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TRNG I HC THNG MI KHOA THNG MI IN T

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BI THO LUN L THUYT XC SUT THNG K TON


bi: 1.c lng mc chi tiu trung bnh ca sinh vin ngoi tnh trng H TM. 2. Hin nay, t l sinh vin ngoi tnh ca trng Thng mi chi tiu hng thng n 1,4triu l 60%. Hy kim tra li khng nh trn. ( = 0,05; = 0,95 )

Nhm : 7 Lp : Lp 1028AMAT0111 GVHD : Thy c Minh

H Ni, 2010

Tho lun L thuyt xc sut thng k ton Nhm 7

LI NI U
L thuyt c lng, l thuyt kim nh cc gi thuyt thng k l nhng b phn quan trng ca thng k ton. N l phng tin gip ta gii quyt nhng bi ton nhn t gc khc lin quan n du hiu cn nghin cu trong tng th.

c lng k vng ton ca LNN X, ngi ta gi s trn mt m ng c E(X)= v Var(X) . Trong cha bit, cn c lng . T m . T mu ny ta tm ng ta ly ra kch thc mu n:

c trung bnh mu X v phng sai mu iu chnh S 2 . Da vo nhng c trng mu ny ta s xy dng thng k G thch hp.Vi vn 2 ca ti tho lun, l c lng mc chi tiu trung bnh hng thng ca sinh vin ngoi tnh trng H Thng Mi, nhm chng ti xc nh dng phng php c lng khi cha bit quy lut phn phi ca LNN , kch thc mu n ln. Kim nh gi thuyt thng k v t l ca m ng, thng thng ta thng gi s du hiu X cn nghin cu trn m ng c E(X) , Var(X) trong cha bit. t mt c s no ngi ta tm c p=po , nhng nghi ng v iu ny. Vi mc ngha thuyt cho trc ta cn kim nh gi : p=po . T m ng ly ra mu: v tnh c cc c trng mu: , . T mu ny ta tnh c . Ly mt mu c th , ri so snh vi bc ,

b hay khng bc b , chp nhn hay khng chp nhn . l phng php lm ca nhm ti trong phn 2 ca vn tho lun: Hin nay, t l sinh vin ngoi tnh ca trng Thng mi chi tiu hng thng n 1,4triu l 60%. Hy kim tra li khng nh trn.

Bi tho lun ny c xy dng da trn c s ca: gio trnh L thuyt xc sut v thng k ton ca trng i hc Thng Mi, gio trnh L thuyt xc sut v thng k ton ca trng i hc Kinh T Quc Dn cng vi cc
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Tho lun L thuyt xc sut thng k ton Nhm 7

kin thc tip thu c t cc bi ging ca ging vin b mn trng i hc Thng Mi. Do thi gian, iu kin v kh nng c hn, bi tho lun nhm chng ti khng trnh khi nhng khim khuyt. Chng ti rt mong nhn c s cm thng, chia s v gp t pha cc ging vin, cc bn sinh vin v nhng ai quan tm bi tho lun nhm c hon thin hn! Tp th nhm 7!

Phn I: C S L THUYT
I.c lng k vng ton ca LNN Gi s mt m ng LNN c E ( X ) = v . Trong cha

bit, cn c lng. T m ng ta ly ra mu kch thc n: . T m ng ta ly mu ny ta tm c trung bnh mu v phng sai mu iu chnh . Da vo nhng c trng mu ny ta s xy dng thng k G thch hp. C 3 trng hp cn xt l: Trng hp 1: LNN X phn phi theo quy lut chun, bit.

Trng hp 2: LNN gc X phn phi theo quy lut chun, phng sai cha bit. Trng hp 3: Cha bit quy lut phn phi xc sut ca X trn m ng, nhng kch thc mu n>30. Theo yu cu tho lun sau y chng ta s i xt trng hp 3.

