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th Bernoulli
th Bernoulli v d.
phi nh thc
thc
Xt X ~ B(n,p)
P ( X k ) C p (1 p )
k
n
k 0,1, , n
nk
d
Cho X ~ B(5,0.1)
Tnh P(X=1)
P(X 1) Cnk Pk (1 P)n k
5!
(0.1)1(1 0.1)51
1!(5 1)!
(5)(0.1)(0.9)4
.32805
x
0
= 5 v P = 0.5
.6
.4
.2
0
P(x)
n = 5 P = 0.5
x
EX np
npq
2
npq
- n: s ln thc hin th nghim
- p: xc sut thnh cng 1 ln th nghim
- q = 1- p.
nP (5)(0.1) 0.5
Mean
nP(1- P) (5)(0.1)(1 0.1)
0.6708
nP (5)(0.5) 2.5
nP(1- P) (5)(0.5)(1 0.5)
1.118
.6
.4
.2
0
P(x)
x
0
.6
.4
.2
0
n = 5 P = 0.1
P(x)
n = 5 P = 0.5
x
e
P( X k )
k!
k = 0, 1, 2,
bnh
E(X)
Phng
E[( X ) ]
2
Vi = s bin c xy ra trung bnh trn 1 n v
d
Trong mt nh my dt, bit s ng si
b t trong 1 gi c phn phi Poisson
vi trung bnh l 4. Tnh xc sut trong 1
gi c
a. ng 3 ng si b t.
b. C nhiu hn 1 ng si b t.
0.10
0.20
0.30
0.40
0.50
0.60
0.70
0.80
0.90
0
1
2
3
4
5
6
7
0.9048
0.0905
0.0045
0.0002
0.0000
0.0000
0.0000
0.0000
0.8187
0.1637
0.0164
0.0011
0.0001
0.0000
0.0000
0.0000
0.7408
0.2222
0.0333
0.0033
0.0003
0.0000
0.0000
0.0000
0.6703
0.2681
0.0536
0.0072
0.0007
0.0001
0.0000
0.0000
0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000
0.5488
0.3293
0.0988
0.0198
0.0030
0.0004
0.0000
0.0000
0.4966
0.3476
0.1217
0.0284
0.0050
0.0007
0.0001
0.0000
0.4493
0.3595
0.1438
0.0383
0.0077
0.0012
0.0002
0.0000
0.4066
0.3659
0.1647
0.0494
0.0111
0.0020
0.0003
0.0000
V d: Tm P(X = 2) nu = .50
e k e0.50(0.50)2
P ( X 2)
.0758
k!
2!
=
0.50
0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000
P(X = 2) = .0758
=3.00
nh l Poisson
Cho
X ~ B(n,p)
k
n
k n k
lim C p q
n
p 0
np
Dng
k!
M hnh Poisson
M hnh Poisson :
+ Xt n php th Bernoulli.
+ Trong xc sut thnh cng l p.
+ Cc php th c lp vi nhau.
(Kt qu ca php th ny khng nh hng n kt
qu ca cc php th kia)
+ X s ln xut hin thnh cng trong n php
th.
+ Trong n ln ( n 100) v p nh (p 0,01
v np 20).
Khi X ~ P().
M hnh Poisson
V
d
Trong mt t tim chng cho 2000 tr
em mt khu vc. Bit xc sut 1 tr b
phn ng vi thuc khi tim l 0.001.
Tnh xc sut trong 2000 tr c khng
qu 1 tr b phn ng khi tim thuc.
Phn phi u
xmin
xmax x
Phn phi u
f(x) =
1
ne
ua x b
b a
0
ni kha
c
vi
f(x) = gi tr hm mt ti im x
a = gi tr nh nht ca x
b = gi tr ln nht ca x
Phn phi u
K
vng
a b
EX
2
Phng
sai
2
(b-a)
VarX
12
2
Phn phi u
V d: Phn phi u trn khong 2 x 6
1
f(x) = 6 - 2 = .25 for 2 x 6
ab 26
EX
4
2
2
f(x)
.25
b a
VarX
2
12
6 2
12
16
1.333
12
Phn phi m
f(t) e t v
it 0
Vi
Phn phi m
Hm
F(t) 1 e
K
v
i t>0
1
ET
1
VarT 2
Phn phi m
V d: S khc hng n mt quy dch v vi t l l
15 ngi mt gi. Hi xc sut thi gian gia 2 khch
hng lin tip n quy dch v t hn 3 pht l bao
nhiu.
Trung bnh c 15 khch hng n trong 1 gi, do
= 15
3 pht = 0.05 gi
Phn phi m
V d:
1
f ( x)
e
2
2
x
2 2
Vi: EX = v VarX = 2.
K hiu: X ~ N(, 2)
, x
f(x)
Thay i lm tng
hoc gim phn tn.
F(x 0 ) P(X x 0 )
f(x)
P(X x 0 )
x0
F(a) P(X a)
X
Z
Z ~ N(0 ,1)
f(Z)
1
0
X 200 100
Z
2.0
50
100
0
200
2.0
( = 100, = 50)
( = 0, = 1)
mt
1
f ( z)
e
2
Hm
z2
( z ) : ha
m Gauss
phn phi
1
F ( z0 ) P ( Z z0 )
2
ha
m Laplace
z0
t2
dt ( z )
Tnh xc sut
b
a
P(a X b) P
Z
b
a
F
F
f(x)
a
a
Tnh xc sut
f(X)
P( X ) 0.5
0.5
P( X ) 0.5
0.5
P( X ) 1.0
V d:
P(Z < 2.00) =
(2.00) = .9772
Do tnh i xng
(-z) = 1 - (z)
V d:
P(Z < -2.00) = (-2.00)= 1
(2.00) = 1 - 0.9772
= 0.0228
2.00
.9772
.0228
2.00
.9772
-2.00
V d
Gi
8.0
8.6
V d
X 8.6 8.0
Z
0.12
5.0
=8
= 10
8 8.6
=0
=1
0 0.12
V d
Tra bng chun ha
(z)
.10
.5398
.11
.5438
.12
.5478
.13
.5517
0.00
0.12
V d
Gi
8.0
8.6
V d
Tm
1.000
0
0.12
1.0 - 0.5478
= 0.4522
0
0.12
= EX = np
2 = VarX = np(1-p)
To bin ngu nhin Z c phn phi
chun ha t phn phi nh thc
X EX
X np
Z
VarX
np (1 p )
c np
c np
P( X c) P
P Z
npq
npq
npq
npq
a np
b np
P a X b P
Z
npq
npq
b np
a np
npq
npq
d
Trong mt cuc bu c mt thnh
ph, bit rng 40% ngi dn ng h
ng c vin A. Chn ngu nhin 200
ngi, hi xc sut gp c t 76 n
80 ngi ng h ng c vin A l bao
nhiu?
V d
E(X) = = nP = 200(0.40) = 80
Var(X) = 2 = nP(1 P) = 200(0.40)(1 0.40) = 48
P(76 X 80) P
76 80
80 80
Z
200(0.4)(1 0.4)
200(0.4)(1 0.4)
P( 0.58 Z 0)
(0) ( 0.58)
0.5000 0.2810 0.2190