B CNG THNG

TRNG CAO NG K THUT CAO THNG

Bi ging:XC SUT v THNG K
(Lu hnh ni b)
TP. H CH MINH 2010
Mc lc
Chng 1. GII TCH T HP 1
1.1. Tp Hp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1. Cc khi nim c bn . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2. Cc php ton tp hp . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2. Gii Tch T Hp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.1. Quy tc nhn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.2. Chnh hp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.3. Hon v . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.4. T hp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.5. Hon v lp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.6. Chnh hp lp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.7. Nh thc Newton . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Chng 2. BIN C V XC SUT CA BIN C 6
2.1. Khi Nim Bin C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.1.1. Php th, khng gian mu . . . . . . . . . . . . . . . . . . . . . . . 6
i
MC LC
2.1.2. Bin c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.1.3. Cc php ton ca bin c . . . . . . . . . . . . . . . . . . . . . . . 7
2.1.4. Quan h gia cc bin c . . . . . . . . . . . . . . . . . . . . . . . . 7
2.1.5. Tnh cht . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2. nh Ngha Xc Sut . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.1. nh ngha (c in) . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.2. nh ngha xc sut theo thng k . . . . . . . . . . . . . . . . . . 9
2.2.3. nh ngha theo hnh hc . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.4. Tnh cht . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.3. Cng Thc Xc Sut . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3.1. Cng thc cng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3.2. Xc sut c iu kin . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3.3. Cng thc nhn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4. Cng Thc Xc Sut y . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4.1. Cng thc xc sut y . . . . . . . . . . . . . . . . . . . . . . . 11
2.4.2. Cng thc Bays . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4.3. Cng thc Bernoulli . . . . . . . . . . . . . . . . . . . . . . . . . . 11
Chng 3. I LNG NGU NHIN 13
3.1. Khi Nim i Lng Ngu Nhin . . . . . . . . . . . . . . . . . . . . . . 13
3.2. Hm Phn Phi Xc Sut . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.2.1. nh ngha v tnh cht ca hm phn phi . . . . . . . . . . . . . 13
3.2.2. Bng phn phi xc sut . . . . . . . . . . . . . . . . . . . . . . . . 14
Khoa Gio Dc i Cng ii Xc Sut V Thng K
MC LC
3.2.3. Hm mt ca i lng ngu nhin lin tc . . . . . . . . . . . . 16
3.3. Cc c Trng Ca i Lng Ngu Nhin . . . . . . . . . . . . . . . . . 16
3.3.1. K vng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.3.2. Phng sai . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3.3.3. Mode v trung v . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.4. Cc Quy Lut Phn phi Xc Sut Thng Dng . . . . . . . . . . . . . . . 20
3.4.1. Phn phi xc sut ca i lng ngu nhin ri rc . . . . . . . . 20
3.4.2. Phn phi xc sut ca i lng ngu nhin lin tc . . . . . . . . 23
3.5. nh L Gii Hn Trung Tm . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.6. Vct Ngu Nhin - i Lng Ngu Nhin 2 Chiu . . . . . . . . . . . . . 31
3.6.1. Hm phn phi xc sut ca i lng ngu nhin 2 chiu . . . . . 31
3.6.2. Phn phi xc sut ca i lng ngu nhin 2 chiu . . . . . . . . 32
3.6.3. H S Tng Quan . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
Chng 4. L THUYT MU 36
4.1. Mu Ngu Nhin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.1.1. Khi nim tng th v mu . . . . . . . . . . . . . . . . . . . . . . 36
4.1.2. Cc phng php chn mu . . . . . . . . . . . . . . . . . . . . . . 36
4.1.3. Mu ngu nhin, mu c th . . . . . . . . . . . . . . . . . . . . . . 37
4.1.4. Cc c trng mu . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.2. Phng php tnh tham s mu c th . . . . . . . . . . . . . . . . . . . . 39
Khoa Gio Dc i Cng iii Xc Sut V Thng K
MC LC
Chng 5. C LNG THAM S 40
5.1. c Lng im . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.1.1. Bi ton c lng im . . . . . . . . . . . . . . . . . . . . . . . . 40
5.1.2. c lng khng chch . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.2. c Lng Khong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.2.1. Khi nim c lng khong . . . . . . . . . . . . . . . . . . . . . . 41
5.2.2. Phng php c lng khong . . . . . . . . . . . . . . . . . . . . 41
Chng 6. L THYT KIM NH 46
6.1. Khi Nim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
6.1.1. Khi nim v nh ngha . . . . . . . . . . . . . . . . . . . . . . . . 46
6.1.2. Cc bc kim nh gi thit: . . . . . . . . . . . . . . . . . . . . . 46
6.2. Kim nh Gi Thit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
6.2.1. Kim nh gi thit v t l . . . . . . . . . . . . . . . . . . . . . . 47
6.2.2. Kim nh gi thit v trung bnh . . . . . . . . . . . . . . . . . . . 47
6.2.3. Kim nh gi thit v phng sai . . . . . . . . . . . . . . . . . . . 49
6.3. Kim nh So Snh Cc Tham S . . . . . . . . . . . . . . . . . . . . . . . 51
6.3.1. So snh hai t l . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
6.3.2. So snh hai gi tr trung bnh . . . . . . . . . . . . . . . . . . . . . 51
6.3.3. So snh hai phng sai . . . . . . . . . . . . . . . . . . . . . . . . . 53
Khoa Gio Dc i Cng iv Xc Sut V Thng K
Chng 1
GII TCH T HP
1.1 Tp Hp
1.1.1 Cc khi nim c bn
Tp hp l mt khi nim c bn ca Ton hc, khng c nh ngha. V d nh khi
nim tp hp sinh vin ca mt trng i hc, tp hp cc nghim ca phng trnh
x
3
x + 6 = 0, tp hp N cc s t nhin,...
Nu a l mt phn t thuc tp hp A ta vit a A, ngc li ta vit a / A.
Tp hp khng cha bt k phn t no c gi l tp rng, k hiu .
xc nh mt tp hp ta c th dng mt trong hai cch thng dng sau:
Cch 1: Xc nh tp hp bng cch lit k cc phn t ca n nh A = 0, 1, 2, ..., 9,
B = a
1
, a
2
, a
3
,...
Cch 2: Xc nh tp hp bng cch ch ra tnh cht c trng ca phn t thuc n.
Chng hn, S = x R : x
3
5x + 1 = 0, T = n N : n l c ca 26,...
Tp hp A gi l con ca B, nu mi phn t ca tp A u l phn t ca tp B, k
hiu A B.
A B x A x B
Nu A B v B A th ta ni A, B l hai tp bng nhau v vit A = B.
A = B x A x B
1
CHNG 1. GII TCH T HP
1.1.2 Cc php ton tp hp
Cho A v B l hai tp hp ty .
a. Php hp: Hp ca ca A v B l tp gm cc phn t hoc thuc A hoc thuc B,
k hiu l A B.
A B = x/x A x B
b. Php giao: Giao ca A v B l tp gm cc phn t va thuc A va thuc B,
k hiu A B.
A B = x/x A x B
c. Php hiu: Hiu ca tp X i vi tp A l tp hp gm cc phn t thuc X
nhng khng thuc A. K hiu: X A.
X A = x/x X x / A
c bit, nu A X th XA gi l phn b ca A trong X v k hiu A. Vy XA = A.
1.2 Gii Tch T Hp
1.2.1 Quy tc nhn
Mt cng vic c th c thc hin qua 2 giai on I v II. Trong :
Giai on I c n cch thc hin,
Giai on II c m cch thc hin.
Khi , hon thnh cng vic c n m cch thc hin.
V D 1.1. i t tnh A n tnh B c th i bng: t, tu cao tc hoc my bay.
i t tnh B n tnh C c th i bng: t, tu cao tc, tu ha hoc my bay. Hi c
bao nhiu cch i t tnh A n tnh C, bt buc phi gh qua tnh B?
Khoa Gio Dc i Cng 2 Xc Sut V Thng K
CHNG 1. GII TCH T HP
A
t
tu cao tc
my bay
B
t
tu cao tc
my bay
tu ha
C
Tng qut: Mt cng vic c thc hin qua k giai on 1, 2, 3, ..., k. Trong :
Giai on 1 c n
1
cch thc hin,
Giai on 2 c n
2
cch thc hin,
Giai on 3 c n
3
cch thc hin,
.......................................................
Giai on k c n
k
cch thc hin.
Khi , hon thnh cng vic c n
1
n
2
n
3
... n
k
=

k
i=1
n
i
cch thc hin.
V D 1.2. Mt ngi c 5 ci qun 3 ci o 4 i giy. Mi ln i chi ngi chn
mt qun, mt o v mt i giy. Hi c bao nhiu cch la chn?
1.2.2 Chnh hp
nh Ngha 1.1. Mt cch chn ln lt khng hon li (khng lp, c th t) k phn
t t mt tp hp c n phn t, c gi l mt chp hp chp k ca n phn t.
nh L 1.1. S cc chnh hp chp k ca mt tp hp c n phn t, k hiu l A
k
n
v
c tnh bi cng thc sau:
A
k
n
= n(n 1)(n 2)...[n (k 1)] (Quy c 0! = 1)
Ta c th vit gn li l
A
k
n
=
n(n 1)(n 2)...[n (k 1)](n k)[n (k + 1)]...3.2.1
(n k)[n (k + 1)]...3.2.1
=
n!
(n k)!
V D 1.3. C 20 i bng tham d mt gii bng . Bit rng, cc i s thi u vng
trn 2 lt (lt i v lt v). Hi chn c i v ch th phi t chc tt c bao
nhiu trn u?
1.2.3 Hon v
nh Ngha 1.2. Mt php hon v ca n (n 1) phn t phn bit l mt cch sp
th t ca n phn t .
Khoa Gio Dc i Cng 3 Xc Sut V Thng K
CHNG 1. GII TCH T HP
V D 1.4. Mt k sch c th sp c 5 quyn sch. Hi c th c bao nhiu cch sp
xp 5 quyn sch ln k.
1.2.4 T hp
nh Ngha 1.3. Mt cch chn k (0 < k n) phn t khng th t, khng lp t
mt tp c n phn t c gi l mt t hp chp k ca n phn t.
nh L 1.2. S cc t hp chp k ca n phn t, k hiu l C
k
n
v c cho bi biu
thc:
C
k
n
=
A
k
n
k!
=
n!
k!(n k)!
V D 1.5. Mt lp c 30 sinh vin. Hi c bao nhiu cch chn ra 3 sinh vin lm
ban cn s lp.
Tnh Cht 1.1. Cho n, k N. khi :
i) C
k
n
= C
nk
n
vi 0 k n;
ii) C
k
n
+ C
k1
n
= C
k
n+1
vi 1 k n.
1.2.5 Hon v lp
nh Ngha 1.4. Mt cch sp th t ca n phn t m trong c k (k ,= n) phn t
ging nhau c gi l mt hon v lp. K hiu l P
n
(k) v c xc nh bi biu thc:
P
n
(k) =
n!
k!
V D 1.6. T cc ch s 1, 2, 3, 4 c th lp c bao nhiu s c 6 ch s, bit rng
trong s ch s 3 xut hin 3 ln v cc ch s cn li u khc nhau.
1.2.6 Chnh hp lp
nh Ngha 1.5. Mt cch chn c lp k phn t c th t t mt tp c n phn t
c gi l mt chnh hp lp chp k ca n phn t.
nh L 1.3. S cc chnh hp lp chp k ca n phn t c tnh theo cng thc:

A
k
n
= n
k
V D 1.7. C 6 quyn sch xp ty vo 3 ngn trn k, hi rng c tt c bao nhiu
cch sp xp?
Khoa Gio Dc i Cng 4 Xc Sut V Thng K
CHNG 1. GII TCH T HP
1.2.7 Nh thc Newton
(a + b)
n
=C
0
n
a
n
b
0
+ C
1
n
a
n1
b
1
+ C
2
n
a
n2
b
2
+ ... + C
k
n
a
nk
b
k
+ ... + C
n
n
a
0
b
n
=
n

