Kim nh gi thuyt

I. V d
1. V d kim nh bng p-value (test of significance)
Cc bc thc hin 1 kim nh
Bc 1: Gi s t cc quan st ngi ta nghi ng rng c 1 gi thuyt H1 l
ng v mun kim nh iu . Trc ht ngi ta pht biu mt i thuyt
(Null hypothesis gi thuyt v hiu) H0. Chng hn nu gi thuyt H1 l iu
tr bng thuc A gim nguy c t vong hn thuc B th gi thuyt v hiu H0 s
pht biu l t l t vong bnh nhn iu tr bng thuc A th bng vi thuc
B.
Bc 2: Thu thp s liu lin quan n gi thuyt. Nh v d trn l s trng
hp t vong. Gi d liu l D.
Bc 3: Tnh xc sut quan st c d liu D nu gi thuyt H0 ng. Ni
cch khc bc ny l i tnh P(D|H0). V y chnh l tr s P (p-value).
V cch s dng tr s P, ngi ta xem rng nu P khng nh th gi thuyt
H0 vn c hiu lc v nh th gi thuyt H1 cha th tin cy. Gii hn
thng dng cho tr s P l 0,05. Trong trng hp ngc li gi thuyt H0 b
bc b v tnh khng ph hp vi d liu quan st c. V ta i n chp nhn
H1. Tnh logic ca suy lun ny ging nh mt php phn chng. N chnh l
trit l phn nghim ni ting trong khoa hc (falsificationism).
Bi ton v d:Gi s chng ta c10 bnh nhn, mi bnh nhn c iu tr
bng 2 loi thuc A v B. Sauk hi theo di 1 thi gian, c 8 bnh nhn m hiu
qu ca thuc A tt hn thuc B. Kt qu ny c ph hp vi gi thuyt thuc A
tt hn thuc B?
tr li cu hi v cng l kim nh gi thuyt trn chng ta pht biu mt
gi thuyt v hiu H0: Hiu qu ca hai loi thuc nh nhau. Di gi thuyt
ny, gi p l xc xut 1 ngi iu tr th hin rng thuc A tt hn thuc B,
th p = 0,5. Vy nu gi thuyt v hiu ny ng th chng ta c th tnh ton
xc sut quan st c k bnh nhn (k=0,1,2,,10) (trong 10 bnh nhn) vi
kt qu A tt hn B theo lut phn phi nh thc.
Ta c xc xut c ti thiu 8 bnh nhn m kt qu thuc A tt hn thuc B
l:
P(k>=8)=P(k=8)+P(k=9)+P(k=10)=0,055
y chnh l tr s P. Ch rng k=8 l trng hp nh nht c li cho gi
thuyt H1 v k>=8 vy ta xt ch khng phi ch k=8.
Theo tiu ch 0,05 th d c 80% bnh nhn c kt qu thuc A tt hn thuc B
th ta vn cha bng chng khng nh rng kt qu ny nht qun vi
gi thuyt thuc A tt hn thuc B.
Ch rng thc ra iu ta mun l bit tr s P(H0|D) ch khng phi l
P(D|H0). Tuy nhin ta khng c cch no lm vic ny v vy m cn ti trit l
phn nghim.
2. V d kim nh gi thuyt (Test of hypothesis)
Mt tng khc ca kim nh l vic lm sao kim sot xc sut mc sai
lm ca quyt nh. Trong thc t mi quyt nh c th mc sai lm. Chng
ta s phi a ra mt quyt nh m xc sut mc sai lm nh c th chp
nhn c. tng ny c v thuyt phc hn tng ca phng php trn.
Cc bc thc hnh theo tng ny nh sau:
Bc 1: Pht biu gi thuyt chnh H1 v gi thuyt v hiu H0
Bc 2: Quyt nh cc xc sut mc sai lm c th chp nhn c. C hai
loi sai lm c th mc phi l: chp nhn H1 khi H0 ng, gi l sai lm
loi 1, v chp nhn H0 khi H1 ng, gi l sai lm loi 2. T hai xc xut ny
c tnh c mu cn thit.
Bc 3: Thu thp d liu lin quan.
Bc 4: a ra khong bc b H0 v xt xem nu d liu nm trong min bc
b th ta chp nhn H1 v ngc li th chp nhn H0.
Nguyn l ca m hnh trn l da vo d liu a ra quyt nh m v lu
di chng ta khng qu sai. Cc xc sut sai lm thng chn l 5% v 10%.
Ch rng vi cc b d liu quan st khc nhau kt qu kim nh c th khc
nhau.
Bi ton v d: Ta ly li v d trn so snh hai phng php.
Nhc li rng ta s test H0: p=0,5 v H1: p>0,5
B qua bc c tnh c mu. Ta n nh xc sut mc sai lm loi 1 l 5%.
Mt nh l thng k ni rng nu gi X l bin ngu nhin c trng cho s
bnh nhn m kt qu thuc A tt hn thuc B th di gi thuyt H0 i lng
thng k
2 2
1 1
10 10 10
2 2
1 1
10 10
2 2
n
X X
D
| | | |

