i.

M t s cng th c ph n xc su t
I. Xc su t c a bi n c :
*
n(A)
m (A)
P(A)

P(B)+P(C) n u B v C l xung kh c
* A=B+C P(A)=P(B+C) =
P(B)+P(C)-P(B.C) n u B v C l khng xung kh c
P(B).P(C) n u B v C l c l p
A=B.C P(A)=P(B.C) =
P(B).P(C/B)=P(C).P(B/C) n u B v C l khng c l p

*
n 2 1 n 2 1
A ... A A ...A A A + + +
*
n 2 1 n 2 1
A ... A . A ...A A A + +
* P(A)+ ( ) A P =1
Cng th c Bernoulli:
( ) ( )
x n x x
n n
p 1 p C x P

, x = 0,1,2,,n
Cng th c Xc su t y :

n
1 i
i i
) )P(A/H P(H P(A)
Cng th c Bayes:
n 1,2,.., i
/A) )P(H P(H
/A) )P(H P(H
P(A)
/A) )P(H P(H
/A) P(H
n
1 i
i i
i i i i
i

II. Bi n ng u nhin v quy lu t phn ph i xc su t :
1. Cc tham s c tr ng :

n
1 i
i
p
i
x
n u X l bi n ng u nhin r i r c
E(X) =

+

xf(x)n u X l bi n ng u nhin lin t c

n
i
i i
p x
1
2
n u X l bi n ng u nhin r i r c
E(X
2
) =

+

) (
2
x f x n u X l bi n ng u nhin lin t c
V(X)= ( ) ( )
2
X E X E = ( ) ( ) ( )
2
2
X E X E
( ) ) ( X V X
Ph m H ng Huy n-TKT 1
2. M t s quy lu t phn ph i xc su t thng d ng :
X A(P)

*
( ) ( ) 1 ; 0 1
1


x p p x X P
x
x
* E(X)=p ; V(X)=p(1-p) ; ( ) ) 1 ( p p X
X B(n,p)


( q=1-p )
*
( ) ( ) n x p p C x X P
x n
x x
n
,..., 1 , 0 1

* E(X)=np ; V(X)=npq ; ( ) npq X
N x
0

* M t c a X B(n,p): x
0
=
p np x p np + +
0
1
X P()
*
( )
!
1 ) (
x
e
p p C x X P
x
x n
x x
n

; x=0,1,2,
( n kh l n, p kh nh ; =np )
* E(X)=V(X)=; ( ) X
* M t c a X P():

0
1 x
; x
0
N
X N(,
2
)
( )
2
2
2
x
e
2
1
f(x)

( > 0 )
* E(X)= ; V(X)=
2
; (X)=
*
,
_

,
_

< <

a b
b X a P
0 0
) (
* P(X<b)
5 , 0
0
+
,
_

b
* P(X>a)
,
_

a
0
5 , 0
*
( )

,
_

<

0
2 X P
Ph m H ng Huy n-TKT
X 0 1
P 1-p p
X 0 1 x n
P

0 0 0 n
n
q p C
1 1 1 n
n
q p C
x n x x
n
q p C


0
q p C
n n
n
2
Gi tr t i h n chu n :
* nh ngha:
( )

>U U P
, U N(),1)
* Ch :
645 , 1 ; 96 , 1 ;
05 , 0 025 , 0 1

U U U U


Gi tr t i h n Student :
* nh ngha:
( )
( )

>
n
T T P , T T(n)
* Ch :

U T T T
n n n

) ( ) ( ) (
1
; v i
30 n
Gi tr t i h n Khi bnh ph ng :
* nh ngha:
( )
( )

>
n
P
2 2
,
2

2
(n)
Gi tr t i h n Fisher- Snedecor :
* nh ngha:
( )
( )

>
2 1
,n n
F F P , F F(n
1
,n
2
)
* Ch :
( )
( )
1 2
2 1
,
1
,
1
n n
n n
F
F

III. Bi n ng u nhin hai chi u r i r c

X
Y

1
x
2
x
.
i
x
.
n
x
T ng
1
y
P(x
1
,y
1
) P(x
2
,y
1
) . P(x
i
,y
1
) . P(x
n
,y
1
) P(Y=y
1
)
2
y
P(x
1
,y
2
) P(x
2
,y
2
) .. P(x
i
,y
2
) .. P(x
n
,y
2
) P(Y=y
2
)
. . . .
j
y
P(x
1
,y
j
) P(x
2
,y
j
) . P(x
i
,y
j
) P(x
n
,y
j
) P(Y=y
j
)
. . . . . . .. .
m
y
P(x
1
,y
m
) P(x
2
,y
m
) . P(x
i
,y
m
) .. P(x
n
,y
m
) P(Y=y
m
)
T ng P(X=x
1
) P(X=x
2
) P(X=x
i
) . P(X=x
n
) 1