i=0
C
i
n
a
ni
b
i
=
n

i=0
C
i
n
a
i
b
ni
,
khai trin trn gi l nh thc Newton.
Khoa Gio Dc i Cng 5 Xc Sut V Thng K
Chng 2
BIN C V XC SUT CA
BIN C
2.1 Khi Nim Bin C
2.1.1 Php th, khng gian mu
Php th: Khi ta lm mt th nghim hay quan st mt hin tng m c ch n
kt qu th gi l php th. K hiu php th l: T.
Khng gian mu: Tp hp tt c cc kt qu c th c ca mt php th c gi
l khng gian mu. K hiu: .
2.1.2 Bin c
Bin c: Tp con A ca , c gi l bin c.
V D 2.1. Xt mt s v d v bin c sau y:
Gieo mt con xc xc th vic xut hin s chm l l mt bin c;
Tung mt ng xu l mt php th, bin c l mt xp xut hin hay mt nga xut
hin.
a. Bin c s cp: Mi phn t ca c gi l bin c s cp.
6
CHNG 2. BIN C V XC SUT CA BIN C
b. Bin c chc chn: L bin c lun lun xy ra khi thc hin php th. K hiu:
c. Bin c khng th: L bin c khng bao gi xy ra khi thc hin php th. K
hiu:
V D 2.2. Tung mt con xc xc. Ta c:
Khng gian mu l = 1, 2, 3, 4, 5, 6. Cc bin c s cp l: 1, 2, 3, 4, 5, 6.
Bin c chn: A = 2, 4, 6. Bin c chc chn: B = . Bin c khng th: C = 7.
d. Bin c ng kh nng: L nhng bin c c kh nng xut hin nh nhau khi
thc hin php th. Trong mt php th m mi bin c s cp u c kh nng
xy ra nh nhau th s phn t ca khng gian mu c gi l s trng hp dng
kh nng.
2.1.3 Cc php ton ca bin c
a. Php tng: Bin c C c gi l tng ca hai bin c A v B nu C xy ra khi v
ch khi hoc A hoc B xy ra. K hiu C = A+ B = A B.
V D 2.3. Hai x th cng bn vo mt bia. A l bin c ngi th nht bn trng
bia, B l bin c ngi th hai bn trng bia. Nu gi C l bin c bia b trng n th
khi C = A+ B.
b. Php tch: Bin c C gi l tch ca hai bin c A v B nu C xy ra khi v ch khi
c A v B cng xy ra. K hiu C = A.B = A B.
V D 2.4. Mt sinh vin d thi hai mn vn v ton. Gi A l bin c sinh vin thi
u mn vn, B l bin c sinh vin thi u mn ton v C la bin c sinh vin thi u
c hai mn. Khi C = A.B
2.1.4 Quan h gia cc bin c
a. Bin c xung khc: Hai bin c A v B gi l xung khc nu chng khng th cng
xy ra trong mt php th. K hiu A B = .
V D 2.5. Tung mt con xc xc. Gi A l bin c xut hin s nt chn, B l bin c
xut hin s nt l. Khi A v B l hai bin c xung khc.
b. H cc bin c xung khc: H cc bin c A
1
, A
2
, ..., A
n
c gi l h xung khc
nu mt bin c bt k trong h xy ra th cc bin c cn li khng xy ra. Ngha
l:
A
i
.A
j
= , i, j(i ,= j)
Khoa Gio Dc i Cng 7 Xc Sut V Thng K
CHNG 2. BIN C V XC SUT CA BIN C
c. Bin c i lp: Hai bin c A v B c gi l i lp, nu:
i) A v B xung khc.
ii) A + B = Hai bin c A v B trong v d trn l i lp.
d. H y H cc bin c A
1
, A
2
, ..., A
n
c gi l mt h y nu chng tha:
i) H xung khc: A
i
.A
j
= , i, j(i ,= j)
ii) A
1
+ A
2
+ ... + A
n
=
e. Bin c c lp: Hai bin c A v B gi l c lp nu bin c ny xy ra hay khng
th khng ph thuc vo bin c kia.
V D 2.6. Bn hai pht n vo bia. Gi A l bin c pht th nht trng bia, B l
bin c pht th hai trng bia. Khi A v B l hai bin c c lp.
2.1.5 Tnh cht
Cho A, B, C . Khi :
a. A+A = A; A.A = A; A = A; A+B = B+A; A.B = B.A; A+(B+C) = (A+B)+C
b. A B B A; A A + B; A.B B
c. A.(B + C) = AB + AC; A.B = A+ B; A+ B = A.B
V D 2.7. Kim tra 3 sn phm. Gi A
k
l bin c sn phm th k tt. Hy trnh by
cc cch biu din qua A
k
cc bin c sau:
a. A: tt c cc sn phm u xu.
b. B: c t nht mt sn phm xu.
c. C: c t nht mt sn phm tt.
d. D: khng phi tt c sn phm u tt.
e. E: c ng mt sn phm xu.
f. F: c t nht 2 sn phm tt.
Khoa Gio Dc i Cng 8 Xc Sut V Thng K
CHNG 2. BIN C V XC SUT CA BIN C
2.2 nh Ngha Xc Sut
2.2.1 nh ngha (c in)
nh Ngha 2.1. Gia s mt php th c n trng hp ng kh nng. Trong c m
trng hp thun li cho bin c A. Khi , xc sut ca bin c A. K hiu P(A) v xc
inh bi cng thc.
P(A) =
m
n
=
S trng hp thun li
S trng hp ng kh nng
V D 2.8. Mt hp cha 10 sn phm tt v 3 ph phm. Chn ngu nhin 2 sn phm.
Tnh xc sut hai sn phm c chn l sn phm tt.
2.2.2 nh ngha xc sut theo thng k
nh Ngha 2.2. Gi s php th c thc hin n ln c lp trong bin c A xut
hin m
A
ln. Khi , m
A
c gi l tn s xut hin ca bin c A v t s
m
A
n
= f
n
(A)
c gi l tn sut (tn s tng i) ca bin c A.
V D 2.9. Qua thng k dn s, ngi ta tng kt c xc sut mt em b ra i
l trai hay gi xp x
1
2
.
2.2.3 nh ngha theo hnh hc
nh Ngha 2.3. Cho min . Khi o ca min c th l di, in tch hoc
th tch. Gi A l bin c im M S .
P(A) =
oS
o
.
V D 2.10. Tm xc sut ca im M ri vo tam gic u ni tip ng trn bn
knh l 1.
2.2.4 Tnh cht
i) A , 0 P(A) 1,
ii) Nu A B th P(A) P(B). Do , nu A B (A = B) th P(A) = P(B)
iii) Nu A = th P(A) = 1 v nu A = th P(A) = 0.
Khoa Gio Dc i Cng 9 Xc Sut V Thng K
CHNG 2. BIN C V XC SUT CA BIN C
2.3 Cng Thc Xc Sut
2.3.1 Cng thc cng
Cho A
1
, A
2
, A
3
, ..., A
n
l h cc bin c ty . Khi ta c cng thc sau
P(
n

i=1
A
i
) =
n

i=1
P(A
i
)

1i<jn
P(A
i
A
j
)+

1i<j<kn
P(A
i
A
j
A
k
)+ +(1)
n1
P(A
1
...A
n
)
gi l cng thc cng xc sut.
c bit, nu h A
1
, A
2
, A
3
, ..., A
n
xung khc tng i th
P(
n

i=1
A
i
) =
n

i=1
P(A
i
)
Cho A v B l hai bin c ty : P(A+ B) = P(A) + P(B) P(AB)
c bit, nu A v B xung khc th
P(A+ B) = P(A) + P(B)
Cho A, B v C l 3 bin c ty , c:
P(A+ B + C) = P(A) + P(B) + P(C) P(AB) P(BC) P(CA) + P(ABC).
c bit, nu A, B v C xung khc tng i th: P(A+B+C) = P(A) +P(B) +P(C)
V D 2.11. Gieo ng thi 2 con xc xc, hy tnh xc sut :
a. C t nht 1 con xut hin mt 4 chm,
b. C ng 1 con xut hin mt 4 chm.
2.3.2 Xc sut c iu kin
nh Ngha 2.4. Cho A, B vi P(B) > 0. Xc sut ca bin c A c tnh vi
iu kin bin c B xy ra c gi l xc sut c iu kin ca bin c A i vi bin
c B. K hiu: P(A/B). Khi :
P(A/B) =
P(AB)
P(B)
, (P(B) ,= 0)
V D 2.12. Gieo mt con xc xc. Gi A l bin c xut hin mt hai chm, B l bin
c xut hin mt mt chm. Tnh P(A/B) v P(B/A)
Khoa Gio Dc i Cng 10 Xc Sut V Thng K
CHNG 2. BIN C V XC SUT CA BIN C
2.3.3 Cng thc nhn
Cho 2 bin c A v B. Ta c: P(A.B) = P(A).P(A/B) = P(B).P(B/A).
Cho A
1
, A
2
, A
3
, ..., A
n
l h cc bin c ty . Khi ta c cng thc sau
P(A
1
.A
2
.A
3
...A
n
) = P(A
1
)P(A
2
/A
1
)P(A
3
/A
1
A
2
)...P(A
n
/A
1
A
2
...A
n1
),
gi l cng thc nhn xc sut.
V D 2.13. Trong 1 hp c 100 phiu, trong c 10 phiu trng thng. Tnh xc
sut ngi th nht, ngi th hai v ngi th ba u rt c phiu trng thng?
2.4 Cng Thc Xc Sut y
2.4.1 Cng thc xc sut y
Gi s, h cc bin c A
1
, A
2
, A
3
, ..., A
n
l y v B l mt bin c bt k. Khi :
P(B) = P(A
1
)P(B/A
1
) + P(A
2
)P(B/A
2
) + P(A
3
)P(B/A
3
) + + P(A
n
)P(B/A
n
)
=

n
i=1
P(A
i
)P(B/A
i
),
gi l cng thc xc sut y .
V D 2.14. Gi s c 3 hng H
1
, H
2
v H
3
sn xut cng mt loi sn phm. Trong
t l phn trm sn phm ca mi hng trn th trng ln lt l 60%, 10% v 30% vi
t l sn phm b khuyt tt tng ng l 1%, 5% v 3%. Mua ngu nhin mt sn phm,
tnh xc sut sn phm c mua b khuyt tt?
2.4.2 Cng thc Bays
Cng vi gi thit nh trn, ta c cng thc sau gi l cng thc xc sut Bays
P(A
k
/B) =
P(A
k
)P(B/A
k
)

n
i=1
P(A
i
)P(B/A
i
)
, vi k = 1, n.
V D 2.15. T V d trn, gi s sn phm mua b khuyt tt. Hy tnh xc sut
sn phm thuc hng H
3
?
2.4.3 Cng thc Bernoulli
a. Dy php th Bernoulli
Khoa Gio Dc i Cng 11 Xc Sut V Thng K
CHNG 2. BIN C V XC SUT CA BIN C
nh Ngha 2.5. Dy php th Bernoulli l dy n php th tha mn 3 iu kin sau:
i) Cc php th ca dy c lp vi nhau. Ngha l, kt qu ca php th sau khng
ph thuc vo cc php th trc ;
ii) Trong mi php th ch c hai bin c A hoc A xy ra;
iii) Xc sut bin c A xy ra l c nh: P(A) = p vi 0 < p < 1 nn P(A) =
1 p = q.
V D 2.16. Mt hp c 12 vin bi, trong c 4 bi mu xanh cn li l bi trng. Ln
lt rt c hon li 7 bi. Gi A l bin c ly c bi xanh trong mi ln rt. Lc ta
c mt dy th Bernoulli vi n = 7, p = P(A) =
4
12
=
1
3
v q = 1 p =
2
3
.
b. Cng thc Xc sut Bernoulli trong n php th, bin c A xy ra k ln vi
xc sut mi ln A xy ra l p. c k hiu l B(k, n, p) v cho bi cng thc sau
y:
B(k, n, p) = C
k
n
p
k
q
nk
gi l cng thc Bernoulli.
V D 2.17. Vi gi thit nh V d trn. Ta tnh c xc sut trong 7 ln rt bi
c 3 bi xanh l: B(3, 7,
1
3
) = C
3
7
(
1
3
)
3
(
2
3
)
4
= 0, 256
Khoa Gio Dc i Cng 12 Xc Sut V Thng K
Chng 3
I LNG NGU NHIN
3.1 Khi Nim i Lng Ngu Nhin
i lng ngu nhin (LNN) l i lng m gi tr ca n l ngu nhin. i lng
ngu nhin thng c k hiu bng nhng ch in hoa nh X, Y, Z, ... v dng ch in
thng nh x
1
, x
2
, x
3
, ... k hiu cho nhng gi tr c th ca n. i lng ngu nhin
c chia thnh 2 loi:
i lng ngu nhin ri rc: l i lng ch nhn hu hn hoc v hn m c
cc gi tr.
V D 3.1. Gieo n ht la. Gi X l s ht ny mm. Khi X l mt i lng ngu
nhin ri rc v X c th nhn mt trong cc gia tr sau X = 0, 1, 2, ..., n.
i lng ngu nhin lin tc: l i lng m gi tr ca n lp kn c 1 on; 1
khong hay ton b trc s.
V D 3.2. Bn mt vin n vo bia. Gi X l khong cch t im chm ca vin
n n bia. Khi X l mt lnn lin tc
3.2 Hm Phn Phi Xc Sut
3.2.1 nh ngha v tnh cht ca hm phn phi
nh Ngha 3.1. Hm phn phi xc sut ca i lng ngu nhin X, k hiu F(x),
l hm s thc c xc nh nh sau: F(x) = P[X < x], x R.
13
CHNG 3. I LNG NGU NHIN
Tnh Cht 3.1. Tnh cht:
i) 0 F(x) 1, x R;
ii) F(x) khng gim. Ngha l nu x
1
x
2
th F(x
1
) F(x
2
).
iii) F() = lim
x
F(x) = 0, F(+) = lim
x+
F(x) = 1;
iv) P[a X b] = F(b) F(a).
3.2.2 Bng phn phi xc sut
Cho i lng ngu nhin ri rc X c cc gi tr l x
1
, x
2
, ..., x
n
vi xc sut tng ng
l P[X = x
1
] = p
1
, P[X = x
2
] = p
2
, ..., P[X = x
n
] = p
n
. Khi , lut phn phi xc sut
ca X gi l bng phn phi xc sut v c cho nh sau:
X x
1
x
2
... x
n
P p
1
p
2
... p
n
Vi p
i
0 v

n
i=1
p
i
= 1. y n c th hu hn hoc v hn m c.
Xc sut X nhn gi tr trong c on:
P[x
i
X x
j
] =

