Trng H Bch Khoa TP.

HCM B mn Ton ng dng

Bi 1. Trnh by li v d 3.4 trang 161 v v d 4.2 trang 171 Gio Trnh XSTK 2009.

V d 3.4: Hiu sut phn trm (%) ca mt phn ng ha hc c nghin cu theo ba yu t: pH(A), nhit (B) v cht xc tc (C) c trnh by trong bng sau:
Yu t A B1 A1 A2 A3 A4 C1 C2 C3 C4 9 12 13 10 C2 C3 C4 C1 B2 14 15 14 11 C3 C4 C1 C2 Yu t B B3 16 12 11 13 C4 C1 C2 C3 B4 12 10 14 13

Hy nh gi v nh hng ca cc yu t trn hiu sut phn ng? BI GII: Dng bi: Phn tch phng sai 3 yu t. p dng : EXCEL 2003 Nhp d liu vo bng tnh:

* Thit lp cc biu thc v tnh cc gi tr thng k 2

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng - Cc gi tr Ti.. Chn B7 nhp biu thc =SUM(B2:E2) Chn C7 nhp biu thc =SUM(B3:E3) Chn D7 nhp biu thc =SUM(B4:E4) Chn E7 nhp biu thc =SUM(B5:E5) - Cc gi tr T.j. Chn B8 v nhp biu thc =SUM(B2:B5) Dng con tr ko k hiu t in B8 n E8 - Cc gi tr T..k Chn B9 v nhp biu thc =SUM(B2,C5,D4,E3) Chn C9 v nhp biu thc =SUM(B3,C2,D4,E4) Chn D9 v nhp biu thc =SUM(B4,C3,D4,E5) Chn E9 v nhp biu thc =SUM(B5,C4,D4,E2) - Gi tr T Chn B10 v nhp biu thc =SUM(B2:E5) . . * Tnh cc gi tr G v G - Cc gi tr G v G Chn G7 v nhp biu thc =SUMSQ(B7:E7) Dng con tr ko k hiu t in t G7 n G9 . - Gi tr G Chn G10 v nhp biu thc =POWER(B10,2) . - Gi tr G Chn G11 v nhp biu thc =SUMSQ(B2:E5) * Tnh cc gi tr SSR, SSC, SSF v SSE - Cc gi tr SSR.SSC v SSF Chn I7 v nhp biu thc =G7/4-39601/POWER(4,2) Dng con tr ko k hiu t in t I7 n I9 - Gi tr SST Chn I11 va nhp biu thc = G11-G10/POWER(4,2) -Gi tr MSE Chn K10 v nhp biu thc =I10/((4-1)*(4-2)) . *Tnh cc gi tr G v F Chn M7 v nhp biu thc =K7/0.3958 Dng con tr ko k hiu t im t M7 n M9 Kt qu v bin lun:
. .

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng FR = 3.1055 < F0.05(3.6) = 4.76 Chp nhn H0(pH) FC = 11.9454 > F0.05(3.6) = 4.76 Bc b H0(nhit ) FR = 30.05 >F0.05(3.6) = 4.76 Bc b H0(cht xc tc) Vy ch c nhit v xc tc gy nh hng n hiu sut V d 4.2: Ngi ta dng ba mc nhit gm 105, 120 v 1350C kt hp vi 3 khong thi gian l 15,30 v 60 pht thc hin mt phn ng tng hp. Cc hiu sut ca phn ng (%) c trnh by trong bng sau: Thi gian ( pht) X1 15 30 60 15 30 60 15 30 60 Nhit (0C) X2 105 105 105 120 120 120 135 135 135 Hiu sut(%) Y 1.87 2.02 3.28 3.05 4.07 5.54 5.03 6.45 7.36

Hy cho bit yu t nhit v thi gian / hoc yu t thi gian c lin quan tuyn tnh vi hiu sut ca phn ng tng hp ? Nu c th iu kin nhit 1150C trong vng 50 pht th hiu sut phn ng s l bao nhiu? BI GII:

Nhp d liu vo bng tnh D liu nht thit phi c nhp theo ct:

Chn Tools v lnh Data Analysis. 4

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng Chn chng trnh Regression trong hp thoi Data Analysis ri nhp OK. Trong hp thoi Regression, ln lt n nh cc chi tit: - Phm vi ca bin s Y (Input Y Range) - Phm vi ca bin s X (Input X Range) - Nhn d liu (Labels) - Mc tin cy (Confidence Level) - Ta u ra (Output Range) - V mt s ty chn khc nh ng hi quy (Line Fit Plots), biu thc sai s (Residuals Plots) Yu t thi gian Trong hp thoi Regression , ln lt n nh cc chi tit nh sau :

Kt qu :

Phng trnh hi quy X1 = f(X1) 5

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng X1 = 2,73 + 0.04X1 (R2 = 0,21 ; S = 1,81) t0 = 2,19 < t0.05 = 2.365 ( hay P2V = 0,071 > = 0,05) Chp nhn gi thuyt H0. t1 = 1,38 < t0,05 = 2.365 ( hay PV = 0,209 > = 0,05) Chp nhn gi thuyt H0. F = 1,905 < F30,05 = 5,590 ( hay FS4 = 0,209 > = 0,05) Chp nhn gi thuyt H0. Vy c hai h s 2,73(B0) v 0,04(B1) ca phng trnh hi quy X1 = 2,73 + 0,04X1 iu khng c ngha thng k. Ni cch khc phng trnh hi quy ny khng thch hp. Kt lun: Yu t thi gian khng c lin quan tuyn tnh vi hiu sut ca phn ng tng hp.

Yu t nhit : Trong hp thoi Regression , ln lt n nh cc chi tit nh sau :

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng

Kt qu :

Phng trnh hi quy X2 = f(X2) X2 = -11,14 + 0,13X2 (R2 = 0,76 ; S = 0,99) t0 = 3,418 > t0.05 = 2.365 ( hay P2V = 0,011 < = 0,05) Bc b gi thuyt H0. t2 = 4,757 > t0,05 = 2.365 ( hay PV = 0,00206 < = 0,05) Bc b gi thuyt H0. F = 22,631 > F0,05 = 5,590 ( hay FS = 0,00206 < = 0,05) Bc b gi thuyt H0. Vy c hai h s -11,14(B0) v 0,13(B2) ca phng trnh hi quy X2 = -11,14 + 0,13X2 iu c ngha thng k. Ni cch khc phng trnh hi quy ny thch hp. 7

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng Kt lun: Yu t nhit c lin quan tuyn tnh vi hiu sut ca phn ng tng hp. C hai yu t thi gian v nhit Trong hp thoi Regression , ln lt n nh cc chi tit nh sau :

Kt qu :

Phng trnh hi quy X1,X2 = f(X1,X2) X1,X2 = -12,70 + 0.04X1 +0,13X2 (R2 = 0,97 ; S = 0,33) t0 = 11,58 > t0.05 = 2.365 ( hay PV = 2,260.10-5 < = 0,05) Bc b gi thuyt H0. t1 = 7,583 > t0,05 = 2.365 ( hay PV = 0,00027 < = 0,05) Bc b gi thuyt H0. t2 = 14,328 > t0,05 = 2.365 ( hay PV = 7,223.10-6 < = 0,05) Bc b gi thuyt H0. F = 131,392 > F0,05 = 5,140 ( hay FS = 1,112.10-5 < = 0,05) Bc b gi thuyt H0. 8

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng Vy c hai h s -12,70(B0), 0,04(B1) v 0,13(B2) ca phng trnh hi quy X1.X2 = -12,70 + 0,04X1 +0,13X2 iu c ngha thng k. Ni cch khc phng trnh hi quy ny thch hp. Kt lun: Hiu sut ca phn ng tng hp c lin quan tuyn tnh vi c hai yu t l thi gian v nhit . Mun d on hiu sut ca phn ng bng phng trnh hi quy X1,X2 = -12,70 + 0,04X1 +0,13X2 , bn ch cn chn mt , v d B106 ,sau nhp hm (=B102 + B103*50 + B104 *115) v c kt qu nh sau: Ghi ch : B102 l ta ca B0, B103 l ta ca B1, B104 l ta ca B2, 50 l gi tr ca X1 (thi gian) v 115 l gi tr ca X2 (nhit ).