( ) ( )
j i j i
y Y x X P y x P , ,

( ) ( ) ( ) ( )



n
i
j i j
m
j
j i i
y x P y Y P y x P x X P
1 1
, ; ,

( ) ( ) ( )
( )
( )
j
j i
j i
y Y P
y Y x X P
y Y x X P

,
/

( ) ( ) ( )( ) ( ) ( ) ) ( ) ( , ) ( ( ( ,
1 1
Y E X E y x P y x Y E Y X E X E Y X Cov
n
i
m
j
j i j i XY

( ) ( ) Y X
XY
XY

Ph m H ng Huy n-TKT 3
( ) ) , ( 2 ) ( ) (
2 2
Y X abCov Y V b X V a bY aX V + + +
III.M t s quy lu t s l n :
B t ng th c Trb sp :
X b t k; E(X), V(X) h u h n; >0
( ) ( )
2
) (
1

X V
X E X P <
( ) ( )
2
) (

X V
X E X P
nh l Trb sp :
X
1
, X
2
,, X
n
c l p t ng i; E(X
i
), V(X
i
) h u h n i=1,2,,n; >0
( ) 1
1 1
1 1

,
_

<

n
i
i
n
i
i
n
X E
n
X
n
P Lim
nh l Bernoulli :
f l t n su t xu t hi n bi n c A trong l c Bernoulli v i 2 tham s n, p
> 0 , ta c
( ) 1 <

p f P Lim
n
B. M t s cng th c trong ph n Th ng k ton
I. M t s cng th c trn m u :

( )

k
i
i i
k
i
i i
k
i
i i
x n
n
s Ms
n
n
s
x x Ms x n
n
x x n
n
x
1
2 2 *
2
2
1
2 2
1
) (
1
;
1
;
1
;
1

* T n su t m u f l hnh nh c a tham s p trong t ng th trn m u.
* T ng th : X ( )
2
, N
X

,
_

n
N
2
,

( ) ( )
n
X V X E
2
,


* T ng th X A(p) f
,
_

n
pq
p N ,

( ) ( )
n
pq
f V p f E ,

( khi n l n).

II. M t s cng th c v c l ng :
1. c l ng gi tr tham s

trong quy lu t ( )
2
, N
Ph m H ng Huy n-TKT 4
C
ng
th c
Tr ng h p bi t
2

(t g p)
Tr ng h p ch a bi t
2
(th ng g p)
n30 n>30
KTC
i
x ng
2 2

U
n
x U
n
x + < <
) 1 (
2
) 1 (
2

+ < <
n n
T
n
s
x T
n
s
x


2 2

U
n
s
x U
n
s
x + < <
KTC
c
l ng
max

U
n
x + <
<

( ) 1
+
n
T
n
s
x

<

U
n
s
x +
KTC
c
l ng
min

U
n
x > >

( ) 1

n
T
n
s
x

>

U
n
s
x
Cng
th c
xc
nh
kch
th c
m u m i
(n
*
) sao
cho: Gi
nguyn
tin c y
(1-) v
mu n
di
kho ng
tin c y
i x ng
I

I0

2
2 /
2
0
2
*
4

U
I
n
2 ) 1 (
2 /
2
0
2
*
) (
4

n
T
I
s
n

2
2 /
2
0
2
*
4

U
I
s
n
Ch :
2
I

2. c l ng gi tr tham s p trong quy lu t A(p )

KTC i x ng

2 2
) 1 ( ) 1 (

U
n
f f
f p U
n
f f
f

+ < <

KTC c l ng max
p

U
n
f f
f p
) 1 (
+ <
KTC c l ng
min
p

U
n
f f
f p
) 1 (
>
Ph m H ng Huy n-TKT 5
Cng th c xc nh kch
th c m u m i (n
*
) sao cho:
Gi nguyn tin c y (1- )
v mu n di kho ng tin
c y i x ng I I
0

( )
2
2 /
2
0
*
1 4

U
I
f f
n

Ch :
2
I

Ch :
N u P=
N
M
th c th c l ng M qua P v N (quan h M v P l thu n chi u), c th
c l ng N qua P l M (quan h N v P l ng c chi u).
3. c l ng gi tr tham s
2
trong quy lu t ( )
2
, N
Cng th c Tr ng h p bi t