x
i
x
k
x
j
p
k
.
Nu n hu hn th hm phn phi F(x) c dng:
F(x) =
_
_
_
0 nu x x
1
p
1
+ p
2
+ ... + p
k1
nu x
k1
< x x
k
, k > 1
1 nu x > x
n
Nu n v hn th hm phn phi F(x) c dng:
F(x) =
_
0 nu x x
1
p
1
+ p
2
+ ... + p
k1
nu x
k1
< x x
k
, k > 1
V D 3.3. Mt hp c 12 sn phm, trong c 3 ph phm. Ly ngu nhin 2 sn
phm t hp kim tra. Gi X l s ph phm ly c. Lp bng phn phi xc sut
ca X v tnh P[1 X 1]?
V D 3.4. Cng gi tr nh V d trn nhng ta ln lt ly c hon li 2 sn phm.
Gi Y l s ph phm ly c. Lp bng phn phi xc sut ca Y.
Gii:
Khoa Gio Dc i Cng 14 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
Do ly ln lt c hon li cc sn phm nn ta c dy php th Bernoulli vi n = 2
v p =
3
12
=
1
4
, cc xc sut c tnh theo cng thc Bernoulli:
P[Y = 0] = C
0
2
.(
1
4
)
0
.(
3
4
)
2
=
9
16
; P[Y = 1] = C
1
2
.(
1
4
)
1
.(
3
4
)
1
=
3
8
;
P[Y = 2] = C
2
2
.(
1
4
)
2
.(
3
4
)
0
=
1
16
Do , ta c bng phn phi xc sut nh sau:
Y 0 1 2
P
9
16
3
8
1
16
V D 3.5. Mt phn xng c 2 my hot ng c lp. Xc sut trong 1 ngy lm
vic cc my hng tng ng l 0,2 v 0,3. Gi X l s my hng trong 1 ngy lm
vic. Lp hm phn phi xc sut ca X v v th ca n.
Gii:
Lp hm phn phi xc sut ca X.
Gi A
i
l bin c my th i (i = 1, 2) b hng. i lng ngu nhin X ch c th nhn
cc gi tr l 0; 1; 2. Do :
P[X = 0] = P[A
1
A
2
]
L
= P[A
1
]P[A
2
] = 0, 7.0, 8 = 0, 56
P[X = 1] = P[A
1
A
2
+ A
1
A
2
]
XK
= P[A
1
A
2
] + P[A
1
A
2
]
L
= P[A
1
]P[A
2
] + P[A
1
]P[A
2
]
= 0, 2.0, 7 + 0, 8.0, 3 = 0, 38
P[X = 2] = P[A
1
A
2
]
L
= P[A
1
]P[A
2
] = 0, 2.0, 3 = 0, 06
Bng phn phi xc sut ca X:
X 0 1 2
P 0,56 0,38 0,06
Qua ta c hm phn phi xc sut ca X: F(x) =
_

_
0 nu x 0
0, 56 nu 0 < x 1
0, 94 nu 1 < x 2
1 nu x > 2
th:
1
1 2
0
0.56
0.94
Khoa Gio Dc i Cng 15 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
3.2.3 Hm mt ca i lng ngu nhin lin tc
nh Ngha 3.2. Cho X l mt i lng ngu nhin lin tc c hm phn phi xc
sut F(x), x R. Hm s:
f(x) = F

(x)
c gi l hm mt xc sut ca X.
Tnh Cht 3.2. i) f(x) 0, x R;
ii)
_
+

f(x)dx = 1;
iii) P[a < X < b] =
_
b
a
f(x)dx.
Nhn Xt 3.1. T nh ngha trn ta c cc nhn xt sau y:
i) P[a < X < b] = P[a X < b] = P[a < X b] = P[a X b] =
_
b
a
f(x)dx,
ii) P[X = a] =
_
a
a
f(x)dx = 0.
Khi X l i lng ngu nhin lin tc th ta ch quan tm ti xc sut X nm trong
1 khong no ch khng quan tm ti xc sut X nhn 1 gi tr c th.
iii) Nu c hm f(x) tha iu kin f(x) 0, x R v
_
+

f(x)dx = 1 th n l hm
mt ca 1 i lng ngu nhin lin tc no .
V D 3.6. Cho i lng ngu nhin lin tc X c hm mt xc sut
f(x) =
_
_
_
0 nu x < 0 hoc x >

2
a sin 2x nu 0 x

2
Xc nh a v tnh P[

4
X

4
].
3.3 Cc c Trng Ca i Lng Ngu Nhin
3.3.1 K vng
nh Ngha 3.3. K vng ca i lng ngu nhin X k hiu l E(X) v c tnh
nh sau:
- Nu X l lnn ri rc c bng phn phi xc sut
X x
1
x
2
... x
n
P p
1
p
2
... p
n
Khoa Gio Dc i Cng 16 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
th E(X) = x
1
p
1
+ x
2
p
2
+ x
3
p
3
+ ... + x
n
p
n
=

n
i=1
x
i
p
i
(n c th v hn).
- Nu X l lnn lin tc c hm mt xc sut f(x) th E(X) =
_
+

xf(x)dx.
Nhn Xt 3.2. Nu ly trung bnh k gi tr quan st c lp ca X th:
X =
n
1
x
1
+ n
2
x
2
+ ... + n
k
x
k
n
,

k
i=1
n
i
= n
= x
1
n
1
n
+ x
2
n
2
n
+ ... + x
k
n
k
n
= x
1
f
1
+ x
2
f
2
+ ... + x
k
f
k
, f
i
=
n
i
n
, i = 1, k
Khi n ln: X x
1
p
1
+ x
2
p
2
+ ... + x
k
p
k
= E(X) (inh ngha xc sut theo thng k)
Ngha 3.1. T nh ngha v qua nhn xt trn ta rt ra ngha ca k vng nh
sau: K vng l gi tr trung bnh ca i lng ngu nhin .
Tnh Cht 3.3. i) E(C) = C (C l hng s)
ii) E(CX) = CE(X)
iii) E(X + Y ) = E(X) + E(Y )
iv) Nu X v Y l hai i lng ngu nhin c lp (2 bin c X < x, Y < y c
lp x, y) th E(XY ) = E(X)E(Y ).
v) Nu Y = (X) th E(Y ) =
_
i
(x
i
)p
i
vi X ri rc
_
+

(x)f(x)dx vi X lin tc
V D 3.7. Cho bng phn phi xc sut ca X l:
X 0 1 2
P 0,56 0,38 0,06
a. Tnh E(X);
b. Tnh E(Y ) vi Y = 500X.
V D 3.8. Gi s i lng ngu nhin X c hm mt f(x) =
_
1
x
2
vi x (1; 2),
0 vix , (1; 2).
a. Tnh E(X); b. Tnh E(Y ) vi Y = X
3

1
X
.
Khoa Gio Dc i Cng 17 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
3.3.2 Phng sai
nh Ngha 3.4. Phng sai ca i lng ngu nhin X, k hiu l D(X) hoc V(X)
v c xc nh nh sau:
D(X) = E[(X E(X))
2
] =
_
i
(x
i
)
2
p
i
vi X ri rc
_
+

(x )
2
f(x)dx vi X lin tc,
y = E(X).
Nhn Xt 3.3. Trong thc t ngi ta hay dng cng thc sau tnh phng sai ca
i lng ngu nhin X.
D(X) = E(X
2
) [E(X)]
2
, vi E(X
2
) =
_
i
x
2
i
p
i
_
+

x
2
f(x)dx
Cng thc trn c suy ra t nh ngha phng sai. Tht vy:
D(X) = E[(X E(X))
2
]
= E(X
2
2XE(X) + [E(X)]
2
)
= E(X
2
) 2E[XE(X)] + E[E(X)]
2
= E(X
2
) 2E(X)E(X) + [E(X)]
2
= E(X
2
) [E(X)]
2
Ngha 3.2. Ta thy, XE(X) l sai s ca X so vi trung bnh n, do phng sai
E[(X E(X))
2
] chnh l trung bnh ca bnh phng sai s v c gi tt l phng
sai. N o mc phn tn ca i lng ngu nhin quanh gi tr trung bnh. Ngha l
phng sai nh th phn tn nh nn tp trung ln v ngc li.
Trong k thut phng sai c trng cho sai s ca thit b, trong kinh doanh n c
trng cho ri ro ca cc quyt nh, cn trong trng trt n biu th cho mc n
nh ca nng sut,...
Tnh Cht 3.4. Phng sai c nhng tnh cht sau
i) D(C) = 0 (C l hng s)
ii) D(CX) = C
2
D(X)
iii) Nu X v Y c lp th D(X Y ) = D(X) + D(Y ). Do D(X C) = D(X).
V D 3.9. Nng sut ca 2 my tng ng l cc i lng ngu nhin X, Y (n v:
sn phm/pht) v c bng phn phi xc sut:
X 1 2 3 4
P 0,3 0,1 0,5 0,1
Y 2 3 4 5
P 0,1 0,4 0,4 0,1
Nu phi chn mua mt trong 2 my trn th ta nn chn mua my no?
Khoa Gio Dc i Cng 18 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
nh Ngha 3.5. lch chun ca i lng ngu nhin X, k hiu l (X) v c
xc nh nh sau: (X) =
_
D(X)
V D 3.10. Trng lng ca 1 loi sn phm l X (n v kg), c hm mt xc sut
nh sau:
f(x) =
_
3
16
(x
2
1) vi x [2; 4],
0 vix , [2; 4].
Tnh trng lng trung bnh v lch chun ca X.
3.3.3 Mode v trung v
a. Mode ca X:
nh Ngha 3.6. Mode ca LNN X k hiu l ModX.
Nu X l i lng ngu nhin ri rc th Mod(X) l gi tr ca X ng vi xc sut
ln nht.
Hay: Mod(X)= x
i
p
i
=maxp
1
, p
2
, p
3
...
Nu X l i lng ngu nhin lin tc th Mod(X) l gi tr lm cho hm mt xc
sut t gi tr ln nht.
Hay: Mod(X)= c f(c) =maxf(x), x R
V D 3.11. Cho lnn X ri rc v c bng phn phi xc sut nh sau:
X 0 1 3 4 6
P 0, 35 0, 15 0, 2 0, 14 0, 16
th Mod(X)= 0.
V D 3.12. Cho lnn X lin tc v c th ca hm mt xc sut f(x) nh sau:
O
x
f(x)
a
th lc Mod(X)= a.
b. Trung v (Median): L im m, k hiu l Med(X) tha:
Khoa Gio Dc i Cng 19 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
P[X > m]
1
2
v P[X < m]
1
2
.
V D 3.13. Cho i lng ngu nhin X c lut phn phi xc sut nh bng sau:
X -1 0 1 2
P 0,15 0,2 0,3 0,35
Tm Med(X) v tnh P[[X E(X)[ < 1].
Gii:
Ta c hm phn phi xc sut ca i lng ngu nhin X:
F(x) =
_

_
0 , x 1
0, 15 , 1 < x 0
0, 35 , 0 < x 1
0, 65 , 1 < x 2
1 , x > 2
Nn F(1) = 0, 35 0, 5 v F(2) = 0, 65 0, 5 do Med(X)= 1
Ta c:
[X E(X)[ < 1 1 < [X E(X)[ < 1
E(X) 1 < X < E(X) + 1
Vi E(X) = 1.0, 15 + 0.0, 2 + 1.0, 1 + 2.0, 35 = 0, 65
[X E(X)[ < 1 0, 65 1 < X < 0, 65 + 1 0, 35 < X < 1, 65
Do : P[[X E(X)[ < 1] = P[0, 35 < X < 1, 65] = 0, 2 + 0, 3 = 0, 5
3.4 Cc Quy Lut Phn phi Xc Sut Thng Dng
3.4.1 Phn phi xc sut ca i lng ngu nhin ri rc
A. Phn phi nh thc
Bi ton: Gi s X l s ln xut hin bin c A trong dy n php th Bernoulli vi
P(A) = p. Lp bng phn phi xc sut ca X.
Gii:
Ta thy, X nhn cc gi tr: 0, 1, 2, ..., n v P[X = k] = P
n
(k) = C
k
n
p
k
q
(nk)
.
T nh thc Newton:
(p+q)
n
=

