Chng 6

LY MU V PHN PHI MU
(Sampling and Sampling Distribution)
6.1. LY MU T TP HP CHNH (Sampling from a Population) 6.1.1. Tp hp chnh (Population) Tp hp chnh l tp hp tt c cc i tng m ta quan tm nghin cu trong mt vn no . S phn t ca tp hp chnh c k hiu l N. Nu N l s hu hn ta c tp hp chnh hu hn (finite population) Nu N l s v hn ta c tp hp chnh v hn (infinite population)

6.1.2. Mu (Sample) Mu l tp hp con ca tp hp chnh. S phn t ca mu k hiu l n (c mu). 6.1.3. Ly mu ngu nhin n gin (Simple Random Sampling) l cch chn n phn t t tp hp chnh gm N phn t sao cho mi t hp trong C n N t hp u c cng kh nng c chn nh nhau. Kt qu ca vic chn ny cho ta cc mu ngu nhin (random sample). Vic ly mu ngu nhin c th tin hnh theo cch ly mu khng hon tr li (sampling without replacement) hay theo cch ly mu c hon tr li (sampling with replacement). 6.1.4. Phn phi mu (Sampling Distribution) Cc mu u c cc c trng thng k ca mu nh s trung bnh X , phng sai S2 . x Phn phi xc sut ca cc c trng thng k ca mu c gi l phn phi mu. Trong chng ny ta kho st phn phi mu ca X , S2 . x Suy din thng k (Statistic Inference) : Da vo cc c trng thng k ca mu ta c th suy rng ra cho cc c trng thng k ca tp hp chnh. 6.2. PHN PHI MU CA S TRUNG BNH CA MU X (Sampling Distribution of the Sample Mean) Phn phi mu ca s trung bnh ca mu l phn phi xc sut ca i lng X 6.2.1. K vng ca s trung bnh mu E ( X ) Gi s tp hp chnh c N phn t, c trung bnh l x v phng sai l 2 . Ta c: x

x =

i =1

Xi N

2 x =

i =1

2 ( X i )

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Gi X1, X2 ... Xn l mu ngu nhin c c mu l n, c chn t tp hp chnh. S trung bnh ca mu l :

X=

1 Xi n

K vng ca s trung bnh mu ca s trung bnh mu E ( X ) l gi tr trung bnh ca tp hp chnh x. Ni cch khc, phn phi mu ca X c s trung bnh l x. E( X ) = x

Th d: Gi s tp hp chnh gm 5 hc sinh c s tui l 2, 4, 6, 8 v 10. Trong trng hp ny s trung bnh ca tp hp chnh s l

x = 1/5(2+4+6+8+10) = 6
2 Gi s ly mu ngu nhin khng hon li vi c mu l 2. Ta s c C 5 = 10 mu khc

nhau (vi c mu l 2). V mi mu s c s trung bnh ca mu X nh sau : Sample 2,4 2,6 2,8 2,10 4,6 5 4,8 4,10 6 7 6,8 7 6,10 8 8,10 9

3 4 5 6 X Phn phi mu ca s trung bnh X l : Sample X K vng ca X E( X ) E( X ) = X * p( X ) 3 0,1 4 0,1 5 0,2 6 0,2

(Phn phi xc sut ca c trng thng k ca mu X 7 0,2 8 0,1 9 0,1 10 0,1

= 3 * 0,1 + 4 * 0,1 + 5 * 0,2 + 6 * 0,2 + 7 * 0,2 + 8 * 0,1 + 9 * 0,1 = 6 = x

2

6.2.2. Phng sai ca s trung bnh mu ( X ) a) Trng hp tp hp chnh v hn (Infinite Polulation)

Phng sai ca s trung bnh mu X c k hiu l x Var ( X ) =

2

x =

2 x n

ng khi n < N

Vi x l phng sai ca tp hp chnh, n l c mu. Var ( X ) = x =

2

2 N n x ( ) n N 1

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b) Trng hp tp hp chnh hu hn (Finite Population) Th d:

