mt con xc sc l mt bin ngu nhin ri rc
2. Mt ngi nhm bn vo bia cho n khi trng bia th ngng. Gi X l s n cn dng.
Khi X l mt bin ngu nhin ri rc nhn cc gi tr 1, 2, 3, . . . ., n,. . .
2.1.2

Bng phn phi xc sut

nh ngha: Bng phn phi xc sut ca mt bin ngu nhin X l mt bng gm 2 dng:
dng trn ghi cc gi tr c th ca bin ngu nhin X, dng di ghi xc sut tng ng.
Nu X nhn hu hn n gi tr th bng phn phi xc sut ca X l:
X
P
Ch :

n
X

x1
p1

x2
p2

xn
pn

...
...

pi = p1 + p2 + ... + pn = 1

i=1

V d: Mt ngi chi tr n tin bng cch tung ng thi 2 ng tin cn i v ng cht.

Nu c 2 xut hin mt sp th anh ta c 2 ng, c 2 xut hin mt nga th anh ta c
1 ng cn xut hin 1 sp 1 nga th anh ta khng c ng no. Gi X l s tin anh ta
nhn c sau mt vn chi. Ta c bng phn phi xc sut ca X l:
X
P

0
1
2

1
1
4

2
1
4

Xc sut thng k

Trang 4

2.1.3

Hm mt xc sut

nh ngha: Hm s c xc nh bi:

P (X = x) nu x = xi
f (x) =
0
ni khc
vi i = 1, n l cc gi tr c th nhn ca bin ngu nhin ri rc X. Khi f(x) gi l hm
mt ca bin ngu nhin ri rc X
Tnh cht: Mt hm f(x) l hm mt xc sut ri rc nu v ch nu hai tnh cht sau
y tha mn:

1. f (xi ) 0, xi
X
2.
f (xi ) = 1 (tng c ly vi tt c ch s i)
Ch : Thng thng khi ni n bin ngu nhin ri rc th ngi ta ch quan tm n bng
phn phi xc sut ch t khi quan tm hm mt ca n.
2.1.4

Hm phn phi xc sut

nh ngha: Hm phn phi F(x) ca bin ngu nhin ri rc X l hm s c xc nh bi:

F (x) = p1 + p2 + ... + pi1 nu xi1 x < xi v F (x) = 0 nu x < x1
n gin hn, hm phn phi F(x) ca bin ngu nhin X l hm s c xc nh bi
F (x) = P (X < x)
Tnh cht:
1. Cho (, F, P ) l khng gian xc sut v mt bin ngu nhin X xc nh trn . F(x) l
hm phn phi ca bin ngu nhin X nu v ch nu tha mn ng thi:
(a) 0 F (x) 1
(b) F(x) l hm khng gim trn R
(c) lim F (x) = 0 v lim F (x) = 1
x

x+

(d) F(x) lin tc phi

2. Cho X l mt bin ngu nhin ri rc nhn cc gi tr x1 , x2 , ... vi x1 < x2 < ... ; nu
f(x) v F(x) ln lt l hm mt v hm phn phi ca X th f (x1 ) = F (x1 ) v vi
mi i > 1 ta c: f (xi ) = F (xi ) F (xi1 )
V d: Cho bin ngu nhin X c bng phn phi xc sut:
X
P

1
0,3

Tm hm phn phi ca bin ngu nhin X

Gii:
Nu x < 1 th F (x) = 0
Nu 1 x < 3 th F (x) = 0, 3
Nu 3 x < 6 th F (x) = 0, 4

3
0,1

6
0,6

Xc sut thng k

Trang 5

Nu x 6 th F (x) = 1
Vy hm phn phi ca bin ngu nhin ri rc X l:

0
nu x < 1

0, 3 nu 1 x < 3
F (x) =
0, 4 nu 3 x < 6

1
nu x 6

2.2

Bin ngu nhin lin tc

2.2.1

nh ngha

Mt bin ngu nhin X c gi l bin ngu nhin lin tc nu v ch nu tha mn ng

thi:
1. Tp cc gi tr ca X lp y ht mt on (hay khong) ca trc s hoc lp y ton
b trc s
2. P (X = a) = 0 vi a l mt im bt k nm trong tp gi tr ca X
Ch : i vi bin ngu nhin lin tc X, xc sut X nhn mt gi tr a c th no lun
lun bng 0 tc l P (X = a) = 0. V vy, ta quan tm n xc sut X nhn mt khong
(a,b) no ch khng quan tm n xc sut X nhn mt gi tr c th nh trong trng
hp bin ngu nhin ri rc.
V d: Trng lng ca a tr s sinh l 1 bin ngu nhin lin tc
2.2.2

