Baigiang Pham Canh Huy

Phng php nh lng trong qun l- TS.
Phm Cnh Huy

1
Phng

php

nh

lng

trong

qun l
TS. Phm Cnh

Huy
Khoa

Kinh

t

v

qun l HBKHN
Bi

ging
Phng php nh lng trong qun l- TS. Phm Cnh Huy 2
Ni

dung

Mc tiu hc phn: Phng php nh lng trong qun l gip
cho hc vin hiu v

vn dng c cc phng php nh lng
trong vic ra cc quyt nh trong qun l bng vic ng dng
nhng m hnh v

cc cng c

ton hc. Ngoi ra cn cung cp
cho hc vin nhng k nng cn thit

thc hin cc phn tch
nh lng v nh gi

cc kt qu

t

phn tch nh lng.
Thm na mn hc cn gip hc vin gii quyt c cc bi
ton thc t

nh

cng c

My tnh

c c mt quyt nh tt
nht trong qun l.

Ni dung tm tt hc phn: Cung cp kin thc c bn v

phn
tch nh lng, ng dng phn tch hi qui trong cc nghin cu
nh lng, cng nhng kin thc c bn v

l thuyt ton ti u
p dng trong hot ng kinh doanh cng nh trong phn tch ra
quyt nh.
Ni

dung
Ti

liu thamkho:

Anderson Sweeney Williams, Study guide for Quantitative
methods for business, Thomson South-Western 2001

Anderson Sweeney Williams, An introduction to Management
Science, Quantitative Approaches to Decision Making, Thomson
South-Western 2003

Frederick S.Hillier, Introduction to Operations Reasearch,
McGraw-Hill 2001

Damodar

N.Gujarati, Basic Econometrics, McGraw-Hill 2004

TS. Phm Cnh

Huy, Bi

ging

kinh

t

lng, Nh

xut bn

i

hc

Bch

khoa

H

Ni

2008

PGS. TS. Nguyn Hi

Thanh, Ton

ng

dng

(gio

trnh

sau

i

hc), Nh

xut bn

i hc s

phm

2005.
Ni

dung
Gii thiu

chung
1
2
Phn

phi xc sut v thng

k
Phn

tch

hi

qui
3
4
Phng

php

d

bo

nh

lng
M

hnh

ton

kinh

t

v

phng

php

ti

u
5
6
Phn

tch

v

ra

quyt

nh
Chng

1
GII THIU CHUNG
1.1. Phn

tch

nh

lng

v

ra

quyt

nh
Ra quyt

nh
1.1. Phn

tch

nh

lng

v

ra

quyt

nh
Tin trnh ra quyt

nh

c

th c m t

l

mt qui trnh gm 6 bc.
(1) Define the Problem (xc

nh

vn

)
(2) Enumerate the decision factors (Lit

k

cc

yu t nh

hng

n quyt

nh)
(3) Collect relevant information (Thu thp

thng

tin c

lin

quan)
(4) Identify the Solution (Quyt

nh

gii

php:
gm 3 bc nh

l

a ra nhiu phng

n

khc

nhau

la chn, so snh/nh

gi

cc

phng

n

v

la chn phng

n

tt nht)
(5) Develop and Implement the solution (T

chc

thc hin quyt

nh)
(6) Evaluate the results (nh

gi

kt qu

thc

hin quyt

nh)
1.1. Phn

tch

nh

lng

v

ra

quyt

nh

L

thuyt

nh

lng

trong

qun tr c xy dng

da trn

nhn thc c

bn rng: "Qun tr

l

quyt

nh

(Management
is decision making) v

mun vic qun tr

c

hiu qu

th

cc

quyt

nh

phi

ng

n"

Ra quyt

nh

l

nhim v

quan

trng

ca nh qun tr, kinh

nghim, kh

nng

xt

on, c

sng

to cha th m bo c

c nhng

quyt

nh

ph

hp v ti

u nu thiu kh

nng

nh

lng.

Trong

khi

ra

quyt

nh, nh

qun tr

c

th

s

dng

nhiu

cng

c nh

lng

khc

nhau

vi s

tr

gip

ca

my

tnh.
Quan

im

phn

tch

nh

lng

trong

qun tr
1.1. Phn

tch

nh

lng

v

ra

quyt

nh

Chng

ta

c

th

m

t

qua s sau:
Quan

im

phn

tch

nh

lng

trong

qun tr
CC CNG C

V

L
THUYT KINH T
L

thuyt v

nhu

cu
L

thuyt v

doanh

nghip
L

thuyt sn xut
C

cu th

trng
Kinh

t

hc v

m
CC CNG C

V

KHOA
HC QUYT NH
Cc

phng

php

thng

k
D

bo

v

c lng
Ti

u

ha
Cc

cng

c

ra

quyt

nh
khoa

hc

khc
KINH T

QUN L
S

dng

cc

cng

c

v

l
thuyt kinh t

cng

phng
php

lun

khoa

hc
trong

vic

ra

quyt

nh

gii

quyt

cc

vn

kinh
doanh

v

phn

b

ngun lc
ti

u cho t

chc
1.2. Nghin

cu

nh

lng

v

nh

tnh

Nghin

cu

nh

tnh (NCT) l

nhng

nghin

cu thu c

cc

kt qu

khng

s

dng

nhng

cng

c o lng, tnh

ton. Ni

mt cch c

th

hn
NCT l

nhng

nghin

cu tm bit nhng

c

im, tnh

cht ca

i tng

nghin

cu (TNC) cng

nh

nhng

yu t nh

hng

n

suy

ngh, hnh

vi
ca TNC trong

nhng

hon

cnh

c

th.

Nghin

cu

nh

lng (NCL) l

nhng

nghin

cu thu c cc kt qu

bng

vic s

dng

nhng

cng

c o lng, tnh

ton

vi nhng

con s

c

th.

Trong

khi

nghin

cu

nh

lng (NCL) i

tm

tr

li cho cu hi bao

nhiu, mc

no

(how many, how much) th NCT i

tm

tr

li

cho

cu

hi

ci

g

(what), nh

th

no

(how), ti

sao

(why).

mt

gc

no

chnh

mc

tiu

nghin

cu l c

s phn

bit nghin cu

nh

lng

v

nh

tnh. V

th

vic

pht

trin mc

tiu

ca mt cuc

nghin

cu l mt bc ht

sc

quan

trng.
Nghin

cu

nh

lng

v

nh

tnh
1.2. Nghin

cu

nh

lng

v

nh

tnh
S

khc

nhau

c

bn gia NCL & NCT
NCT NCL
Dng

m

t, khm

ph, thm d Dng

khng

nh, suy

rng

v

d

bo
Ch

tiu, i tng

NC, mc

nghin

cu c th

cha r rng
Ch

tiu, i tng

NC, mc

nghin

cu

r

rng
Linh ng

trong hng

nghin

cu, khm

ph

cc
hng

nghin

cu cha bit
Yu

cu phi o lng
Ngi nghin cu l cng c

thu

thp

thng

tin Ngi

nghin

cu s

dng

cc

cng

c

nh

bn cu hi

thu

thp

thng

tin
Ngi

nghin

cu bit s

b

nhng

iu m h

mun nghin cu
Ngi

nghin

cu bit r rng nhng

iu m

h

mun nghin cu
Ch

quan: kin ca c nhn l quan trng, vd:
quan

st, phng

vn su
Khch

quan: o lng

v

phn

tch

qua iu

tra
Quy

np gi

thuyt Kim tra gi

thuyt
Kh khi qut ha Khi

qut

ha
T

ng, hnh

nh Con s, thng

k
1.3. Mc tiu ca

nghin

cu

nh

lng

Khng

nh, suy

rng

v

d

bo,

nhn dng

vn

,

Kim

nh

mt

l

thuyt hay mt gi

thit,

o lng

cc

con s, v

phn

tch

bng

cc

k

thut thng

k,

Lp k

hoch

sn xut

tnh

ton

la chn phng

n

ti

u (Quyt

nh

u t, la

chn

cc

phng

n

qui hoch)
1.4. Phng

php

v

cc

bc tin hnh
Cc

phng

php

ton

ng

dng

trong

phn

tch

nh

lng
Cc

phng

php
Thng

k

ton M

hnh

ton Vn tr hc
1.4. Phng

php

v

cc

bc tin hnh
Cc

phng

php

ton

ng

dng

trong

phn

tch

nh

lng

Thng

k

k

ton:

L

mt b

phn ca ton hc

ng

dng

dnh

cho

cc

phng

php

x

l

v

phn

tch

s

liu thng

k, m

cc

ng

dng

ch

yu ca

n

trong

qun

l

l

cc

phng

php

x

l

kim

tra

v

d on

(d on, iu tra chn mu,)

M

hnh

ton:

L

s

phn

nh

nhng

thuc tnh c

bn nht

nh

ca

cc

i tng

nghin

cu kinh t, l

cng

c

trng

cho

vic tru tng

ho

mt

cch

khoa

hc

cc

qu

trnh

v

hin

tng

kinh

t.
Khoa

hc kinh t

t

lu

bit s

dng

cc

m

hnh

kinh

t

lng

nh

m

hnh

hm

sn sut

Cobb

Douglas, m

hnh

cung

cu, gi

c

v.v...
1.4. Phng

php

v

cc

bc tin hnh
Cc

phng

php

ton

ng

dng

trong

phn

tch

nh

lng

Vn tr hc:

L

khoa

hc c mc

ch

nghin

cu

cc

phng

php

phn

tch

nhm chun b

cn c

chnh

xc

cho

cc

quyt

nh, i tng

ca n l h

thng, tc l tp hp

cc

phn t

v

h

thng cn c tc ng

qua li vi

nhau

nhm

t ti mt mc

tiu

nht

nh. Vn tr hc bao gm

nhiu

nhnh

khoa

hc

ng

dng

gp li: (1) L

thuyt ti

u (bao gm: quy

hoch

tuyn

tnh, quy

hoch

ng, quy

hoch

ngu

nhin, quy

hoch

nguyn,
quy

hoch

0

1, quy

hoch

a mc

tiu, l

thuyt tr chi...);
(2) L

thuyt

th

v

s mng

li; (3) L

thuyt d

tr

bo

qun; (4) L

thuyt tm kim;...
1.4. Phng

php

v

cc

bc tin hnh
Cc

phng php v m hnh c

bn:

Thng

k

m

t

Phng

php

Phn

tch

hi

qui,

Cc

phng

php

D

bo,

M

hnh

ton

(qui hoch

tuyn

tnh, qui hoch

nguyn, qui
hoch

phi tuyn),

M

hnh

mng,

Phn

tch

Markov,
Cc

phng

php

ton

ng

dng

trong

phn

tch

nh

lng
1.4. Phng

php

v

cc

bc tin hnh
Cc

bc tin hnh phn tch nh

lng
Xc

nh

vn

Xc

nh

vn

Xy

dng

m

hnh
Xy

dng

m

hnh
Thu thp d

liu
Thu thp d

liu
Tnh

ton
Tnh

ton
Phn

tch

kt qu
Phn

tch

kt qu
p

dng

kt qu
p

dng

kt qu

EXCEL

SPSS

EVIEWS

LINDO, LINGO.
1.5. Cc

phn mm

ng

dng
Chng

2
PHN PHI XC SUT
V

THNG K TON
Ni

dung
2.1. Bin ngu

nhin
2.2. o lng

s nh

tm
2.3. o lng

s

bin

thin

v

tng

quan
2.4. Phn

phi xc sut
2.5. c lng

thng

k
2.6. Kim

nh

gi

thit thng

k
2.1. Bin ngu nhin

Mt bin ngu nhin l mt qui tc

hay mt hms gn

cc

gi

tr

bng

s

cho

nhng

kt qu

ca mt trc

nghim

ngu nhin."

Cc

bin ngu

nhin

thng

c k hiu bng

cc

ch

ln X,
Y, Z,

cn

cc

gi

tr

ca

chng

c k hiu bng

cc

ch

nh

x, y, z...
nh

ngha
2.1. Bin ngu nhin

Bin ngu nhin ri rc

(Discrete Random Variable)

Nu

gi

tr

ca bin ngu nhin X c th

lp

thnh

dy

ri rc cc

s

x
1

, x
2

, , x
n

(dy

hu hn hay v hn) th

X c gi l bin

ngu nhin ri rc.

Trc

nghim: thy

hai

xc

xc v tnh tng. Trc

nghim ngu

nhin

bao

gm vic thy xc xc ny. Nh nghin cu

tnh

xem

xut hin bao nhiu chm trn mt tng

xc

xc v tnh chng. Da

trn

trc nghim

ny

chng

ta

c

th

xc

nh

nhiu bin ngu

nhin.

Gi X
1

l

s

cc

chm th

hin trn xc xc th

nht. Nhng

kt

qu

c

th

c

ca bin ngu

nhin

X
1

ny

l

{ 1, 2, 3, 4, 5, 6 }.

Gi X
2

l

s

cc

chm th

hin trn xc xc th

hai. Nhng

kt qu

c

th

c

ca bin ngu nhin X
2

ny

l

{ 1, 2, 3, 4, 5, 6 }.

t X = X
1

+ X
2

. Nhng

kt qu

c

th

c

ca bin ngu

nhin

ny

l

{2, ..., 12}.
Phn

loi
2.1. Bin ngu nhin

Bin ngu nhin lin tc

(Continuous Random Variable)

Nu

gi

tr

ca bin ngu nhin X c th

lp

y ton b

khong

hu hn hay v hn (a,b) ca trc s

0x th

bin ngu nhin X c

gi l bin ngu nhin lin tc.

Nu

chng

ta

ngh

v

tip cn tn sut tng

i ti xc sut, v

chng

ta

tng

tng

vic la chn mt

quan

st

ngu nhin,
dng

nh

r

rng

l

xc

sut ca vic thu c

chnh

xc

mt gi

tr

nht

nh

phi

l

zero. Mt khc, nu

chng

ta

t vn

di

dng

khong, th

vic xc nh

xc

sut ny l n gin.

Hy

tng

tng

rng

ang

ma v rng

Anh/Ch t mt thc

o

trn

mt

t. Xc

sut

ht ma sau s

ri vo gia 0 v 10 cm l

g? Xc

sut

ht ma sau s

ri vo gia

10 v

20 cm l

g?

Chng ta c th

chia

thc

o ny thnh 10 bc vi khong

cch

l

10 cm mi bc. Xc

sut

mt ht ma ri vo bt c

khong

c

th

no

s

bng

1/k, trong

k l s

cc

khong

trong

thc.
Trong

trng

hp ny, vic

tnh

xc

sut

mt ht ma ri vo

mt khong

c

bt c di

c

th

no

th

tht l n gin.
Phn

loi
2.2. o lng

s nh

tm

nh

ngha: Cho

X l

1 bin ngu

nhin, gi

tr

trung

bnh

hay k

vng

ton

hc (gi tt l k

vng) ca X c k hiu l EX v c

tnh

theo

cng

thc:

Ch

: Nu mu ngu

nhin

cho

di dng

tn sut:
th

trung

bnh

mu

c tnh:
K

vng

ton

hc ca 1 bin ngu nhin (s

trung

bnh)
= =
x
x P x EX ) ( .
rc ri x Nu
dx x xf ) (
}
+

= =
tc n li x Nu
X X
1
X
2
X
3
... X
k
n
i
n
1
n
2
n
3
... n
k
1 1 2 2 3 3 1
1 2 3
1
...
...
k
i i
k k i
k
k
i
i
n X
n X n X n X n X
X
n n n n
n
=
=
+ + + +
= =
+ + + +


2.2. o lng

s nh

tm

V

d

1: Cho

mu quan st (Xi) vi

i = 1, 2, ..., 10 ca LNN X l:

Khi

: Trung bnh mu ca LNN X l
K

vng

ton


trung

bnh)
X
i
1 2 3 4 5 6 7 8 9 10
n
i
3 7 5 6 5 8 4 2 6 4
3.1 7.2 5.3 6.4 5.5 8.6 4.7 2.8 6.9 4.10 273
5, 46
50 50
X
+ + + + + + + + +
= = =
2.2. o lng

s nh

tm

V

d

2: Gi

s

X l

s

xe

my

n 1 ca hng ra xe vo chiu

th

7 hng

tun c bng

phn

b

xc

xut:
Tm

k

vng

EX ca bin ngu

nhin

X (s

xe

my

trung

bnh

ti trm ra xe vo chiu th

7).
Gii:
K

vng

ton


trung

bnh)
X 4 5 6 7 8 9
P(x)
12
1

12
1

4
1

4
1

6
1

6
1

12
89
6
1
. 9
6
1
. 8
4
1
7
4
1
. 6
12
1
. 5
12
1
. 4 = + + + + + = EX
2.2. o lng

s nh

tm

Cc

qui tc:
1.

E(X + Y) = E(X) + E(Y)
Suy

rng:
E(W + X + Y + Z)

= E(W) + E(X) + E(Y) + E(Z)
2.

E(bX) = bE(X)
V

d:

E(3X) = 3E(X)
3.

E(b) = b
K

vng

ton


trung

bnh)
2.2. o lng

s nh

tm

S

trung

v

(Median)
S

trung

v

ca khi D

liu l s

m

phn

na

gi

tr

quan

st

c ca khi D

liu nh

hn n v phn na

gi

tr

quan

st

ln hn

n.
Gi n l s

gi

tr

quan

st

c (i vi bin ngu

nhin

ri rc)

Nu n l s

l

th

s

trung

v

l

s

c

th

t

(n+1)/2. N

chnh

l

s

c

v

tr

gia khi D

liu.

Nu n l s

chn th s

trung

v

l

trung

bnh

cng

ca hai s

c

th

t

n/2 v

n/2+1

S

yu v

(Mode)
S

yu v

ca khi D

liu l s

c

tn s

ln nht
S

trung

v, s

yu v
2.2. o lng

s nh

tm

Cho

khi d

kin: 0 1 0 2 5 2 5 2 3 3 5 6 4
Tm

s

trung

bnh, s

trung

v

v

s

yu v

ca khi D

liu.

Gii:
Ta c

bng

phn

phi tn s

:

S

trung

bnh

(Mean)

S

trung

v

(Median): C

mu

n = 13 l

=> (n+1)/2 = 7
0 0 1 2 2 2 3

3 4 5 5 5 6
S

trung

v

l

s

c

th

t

7, ngha l s

trung

v

l

3

S

yu v

l

2 v

5 c

tn s

ln nht l 3
V

d
2.3. o lng

s

bin

thin

v

tng

quan
Phng

sai:

nh

ngha: Nu X c k

vng

EX =

th

phng

sai

ca

X k

hiu l
2

hay DX c

tnh

theo

cng

thc:

Ch : Cn bc hai ca phng

sai,

gi l

lch

chun ca X

nh

l: Phng

sai

ca bin ngu

nhin

X cn c

tnh

theo

cng

thc: o
2

= E(X)
2

-

ngha: Phng

sai o s

phn

tn

ca

cc

gi

tr

ca

X quanh

k

vng

ca

n.