k=0
C
k
n
p
k
q
(nk)
cho p+q = 1 th

k=0
C
k
n
p
k
q
(nk)
= 1

k=0
P[X = k] = 1.
Khoa Gio Dc i Cng 20 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
nh Ngha 3.7. Phn phi nh thc l phn phi ca i lng ngu nhin ri rc X
nhn n + 1 gi tr 0, 1, 2, ..., n vi xc sut tng ng l
P
k
= P[X = k] = C
k
n
p
k
(1 p)
nk
, (k = 0, n)
Phn phi nh thc c k hiu l X B(n; p).
Cc c Trng 3.1. E(X) = np, D(X) = npq, Mod(X)= x
0
vi npq x
0
np+p.
V D 3.14. Mt x nghip c 12 my hot ng c lp. Xc sut 1 my bt k hot
ng tt trong ngy l 0,95. Hy tnh xc sut trong ngy c 9 my hot ng tt.
V D 3.15. Mt ngi mi ngy i bn hng 10 a im khc nhau. Xc sut bn
c hng mi ni l 0,3.
a. Tm xc sut ngi bn c hng trong 1 ngy.
b. Mi nm ngi i bn hng 300 ngy, tm s ngy bn c hng nhiu kh nng
nht trong 1 nm.
B. Phn phi siu bi
Bi ton: Gi s mt tp hp c N phn t, trong N
A
phn t c tnh cht A. T
tp hp trn ly n phn t.
Gi X l s phn t c tnh cht A ln trong n phn t ny. Lp lut phn phi ca X?
N
A
N
A
n
k
N
Gii:
Ta nhn thy X c th nhn cc gi tr 0, 1, 2, ..., n ta s tnh xc sut trong n phn
t ly ra c k phn t c tnh cht A (n k phn t khng c tnh cht A). Ngha l X
nhn gi tr bng k.
Ly n phn t t tp N phn t c C
n
N
cch.
Ly n phn t trong c k phn t mang tnh cht A c thnh 2 giai on:
G1: Ly k phn t c tnh cht A t N
A
phn t c C
k
N
A
cch.
Khoa Gio Dc i Cng 21 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
G2: Ly n k phn t khng c tnh cht A t N N
A
phn t c C
nk
NN
A
cch.
Suy ra c C
k
N
A
.C
nk
NN
A
cch ly c k phn t c tnh cht A.
Vy nn P
k
= P[X = k] =
C
k
N
A
.C
nk
NN
A
C
n
N
.
Ta c bng phn phi xc sut ca X:
X 0 1 ... k ... n
P
C
0
N
A
C
n
NN
A
C
n
N
C
1
N
A
C
n1
NN
A
C
n
N
...
C
k
N
A
C
nk
NN
A
C
n
N
...
C
n
N
A
C
0
NN
A
C
n
N
Qua bi ton trn ta inh ngha phn phi siu bi nh sau:
nh Ngha 3.8. Phn phi siu bi l phn phi ca i lng ngu nhin ri rc X
nhn cc gi tr 0, 1, 2, ..., n vi xc sut tng ng l:
P
k
= P[X = k] =
C
k
N
A
.C
nk
NN
A
C
n
N
Phn phi siu bi c k hiu l X H(N, N
A
, n).
Cc c Trng 3.2. E(X) = np, D(X) = npq
N n
N 1
vi p =
N
A
N
, q = 1 p v
N n
N 1
l h s hiu chnh.
V D 3.16. Mt st cam c 100 qu, trong c 10 qu b h. Tnh xc sut trong
8 qu ly ra c 5 qu h.
nh L 3.1 (nh l lin h gia phn phi siu bi vi phn phi nh thc). Nu
X H(N, N
A
, n), N v
N
A
N
p (p ,= 0, p ,= 1) th X B(n; p).
C. Phn phi Poisson
Bi ton: Gi X l s ln xut hin bin c A ti nhng thi im ngu nhin trong
khong thi gian (t
1
, t
2
) tha mn:
+ S ln xut hin bin c A trong khong thi gian (t
1
, t
2
) khng nh hng ti xc
sut xut hin A trong khong thi gian k tip.
+ S ln xut hin bin c A trong khong thi gian (t
1
, t
2
) t l vi di ca khong
thi gian . Khi X c phn phi Poisson, k hiu X P() vi = c(t
2
t
1
), c gi
l cng xut hin bin c A.
nh Ngha 3.9. Phn phi Poisson vi tham s ( > 0) l lut phn phi ca i
lng ngu nhin ri rc X, nhn cc gi tr nguyn khng m 0, 1, 2, ..., k, ... vi xc sut
tng ng l:
P
k
= P[X = k] =
e

.
k
k!
, k = 0, 1, ...
K hiu l X P().
Khoa Gio Dc i Cng 22 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
Cc c Trng 3.3. E(X) = D(X) = , Mod(X)= x
0
vi 1 x
0
.
V D 3.17. S khch n mua hng ti mt quy hng l ngu nhin, c lp; trung
bnh c 3 pht c 1 ngi. Tnh xc sut trong 30 giy c 2 khch n mua hng.
Xp x phn phi nh thc bng phn phi Poisson:
nh L 3.2. X
n
B(n; p). Nu s php th n v xc sut P(A) 0 sao cho
np = th X
n
p().
Ngha 3.3. i) Trong thc hnh khi X B(n, p) vi n kh ln, p kh b (sao cho
npq np) th P[X = x] e

x
x!
vi = np
ii) V n ln, p rt b nn t nh l trn ngi ta cn ni lut phn phi Poisson l lut
phn phi ca bin c him.
3.4.2 Phn phi xc sut ca i lng ngu nhin lin tc
A. Phn phi chun
nh Ngha 3.10. i lng ngu nhin lin tc X c gi l c phn phi chun vi
tham s v
2
( > 0), k hiu X N(,
2
) nu hm mt xc sut ca n c dng:
f(x) =
1

2
e

(x)
2
2
2
, x R
f(x) l hm mt xc sut v f(x) 0 v
_
+

f(x)dx = 1.
th ca f(x) c dng hnh chung, trc i xng x = , cc im un (
;
1

e2
), nhn trc honh lm tim cn ngang.
th:
O
x
f(x)

2

1

e2
+
Hm phn phi xc sut ca X c dng: F(x) =
_
x

f(t)dt =
1

2
_
x

(t)
2
2
2
dt
Khoa Gio Dc i Cng 23 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
v khng biu din c thnh hm s cp. th c tm i xng (; 0, 5) nh hnh v:
O
x
F(x)

0, 5
1
Cc c Trng 3.4. Mod(X)=Med(X)=; E(X) = ; D(X) =
2
; (X) = .
nh Ngha 3.11. Phn phi chun c k vng bng 0 v phng sai bng 1 c gi l
phn phi chun tc, k hiu X N(0, 1). Khi , hm mt xc sut (hm Laplace)
ca X c dng: (x) =
1

2
e

x
2
2
O
x
(x)
x
(x)
x
1 (x)
1

2
1
1

e2
1
Hm phn phi xc sut (hm Gauss) ca X lc ny k hiu (x) c xc nh bi:
(x) =
_
x

(t)dt =
1

2
_
x

t
2
2
dt v c tm i xng (0; 0, 5).
th:
O
x
(x)
0, 5
1
(x)
Hm phn phi (x) c tnh cht: (x) + (x) = 1 (x) = 1 (x).
Gi tr ca (x) v (x) c cho sn bng Ph lc 1 v Ph lc 2.
Tnh xc sut cho phn phi chun tc:
Nu X N(0, 1) th P[a < X < b] = (b) (a).
T suy ra: P[[X[ < a] = 2(a) 1 v P[[X[ > a] = 2(1 (a)).
Khoa Gio Dc i Cng 24 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
u

gi l phn v mc ca phn phi chun tc X nu

(u

) = P[X < u

] =
1
() = u

Nh vy gi tr u

l cn trn ca tch phn sao cho din tch bng cho trc hay u

l v tr cnh phi sao cho din tch hnh thang cong bng cho trc nh hnh v.
O
x
(x)
u

T nh ngha c: P[X > u

] = 1 , P[[X[ < u
1

2
] = 1 v P[[X[ > u
1

2
] =
V D 3.18. Cho X N(0, 1). Tnh P[0, 25 < X < 1, 3]; P[X < 1, 3]; P[X > 1, 3].
Tnh xc sut cho phn phi chun tng qut: Nu X N(;
2
) th Y =
X

N(0, 1).
Ngha l, nu X c phn phi chun vi k vng v phng sai
2
th Y =
X

c
phn phi chun tc.
t a =
1

, b =

th
X

N(0, 1) v do a < X < b

a

<
X

<
a

nn t cng thc tnh xc sut cho phn phi chun tc ta suy ra:
X N(,
2
) P[a < X < b] = (
b

) (
a

)
Quy tc 2 - xichma (2) v 3 - xichma (3):
Khi X N(,
2
) th P[[X [ < u

] = 2(
u

) 1.
Tht vy:
P[[X [ < u

] = P[
u

<
X

<
u

] = (
u

) (
u

) = 2(
u

) 1, u

Cho u

= 2 th P[[X [ < 2] = 2(2) 1 = 95, 44%: ngha l trn 95% gi tr

ca X nm trong khong ( 2; + 2).
Cho u

= 3 th P[[X [ < 3] = 2(3) 1 = 99, 74%: cng nh trn ta thy gn

100% gi tr ca X nm trong khong ( 3; + 3).
Khoa Gio Dc i Cng 25 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
ngha ca quy tc l: Trong thc hnh i lng ngu nhin X d cha bit phn
phi xc sut nhng nu tha quy tc 2 hoc 3 th ta coi nh X c phn phi chun.
Mt khc, quy tc ny cng rt hay c dng trong thng k phn c lng v kim
nh gi thit.
V D 3.19. Thi gian X (tnh bng pht) ca mt khch hng ch c phc v
ti mt quy hng l i lng ngu nhin vi X N(4; 1, 21).
a. Tnh t l khch hng phi ch phc v t 3,5 pht n 5 pht; qu 6 pht.
b. Thi gian phi ch ti thiu l bao nhiu, nu khng qu 5% khch hng phi ch
phc v vt qu thi gian .
V D 3.20. Mt doanh nghip cn mua mt loi trc my c ng knh t 1,18cm
n 1,22cm. C hai nh my bn loi trc my ny v ng knh ca cc loi trc my
c sn xut ra l i lng ngu nhin c phn phi chun vi cc s c trng cho
trong bng:
ng knh trung bnh (cm) lnh chun Gi bn
Nh my 1 1,2 0,01 3triu/1hp/100chic
Nh my 2 1,2 0,015 2,7triu/1hp/100chic
Vy doanh nghip nn mua trc my ca nh my no?
Gii:
Gi X
i
(i = 1, 2) l ng knh trc my do nh my i sn xut. T l trc my ca cc
nh my sn xut ra tha mn yu cu doanh nghip l:
P[1, 18 X
1
1, 22] = (
1, 22 1, 2
0, 01
) (
1, 18 1, 2
0, 01
)
= 2(2) 1 = 2.0, 9773 1 = 95, 44%
P[1, 18 X
2
1, 22] = (
1, 22 1, 2
0, 015
) (
1, 18 1, 2
0, 015
)
= 2(1, 33) 1 = 2.0, 9082 1 = 81, 74%.
Nh vy s trc my s dng c khi mua ca cc nh my v s tin chi cho 1 trc
my s dng c ca:
+ Nh my 1: 100.0, 9544 = 95, 44 chic vi gi
3000000
95, 44
31, 433 ng.
+ Nh my 2: 100.0, 8174 = 81, 74 chic vi gi
2700000
82, 74
33, 031 ng.
Vy nn mua sn phm ca nh my 1.
Khi X N(0, 1) th P[[X[ < u

] = 2(u

) 1.
Tht vy: P[[X[ < u

] = P[u

< X < u

] = 2(u

) 1
Cho u

= 1 th P[[X[ < 1] = 2(1) 1 = 0, 68

Khoa Gio Dc i Cng 26 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
Cho u

= 1, 96 th P[[X[ < 1, 96] = 2(1, 96) 1 = 0, 95

Cho u

= 2, 58 th P[[X[ < 2, 58] = 2(2, 58) 1 = 0, 99

Cho u

= 3 th P[[X[ < 3] = 2(3) 1 = 0, 9973

Da vo bng tch phn Laplace, khi bit u
1
ta tm c 1 = (u
1
) v ngc
li nu bit 1 ta tm c u
1
=
1
(1 )
V D 3.21. Cho u
1
= 1, 96 th (u
1
) = (1, 96) = 0, 975 = 1 . Ngc li, gi
s 1 = 0, 99 th u
1
=
1
(1 ) =
1
(0, 99) = 2, 33.
B. Phn phi khi bnh phng
2
(n) (vi n bc t do)
nh Ngha 3.12. i lng ngu nhin lin tc X c phn phi
2
(n), k hiu X

2
(n) nu hm mt xc sut ca n c dng:
f(x) =
_

_
0 vi x 0
x
n
2
1
2
n
2
(
n
2
)
.e

n
2
vi x > 0,
y (x) =
_

0
t
x1
e
t
dt l hm Gamma.
O
x
f(x)
thy phn phi
2
(n) xut pht t phn phi chun ngi ta cn nh ngha:
X
2
(n) nu X =

n
i=1
X
2
i
vi X
i
c lp, X
i
N(0, 1) (Tng bnh phng cc phn
phi chun tc c lp).
Phn v khi bnh phng, n bc t do, mc l s
2
(n,)
sao cho P[X <
2
(n,)
] = .
Gi tr
2
(n,)
l v tr cnh phi sao cho din tch hnh thang cong l cho trc nh
hnh v.
Khoa Gio Dc i Cng 27 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
O
x
f(x)

2
(n,)
Cc c Trng 3.5. Ta c E(X) = n; D(X) = 2n
Tnh Cht 3.5. i)
X n

2n
N(0, 1) (nh l gii hn trung tm)
ii) Nu X
2
(n), Y
2
(m) v X, Y c lp th X + Y
2
(n + m). Tnh ton
xc sut cho phn phi ny cho trong bng Ph lc 3.
C. Phn phi Student T(n) (vi n bc t do)
nh Ngha 3.13. i lng ngu nhin lin tc X c gi l c phn phi Student
vi n bc t do, k hiu X T(n) nu hm mt xc sut c dng:
f(x) =
1

n
(
n+1
2
)
(
n
2
)
(1 +
x
2
n
)

n+1
2
, x R
vi (x) l hm Gamma.
Do hm mt l hm chn nn th i xng qua trc tung. Khi bc t do tng th
phn phi Student hi t rt nhanh v phn phi chun tc N(0; 1). Nn khi n ln
(n 30) ta c th xp x phn phi Student bng phn phi chun tc. Tuy nhin khi n
nh (n < 30) vic xp x nh vy s gp sai s ln.
O
x
f(x)
Phn phi chun
Phn phi Student
Khoa Gio Dc i Cng 28 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
th hnh chung tng t nh th ca phn phi chun nhng c nh thp hn
v hai phn ui cao hn.
thy phn phi Student xut pht t phn phi chun v phn phi
2
(n) ngi ta
cn nh ngha: X T(n) nu X =
Z