Bi 2. S kilomet i c nh 1 lt xng ca 4 loi xe t A,B,C,D c ghi li nh sau trn cc xe chy th nghim : Loi A: 25, 23,20,27,20 Loi B: 28,31,27,28,26 Loi C: 32,33,30,28,32 Loi D: 24,24,23,27,22 Vi mc ngha 5% , hy so snh mc tiu th xng ca 4 loi xe ni trn.

BI GII: 1.C s l thuyt : a. Dng bi ton: Phn tch phng sai mt nhn t b. Khi nim thng k v gi thuyt bi ton: 2 Gi s ta c k LNN c phn b chun X1, X2, Xk, trong Xi : N ( i , i ). 2 Cc gi tr trung bnh i v phng sai i u cha bit. tuy nhin chng ta gi thit rng cc phng sai bng nhau: 2 12 = 2 = = k2 Chng ta mun kim nh xem liu cc gi tr trung bnh i ny c nh nhau hay khng: 1 = 2 = = k Trong thng k cc vn trn thng c xem xt di gc sau y: Gi s chng ta quan tm n mt nhn t X (factor) no . Nhn t X c th xem xt k mc khc nhau. K hiu Xi l hiu qu ca vic tc ng nhn t X mc I i 9

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng vi c th. Nh vy i l hiu qu trung bnh ca nhn t X mc i. Chng ta mun bit khi cho nhn t X thay i cc mc khc nhau th iu c nh hng hay khng ti hiu qu trung bnh. Ta c bng s liu sau : 1 x11 x21 x1N T1 2 x12 x22 x2N T2 Cc mc nhn t k x1k x2k xkN Tk

n=

n
i =1
k i= 1

Tng s

T=

Trung bnh

x1

x2

xK

x=

T n

Ta a ra mt s k hiu sau y: + Trung bnh ca mu th i:

Ti xi == ni
Trung bnh chung :

x
j= 1

ni

ji

ni

T x ji i=1 j =1 x= = = n n n
Vi :

nj

ij

n = n1 + n2 + + nk T = T1 + T2 + + T3 + Tng bnh phng chung. K hiu l SST c tnh theo cng thc sau:

SST =
nk

n1

i =1

( x x) ( x x)
2

i1

= xij j= i= 1 1
C th chng minh rng: n1 n2 2 ij i =1 i =1

nj

n2

i =1

i2

+ L+

nk

i =1

( x x)
ik

T2 T2 2 SST = x + x + L + x = xij n n i =1 i, j
2 ik 2 ik
10

nk

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng + Tng bnh phng do nhn t k hiu l SSF c tnh theo cng thc sau:

S F = I S n
i= 1

(x x)
i

T12 T22 Tk2 T = + +L + 2 n1 n2 nk n

+ Tng bnh phng do sai s k hiu l SSE c tnh theo cng thc: nk n1 n1 2 2

S S E=
n1

i=1

(x x ) (x x )
i1 1 +
i=1

i2

+ L+

i=1

(x x )
ik k

nk T12 T12 n2 2 T22 Tk2 Tk2 2 2 = xi21 + xi 2 + L + xik = xij + L + n1 i=1 n2 nk nk i =1 i=1 n1
T cng thc trn ta thy: SST = SSF+SSE Trung bnh bnh phng ca nhn t, k hiu l MSF c tnh bi cng thc:

M SF =

k 1 c gi l bc t do ca nhn t. Trung bnh bnh phng ca sai s, k hiu l MSE c tnh bi cng thc:

SSF k 1

MSE =

n k c gi l bc t do ca sai s. T s F c tnh bi cng thc: F=

SSE n k

MF S ME S
T s F

Cc kt qu ni trn c trnh by trong bng sau y gi l ANOVA. Bng ANOVA Ngun Tng bnh phng Bc t do Trung bnh bnh phng

Nhn t SSF k1 MSF MSF/MSE Sai s SSE nk MSE Tng s SST n-1 Ngi ta chng minh c rng nu gi thuyt H0 ng th t s F s c phn b Fisher vi bc t do l (k 1,n k) Thnh th gi thuyt Ho s b bc b mc ngha ca phn b Fisher vi bc t do l (k 1,n k). k 1 c gi l bc t do mu s. Gi thuyt : H0 : 1= 2 == k : Cc gi tr trung bnh bng nhau Bng ANOVA c tin hnh theo trnh t sau y: Bc 1: Tnh SSF Bc 2: Tnh SST Bc 3: Tnh SSE=SST SSF Boc 4: Tnh MSF=SSF/(K 1) Bc 5: Tnh MSE=SSE/(N K) Bc 6: Tnh F=MSF/MSE 11

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng Bc 7: Tra bng phn b F tm c ri so snh vi F v rt ra kt lun: Nu F > F th bc b gi thuyt H0 v ngc li. 2.p dng MS Excel : a. Nhp d liu vo bng tnh :

b. Nhp ln lt Data tab v Data Analysis tab. c. Chn chng trnh Anova: Single Factor trong hp thoi Data Analysis ri nhp nt OK.

d. Trong hp thoi Anova: Single Factor ln lt xc nh: - Phm vi u vo (Input Range) - Cch sp xp theo hng hay ct (Group by) - Nhn d liu (Label in First Row/Column).

12

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng

e. c kt qu nh sau :

Bin lun : F = 13.3333 > F0,05 = 3.2389 Bc b gi thuyt H0. Vy mc tiu th xng ca 4 loi xe khc nhau.

Bi 3. Hy tin hnh phn tch phng sai vi cc s liu sau Mu th nht : 22 19 13 19 23 15 16 18 20 20 Mu th hai: 27 25 22 27 19 23 21 28 23 25 27 Mu th ba : 20 18 21 21 16 17 20 18 17 19 18 Mu th t : 18 16 24 19 22 22 24

13

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng BI GII: 1. C s l thuyt : Dng bi ton phn tch phng sai mt nhn t c c s l thuyt nh bi 2 2.p dng MS Excel : a.Nhp d liu vo bng:

b. Nhp ln lt Data tab v Data Analysis tab. c. Chn chng trnh Anova: Single Factor trong hp thoi Data Analysis ri nhp nt OK.

d. Trong hp thoi Anova: Single Factor ln lt xc nh: - Phm vi u vo (Input Range) - Cch sp xp theo hng hay ct (Group by) - Nhn d liu (Label in First Row/Column). - Phm vi u ra (Output Range)

14

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng

e. Kt qu:

F = 10.68 > F0.05 (3.35) = 2.87 Bc b gi thuyt H0. Vy trung bnh cc mu khc nhau.

Bi 4. Ngi ta tin hnh o mc nc sng ti mt s a im thuc tnh X trong cng 1 ngy (s ln o khng ging nhau) v thu c bng s liu sau y: Thi im o a im o F1 F2 F3 F4 1 5,5 4,9 4,6 4,5 2 5,6 5,1 4,8 6,2 3 5,8 6,5 5,8 4,8 4 5,9 5,4 5,1 4,8 5 6,0 6,1 6,2 6,5 6 6,7 7,1 6,8 7 7,2 Mc nc sng trung bnh/ ngy ca cc im ni trn c tht s khc nhau khng?