Phng

sai

mu

c tnh nh

sau:
Phng

sai

v

Covariance (hip phng

sai)
= =
x
x P x X E rc ri X nu ) ( ) ( ) (
2 2 2
o
tc n li X nu )dx x f x X E ( ) ( ) (
2 2 2
o = =
}
+

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

=
2.3. o lng

s

bin

thin

v

tng

quan

VD: Cho

X l

s

xe

t c s

dng

vo

1 mc

ch

phc v o

to

ca 1 trng i hc. Gi

s

X c

phn

b:
Tm

EX v

DX
Gii:

= E(X) = 1. (0,3) + 2. (0,4) + 3. (0,3) = 2

Ch

: C

th

tnh

DX theo

cng

thc:

DX = EX
2

- (EX)
2
Phng

sai

v


sai)
X 1 2 3
P(x) 0,3 0,4 0,3

6 , 0 ) 3 , 0 ( ) 2 3 ( ) 4 , 0 ( ) 2 2 ( ) 3 , 0 ( ) 2 1 ( ) (
2 2 2
3
1
2
= + + = =
= i
Pi EX Xi DX
2.3. o lng

s

bin

thin

v

tng

quan
Hip phng

sai:

nh ngha: Cho (X, Y) l

2 bin ngu nhin, Covariance ca X
v Y c k hiu l

XY

v

tnh theo cng thc:

Nu EX =
X

, EY =
Y

, Covariance ca X v Y cn c th

tnh

theo

cng

thc:

o
XY

= E(XY) -

X

.
Y

i vi bin ngu

nhin

ri rc:

i vi bin ngu

nhin

lin

tc:
Phng

sai

v


sai)
)] )( [( EY Y EX X E
XY
= o
y x
y x y x
y x
y x Yf X y x f Y X Y X = =

) , ( ) , ( ) )( ( ) , cov(
y x y x
dxdy y x XYf dxdy y x f Y X Y X = =
} } } }

) , ( ) , ( ) )( ( ) , cov(
2.3. o lng

s

bin

thin

v

tng

quan
H

s

tng

quan:

kho st s

ph

thuc hay mc c lp ca

2 bin ngu

nhin

X, Y v

khc phc nhc

im ca hip phng

sai

l

ph

thuc vo n v o lng, ngi ta s

dng

h

s

tng

quan

c

nh

ngha nh

sau:

H

s

tng

quan

o lng

mi

quan

h

tuyn tnh gia hai bin.

s

nhn gi tr

nm gia

-1 v

1. Nu

= -1 th

mi

quan

h

l

nghch

bin

hon

ho, nu

= 1 th

mi quan h

l

ng

bin

hon

ho.
Phng

sai

v


sai)
1 0 s s
XY
Y X
XY
y x
xy
Y X
Y X
Y X
o o
o
=
o o
= =
) , cov(
) var( ) var(
) , cov(
2.3. o lng

s

bin

thin

v

tng

quan
Mt s

qui tc ca Phng

sai:

Qui tc 1:
Nu

Y

= V

+ W, Var(Y) = Var(V) + Var(W) + 2Cov(V, W)

Qui tc 2:
Nu

Y

= bZ, trong

b

l

hng

s, Var(Y) = b
2
Var(Z)

Qui tc 3:
Nu

Y

= b, trong

b

l

hng

s, Var(Y) = 0

Qui tc 4:
Nu

Y

= V

+ b, trong

b

l

hng

s, Var(Y) = Var(V)
Phng

sai

v


sai)
2.3. o lng

s

bin

thin

v

tng

quan
Mt s

qui tc ca

Covariance:

Qui tc 1:
Nu

Y

= V

+ W, Cov(X, Y) = Cov(X, V) + Cov(X, W)

Qui tc 2:
Nu

Y

= bZ, trong

b

l

hng

s, Cov(X, Y) = Cov(X, bZ) =
bCov(X, Z)

Qui tc 3:
Nu

Y

= b, trong

b

l

hng

s, Cov(X, Y) = Cov(X, b) = 0
Phng

sai

v


sai)
2.4. Phn

phi xc sut
Khi

nim

Mi bin ngu

nhin

to ra mt

phn

phi xc sut, phn

phi

ny

cha hu ht

cc

thng

tin quan

trng

v

bin ngu

nhin

.
Nu

X

l

mt bin ngu

nhin, phn

phi xc sut tng

ng

gn

cho

on [a, b] mt xc sut P[a

b], ngha l, xc sut m

bin

X

s

ly gi tr

trong

on [a, b].

Phn

phi xc sut ca bin

X

c

th c m t

bi

hm

phn

phi tch ly (cumulative distribution function) F(x) c

nh

ngha nh

sau:
F(x) = P [ X

x

]
2.4. Phn

phi xc sut

Mt

phn

phi

c gi l ri rc

nu

hm

phn

phi

tch

ly

ca n bao gm mt

dy

cc

bc nhy hu hn, ngha l n

sinh

ra

t

mt bin ngu

nhin

ri rc

X: mt bin ch

c

th

nhn

gi

tr

trong

mt tp hp hu hn hoc

m

c nht

nh. Mt

phn

phi

c gi l lin

tc

nu

hm

phn

phi

tch

ly ca n l hm lin tc, khi

n sinh ra t

mt bin ngu

nhin

X

m

P[X

= x

] = 0 vi mi

x

thuc

R. Phn

phi

lin

tc

cn

c

th c biu din bng

hm

mt

xc

sut nh

sau:
Khi

nim
}
= < <
b
a
f(x)dx b) x P(a
2.4. Phn

phi xc sut
Khi

nim-

v

d

phn

phi xc sut ri rc
Th

d
Trong

th

nghim thy

1 con xc

xc, ta

c:
P(X=1) = P(X=2) =

= P(X=6) = 1/6
=> Hm

xc

sut

l: PX(x) = P(X=x) = 1/6 vi

x =1, 2, 3, 4, 5, 6

1 2 3 4 5 6
Xanh
1

2 3 4 5 6 7
2

3 4 5 6 7 8
3

4 5 6 7 8 9
4

5 6 7 8 9 10
5

6 7 8 9 10 11
6

7

8

9

10

11

12
X f p
2

1

1/36
3

2

2/36
4

3

3/36
5

4

4/36
6

5

5/36
7

6

6/36
8

5

5/36
9

4

4/36
10

3

3/36
11

2

2/36
12

1

1/36
2.4. Phn

phi xc sut
Khi

nim-

v

d

phn

phi xc sut ri rc
Phn phi c th hin bng th. Trong v d ny n i xng,
xc sut xy ra cao nht i vi X bng 7.
6
__
36
5
__
36
4
__
36
3
__
36
2
__
36
2
__
36
3
__
36
5
__
36
4
__
36
Xc xut
2 3 4 5 6 7 8 9 10 11 12 X
1
36
1
36
2.4. Phn

phi xc sut
Khi

nim-

v

d

phn

phi xc sut

lin

tc
a b
x
f(x)
P a x b (
)
Phn

phi xc sut ca

X trong

khong

a, b
P a x b (
)
< <
=
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
1.

Uniform Distribution/ Phn

phi

u lin tc
2.

Normal Distribution/ Phn

phi chun
3.

z-Distribution/ Phn

phi chun ho
4.

t-Distribution/ Phn

phi T
5.

F-Distribution/ Phn

phi F
6.

Chi-Square Distribution/ Phn

phi

chi bnh

phng
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
1.


phi

u lin tc

Phn phi u lin tc

l

mt phn phi m

xc sut xy ra
nh nhau cho mi kt cc ca bin ngu nhin lin tc. Phn
phi u lin tc i khi cn c gi l

phn phi hnh ch

nht

v

khi biu din bng hnh v

s

c

dng hnh ch

nht.
x
min
x
max
x
f(x)
Tng

xc

sut trong ton

b

min hnh ch

nht

bng

1.0
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
1.


phi

u lin tc

Hm mt

xc sut

ca mt phn phi u lin tc c

dng:
Trong

: x l

bin ngu

nhin

lin

tc, a l

gi

tr

cc tiu, b l

gi

tr

cc

i.
Gi tr

k

vng

l: Phng

sai

l:
b hay x a x ; 0
b x a ;
a b
1
> <
s s
f(x) =
2
b a
+
=
12
a) - (b
2
2
=
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
1.


phi

u lin tc

V

d: Phn

phi xc sut

trong

khong

2

x

6:
2 6
.25
f(x) = = .25 vi 2

x

6
6 -

2
1
x
f(x)
4
2
6 2
2
b a
=
+
=
+
=
1.333
12
2) - (6
12
a) - (b
2 2
2
= = =
2.4. Phn

phi xc sut
1.


phi

u lin tc

V

d: Lng

xng

bn

hng

ngy

mt ca hng ti thiu

l

2,000 lt

v

ti

a

l

5,000 lt, Tm

xc

sut

bn

trong

ngy

nm

trong

khong

2,500 n

3,000 lt.
C

ngha l: Tm P(2,500

X

3,000)

?

Gii:
=> Xc

sut

bn

mt

ngy

trong

khong

2,500 n

3,000 lt

l

17%
Mt s

phn

phi xc sut thng

dng
f(x)
x 5,000 2,000
1667 . 0
000 , 3
1
* ) 500 , 2 000 , 3 ( ) 000 , 3 500 , 2 ( = = s s X P
2.4. Phn

phi xc sut
2. Normal Distribution/ Phn

phi chun

Phn

phi chun, cn

gi

l

phn

phi

Gauss, l

mt

phn

phi

xc

sut cc k quan trng

trong

nhiu lnh

vc. N

l

h

phn

phi c dng

tng

qut

ging

nhau, ch

khc

tham

s

v

tr

(gi

tr

trung

bnh

) v

t

l

(phng

sai

2
).

Hm

phn

phi

c xc nh

nh

sau:
Mt s

phn

phi xc sut thng

dng
2 2
/2 ) (x
e
2
1
f(x)

o
=
Trong

:

e = 2.71828

= 3.14159

= gi

tr

k

vng

=

lch

chun

x = Gi

tr

bt k

ca bin,

< x <
2.4. Phn

phi xc sut

phi chun
Mt s

phn

phi xc sut thng

dng
x
f(x)
Thay

i

, phn

phi s

dch

chuyn

sang phi hoc tri.
Thay

i

s

lm

tng

hoc

gim

rng

ca

phn

phi.
K

hiu phn phi chun ) N( ~ X
2
,
2.4. Phn

phi xc sut

phi chun
Phn

phi chun c phng

sai

bng

nhau

nhng

k

vng

khc

nhau
Mt s

phn

phi xc sut thng

dng
-
-
10
10
0
0
20
20
x
x
2.4. Phn

phi xc sut

phi chun
Phn

phi chun c phng

sai

khc

nhau

nhng

k

vng

bng

nhau
Mt s

phn

phi xc sut thng

dng
o
o
= 15
= 15
o
o
= 25
= 25
x
x
2.4. Phn

phi xc sut

phi chun

Tnh

cht ca

phn

phi chun

Hm

mt

xc

sut ca

i xng

quanh

gi

tr

trung

bnh.

Xp x

68% din tch di

ng

phn

phi

(pdf-probability
density function) nm

trong

khong

, xp x

95% din

tch

nm di

ng

pdf

nm

trong

khong

2, v

xp x

99,7%
din tch nm di

ng

pdf

nm

trong

khong

3.

nh

l

gii hn trung tm 1: Mt kt hp tuyn tnh cc bin c

phn

phi chun,, trong

mt s iu kin xc nh

cng

l

mt

phn

phi chun. V

d

X
1

v

X
2

l

2 bin ngu

nhin

c

phn

phi chun th Y =aX
1

+bX
2

vi a v b l hng

s

c

phn

phi

Y~N[(a
1

+b
2

),(a
1
2
+b
2
2
)].

nh

l

gii hn trung tm 2: Di

iu kin xc nh, gi

tr

trung

bnh

mu ca cc mt bin ngu

nhin

s

gn nh

tun

theo

phn

phi chun.
Mt s

phn

phi xc sut thng

dng
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
3. z-Distribution/ Phn

phi chun ho

Phn

phi chun

ha

(standard normal distribution) l

phn

phi chun vi gi tr

trung

bnh

bng

0 v

phng

sai

bng

1.
Nu

t Z = (X-)/

th

ta

c

Z~N(0,1). Z gi l bin chun ho

v

N(0,1) c gi

l

phn

phi chun ho
1) N(0 ~ Z ,
X
Z

=
Z
f(Z)
0
1
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
4. Chi-Square Distribution/ Phn

phi chi-bnh phng

Gi

s

z
1

, z
2

, ... z
k

l

k bin ngu nhin c lp thng

k

v

c

phn

phi chun

ho. Ngi ta ni rng

tng

bnh

phng

ca

cc

bin ngu

nhin

s

tun

theo

phn

phi

Chi-bnh

phng

vi n l bc t

do. c k hiu l: (_
2
).
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
4. Chi-Square Distribution/ Phn

phi chi-bnh phng

Tnh

cht ca phn phi

Chi-bnh

phng.

Phn

phi

chi bnh

phng

bt

u t

gc ta

, lch

v

pha

bn

tri

v

c

ui

di

v

tn v

pha

phi. Khi

bc t

do tng

dn

th

phn

phi

_
2

tin gn

n

phn

phi chun.

= k v

2

= 2k

hay tng

ca hai bin c phn phi

_
2

cng

c

phn

phi

_
2

vi s

bc t

do bng

tng

cc

bc t
do.
2
2 k 1 k
2
2 k
2
1 k +
_ = _ + _
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
5. t-Distribution/ Phn

phi T

Nu

Z~N(0,1) v

_
2

c

phn

phi

Chi-bnh

phng

th
tun

theo

phn

phi

Student (phn

phi T) vi k bc t

do.

Phn

phi T c dng

nh

phn

phi chun

ho, phn

phi T c

ui

dy hn so

vi

phn

phi chun

ho, khi k tin n v hn

th

phn

phi T tin dn n

phn

phi chun

ho.

= 0 v

2

= k/(k-2) >1.

Khi bit mt bin ngu

nhin

no

tun

theo

phn

phi t,

chng

ta c

th

trnh

by

xc

sut nh

sau:
P(t(k,/2)

tk

t(k,1-/2))=1-

k /
Z
t
2
k
) k (
_
=
2.4. Phn

phi xc sut
Mt s

phn

phi xc sut thng

dng
5. t-Distribution/ Phn

phi T
Ph
Ph
n
n

ph
ph
i
i
chu
chu
n
n

ho
ho
Ph
Ph
n
n

ph
ph
i
i

t
t
(
(
b
b
c
c

t
t

do
do
b
b
ng
ng

20
20
)
)
Phn
Phn

ph
ph
i
i

t
t
(
(
b
b
c
c

t
t

do
do
b
b
ng
ng

10)
10)
0
0
z
z
,
,
t
t
2.4. Phn

phi xc sut
6. F-Distribution/ Phn

phi F

Phn

phi

F, l

phn

phi ca t

l

gia hai bin ngu

nhin

c

phn

phi

chi-bnh

phng

Phn

phi F lch

v

bn

tri, khi

bc t

do k
1

v

k
2

ln, phn

phi F tin

n phn phi chun.

= k
2

/(k
2

-2) vi

iu kin k
2

>2

Lu : Khi

bc t

do

ln

th

cc

phn

phi

_
2
, phn

phi

T v

phn

phi

F tin

n phn phi chun. Cc

phn

phi

ny

c gi l phn phi c

lin

quan

n

phn

phi chun
Mt s

phn

phi xc sut thng

dng
2
2
2
1
2
1
) 2 , 1 (
k
k
F
k
k
k k
_
_
=
2.5. c lng

thng

k
c lng
c lng

(Estimator) v

hm c lng

L

bin ngu

nhin

hay

cc

tham

s

thng

k

ca mu c

dng
c lng

cc

tham

s

thng

k

cha bit ca tp hp

chnh.

c lng

ca tham s

thng

k

ca tp hp

chnh c k

hiu l

Da vo mu {x
1

,x
2

...,x
n

} ngi ta lp ra Hm:
= (x
1

,x
2

,....,x
n

) c lng

cho

. c gi l hm c
lng

ca

hay

gi tt l c lng

ca

.

ch

ph

thuc

vo

gi

tr

quan

st

x
1

, x
2

, ... ,x
n

ch

khng

ph

thuc

vo

cc

tham

s

cha bit

ca tp hp

chnh.
u

2.5. c lng

thng

k
Gi

tr c lng

(Estimate) hay

cn

gi l gi tr c lng im

L

gi

tr

c

th

ca c lng

v c xem nh

gi

tr c
lng

ca tham s

thng

k

ca tp hp

chnh.
c lng

im
u
Tham s thng k v
tp hp chnh
(Population Parameter)
c lng (Estimation) Gi tr c lng
Estimate (Point
estimate)
S trung bnh
X
Phng sai
2
x
o
2
x
S
lch chun
x

S
x

T l p
f

2.5. c lng

thng

k
c lng

khng

chch:

c lng

c gi l c lng

khng

chch

ca tham s

thng

k

nu k

vng

ca l
E ( ) =
c lng

im
u

Th d
E( X ) = => X l c lng khng chch ca
E(
2
x
S ) =
2
x
o =>
2
x
S l c lng khng chch cu
2
x
o
E ( f
) = p => f
l c lng khng chch ca p

2.5. c lng

thng

k
c lng

hiu qu

tt nht:

Gi

1

v

2

l

2 c lng

khng

chch

ca

da trn s

lng

ca mu quan st ging

nhau
1

c gi l hiu qu

hn

2

nu: Var

(
1

) < Var

(
2

)

Nu l c lng

khng

chch

ca

v

nu

khng

c

mt

c

lng

khng

chch no c phng

sai

nh

hn phng

sai

ca th

uc gi l c lng

tt nht

(Best Estimator) hay cn

gi l c

lng

khng

chch

c

phng

sai

nh

nht ca

(Minimum Variance
Unbiased Estimator of )
c lng

im
u
Hiu qu tng i =
)
(
)
(
1
2
u
u
Var
Var

2.5. c lng

thng

k
c lng

im
2.5. c lng

thng

k
a) c lng

khong

v

gi

tr c lng

khong
(Interval Estimator And Interval Estimate).

c lng

khong: c lng

khong

i vi tham s

thng

k

ca tp hp

chnh

l

mt

quy

tc da

trn

thng

tin ca mu

xc

nh

min

(Range)
hay khong

(Interval) m

tham

s hu nh

nm trong .

Ga

tr c lng

khong: l

gi

tr

c

th

ca min

hay khong

m

tham

s

nm

trong

.
b) Khong

tin cy v

tin cy

(Confidence Interval and Level of Confidence)

Gi

l

tham

s

thng

k

cha bit. Gi

s

da

trn

thng

tin ca mu ta c

th

xc

nh

c 2 bin ngu

nhin

A v

B sao

cho
P (A <

< B) = 1 -

o

vi 0 < o

< 1

Nu

gi

tr

c

th

ca bin ngu

nhin

A v

B l

a v

b th

khong

(a,b) t

a
n b c gi l khong

tin cy ca

vi xc sut l (1 - o)

Xc

sut (1 - o) c gi l

tin cy ca

khong.

