Ly Thuyet Xac Suat Va Thong Ke Toan 6256

Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
GIO TRNH MN HC
CHNG TRNH KHNG CHUYN
STT
1
2
3
4
5
NGNH: K TON, QUN TR KINH DOANH

MN HC
GHI CH
L thuyt Xc sut v thng k ton.
TN MN HC
M S
THI LNG
CHNG TRNH
IU KIN
TIN QUYT
L THUYT XC SUT V THNG K TON

S tn ch: 04 (01 tn ch ng vi 15 tit)
L thuyt: 60 tit
Thc hnh: 0 tit
Tng cng: 60 tit
c trang b kin thc Ton cao cp
M T MN HC
Cung cp cc khi nim c bn v l thuyt xc sut v

thng k ton hc.
Trong phn xc sut, cc khi nim v bin c, xc sut ca
bin c. Bin c ngu nhin, phn phi xc sut c cp
v nu ln cc c trng.
Trong phn thng k ton hc, sinh vin s hc cc khi
nim lin quan n tp mu thng k, l thuyt c lng,
kim nh gi thuyt.
Sinh vin tip cn nhng kin thc trn thng qua vic kt
hp bi ging trn lp, t hc v tm hiu thm trong cc ti
liu.
Trang b kin thc xc sut, thng k bc u gip sinh
vin lm quen vi mt vi ng dng ton hc trong cuc sng.
IM T
- Hin din trn lp: 10 % im (Danh sch cc bui tho

lun v bi tp nhm).
Vng 12 tit khng c cng im ny.
- Kim tra KQHT: 20 % im (2 bi kim tra gia v cui
mn hc: C ba thang im: 2.0 (hai chn); 1.0 (mt trn);
0,0: (khng chn).
- Kim tra ht mn: 70% im (Bi thi ht mn)
Lu : Danh sch cc bui tho lun v cc bi kim tra c hy khi danh sch
bng im thi ht mn c cng b.
Trang 1
Trng i hc Tr Vinh
CU TRC
MN HC
QT7.1/PTCT1-BM-7
KQHT 1: Khi qut nhng kin thc c bn v l thuyt xc

sut.
KQHT 2: Gii cc bi ton lin quan n i lng ngu nhin
v ng dng mt s quy lut phn phi thng dng.
KQHT 3: Xc nh tng th v mu.
KQHT 4: c lng cc tham s c trng ca tng th.
KQHT 5: Kim nh gi thit cc tham s thng k.
KQHT 6: Xc nh hm hi qui v tng quan.
* Thc hnh: Lm bi tp trn lp+ Hot ng theo nhm+ Tho
lun
Trang 2
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
KT QU V CC BC HC TP
Kt qu hc tp/
Cc bc hc tp
hnh thc nh gi
1. Khi qut nhng 1. B sung v gii tch t hp.

kin thc c bn v l 1.1 Nhc li Quy tc m
thuyt Xc sut.
1.2 Nhc li Chnh hp (khng lp)
nh gi: Bi tp
1.3 Nhc li Chnh hp lp
+ t : Trnh by c
chnh xc t nht mt 1.4 Nhc li T hp
trong ba nh ngha v 1.5 Nhc li Hon v
xc sut v gii c
2. Lit k cc bin c v quan h gia
cc bi tp v:
cc loi bin c.
* Gii tch t hp;
Phng tin, ti liu,

ni hc v cch nh
gi cho tng bc hc
+ Bng en
+ Kin thc c bn v
Gii tch t hp.
* Ti liu chnh: L
thuyt Xc sut v
thng k ton
* Cc ti liu tham
kho:
+ ng Hn 1996 - Xc
sut thng k NXB
Thng k.
* Bit cch biu din

mt bin c phc hp3. nh ngha xc sut.
+ Nguyn Hu Khnh
thnh tng v tch ca 3.1 nh ngha xc sut theo c Bi ging Xc sut thng
cc bin c n gin hn. in.
k H Cn Th.
* nh ngha xc sut: 3.2 nh ngha xc sut theo thng + Gii tch 12 (PTTH).
Tnh c cc xc sut k.
ca mt bin c dng
3.3 nh ngha xc sut theo hnh + Hc trong phng.
n gin;
hc.
+ Tr li cu hi v bi
* p dng cc cng thc
4.
a
ra
mt
s
cng
thc
tnh
xc
tp nhm, bi tp v nh.
cng, nhn, y , tnh
sut.
c cc xc sut.
+ Bi tp v nh.
4.1 Cc nh ngha
4.2 Cng thc cng
4.3 Cng thc nhn xc sut
4.3.1 Xc sut c iu kin
4.3.2 Cng thc nhn xc sut
5. Cng thc xc sut y v cng
thc Bayer
5.1 Cng thc xc sut y
5.2 Cng thc Bayes.
5.3 Cng thc Bernoulli.
5.4 Cng Thc Bernoulli M Rng
5.4.1 Lc Bernoulli m rng.
5.4.2 Cng thc Bernoulli m rng.
Trang 3
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
2. Gii cc bi ton 1. Khi nim i lng ngu nhin