Tnh phng sai ca X trong th d trn Phng sai ca tp hp chnh

= E[(Xi - x) = (xi - x) * P(Xi) =8

x = 6;

P(Xi) = 1/5

= 1/5[(2-6) + (4 - 6) + (6 -6 ) + (8-6) + (10 - 6)]

2 x

Phng sai ca X tnh t nh ngha Var ( X ) = E [( X - E( X ))2] = E [( X - 6)2]

2 2 2

v E ( X ) = x = 6

= [(3-6) *0,1 + (4-6) *0,1 + (5-6) *0,2 + (6-6)2*0,2 + (7-6)2*0,2 + (8-6)2 *0,1 + (9-6)2*0,1] Var ( X ) = x = 3 Nu p dng cng thc : Var ( X ) =
2 X 2 N n 8 5 2 = x * = * = 3 n N 1 2 5 1
2

6.2.3. lch chun ca s trung bnh mu ( X )

lch chun ca X c k hiu ( X )

x = 2 x = x n

i vi tp hp chnh v hn

hay

x =

x n

N n N1

i vi tp hp chnh hu hn

x c xem nh sai s chun (Standard Error) ca s trung bnh mu X .

6.2.4. Ly mu t tp hp chnh tun theo phn phi chun (Sampling From Normal Population) Lut phn phi ca s trung bnh mu X

Nu tp hp chnh ca bin X tun theo phn phi chun vi s trung bnh l x v phng sai x th s trung bnh mu X s tun theo phn phi chun vi s trung trnh l x v phng sai l 2 / n . x

X ~

N( X , 2 ) x

==>

2 X ~ N ( X , X ) n

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6.2.5. Chun ha s trung bnh mu X

t : Z =

X X X

Nu X c s trung bnh l x v phng sai l 2 th Z c s trung bnh l 0 v X phng sai l 1. Nu X ~ N x , 2 X

==> Z ~ N(0,1)

6.2.6. nh l gii hn trung tm (Central Limit Theorem)

Khi n ln th Z =

X X X n

s gn ng c phn phi chun chun ha hay X c

2 phn phi chun vi s trung bnh l x phng sai x

Khi n ln

==>

2 X Z ~ N(0, 1) hay X ~ N X , n

Th d :

Chiu di ca cc cy thc k trong dy chuyn sn xut thc tun theo phn phi chun vi = 30cm. lch chun xung quanh s trung trung bnh l = 0,1cm. Nhn vin thanh tra ly mu vi c mu n = 4 v nhn thy s trung bnh ca mu l X = 29875cm. Tm xc sut s trung bnh ca mu nh hn hoc bng 29875cm.
Gii :

2987530 X 30 P X 29875 = P 0,1 n 4

= P (Z - 350) = 0,062
Th d :

Mt nh sn xut ph tng xe t cho bit tui th ca ph tng xe tun theo lut phn phi chun vi s trung bnh l 36.000 dm v lch chun l 4.000 dm. i vi mt mu c chn mt cch ngu nhin vi c mu l 16 th tui th trung bnh ca mu l 34.500 dm. Nu nh sn xut ni ng th xc sut s trung bnh mu nh hn hoc bng gi tr ca mu o l bao nhiu. Gii :
X X P X 34.500 = P X 34.500 36.000 = P (Z < -1,5) = 0,0668 4000 16

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Th d:

Gi s tp hp chnh tun theo phn phi chun vi = 40, 2 = 100 .

f(x)

= 40

Ly 1.000 mu ngu nhin vi c mu 5. Gi X l s trung bnh ca mu. X tun theo 2 100 phn phi chun vi s trung bnh l = 40 phng sai = = 20 . 5 n Ly 1.000 mu ngu nhin vi c mu 10. Gi X l s trung bnh ca mu. X tun theo 2 100 phn phi chun vi s trung bnh l = 40, phng sai = = 10 . 10 n
= 10 f(x)

=5
X

= 40

Nhn xt :

Phng sai ca phn phi mu s gim khi c mu tng.