Ghi

ch:

Trong

thc t,

tin cy (1-o) do nh

thng

k

chn

theo

yu

cu ca

mnh, thng

thng

tin cy

c chn

l

0,90; 0,95; 0,99...

o l

xc

sut sai lm khi chn khong

tin cy (a, b)
Khong

tin cy
2.5. c lng

thng

k
c) c lng

khong

cho

k

vng

tham

s trong

phn

phi

chun N(,
2
)
Cho

mu ngu

nhin

(X1, X2, ..., Xn) ca LNN X c

phn

phi

chun N(,
2
), khong

c lng

ca tham s

c tnh nh

sau:

Trng

hp

2

bit: Khong

c lng

ca tham s vi

tin cy 1 - o

l
Trong

: x
o

l

s c tra t

bng

phn

phi chun tc N(0, 1) sao

cho

F(x
o

) = 1 -

o /2 (s

dng

hm

MS-Excel: x
a

= NORMSINV(1 -

a/2)).
Khong

tin cy
X x X x
n n
o o
o o
< < +
2.5. c lng

thng

k

Trng

hp

2

cha bit: Khong

c lng

ca tham s vi

tin cy 1 - o

l
Trong

: nu n

30 th ta tra ging

x
o

trn; nu n < 30 th ta tra trong

bng

phn

phi

Student vi n - 1 bc t

do (bng

2 pha) v

mc ngha

o,
(s

dng

hm

MS-Excel: t
o

=

TINV(o , n -1))
Khong

tin cy
* *
( ) ( )
n n
S X S X
X t X t
n n
o o
< < +
*2 2
1
1
( ) ( )
1
n
n i
i
S X X X
n
=
=

2.5. c lng

thng

k

Bng

tra

phn

phi T
Khong

tin cy
Gii hn trn
df .25 .10
.05
1 1.000 3.078 6.314
2
0.817 1.886 2.920
3 0.765 1.638 2.353
t
0
2.920
t

Values
Khi: n = 3
df

= n

- 1 = 2
o

= .10

o/2 =.05
o/2 = .05
2.5. c lng

thng

k
Tng

hp

cc

phn

phi s

dng

trong

c lng
n
n
>
>

30 ?
30 ?
Bi
Bi
t
t

?
?
Phn
Phn

ph
ph
i
i
x
x
p
p

x
x
chu
chu
n
n
?
?
Bi
Bi
t
t

?
?
S
S

d
d
ng
ng
c
c

l
l
ng
ng

s
s
S
S

d
d
ng
ng
c
c

l
l
ng
ng

s
s
Tng
Tng

n
n
ln
ln

>
>

30
30
ng
ng
ng
ng
ng
ng
ng
ng
Sai
Sai
Sai
Sai
Sai
Sai
Sai
Sai
/2
x z
n
o
o
/2
x z
n
o
o
/2
s
x z
n
o
/2
s
x z
n
o
/2
s
x t
n
o
/2
s
x t
n
o
o
/2
x z
n
o
o
/2
x z
n
2.5. c lng

thng

k

V

d

1: Tm

khong

c lng

ca k

vng

vi

tin cy 0,95 ca
LNN X c

phn

phi chun nu bit

trung

bnh

mu

l

14,

lch

bnh

phng

trung

bnh

l

5 v

kch

thc mu

l

25.
Gii:
Trng

hp ny cho bit

lch

bnh

phng

trung

bnh

l

5 tc l

bit phng

sai, ta

c:
Khong

tin cy-

V

d
0, 05 ( ) 1 0, 975 (0, 975) 1, 96
2
5 5
14 1, 96 14 1, 96
25 25
12, 4 15, 96
F x x NORMSINV
X x X x
n n
o o
o o
o
o
o o

= = = = =
< < + < < +
< <
2.5. c lng

thng

k

V

d

2: Tm

khong

c lng

ca k

vng

vi

tin cy 0,95 ca
LNN X c

phn

phi chun, kch

thc mu

l

25 v

gi

s

tm

c

trung

bnh

mu l 14, phng

sai

mu

iu chnh

l

9 .
Gii:
Trng

hp ny ch

bit phng

sai

mu

iu chnh

l

9 tc

l

khng

bit phng

sai, ta

c:
Khong

tin cy-

V

d
236 , 15 764 , 12
25
3
06 , 2 14
25
3
06 , 2 14
06 , 2 ) 24 , 05 , 0 ( ; 3 ) ( 9 ) ( ; 25 ; 05 , 0
* *
* 2 *
< <
+ < < < <
= = = = = =

o
o o
o
n
S
t X
n
S
t X
TINV t X S X S n
2.5. c lng

thng

k
1.

im

trung

bnh

mn

ton

ca 100 th sinh d

thi

vo

HBK

l

6 vi

lch

mu

iu chnh

l

2,5. Hy

c lng

im

trung

bnh

mn

ton

ca ton th

th

sinh

vi

tin

cy

95%.
2.

Tui th

ca 1 loi

bng

n

c bit

theo

quy

lut chun vi

lch

chun

100 gi. Chn ngu

nhin

100 bng

th

nghim, thy

mi bng tui th

trung

bnh

l

1000 gi. Hy

c lng

tui th

trung

bnh

ca bng n

x

nghip A sn xut vi

tin

cy 95%.
3.

iu tra nng

sut

la

trn

din

tch

100ha

mt vng ta c bng

s

liu sau:
Nng sut (tn)

21 24 25 26 28 32 34
Din

tch

(ha)

10 20 30 15 10 10 5
Hy

c lng

nng

sut la trung bnh ca

vng

vi

tin

cy

95%.
Khong

tin cy-

Bi

tp
2.6. Kim

nh

gi

thit thng

k

Gi

thuyt thng k l

mt gi

s

hay mt pht biu c

th ng, c
th sai lin quan n tham

s, lut phn phi

hay tnh

cht ca bin
ngu

nhin. Khi thc hin kim nh, ngi ta thit lp cp gi

thit
thng k, Gi

thuyt khng v

gi

thuyt ngc li (gi

thit i).

Gi

thuyt khng: l

s

gi

s

m

chng ta mun kim nh
thng c k hiu l

H
0

.

Gi

thuyt ngc li: Vic bc b

gi

thuyt khng s

dn n
vic chp nhn gi

thuyt ngc li. Gi

thuyt ngc li
thng c k hiu l

H
1

.
V

d:
H
0

:

= 0.5
H
1

:

= 0.5
Nguyn

l

c

bn
2.6. Kim

nh

gi

thit thng

k

Tt c

cc gi

tr

c

th

c

ca cc i lng thng k trong kim
nh c

th

chia lm 2 min: min bc b

v

min chp nhn.

Gi

tr chia i hai min c gi l

gi

tr

gii hn (Critical
value)

Min bc b

l

min cha cc gi

tr

lm cho gi

thuyt Ho b

bc b.

Min chp nhn l

min cha cc gi

tr

gip cho gi

thuyt Ho khng b

bc b.

Gi

thit khng v

gi

thit i c

th

l

gi

thit n hay gi

thit kp. Mt gi

thit c gi l n nu n a ra 1 gi

tr

c

th

cho tham s

(v

d

H
0

:|=0.5). Mt gi

thit c gi l

kp
nu n a ra mt khong gi

tr

ca phn b

xc sut (v

d

H
0

:
| > 0.5). Lin quan n vn

ny ngi ta c

kim nh hai
pha v

kim nh mt pha.
Nguyn

l

c

bn
2.6. Kim

nh

gi

thit thng

k

Vic kim

nh

c thc hin

theo

cc

bc nh

sau:

B1: Lp 1 mu ngu

nhin

(X1, X2, X3, , Xn) cho

bnn

X.

B2: Tm

mt

hm

G = f((X1, X2, X3, , Xn, Z), sao

cho

lut

phn

b

ca hm G bit. (Z l

thng

s

lin

quan

n gi

thit

cn kim

nh).

B3: Tm

mt min Wo

sao

cho

xc

sut

gi

tr

ca hm G ri

vo

min ny ng

bng

o

vi 0<o<1 v

sao

cho

trong

mt php th

rt kh c th

thu

c

gi

tr

hm

G ri vo min

Wo.

B4: Ly mt mu c

th

(X1, X2, X3, , Xn) tnh

gi

tr

ca hm

G cho

mu ny: g
0

= G
0

(X1, X2, X3, , Xn)

Khi

c cc trng

hp:

TH1: g
0

thuc Wo => bc

b

gi

thit H
0

mc

ngha

o

TH2: g
0

khng

thuc Wo => khng

c

c

s

bc

b

gi

thit H
0

(chp nhn).
Nguyn

l

c

bn
2.6. Kim

nh

gi

thit thng

k

Min bc b

v

min chp nhn H
0
Nguyn

l

c

bn
H
0

:

>

3.5
H
1

: < 3.5
0
0
0
H
0

: s

3.5
H
1

: > 3.5
H
0

: = 3.5
H
1

: =

3.5
o
o
o/2
Min bc b
Min chp nhn
Gi

tr

ti hn
2.6. Kim

nh

gi

thit thng

k

Kim

nh

1 pha

cho

trung

bnh

ca tng

th

Gi nh:

Tng

th

c

phn

phi chun.

Gi

thit

khng

l

hoc

Phng

sai

bit (
2

bit)

Thng

k

kim

nh: s

dng

phn

phi Z
Cc

kim

nh

thng

dng
/
X
Z
n
o

=
2.6. Kim

nh

gi

thit thng

k

Kim

nh

1 pha

cho

trung

bnh

ca tng

th
Cc

kim

nh

thng

dng
Z
0
Bc

b

H
0
Z
0
Bc

b

H
0
H
0

: >
0

H
1

: <
0
H
0

: s
0

H
1

: >
0
o o
Min bc b Min chp nhn
2.6. Kim

nh

gi

thit thng

k

Kim

nh

1 pha

cho

trung

bnh

ca tng

th: V

d
Cc

kim

nh

thng

dng
368 gm.
H
0

: s 368
H
1

: > 368
X

kim tra xem trng

lng

trung

bnh

ca hp ng

cc c

nhiu hn

368 grams hay
khng? Ngi ta ly mu

25
hp v thy rng

trng

lng

trung

bnh

bng

372.5. Cng

ty

xc

nh

lch

chun cho

php

l

= 15 grams. Hy

thc

hin kim

nh

vi

o

= 0.05
2.6. Kim

nh

gi

thit thng

k
Cc

kim

nh

thng

dng
Z 0
1.645
.05
Min

bc

b
1.50
X
368
X
=
372.5
0
: 368 H s
1
: 368 H >
Min chp nhn
1.50
X
Z
n
o

= =
Kt lun?
2.6. Kim

nh

gi

thit thng

k
Cc

kim

nh

thng

dng

Kim

nh

2 pha

cho

trung

bnh

ca tng

th: V

d
368 gm.
X
H
0

: = 368
H
1

: =

368

kim tra xem trng

lng

trung

bnh

ca hp ng

cc c

bng

368 grams hay khng?
Ngi ta ly mu

25 hp v

thy rng

trng

lng

trung

bnh

bng

372.5. Cng

ty

xc

nh

lch

chun

cho

php

l

= 15 grams. Hy

thc hin

kim

nh

vi

o

= 0.05
2.6. Kim

nh

gi

thit thng

k
Cc

kim

nh

thng

dng
Z 0
1.96
.025
Reject
-1.96
.025
1.50
X
368
X
=
372.5
Reject
0
: 368 H =
1
: 368 H =
372.5 368
1.50
15
25
X
Z
n
o

= = =
Kt lun?
2.6. Kim

nh

gi

thit thng

k
Cc

kim

nh

thng

dng

Trng

hp kim

nh

cho

trung

bnh

ca tng

th

khi

cha bit

phng

sai

(hay

lch

chun), ta

s

s

dng

thng

k

T.

Vic kim

nh

cho

phng

sai

ca tng

th

ta

s

s

dng

thng

k

_
2

v

thc hin tng

t.
Chng

3
PHN TCH HI QUI
Ni

dung
3.1. Khi

nim

phn

tch

hi

qui
3.2. M

hnh

hi

qui n bin
3.3. M

hnh

hi

qui a bin
3.1. Khi

nim phn tch hi qui

Phn

tch

hi

quy

l

tm

quan

h

ph

thuc ca mt bin, c

gi l bin ph

thuc vo mt hoc

nhiu bin

khc, c gi l

bin

c lp nhm mc

ch

c lng

hoc

tin

on

gi

tr

k

vng

ca bin ph

thuc

khi

bit trc gi tr

ca bin

c lp.

V

d: Khi

chng

ta

c

gng

gii

thch

chi tiu

dng

ca mi

ngi, chng ta c th

s

dng

cc

bin gii

thch

l

thu

nhp v

tui.

d on

kh

nng

mt hc sinh cui cp

trung

hc

ph

thng

vo

i hc, chng

ta

c

th

xem

xt

n

im

cc

bi

kim

tra, trnh

gio

dc ca

cha m

cng

nh

thu

nhp ca

gia

nh

anh

ta
Khi

nim phn tch hi

qui
3.1. Khi

nim phn tch hi qui

Hm

hi quy tng

th

(PRF):

E(Y/X=X
i

) = |
1

+ |
2

X

i vi mt quan st c

th

th

gi

tr

bin ph

thuc lch

khi k

vng

ton, vy:
Y
i

= |
1

+ |
2

X
i

+ u
i
Trong

:

|
1

v

|
2

l

cc

tham

s

ca m hnh

ui

l

Sai

s

ca hi

quy

hay cn

c gi l nhiu ngu

nhin. Nhiu

ngu

nhin

hnh

thnh

c

th

do: B

st

bin gii

thch, Sai

s

khi

o

lng

bin ph

thuc, Cc

tc

ng

khng

tin

on

c

hay Dng

hm

hi

quy

khng

ph

hp.
Hi

qui tng

th

v

hi

qui mu
3.1. Khi

nim phn tch hi qui

Hm

hi quy mu (SRF):

Trong

thc t

him

khi

chng

c

s

liu ca tng

th

m

ch

c

s

liu mu. Chng

ta

phi s

dng

d

liu mu

c

lng

hm

hi quy tng

th.

Hm

hi quy mu

c biu din:
Trong

:

l

c lng

ca gi tr

trung

bnh

ca Y i vi bin X bit

l

c lng

ca

l

c lng

ca

2
Hi

qui tng

th

v

hi

qui mu
i i
X Y
2 1

| + | =
Y
|
2
|
3.1. Khi

nim phn tch hi qui

Dng

Hm

Tuyn

tnh

:
Mt s

dng

hm

c

bn

trong

phn

tch

hi qui
u

im ca dng

hm

tuyn

tnh

l

tnh

n gin ca

n. Mi ln

X

tng

thm

mt

n v

th

Y

tng

thm

2

n v. Nhc

im ca

dng

hm

tuyn tnh cng

chnh

l

tnh

n gin ca

n, bt c

lc

no

tc

ng

ca

X

ph

thuc vo

cc

gi

tr

ca

X

hoc

Y, th

dng

hm

tuyn tnh khng th

l

dng

hm

ph

hp.
Dng

hm

ny

c

phng

trnh:
Y
i

=
1

+
2

X
i

+ u
i
3.1. Khi

nim phn tch hi qui

Dng

Hm

Bc hai :
Mt s

dng

hm

c

bn

trong

phn

tch

hi qui
Dng

hm

ny

c

phng

trnh:
Y
i

=
1

+
2

X
i

+
3

X
i
2

+ u
i
Khi

X

tng

thm

mt

n v

th

Y

tng

thm

2

+ 2
3

X
i

n v.
Nu

3

> 0, th

khi

X

tng

ln,
tc

ng

b

sung ca

X

n

Y

cng

tng

ln; nu

3

<0, th

khi

X

tng

ln, tc

ng

b

sung
ca

X

n

Y

gim xung. Nu

bn c ng

biu din

chi ph

th

chi ph

bin

(tc l s n v

m

C

tng

ln

khi

Q

tng

ln

thm

mt

n v) s

l

MC=
2

+ 2
3

Q
3.1. Khi

nim phn tch hi qui

Dng

Hm

Logart

:
Mt s

dng

hm

c

bn

trong

phn

tch

hi qui
Dng

hm

ny

c

phng

trnh:
lnY
i

=
1

+
2

lnX
i

+ u
i
Gii

thch

dng

hm

ny

l

nu

X

thay

i 1% th Y

s

thay

i

2

%; y

l

tnh

cht

c bit

ca quan h

logart.
Hm

Cobb-Douglas c

dng:
Y =
1

K
2

L
3
e
u
3.1. Khi

nim phn tch hi qui

Dng

Hm

bn-lgart

(Semilog):
Mt s

dng

hm

c

bn

trong

phn

tch

hi qui
Dng

hm

ny

c

phng

trnh:
Y
i

=
1

+
2

lnX
i

+ u
i
Nu

X

tng

thm

1 n v

th

Y

tng

thm

[
2

*100] %. Mt s

ng

dng

hu

ch

cho

dng

hm

ny. V

d, quan

h

gia

tin lng

v

trnh

gio

dc.
Dng

hm

ny

c

phng

trnh:
lnY
i

=
1

+
2

X
i

+ u
i
Khi

X

tng

1%, th

Y

tng

[
2

/100] n v.
3.1. Khi

nim phn tch hi qui

Dng

Hm

Nghch

o:
Mt s

dng

hm

c

bn

trong

phn

tch

hi qui
Dng

hm

ny

c

phng

trnh:
Y
i

=
1

+
2

(1/X
i

) + u
i
Dng

hm

nghch

o thng

c s

dng

khi

Y

v

X

u

dng

v

khi

ng

biu din

quan

h

gia

chng

dc

xung

(
1

>0 v

2

>0). Trong

trng

hp

ny, dng

hm

tuyn

tnh

khng

c tt bi

v

ng

biu din s

ct trc

ta

v

Y

s

tr

nn

m

i

vi

cc

gi

tr

X

ln.
3.1. Khi

nim phn tch hi qui

Tng

qut

:
Mt s

dng

hm

c

bn

trong

phn

tch

hi qui
Ta cng

c

th

kt hp vi dng

hm

khc

nhau

trong

mt hi qui,

v

d:
Y
i

=
1

+
2

(1/X
2

) +
3

ln X
3

+
4

X
4

+
5

X
4
2

+ u
i
nu ta lm th, ta

thng

phi

c

cc

l

do tha

ng

ngh

rng

hnh

dng

ca quan h

gia

Y

v

X
2

l

khc

vi

cc

hnh

dng

ca

quan

h

gia

Y

v

X
3

, v

Y

v

X
4

.
3.2. M

hnh

hi qui n
Phng

php

bnh

phng

nh

nht

y l

phng

php

c

a ra

bi

nh

ton

hc

c Carl
Friedrich Gauss, k

hiu

OLS (ordinary least squares). T

tng
ca phng

php

ny

l

cc tiu tng

bnh

phng

cc

phn d.
3.2. M

hnh

hi qui n
OLS-

Hi

qui n

Hm

hi qui mu:
t
Ta thy rng

cc

tham

s

qui mu s

l

nghim ca h

thng

phng

trnh

sau
(1)
(2)
T

(1) =>
2
2 1
2
)

( ) (
i i
i
i i
i
x y y y L | | =

=
i i
x y
2 1

| | + =
= =
i
i 2 1 i
1
0 ) x

y ( 2
L
| |
| c
c
= =
i
i 2 1 i i
2
0 ) x

y ( x 2
L
| |
| c
c
0 x

n y 0 ) x

y (
i
i 2 1
i
i i 2 1 i
i
= =

| | | |
3.2. M

hnh

hi qui n

t
Do vy ta c th

vit: hay
T

(2) =>
Do vy:
OLS-

Hi

qui n
y n y
i
=
x n x
i
=
0

2 1
= x n n y n | | 0

2 1
= x y | |
=
i
i i i
x y x 0 )

(
2 1
| |

= +
= +
= +
i
i i i
i
i i i i i
i
i i i
x x n x y n y x
x x x x y y x
x x y y x
0

0

0 )

(
2
2
2
2
2
2 2
2 2
| |
| |
| |
3.2. M

hnh

hi qui n

Suy

ra:

l

cc

c lng

ca

|
1

v

|
2

c tnh bng

phng

php

bnh

phng

nh

nht-

c gi

l

cc

c lng

bnh

phng

nh

nht
OLS-

Hi

qui n
x
&
) x x (
) y y )( x x (
x n x
y x n y x
2 1
2
i
i i
2 2
i
i i
2
| | | =
2 1
| |
3.2. M

hnh

hi qui n
Cc

gi

thit

Phng php bnh phng nh

nht (OLS) l phng php rt ng tin cy
trong vic c lng cc tham s

ca m hnh, tuy nhin m hnh c lng
phi tho

mn cc

gi

thit. Khi tho

mn cc gi

thit, c lng bnh
phng nh

nht (OLS) l c lng tuyn tnh khng chch c

hiu qu

nht
trong cc c lng. V

th phng php OLS a ra c Lng Khng
chch Tuyn Tnh Tt Nht (BLUE).

Kt qu

ny c gi l

nh l
GaussMarkov, Cc gi

thit nh sau.