V tm th

l ngu nhin v n kh ln, theo nh l gii hn trung c phn phi xp x chun: U=


X n
N(0,1)

nn: (1)

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Tho lun L thuyt xc sut thng k ton Nhm 7

(U c phn phi chun xp x chun ha) Khi ta c th tm c phn v sao cho: (2) Thay biu thc U (1) vo (2)v bin i ta c:
P( X <

u 2 ) 1 n

(3) (4) (5)

Trong : T (4) ta c tin cy ca c lng l 1 Khong tin cy i xng ca l:

(6) di ca khong tin cy l 2 . Sai s ca c lng l , c tnh bng cng thc (5). T ta c sai s ca c lng bng mt na di ca khong tin cy. V vy nu bit khong tin cy i xng (a, b) th sai s c tnh theo cng thc:
=
ba 2

(7)

y ta c 3 bi ton cn gii quyt: Bi ton 1: Bit kch thc mu n, bit tin cy 1 , cn tm sai s hoc khong tin cy. Nu bit tin cy 1 ta tm c tnh c

, tra bng ta tm c u 2 t ta 2

theo cng thc (5) v cui cng nu cn, ta c th tm c

khong tin cy (6) ca Ch :

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Tho lun L thuyt xc sut thng k ton Nhm 7

Khong tin cy (6) l khong tin cy ngu nhin, trong khi

l mt s xc

nh. i vi mu ngu nhin W=(X 1 ,X 2 ,,X n ), v tin cy 1 kh gn 1 nn theo nguyn l xc sut ln c th coi bin c ( X < < X + ) s xy ra trong mt ln thc hin php th. Ni mt cch chnh xc, vi xc sut
1 khong tin cy ngu nhin (6) s chp ng E ( X ) = .

Trong mt ln ly mu ta c mu c th w=(x 1 ,x 2 ,,x n ). T mu c th ny ta tm c mt gi tr c th x ca LNN trung bnh mu. Khi vi tin cy 1 , ta tm c mt khong tin cy c th ca Bi ton 2: Bit kch thc mu n v sai s l

cn tm tin cy (nu bit

khong tin cy i xng (a, b) th ta c th tnh c sai s theo cng thc (7)). T (5) ta tm c u =
2

n , tra bng tm c t tm c tin cy 2

Bi ton 3: Bit tin cy 1 , bit sai s cn tm kch thc mu n. Do ta cha bit quy lut phn phi xc sut ca X, kch thc mu cng cha bit(ang cn tm) nn ta phi gi thit X c phn phi chun.(nu cha bit, v n> 30 nn ta c th ly s )
n=

2 u 2
2

hoc n =

s 2 u 2

chnh l kch thc mu ti thiu cn tm.

Ch : T biu thc trn ta thy: th u 2 cng gim, c

Nu gi nguyn kch thc mu n v gim sai s

ngha l gim tin cy. Ngc li nu gi kch thc mu n khng i v tng tin cy 1 th s lm tng u 2 dn n sai s cng tng theo.

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Tho lun L thuyt xc sut thng k ton Nhm 7

Tng t nh vy nu gi nguyn sai s tng kch thc mu n th sai s gim.

ng thi gim kch thc mu n

th u 2 cng gim, tc l tin cy gim. Nu gi nguyn tin cy 1 v

V d: Theo di 36 cng nhn cng sn xut ra mt loi sn phm v thu c bng s liu thng k v thi gian cn thit (n v l pht)sn xut ra sn phm nh sau: Thi gian sn xut mt sn phm S cng nhn 9 3 10 9 11 20 12 4

Vi tin cy 99% hy c lng thi gian trung bnh cn thit sn xut ra mt loi sn phm. Gii Gi X l thi gian sn xut ra 1 loi sn phm l thi gian trunh bnh sn xut ra 1 loi sn phm trn mu l thi gian trung bnh sn xut ra 1 loi sn phm trn m ng Ta c n=36>30 nn Do
U=

c phn phi xp x chun

X N (0,1) n

V cha bit, n=100 kh ln nn ta ly s c: U= Tm c tha mn (1) Ta c :


X =
'2

1 n 385 ni xi = 36 n i =1

1 n 2 S = ni ( X i X ) = 0,618 S = 0,786 n 1 i =1

Thay

tm c khong tin cy:

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Tho lun L thuyt xc sut thng k ton


P( X < < X + ) 1

Nhm 7

Ta c

Kt lun: Vi tin cy l 99% th thi gian trung bnh cn thit sn xut ra mt loi sn phm l (10,3564; 11,0324). II.Kim nh gi thuyt v t l m ng Xt mt m ng kch thc N, trong c M phn t mang du hiu A. Khi l t l phn t mang du hiu A trn m ng. T

mt c s no ngi ta tm c p = p 0 nhng nghi ng v iu ny. Vi mc ngha ta cn kim nh gi thuyt Ho: p= p 0 . kim nh gi thuyt trn, t m ng ta ly ra mt mu kch thc n. Gi f l t l phn t mang du hiu A trn mu. Theo quy lut phn phi xc sut ca tn sut mu, khi n kh ln th f N ( p, kim nh:
U= f p0
pq ) . Ta xy dng tiu chun n

p 0 q 0 , trong q 0 = 1 p0 .
n

Nu Ho ng th U N (0,1) V kh b, theo nguyn l xc sut nh v ty thuc vo tng i thuyt H1 ta c min bc b W nh sau: Loi gi thuyt 2 pha Phi Tri H0 H1 Xc sut
P ( U > u / 2 ) =
P(U > u ) = P(U < u ) =