Y n
vi Z N(0, 1); Y
2
(n); X, Y c lp
Phn v Student, n bc t do, mc l s t
(n,)
sao cho P[X < t
(n,)
] = v c tnh
cht t
(n,1)
= t
(n,)
cho trong bng Ph lc 4. Gi tr t
(n,)
cng l v tr cnh phi sao
cho din tch bng cho trc.
O
x
f(x)
t
(n,)
Cc c Trng 3.6. E(X) = 0 (bc t do n > 1); D(X) =
n
n + 2
(vi n > 2).
Tnh Cht 3.6. X
n
T(n) th X
n
N(0, 1). Khi thc hnh n 30 th X
n
N(0, 1).
3.5 nh L Gii Hn Trung Tm
nh L 3.3. Nu dy X
1
, X
2
, X
3
, ..., X
n
, ... cc i lng ngu nhin c lp c cng
phn phi xc sut v M(X
n
) = ; D(X
n
) =
2
, n th: S
n
=

n
k=1
X
k
n

n
N(0, 1)
Ngha l: lim
n
F
Sn
(x) =
1

2
_
x

t
2
2
dt.
Nh vy vi n ln (n 30) th phn phi xc sut ca S
n
xp x phn phi chun
tc, k hiu S
n
N(0, 1).
Ngha 3.4. Nu X
1
, X
2
, ..., X
n
c lp cng phn phi vi n ln, ta c:
i) X =

n
k=1
X
k
N(n; n
2
)
Khoa Gio Dc i Cng 29 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
ii) X =

n
k=1
X
k
n
N(;

2
n
)
Tht vy:
X =

n.S
n
+ n N(n; n
2
) v X =

n
S
n
+ N(;

2
n
).
Qua ta thy: Tng ca mt s rt ln i lng ngu nhin c lp cng phn phi
m s ng gp ca mi thnh phn trong tng rt nh th tng s c phn phi xc
sut xp x phn phi chun.
V D 3.22. Trng lng ca mt loi sn phm l i lng ngu nhin c trung bnh
50g, lch chun 10g. Cc sn phm c ng thnh hp, mi hp 100 sn phm. Hp
c trng lng trn 4,58kg l t chun. Tnh t l hp t chun.
Xp x phn phi nh thc bng phn phi chun:
nh L 3.4 (nh l gii hn a phng Moivre - Laplace). Gi P
n
(k) l xc sut xut
hin k ln bin c A trong dy n php th Bernoulli vi P(A) = p, p khng qu gn 0 v
cng khng qu gn 1 th:
lim

npq.P
n
(k)
f(x
k
)
= 1
Vi f(x) =
1

2
e

x
2
2
, q = 1 p, x
k
=
k np

npq
hu hn.
nh L 3.5 (nh l gii hn Moivre - Laplace). Gi s X B(n; p) v S
n
=
X np

npq
th S
n
N(0, 1).
Ngha 3.5. Trong thc hnh khi X B(n; p) vi n ln, p khng qu ln, cng
khng qu b th:
P[X = k]
1

npq
f(x
k
) vi x
k
=
k np

npq
, f(x) =
1

2
e

x
2
2
P[k
1
X < k
2
] = (
k
2
np

npq
) (
k
1
np

npq
), (x) l hm Laplace.
Ch :
i) Cng thc trn xp x tt khi np 5 v nq 5 hoc npq 20 hoc n > 5 v

_
p
1 p

_
1 p
p

n
< 0, 3
ii) Khi s dng cng thc, gim sai s ta cn c s hiu chnh:
P[k
1
X < k
2
] = (
k
2
np 0, 5

npq
) (
k
1
np 0, 5

npq
)
Khoa Gio Dc i Cng 30 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
Cc bin c [a X b]; [a < X < b]; [a < X b] c th a v dng [a X < b].
Chng hn [a < X b] = [a + 1 X < b + 1].
V D 3.23. Mt khch sn nhn t ch ca 452 khch hng cho 400 phng vo ngy
30 thng 4 v theo kinh nghim ca nhng nm trc cho thy t l khch t ch nhng
khng n l 10%. Tnh xc sut:
a. C 400 khch n vo ngy 30 thng 4 nhn phng.
b. Tt c khch n vo ngy 30 thng 4 u nhn c phng.
Gii:
Gi X l s khch t phng v n vo ngy 30 thng 4, khi X B(425; 0, 9) vi
np = 425.0, 9 = 382, 5 v

npq =

425.0, 9.0, 1 = 6, 185.

a. Ta c:
P[X = 400]
1

npq
f(
400 np

npq
)
1
6, 185
f(
400 382, 5
6, 185
)

f(2, 83)
6, 185

0, 0073
6, 185
= 0, 0012
b. Xc sut tt c khch n vo ngy 30 thng 4 u c phng:
P[X 400] = P[0 X < 401] = (
400 382, 5 0, 5
6, 185
) (
382, 5 0, 5
6, 185
)
= (2, 7485) (61, 924) = (2, 7485) (1 (61, 924)) = 0, 99693
Xp x phn phi Piosson bng phn phi chun: Nu X P() th
X

N(0, 1). Tuy nhin trong thc hnh, khi > 20 v X P() th ta coi X N(0, 1).
3.6 Vct Ngu Nhin - i Lng Ngu Nhin 2
Chiu
3.6.1 Hm phn phi xc sut ca i lng ngu nhin 2 chiu
a. Khi nim i lng ngu nhin 2 chiu:
i lng ngu nhin 2 chiu l cp (X, Y ) vi X v Y l cc i lng ngu nhin. Nu
X v Y u ri rc (lin tc) th ta gi i lng ngu nhin 2 chiu (X, Y ) l ri rc
(lin tc). y ta ch xt trng hp c X v Y u ri rc hoc u lin tc.
b. Hm phn phi xc sut:
Khoa Gio Dc i Cng 31 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
nh Ngha 3.14. Hm phn phi xc sut ca i lng ngu nhin 2 chiu (X, Y )
hay hm phn phi ng thi ca X v Y l hm 2 bin c xc nh nh sau:
F(x, y) = P[X < x; Y < y], x, y R.
Tnh Cht 3.7. Cng nh trng hp 1 chiu, hm phn phi xc sut F(x, y) c cc
tnh cht sau:
i) 0 F(x, y) 1, x, y R.
ii) F(x, y) khng gim theo tng bin s (ngha l nu bin ny l hng s th hm khng
gim i vi bin kia v ngc li).
iii) F(, ) = 0; F(+, +) = 1 v F(x, +) = F
X
(x); F(+, y) = F
Y
(y).
iv) P[x
1
< X < x
2
; y
1
< Y < y
2
] = F(x
1
, y
1
) + F(x
2
, y
2
) (F(x
1
, y
2
) + F(x
2
, y
1
)). Khi
xc sut ca (X, Y ) nhn gi tr l din tch hnh ch nht ABCD nh hnh v.
O
x
y
A B
C D
x
1
x
2
y
1
y
2
nh Ngha 3.15. Hai i lng ngu nhin X, Y gi l c lp nu F(x, y) =
F
X
(x).F
Y
(y), x, y R.
Nhn Xt 3.4. Nu X, Y c lp th hm phn phi ng thi ca X v Y c xc
nh qua cc hm phn phi ca X v ca Y .
3.6.2 Phn phi xc sut ca i lng ngu nhin 2 chiu
a. Vi i lng ngu nhin 2 chiu ri rc:
nh Ngha 3.16. Bng phn phi xc sut ca i lng ngu nhin 2 chiu ri rc
(X, Y ) cn gi l bng phn phi ng thi ca X v Y , c cho nh sau:
H
H
H
H
H
H
X
Y
y
1
y
2
... y
m
p(x
i
)
x
1
p
11
p
12
... p
1m
p(x
1
)
x
2
p
21
p
22
... p
2m
p(x
2
)
... ... ... ... ... ...
x
n
p
n1
p
n2
... p
nm
p(x
n
)
q(y
j
) q(y
1
) q(y
2
) ... q(y
m
) 1
Khoa Gio Dc i Cng 32 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
Trong , p
ij
= P[X = x
i
, Y = y
j
] v

n
i=1

m
j=1
p
ij
= 1.
Qua bng phn phi xc sut ca (X, Y ), ta c:
1. F(x, y) =

x
i
<x

y
j
<y
p
ij
.
2. Cc phn phi bin:
Ca X:
X x
1
x
2
... x
n
P p(x
1
) p(x
2
) ... p(x
n
)
vi p(x
i
) =

m
j=1
p
ij
(cng theo dng i)
Ca Y :
Y y
1
y
2
... y
m
P p(y
1
) p(y
2
) ... p(y
m
)
vi q(y
j
) =

n
i=1
p
ij
(cng theo ct j)
3. X v Y c lp p
ij
= p(x
i
)q(y
j
), i, j.
4. Phn phi c iu kin:
Ca X vi iu kin Y = y
j
:
X x
1
x
2
... x
n
P[X[Y = y
j
] p
1|y
j
p
2|y
j
... p
n|y
j
Trong , p
i|y
j
= P[X = x
i
[Y = y
j
] =
P[X = x
i
, Y = y
j
]
P[Y = y
j
]
=
p
ij
q(y
j
)
, (i = 1, n)
Ca Y vi iu kin X = x
i
:
Y y
1
y
2
... y
m
P[Y [X = x
i
] q
1|x
i
q
2|x
i
... P
m|x
i
Trong , q
j|x
i
= P[Y = y
j
[X = x
i
] =
P[X = x
i
, Y = y
j
]
P[X = x
i
]
=
p
ij
p(x
i
)
, (j = 1, m)
5. K vng c iu kin:
K vng ca X vi iu kin Y = y
j
, k hiu E[X[Y = y
j
] v c tnh nh sau:
E[X[Y = y
j
] =
n

i=1
x
i
P[X = x
i
[Y = y
j
] =
n

i=1
x
i
p
i|y
j
K vng ca Y vi iu kin X = x
i
, k hiu E[Y [X = x
i
] v c tnh nh sau:
E[Y [X = x
i
] =
m

i=1
y
j
P[Y = y
j
[X = x
i
] =
m

j=1
y
j
q
j|x
i
6. E[(X, Y )] =

n
i=1

m
j=1
(x
i
, y
j
)p
ij
.
V D 3.24. Ngi ta thng k dn s ca mt vng theo 2 ch tiu: Gii tnh (X) v
hc vn (Y ) c kt qu nh sau:
H
H
H
H
H
H
X
Y
Tht hc: 0 Ph thng: 1 i hc: 2
Nam: 0 0,12 0,24 0,15
N: 1 0,13 0,22 0,14
Khoa Gio Dc i Cng 33 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
a. Lp bng phn phi xc sut ca hc vn; ca gii tnh.
b. Hc vn c c lp vi gii tnh hay khng?
c. Tm xc sut ly ngu nhin mt ngi th ngi khng b tht hc.
d. Lp bng phn phi xc sut hc vn ca n; tnh trung bnh hc vn ca n.
Gii:
a. Bng phn phi xc sut ca X v ca Y .
X 0 1
P 0, 51 0, 49
Y 0 1 2
P 0, 25 0, 46 0, 29
b. Do p
11
= P[X = 0, Y = 0] = 0, 12 v P[X = 0].P[Y = 0] = 0, 51.0, 25 = 0, 1275. Suy
ra p
11
,= P[X = 0].P[Y = 0] nn hc vn khng c lp vi gii tnh.
c. Ta c:
P[X 0, Y > 0] =

x
i
0

y
j
>0
p
ij
= 0, 24 + 0, 22 + 0, 15 + 0, 14 = 0, 75
= 1 P[X 0, Y = 0]
d. Lp bng phn phi ca Y vi iu kin X = 1.
Ta c: P[X = 1] = 0, 49
Do : P[Y = 0[X = 1] =
P[X = 1, Y = 0]
P[X = 1]
=
p
21
P[X = 1]
=
0, 13
0, 49
= 0, 2653
V: P[Y = 1[X = 1] =
P[X = 1, Y = 1]
P[X = 1]
=
p
22
P[X = 1]
=
0, 22
0, 49
= 0, 449
P[Y = 2[X = 1] =
P[X = 1, Y = 2]
P[X = 1]
=
p
23
P[X = 1]
=
0, 16
0, 49
= 0, 2857
Bng phn phi iu kin:
Y 0 1 2
P[Y [X = 1] 0,2653 0,449 0,2857
b. Vi i lng ngu nhin 2 chiu lin tc:
Gi s (X, Y ) l i lng ngu nhin lin tc 2 chiu c hm phn phi xc sut F(x, y)
lin tc v c o hm hn hp cp hai lin tc (tr mt s hu hn ng cong)
nh Ngha 3.17. Ta gi f(x, y) =
_
_
_

2
F(x, y)
xy
nu vi (x, y)
0 nu
l hm mt ca i lng ngu nhin lin tc 2 chiu (X, Y ).
Khi , P[(X, Y ) D] =
__
D
f(x, y)dxdy vi D R
2
v F(x, y) =
_
x

_
y

f(x, y)dxdy
Tnh Cht 3.8. T nh ngha hm mt f(x, y) ta suy ra cc tnh cht sau:
Khoa Gio Dc i Cng 34 Xc Sut V Thng K
CHNG 3. I LNG NGU NHIN
i) f(x, y) 0;
_
+