(t g p )
Tr ng h p ch a bi t

(th ng g p)
KTC hai pha ( ) n n
s n s n
2
2
1
2 *
2
) ( 2
2 /
2 *

< <
( ) 1 2
2
1
2
2
) 1 ( 2
2 /
2
) 1 ( ) 1 (

< <

n n
s n s n

KTC c
l ng max
2

( ) n
ns
2
1
2 *
2

<
( ) 1 2
1
2
2
) 1 (

<
n
s n

KTC c
l ng min
2

( ) n
ns
2
2 *
2

>
( ) 1 2
2
2
) 1 (

>
n
s n

III. M t s cng th c v ki m nh gi thuy t th ng k

Ki m nh v tham s c a quy lu t phn ph i g c
1. Bi ton ki m nh v tham s

trong quy lu t
( )
2
, N
:
a. Bi ton so snh

v i gi tr th c cho tr c 0

Tr ng h p
2
bi t ( t g p )
C p gi thuy t c n ki m
nh
Mi n bc b c a gi thuy t H
0
H
0
: 0


H
1
: 0
>


( )

'

>

U U
n x
U W ;
0
H
0
: 0


H
1
: 0
<


( )

'

<

U U
n x
U W ;
0
H
0
: 0


H
1
: 0



( )

'

>

2 /
0
;

U U
n x
U W
Tr ng h p
2
ch a bi t ( th ng g p )
Mi n bc b c a gi thuy t H
0
Ph m H ng Huy n-TKT 6
C p gi thuy t
c n
ki m nh
Tr ng h p n30 Tr ng h p n>30
H
0
: 0

H
1
: 0
>

( )
( )

'

>

1 0
;
n
T T
s
n x
T W

( )

'

>

U U
s
n x
U W ;
0
H
0
: 0


H
1
: 0
<

( )
( )

'

<

1 0
;
n
T T
s
n x
T W

( )

'

<

U U
s
n x
U W ;
0
H
0
: 0


H
1
: 0


( )
( )

'

>

1
2 /
0
;
n
T T
s
n x
T W

( )

'

>

2 /
0
;

U U
s
n x
U W
b. Bi ton so snh hai tham s
1

v i
2

c a 2 quy lu t phn ph i chu n

Tr ng h p
2
2
2
1
,
bi t ( t g p )
C p gi thuy t c n ki m
nh
Mi n bc b c a gi thuy t H
0
H
0
:
2 1


H
1
:
2 1
>

'

>
+

U U
n n
x x
U W ;
2
2
2
1
2
1
2 1
H
0
:
2 1


H
1
:
2 1
<

'

<
+

U U
n n
x x
U W ;
2
2
2
1
2
1
2 1
H
0
:
2 1


H
1
:
2 1

'

>
+

2 /
2
2
2
1
2
1
2 1
;


U U
n n
x x
U W
Tr ng h p
2
2
2
1
,
ch a bi t; n
1

30
, n
2

30
(th ng g p)
C p gi thuy t c n ki m
nh
Mi n bc b c a gi thuy t H
0
H
0
:
2 1


H
1
:
2 1
>

'

>
+

U U
n
s
n
s
x x
U W ;
2
2
2
1
2
1
2 1
Ph m H ng Huy n-TKT 7
H
0
:
2 1


H
1
:
2 1
<

'

<
+

U U
n
s
n
s
x x
U W ;
2
2
2
1
2
1
2 1
H
0
:
2 1


H
1
:
2 1

'

>
+

2 /
2
2
2
1
2
1
2 1
;

U U
n
s
n
s
x x
U W
Tr ng h p
2
2
2
1
,
ch a bi t
C p gi thuy t c n ki m
nh
Mi n bc b c a gi thuy t H
0
H
0
:
2 1


H
1
:
2 1
>


( )

'

>
+

k
T T
n
s
n
s
x x
T W

;
2
2
2
1
2
1
2 1
H
0
:
2 1


H
1
:
2 1
<


( )

'

<
+

k
T T
n
s
n
s
x x
T W

;
2
2
2
1
2
1
2 1
H
0
:
2 1


H
1
:
2 1



( )

'

>
+

k
T T
n
s
n
s
x x
T W
2 /
2
2
2
1
2
1
2 1
;


( )( )
( ) ( )( )
( ) ( )
2
2
2 1
2
1
1
2
1
2
1
2
2
2 1
/ /
/
;
1 1 1
1 1
n s n s
n s
c
c n c n
n n
k
+

2. Bi ton ki m nh v tham s
2
trong quy lu t ( )
2
, N :
a. Bi ton so snh
2
v i gi tr th c cho tr c
2
0

Ph m H ng Huy n-TKT 8
C p gi thuy t c n ki m
nh
Mi n bc b c a gi thuy t H
0
H
0
:
2
0
2


H
1
:
2
0
2
>


( )

'

>

) 1 ( 2 2
2
0
2
2
;
1
n
s n
W

H
0
:
2
0
2


H
1
:
2
0
2
<


( )