Gi

thit
1. E(u
i

) = 0

K

vng

ca

cc

yu t

ngu nhin u
i

bng

0
2. Var

(u
i

) = o
2

Phng

sai

bng

nhau

vi mi u
i
3. Cov

(u
i

,u
j

)=0

Khng

c

s

tng

quan

gia

cc

u
i
4. Cov

(u
i

,x
i

)=0

U v

X khng

tng

quan

vi

nhau
5. u
i

Phn

phi chun
OLS-

Hi

qui n
3.2. M

hnh

hi qui n
Phng

sai

bng

nhau
OLS-

Hi

qui n
.
.
x
1
x
2
E(y|x) = |
1
+ |
2
x
y
f(y|x)
3.2. M

hnh

hi qui n
Phng

sai

khng

bng

nhau
OLS-

Hi

qui n
.
x x
1
x
2
y
f(y|x)
x
3
.
.
E(y|x) = |
1
+ |
2
x
3.2. M

hnh

hi qui n

T

cng

thc xc nh

cc

tham

s

ca mu, ta

d

dng

tnh

c:

Trong

:

Trong

cc

cng

thc trn,
2

cha bit,
2

c
c lng

bng

c lng

khng

chch

ca n l:
N

chnh

l

lch

chun ca

cc

gi

tr

Y quanh

ng

hi

qui mu

chnh

xc

ca SRF
) (

) (
)
( se ;
) (
)
(
) (
)
( se ;
) (
)
(
2
2
2
1
2
2
2
1
2
2
2
2
2
i
i
i
i
i
i
i
u Var
x x n
x
x x n
x
Var
x x
x x
Var
=
o
o | o |
o
|
o
|
2
2
2
= o

n
e
i
3.2. M

hnh

hi qui n

c

th

bit m hnh gii thch c nh th

no hay bao nhiu
% bin ng ca bin ph

thuc, ngi ta s

dng R
2
Trong

:

TSS l

tng

bnh

phng

ca tt c

cc

sai

lch

gia cc gi tr

quan

st

Y
i

v

gi

tr

trung

bnh.

ESS: l

tng

bnh

phng

ca tt c

cc

sai

lch

gia cc gi tr

ca bin

ph

thuc Y nhn

c t

hm

hi

qui mu v gi tr

trung

bnh

ca

chng. Phn

ny

o

chnh

xc

ca

hm

hi qui

RSS: l

tng

bnh

phng

ca tt c

cc

sai

lch

gia cc gi tr

quan

st

Y v

cc

gi

tr

nhn

c t

hm

hi qui.

ph

hp ca m hnh
TSS TSS
R
y y
e
y y
y y
TSS TSS
i
i
i
i
RSS
1
ESS
) ( ) (
) (
RSS ESS
1
2
2
2
2
2
= =
= + =

3.2. M

hnh

hi qui n

T

s

gia tng

bin thin c gii thch bi m hnh cho tng

bnh

phng

cn

c gii thch c gi l h

s

xc

nh, hay
l

tr

thng

k

good of fit. T nh

ngha R
2

chng

ta

thy R
2

o t

l

hay s

% ca ton b

sai

lch

Y vi gi tr

trung

bnh

c gii thch bng

m

hnh. Khi

ngi ta s

dng

R
2

o

s

ph

hp ca hm hi

qui; 0

R
2

1

R
2

cao ngha l

m hnh c lng c gii thch c mt mc

cao bin ng ca bin ph

thuc.

Nu R
2

bng 0. Ngha l

m hnh khng a ra thng tin no v

bin ph

thuc v

d on tt nht v

gi

tr

ca bin ph

thuc l

gi

tr

trung bnh ca n. Cc bin "gii thch" thc s khng a
ra c mt gii thch no.

ph

hp ca m hnh
3.2. M

hnh

hi qui n

Vi cc gi

thit cho

phn trc (OLS)-

u
i

c

phn b

N(0,
2
). Nu tho

mn th ngi ta suy ra:

Vi

tin cy 1-o, ta

c

c lng

2 pha

nh

sau:
c lng

khong

tin cy ca

cc

|
j
2 - T(n ~
)
(
)
*
)
, (
j
j j
j
j j
j j j
Se Se
E
T
Var N
|
| |
=
|
| |
=
| | = |
o
|
| |
o o
= s
s 1 )) 2 n ( t
)
( Se
) 2 n ( t ( P
2 /
j
j j
2 /
| | )
( Se ) 2 n ( t
);
( Se ) 2 n ( t
j 2 / j j 2 / j
| | | |
o o
+
3.2. M

hnh

hi qui n

c lng

2 pha:
c lng

khong

tin cy ca

cc

|
j
3.2. M

hnh

hi qui n

C

th a ra gi

thit no

i vi

j

, chng

hn

j

=
j
*
.
Nu gi

thit ny ng

th:
2) - T(n ~
)
( Se
T
j
j j
|
| |
=
Kim

nh

cho

cc

|
j
Loi gi

thit Gi

thit H
0
Gi

thit

i H
1
Min bc b
Hai

pha
j

=
j
*

j

j
*
t >t
/2
(n-2)
Pha

phi
j

j
*

j

>
j
*
t >t

(n-2)
Pha

tri
j

j
*

j

<
j
*
t <-t

(n-2)
3.2. M

hnh

hi qui n

S

dng

p-value:
Kim

nh

cho

cc

|
j
o /2 =
.025
o /2 =
.025
0 0
T
o/2
= 1.96 T
o/2
= 1.96
T T
o /2 =
.025
o /2 =
.025
-T
o/2
= -1.96 -T
o/2
= -1.96
T = 2.74 T = 2.74 T = -2.74 T = -2.74
1/2
p-value
= .0031
1/2
p-value
= .0031
1/2
p-value
= .0031
1/2
p-value
= .0031
3.2. M

hnh

hi qui n

Intercept: Tung

gc

Coefficients : H

s

hi

quy

Standard Error : Sai

s

chun ca

c lng

h

s

t Stat : Tr

thng

k

t(n-2)

P-value : Gi

tr

p
Kt qu

hi

qui trn

Excel
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9901
R Square 0.9802
Adjusted R Square 0.9798
Standard Error 2.5471
Observations 51
ANOVA
df SS MS F Significance F
Regression 1 15750.3157 15750.3157 2427.7095 0.0000
Residual 49 317.8986 6.4877
Total 50 16068.2143
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%
Intercept 0.1765 0.4675 0.3775 0.7074 -0.7630 1.1160
income 0.1417 0.0029 49.2718 0.0000 0.1359 0.1474
3.2. M

hnh

hi qui n

C : Tung

gc; Coefficient : H

s

hi

quy

Std. Error : Sai

s

chun ca

c lng

h

s

t

Statistic : Tr

thng

k

t(n-k)

Prob: Gi

tr

p.

Bc

b

H
0

khi

/t-Statistic/ > t
o/2

hoc Prob < o.
Kt qu

hi

qui trn

Eviews
Dependent Variable: WAGE
Method: Least Squares
Included observations: 49
Variable Coefficient Std. Error t-Statistic Prob.
C 1120.247 241.4885 4.638923 0.0000
EDUC 112.4522 36.29650 3.098154 0.0033
R-squared 0.169590 Mean dependent var 1820.204
Adjusted R-squared 0.151922 S.D. dependent var 648.2687
S.E. of regression 596.9982 Akaike

info criterion 15.66167
Sum squared resid 16751120 Schwarz criterion 15.73888
Log likelihood -381.7108 F-statistic 9.598561
Durbin-Watson stat 1.582769 Prob(F-statistic) 0.003283
3.2. M

hnh

hi qui n

D

bo

gi

tr

trung

bnh

ca bin ph

thuc:

Gi

s

ta

bit rng

bin

c lp x v mt

gi

tr

x
0

no

m ta

cn

a ra cc kt lun v

gi

tr

trung

bnh

ca bin ph

thuc y,
th

ta

c:
E(ylx
0

)= E(
1

+
2

x
0

+ u
0

) =
1

+
2

x
0

Khi

ng

hi qui mu cho c lng

im E(ylx
0

):
0

l

c lng

khng

chch

c

phng

sai

nh

nht ca E(ylx
0

), tuy

nhin

0

vn

khc

gi

tr

thc ca n.
0

c

phn

b

chun vi k

vng

1

+
2

x
0

nn
D

bo
0 2 1 0
x

y
| | + =
2) - T(n ~
) y
( Se
) x ( y
T
0
0 2 1 0
| | +
=
3.2. M

hnh

hi qui n

D

bo

gi

tr

trung

bnh

ca bin ph

thuc:

Khong

tin cy 1-

ca E(y|x
0

):

Trong

:
D

bo
) y
( Se ) 2 n ( t y
) x y ( E ) y
( Se ) 2 n ( t y
1 )) y
( Se ) 2 n ( t x

x ) y
( Se ) 2 n ( t x

( P
0 2 / 0 0 0 2 / 0
0 2 / 0 2 1
0 2 1 0 2 / 0 2 1
+ s s
= + + s
+ s +
o o
o
o
o | |
| | | |
(
(
+ o =
2
2
0 2
0
) (
) ( 1
)
(
x x
x x
n
y Var
i
3.2. M

hnh

hi qui n

Bng

sau

y

cho

quan

st

theo

thi gian v

doanh

thu

bn

hng

hng

nm ca mt

cng

ty

(k

hiu

l

Y) v

chi ph

Marketing hng

nm

(k

hiu

l

X) tnh

theo

gi

c

nh

nm

1990 (n v: t ng) trong

thi k

t

1990-2001.

T

bng

trn

tnh

c:

c lng

m

hnh

Yi = |
1

+ |
2

X
i

+ u
i

Vi h

s

tin cy

l

95% hy

tm

khong

tin cy ca

cc

h

s

hi

qui.

Vi mc

ngha

5% hy

kim

nh

gi

thit

|
2

=0. T

kt qu

nhn

c

hy

nu

ngha v

mt kinh t

ca kt lun.

Hy tnh v gii

thch

ngha ca R
2

Hy

d

bo

doanh

thu

bn

hng

trung

bnh

nu

chi ph

Marketing l

50 t ng.
Bi

tp
Y 60.02 86.68 85.66 71.62 88.74 141.27 136.02 132.73 145.48 175.58 158.02 169.81
X 13.44 22.54 18.36 16.8 23.26 40.72 32.75 31.48 37.81 45.29 40.91 46.9

22 . 548 )
(
23 . 5077 ) (Y ) (X ; 63 . 17729 ) (Y ; 73 . 12924
36 . 1500 ) (X ; 63 . 1451 Y ; 26 . 370
2
i i
2
i
2
2
i i
=
= = =
= = =

i i
i
i
Y Y
Y X Y X
X X
3.3. M

hnh

hi qui a bin (HQ bi)

Chng

ta

nghin

cu m hnh hi

qui n. Trong

l

thuyt

cng

nh

trong

thc t, c

nhiu trng

hp m bin kinh t

cho

khng

th

gii thch bng

cc

m

hnh

hi

qui n nh

vy.
V

d:

Lng

cu ph

thuc

vo

gi, thu

nhp, gi

cc

hng

ho

khc

v.v. Nh

li l thuyt v

hnh

vi ngi

tiu

dng.
QD = f(P, I, Ps, Pc,Market

size, T (th

hiu))

Gi

nh

ph

thuc vo din tch nh, s

phng

ng

v

s

phng

tm

...

Chi tiu

ca h

gia

nh

v

thc phm ph

thuc

vo

qui m

h

gia

nh, thu

nhp, v

tr

a

l

. . .

T

l

t

vong

tr

em

ca quc gia ph

thuc vo thu nhp bnh

qun

u ngi, trnh

gio

dc . .
Gii thiu m hnh hi

qui a bin
3.3. M

hnh


Khi

chng

ta

c

tp hp d

liu v

mt bin kinh t

no

(bin

ny

c gi l bin ph

thuc) v

cc

nhn

t nh

hng

n

n

(cc

nhn

t nh

hng

ny

c gi

l

cc

bin gii thch)
th

vic xt n

cc

nh

hng

ring

bit (hoc

ng

thi) ca

nhiu

nhn

t n mt bin kinh t

c

th c gii thch bng

m

hnh

hi

qui bi.

Hm

hi qui bi tng

th

c

dng
y =
1

+
2

x
2

+
3

x
3

+ . . .
k

x
k

+ u

PRF
Trong

:
1

: l

h

s

t

do (h

s

chn)
j

: l

h

s

hi qui ring
u: sai

s

ngu

nhin
Gii thiu m hnh hi

qui a bin
3.3. M

hnh


Cc

gi

thit OLS cho m hnh hi

qui tuyn tnh n

c gii thch

trong

m

hnh

hi

qui bi:
1. E(u
i

) = 0

K

vng

ca cc yu t

ngu nhin u
i

bng

0
2. Var

(u
i

) = o
2

Phng

sai

bng

nhau

vi mi u
i
3. Cov

(u
i

,u
j

)=0

Khng

c

s

tng

quan

gia

cc

u
i
4. Cov

(u
i

,x
i

)=0

U v

X khng

tng

quan

vi nhau
5. u
i

Phn

phi chun
Gi

thit b

sung cho m hnh hi qui bi:
6. Gia cc x
2

, x
3

, ..x
k

khng c quan h

tuyn

tnh. Nu x
2

, x
3

, ..x
k

c

quan

h

tuyn

tnh

th

ngi

ta

ni

rng

c

hin tng

a cng

tuyn.
Hay khng

tn ti

0:
1

x
1i

+
2

x
2i

+
3

x
3i

+...+
k

x
ki

= 0
Gi

thit ca m hnh hi

qui a bin
3.3. M

hnh


Trong

thc t

chng

ta

thng

ch

c

d

liu t

mu. T

s

liu

mu

chng

ta

c lng

hi

quy

tng

th.

Hm

hi quy mu:

c lng

cc

tham

s

ca

m

hnh, chng

ta

s

dng

phng

php

bnh

phng

nh

nht-OLS (nh gii thiu

phn trc).

Cc

phn d c

nh

ngha ging

nh

trong

m

hnh

hi

qui
n:
c lng

cc

tham

s

ca m hnh hi

qui a bin
ki k i 3 3 i 2 2 1 i
x
... x
x

y
| | | | + + + + =
i i i
y
y e =
3.3. M

hnh


Chng

ta

c

thit lp

cc

iu kin bc nht

cho

php

tnh

ti

thiu ny nh

sau:

H

phng

trnh

m

chng

ta

c

c gi l h

phng

trnh

chun. Chng

ta

c

th

gii k phng

trnh

chun

ny

tm

k h

s

beta cha bit.

S

trnh

by

n gin nht ca li gii

ny

di dng

i s

ma trn. Tuy

nhin

s

dng

phn mm

EViews

hay cc

phn mm

phn

tch

d

liu khc

chng

ta

c

th

tm

d

dng

cc

h

s

hi qui.
c lng

cc

tham

s

ca m hnh hi

qui a bin
0 x )) x
... x
x

( y ( 2
e
. .......... .......... .......... .......... .......... .......... .......... .......... .......... ..........
0 x )) x
... x
x

( y ( 2
e
0 )) x
... x
x

( y ( 2
e
ki ki k i 3 3 i 2 2 1 i
k
2
i
i 2 ki k i 3 3 i 2 2 1 i
2
2
i
ki k i 3 3 i 2 2 1 i
1
2
i
= + + + + =
c
c
= + + + + =
c
c
= + + + + =
c
c
| | | |
|
| | | |
|
| | | |
|
3.3. M

hnh


Trong

m

hnh

hi

qui hai

bin R
2

o

thch

hp ca hm hi

qui.
N

chnh

l

t

l

ca ton b

s

bin

i ca bin ph

thuc y do bin

gii

thch

x gy

ra. Trong

m

hnh

hi

qui bi t

l

ca ton b

s

khc

bit ca bin y do tt c

cc

bin X gy ra c gi l h

s

xc

nh

bi, k

hiu l R
2
:

0

R
2
1. Nu R
2

=1, c

ngha l ng

hi

qui gii

thch

100% thay

i ca y. Nu R
2

=0, c

ngha

l

m

hnh

khng

gii thch s

thay

i no ca y.

R
2

L

hm

khng

gim ca s

bin gii thch c trong m hnh, do

nu tng

s

bin gii

thch

c

trong

m

hnh

th

R
2

cng

tng. Vn

cn

t

ra

l

khi

no

cn

a thm bin gii thch mi

vo

trong

m

hnh?
H

s

xc

nh

bi R
2

v

h

s

xc

nh

bi

hiu chnh
=
2
2
2
) (
1
y y
e
R
i
i
3.3. M

hnh


ngn chn tnh trng c a thm bin vo m hnh nh
nu trn, mt php o khc v

mc

thch hp c s

dng
thng xuyn hn. Php o ny gi l

R
2

hiu chnh hoc R
2

hiu chnh theo bc t

do (kt qu

ny lun c in ra khi thc
hin hi qui bng nhng phn mm chuyn dng).

pht trin
php o ny, trc ht phi nh

l

R
2
o lng t

s

gia
phng sai ca Y c gii thch

bng m hnh; mt cch
tng ng, n

bng 1

tr i t

s

khng c gii thch do
phng sai ca sai s

Var(u). Ta c

th

biu din cng thc tnh
nh sau:
H

s

xc

nh

bi R
2

v

h

s

xc

nh

bi

hiu chnh
) (
) (
1
2
Y Var
u Var
R =
3.3. M

hnh


Chng ta bit rng mt c lng khng chch ca Var (u)
c tnh bng RSS/(n

k), v

mt c lng khng chch ca
Var (Y) c tnh bng TSS/(n

1). Thay vo phng trnh trn
ta c:

Qua thao

tc

hiu chnh

ny

th

ch

nhng

bin thc s

lm

tng

kh

nng

gii thch ca m hnh mi xng

ng

c

a vo

m

hnh

.
H

s

xc

nh

bi R
2

v

h

s

xc

nh

bi

hiu chnh
TSS
n
R
k n
n
k n TSS
n RSS
n TSS
k n RSS
R
) 1 (
1 ) 1 (
) (
) 1 (
1
) (
) 1 (
1
) 1 /(
) /(
1
2
2
2
o
=
=
3.3. M

hnh


c lng

2 pha, ta

tm

c t
/2

(n-k) tho

mn.

Do vy

khong

tin cy l:

Chng

ta

cng

c

th

kim

nh

gi

thit

j

=
j
*
, Thc hin

tng

t

nh

hi

qui n.
c lng

khong

tin cy v kim

nh

cho

|
j
o = s
|
| |
s
o o
1 )) (
)
) ( (
2 / 2 /
k n t
Se
k n t P
j
j j
| | )
( ) (
);
( ) (
2 / 2 / j j j j
Se k n t Se k n t | + | | |
o o
3.3. M

hnh


Trong m hnh hi qui a bin, gi

thit "khng" cho rng m hnh khng c

ngha c hiu l

tt c

cc h

s

hi qui ring (cc tham s

dc) u
bng khng.

ng dng kim nh Wald (thng c gi l

kim nh F)
c tin hnh c

th nh sau:

Bc 1 Gi

thuyt khng l

H
0

: |
2

= |
3

== |
k

= 0
Gi

thuyt ngc li

l

H
1

: c

t nht mt trong nhng gi

tr

khng bng khng.

Bc 2 Trc tin hi qui Y theo mt s

hng khng i v

X
2

,X
3

,..,X
k

,
sau

tnh tng bnh phng sai s

RSS
U

. K n tnh RSS
R

. Chng ta
nh ngha phn phi F l

t

s

ca hai bin ngu nhin phn phi chi
bnh phng c lp. iu ny cho ta tr

thng k:
Kim

nh

ngha ca hm hi

qui
| |
) , , ( ~
) /(
) /(
k n m k F
k n RSS
m k RSS RSS
F
U
U R
c
o

=
3.3. M

hnh


V

H
0

: |
2

= |
3

== |
k

= 0, d

dng thy rng tr

thng k kim
nh i vi gi

thit ny s

l:

Bc 3 T

s

liu trong bng F tng ng vi bc t

do k

1
cho t

s

v

n

k cho mu s, v

vi mc ngha cho trc , ta
c

F*(, k-1,n-k)

sao cho din tch bn phi ca F* l

.

Bc 4 Bc b

gi

thuyt khng

mc ngha a nu Fc > F*.
i vi phng php gi

tr

p, tnh gi

tr

p = P(F > Fc|H
0

) v

bc b

gi

thuyt khng nu gi

tr

p nh hn mc ngha.
Kim

nh

ngha ca hm hi

qui
| |
) , , ( ~
) /(
) 1 /(
) /(
) /(
k n m k F
k n RSS
k ESS
k n RSS
m k RSS RSS
F
U
U R
c

= o
3.3. M

hnh


Hy

gii

thch

du

m

anh/ch

mong

mun cho cc h

s
2

,
3

,
4

Gii

thch

ngha ca

cc

h

s

hi

quy.