Hm mt xc sut

nh ngha: Hm s f(x) xc nh trn ton trc s c gi l hm mt ca bin ngu

nhin lin tc X nu v ch nu tha mn ng thi:
1. f (x) 0, x R
Z+
2.
f (x) dx = 1

Tnh cht: Hm mt f(x) c cc tnh cht sau:

1. f (x) 0, x R
Zb
2. P (a X b) =

f (x)dx
a

V d: Cho bin ngu nhin lin tc X c hm mt :

(
0 nu x < 1
c
f (x) =
nu x 1
x2
Tm hng s c v tnh P (2 < X < 3)
Gii:

Z+
V f(x) l hm mt ca bin ngu nhin lin tc X nn ta c:
f (x) dx = 1

Xc sut thng k

Trang 6
Z+
Z1
Z+
Z+
c
Suy ra:
f (x) dx =
f (x) dx +
f (x) dx =
dx = 1
x2

Do suy ra c = 1
Z3
T y ta tnh c: P (2 < X < 3) =

Z3
f (x) dx =

2.2.3

1
1
dx =
2
x
6

Hm phn phi xc sut

nh ngha: Hm phn phi xc sut F(x) ca bin ngu nhin lin tc X l hm s c

Zx
xc nh bi : F (x) = P (X < x) =
f (t) dt, trong f(x) l hm mt ca bin ngu

nhin X
Tnh cht: Hm phn phi F(x) ca bin ngu nhin lin tc cng c nhng tnh cht tng
t nh bin ngu nhin ri rc
V d: Cho bin ngu nhin lin tc X c hm mt :

0
nu x < 0

6x
nu 0 x 1
f (x) =
5

nu x > 1
5x4
Tm hm phn phi xc sut F(x). Tnh P (0 < X < 2)
Gii:
Nu x < 0 th F (x) = 0
Zx
Z0
Zx
Zx
3
6
Nu 0 x 1 th F (x) =
f (t) dt =
f (t) dt + f (t) dt =
tdt = x2
5
5

Nu x > 1 th:
Zx
Z0
Zx
Z1
Zx
Z1
2
6
6
F (x) =
dt = 1 3
f (t)dt =
f (t)dt + f (t)dt + f (t)dt =
tdt +
4
5
5t
5x

Vy hm phn phi ca bin ngu nhin lin tc X l:

0
nu x < 0

3x2
nu 0 x 1
F (x) =
5

1 2
nu x > 1
5x3
Z2
f (x) dx = F (2) F (0) = 1

Vy P (0 < X < 2) =
0

2
3 2 19
3 .0 =
5
20
5.2

Xc sut thng k

2.3
2.3.1

Trang 7

Cc i lng c trng ca bin ngu nhin

K vng

nh ngha:
1. Gi s X l bin ngu nhin ri rc c th nhn cc gi tr x1 , x2 , ..., xn vi cc xc sut
tng ng p1 , p2 , ..., pn . K vng ca bin ngu nhin ri rc X, k hiu E(X) hay M(X),
n
X
l mt s c xc nh bi: E (X) =
xi p i
i=1

2. Gi s X l bin ngu nhin lin tc c hm mt xc sut f(x). K vng ca bin ngu

Z+
nhin lin tc X l mt s c xc nh bi:E (X) =
xf (x) dx

Tnh cht:
1. E(C) = C, vi C l hng s
2. E (cX) = c.E (X), vi c l hng s
3. E (X + Y ) = E (X) + E (Y )
4. Nu X, Y l hai bin ngu nhin c lp th E (X) .E (Y ) = E (XY )
ngha: K vng ca bin ngu nhin X chnh l gi tr trung bnh (theo xc sut) ca bin
ngu nhin X v l i lng khng c trong thc t.
Mt s v d:
1. Trong 1 hp c 4 bi xanh v 6 bi . Mi ln rt 1 bi. Nu rt c bi xanh th c
thng 3000 ng, nu rt c bi th b pht 2000 ng. Hi c nn tham gia tr
chi ny nhiu ln khng?
Gii:
Gi X l s tin c nhn sau khi rt bi trong hp ra. X l mt bin ngu nhin ri rc
2
C1
nhn cc gi tr {3000, 2000}. Xc sut rt c bi xanh l 14 = , xc sut
C10
5
C61
3
rt c bi l 1 = . Ta c bng phn phi xc sut nh sau:
C10
5
X
P