_
+

f(x, y)dxdy = 1.
ii) Hm mt ca X: f
X
(x) =
_
+

f(x, y)dy; ca Y : f
Y
(y) =
_
+

f(x, y)dx.
iii) X v Y c lp f(x, y) = f
X
(x).f
Y
(y)
iv) Hm phn phi c iu kin:
Ca X vi iu kin Y = y, k hiu F(x[y) v c nh ngha
F(x[y) = P[X < x[Y = y] = limP[X < x[y Y y + y]
Ta c F(x[y) =
_
x

f(u, y)
f
Y
(y)
du nu f
Y
(y) > 0.
Ca Y vi iu kin X = x, k hiu F(y[x) v c nh ngha tng t
F(y[x) = P[X = x[Y < y] = limP[x X x + x[Y < y]
V F(y[x) =
_
y

f(x, v)
f
X
(x)
dv nu f
X
(x) > 0.
3.6.3 H S Tng Quan
nh Ngha 3.18. H s tng quan ca X, Y k hiu
(X,Y )
v c xc nh bi:

(X,Y )
=
cov(X, Y )
_
D(X)
_
D(Y )
=
E[XY ] E[X]E[Y ]
_
D(X)
_
D(Y )
Tnh Cht 3.9. H s tng quan c nhng tnh cht sau:
i) [
(aX+b,cY +d)
[ = [
(X,Y )
[; a, b, c, d R, ac ,= 0
ii) [
(X,Y )
[ 1
iii) [
(X,Y )
[ = 1 X, Y c s lin h tuyn tnh
iv) Nu X, Y c lp th [
(X,Y )
[ = 0
Khoa Gio Dc i Cng 35 Xc Sut V Thng K
Chng 4
L THUYT MU
4.1 Mu Ngu Nhin
4.1.1 Khi nim tng th v mu
Tp hp gm tt c nhng phn t m ta cn kho st gi l tng th. S phn t ca
tng th th c gi l kch thc ca tng th.
T tng th ngi ta kim tra, quan st trn mt nhm n phn t i din gi l mu.
n gi l kch thc ca mu.
4.1.2 Cc phng php chn mu
- Ly mu c hon li: Chn ngu nhin t tng th ra mt phn t kim tra, ghi li
cc thng tin c trng cn thit ca phn t , ri tr n tr li tng th trc khi
chn tip ngu nhin ln sau. Khi kt qu cc ln chn c lp vi nhau.
- Ly mu khng hon li: Tng t nh trn, ch khc ch l cc phn t c chn
ra s khng c tr li tp ban u. Khi kt qu cc ln chn ph thuc nhau
nhng nu ly t t tp c s phn t rt ln th cng c th xem nh c lp.
36
CHNG 4. L THUYT MU
4.1.3 Mu ngu nhin, mu c th
nh Ngha 4.1. Tin hnh n quan st c lp v i lng ngu nhin X, gi X
i
l i
lng ngu nhin ch kt qu quan st ln th i ca X. Khi W = (X
1
, X
2
, ..., X
n
)
c gi l mu ngu nhin, n c gi l c mu (kch thc mu).
Nh vy mu ngu nhin kch thc n thc cht l n i lng ngu nhin c lp
X
1
, X
2
, ..., X
n
c lp t bin ngu nhin X v c cng lut phn phi vi X.
X c gi l i lng ngu nhin gc ng vi tng th nghin cu. K vng ca
i lng ngu nhin gc E(X) = cn gi l trung bnh ca tng th v phng sai
D(X) =
2
gi l phng sai ca tng th.
Ta gi x
i
l gi tr thu c trong ln quan st th i ca X
i
. Khi w = (x
1
, x
2
, ..., x
n
)
gi l mt mu c th m mu ngu nhin W nhn c.
4.1.4 Cc c trng mu
a. Thng k: Hm ca mu ngu nhin T = T(X
1
, X
2
, ..., X
n
) gi l thng k.
V D 4.1. Xt mu ngu nhin (X
1
, X
2
, ..., X
n
), ta c cc thng k.
+ Trung bnh ca mu: X =
1
n

n
i=1
X
i
+ Phng sai mu: S
2
=
1
n

n
i=1
(X
i
X)
2
=
1
n

n
i=1
X
2
i
X
2
+ lch mu: S =

S
2
b. Cc c trng mu: Gi s tng th X c E(X) = , D(X) =
2
v p l t l.
Cc s c trng ca X gi l cc s c trng l thuyt (cc s ny ta cha bit v ang
cn tm chng).
Cho mu ngu nhin W = (X
1
, X
2
, ..., X
n
) c rt t i lng ngu nhin gc X.
Trung bnh mu ngu nhin X: l thng k c xc nh bi X =
1
n

n
i=1
X
i
, n nhn
gi tr bng trung bnh mu c th.
K vng v phng sai:
E(X) = E(
1
n

n
i=1
X
i
) =
1
n

n
i=1
E(X
i
) = E(X) = (v E(X
i
) = E(X))
D(X) = D(
1
n

n
i=1
X
i
) =
1
n
2

n
i=1
D(X
i
) =
nD(X)
n
2
=

2
n
Phng sai mu ngu nhin S
2
: l thng k c xc nh bi S
2
=
1
n

n
i=1
(X
i
X)
2
,
n nhn gi tr bng phng sai mu c th.
Khoa Gio Dc i Cng 37 Xc Sut V Thng K
CHNG 4. L THUYT MU
K vng: E(S
2
) =
1
n

n
i=1
E(X
i
X)
2
=
1
n

n
i=1
E[(X
i
) (X )]
2
=
n 1
n

2
Thng k S =

S
2
gi l lch chun mu ngu nhin.
Phng sai mu iu chnh S
2
: l thng k c xc nh S
2
=
1
n 1

n
i=1
(X
i
X)
2
,
n nhn gi tr bng phng sai iu chnh mu c th.
K vng: E(S
2
) =
n
n 1
E(S
2
) =
n
n 1
n 1
n

2
=
2
Thng k S

S
2
gi l lch chun mu iu chnh.
T l mu ngu nhin F: l thng k c xc nh bi F =
1
n

n
i=1
X
i
, X
i
nhn gi tr
l 0 hoc 1. N nhn gi tr bng t l mu c th.
K vng v phng sai: E(F) = p, D(F) =
p(1 p)
n
Qua ta nhn thy v mt trung bnh th X, S
2
ng bng k vng v phng sai
ca tng th.
c. Phn phi xc sut ca cc c trng mu:
Tng th X c phn phi chun X N(,
2
):
X N(,

2
n
)
U =
X

n N(0, 1)
T =
X
S

n T(n 1) khi n < 30 v cha bit.

K =
nS
2

2
=
1

n
i=1
(X
i
)
2
=

n
i=1
(
X
i

)
2

2
(n)
K =
n 1

2
S
2

2
(n 1) khi cha bit.
Tng th X khng c phn phi chun:
V
X

n N(0, 1) v
X
S

n N(0, 1) nn vi n ln (n 30), ta c cc
phn phi xp x chun sau y:
Khi
2
bit:
X

n N(0, 1), X N(,

2
n
)
Khi
2
cha bit:
X
S

n N(0, 1), X N(,

S
2
n
)
Khoa Gio Dc i Cng 38 Xc Sut V Thng K
CHNG 4. L THUYT MU
Tng t, do
F p
_
p(1 p)
n
N(0, 1) nn vi np 5, n(1p) 5 th F N(p,
p(1 p)
n
).
V p cha bit, vi n ln th F N(p,
F(1 F)
n
).
4.2 Phng php tnh tham s mu c th
Xt mu c th w = (x
1
; x
2
; ...; x
n
) l mt gi tr ca mu ngu nhin W = (X
1
, X
2
, ..., X
n
)
Ta c:
+ Trung bnh mu c th: x =
1
n

n
i=1
x
i
+ Phng sai mu c th: s
2
=
1
n

n
i=1
(x
i
x)
2
=
1
n

n
i=1
x
2
i
(x)
2
+ Phng sai iu chnh mu c th: s
2
=
n
n 1
s
2
+ lch chun mu c th: s =

s
2
+ lch chun mu iu chnh: s

s
2
Khoa Gio Dc i Cng 39 Xc Sut V Thng K
Chng 5
C LNG THAM S
5.1 c Lng im
5.1.1 Bi ton c lng im
Bi ton: Gi s i lng ngu nhin X c tham s (trung bnh, t l, phng
sai,...) cha bit. Da vo mu ngu nhin W = (X
1
, X
2
, ..., X
n
) ta xy dng thng k

(X
1
, X
2
, ..., X
n
) ri t c lng cho cha bit gi l bi ton c lng im
ca .
5.1.2 c lng khng chch
nh Ngha 5.1. Thng k

c gi l c lng khng chch ca nu: E(

) =
V D 5.1. T mu tng qut W = (X
1
; X
2
), xt hai c lng ca trung bnh tng th
mu nh sau:

X =
1
2
X
1
+
1
2
X
2
;

X

=
1
3
X
1
+
2
3
X
2
Chng t

X v

X

l c lng khng chch ca .

40
CHNG 5. C LNG THAM S
5.2 c Lng Khong
5.2.1 Khi nim c lng khong
Khong gi tr (
1
,
2
) ca thng k

c gi l khong tin cy ca tham s nu vi
xc sut 1 cho trc th P[
1
< <
2
] = 1 .
Xc sut 1 l tin cy ca c lng,
2

1
= 2 l di khong tin cy v l
chnh xc ca c lng. Khi (
1
;
2
).
5.2.2 Phng php c lng khong
B1: Xy dng thng k T = T(X
1
, X
2
, ..., X
n
, ) sao cho c th xp x lut phn phi
ca T v mt trong nhng lut phn phi thng gp nh phn phi chun tc,
phn phi Student hay phn phi khi bnh phng,...
B2: Vi mc ngha cho trc, tm cp gi tr t
1
, t
2
tha: P[t
1
< T < t
2
] = 1 .
Bin i v dng P[
1
< <
2
] = 1 . Khi (
1
;
2
) chnh l khong tin cy
cn tm.
A. c lng t l
a. Gi s tng th c t l p cc phn t mang du hiu A no cha bit. Vi tin
cy 1 cho trc v mu gm n quan st c lp (x
1
, x
2
, ..., x
n
) ta xy dng khong
tin cy (p
1
; p
2
) c lng cho p sao cho P[p
1
< p < p
2
] = 1 .
Gi s mu n quan st c m phn t mang du hiu A. Khi tn sut mu f =
m
n
.
Chn thng k U =
F p
_
F(1 F)

n N(0, 1) c lng t l p. Trong , p l t l

cha bit, n: c mu v F l thng k nhn gi tr bng tn sut mu.
Tng t c lng trung bnh, ta c:
1 = P[[U[ < u
1

2
] = P[F + u
1

2
_
F(1 F)
n
> p > F u
1

2
_
F(1 F)
n
]
= P[F < p < F + ] vi = u
1

2
_
f(1 f)
n
v nf 10, n(1 f) 10.
Vy khong tin cy cn tm l (f ; f + ).
b. Cc dng ton lin quan: Xt khong tin cy i xng, vi = u
1

2
_
f(1 f)
n
ta
c 3 bi ton lin quan:
Bt1: Bit 1 , n tm chnh xc = u
1

2
_
f(1 f)
n
.
Khoa Gio Dc i Cng 41 Xc Sut V Thng K
CHNG 5. C LNG THAM S
Bt2: Bit , n tm tin cy 1 .
Ta c = u
1

2
_
f(1 f)
n
u
1

2
=
_
n
f(1 f)
tra bng c (u
1

2
).
Suy ra 1 = 2(u
1

2
) 1.
Bt3: Bit 1 , tm c mu n

hoc c mu cn iu tra thm n = n

n.
Do = u
1

2
_
f(1 f)
n


n =
_
f(1 f)
u
1

nn n

=
_
f(1 f)(
u
1

)
2
_
+ 1.
Ch : Gi s N l kch thc ca tng th.
i) Vi mu khng hon li c c mu n > 0, 1N, ta cn dng h s hiu chnh:
= u
1

2
_
f(1 f)
n
N n
N 1
.
Khi , kch thc mu cn iu tra l:
n =
_
n
1
N
n
1
+ (N 1)
_
+ 1 vi n
1
=
_
f(1 f)(
u
1

)
2
_
+ 1.
ii) Khi c khong c lng ca t l th khong c lng cho s phn t c tnh cht
ang nghin cu l: (Nf Nu
1

2
_
f(1 f)
n
; Nf + Nu
1

2
_
f(1 f)
n
)
V D 5.2. Gim c 1 Ngn hng mun xc nh s khch hng gi tin ti ngn hng
c chi tr theo tun, ly mu ngu nhin 120 khch th c 40 ngi c tr theo tun.
a. Vi tin cy 90%, hy c lng s khch hng c chi tr theo tun, bit ngn
hng c 2000 khch hng.
b. Nu mun c lng t l khch hng c chi tr theo tun vi tin cy nh trn
v chnh xc = 0, 05 th cn kch thc mu l bao nhiu? Gii trng hp ngn
hng c 1000 khch.
c. Vi mu cho, nu mun c lng t l khch hng c chi tr theo tun c
chnh xc = 0, 05 th tin cy lc l bao nhiu?
B. c lng trung bnh ca tng th
a. Gi s tng th c trung bnh cha bit. Vi tin cy 1 cho trc ta xy dng
khong tin cy (
1
;
2
) c lng cho sao cho P[
1
< <
2
] = 1 .
Ty thuc vo c im ca i lng ngu nhin X bit phng sai hay cha v
kch thc mu n c ln hay khng m ta c cng thc xc lp nn khong tin cy (
1
;
2
)
khc nhau. Ta xt cc trng hp sau:
Khoa Gio Dc i Cng 42 Xc Sut V Thng K
CHNG 5. C LNG THAM S
Th1:
_