| |
\ . \ .
= +

s c lut phn phi
2
1
_

iu trn cho php ta ly min bc b ca i lng thng k cho gi thuyt H0
l (3.84; ) R = + v
2
1;0.05
3.84 _ = .
By gi ta i tnh i lng thng k vi s liu quan st c, ch cn thay
X=8. Tnh ra 3, 6
n
D =
Ta c
n
D R e nn ta khng th bc b gi thuyt H0 v do khng th chp
nhn gi thuyt H1.
Thm mt ch l ( 3, 6| 0) 0, 055 ( 8| 0)
n
P D H P X H p value > = = > =

II. C s ton hc ca l thuyt kim nh
Ta s xy dng l thuyt kim nh trn tng th 2 v sau ch ra lin h
vi tr s P, cui cng l a ra mt phng php hp nht hai tng (ta s
thy hai tng thc ra li c cng bn cht).
Trc ht ta t ra bi ton r rng: Gi s vic kim nh mt gi thuyt t ra
c th a v vic kim nh gi thuyt v mt tham s u ca mt m hnh xc
sut. Cc gi thuyt pht biu nh sau:
0 0
: H u eO v
1 1
: H u eO
Ta xc nh hai loi sai lm :
Chp nhn H0 Bc b H0
H0 ng Sai lm loi 1
H1 ng Sai lm loi 2
Ta hy n nh mc sai lm chp nhn c, chng hn
P(sai lm loi 1)=0,05
Gi X l bin ngu nhin ca m hnh . Min gi tr c th nhn ca X l M.
Ta s a ra mt i lng thng k k hiu l T(X). V s a ra min bc b
ca T dng ( ; ) R c = + , min bc b tng ng ca X l
{ } : ( ) x T x c > l mt tp
con ca M. Mi quan h gia xc sut mc sai lm vi min bc b s c ch
ra trong nh ngha sau:
nh ngha: Power function ca min bc b R l
( ) ( ) P X R
u
| u = e
C (size) ca test l
( )
0
sup , o | u u = eO
thy ngha ca nh ngha trn hy ch ti trng hp
0
O ch c1 gi tr
l
0
u . Khi
( ) ( )
0
0
P X R
u
o | u = = e chnh l xc sut mc sai lm loi mt nu ta
quyt nh theo quy tc sau: Bc b H0 nu ( ) T x c hay x R > e . Trong trng
hp tng qut xc sut mc sai lm loi 1 s khng vt qu o .
V d:

Hai loi test thng dng
- Wald test:

-V Pearson test:

Sau y l nh ngha chnh xc ca p-value v mi quan h ca n vi phng
php trnh by


Nh vy ging nh v d u tin trnh by, sau khi c d liu quan st
n
x
ta s tnh p-value =P(T(X)>T(x)|H0). V iu quan trng chnh l quy tc quyt
nh: Bc b H0 nu p-value <o cng c xc sut mc sai lm loi 1 l o .
iu cho thy hai phng php test trnh by phn v d c cng bn
cht.
Ngy nay mt phng php tng hp c a ra kt hp hai phng php
ni nh sau:
Bc 1: Pht biu gi thuyt chnh H1 v gi thuyt v hiu H0
Bc 2: Quyt nh cc xc sut mc sai lm c th chp nhn c. C hai
loi sai lm c th mc phi l: chp nhn H1 khi H0 ng, gi l sai lm
loi 1, v chp nhn H0 khi H1 ng, gi l sai lm loi 2. T hai xc xut ny
c tnh c mu cn thit.
Bc 3: Thu thp d liu lin quan.
Bc 4: Tnh xc sut quan st c d liu D nu gi thuyt H0 ng. Ni
cch khc bc ny l i tnh P(D|H0). V y chnh l tr s P (p-value).
Bc 5: Nu p-value <o th bc b H0 v ngc li.
im khc bit y l vic dng cc xc sut mc sai lm c tnh c mu.
Ta s thy qua mt v d. Nhng trc ht ta s ni ti sao li c chuyn ny.
Vy hy lu rng khi lm kim nh ta thng ch s dng xc sut sai lm
loi 1, v ta lun mun sai lm ny b. Nhng nu ta gim xc sut sai lm ny
xung th s lm tng xc sut sai lm loi hai trong khi xc sut ny khng th
xem nh khi kt qu kim nh c th l chp nhn H0. Tht vy gi s ta xt
vic kim nh vic iu chnh my mc. Nu iu chnh ng th sn phm do
my lm ra c ng knh gn chnh xc l d. Sau khi kim nh n sn phm th
chp nhn hoc bc b gi thuyt ng knh=d. Nu bc b th s loi ton b
sn phm my lm ra. Sai lm loi mt l vic bc b gi thuyt khi n ng tc
l loi b nhng sn phm tt. l mi nguy him quan trng vi ngi sn
xut. Sai lm loi hai l vic gi gi thit khi n sai tc l giao cho khch hng
nhng sn phm khng ph hp vi yu cu. l nguy him ca ngi mua.
Khi mun gii hn xc sut sai lm loi 2 th ta c th c 2 la chn mt l tng
xc sut sai lm loi 1, hai l tng c mu. R rng l vic tng c mu tt hn
v hn ch c c hai sai lm nhng tng ph tn. Ta s xc nh mt c mu
va kim sot c hai sai lm ny.
V d minh ha:Mt nh sn xut nh dng mt cch ng gi mi c cho l
s tng tnh hp dn. H tin hnh thm d d lun, h s hi n ngi v gi s
c s ngi thch cch mi( gi s h u ng tr li cu hi). Chng ta chp
nhn rng c xc sut p 1 ngi c chn ngu nhin s tr li thch.
Chng ta s tr li cu hi cng chng c thch cch ng gi mi khng
bng cch a ra gi thit H0: p=0,5 v H1: p>0,5. Gi thuyt H1 th hin
lng tin ca nh sn xut rng cch ng gi mi t ra cng hp dn bng cch
c. S ngi c hi cn ln, khi ta c th s dng quy lut chun gn
ng.
Gi o l xc sut mc sai lm loi 1 khi ta s bc b gi thit H0 khi
( )
1
0,5 0,5 0,5 s n t n s o > + =
Khi xc sut mc sai lm loi hai l
( )
1
1
s np
np p
|
| |

|
= u
|

\ .

Lu rng xc sut mc sai lm loi 2 l hm ca p ( khng ging xc sut sai
lm loi 1c tnh khi bit p=0,5)
Xc sut sai lm loi 1 cn c n nh trc nht. V thay i cch ng gi
i hi phi t chc li v tn km ln. nh sn xut ch lm vic khi chc
chn cng chng thch cch ng gi mi. Sai lm loi 1 l cho rng cng
chng thch trong khi h coi hai cch ng gi l nh nhau. V vy sai lm ny
phi tht b. Ly o = 0,001 t c t(o )=3,09 nn
1
0,5 1,545 s n n = + .
Sai lm loi 2 l gi li cch ng gi c khi cng chng thch cch mi khng
qu nguy him, c th chp nhn mt sai s ln hn loi 1. Chng hn chn sao
cho sai lm loi hai ng vi p=0,6 nh hn 0,1. iu ny s gip tnh n:
0, 5 1, 545 0, 6 0,1 1, 545
0,1 1, 28 471, 75
0, 6 0, 4 0, 6 0, 4
n n n n n
n
n n
|
| |
+ +
= u < < >
|
|

\ .

Vy chng ta c th ly n=472 hoc n=500 cho trn.
Nu n=500 ta c
1
284, 6 s = .
Ta s quyt nh bc b H0 tc l chp nhn cch ng gi mi khi c t nht
285 ngi thch trong s 500 ngi c hi.