3000
0, 4

2000
0, 6

2
3
K vng ca bin ngu nhin ri rc X l:E (X) = 3000. 2000. = 0
5
5
Nh vy th vic rt bi nhiu ln s gn nh nhn c 0 ng. Vy nn khng nn tham
gia tr chi ny nhiu ln
2. Lut chi s nh sau: Ngi chi t mt s tin x (ng) vo mt s t 0 n 99.
Nu 2 ch s cui cng ca gii c bit (do Nh nc pht hnh trong ngy ) trng
vi 2 ch s m bn chn th bn s c 70x (ng) (tc l 70 ln s tin b ra). Nu
khng trng, bn s mt x (ng) t cc lc u. C nn chi s nhiu ln khng?
Gii:

Xc sut thng k

Trang 8

Gi X l s tin ngi chi nhn c, X l mt bin ngu nhin ri rc c th nhn cc

gi tr {70x, x}
1
Xc sut ngi chi nhn c 70x ng l:
100
99
Xc sut ngi chi mt x ng l:
100
Ta c bng phn phi xc sut ri rc:
X
P

70x
1
100

x
99
100

1
99
29
x.
=
x
100
100
100
V x l s tin ngi chi t cc nn x lun dng, lc ny s tin cng ln th E(X)
cng m . Nh vy nu cng chi s th cng d thua
Vy khng nn chi s nhiu ln

K vng ca bin ngu nhin X: E (X) = 70x.

3. Cho X l bin ngu nhin lin tc c hm mt

( x
nu x [0, 2]
f (x) =
2
0 ni khc
Tnh k vng ca bin ngu nhin X.
Gii:
Z+
Z0
Z2
Z+
Z2
K vng: E (X) =
xf (x) dx =
xf (x) dx+ xf (x) dx+ xf (x) dx = xf (x) dx

Z2
Suy ra: E (X) =

xf (x) dx =
0

2.3.2

Z2
0

2
4
x2
x3 
=
dx =

2
6 0 3

Phng sai

nh ngha:
1. Phng sai ( lch bnh phng trung bnh) ca bin ngu
nhin X,
k hiu D(X) hay

2
2
Var(X), (X) c xc nh bi cng thc: D (X) = E [X E (X)]
2. Nu X l bin ngu nhin ri rc nhn cc gi tr c th x1 , x2 , ..., xn vi cc xc sut
n
X
tng ng p1 , p2 , ..., pn th D (X) =
[xi E (X)]2 pi
i=1

3. Nu X l bin ngu nhin lin tc c hm mt xc sut f(x) th:

Z+
D (X) =
[x E (X)]2 f (x) dx

Tnh cht:


1. D (X) = E X 2 [E (X)]2
2. D (C) = 0, vi C l hng s
3. D (cX) = c2 .D (X), vi c l hng s

Xc sut thng k

Trang 9

4. Nu X, Y l hai bin ngu nhin c lp v c phng sai hu hn th :

(a) D (X Y ) = D (X) + D (Y )
(b) D (C + X) = D (X) , vi C l hng s
Ch : Ta hay s dng tnh cht 1 tnh phng sai
ngha: Ta thy X E (X) l lch khi gi tr trung bnh nn D(X) l lch bnh
phng trung bnh. Do phng sai phn nh mc phn tn cc gi tr ca bin ngu
nhin chung quanh gi tr trung bnh.
lch chun: n v o ca phng sai bng bnh phng n v o ca bin ngu nhin.
Khi cn nh gi mc phn tn cc gi tr ca bin ngu nhin theo n v ca n, ngi
ta dng mt c trng mi l lch chun p
. lch chun ca bin ngu nhin X, k hiu
(X) c nh ngha bi cng thc: (X) = D (X)
2.3.3