Hy

cho

bit m hnh nhn hi

qui c

ngha vi

obng

5% hay khng
Bi

tp
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.5676
R Square 0.3222
Adjusted R Square 0.2770
Standard Error 551.2095
Observations 49
ANOVA
df SS MS F Significance F
Regression 3 6499678.255 2166559 7.130784 0.000510121
Residual 45 13672433.7 303831.9
Total 48 20172111.96
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%
Intercept 632.244 423.379 1.493 0.142 -220.484 1484.972
EDUC 142.510 34.859 4.088 0.000 72.299 212.720
EXPER 43.225 14.304 3.022 0.004 14.417 72.034
AGE -1.913 8.394 -0.228 0.821 -18.819 14.992
Chng

4
PHNG PHP D

BO
NH LNG
4.1. Gii thiu

D

bo

theo

ting

Hy

Lp

l

Prognosis -

s

tin

on, s

thy trc.

D

bo

l

s

tin

on c cn c

khoa

hc, mang

tnh

cht xc sut v

mc

, ni

dung, cc

mi quan h, trng

thi, xu

hng

pht

trin ca

i tng

nghin

cu hoc v

cch

thc v thi hn

t

c cc mc

tiu

nht

nh

ra

trong

tng

lai.

Tin

on khoa hc: y

l

tin

on

da trn vic

phn

tch

mi quan

h

qua li gia cc i tng

trong

khun

kh

ca mt h

thng

l

lun

khoa

hc nht

nh. N

da trn vic

phn

tch

tnh

quy

lut

pht

trin

ca

i tng

d

bo

v

cc

iu kin ban u vi t

cch

nh

l

cc

gi

thit. Tin

on

khoa

hc l kt qu

ca s

kt hp gia nhng

phn

tch

nh

tnh

v

nhng

phn

tch

nh

lng

cc

qu

trnh

cn d

bo.
Khi

nim v vai tr ca d

bo
4.1. Gii thiu

D

bo

l

mt yu t

quan

trng

ca hu ht

cc

quyt

nh

kinh

doanh

v

lp k

hoch

kinh

t.

Cng

tc

d

bo

l

v

cng

quan

trng

bi l

n

cung

cp

cc

thng

tin cn thit nhm

pht

hin v b

tr

s

dng

cc

ngun

lc

trong

tng

lai

mt cch c cn c

thc t. Vi nhng

thng

tin m

d

bo

a

ra

cho

php

cc

nh

hoch

nh

chnh

sch

c

nhng

quyt

nh

v u t, cc

quyt

nh

v

sn xut, v

tit

kim

v

tiu

dng, cc

chnh

sch

ti

chnh, chnh

sch

kinh

t

v

v.

Hu nh

mi lnh

vc chc nng

ca

doanh

nghip

u s

dng

mt loi d

bo

no

, v

d:
Khi

nim v vai tr ca d

bo
4.1. Gii thiu

K

ton: d

bo

chi ph

v

doanh

thu

trong

k

hoch

np thu.

Phng

nhn

s: d

bo

nhu

cu tuyn dng

v

nhng

thay

i

trong

cng

s.

Chuyn

gia

ti

chnh: d

bo

ngn

lu.

Qun

c sn xut: d

bo

nhu

cu

nguyn

vt liu v tn

kho.

Gim

c

marketing: D

bo

doanh

s thit lp ngn sch cho

qung

co.
Khi

nim v vai tr ca d

bo
4.1. Gii thiu

Bc

1. Xc

nh

mc

ch

Bc

2. Xc

nh

khong

thi gian d

bo

Bc

3. Chn phng

php

d

bo

Bc

4. Thu thp

v

phn

tch

d

liu

Bc

5. Tin hnh d

bo

Bc

6. Kim chng

kt qu

v

rt

kinh

nghim
Qui trnh

d

bo
4.1. Gii thiu
Cc

phng

php

d

bo
-Bnh

qun

n gin
-Bnh

qun

di

ng
-San

bng

s

m
-Chui thi gian
-Phng

php

Box-

Jenkins
-Bnh

qun

n gin
-Bnh

qun

di

ng
-San

bng

s

m
-Chui thi gian
-Phng

php

Box-

Jenkins
PHNG PHP
D

BO
PHNG PHP
D

BO
PHNG PHP
NH TNH
PHNG PHP
NH TNH
PHNG PHP
NH LNG
PHNG PHP
NH LNG
Cc m hnh
nhn

qu

Cc m hnh
nhn

qu
Cc

m

hnh

chui

thi gian

Cc

m

hnh

chui

thi gian
-Ly kin ca

ban lnh

o
-Ly kin ca b

phn bn hng
-Phng

php

ly kin ca ngi

tiu

dng

-Phng

php

chuyn

gia
-Ly kin ca

ban lnh

o
-Ly kin ca b

phn

bn

hng
-Phng

php

ly kin ca ngi

tiu

dng
-Phng

php

chuyn

gia
-Hi

quy
-Phn

tch

tng

quan
-Hi

quy
-Phn

tch

tng

quan
Cc phng php d

bo
4.1. Gii thiu

Cc

phng

php

d

bo

nh

lng

da

vo

cc

s

liu thng

k

v

thng

qua cc

cng

thc ton hc

c thit lp

d

bo

cho

tng

lai. Khi

d

bo, nu

khng

xt

n

cc

nhn

t nh

hng

khc

c

th

dng

cc

phng

php

d

bo

theo

dy

s

thi

gian. Nu cn

nh

hng

ca

cc

nhn

t

khc

n

nhu

cu

c

th

dng

cc

m

hnh

nhn

qu

(hi

quy, tng

quan).

u

im ca d

bo

nh

lng:

Kt qu

d

bo

hon

ton

khch

quan

C

phng

php

o lng

chnh

xc

d

bo

t

tn thi gian

tm

ra

kt qu

d

bo

C

th

d

bo

im hay d

bo

khong
D

bo

nh

lng
4.1. Gii thiu

Ty

vo

phng

php

d

bo

c chn:

Mt s

phng

php

ch

cn chui s

liu s c d

bo: nh

d

bo

th, phn

tch, san m, ARIMA

Cc

phng

php

hi

qui yu

cu phi c s

liu cho mi bin s

dng

trong

m

hnh

S

liu ni b

ca t

chc

S

liu

bn

ngoi

t

chc
Ngun d

liu
4.2. D

bo

da trn d

liu chui thi gian

Cc

hin tng

kinh

t

- x hi

lun

lun

bin

ng

qua thi

gian.

nghin

cu s

bin

ng

ny

ngi

ta

dng

phng

php

chui thi gian (dy s

thi

gian). Chui thi gian l dy

cc

tr

s

ca mt ch

tiu

no

c sp xp

theo

th

t

thi

gian.

Phng

php

d

bo theo dy s

thi gian c xy dng

trn

mt gi

thit v

s

tn ti v lu li

cc

nhn

t

quyt

nh

i

lng

d

bo

t

qu

kh n tng

lai. Trong

phng

php

ny

i lng

cn d

bo

c xc nh

trn

c

s

phn

tch

chui

cc

s

liu thng

k

c

trong

qu

kh

.

(vd.: s

liu v

nhu

cu sn phm, doanh

thu, li

nhun, chi ph,
nng

sut

hay ch

s

tiu

dng).
Khi

qut
4.2. D

bo

da trn d

liu chui thi gian

Mt s

tnh

cht ca chui thi gian
-

Tnh

xu

hng

(trend);
-

Tnh

thi v

(seasonality);
-

Tnh

chu

k

(cycles);
-

Nhng

bin

ng

ngu

nhin

(random variation).
Khi

qut
4.2. D

bo

da trn d

liu chui thi gian

Mt s

tnh

cht ca chui thi gian
Khi

qut
?
?
?
4.2. D

bo

da trn d

liu chui thi gian

Phng

php

trung

bnh

gin

n l phng

php

d

bo trn c

s

ly

trung

bnh

ca

cc

d

liu

qua, trong

cc

gi

tr

ca

cc

giai

on trc

u c trng

s

nh

nhau.

Ni

dung:

D

bo

gi

tr k

tip theo (t) s

bng

chnh

gi

tr

ca k

trc

(t-1).

Cng

thc: F
t
= D
t-1

(4-1)

Trong

:

F
t
- mc d

bo

k

t;

D
t-1

gi tr

thc t

ca k

t-1

u

im: n gin, c

th ng

dng

hiu qu

trong

trng

hp

chui

c

xu

hng

r

rng.

Nhc

im: Mc

chnh

xc

ca d

bo

thp.
Phng

php

d

bo

gin

n
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

trung

bnh

gin

n

Cng

thc:
(4-2)

Trong

:

F
t

l

gi

tr

d

bo

cho

giai

on t;

D
i

l

gi

tr

thc t

ca giai on i;

n

s

giai

on thc t

dng

quan

st

(n=t-1).

u

im:

Chnh

xc

hn phng

php

gin

n

Ph

hp vi nhng

dng

yu

cu

u c xu hng

n

nh.

Nhc

im:

Phi lu tr

mt s

lng

d

liu kh ln.
,
1
1
n
D
F
t
i
i
t
=
=
4.2. D

bo

da trn d

liu chui thi gian

V

d

1: Hy

d

bo

nhu

cu

thng

ti da trn mc bn hng

thc t

ca

cc

thng

trc:
Phng

php

trung

bnh

gin

n
Thng Mc bn thc t

(Dt) D

bo

(Ft)
1 100 --
2 110 F2=D2=100
3 120 F3=(D1+D2)/2=105
4 115 F4=110
5 F5=?
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

trung

bnh

ng

(TB trt)

Trong

trng

hp khi c s

bin

ng, trong

thi gian gn nht c

nh

hng

nhiu nht

n kt qu

d

bo, thi gian cng xa th nh

hng

cng

nh

ta

dng

phng

php

trung

bnh

ng

s

thch

hp

hn.

D

bo

cho

giai

on tip theo da trn c

s

kt qu

trung

bnh

ca

cc

k

trc

thay i (trt) trong

mt gii hn thi gian nht

nh.

Cng

thc:
(4-3)

Trong

:

F
t

l

gi

tr

d

bo

cho

giai

on t;

D
t-i

l

gi

tr

thc t

ca giai on t-i;

n

s

giai

on quan st.
n
D
F
n
i
i t
t
=

=
1
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

trung

bnh

ng

(TB trt)

u

im: Cho

chnh

xc

tng

i, Rt

ngn s

liu lu tr

Nhc

im: Khng

cho

thy

c mi tng

quan

trong

cc

i

lng

ca

dng

yu

cu.

V

d

2: D

bo

nhu

cu cho cc thng ti bng

phng

php

trung

bnh

ng, vi n=3.
Thng Mc bn thc t

(Dt) D

bo

(Ft)
1 100
2 110
3 120
4 115 F4=(120 + 110 +100)/3
5 125 F5=(115 + 120 + 110)/3
6 F6=?
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

trung

bnh

ng

c

trng

s

L

phng

php

trung

bnh

ng

c

tnh

n

nh

hng

ca tng

giai

on khc nhau n bin d

bo

thng

qua s

dng

trng

s

Cng

thc:
(4-4)

Trong

:

Dt-i

l

gi

tr

thc

giai

on t-i
t-i

l trng

s

ca giai on t-i vi

t-i

= 1 v

0
t-i

1.

u

im: Cho

kt qu

st

vi thc t

hn so vi pp tbd gin

n v c

s

dng

h

s.

Nhc

im:

D

bo

khng

bt kp xu hng

thay

i ca bin;

i

hi

ghi

chp

s

liu

chnh

xc

v

ln.
=

=
n
i
i t i t t
D F
1
o
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

san bng

hm

s

m

Nhm khc phc nhc

im ca phng

php

trc, pp san
bng

m

cho

rng

d

bo

mi bng

d

bo

ca giai on trc

cng

vi t

l

chnh

lch

gia gi tr

thc v d

bo

ca giai

on

qua, c

iu chnh

cho

ph

hp.

Cng

thc:
(4-5)

Trong

:

F
t
D

bo

nhu

cu giai on t

F
t-1
- D

bo

nhu

cu giai on t-1

D
t-1
Nhu cu thc ca giai on t-1

- H

s

san bng

m
( ) ( )
1 1 1 1 1
1

+ = + =
t t t t t t
F D F D F F o o o
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

san bng

hm

s

m

V

sao

li gi

l

pp san bng

hm

s

m?. Ta thy rng:
Nhn xt:

nh

hng

ca cc s

liu

trong

qu

kh i vi kt qu

d

bo

c

gi

tr

gim dn vi mt trng

s

nh

nhau

l

(1-) ->

-

c gi l h

s

san
bng

hm

s

m.
( )
( ) ( ) | |
( ) ( ) ( ) + + + + =
+ + =
+ =

4
3
3
2
2 1
2 2 1
1 1
1 1 1
1 1
1
t t t t t
t t t t
t t t
D D D D F
F D D F
F D F
o o o o o o o
o o o o
o o
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

san bng

hm

s

m

Chn

nh

th

no?:

Ch

s th

hin

nhy cm ca sai s

d

bo, nn

ph

thuc

nhiu vo loi hnh sn phm

v

kinh

nghim ca ngi

kho st;

0 1, ngi ta thng

chn

[0.05-0.5];

ph

hp phi dng phng

php

th

nghim v chn

kt qu

c

sai

s

nh

nht.
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

san bng

hm

s

m

V

d: D

bo

vi s

liu

trong

V

d

2
Thng
i
Nhu

cu

thc t

(Dt)
Nhu

cu d

bo

(Ft)
o

= 0.10 o

= 0.40
F
t,0.1
Sai

s F
t,0.4
Sai

s
1 100 - - - -
2 110
3 120
4 115
5 125
6
4.2. D

bo

da trn d

liu chui thi gian
Phng

php

san bng

hm

s

m

V

d: D

bo

vi s

liu

trong

V

d

2
Thng
i
Nhu

cu

thc t

(Dt)
Nhu

cu d

bo

(Ft)
o

= 0.10 o

= 0.40
F
t,0.1
Sai

s F
t,0.4
Sai

s
1 100 - - - -
2 110 100 10 100 10
3 120 101 19 104 16
4 115 102.9 12.1 110.4 4.6
5 125 104.11 20.89 112.24 12.76
6 106.20 117.34
4.3. D

bo

bng

phng

php

d

bo

nhn

qu
Khi

nim

L

phng

php

d

bo

da trn vic xc nh

mi quan h

gia

cc

i lng (bin), ri da vo

a ra

d

bo.

V

d: Doanh

thu

& chi ph; qung

co

& li nhun; gi

c

&
tin lng.

Ta s

tm

hiu hai phng

php

c

bn: hi

qui tuyn

tnh

v

phn tch

tng

quan.
4.3. D

bo

bng

phng

php

d

bo

nhn

qu
Phn

tch

tng

quan

Phn

tch

tng

quan

nh

gi

mi

quan

h

gia

2 nhn

t. Gi

tr

cui

cng

(h

s

tng

quan) ch

ra liu c s

thay i ca

nhn

t

ny

s

dn n thay i

trong

nhn

t

kia

hay

khng.

Mt h

s

tng

quan

thp (v d: <0.10) ch

ra rng

mi quan h

gia

2 nhn

t

rt yu hoc

khng

tn ti. Mt h

s

tng

quan

cao

( gn bng

1 ) ch

ra rng

nhn

t

ph

thuc s

thay i

khi
nhn

t c lp

thay i.

V

d: Phn

tch

tng

quan

kh

hu

ch

trong

vic

nh

gi

mi

quan

h

gia 2 loi chng

khon. Thng

thng, mt mc

gi

an ton

dn

dt hoc d

bo

gi

c

ca mt loi chng

khon

khc. Hay, h

s

tng

quan

ca vng i nghch

vi

ng

la. iu

ny

c

ngha l

mt s

gia

tng

trong

ng

la thng

bo

trc mt s

gim gi

ca

vng.
4.3. D

bo

bng

phng

php

d

bo

nhn

qu

Nu c s

liu v

hai

i lng

x, y.

nh

gi

mc

quan

h

gia hai i lng

ny, ngi ta s

dng

h

s

tng

quan

,
c tnh nh

sau:

Hoc

chng

ta cng

c

th

d

dng

tnh c

thng

qua

cng

c

Correlation

trong

Excel
Phn

tch

tng

quan
Y X
XY
i i
i i
xy
Y X
Y X
Y Y X X
Y Y X X
o o
o
=

=

) var( ) var(
) , cov(
) ( ) (
) )( (
2 2
4.3. D

bo

bng

phng

php

d

bo

nhn

qu

Biu din mi quan h

gia hai i lng

thng

qua phng

trnh

hi qui:
Y
i

= |
1

+ |
2

X
i

+ u
i

Chng

ta

s

dng

phng

php

bnh

phng

nh

nht-OLS

c lng

cc

tham

s

ca

m

hnh.

Da vo phng

trnh

hi qui

a ra d

bo.

Nhn xt, nh

gi

v

kt qu

d

bo
D

bo

bng

m

hnh

hi

qui
4.3. D

bo

bng

phng

php

d

bo

nhn

qu

D

bo

gi

tr

trung

bnh

ca bin ph

thuc:

Gi

s

ta

bit rng

bin

c lp x v mt

gi

tr

x
0

no

m ta

cn

a ra cc kt lun v

gi

tr

trung

bnh

ca bin ph

thuc y,
th

ta

c:
E(ylx
0

)= E(
1

+
2

x
0

+ u
0

) =
1

+
2

x
0

Khi

ng

hi qui mu cho c lng

im E(ylx
0

):
0

l

c lng

khng

chch

c

phng

sai

nh

nht ca E(ylx
0

), tuy

nhin

0

vn

khc

gi

tr

thc ca n.
0

c

phn

b

chun vi k

vng

1

+
2

x
0

nn
D

bo

bng

m

hnh

hi

qui
0 2 1 0
x

y
| | + =
2) - T(n ~
) y
( Se
) x ( y
T
0
0 2 1 0
| | +
=
4.3. D

bo

bng

phng

php

d

bo

nhn

qu

D

bo

gi

tr

trung

bnh

ca bin ph

thuc:

Khong

tin cy 1-

ca E(y|x
0

):

Trong

:
D

bo

bng

m

hnh

hi

qui
) y
( Se ) 2 n ( t y
) x y ( E ) y
( Se ) 2 n ( t y
1 )) y
( Se ) 2 n ( t x

x ) y
( Se ) 2 n ( t x

( P
0 2 / 0 0 0 2 / 0
0 2 / 0 2 1
0 2 1 0 2 / 0 2 1
+ s s
= + + s
+ s +
o o
o
o
o | |
| | | |
(
(
+ o =
2
2
0 2
0
) (
) ( 1
)
(
x x
x x
n
y Var
i
Chng

5
M HNH TON KINH T

V
PHNG PHP TI U
5.1. Tng

quan

M

hnh

kinh

t:

M

hnh

kinh

t

l

m

hnh

phn

nh

cc

i tng

trong

lnh

vc hot

ng

kinh

t.

xy

dng

m

hnh

kinh

t, chng

ta

cn

cn phi thu thp, x

l

cc

thng

tin v

nhng

kt qu

nghin

cu

lin

quan, cc

d

liu

c

cng

b

v

cc

kin thc ca

cc

ngnh

khoa

hc

khc.

Ngi ta thng

m

t

v

phn

tch

cc

hin tng, h

thng

kinh

t

x

hi di

ba

nhm

m

hnh

kinh

t

sau:

M

hnh

kinh

t

vi m

(Micro).

M

hnh

kinh

t

v

m

(Macro).

M

hnh

kinh

t

pht

trin.

Ngy

nay, cc

m

hnh

kinh

t c din

t

v

phn

tch

bng

ngn

ng,
t

duy

v

cng

c

ton

hc, mt khoa hc cht ch, chnh

xc

c

kh

nng

din t

v

phn

tch

mt cch y

, bn cht, khi

qut

nht s

vn

ng

v

pht

trin ca

cc

hin tng, h

thng

kinh

t

- x hi.
Khi

nim v

m

hnh

kinh

t

v

m

hnh

ton

kinh

t
5.1. Tng

quan

M

hnh

ton

kinh

t:

M

hnh

ton

kinh

t

l

m

hnh

kinh

t c din

t bng

ngn

ng

ton

hc.