W
W = {U tn : U tn > U }
2

W = {U tn : U > U }
W = {Utn : U < U }

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Tho lun L thuyt xc sut thng k ton Nhm 7


H 0 : p = Trng hp 1: H 1 : p

p p

Vi mc ngha cho trc ta tm c U / 2 sao cho P( U > u 2 ) = . V kh b, theo nguyn l xc sut nh ta c min bc b:
W = {U tn : U tn > U 2}

V d: mt a phng t l mc bnh gan c xc nh nhiu ln l 34%. Sau mt t iu tr bng mt loi thuc, ngi ta kim tra li 120 ngi thy 24 ngi cn mc bnh gan. Hi vi mc ngha 5% t l ngi mc bnh gan a phng c thay i khng? Gii: Gi f l t l ngi mc bnh gan trn mu p l t l ngi mc bnh gan trn m ng V n=120 kh ln nn f N ( p,
pq ). n

Vi mc ngha = 0,05 cn kim nh:


U= f p0 p0 q0 n

H 0 : p = p 0 (= 0,34) H 1 : p p0

XDTCKD:

Nu H0 ng th U N (0,1) . Vi cho trc ta xc nh c U / 2 sao cho: P( U > u / 2 ) = . V kh b, theo nguyn l xc sut nh ta c min bc b:
W = {Utn : Utn > U / 2}

Ta c U / 2 = U 0,025 =1,96 Theo bi:


Bc b H0
f =

0,2 0,34 24 = 0,2 U = = 3,237 W tn 120 0,34.0,66 120

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Tho lun L thuyt xc sut thng k ton Nhm 7

Vy vi mc ngha 5% th t l ngi mc bnh gan a phng c thay i. * Trng hp 2:


H 0 : p = p0 H 1 : p > p0

Vi mc ngha cho trc ta tm c U / 2 sao cho P(U > u ) = . Lp lun nh trong trng hp 1 ta thu c min bc b W = {Utn : U > U} V d: Ngy 15/ 01/ 2002 tc gi ca mt bi bo vit: Vit Nam c ti 90% cc doanh nghip cha quan tm ti thng mi in t. C kin cho rng t l trn thp hn so vi thc t. kim tra li, ngi ta iu tra 120 doanh nghip thy c 115 doanh nghip cha quan tm ti lnh vc ny. Vi mc ngha 0,05 hy cho nhn nh v vn trn. Gii: Gi X l s doanh nghip cha quan tm ti thng mi in t f l t l doanh nghip cha quan tm ti thng mi in t trn mu p l t l doanh nghip cha quan tm ti thng mi in t trn m ng. V n=120 kh ln nn f N ( p,
pq ). n

Vi mc ngha = 0,05 cn kim nh:


U= f p0 p0 q 0 n

H 0 : p = p 0 ( = 0,90) H 1 : p > p0

XDTCKD:

Nu H 0 ng th U N (0,1) . Vi cho trc ta xc nh c U sao cho: P(U > u ) = . V kh b, theo nguyn l xc sut nh ta c min bc b:
W = {Utn : Utn > U }

Ta c U = U 0, 05 = 1,65

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Tho lun L thuyt xc sut thng k ton Nhm 7


f = 115 0,9583 0,90 = 0,9583 Utn = = 2,1288 W 120 0,90.0,10 120

Theo bi :

Bc b H0.