2 6.3. PHN PHI MU CA PHNG SAI MU S x .

(Sampling Distribution Of The Sample Variance)

Phn phi mu ca phng sai mu l phn phi xc sut ca phng sai mu S2 . x

6.3.1. K vng ca phng sai mu E ( S x )
2

Phng sai mu k hiu l S2x.

2 SX =

1 N 1

(X
n i =1

X i

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K vng ca phng sai mu E(S2x) chnh l phng sai ca tp hp chnh 2 . Ni X cch khc, phn phi mu ca ( S2 ) c s trung bnh l 2 . x X E( S2 ) = 2 x X iu kin : n < < N

6.3.2. Phng sai ca phng sai mu

Phng sai ca phng sai mu c k hiu Var( S2 ). x Var( S2 ) ty thuc vo lut phn phi ca tp hp chnh. Nu tp hp chnh tun x theo phn phi chun th

Var (S ) =
2 X

2 4 X n 1

6.3.3. Phn phi 2 (Chi - squared Distribution)

Bin ngu nhin X2 tun theo lut phn phi 2 c t do l n (degree of freedom) nu hm mt xc sut ca X2 c dng
2 1 x f X 2 ( x 2 ) = 2 2 2 0
Ghi ch :
1 2

*e

x2 2

neu x > 0 neu x 0

F(2)

( )

2,
1 x 2 v 1 x dx 2 ( )2 e 2 p(v / 2) 2
2

P ( x , v) =
2

x2

Ngi ta lp bng tnh sn cc gi tr din tch P(x, ) Bin ngu nhin X tun theo lut phn phi 2 vi t do l c k hiu. X ~ 2v

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6.3.4. Lut phn phi ca

(n 1)S2 x 2 x

= n-1

Ta c: Xn-1=
(n 1)S2 x 2 x

i =1

2 ( X i X)

X2
(n 1)S2 x 2 x

n : c mu

Nu tp hp chnh tun theo lut phn phi chun th vi t do l (n-1) X ~ N(x, 2 ) => x
Th d :
(n 1)S2 x 2 x

tun theo lut phn phi

~ n-1

Mt nh sn xut sa hp mun trng lng trung bnh ca cc hp sa sn xut ra phi gn bng trng lng c qung co. Gi s phn phi trng lng ca tp hp chnh tun theo phn phi chun. Nu ly ngu nhin 20 hp em i kim tra. Tm 2 s K1 v K2 sao cho : a) P( b) P(
Gii :
2 Sx

x2
S x2

< K 1 ) = 0,05 > K 2 ) = 0,05

x2

a. 0,05 = (

2 x

S2 x

< K 1 ) = P[

(n 1)S2 x 2 x

< (n-1)K1]

= P[n-1 < (n-1) K1] Vi c mu n =20 v n-1 l bin ngu nhin c t do n-1 = 19. Ta c : 0,05 = P[n-1 <19K1] = P[ 19<19K1] hay 1-0,05 = 0,95= P[n-1 >19K1] = P[19>19K1] Tra bng ta c : 19K1 = 10,12 K1 = 0,533 ngha : Vi xc sut 5%, phng sai ca mu s nh hn 53,3% ln phng sai ca tp hp chnh. Hay P( S2 < 0,533 2 ) = 0,05 x x b. 0,05 = P(
S x2
2 x

> K 2 ) = P[

(n 1) S x2

X2

> (n 1) K 2 ]

= P[n-1 >(n-1)K2]

0,05= P[19> 19K2]

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Tra bng ta c : 19K2 = 30,14 K2 = 1,586

ngha : Vi xc sut 5%, phng sai ca mu s ln hn 58.6% phng sai ca tp hp chnh.

5%

5%
X

P( S2 >1,586 2 ) = 0,05 x x

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