Bn cht ca

qu

trnh

m

hnh

ho

mt hin tng, mt h

thng

kinh

t

l

m

hnh

ho

qu

trnh

vn

ng

ca

n, ngha l xy

dng

phng

trnh

trng

thi

cho

n.

xy

dng

m

hnh

ton

hc ca mt hin tng, mt h

thng

kinh

t

c

th, ta

phi chn

cc

bin kinh t

cho

n,

l

cc

bin

iu khin, cc

bin ngu

nhin

(gi

chung

l

cc

bin

vo) v

cc

bin trng

thi, cc

bin ra

(kt qu

sn xut), sau

m t

quan

h

gia

cc

bin

bng

nhng

h

thc ton hc.
Khi

nim v

m

hnh

kinh

t

v

m

hnh

ton

kinh

t
5.1. Tng

quan

Cu trc ca m hnh ton kinh t

thng

gm hai b

phn

chnh: cc

bin

v

cc

rng

buc nhm din t

cht ch, chnh

xc, y

hn cc hin tng

v

h

thng

kinh

t ang

nghin

cu, ngi ta a

thm

vo

m

hnh

phn gi

thit

v

ch

thch

hoc nhn xt.
a)

Cc

bin kinh t

ca

m

hnh: Cc

bin kinh t

l

cc

i lng

bin thin c trng

cho

cc

yu t

c

bn ca cc hin tng

kinh

t

v

h

thng

kinh

t

ta

cn nghin cu. Cc

bin kinh t

thay

i

gi

tr

trong

phm vi nht

nh. Tu

theo

mc

ch nghin cu

cng

nh

kh

nng

v

ngun d

liu

lin

quan, bin kinh t

trong

m

hnh

ton

kinh

t

thng

c

phn

ra

lm

ba

loi

Cc

bin

ngoi sinh (Bin gii thch, bin

c lp).

Cc

bin ni sinh (bin

c gii

thch, bin ph

thuc).

Cc

tham

s

(thng

s)
5.1. Tng

quan
b)

Cc

rng

buc ca m hnh :

Cc

rng

buc ca m hnh l cc h

thc ton hc phn nh mi

quan

h

kinh

t, quan

h

hnh

vi, quan

h

c

hc, quan

h

k

thut, quan

h ng

nht,... gia

cc

yu t

kinh

t

trong

h

thng

kinh

t

hoc hin tng

kinh

t

m

ta

ng

nghin

cu.

Hnh

thc biu hin mi quan h

gia

cc

bin kinh t

l

cc

phng

trnh, bt phng

trnh. Ngoi

ra

cc

quan

h

kinh

t

cn

c biu hin bi cc h

thc ton hc khc. Cc phng

trnh

trong

m

hnh

gi l phng

trnh

cu trc. Phng

trnh

cu trc

dng

n gin l nhng

hm

s

(hm

sn xut, hm

kinh

t),

dng

phc tp hn l nhng

phng

trnh, h

phng

trnh

i s,
vi phn

hoc

sai

phn
5.1. Tng

quan

Vic

m

hnh

ho

ton

hc

cc

hin tng

hoc mt h

thng

kinh

t

thng

c tin hnh theo bn bc sau.

Bc 1: Xy dng

m

hnh

nh

tnh

cho

i tng

kinh

t

cn

nghin

cu, ngha l xc nh

cc

yu t

c

ngha quan trng

nht v xc lp

cc

qui lut m cc yu t

kinh

t

phi

tun

theo.
Ni

cch

khc

l

pht

biu m hnh bng

li, bng

biu

cng

cc

iu kin kinh t, k

thut, x

hi, t

nhin

v

cc

mc

tiu

cn

t

c.

Bc 2: Xy dng

m

hnh

ton

hc cho i tng

kinh

t

cn

nghin

cu, ngha l din t

li di dng

ngn

ng

ton

hc cho

m

hnh

nh

tnh, bao

gm xc nh

bin kinh t

v

cc

rng

buc

ca

cc

bin kinh t.
Xy

dng

m

hnh

ton

kinh

t
5.1. Tng

quan

Bc 3; S

dng

cc

cng

c

ton

hc

kho

st

v

gii quyt

m

hnh

ton

hc

xc lp

bc 2. Cn c

vo m hnh xy

dng, la chn hoc xy dng

phng

php

gii cho ph hp.
Tip

c

th

ho

phng

php

bng

cc

thut ton ti

u v th

nghim gii

bi

ton

trn

my

tnh

in t.

Bc 4: Da

vo

cc

s

liu thu thp

c, m

phng

trn

my

tnh

cc

tnh

hung

trong

qu

kh

v

hin ti, d on

v

kim

nh

s

ph

hp ca m hnh i vi l lun v thc tin.
Xy

dng

m

hnh

ton

kinh

t
5.1. Tng

quan
Sau

khi

xy dng

v

hiu chnh

m

hnh

ph

hp vi hin

tng

v

qu

trnh

kinh

t, ta

c

th

s

dng

m

hnh

phn

tch

ng

thi

v

hnh

vi ca

i tng

kinh

t

t la chn

gii php tt nht

cho

qu

trnh

qun l iu khin kinh t.

S

dng

m

hnh

kinh

t

Vi m

(Micro).

Ngi ta s

dng

m

hnh

kinh

t

Vi m

phn

tch

cch

ng

x, hnh

vi ca cc ch

th

kinh

t

khi

h

theo

ui mc

ch

ca

mnh, nh

hnh

vi sn xut

v

hnh

vi tiu

dng, phn

tch

mi

quan

h

gia sn xut

v

tiu

dng, phn

tch

cn

bng

th

trng.

Phn

tch

hnh

vi sn xut.

Phn

tch

tnh

hung

ti

u v

mt kinh t

ca sn xut.

Phn

tch

hnh

vi tiu

dng.

Phn

tch

quan

h

gia cung v cu.

Phn

tch

cn

bng

th

trng.
S

dng

m

hnh

ton

kinh

t

trong

nghin

cu la chn gii

php

ti

u
5.1. Tng

quan

S

dng

m

hnh

kinh

t

V

m

(Macro).

M

hnh

kinh

t

v

m

phn

tch

mi quan h

gia cc bin s

kinh

t

tng

qut

(bin gp) c trng

cho

hot

ng

V

m

ca

nn kinh t. Trong

kinh

t

th

trng

ngi ta quan tm n ba

khu

vc: Th

trng

hng

ho

-

dch

v, th

trng

tin t

v

th

trng

lao

ng.

Phn

tch

tng

cung

v

tng

cu.

Phn

tch

s

tc

ng

ca

u t i vi tng

sn phm ca nn

kinh

t

quc

dn.

Phn

tch

vai

tr

ca

nh

nc

trong

qu

trnh

iu tit kinh t

th

trng.

Nghin

cu s

tng trng

ca cc ch

tiu

kinh

t

quan

trng.
S

dng

m

hnh

ton

kinh

t

trong

nghin

cu la chn gii

php

ti

u
5.2. Ton

cao

cp v mt s ng

dng

Php

th o

hm

bc nht

(first derivative test -

hay iu kin

bc nht

) dng

xc

nh

cc

im cc tr

ca mt

hm

(Xem

hnh

bn). dy/dx

= y= f(x0) = 0 ti

im cc

i hoc cc tiu

v

x
0

gi l cc tr

ca

hm. Gm 3 bc: (1) tm

o

hm, (2)
t biu thc bng

0 v

(3) tm

gi

tr

ca

x.

o hm bc 2 c c t

vic p dng

quy

tc

vi phn

cho

o

hm

bc nht ch

khng

phi

i vi hm ban u. Kt qu

vi
phn

o hm bc nht cho ta o hm bc

2, c

dng

d
2
y/dx
2

=
y= f(x).

V

d

1:

Gi

s

y

= f(x) = 3x
2
. Th, dy/dx

= f(x)

= 6x.

6x l

kt qu

ca

o hm bc nht. o hm bc 2 l d
2
y/dx
2

=
y= f(x) =

6.
Cc tr

ca mt hm s
5.2. Ton

cao

cp v mt s ng

dng

IMCC

I V CC TIU

Hm

y = f(x) t cc

i ti

im x = x
0

no

nu f(x
0

) = 0 v

f(x
0

) m.

Tng

t

nh

vy, f(x) t cc tiu ti mt

im x
0

no

nu

f(x
0

) = 0 v

f(x
0

) dng.

Nu c

hm

bc nht v hm bc 2 u bng

0 th

ta

ch

c

mt

im un ch

khng c gi tr

cc

i hoc cc tiu, tc

l

f(x
0

) = 0 v

f(x
0

) = 0. Mt v d

v

hm

khng

c

im cc

i

v

cc tiu l y = f(x) = x
3
.
Cc tr

ca mt hm s
5.2. Ton

cao

cp v mt s ng

dng
V

d

2:

Cng

ty

cung

cp dch

v

lau

dn

Peruvian l

nh

phn

phi ch

yu

cht ty ra quan trng

cho

nhng

ngi qut dn khp min nam

nc M. Cht ty ra

ny

dng

to ra lp bo v

bn

ngoi

cho

cc

hm lm lnh

sut ma h c

m

cao. Peruvian cung

cp cht

ty trong nhng

chic xe tc, v mi

khch

hng

phi mua t nht

100-

gallon (1 gallon = 3.78 lt

M). Gi

tin mi

gallon l

$12. Khch

hng

mua

khi lng

ln hn 100 gallon s c chit khu $0.05

mi

gallon. Phn trm chit khu ny ch

p

dng

cho

nhng

lng
hng ln hn mc ti thiu; 100 gallon u tin vn

c

gi

l

$12 mi

gallon bt k

tng

s gallon c

mua

l

bao

nhiu

i na.

Hy

xc

nh

lng

bn

cho

mi

khch

hng

t

doanh

thu

cc

i,
tnh

doanh

thu

cc

i trn mi

khch

hng.
Cc tr

ca mt hm s
5.2. Ton

cao

cp v mt s ng

dng
V

d

2:

Gii:

Hm

ton

hc sau y

v

tng

doanh

thu

t

mi

khch

hng

l:
TR =

$12(100) +

[$12

$0.05(x

100)] (x

100) =
=

500 +

22x

0.05x
2

o hm ca dng

hm

s

ny

l: dTR/dx=

22

0.10x

Ta cho

o hm bc nht bng

0 v

tm

c

gi

tr

x, nh

sau:
22

0.10x =

0; =>

0.10x = 22; => x

=

220.

Do d
2
TR/dx
2

= -0.1. V

o hm bc

2 m, gi

tr

cc tr

ca hm

(x*=220) l

gi

tr

cc

i.

Thay

x bi

x* = 220 trong

hm

gc

chng

ta

c

doanh

thu

cc

i

nh

sau:

500 +

22(220)

0.05(220)
2
=
=

500 +

4,840

0.05(48,400) =

$1,920
Cc tr

ca mt hm s
5.2. Ton

cao

cp v mt s ng

dng
V

d

3:

Mc tiu ca mt hng l ti

a ha li nhun.

tm

ra

sn lng

u ra c th

ti

a ha li nhun, chng

ta

nn

dng

php

tnh

vi
phn. Gi

s

ta

c

hm

tng

doanh

thu

(TR) v

tng

chi ph

(TC) sau

y:
TR(Q) = $1,000Q -

$5Q
2

v

TC(Q) = $20,000 + $200Q.

Khi

Hm li nhun (t) l:
t

(Q) = TR(Q) -TC(Q) = $1,000Q -

$5Q
2

-

($20,000 + $200Q)
= $1,000Q -

$5Q
2

-

$20,000 -$200Q = -$20,000 + $800Q -

$5Q
2

Ly

dt/dQ

= 0 => dt/dQ

= $800 -

$10Q = 0; Q* = 80 n v

Gi

tr o hm bc 2 ca hm li

nhun l
d
2
t/dQ
2

= -10 < 0, cho

bit

Q* = 80 l

im ti

a ha li nhun.
Cc tr

ca mt hm s
5.2. Ton

cao

cp v mt s ng

dng

Nhiu

hm

c

cha nhiu bin

c lp phc tp. Khi

nim

ti

u ha

nhiu bin

(multivariate optimization) v

qu

trnh

ti

u
ha

cho

ng

thc vi

nhiu bin

quyt

nh

l

rt hu ch.

thc hin, chng

ta

phi tin hnh vi phn

ring.

Cc

quy

tc vi phn ring l ging

nhau

vi

iu kin

cc

bin

c lp

khng

tham

gia

vo

php

vi phn

c xem nh

l

nhng

hng

s.
o hm ring v ti

u

ho

nhiu bin
5.2. Ton

cao

cp v mt s ng

dng

V

d

4:

minh

ha

cho

hm

tng

doanh

thu

l

TR

=

2x
2
y
2
z.,
trong

x = chi ph

qung

co

trong

giai

on trc, y = chi ph

i li

cho

nhn

vin

kinh

doanh, v

z = l

s

hng

ha

m

i

th

cnh

tranh

bn

thi

im hin ti. Gi

thit rng

ban qun

l

cn bit gii hn ti

a

m

doanh

thu

thu

c t

x c

th t

ti

(chi ph

qung

co

trong

giai

on trc). Quy

trnh

tm

gi

tr

cc

i nh

sau:

Vi phn

ring

tng

ng

vi bin ca thu nhp

Ly

o

hm

ring

bng

0 v

tm

bin

thu

nhp

Xc

nh

gi

tr

hm

gc ti

gi

tr

ny

tm

cc tr
o hm ring v ti

u

ho

nhiu bin
5.2. Ton

cao

cp v mt s ng

dng

Xem

y v

z l

hng

s, h

s y

ca x
2

l

2y
2
z. o

hm

ring

tng

ng

vi x, bin s

ca thu nhp

trong

v

d

ny

l:
cTR/cx

= 4xy
2
z.

Ly

o

hm

ring

bng

0 v

tm

c x nh

sau:
4y
2
zx

=

0
x

=

0.

Do hm doanh thu t cc tr

khi

x = 0.

o

hm

ring

bc 2 c xc nh

nh

sau: c
2
TR/

cx
2

= 4y
2
z. V

o hm ring bc 2 l dng

nn

gi

tr

cc tr

ca hm l cc

tiu.
(Cn nh

rng

qu

trnh

vi phn

coi

y v

z l

hng

s, v

vy

khng c kt lun g v nh

hng

ca nhng

thay

i trong cc

bin s i vi

hm

doanh

thu)
o hm ring v ti

u

ho

nhiu bin
5.2. Ton

cao

cp v mt s ng

dng

Nhiu hng phi

i mt vi nhng

hn ch

trong

cc

phng

n

quyt

nh. Chng

hn nh

hn ch

v

ngun lc (nh

tin, thit b,
nng

lc sn xut, nguyn

liu v nhn s) sn c i vi hng. Ti

u ha b

rng

buc

(Constrained optimization) l

ti

a

ha

li nhun

km

theo

nhng

hn ch

trong

s

sn c v

ngun lc, hoc ti thiu

ha

chi ph

km

nhng

yu

cu ti thiu cn

c tha mn. Nhng

k

thut nh

quy

hoch

tuyn tnh c dng cho mc

ch

ny.

Vn

chung

l

tm

ra

im cc tr

ca

hm

f(x,y) tng

ng

vi cc

ng

thc dng: g(x,y) = 0

Khi

cc

rng

buc di dng

ng

thc, ta

dng

cc

phng

php

ti

u ha c in

tm

phng

n

ti

u. Hai

phng

php

thng

dng

l: (1) Phng

php

th

v

(2) Phng

php

nhn

t

Lagrange.
Ti

u

ho

b

rng

buc
5.2. Ton

cao

cp v mt s ng

dng

Phng

php

th:

Dng

phng

php

th

khi

hm

mc tiu ch

ph

thuc vo mt

biu thc rng buc tng

i

n gin. Bng

cch

th, chng

ta

gim

c mc

rc ri ca hm mc

tiu. Phng

php

ny

gm 2 bc: (1) tm

ra

c mt

trong

nhiu bin quyt

nh

tha

mn

nht sau

(2) thay

gi

tr

ca bin ny vo hm mc tiu.
Qu

trnh

ny

chuyn t

hm

ban u sang hm ti

u ha khng

b

rng

buc

p

dng

c

php

tnh

vi phn

c p dng

nhm tm ra phng

n

ti

u.

Hn ch

ca phng

php

th l n ch

thc hin

c khi ch

c

mt rng buc v ch

c

th

gii ra mt bin. T

2 iu kin tr

ln

v/hoc c cu trc rng buc phc tp th s

dng

phng
php

nhn

t

Lagrange.
Ti

u

ho

b

rng

buc
5.2. Ton

cao

cp v mt s ng

dng

Phng

php

th:

V

d

5:

Gi

s

mt hng sn xut vi

2 dy

chuyn lp rp

t ng

v

hot

ng

vi hm tng

chi ph

c

dng

TC(x, y)
= 3x
2

+ 6y
2

-

xy, trong

x = sn lng

u ra ca dy

chuyn th

nht v y = sn lng

u ra ca

dy

chuyn th

hai. Cc

nh

qun l cn phi

quyt

nh

phng

php

kt

hp

x v

y sao

cho

tn

t

chi ph

nht, vi

iu kin rng

tng

u ra phi

l

20 n v.

Vn

ti

u

ha

vi

iu kin rng buc

trn

c

th c

gii quyt nh

sau:

Ti thiu

ha

TC(x, y) =3x
2

+ 6y
2

xy

Rng

buc: x + y = 20
Ti

u

ho

b

rng

buc
5.2. Ton

cao

cp v mt s ng

dng

Phng

php

th:
Gii:

Gii biu thc rng buc

tm

x, c

x = 20

y v

th

vo

hm

mc

tiu. TC(x, y) = T(y) = 3(20 -

y)
2

+ 6y
2

- (20 - y)y

= 3(400 -40y + y
2
) + 6y
2

-20y +y
2
= 1,200-120y+3y
2
+ 6y
2

-

20y +y
2

= 1,200 -

140y + 10y
2

Ly

o hm ca hm th gin lc

v

cho

n

bng

0, ta

c:
dTC/dy = -140 + 20y = 0; y = 7 n v.
Th

ngc tr

li

vo x: x = 20 - y = 20 - 7 = 13 n v.

Do vy

x = 13 v

y = 7 l

phng

n

ti

u cho

vn

ti

thiu

ha

chi

ph

b

rng

buc.
Ti

u

ho

b

rng

buc
5.2. Ton

cao

cp v mt s ng

dng

Phng

php

nhn

t

Lagrange:

Mt phng

php

gii quyt

cc

vn

ti

u ha b

rng

buc

m

trong

c rng buc

i vi hm mc tiu ban u (lm

cho

hm

mc

tiu

bng

0 khi

tha mn). Hm mc

tiu

mi

thm

rng

buc

c gi l hm

Lagrange, s

to ra mt

bi

ton

ti

u

ha

khng

b

rng

buc c cu trc nh

sau:
L(x, y, ) = f(x, y) + g(x, y)

H

s

ca

ng

thc rng buc

g(x,y),

(c l lamda), gi l

nhn

t

Lagrange. V

ng

thc rng buc bng

0 nn

khi

thm

g(x, y) vo

hm

mc

tiu

f(x, y) khng

lm

thay

i

gi

tr

ca

hm.

Bin gi

ny

cho

bit s

thay

i cn

bin

trong

gi

tr

ca hm

mc tiu c c t

s

thay

i ca mt n v

trong

gi

tr

ca

rng

buc. S

dng

phng

php

Lagrange

khi

(1) khng

dng

c phng

php

th

v

(2) khi

c

nhiu rng buc.
Ti

u

ho

b

rng

buc
5.2. Ton

cao

cp v mt s ng

dng

Phng

php

nhn

t

Lagrange:

T

v

d

5,

ta

c

rng

buc

x + y = 20. Trc ht, cn bin

i

sao

cho

ng

thc c mt v

bng

0, g(x, y) = 0.
Khi

x + y = 20 c

dng

20 -

x

y = 0.