Moment

nh ngha:
1. Moment gc cp k ca bin ngu nhin X l s k = E X k

(a) Moment gc cp k ca bin ngu nhin ri rc X c th nhn cc gi tr x1 , x2 , ..., xn

n

X
k
vi cc xc sut tng ng p1 , p2 , ..., pn l s k = E X =
xi k p i
i=1

(b) Moment gc cp k ca bin ngu nhin lin tc X c hm f(x) l hm mt l s

Z+


c xc nh bi k = E X k =
xk f (x) dx

n
o
2. Moment trung tm cp k ca bin ngu nhin X l s k = E [X E (X)]k
Nhn xt:
1. Moment gc cp 1 ca bin ngu nhin X l k vng ca X
2. Moment trung tm cp 2 ca bin ngu nhin X l phng sai ca X

2.4

Mt s bi tp

Bi tp 2.1. Mt nhm c 10 ngi gm 6 nam v 4 n. Chn ngu nhin ra 3 ngi. Gi X

l s n trong nhm. Lp bng phn phi xc sut ca X. Tnh k vng v phng sai ca X
Bi tp 2.2. Mt ngi c 3 vin n nhm bn vo bia cho n khi trng bia hoc ht n
th dng. Cc ln bn c lp, xc sut trng bia mi ln bn l 0,8. Gi X l s n phi
dng.
1. Tm hm mt v tnh k vng, phng sai ca X
2. Tm hm phn phi ca X v v th hm phn phi
Bi tp 2.3. C 2 hp thuc. Hp th nht gm 3 l hng v 7 l tt. Hp th hai gm 2 l
hng v 8 l tt. Ly mi hp 1 l. Gi X l s sn phm hng trong 2 sn phm ly ra. Lp
bng phn phi xc sut ca X . Tm hm mt ca X . Tnh k vng E(X) v phng sai
D(X).

Xc sut thng k

Trang 10

Bi tp 2.4. Cho bin ngu nhin X c hm mt :


cx(1 x) nu x [0, 1]
f (x) =
0
ni khc


1
3
1. Hy xc nh c v tm hm phn phi ca X. Tnh P
<X<
2
4
2. Tnh k vng v phng sai ca X
Bi tp 2.5. Gi X l tui th ca ngi. Bit rng hm mt ca X c dng:
 2
cx (100 x)2 nu x [0, 100]
f (x) =
0
ni khc
1. Hy xc nh c v tnh k vng, phng sai ca X.
2. Tnh xc sut mt ngi c tui th trn 65.
3. Tnh xc sut mt ngi c tui th trn 70 bit rng hin nay ngi trn 40
tui.
Bi tp 2.6. Bin ngu nhin lin tc X c hm phn phi:
F (x) = a + b arctan x, x R
1. Hy xc nh a, b
2. Tm hm mt ca X


.
3. Tnh P X
4
Bi tp 2.7. Hm mt ca bin ngu nhin lin tc X c dng:
 2
cx
nu x 1
f (x) =
0
nu x < 1
1. Hy xc nh c
2. Tm hm phn phi ca X. Tnh P (2 < X < 4)
3. Tnh xc sut trong 3 php th c lp bin ngu nhin X u khng ly gi tr trong
khong (2, 4).
Bi tp 2.8. Xt mt th nghim ngu nhin c khng gian mu l = {1 , 2 , 3 , 4 } . Gi
s cc bin c s cp xut hin vi xc sut: P (1 ) = P (2 ) = 0, 2 v P (3 ) = P (4 ) = 0, 3.
Gi F = P () = {A : A }, th F l mt trng thng tin t . B ba (, F, P ) l mt
khng gian xc sut. Xt mt trng thng tin con G = {, , {1 , 2 } , {3 , 4 }} ca F v
X : R xc nh bi X (i ) = i , i = 1, 2, 3, 4.
1. X c phi mt bin ngu nhin trn (, G, P ) hay khng? Gii thch?
2. Chng minh rng X l mt bin ngu nhin trn (, F, P )
3. Lp bng phn phi ca X, xc nh hm phn phi F(x) ca X
4. Tnh k vng, phng sai ca bin ngu nhin X.