2
= D(X) =
2
0
bit.
C mu n 30 hoc n < 30
Chn thng k U =
X

n N(0, 1) c lng trung bnh. Trong

= M(X) cha bit, =
_
D(X) =
0
bit, n c mu. X l thng k nhn gi
tr bng trung bnh mu.
1 = P[[U[ < u
1

2
] = P[u
1

2
< U < u
1

2
] = P[u
1

2
<
X

n < u
1

2
]
1 = P[u
1

n
< X < u
1

n
] = P[u
1

n
> X > u
1

n
]
= P[X +u
1

n
> > X u
1

n
] = P[X < < X +] vi = u
1

n
.
Vy khong tin cy cn tm l (x ; x + ).
Th2:
_

2
= D(X) cha bit, ta thay = s

.
C mu n 30
Chn thng k U =
X
S

n N(0, 1) c lng trung bnh. Trong

= M(X) cha bit, n c mu. X v S

ln lt l cc thng k nhn gi tr
bng trung bnh v lch iu chnh mu.
Hon ton tng t, ta c:
Vi = u
1

2
s

n
, khong tin cy i xng (x ; x + )
Th3:
_

2
= D(X) cha bit.
C mu n < 30
Chn thng k T =
X
S

n T(n 1) c lng trung bnh. Trong

= M(X) cha bit, n c mu. X v S

ln lt l cc thng k nhn gi tr bng

trung bnh v lch iu chnh mu.
Do hm mt ca phn phi Student cng l hm chn nn tng t Th1 ta c:
(x ; x + ) vi = t
(n1,1

2
)
s

n
b. Cc bi ton lin quan: Xt khong tin cy i xng (x, x+) vi = u
1

2
s

n
,
tin cy 1 , kch thc mu n v chnh xc . C 3 bi ton lin quan sau:
Bt1: Bit 1 , n tm chnh xc = u
1

2
s

n
.
Bt2: Bit , n tm tin cy 1 .
Ta c = u
1

2
s

n
u
1

2
=

n
s

tra bng c (u
1

2
).
Khoa Gio Dc i Cng 43 Xc Sut V Thng K
CHNG 5. C LNG THAM S
Suy ra: 1 = 2(u
1

2
) 1.
Bt3: Bit 1 , tm c mu n

hoc c mu cn iu tra thm n = n

n.
Ta c = u
1

2
s

= u
1

2
s

nn n

=
_
(u
1

2
s

)
2
_
+ 1; [ ]: phn nguyn.
Vi khong tin cy c = u
1

n
; = t
(n1,1

2
)
s

n
cng c cc bi ton tng t.
V D 5.3. Tin hnh thng k gi ca mt nguyn liu A trong khong thi gian 50
ngy, ta c bng s liu sau y:
Gi (nghn ng/kg) 29 31 31 33 33 35 35 37 37 39 39 41
S ngy 3 9 14 15 7 2
tin cy 95% c th ni gi trung bnh ca nguyn liu A nm trong khong no?
a. Bit
2
= 5, 0625;
b. Cha bit
2
;
c. Gi thit nh a., c tin cy 99% th chnh xc lc l bao nhiu?
d. Gi thit nh a., tin cy l 99%, chnh xc l 0, 6 th c cn ly thm mu
hay khng?
V D 5.4. o ng knh 23 trc my do 1 my tin t ng sn xut ra, c kt qu
(v: mm).
250 249 251 253 248 250 252 257
245 248 247 249 250 280 250 247
253 256 252 254 254 251 253
Gi s ng knh ca cc trc my l i lng ngu nhin c phn phi chun.
a. Hy c lng ng knh trung bnh cc trc my vi tin cy 98%.
b. Hy c lng trung bnh ti thiu ng knh cc trc my vi tin cy 90%.
C. c lng phng sai
Gi s tng th X N(,
2
), D(X) =
2
cha bit. Vi tin cy 1 v mu c n,
hy tm khong tin cy (
2
1
;
2
2
) c lng cho
2
sao cho P[
2
1
<
2
<
2
2
] = 1 .
c lng ta xt 2 trng hp sau:
Th1: cha bit, s
2
bit.
Chn thng k K =
n 1

2
S
2

2
(n1)
c lng phng sai
2
. Trong n kch
Khoa Gio Dc i Cng 44 Xc Sut V Thng K
CHNG 5. C LNG THAM S
thc mu, S
2
thng k nhn gi tr bng phng sai iu chnh mu.
Chn cc phn v khi bnh phng, n 1 bc t do, mc

2
v 1

2
sao cho:
P[K <
2
(n1,1

2
)
] = 1

2
, P[K <
2
(n1,

2
)
] =

2
.
Ta c:
1 = 1

2


2
= P[K <
2
(n1,1

2
)
] P[K <
2
(n1,

2
)
]
= P[
2
(n1,

2
)
< K <
2
(n1,1

2
)
] = P[
2
(n1,

2
)
<
n 1

2
S
2
<
2
(n1,1

2
)
]
= P[

2
(n1,

2
)
(n 1)S
2
<
1

2
<

2
(n1,1

2
)
(n 1)S
2
] = P[
(n 1)S
2

2
(n1,1

2
)
<
2
<
(n 1)S
2

2
(n1,

2
)
]
Vy khong tin cy cn tm l (
2
1
;
2
2
) vi
2
1
=
(n 1)s
2

2
(n1,1

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

2
(n1,

2
)
.
Th2: bit.
Chn thng k K =
nS
2

2
=
1

n
i=1
(X
i
)
2

2
(n)
c lng phng sai
2
.
Trong n kch thc mu, S
2
thng k nhn gi tr bng phng sai mu.
Lp lun tng t Th1, ta c:
(
2
1
;
2
2
) vi
2
1
=

n
i=1
(x
i
)
2

2
(n,1

2
)
,
2
2
=

n
i=1
(x
i
)
2

2
(n,

2
)
.
V D 5.5. Mc hao ph nguyn liu ca 1 loi sn phm X cho 1 n v sn phm tun
theo quy lut chun. Ngi ta cn th mt mu 30 sn phm loi ny, c kt qu cho
trong bng sau:
Nguyn liu hao ph (gam) 19,5 20,0 20,5
S sn phm 7 18 5
Vi tin cy 90% hy tm khong tin cy cho lch chun ca mc hao ph nguyn
liu trn trong 2 trng hp:
a. E(X) cha bit, b. E(X) = 20.
Khoa Gio Dc i Cng 45 Xc Sut V Thng K
Chng 6
L THYT KIM NH
6.1 Khi Nim
6.1.1 Khi nim v nh ngha
Kim nh gi thit l dng cc gi thit thng k chp nhn hay bc b mt gi thit
H
0
no v tng th c gi l kim nh gi thit thng k. Cc sai lm: Do vic
chp nhn hay bc b mt gi thit H
0
no , cn c vo mu ngu nhin nn c th
mc phi mt trong hai loi sai lm sau:
Sai lm loi 1: H
0
ng m ta bc b.
Sai lm loi 2: H
0
sai m ta chp nhn.
Vy ta c th ni, mc ngha cng chnh l xc sut mc sai lm loi mt.
6.1.2 Cc bc kim nh gi thit:
B1: Pht biu gi thit H
0
v i thit tng ng H
1
; H
2
hoc H
3
,
B2: Chn tiu chun kim nh,
B3: nh mc ngha , thit lp min bc b W

,
B4: Vi mu c th (x
1
, x
2
, ..., x
n
) tnh G(x
1
, x
2
, ..., x
n
). Nu:
G(x
1
, x
2
, ..., x
n
) W

th bc b H
0
, chp nhn i thit
46
CHNG 6. L THYT KIM NH
G(x
1
, x
2
, ..., x
n
) / W

th chp nhn H
0
.
6.2 Kim nh Gi Thit
6.2.1 Kim nh gi thit v t l
Bi ton: Gi s tng th X c t l cc phn t mang du hiu A l p cha bit. Vi
mc ngha , hy kim nh gi thit H
0
: p = p
0
(cho trc) vi mt trong cc i
thit H
1
: p ,= p
0
; H
2
: p > p
0
; H
3
: p < p
0
.
Chn thng k U =
F p
0
_
p
0
(1 p
0
)

n N(0, 1) kim nh t l p khi np

0
5 v
n(1 p
0
) 5. Trong , p
0
l gi tr gi thit H
0
, n l kch thc mu, F l thng k
nhn gi tr bng tn sut mu.
Vi mu c th (x
1
, x
2
, ..., x
n
), ta tnh c f =
m
n
(m l s phn t c du hiu A) v
gi tr quan st u
0
=
f p
0
_
p
0
(1 p
0
)

n.
Khi ty theo dng ca i thit m ta c min bc b tng ng:
Vi i thit 2 pha
H
1
: p ,= p
0
min bc b W

= (; u
1

2
) (u
1

2
; +)
Vi i thit 1 pha
H
2
: p > p
0
min bc b W

= (u
1
; +)
H
3
: p < p
0
min bc b W

= (; u
1
)
Kt lun: Nu u
0
W

th bc b H
0
, chp nhn i thit tng ng cn nu u
0
/ W

th chp nhn H
0
.
V D 6.1. Theo bo co, t l hng ph phm trong kho l 12%. Kim tra ngu nhin
100 sn phm thy c 13 ph phm. Vi mc ngha 5% th bo co trn c ng tin cy
khng?
6.2.2 Kim nh gi thit v trung bnh
a. Bi ton: Gi s i lng ngu nhin X c trung bnh = E(X) cha bit. Vi mc
ngha , hy kim nh gi thit H
0
: =
0
(
0
bit) vi mt trong cc i thit
H
1
: ,=
0
; H
2
: >
0
; H
3
: <
0
.
Khoa Gio Dc i Cng 47 Xc Sut V Thng K
CHNG 6. L THYT KIM NH
Th1:
_
D(X) =
2
bit.
C mu n 30 hoc n < 30 v X N(,
2
)
Chn thng k U =
X
0

n N(0, 1) lm tiu chun kim nh. Trong

=
_
D(X) bit,
0
l gi tr trong gi thit H
0
, n c mu. X l thng k nhn
gi tr bng trung bnh mu.
Vi mu c th (x
1
, x
2
, ..., x
n
) c gi tr quan st: u
0
=
x
0

n.
T mc ngha v ty theo i thit m ta thit lp min bc b nh sau:
Vi i thit 2 pha
H
1
: ,=
0
min bc b W

= (; u
1

2
) (u
1

2
; +)
Vi i thit 1 pha
H
2
: >
0
min bc b W

= (u
1
; +)
H
3
: <
0
min bc b W

= (; u
1
)
Kt lun: Nu u
0
W

th bc b H
0
, chp nhn i thit tng ng cn nu
u
0
/ W

th chp nhn H
0
.
Th2:
_

2
= D(X) cha bit.
C mu n 30
Chn thng k U =
X
S

n N(0, 1) lm tiu chun kim nh. Trong

0
l
gi tr trong gi thit H
0
, n c mu, X v S

ln lt l cc thng k nhn gi tr
bng trung bnh v lch iu chnh mu.
Vi mu c th (x
1
, x
2
, ..., x
n
) c gi tr quan st u
0
=
x
0
s

n.
Khi ty theo dng i thit m ta thit lp min bc b hon ton tng t nh
Th1, ch lu l thay bi s

.
Th3:
_
D(X) cha bit.
C mu n < 30 v X N(,
2
)
Chn thng k T =
X
0
S

n T(n 1) lm tiu chun kim nh. Trong

0
l gi tr trong gi thit H
0
, n c mu, X, S

ln lt l cc thng k nhn gi tr
bng trung bnh v lch iu chnh mu.
Vi mu c th (x
1
, x
2
, ..., x
n
) c gi tr quan st t
0
=
x
0
s

n.
Khi , ty theo dng i thit m ta c min bc b nh sau:
Vi i thit 2 pha
H
1
: ,=
0
min bc b W

= (; t
(n1,1

2
)
) (t
(n1,1

2
)
; +)
Vi i thit 1 pha
H
2
: >
0
min bc b W

= (t
(n1,1)
; +)
H
3
: <
0
min bc b W

= (; t
(n1,1)
)
Kt lun: Nu u
0
W

th bc b H
0
, chp nhn i thit tng ng cn nu
u
0
/ W

th chp nhn H
0
.
V D 6.2. Trng lng ca 1 hp sn phm do dy chuyn t ng ng gi l 100g,
Khoa Gio Dc i Cng 48 Xc Sut V Thng K
CHNG 6. L THYT KIM NH
lch chun = 0, 8g. Sau mt thi gian sn xut, ngi ta nghi ng khi lng sn phm
c xu hng tng ln. Kim tra 60 sn phm tnh c trung bnh mu x = 100, 2g.
a. Vi tin cy 99%, hy kt lun v nghi ng trn.
b. Vi tin cy ln nht c th c l bao nhiu kt lun rng iu nghi ng ni
trn l ng.
Gii:
a. Xt gi thit H
0
: = 100g, i thit H
2
: > 100g.
Chn thng k U =
X
0

n N(0, 1) lm tiu chun kim nh. Trong , X l

thng k nhn gi tr bng trung bnh mu.
Vi mu cho c
0
= 100g, = 0, 8g, n = 60, x = 100, 2g nn gi tr quan st:
u
0
=
x
0

n =
100, 2 100
0, 8

60 = 1, 936
Min bc b: 1 = 0, 99 tra Ph lc 2 c u
1
= u
0,99
= 2, 32 nn W

= (u
1
; +) =
(2, 32; +).
Do u
0
= 1, 936 / W

nn chp nhn H
0
, bc b H
2
. V th nghi ng khi lng sn
phm tng ln l khng c c s.
b. Gi s vi tin cy 1 iu nghi ng trn l ng.
Suy ra u
0
W