Tip

theo, chng

ta

xc

nh

bin gi

v

xy

dng

Hm

Lagrange

(L):
L(x, y, ) = TC(x, y) + g(x, y) = 3x
2

+ 6y
2

- xy + (20 -

x -

y)

V

L(x, y, ) l

mt hm vi 3 bin quyt

nh

nn

ti thiu ha

hm

ny

cn:

Vi phn

ring

theo

mi bin

Cho

cc

biu thc

o

hm

ring

bng

0

Gii cc ng

thc

tm

cc

gi

tr

x, y v

.
Ti

u

ho

b

rng

buc
5.3. M

hnh

qui hoch

tuyn tnh

Quy

hoch

tuyn

tnh

(Linear programming -

LP) l

mt thut

ton

nhm

tm

ra

phng

n

ti

u (hoc k

hoch

ti

u) t

v

s

cc

phng

n

quyt

nh. Phng

n

ti

u l phng

n

tha mn c

cc

mc

tiu

ra

ca mt

hng, ph

thuc vo

cc

hn ch

v

cc

rng

buc. Quyt

nh

ti

u mang li hiu

qu

cao

nht, li

gp

(Contribution Margin-CM) cao

nht, hay
doanh

thu, hay chi ph

thp nht. M

hnh

LP gm 2 thnh phn:

Hm

mc

tiu:

Xc

nh

mc tiu c

th

phi

t ti.

Cc

rng

buc:

Cc

rng

buc di dng

cc

hn ch

v

s

sn c

ca ngun lc hay tho

mn cc yu cu ti thiu. Nh

tn

gi

quy

hoch

tuyn tnh, c

hm

mc

tiu

v

cc

rng

buc phi di

dng

tuyn

tnh.
Gii thiu

qui hoch

tuyn tnh
5.3. M

hnh

qui hoch

tuyn tnh

LP c

nhiu ng dng. Bao gm:

La chn kt hp

u

vo

c

chi ph

thp nht cho sn phm sn

xut ra.

Xc

nh

ngn

sch

ti

u.

Quyt

nh

danh

mc

u t

ti

u

(hay phn

b

ti

sn).

Phn

b

ngn

sch

qung

co

cho

cc

phng

tin

thng

tin.

Quyt

nh

phng

thc vn chuyn c chi ph thp nht.

Kt hp

kh

t.

Phn

b

nhn

lc ti

u.

La chn v

tr

t nh xng

ph

hp nht.
Gii thiu

qui hoch

tuyn tnh
5.3. M

hnh

qui hoch

tuyn tnh
V

d

6:

Cng

ty

sn xut

ni tht Omni sn xut 2 sn phm: bn

v

gh. C

2
sn phm cn thi gian c x

l

trong

2 b

phn: B

phn mc v b

phn sn. D

liu v

hai

sn phm ny nh

sau.

Rng

buc b

sung: Sn xut

khng

qu

450 gh

v

t

nht

100 bn

Cng

ty

mun

tm

c

cch

kt hp 2 loi sn phm

ny

sao

cho

c

li

nht.
Gii thiu

qui hoch

tuyn tnh
X

l Bn
(Chic)
Gh
(Chic)
S

gi
sn c Hiu qu $7 $5
Phn mc 3 hrs 4 hrs 2400
Phn sn 2 hrs 1 hr 1000
5.3. M

hnh

qui hoch

tuyn tnh
V

d

6:

Bc 1: Xc

nh

cc

bin quyt

nh

nh

sau:
x
1

= S

lng bn
x
2

= S

lng gh

Bc 2: Hm

mc

tiu

ti

a

ho

hiu qu

(Z) c biu din

di

y:
Z = 7x
1

+ 5x
2
Sau

lp cng thc cc rng buc nh

l

cc

bt

ng

thc:
3x
1

+ 4x
2

<

2400 (Rng

buc cng on mc)
2x
1

+ 1x
2

<

1000 (Rng

buc cng on sn)
x
1

100; x
2

<

450
Thm

vo

, n trong bt k

cng

thc LP no phi c iu kin

lm

cho

x
1

v

x
2

khng

m, tc l: x
1

, x
2

>

0 .
Gii thiu

qui hoch

tuyn tnh
5.3. M

hnh

qui hoch

tuyn tnh
Cc

phng

php

tnh

ton

C

nhiu phng

php

tnh

ton

LP bao

gm:

Phng

php

n hnh

Phng

php

th

Phng

php

n hnh l phng

php

c s

dng

gii bi

ton

LP. N

l

mt thut

ton, mt phng

php

tnh

ton

lp

i

lp li, t

phng

n

ny

ti phng

n

khc

cho

n

khi

t

c li gii tt nht. Mc d vy, hin nay vi s

tr

gip

ca

rt nhiu phn mm

ng

dng

(k

c

Excel), chng

ta

d

dng

tm

c phng

n

ti

u

m

khng

cn phi gii bng

tay

nh

trc.

Phng

php

th

d

s

dng

hn nhng

ch i vi

cc

trng

hp

LP c

2 bin

quyt

nh.
5.3. M

hnh

qui hoch

tuyn tnh
Cc

phng

php

tnh

ton-

Phng

php

th
Phng

php

th

gm cc bc sau y:

Bc 1: a bt

ng

thc v

dng

ng

thc.

Bc 2: Minh

ha bng

th

cc

ng

thc.

minh

ha:

t mt bin bng

0 v

tm

gi

tr

bin cn li v ni 2 gi tr

trn

th,

nh

du

cc

im trn 2 trc v kt ni vi

nhau

thnh

1 ng

thng.

Bc 3: Xc

nh

phn tha mn ca

cc

ng

thc bng

cch

nh

bng. Lp li cc bc t

1-3 i vi mi rng buc.

Bc 4: Sau

ht, xc

nh

tp phng

n

tc l nh

du

cc

vng

cha cc phng

n

tho

mn

tt c

cc

rng

buc.

Bc 5: Gii

ng

thi cc rng buc (th

hin di dng

cc

ng

thc)

tm

ra

im cn bin.

Bc 6: Xc

nh

hiu qu

hoc li gp ti tt c

cc

nh

trong

min

kh

thi.
5.3. M

hnh

qui hoch

tuyn tnh
Cc

phng

php

tnh

ton-

Phng

php

th
CH

:
Tp phng

n

l

nhng

gi

tr

ca bin quyt

nh

tho

mn

ng

thi cc rng buc. Chng

c

tm

thy

pha

trn

v

bn

trong

min kh

thi. Phng

php

th

da vo 2 c

im quan trng

ca LP:
1. Phng

n

ti

u nm

ng

bin

ca

vng

kh

thi, c

ngha l c th

b

qua cc

im

bn

trong

vng

kh

thi

(rt

nhiu

im) khi

tm

kim phng

n

ti

u.
2. Phng

n

ti

u nm

1 trong

cc

nh

ca min ti

u

(cc

phng

n

kh

thi

c

bn)
5.3. M

hnh

qui hoch

tuyn tnh
Cc

phng

php

tnh

ton-

Phng

php

th
Gii:
ng

gii hn
cng

on mc:
3X
1

+ 4X
2

= 2400
Chn:
(X
1

= 0, X
2

= 600)
(X
1

= 800, X
2

= 0)
0

800 X1
X2
600
0
Kh

thi
< 2400 hrs
Khng

kh

thi
> 2400 hrs
3
X
1
+

4
X
2
=

2
4
0
0
5.3. M

hnh

qui hoch

tuyn tnh
Cc

phng

php

tnh

ton-

Phng

php

th
Gii:
ng

gii hn
cng

on sn:
2X
1

+ 1X
2

= 1000
Chn:
(X
1

= 0, X
2

= 1000)
(X
1

= 500, X
2

= 0)
0

500

800 X
1
X
2
1000
600
0
2
X
1
+

1
X
2
=

1
0
0
0
5.3. M

hnh

qui hoch

tuyn tnh
Cc

phng

php

tnh

ton-

Phng

php

th
Gii:
0 100

500

800 X
1
X
2
1000
600
450
0
ng

ti

a gh
X
2

= 450
ng

ti thiu

bn
X
1

= 100
Vng
kh

thi
5.3. M

hnh

qui hoch

tuyn tnh
Cc

phng

php

tnh

ton-

Phng

php

th
Gii:
0 100 200 300 400 500 X
1
X
2
500
400
300
200
100
0
ng

hm

mc tiu
7X
1

+ 5X
2

= Li

nhun
7
X
1
+

5
X
2
=

$
2
,
1
0
0
7
X
1
+

5
X
2
=

$
4
,
0
4
0
im ti

u
(X
1

= 320, X
2

= 360)
7
X
1
+

5
X
2
=

$
2
,
8
0
0
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver

Phn

tch

nhy l nghin cu s

thay

i ca nhng

h

s

trong

bi

ton

qui hoch

tuyn

tnh

nh

hng

n phng

n

ti

u.

Dng

phn

tch

nhy, chng

ta

c

th

tr

li nhng

cu

hi

sau:

H

s

trong

hm

mc tiu thay i s nh

hng

nh

th

no

n

phng

n

ti

u?

Gi

tr

ca v

phi ca

cc

rng

buc thay i s nh

hng

nh

th

no

n phng

n

ti

u?

Trong

ngun lc sn xut, nhn

t

no quan trng

hn?.

Phn

tch

nhy thng

c gi l phn tch hu ti

u. Phn

tch

nhy rt

quan

trng

trong

vic

ra

quyt

nh

v

cc

bi

ton

tn ti trong mi trng

thay

i. Phn

tch

nhy

cung

cp nhng

thng

tin cn thit

ng

vi nhng

thay

i

.
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver

Chng

ta

c

th

thc hin phn tch

nhy bng

phng

php

th

hay bng

bng

n

hnh. Theo hng

ng

dng, chng

ta

khng

i

su

vo

phn

tch

bng

bng

n

hnh, chng

ta

s

thc hin qua Excel solver.

Nhm trin

khai

tng

thc hin

phn

tch

nhy, chng

ta

xem

xt

bi

ton

ti

u nh

sau: Cng

ty

Galaxy sn xut 2 loi

sn phm

l

SD v

ZD. Nguyn

liu s

dng

l

1 loi nha

c

bit.

nh

mc

chi ph

nguyn

liu v nhn cng cho vic sn xut 2

sn phm nh

sau:

SD cn 2 cn nha v 3 pht gi

cng

lao

ng.

ZD cn 1 cn nha v 4 pht gi

cng

lao

ng.

Trong

gii hn v

ngun lc

l: 1000 cn

nha

v

40 gi

lm

vic mi tun.
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver

Yu

cu t

b

phn

Marketing:

Tng

s

lng

sn xut

khng

qu

700 t.

S

lng

SD khng

vt

qu

s

lng

ZD l

350 t.

D

kin: Li

nhun thu c

l

$8/ t

SD, $5/ t

ZD.

K

hoch

sn xut hin ti l:

SD

= 450 t

ZD

= 100 t

Li nhun

= $4100/ tun
8(450) + 5(100)
Ban gim

c

ang

tm

kim phng

n

sn xut

nhm gia tng

li

nhun

cho

Cng

ty
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh

Bin

quyt

nh
:
:

X
1

= S

lng

sn xut sn phm

SD (t/tun)

X
2

= S

lng

sn xut sn phm

ZD (t/tun) .

Hm

mc

tiu: Ti

a

ho

li

nhun/ tun
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
Max 8X
1

+ 5X
2

(Li

nhun tun)
Cc

rng

buc
2X
1

+ 1X
2

s

1000 (Nha)
3X
1

+ 4X
2

s

2400 (Thi gian sn xut)
X
1

+ X
2

s

700 (Tng

s

lng

sn xut)
X
1

- X
2

s

350 (Mix)
X
j

> = 0, j = 1,2 (Khng

m)
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Gi
Gi
i
i

b
b
ng
ng

th
th

S

dng

th m

t

cc

rng

buc, hm

mc

tiu

v

min

kh

thi.
Rng buc khng m
X
2
X
1
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Gi
Gi
i
i

b
b
ng
ng

th
th

Min kh

thi:
1000
500
Kh

thi
X
2
Khng

kh

thi
Thi gian
3X
1
+4X
2
s2400
Rng

buc tng

sn xut:
X
1
+X
2
s700 (khng

d)
500
700
Rng

buc v

nha
2X
1
+X
2
s

1000
X
1
700
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Gi
Gi
i
i

b
b
ng
ng

th
th

Min kh

thi:
1000
500
Kh

thi
X
2
Khng

kh

thi
Thi gian
3X
1
+4X
2
s

2400
Rng

buc tng

sn xut:
X
1
+X
2
s

700 (khng

d)
500
700
Rng

buc mix:
X
1
-X
2
s350
Rng

buc v

nha
2X
1
+X
2
s

1000
X
1
700
im

bn

trong. im trn ng

bin. im

giao

nhau

(cc tr).
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Gi
Gi
i
i

b
b
ng
ng

th
th

Phng

n

ti

u:
Bt

u t im li nhun bt k, v

d

= $2,000...
Sau

tng

dn li nhun, nu c th...
...v

tip tc

n khi gp vng khng kh

thi
LN =$4360
500
700
1000
500
X
2
X
1
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Phn
Phn

t
t
ch
ch

nh
nh
y
y

Phn

tch

nhy

cc

h

s

ca hm mc tiu:
500
1000
500 800
X
2
X
1
M
a
x

8
X
1
+

5
X
2
M
a
x

4
X
1
+

5
X
2
M
a
x

3
.
7
5
X
1
+

5
X
2
M
a
x

2
X
1
+

5
X
2
Phng

n

ti

u s

khng

thay

i khi H

s

hm

mc tiu

nm

trong

Min ti

u
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Phn
Phn

t
t
ch
ch

nh
nh
y
y

Phn

tch

nhy

cc

h

s

ca hm mc tiu:
Min ti

u

: [3.75, 10]
500
1000
400 600 800
X
2
X
1
M
a
x
8
X
1
+

5
X
2
M
a
x

3
.
7
5
X
1 +

5
X
2
M
a
x

1
0
X
1
+

5
X
2
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Phn
Phn

t
t
ch
ch

nh
nh
y
y

Gi

m/
Shadow Prices
Shadow Prices:
Gi

s

khng

c

nhng

thay

i no ca

cc

thng

s u vo, gi tr

thay

i ca hm mc

tiu

khi

gia

tng

mt

n v

(pha

phi) ca

rng

buc

c gi l gi m"
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
ng
ng

d
d
ng
ng

m
m

h
h
nh
nh

qui
qui
ho
ho
ch
ch

tuy
tuy
n
n

t
t
nh
nh
-
-

Phn
Phn

t
t
ch
ch

nh
nh
y
y

Gi

m/
Shadow Prices
Shadow Prices: M

t

bng

th
1000
500
X
2
X
1
500
2
X
1
+

1
x
2
<
=
1
0
0
0
Khi

gia

tng

v

phi ca

rng

buc lng

nha.
Rng

buc
thi gian
Sn xut
Maximum profit = $4360
2
X
1
+

1
x
2
<
=
1
0
0
1
Maximum profit = $4363.4
Gi

m/ Shadow price =
4363.40 4360.00 = 3.40
R
n
g
b
u
c
v
n
h
a
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
S
S

d
d
ng
ng

Excel Solver
Excel Solver
t
t
m
m

phng
phng

n
n

t
t
i
i

u
u

Excel: Galaxy.xls

Chn

Solver, ta

thy xut hin hp thoi
198
Equal To:
Set Target cell
$D$6
y

l

cha
gi

tr

hm

mc tiu
By Changing cells
Vng

cha bin
Quyt

nh
$B$4:$C$4
$D$7:$D$10 $F$7:$F$10
Nhp vo cc
Rng

buc.
Chn

add a vo cc rng buc
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
S
S

d
d
ng
ng

Excel Solver
Excel Solver
t
t
m
m

phng
phng

n
n

t
t
i
i

u
u

Excel: Galaxy.xls

Chn

Solver, ta

thy xut hin hp thoi
199
Equal To:
Set Target cell
$D$6
y

l

cha
gi

tr

hm

mc tiu
By Changing cells
Vng

cha bin
Quyt

nh
$B$4:$C$4
Chn

Options
V

chn

Linear
Programming

&

Non-negative.
5.3. M

hnh

qui hoch

tuyn tnh
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
S
S

d
d
ng
ng

Excel Solver
Excel Solver
t
t
m
m

phng
phng

n
n

t
t
i
i

u
u

Excel: Galaxy.xls

Chn

Solver, ta

thy xut hin hp thoi
Equal To:
$D$7:$D$10<=$F$7:$F$10
By Changing cells
$B$4:$C$4
Set Target cell
$D$6
5.3. M

hnh

qui hoch

tuyn tnh
S
S

d
d
ng
ng

Excel Solver
Excel Solver
t
t
m
m

phng
phng

n
n

t
t
i
i

u
u

Excel: Galaxy.xls
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
SD ZD
T 320 360
Tng Gii hn
LN/Profit 8 5 4360
Nha 2 1 1000 <= 1000
Thi gian 3 4 2400 <= 2400
Tng 1 1 680 <= 700
Mix 1 -1 -40 <= 350
CNG TY GALAXY
5.3. M

hnh

qui hoch

tuyn tnh
S
S

d
d
ng
ng

Excel Solver
Excel Solver
t
t
m
m

phng
phng

n
n

t
t
i
i

u
u

Excel: Galaxy.xls
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
SD ZD
T 320 360
Tng Gii hn
LN/Profit 8 5 4360
Nha 2 1 1000 <= 1000
Thi gian 3 4 2400 <= 2400
Tng 1 1 680 <= 700
Mix 1 -1 -40 <= 350
CNG TY GALAXY
5.3. M

hnh

qui hoch

tuyn tnh
S
S

d
d
ng
ng

Excel Solver
Excel Solver
t
t
m
m

phng
phng

n
n

t
t
i
i

u
u

Excel Solver
Excel Solver
Answer Report
Answer Report
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
Microsoft Excel 11.0 Answer Report
Worksheet: [Galaxy Alt.xls]Alt
Report Created: 7/28/2009 3:07:40 PM
Target Cell (Max)
Cell Name Original Value Final Value
$D$6 LN/Profit Tng 4360 4360
Adjustable Cells
Cell Name Original Value Final Value
$B$4 T SD 320 320
$C$4 T ZD 360 360
Constraints
Cell Name Cell Value Formula Status Slack
$D$7 Nha Tng 1000 $D$7<=$F$7 Binding 0
$D$8 Thi gian Tng 2400 $D$8<=$F$8 Binding 0
$D$9 Sn xut Tng 680 $D$9<=$F$9 Not Binding 20
$D$10 Mix Tng -40 $D$10<=$F$10 Not Binding 390
5.3. M

hnh

qui hoch

tuyn tnh
S
S

d
d
ng
ng

Excel Solver
Excel Solver
t
t
m
m

phng
phng

n
n

t
t
i
i

u
u

Excel Solver
Excel Solver
Sensitivity Report
Sensitivity Report
Phn

tch

nhy

cho

bi

ton

quy

hoch

v

ng

dng

Solver
Microsoft Excel 11.0 Sensitivity Report
Worksheet: [Galaxy Alt.xls]Alt
Report Created: 7/28/2009 3:07:40 PM
Adjustable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$4 T SD 320 0 8 2 4.25
$C$4 T ZD 360 0 5 5.666666667 1
Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$7 Nha Tng 1000 3.4 1000 100 400
$D$8 Thi gian Tng 2400 0.4 2400 100 650
$D$9 Sn xut Tng 680 0 700 1E+30 20
$D$10 Mix Tng -40 0 350 1E+30 390
Chng

6
PHN TCH RA QUYT NH
6.1. Gii thiu

Ra quyt

nh

l

mt qu trnh la chn c thc gia hai hoc

nhiu phng

n

chn ra mt phng

n

v

phng

n

ny

s

to ra c mt kt qu

mong

mun

trong

cc

iu kin rng

buc

bit.