Xc sut thng k

Trang 11

Mt s phn phi xc sut thng gp

3.1
3.1.1

Phn phi nh thc

nh ngha

1. Xt 1 php th ngu nhin ch c 2 kh nng xy ra: Thnh cng vi xc sut p hoc

tht bi vi xc sut 1 p. Php th nh vy c gi l php th Bernoulli.
2. Thc hin php th Bernuoilli n ln c lp. Gi X l s ln thnh cng trong n ln
th nghim, X = {0, 1, 2, ..., n} vi cc xc sut tng ng c tnh theo cng thc
Bernoulli:
P (X = k) = Cnk .pk (1 p)nk
Khi , bin ngu nhin ri rc X c gi l c phn phi nh thc vi tham s (n, p).
K hiu: X B (n, p)
V d: Mt thi gm 20 cu hi trc nghim, mi cu trc nghim c 4 phng n tr li
v ch c 1 cu tr li ng. Mt sinh vin lm bi mt cch ngu nhin. Bit rng nu sinh
vin lm ng 1 cu th c 0,5 im, lm sai th b tr 0,125 im. Tnh xc sut sinh
vin c im 5.
Gii:
Gi X l s cu trc nghim m sinh 
vin tr li ng. Nh vy X l mt bin ngu nhin
1
.
ri rc c phn phi nh thc X B 20;
4
Sinh vin mun c im 5 th sinh vin phi
12 cu. Vy xc sut
 lm
12c
 ng
8
1
3
12
sinh vin lm ng 12 cu l: P (X = 12) = C20
.
.
= 0, 00075
4
4
3.1.2

Hm mt xc sut

Hm s f (x) c xc nh bi:
 x x
Cn p (1 p)nx nu x = 0, 1, 2, .., n
f (x) =
0
ni khc
c gi l hm mt ca phn phi nh thc X B (n, p)
3.1.3

Cc s c trng

T nh ngha trn, ta tnh c k vng v phng sai ca X B (n, p) nh sau:

1. K vng: E (X) = np
2. Phng sai: E (X) = npq
3.1.4

Cng thc xp s

1. Khi n ln v xc sut p khng qu gn 0 v 1 th ta c th p dng cng thc xp s sau:

u2
k np
1
1
f (u) trong : u =
, f (u) = e 2 .
npq
npq
2
Cng thc ny gi l cng thc a phng Laphace

(a) P (X = k) = Cnk pk q nk

Xc sut thng k

Trang 12

1
(b) P (k X k + h) (u2 ) (u1 ), trong (u) =
2
k np
k + h np
u1 =
; u2 =
npq
npq
Cng thc ny gi l cng thc tch phn Laplace

Zu

t2

e 2 dt

2. Khi n rt ln v p gn bng 0 th ta c th p dng cng thc xp s sau:

e .k
, trong = np
P (X = k) =
k!
Cng thc ny gi l cng thc Poisson

3.2
3.2.1

Phn phi Poisson

nh ngha

Bin ngu nhin X gi l c phn phi Poisson tham s , k hiu l X P () nu X nhn

e .k
cc gi tr 0, 1, 2,. . . , n,. . . vi xc sut: P (X = k) =
, (k = 0, 1, ...)
k!
Trong : l trung bnh s ln xut hin bin c no m ta quan tm
Ch : Khi bin ngu nhin X B (n, p) , trong n rt ln v p gn bng 0 th ta c th
s dng cng thc tnh xc sut ca phn phi Poisson v = np
V d: Mt my dt c 1000 ng si. Xc sut mt gi my hot ng c 1 ng si b t
l 0,002. Tm xc sut trong mt gi my hot ng c khng qu 2 ng si b t.
Gii:
Gi X l s ng si b t trong mt gi. Nh vy X l mt bin ngu nhin ri rc v
X B (1000; 0, 002). Do n = 1000 rt ln v p = 0, 002 gn bng 0 nn ta c th xem
X P (2) (v = np = 1000.0, 002 = 2)
Xc sut trong mt gi my hot ng c khng qu 2 ng si b t l:
P (0 X 2) = P (X = 0) + P (X = 1) + P (X = 2) =
3.2.2

e2 .20 e2 .21 e2 .22

+
+
0, 6767
0!
1!
2!