'

<

) 1 ( 2
1
2
2
0
2
2
;
1
n
s n
W

H
0
:
2
0
2


H
1
:
2
0
2


( )

'

< >

) 1 ( 2
2 / 1
2 ) 1 ( 2
2 /
2
2
0
2
2
;
1
n n
hay
s n
W

b. Bi ton so snh hai tham s

2
1
v i
2
2
c a 2 quy lu t phn ph i chu n
C p gi thuy t c n
ki m nh
Mi n bc b c a gi thuy t H
0
H
0
:
2
2
2
1

H
1
:
2
2
2
1
>

'

>
) 1 , 1 (
2
2
2
1
2 1
;
n n
F F
s
s
F W

H
0
:
2
2
2
1


H
1
:
2
2
2
1
<

'

<

) 1 , 1 (
1
2
2
2
1
2 1
;
n n
F F
s
s
F W

H
0
:
2
2
2
1

H
1
:
2
2
2
1

'

< >

) 1 , 1 (
2 / 1
) 1 , 1 (
2 /
2
2
2
1
2 1 2 1
;
n n n n
F F hay F F
s
s
F W

3. Bi ton ki m nh v tham s p trong quy lu t A(p) :
a. Bi ton so snh gi tr tham s p v i gi tr th c p
0
cho tr c:
C p gi thuy t c n
ki m nh
Mi n bc b c a gi thuy t H
0
H
0
:
0
p p
H
1
:
0
p p >

( )
( )

'

>

U U
p p
n p f
U W ;
1
0 0
0
H
0
: 0
p p

H
1
: 0
p p <


( )
( )

'

<

U U
p p
n p f
U W ;
1
0 0
0
H
0
: 0
p p

H
1
: 0
p p

( )
( )

'

>

2 /
0 0
0
;
1

U U
p p
n p f
U W
b. Bi ton so snh hai tham s
1
p
v i
2
p
c a 2 quy lu t Khng-M t
Ph m H ng Huy n-TKT 9
Trong :
2 1
2 2 1 1
n n
f n f n
f
+
+

Ki m nhphi tham s
Ki m nh v d ng quy lu t phn ph i g c:
* C p gi thuy t c n ki m nh:
H
0
: X Quy lu t A
H
1
: X Quy lu t A
(Xt quy lu t A l r i r c)
* Mi n bc b c a gi thuy t H
0
:
( )
( )

'

>

1 2 2
1
2
2
;
r k
k
i
i
i i
n
n n
W


Trong :
M u ng u nhin 1 chi u v X l X(n); x
i
xu t hi n n
i
l n ;
n n
k
i
i

1
;
i i
np n
;
( )
i i
x X P p ; r l s tham s trong quy lu t A c n c l ng, tham s c a quy lu t A c
c l ng b ng ph ng php c l ng h p l t i a;
Ph m H ng Huy n-TKT
C p gi thuy t c n
ki m nh
Mi n bc b c a gi thuy t H
0

H
0
:
2 1
p p
H
1
:
2 1
p p >
( )

'

>

,
_

U U
n n
f f
f f
U W ;
1 1
1
2 1
2 1

H
0
:
2 1
p p
H
1
:
2 1
p p <

( )

'

<

,
_

U U
n n
f f
f f
U W ;
1 1
1
2 1
2 1

H
0
:
2 1
p p
H
1
:
2 1
p p

( )

'

>

,
_

2 /
2 1
2 1
;
1 1
1

U U
n n
f f
f f
U W

10
Ki m nh v tnh c l p hay ph thu c c a 2 d u hi u nh tnh:
* C p gi thuy t c n ki m nh:

H
0
: X , Y l c l p
H
1
: X , Y l ph thu c
* Mi n bc b c a gi thuy t H
0
:
( )( ) ( )

'

>

,
_

1 1 2 2
1 1
2
2
; 1
k h
h
i
k
j
j i
ij
m n
n
n W


Trong :
M u ng u nhin 2 chi u v X,Y l X(n); gi tr (x
i
,y
j
)xu t hi n n
ij
l n;
n m n n n n m n
k
j
j
h
i
i
h
i
k
j
ij i
k
j
ij j
h
i
ij


1 1 1 1 1 1
, ,
.
Ki m nh Jarque-Bera v d ng phn ph i chu n:
H
0
: X tun theo quy lu t phn ph i chu n
+> H
1
: X khng tun theo quy lu t phn ph i chu n
MBB c a H
0
:

'

>
1
]
1

+
2(2)

2
4
2
3

JB ;
24
3) (a
6
a
n JB W
( a
3
l h s b t i x ng, a
4
l h s nh n)
-------------------------------------------------------------------------------------
Ph m H ng Huy n-TKT 11