Vy vi mc ngha 0,05 th ta ni rng t l cc doanh nghip cha quan tm ti thng mi in t ln hn 90% * Trng hp 3:
H 0 : p = p0 H 1 : p < p0

Vi cho trc ta xc nh c U sao cho: P(U < u ) = . V kh b, theo nguyn l xc sut nh ta c min bc b:
W = {Utn : Utn < U }

V d: iu tra 300 hc sinh trung hc H Ni thy c 66 em b cn th. Vi mc ngha 1% c th ni rng t l hc sinh trung hc H Ni b cn th nh hn 25% hay khng? Gii: Gi X l s hc sinh trung hc H Ni b cn th f l t l hc sinh b cn th trn mu p l t l hc sinh b cn th trn m ng V n=300 kh ln nn f N ( p,
pq ) n

Vi mc ngha = 0,01 cn kim nh:


U= f p0 p0 q0 n

H 0 : p = p 0 (= 0,25) H 1 : p < p0

XDTCKD:

Nu H0 ng th U N (0,1) . Vi cho trc ta xc nh c U sao cho: P(U < u ) = . V kh b, theo nguyn l xc sut nh ta c min bc b:
W = {U tn : U tn < U }

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Tho lun L thuyt xc sut thng k ton Nhm 7

Ta c U = U 0,01 = 2,33 Theo bi


f = 66 0,22 0,25 = 0,22 Utn = = 1,2 W 300 0,75.0,25 300

Cha c c s bc b H0

Vy vi mc ngha 0,01 ta c th ni rng t l hc sinh trung hc b cn nh hn 25%

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Tho lun L thuyt xc sut thng k ton Nhm 7

Phn II: BI TP
bi: 1.c lng mc chi tiu trung bnh ca sinh vin ngoi tnh trng H TM. 2. Hin nay, t l sinh vin ngoi tnh ca trng Thng mi chi tiu hng thng n 1,4triu l 60%. Hy kim tra li khng nh trn. ( = 0,05; = 0,95 ) Bng phn phi thc nghim
Mc chi tiu (triu VN) S SV 1 2 1,2 1,3 1,4 1,5 1,6 1,7 1,8 1,9 2,0 2,5 13 11 21 29 20 19 15 2 16 3

Kch thc mu n=150 Gii quyt bi ton: 1. c lng mc chi tiu trung bnh ca sinh vin ngoi tnh trng i hc Thng mi. Gi:
X l mc chi tiu trung bnh hng thng ca sinh vin ngoi tnh

trng HTM trn mu. l mc chi tiu trung bnh hng thng ca sinh vin ngoi tnh trng HTM trn m ng. V n = 100 > 30 nn X c phn phi xp x chun: Do U =
X n N (0,1)

Vi tin cy ta c th tm c phn v u 2 sao cho: ( P ( U < u 2 ) 1 = Thay biu thc ca U vo cng thc trn ta v bin i ta c:
P( X <

u 2 ) = n

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Tho lun L thuyt xc sut thng k ton Nhm 7

P( X < < X + ) =

Trong =

u 2 n

Khong tin cy:

(X < < X + )
2 1 n ni xi n.x = 28,6318604 = 5,35 n 1 i =1

V cha bit, kch thc mu ln nn ta ly s' ta c s ' = s' 2 =

5,35

Vi =0,95 = 0,05 =0,025 u0,025=1,96


2

Thay vo khong tin cy ta c


X X+

5,35 u 2 = 1,584 .1,96 = 1,5141 150 150


5,35 u 2 = 1,584 + .1,96 = 1,6539 150 150

Vy mc chi tiu trung bnh hng thng ca sinh vin ngoi tnh trng HTM nmvtrong khong (1,5141; 1,6539) (n v: triu VN) 2. Hin nay, t l sinh vin ngoi tnh ca trng Thng mi chi tiu hng thng n 1,4triu l 60%. Hy kim tra li khng nh trn. Tm tt: n = 150, nA = 47 (t bng s liu)

p0 = 60% = 0,6 = 0,05 Kim nh gi thuyt:

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Tho lun L thuyt xc sut thng k ton Nhm 7

Gi

f l t l sinh vin trng HTM chi tiu hng thng n 1,4 triu trn mu p l t l sinh vin trng HTM chi tiu hng thng n 1,4 triu trn m ng V n = 100 l kh ln nn f c phn phi xp x chun: Vi mc ngha =0,05 ta cn kim nh gi thuyt:

f p0

Xy dng tiu chun thng k: Nu ng th

p0 q0 n

ta tm c phn v chun

sao cho:

kh b nn theo nguyn l xc sut nh ta c min bc b:

Trong Ta c Vy min bc b:

Kt lun: Vy vi mc ngha

ta c c s bc b gi thuyt H0

Tc l T l sinh vin ngoi tnh ca trng Thng mi chi tiu hng thng n 1,4 triu khc 60%.

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