Hm mt xc sut

Hm s f (x) c xc nh bi:
( x
e nu x = 0, 1, 2, .., n
f (x) =
x!
0
ni khc
c gi l hm mt ca phn phi Poisson X P ()
3.2.3

Cc s c trng

Ta tha nhn khng chng minh cng thc sau:

Cho X P (). Khi :
1. K vng: E (X) =
2. Phng sai: D (X) =

Xc sut thng k

3.2.4

Trang 13

ng dng

Mt s bin ngu nhin c phn phi Poisson:

1. S li in sai ca 1 trang sch (hoc mt s trang) ca 1 cun sch
2. S ngi ca mt cng ng sng cho ti 100 tui
3. S in thoi gi sai trong 1 ngy
4. S khch hng vo bu in trong 1 ngy

3.3
3.3.1

Phn phi m
nh ngha

1. Bin ngu nhin lin tc X gi l c phn phi m vi tham s > 0, k hiu l

X Exp () nu n c hm mt xc sut nh sau:

f (x) =

ex
0

nu x > 0
nu x 0

2. Nu X c phn phi m vi tham s > 0 th hm phn phi F(x) ca X l:

Zx
F (x) = et dt = 1 ex nu x > 0 v F (x) = 0 nu x 0
0

3.3.2

Cc s c trng

T nh ngha, ta tnh c k vng v phng sai ca X Exp () nh sau:

Z+
1
1. K vng: E (X) =
xex dx =

Z+
1
2
1
1
2. Phng sai: D (X) =
x2 ex dx 2 = 2 2 = 2

V d: Gi s tui th (tnh bng nm) ca mt mch in t trong my tnh l mt bin

ngu nhin c phn phi m vi k vng l 6,25. Thi gian bo hnh ca mch in t ny
l 5 nm Hi c bao nhiu phn trm mch in t bn ra phi thay th trong thi gian bo
hnh.
Gii:
Gi X l tui th ca mt mch in t. Nh vy X l mt bin ngu nhin lin tc v
1
1
X Exp (), trong =
=
= 0, 16
E (X)
6, 25
mch in phi thay th trong thi gian bo hnh th tui th ca n phi nh hn 5
nm.
Vy xc sut mch in t bn ra phi thay th trong thi gian bo hnh l:
P (X < 5) = F (5) = 1 e0,16.5 0, 5507

Xc sut thng k

Trang 14

3.4
3.4.1

Phn phi u
nh ngha

1. Bin ngu nhin lin tc X gi l c phn phi u trn on [a,b], k hiu l X U [a, b]
nu X c hm mt nh sau:

1
nu x [a, b]
f (x) =
ba
0
ni khc
2. Hm phn phi ca X U [a, b] l hm s c xc nh nh sau:

0
nu x < a

x
x
Z
Z

dt
xa
f (t) dt =
=
nu a x b
F (x) =
ba
ba

1
nu x > b
Ch : Gi s (, ) [a, b]. Xc sut X ri vo khong (, ) l:
Z
f (x) dx =

P ( < X < ) =

ba

3.4.2

Cc s c trng

T nh ngha trn, ta tnh c k vng v phng sai ca X c phn phi u nh sau:

Z+
Zb
Zb
xdx
a+b
1. K vng: E (X) =
xf (x) dx = xf (x) dx =
=
ba
2

2. Phng sai: D (X) = E X

3.5
3.5.1

(b a)2
[E (X)] =
12
2

Phn phi chun

nh ngha

Bin ngu nhin lin tc
X gi l c phn phi chun (hay phn phi Gauss) tham s v 2 ,
k hiu l X N , 2 nu hm mt xc sut f(x) ca X c dng:
(x)2
1
f (x) = e 22 , x R
2

3.5.2

Cc s c trng

Ta tha nhn khng chng minh cc cng thc sau:

1. K vng: E (X) =
2. Phng sai: D (X) = 2

Xc sut thng k

Trang 15

3.5.3

Cng thc tnh xc sut

Nu X N , 2 th ta c cc cng thc sau:





b
a
1. P (a X b) =



a
2. P (X > a) = 0, 5



b
3. P (X < b) = 0, 5 +

Zx
Trong : (x) =

f (t)dt
0

V d: Trng lng ca mt sn phm l bin ngu nhin c phn phi chun vi trng lng
trung bnh 5kg v lch chun = 0, 1. Tnh t l nhng sn phm c trng lng t 4,9kg
n 5,2kg.
Gii:
Gi X l trng lng ca sn phm th X N (5; 0, 01)
T l sn phm c trnglng t4,9kg n 5,2kgl:
4, 9 5
5, 2 5