Lu rng, nu ch

c

mt gii php

gii quyt vn

th

khng

phi

l

bi

ton

ra

quyt

nh. V

cng

cn lu rng,
phng

n

Khng

lm

g

c cng

l

mt phng

n, i

khi

li l phng

n

c chn
Khi

nim v

ra

quyt

nh
6.1. Gii thiu

Theo tnh

cht ca vn

, c

th

chia

quyt

nh

lm

ba

loi:

Ra quyt

nh

trong

iu kin chc chn

(certainty): Khi

ra

quyt

nh, bit chc chn trng

thi

no

s

xy ra , do s

d

dng

v

nhanh

chng

ra

quyt

nh.

Ra quyt

nh

trong

iu kin ri ro (risk): Khi ra quyt

nh

bit

c xc sut xy ra ca mi trng

thi.

Ra quyt

nh

trong

iu kin

khng

chc chn

(uncertainty):
Khi

ra

quyt

nh, khng

bit

c xc sut xy ra ca mi trng

thi

hoc

khng

bit

c

cc

d

liu

lin

quan

n

cc

vn

cn

gii

quyt.
Cc

loi

ra

quyt

nh
6.1. Gii thiu

Qu

trnh

ra

quyt

nh

thng

c tin hnh theo su bc:

Bc 1: Xc nh

r

vn

cn gii quyt.

Bc 2: Lit k tt c

cc

phng

n

c

th

c.

Bc 3: Nhn

ra

cc

tnh

hung

hay cc

trng

thi.

Bc 4: c lng

tt c

li ch v chi ph cho mi phng

n

ng

vi mi trng

thi.

Bc 5: La chn mt m hnh ton hc

trong

PP nh

lng

tm

li gii ti

u.

Bc 6: p dng

m

hnh

tm

li gii v da vo

ra

quyt

nh

.
Cc

bc ca

qu

trnh

ra

quyt

nh
6.1. Gii thiu

ng

A l

Gim

c ca cng ty X mun

ra

quyt

nh

v

mt

vn

sn xut, ng

ln lt thc hin su bc nh

sau:

Bc 1: ng A nu vn

c

nn

sn xut mt sn phm mi

tham

gia

th

trng

hay khng?

Bc 2: ng A cho rng

c

3 phng

n

sn xut l:

Phng

n

1: lp 1 nh my c qui m ln

sn xut sn phm.

Phng

n

2: lp

1 nh

my

c

qui m

nh sn xut sn phm.

Phng

n

3: khng

lm

g

c.

Bc 3: ng A cho rng

c

2 tnh

hung

ca th

trng

s

xy ra

l:

Th

trng

tt.

Th

trng

xu.
V

d

bi

ton

ra

quyt

nh
6.1. Gii thiu

Bc 4: ng

A c lng

li

nhun ca cc phng

n

ng

vi

cc

tnh

hung:

Bc 5 v 6: Chn mt m hnh ton hc trong phng

php

nh

lng

tc

dng

vo

bi

ton

ny. Vic chn la m hnh c

da vo s

hiu bit, vo

thng

tin t

hay nhiu v

kh

nng

xut

hin cc trng

thi

ca h

thng.
V

d

bi

ton

ra

quyt

nh
Trng thi
Phng n
Th trng Tt Th trng Xu
Nh my ln
Nh my nh
Khng lm g
200.000
100.000
0
- 180.000
- 20.000
0

Bng

6.1
6.2. Ra quyt

nh

trong

iu kin ri ro
Khi

nim

Khi

ra

quyt

nh

trong

iu kin ri

ro, ta

bit

c xc sut

xy ra ca mi trng

thi. Ra quyt

nh

trong

iu kin ri

ro, ta

thng

s

dng

cc

tiu

chun sau:

Cc

i

gi

tr

k

vng

c tnh bng

tin

EMV (Expected
Moneytary

Value), hay;

Cc tiu thit hi k

vng

EOL (Expected Opportunity Loss).

xc

nh

cc

tiu

chun trn ngi ta c th

s

dng

phng

php

lp bng

quyt

nh

hoc

cy

quyt

nh.
6.2. Ra quyt

nh

trong

iu kin ri ro

M

hnh

Max EMV(i):

Trong

m

hnh

ny, chng

ta

s

chn phng

n

i c

gi

tr

k

vng

tnh

bng

tin ln nht. EMV (i): gi

tr

k

vng

tnh

bng

tin ca phng

n

i.

Trong

:

P(S
j

): xc

sut

trng

thi

j xut hin.

P
ij

: l

li

nhun/chi ph

ca phng

n

i ng

vi trng

thi

j.

i = 1 n n v j = 1 n m.
Phng

php

lp bng

quyt

nh
=
=
m
j
ij j
xP S P i EMV
1
) ( ) (
6.2. Ra quyt

nh

trong

iu kin ri ro

M

hnh

Max EMV(i):

V

d: Tr

li

bi

ton

ca

ng

gim

c A ca

cng

ty

X vi gi

s

rng

th

trng

xu cng

nh

th

trng

tt

u c xc sut nh

nhau

v

bng

0.5. Suy

ra

ta

c

bng

kt qu

tng

ng:

Ra quyt

nh:

EMV (i) > 0 => phng

n

c

li

Max EMV (i) =EMV (i=2) = 40.000 => Chn phng

n

nh

my

nh.
Phng

php

lp bng

quyt

nh
Trng thi j

Phng n i
Th trng tt
(j = 1)
Th trng
xu (j = 2)

EMV(i)
Nh my ln (i=1) 200.000 -180.000 10.000
Nh my nh (i=2) 100.000 -20.000 40.000
Khng lm g (i=3) 0 0 0
Xc sut cc trng thi P(Sj) 0,5 0,5

Bng

6.2
6.2. Ra quyt

nh

trong

iu kin ri ro

M

hnh

Min EOL(i) (Expeded

Opportunity Loss, Thit hi c

hi k

vng):

OL
ij

l

thit hi c

hi ca phng

n

i ng

vi trng

thi

j c

nh

ngha nh

sau:
OL
ij

= MaxP
ij

-

P
ij

y

cng

chnh

l

s

tin ta b

thit hi

khi

ta

khng

chn

c

phng

n

ti

u m phi chn phng

n

i.

V

d:

T

bng

6.2 ta

c:

OL
11

= 200.000 -

200.000

= 0

OL
12

= 0

-

(-180.000)

= 180.000

OL
21

= 200.000 -

100.000

= 100.000

OL
22

= 0 -

(-20.000)

= 20.000

OL
31

= 200.000 -

0

= 200.000

OL
22

= 0 -

0

= 0
Phng

php

lp bng

quyt

nh
6.2. Ra quyt

nh

trong

iu kin ri ro

M

hnh

Min EOL(i) (Expeded


hi k

vng):

V

d:

Do ta c bng

trng

thi:

Thit hi c

hi k

vng

EOL(i) (Expected Opportunity loss):
Phng

php

lp bng

quyt

nh
Trng thi
Phng n
Th trng Tt Th trng Xu
Nh my ln

Nh my nh

Khng lm g

Xc sut ca cc trng thi

0

100.000

200.000

0,5

180.000

20.000

0

0,5

=
=
m
j
ij j
xOL S P i EOL
1
) ( ) (
Bng

6.3
6.2. Ra quyt

nh

trong

iu kin ri ro

M

hnh

Min EOL(i) (Expeded


hi k

vng):

V

d:

T

bng

trng

thi, ta

tnh

c:

EOL (ln) = 0.5 x 0

+ 0 .5 x 180.000 = 90.000

EOL (nh) = 0.5 x 100.000 + 0.5 x 20.000 = 60.000

EOL (khng) = 0.5 x 200.000 + 0.5 x 0

= 100.000

Ra quyt

nh

theo

tiu

chun

Min EOL (i)

Min EOL (i) = Min (90.000, 60.000, 100.000) = 60.000

=> Chn phng

n

nh

my

nh
Phng

php

lp bng

quyt

nh
6.2. Ra quyt

nh

trong

iu kin ri ro

C

rt

nhiu

bi

ton

m

i

n quyt

nh

cui

cng

phi

qua
mt lot

cc

quyt

nh

lin

kt vi

nhau. Mt phn tch gi tr

mong

i c th

d

dng

c m

rng

p

dng

cho

nhng

bi

ton

phc tp dng

ny, phng

php

ny

c gi l Phn

tch

cy

quyt

nh.

Logic v

nguyn

l

ca phng

php

ny

vn ging

nh

trong

phn tch gi tr

d

tnh

nhng

cc

bi

ton

th

phc tp hn.
Phng

php

cy

quyt

nh
6.2. Ra quyt

nh

trong

iu kin ri ro
Phng

php

cy

quyt

nh
1
1
.2
.4
.4
.4
.2
.4
.4
.2
.4
d
1
d
2
d
3
s
1
s
1
s
1
s
2
s
3
s
2
s
2
s
3
s
3
Kt cc
10,000
15,000
14,000
8,000
18,000
12,000
6,000
16,000
21,000
2
2
3
3
4
4
V

d
6.2. Ra quyt

nh

trong

iu kin ri ro
Phng

php

cy

quyt

nh
V

d
3
3
d
1
d
2
d
3
EMV = .4(10,000) + .2(15,000) + .4(14,000)
= $12,600
EMV = .4(8,000) + .2(18,000) + .4(12,000)
= $11,600
EMV = .4(6,000) + .2(16,000) + .4(21,000)
= $14,000
Model A
Model B
Model C
2
2
1
1
4
4
La chn m hnh c EMV ln nht l m hnh C
6.2. Ra quyt

nh

trong

iu kin ri ro
Phng

php

cy

quyt

nh
V

d:
A B C D E F
1
2
3 M hnh EMV Quyt nh
5 d1 = Model A 10,000 15,000 14,000 12600
6 d2 = Model B 8,000 18,000 12,000 11600
7 d3 = Model C 6,000 16,000 21,000 14000 d3 = Model C
8 Xc sut 0.4 0.2 0.4
9 14000
Cc kh nng
Maximum Expected Value
BNG KT Qu
A B C D E F
1
2
3 M hnh EMV Quyt nh
5 d1 = Model A 10,000 15,000 14,000 =$B$8*B5+$C$8*C5+$D$8*D5 =IF(E5=$E$9,A5,"")
6 d2 = Model B 8,000 18,000 12,000 =$B$8*B6+$C$8*C6+$D$8*D6 =IF(E6=$E$9,A6,"")
7 d3 = Model C 6,000 16,000 21,000 =$B$8*B7+$C$8*C7+$D$8*D7 =IF(E7=$E$9,A7,"")
8 Xc sut 0.4 0.2 0.4
9 =MAX(E5:E7)
Cc kh nng
BNG PHN TCH
A B C D E F
1
2
3 M hnh EMV Quyt nh
5 d1 = Model A 10,000 15,000 14,000 =$B$8*B5+$C$8*C5+$D$8*D5 =IF(E5=$E$9,A5,"")
6 d2 = Model B 8,000 18,000 12,000 =$B$8*B6+$C$8*C6+$D$8*D6 =IF(E6=$E$9,A6,"")
7 d3 = Model C 6,000 16,000 21,000 =$B$8*B7+$C$8*C7+$D$8*D7 =IF(E7=$E$9,A7,"")
8 Xc sut 0.4 0.2 0.4
9 =MAX(E5:E7)
Cc kh nng
BNG PHN TCH
6.3. Quyt

nh

trong

iu kin

khng

chc chn

Trong

iu kin

khng

chc chn, ta

khng

bit

c xc sut

xut hin ca mi trng

thi

hoc

cc

d

kin

lin

quan

n bi

ton

khng

c

sn. Trong

trng

hp

ny

ta

c

th

dng

mt

trong

5 m

hnh

sau:

Maximax

Maximin

ng

u ngu

nhin

(Equally -likely)

Tiu

chun hin thc

hay tiu

chun Hurwiez

Minimax

Ghi

ch:

Bn m hnh u

c tnh t

bng

6.1

M

hnh

cui

cng

c tnh t

bng

6.3
6.3. Quyt

nh

trong

iu kin

khng

chc chn

Tm

phng

n

i ng

vi Max ca

max, ngha l tm gi tr

ln

nht

trong

bng

quyt

nh

Trong

m

hnh

ny

ta

tm

li

nhun ti

a c th

c

c bt

chp ri

ro, v

vy tiu chun

ny

cn

c gi l tiu chun lc

quan

(optimistic decision criterion).

V

d:

T

bng

6.1 ta

c

= 200.000

Ra quyt

nh: chn phng

n

nh

my

ln
M

hnh

Maximax
) (
ij
j i
P Max Max
) (
ij
j i
P Max Max
6.3. Quyt

nh

trong

iu kin

khng

chc chn

Chn phng

n

i ng

vi Max ca Min

Ngha

l

tm

Min trong

hng

i, sau

ly Max nhng

gi

tr

Min
va tm c. Cch

lm

ny

phn

nh

tinh

thn bi quan, cn gi

l

quyt

nh

bi quan

(pessimistic decision).

V

d:

T

bng

6.1 ta

c

= 0

Ra quyt

nh: khng

lm

g

c
M

hnh

Maximin
) (
ij
j i
P Min Max
) (
ij
j i
P Min Max
6.3. Quyt

nh

trong

iu kin

khng

chc chn

Trong

m

hnh

ny, ta

xem

mi trng

thi

u

ng

u ngu

nhin, ngha

l

xem

cc

trng

thi

u c xc sut xut hin bng

nhau. Trong

trng

hp ny ta tm phng

n

i ng

vi:

Ngha l tm phng

n

lm

cc

i

gi

tr

trung

bnh

cc

li

nhun ca tng

phng

n.

V

d:

T

bng

6.1 ta

c:

Ra quyt

nh: Chn phng

n

xy

nh

my

nh
M

hnh

ng

u ngu

nhin
|
|
|
|
|
.
|
\
|
=
thai trang So
P
Max
m
j
ij
i
1
) 0 ; 000 . 40 ; 000 . 10 (
2
) 0 0
;
2
) 000 . 20 ( 000 . 100
;
2
) 000 . 180 ( 000 . 200
i
i
Max
Max
|
.
|
\
|
+ + +
6.3. Quyt

nh

trong

iu kin

khng

chc chn

y

l

m

hnh

dung ha

gia

tiu

chun lc

quan

v

tiu

chun

bi quan. Bng

cch

chn mt h

s

o

(0< o

<1). Sau

chn
phng

n

i ng

vi h

s

a sao

cho:

Min P
ij

: gi

tr

nh

nht

hng

th

i

Max P
ij

: gi

tr

ln nht

hng

th

i

H

s

o

: 0 < o

<1

o = 1: Ngi

quyt

nh

lc

quan

v

tng

lai

o = 0: Ngi

quyt

nh

bi quan

v

tng

lai

Phng

php

ny

c

dng

mm do hn, gip

cho

ngi

ra

quyt

nh

a

c cm

xc

c

nhn

v

th

trng

vo

m

hnh.
M

hnh

Hurwitz -

cn

c gi

l

m

hnh

trung

bnh

c

trng

s
] ) 1 ( [
ij
j
ij
j i
P Min P Max Max o + o
6.3. Quyt

nh

trong

iu kin

khng

chc chn

Ta tm

phng

n

ng

vi:

Tm

Max theo

phng

n

i ngha l tm gi tr

ln nht trong cc

ct

j tnh

theo

tng

hng

OL
ij

: thit hi c

hi ca phng

n

i ng

vi trng

thi

j c

tnh

nh

trong m hnh ra quyt

nh

trong

iu kin ri ro.

Trong m hnh ny ta tm phng

n

lm

cc tiu c

hi thit

hi cc

i.

V

d

:

p dng bng 6.3 ta c:

Min [Max OL
ij

]= Min [180.000 , 100.000 , 200.000 ]= 100.000

Ra quyt

nh: Chn phng

n

nh

my

c

qui m

nh.
M

hnh

Minimax
) (
ij
j i
OL Max Min
6.4. Quyt

nh

khi

xt

n

hu ch (

tho

dng)
V

d:

Chn

1 trong

2 phng

n

u t

sau:

A : Chc chn thu c

$30000

B : 70% kh

nng

thu

c

$60000, 30% kh

nng

thua

l

$10000
(-

$10000).
?

Dng

tiu

chun EMV

nh

gi

la chn?

Thc t

la chn?
Khi

nim

hu ch
6.4. Quyt

nh

khi

xt

n

hu ch (

tho

dng)

hu ch l

o mc

u tin ca ngi ra quyt

nh

i vi

li nhun.

L

thuyt

hu

ch

l

l

thuyt nghin cu

cch

kt hp mc

u tin v may ri ca ngi ra quyt

nh

i vi

cc

yu

t

khc

trong

qu

trnh

ra

quyt

nh.

hu ch c

c

tnh

nh

sau:

Kt qu

tt nht s

c

hu ch l 1

=> U (tt nht) = 1

Kt qu

xu nht s

c

hu ch l 0

=> U (xu nht) = 0

Kt qu

khc

s

c

hu ch e

(0,1)

=> 0 < U(khc) < 1
Khi

nim

hu ch
6.4. Quyt

nh

khi

xt

n

hu ch (

tho

dng)

Vn

t ra 1: La chn phng

n

no?

A : Chc chn thu c

$30000

B : 70% kh

nng

thu

c

$60000, 30% kh

nng

thua

l

$10000 (-

$10000).

Kh

nng

la chn: 30% kh

nng

l

$10 000 l

qu

cao, quyt

nh

chn phng

n

chc chn.

Vn

t ra 2: La chn phng

n

no?

A : Chc chn thu c

$30000

B : 90% kh

nng

thu

c

$60000, 10% kh

nng

thua

l

$10000 (-

$10000).

Kh

nng

la chn: C

hi

c

c

$60000 l

kh

cao,

quyt

nh

chn

phng

n

c

$60000.

Vn

t ra 3: La chn phng

n

no?

A : Chc chn thu c

$30000

B : 85% kh

nng

thu

c

$60000, 15% kh

nng

thua

l

$10000 (-

$10000).

Kh

nng

la chn: 2 phng

n

ny

thy rng

tng

ng

nhau, chn phng

n

no

cng

c.
Khi

nim

hu ch
6.4. Quyt

nh

khi

xt

n

hu ch (

tho

dng)

Khi

ta thy rng:
30000 ~ {(0.85, 60000), (1-0.85, -10000) }
~ {(0.85, 60000), (0.15, -10000) }

hu ch ca

30000 c xc nh

nh

sau:

u($30 000) = 0.85u($60 000) + 0.15u(

$10 000) = 0.85.

Ghi

ch: im 85% c gi l im

khng

khc

bit.
Khi

nim

hu ch
6.4. Quyt

nh

khi

xt

n

hu ch (

tho

dng)

Tng

t, gi

s:

Vn

t ra: La chn phng

n

no?

A : Chc chn thu c

$11000

B : 60% kh

nng

thu

c

$60000, 40% kh

nng

thua

l

$10000
(-

$10000).

Kh

nng

la chn: 2 phng

n

ny

thy rng

tng

ng

nhau,
chn phng

n

no

cng

c.

Khi

:
11000 ~ {(0.6, 60000), (1-0.6, -10000) }
~ {(0.6, 60000), (0.4, -10000) }

Do :

u($11 000) = 0.6u($60 000) + 0.4u(

$10 000) = 0.6.
Khi

nim

hu ch
6.4. Quyt

nh

khi

xt

n

hu ch (

tho

dng)
Khi

nim

hu ch

hu ch
1.00
0.00
60000 30000
U(30000)=0.85
U(60000)=1.00
U(11000)=0.60
11000
6.4. Quyt

nh

khi

xt

n

hu ch (

tho

dng)
Khi

nim

hu ch

hu ch
1.00
0.00
Min Max
U =1.00
R
i
s
k

N
e
u
t
r
a
l
/

k
h
n
g
c
t
h
i
n
l
c
h
v
i
r
o
Risk Seeking/
thch

ri ro
ng

hu

ch/ Utility curve: Risk Neutral, Averse, Seeking
Risk Averse/
trnh

ri ro
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Baigiang Pham Canh Huy

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Phm Cnh Huy

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Phng php nh lng trong qun l- TS. Phm Cnh Huy 58

l c lng khng chch ca p

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