BI GII: 1. C s l thuyt : Dng bi ton phn tch phng sai mt nhn t c c s l thuyt nh bi 2 15

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng 2.p dng MS Excel : a.Nhp d liu vo bng:

b. Nhp ln lt Data tab v Data Analysis tab. c. Chn chng trnh Anova: Single Factor trong hp thoi Data Analysis ri nhp nt OK.

d. Trong hp thoi Anova: Single Factor ln lt xc nh: - Phm vi u vo (Input Range) - Cch sp xp theo hng hay ct (Group by) - Nhn d liu (Label in First Row/Column). - Phm vi u ra (Output Range)

e. c kt qu nh sau : 16

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng

Bin lun : F = 0,5988 < F0,05 = 3.09839 Chp nhn gi thuyt H0. Vy mc nc sng trung bnh ca cc im l nh nhau.

Bi 5. So snh chi ph cho 3 loi dch v 3 thnh ph khc nhau bng phng php phn tch phng sai trn c s bng s liu sau y: Thnh ph Loi dch v I II III I 61 52 69 II 58 51 61 III 68 64 79 Cc con s trong l chi ph trung bnh cho 1 ln dch v (n v:1000)

BI GII: 1. C s l thuyt : a. Dng bi ton : Phn tch phng sai 2 nhn t khng lin quan b. Khi nim thng k v gi thit bi ton : S phn tch ny nhm nh gi s nh hng ca hai yu t trn cc gi tr quan st Yij ( i = 1.2r : yu t A; j = 1.2c : yu t B). M hnh Yu t B Yu t A 1 2 r Tng cng 17 1 Y11 Y21 Yr1 T.1 2 Y12 Y22 Yr2 T.2 C Y1c Y2c Yrc T.c Tng cng Y1 Y2 Yr T.. Trung bnh
Y1 Y2

Yr

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng Trung bnh

Y.1

Y.2

Y.c

Y..
Bnh phng trung bnh Gi tr thng k

Bng ANOVA Ngun sai Bc t do s Yu t A (r-1) (hng) Yu t B (ct) Sai s Tng cng (c-1) (r-1)(c-1) (rc-1)

Tng s bnh phng

Ti 2 T..2 SSB = c rc i =1
r

MSB =
MSF =

SSB (r 1)

FR =
FC =

MSB MSE
MSF MSE

SSB =
j =1

T j2

T..2 r rc
c

SSE = SST (SSF + SSB)

SSF (c 1) SSB MSB = (r 1)

T..2 SST = Y r i =1 j =1
r 2 ij

Trc nghim Gi thit: H0: 1 = 2 = ... k Cc gi tr trung bnh bng nhau H1: i j t nht c hai gi tr trung bnh khc nhau Gi tr thng k:

FR =

MSB MSE

FC =

MSF MSE

Bin lun : Nu FR < Fa [b 1, ( k 1)(b 1)] chp nhn H0 (yu t A) Nu FC < Fa [ k 1, (k 1)(b 1)] chp nhn H0 (yu t B) 2. p dng MS Excel : a.Nhp cc s liu vo bng

b. Nhp ln lt Data tab v Data Analysis tab. c. Chn chng trnh Anova : Two-Factor Without Replication trong hp thoi Data Analysis rinhp nt OK.

18

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng

d. Trong hp thoi Anova: Single Factor ln lt xc nh: - Phm vi u vo (Input Range) - Cch sp xp theo hng hay ct (Group by) - Nhn d liu (Label in First Row/Column). - Phm vi u ra (Output Range)

e. c kt qu nh sau :

19

Bi tp ln Xc sut thng k

Trng H Bch Khoa TP.HCM B mn Ton ng dng Bin lun : FR = 24,91589 > F0,05 = 6.944272 Bc b gi thuyt H0( Thnh ph) FC = 24,91589 > F0,05 = 6.944272 Bc b gi thuyt H0( Loi dch v) Vy chi ph cho 3 loi dich v 3 thnh ph khc nhau khng chu nh hng ca thnh ph hay loi dch v nn chng ging nhau.

20

Bi tp ln Xc sut thng k