= (2) (1) = 0, 8185

P (4, 9 < X < 5, 2) =
0, 1
0, 1

3.6

Mt s bi tp

Bi tp 3.1. Mt x nghip sn xut my tnh c xc sut lm ra ph phm l 0,02. Chn

ngu nhin 250 my tnh kim tra. Tm xc sut :
1. C ng 2 ph phm
2. C khng qu 2 ph phm
Bi tp 3.2. Nghin cu cho bit t l suy dinh dng tr em l p = 0, 2. Quan st ngu
nhin 5 tr. Gi X l s tr suy dinh dng. Lp bng phn phi xc sut. Tm hm mt .
Tnh k vng v phng sai.
Bi tp 3.3. (Bi ton Samuel Pepys) Pepys a ra bi ton sau cho Newton: Bin
c no trong bin c sau y c xc sut ln nht?
1. C t nht mt ln xut hin mt 6 khi tung mt con xc sc 6 ln
2. C t nht 2 ln xut hin mt 6 khi tung con xc sc 12 ln
3. C t nht 3 ln xut hin mt 6 khi tung con xc sc 18 ln
Bi tp 3.4. Xc sut mt ngi b phn ng t vic tim huyt thanh l 0,001. Tm xc sut
sao cho trong 2000 ngi c ng 3 ngi, c nhiu hn 2 ngi b phn ng.
Bi tp 3.5. T l sn phm b hng trong mt l rt nhiu sn phm l 0, 02. Quan st ngu
nhin 500 sn phm. Gi X l s sn phm hng. Tnh P (X = 0), P (X = 1) v P (X = 2)
bng cch dng phn phi nh thc v phn phi Poisson ri so snh kt qu.

Trang 16

Xc sut thng k

Bi tp 3.6. Ngi ta tin hnh o di ca cc linh kin in t (s lng rt nhiu). Bit

rng chiu di (cm) ca linh kin in t c phn phi u trong on [0, 10]. Linh kin c
chn nu di trn 8 cm. Chn ngu nhin mt linh kin. Tnh xc sut linh kin c
chn. Mt linh kin c chiu di trn 4 cm, tnh xc sut linh kin c chn. Tnh k
vng chiu di ca linh kin.
Bi tp 3.7. Mt trung tm bu in nhn c trung bnh 5 cuc gi trong mt pht. Bit
rng s cuc in thoi trong mt pht c phn phi Poisson. Tnh xc sut trong mt
pht, bu in nhn c:
1. ng 1 cuc gi
2. t nht 2 cuc gi
Bi tp 3.8. Trng lng ca mt con b l mt bin ngu nhin c phn phi chun vi gi
tr trung bnh 250kg, lch chun l 40kg. Tm xc sut con b c trng lng:
1. Nng hn 300kg
2. Nh hn 175kg
3. Nm trong khong 260kg n 270kg
Bi tp 3.9. Bit rng tui th ca bng n mt nh my c phn phi chun vi trung
bnh = 1000 gi v lch chun = 50 gi. Chn ngu nhin mt bng n, tnh xc xut
bng n c tui th t 960 gi n 1050 gi
Bi tp 3.10. C mt l hng gm rt nhiu thit b in t cng loi. Gi s tui th (tnh
theo nm) ca loi thit b in t ny c phn phi m vi = 0, 2. Chn ngu nhin 6 thit
b in t t l hng. Tnh xc sut c t nht 2 thit b vn cn hot ng tt sau 6 nm.

Vect ngu nhin

Ti liu
[1] Nguyn Ch Long, Xc sut thng k v qu trnh ngu nhin, NXB i Hc Quc Gia
TP.HCM.
[2] Bi ging xc sut thng k ca TS. Nguyn Phc Ti, ging vin trng i Hc S
Phm TP.HCM
[3] Xc sut thng k ngun http://link.vietmaths.com/2014/07/giao-trinh-xac-suat-thongke-7-chuong.html
[4] Cumulative Distribution Functions Lousiana Tech University, College of Engineering and
Science http://www2.latech.edu/ schroder/slides/stat/cdf.pdf
[5] Probability and Cumulative Distribution Functions Quanlei Fang. Department of Mathematics at Virginia Tech