= (u
1
, +) hay u
1
u
0
.
Do , kt lun trn l ng vi tin cy ln nht th u
1
= u
0
= 1, 94 tra bng c
1 = (1, 94) = 0, 9738
V D 6.3. Trng lng trung bnh ca mt loi sn phm l 6kg. Kim tra 121 sn
phm thy trng lng trung bnh l 5,795 kg v phng sai

s
2
= 5, 712. Hy kim nh
v trng lng trung bnh ca sn phm vi mc ngha 5%
6.2.3 Kim nh gi thit v phng sai
Bi ton: Gi s tng th X N(,
2
), phng sai D(X) =
2
cha bit. Vi mc
ngha , hy kim nh gi thit H
0
:
2
=
2
0
(
2
0
bit) vi mt trong cc i thit
H
1
: ,=
0
; H
2
: >
0
; H
3
: <
0
.
Th1: Trng hp E(X) = cha bit
Chn thng k K =
(n 1)S
2

2
0

2
(n 1) lm tiu chun kim nh. Trong , n
l c mu,
2
0
l gi tr cho trong gi thit v S

thng k nhn gi tr bng lch

iu chnh mu.
Khoa Gio Dc i Cng 49 Xc Sut V Thng K
CHNG 6. L THYT KIM NH
T mu c th, ta tnh c s
2
v gi tr quan st k
0
=
(n 1)s
2

2
0
.
Khi ty theo dng ca i thit m ta c min bc b tng ng:
Vi i thit 2 pha
H
1
:
2
,=
2
0
min bc b W

= (;
2
(n1,

2
)
) (
2
(n1,1

2
)
; +).
Vi i thit 1 pha:
H
2
:
2
>
2
0
min bc b W

= (
2
(n1,1)
; +).
H
3
:
2
<
2
0
min bc b W

= (;
2
(n1,)
).
Kt lun: Nu k
0
W

th bc b H
0
, chp nhn i thit tng ng cn nu
k
0
/ W

th chp nhn H
0
.
Th2: Trng hp E(X) = bit
Chn thng k K =

(X
i
)
2

2
0

2
(n) kim nh.
Lm hon ton tng t Th1, t mu c gi tr quan st k
0
=

(x
i
)
2

2
0
.
Khi ty theo dng ca i thit m ta c min bc b tng ng:
Vi i thit 2 pha
H
1
:
2
,=
2
0
min bc b W

= (;
2
(n,

2
)
) (
2
(n,1

2
)
; +).
Vi i thit 1 pha:
H
2
:
2
>
2
0
min bc b W

= (
2
(n,1)
; +).
H
3
:
2
<
2
0
min bc b W

= (;
2
(n,)
).
Kt lun: Nu k
0
W

th bc b H
0
, chp nhn i thit tng ng cn nu
k
0
/ W

th chp nhn H
0
.
V D 6.4. Nu my mc hot ng bnh thng th kch thc ca mt loi sn phm
(v: cm) l i lng ngu nhin c phn phi chun vi phng sai
2
= 25cm
2
. Nghi
ng my hot ng khng bnh thng, ngi ta o th 20 sn phm v tnh c
s
2
= 27, 5cm
2
. Vi mc ngha 2% hy kt lun v iu nghi ng trn.
Gii:
Xt gi thit H
0
:
2
= 25 v i thit H
1
:
2
,= 25.
Chn thng k K =
(n 1)S
2

2
0

2
(n 1) lm tiu chun kim nh. Trong , n = 20
l c mu,
2
0
= 25 v S

thng k nhn gi tr bng lch iu chnh mu.

T mu c th, c s
2
= 27, 5 v gi tr quan st k
0
=
(n 1)s
2

2
0
=
(20 1).27, 5
25
= 20, 9
Gi thit = 0, 02
_
_
_
1

2
= 0, 99 tra Ph lc 4 c
2
(n1,1

2
)
=
2
(19;0,99)
= 36, 191

2
= 0, 01 tra Ph lc 4 c
2
(n1,

2
)
=
2
(19;0,01)
= 7, 633
Min bc b W

= (;
2
(n1,

2
)
) (
2
(n1,1

2
)
; +) = (; 7, 633) (36, 191; +).
Do k
0
/ W

nn chp nhn H
0
. Vy vi mc ngha 2%, nghi ng my hot ng
khng bnh thng l khng c c s.
Khoa Gio Dc i Cng 50 Xc Sut V Thng K
CHNG 6. L THYT KIM NH
6.3 Kim nh So Snh Cc Tham S
6.3.1 So snh hai t l
Xt hai tng th X v Y cng c c tnh A. Gi s p
1
, p
2
ln lt l t l cc phn t
mang du hiu A trong X v Y.
Bi ton: T cc mu c lp (X
1
, X
2
, ..., X
m
) ca X v (Y
1
, Y
2
, ..., Y
n
) ca Y . Vi mc
ngha hy kim nh gi thit H
0
: p
1
= p
2
vi mt trong cc i thit H
1
: p
1
,= p
2
,
H
2
: p
1
> p
2
v H
3
: p
1
< p
2
.
Gi s H
0
ng, khi m v n ln ta chn thng k U =
F
1
F
2
_
F(1 F)(
1
m
+
1
n
)
N(0, 1)
lm tiu chun kim nh. Trong F
1
, F
2
l cc thng k nhn gi tr bng t l mu
ca X, Y v F =
mF
1
+ nF
2
m + n
.
T mu c th (x
1
, x
2
, ..., x
m
) ca X v (y
1
, y
2
, ..., y
n
) ca Y tha iu kin kf 10 v
k(1 f) 10 vi k = m + n, f =
k
1
+ k
2
m+ n
(k
1
, k
2
l s phn t mang du hiu A trong
X, Y ). Gi tr quan st u
0
=
f
1
f
2
_
f(1 f)(
1
m
+
1
n
)
vi f
1
=
k
1
m
, f
2
=
k
2
n
, f =
k
1
+ k
2
m+ n
.
Khi ty theo dng ca i thit m ta c min bc b tng ng nh sau:
Vi i thit hai pha:
H
1
: p
1
,= p
2
min bc b W

= (; u
1

2
) (u
1

2
; +)
Vi i thit mt pha:
H
2
: p
1
> p
2
min bc b W

= (u
1
; +).
H
3
: p
1
< p
2
min bc b W

= (; u
1
).
Kt lun: Nu u
0
W

th bc b H
0
, chp nhn i thit tng ng. Cn nu u
0
/ W

th chp nhn H
0
.
V D 6.5. Kim tra 120 sn phm kho I thy c 8 ph phm. Kim tra 200 sn phm
kho II thy c 20 ph phm. Cht lng hng hai kho khc nhau hay khng vi mc
ngha 3%
6.3.2 So snh hai gi tr trung bnh
a. Bi ton: Gi s X c E(X) =
1
v Y c E(Y ) =
2
. T 2 mu c lp (X
1
, ..., X
m
)
ca X v (Y
1
, ..., Y
n
) ca Y , vi mc ngha hy kim nh gi thit H
0
:
1
=
2
vi
mt trong cc i thit H
1
:
1
,=
2
, H
2
:
1
>
2
v H
3
:
1
<
2
.
Gi s
2
1
= D(X),
2
2
= D(Y ) khi H
0
ng ta xt cc trng hp sau:
Khoa Gio Dc i Cng 51 Xc Sut V Thng K
CHNG 6. L THYT KIM NH
Th1:
_

2
1
,
2
2
bit.
C mu m, n 30 hoc m, n < 30 v X N(
1
,
2
1
), Y N(
2
,
2
2
)
Chn thng k U =
X Y
_

2
1
m
+

2
2
n
N(0, 1) lm tiu chun kim nh gi thit H
0
.
Trong , m v n ln lt l kch thc mu; X, Y ln lt l cc thng k nhn
gi tr bng trung bnh mu ca X v Y
Vi 2 mu c th (x
1
, ..., x
m
) v (y
1
, ..., y
n
), ta c gi tr quan st u
0
=
x y
_

2
1
m
+

2
2
n
Khi ty theo dng ca i thit m ta c min bc b tng ng:
Vi i thit 2 pha
H
1
:
1
,=
2
min bc b W

= (; u
1

2
) (u
1

2
; +).
Vi i thit 1 pha:
H
2
:
1
>
2
min bc b W

= (u
1
; +).
H
3
:
1
<
2
min bc b W

= (; u
1
).
Kt lun: Nu u
0
W

th bc b H
0
, chp nhn i thit tng ng. Cn nu
u
0
/ W

th chp nhn H
0
.
Th2:
_

2
1
,
2
2
cha bit.
C mu m, n 30
Chn thng k U =
X Y
_
S
2
1
m
+
S
2
2
n
N(0, 1) lm tiu chun kim nh gi thit H
0
.
Trong , S

1
v S

2
ln lt l cc thng k nhn gi tr bng lch iu chnh
mu ca X v Y .
Vi 2 mu c th (x
1
, ..., x
m
) v (y
1
, ..., y
n
) ta c gi tr quan st u
0
=
x y
_
s
2
1
m
+
s
2
2
n
Ty theo dng ca i thit m ta c min bc b hon ton tng t nh Th1.
Th3:
_

2
1
=
2
2
cha bit.
C mu m, n < 30 v X N(
1
,
2
1
), Y N(
2
,
2
2
)
Chn thng k T =
X Y
_
S
2
(
1
m
+
1
n
)
T(m + n 2) lm tiu chun kim nh gi
thit H
0
. Trong , S
2
=
(m1)S
2
1
+ (n 1)S
2
2
m + n 2
vi S

1
, S

2
l cc thng k nhn
gi tr bng lch iu chnh mu ca X v Y .
Vi 2 mu c th (x
1
, ..., x
m
) v (y
1
, ..., y
n
) c s
2
=
(m1)s
2
1
+ (n 1)s
2
2
m + n 2
nn gi
tr quan st t
0
=
x y
_
s
2
(
1
m
+
1
n
)
.
Ty theo cc dng i thit m ta c min bc b nh sau:
Vi i thit 2 pha
H
1
:
1
,=
2
min bc b W

= (; t
(m+n2,1

2
)
) (t
(m+n2,1

2
)
; +).
Khoa Gio Dc i Cng 52 Xc Sut V Thng K
CHNG 6. L THYT KIM NH
Vi i thit 1 pha:
H
2
:
1
>
2
min bc b W

= (t
(m+n2,1)
; +).
H
3
:
1
<
2
min bc b W

= (; t
(m+n2,1)
).
Kt lun: Nu t
0
W

th bc b H
0
, chp nhn i thit tng ng. Cn nu
t
0
/ W

th chp nhn H
0
.
V D 6.6. Cn th 100 tri cy kho I, tnh c x = 101, 2gr; s
2
x
= 571, 7 v 361 tri
kho II tnh c y = 66, 39gr; s
2
y
= 29, 72. Hy so snh trng lng trung bnh ca tri
cy 2 kho vi mc ngha 5%.
6.3.3 So snh hai phng sai
Bi ton: Gi s X N(
1
,
2
1
), Y N(
2
,
2
2
). T 2 mu c lp (X
1
, X
2
, ..., X
m
) v
(Y
1
, Y
2
, ..., Y
n
) ca X v Y vi mc ngha , hy kim nh gi thit H
0
:
2
1
,=
2
2
vi
mt trong cc i thit H
1
:
2
1
=
2
2
, H
2
:
2
1
>
2
2
v H
3
:
2
1
<
2
2
.
Khi H
0
ng, ta chn thng k F =
S
2
1
/
2
1
S
2
2
/
2
2
=
S

1
S

2
F(m1, n 1) kim nh.
Vi cc mu c th (x
1
, x
2
, ..., x
m
), (y
1
, y
2
, ..., y
n
) c gi tr quan st f
0
=
s
2
1
s
2
2
; (s

1
> s

2
).
Khi ty theo dng ca i thit m ta c min bc b tng ng nh sau:
Vi i thit 2 pha
H
1
:
2
1
,=
2
2
min bc b W

= (;
1
f
1

2
(m1, n 1)
) (f
1

2
(m1, n 1); +).
(Do f

2
(m1, n 1) =
1
f
1

2
(m1, n 1)
)
Vi i thit 1 pha
H
2
:
2
1
>
2
2
min bc b W

= (f
1
(m1, n 1); +).
(v vai tr ca
1
,
2
nh nhau nn ta khng xt H
3
:
2
1
<
2
2
).
Kt lun: Nu f
0
W

th bc b H
0
, chp nhn i thit. Cn nu f
0
/ W

th chp
nhn H
0
.
(Lu : Khi s

1
< s

2
th ta thay i vai tr ca chng cho nhau, lc phn v ca phn
phi Fisher i li thnh (n 1, m1) bc t do)
V D 6.7. Ngi ta dng phng sai hay lch tiu chun lm o nh gi s ri
ro ca c phiu. iu tra ngu nhin gi c phiu ca cng ty A trong 25 ngy tnh c
s
2
1
= 6, 52; ca cng ty B trong 22 ngy tnh c s
2
2
= 3, 47. Vi mc ngha 5% c th
cho rng ri ro c phiu ca cng ty A cao hn cng ty B hay khng?
Khoa Gio Dc i Cng 53 Xc Sut V Thng K