lin quan n i
lng ngu nhin v 1.1 Khi nim i lng ngu
ng dng mt s quy nhin.
lut phn phi thng 1.2 Lit k cc i lng ngu
nhin.
dng.
nh gi:
+ t: Hon thnh 2. a ra mt s qui lut phn phi
c cc yu cu sau: xc sut ca i lng ngu nhin.
* Hiu r cc khi 2.1 M t Bng phn phi xc sut.
nim: i lng ngu
nhin v phn bit c 2.2 Khi nim Hm mt xc sut.
i lng ngu nhin v 2.3 Khi nim Hm phn phi xc
bin c ngu nhin, i sut.
lng ngu nhin lin 2.4 Khi nim phn v mc xc sut
tc v ri rc.
* Vit ng cc cng
thc tnh tham s ca 3. Lit k mt s tham s c trng
i lng ngu nhin ca i lng ngu nhin
3.1 Khi nim K vng
ri rc v lin tc.
* Vn dng cng thc, 3.2 Khi nim Phng sai.
gii cc bi tp lin 3.3 Khi nim lch tiu chun
quan nh k vng,
3.4 Khi nim Moment
phng sai,...
* Nhn bit i lng 3.5 Khi nim Mode
ngu nhin c phn
phi xc sut no .
* Bit cch s dng
cc cng thc gn ng
tnh xc sut v iu
kin s dng cc
cng thc .
* Hiu r cc khi
nim i lng ngu
nhin hai chiu, cch
lp bng phn phi xc
sut ca i lng ngu
nhin ri rc.
+ Bng, phn.
+ Kin thc Ton cao
cp, ton THPT.
* Ti liu chnh: L
thuyt Xc sut v
thng k ton
* Cc ti liu tham kho
+ ng Hn, 1996 - Xc
sut thng k NXB
Thng k.
+ Nguyn Hu Khnh
Bi ging Xc sut thng
k H Cn Th.
+ inh Vn Gng Xc
sut v Thng k ton
NXB Thng k
+ Hc trong phng.
+ Tr li cu hi v bi
tp nh nm vng
nh ngha, tnh cht,
cch tnh, bn cht v
ngha ca k vng ton,
phng sai, lch
3.6 Trung v
chun v gi tr tin chc
4. S dng mt s qui lut phn phi nht.
xc sut thng dng.
+ Cc cu hi ngn v
xc nh lut phn phi,
4.1 Phn phi nh thc
v i lng ngu nhin
4.2 Phn phi Poison
2 chiu, lut s ln.
4.3 Phn phi siu bi
+ Bi tp v nh.
4.4 Phn phi chun
4.5 Phn phi m
4.6 Phn phi 2
4.7 Phn phi Student
4.8 Phn phi u.
Trang 4
Trng i hc Tr Vinh
* T bng phn phi

xc sut ca i lng
ngu nhin 2 chiu, c
th tnh c k vng
ton v phng sai ca
cc i lng ngu
nhin thnh phn. Tnh
c hip phng sai
ca i lng ngu
nhin 2 chiu.
QT7.1/PTCT1-BM-7
5. i lng ngu nhin hai chiu.

5.1. nh ngha i lng ngu
nhin hai chiu.
5.2. Gii thiu mt s phn phi xc
sut ca i lng ngu nhin hai
chiu.
5.2.1 Bng phn phi xc sut.
5.2.2 Hm phn phi xc sut.
* Hiu c ngha 5.2.3 Hm mt xc sut.

cc nh l ca lut s 5.3 Cc tham s c trng ca hm
mt bin ngu nhin.
ln.
5.3.1 Trng hp (X,Y) ri rc.
5.3.2 Trng hp (X,Y) lin tc.
6. Lut s ln.
6.1 Bt ng thc Markov
6.2 Bt ng thc Tchebyshev
6.3 nh l Tchebyshev
6.4 nh l Bernoulli
3. Xc nh Tng th 1. Khi nim Tng th v mu
v mu.
1.1 Khi nim Tng th
nh gi:
1.2 Khi nim Mu
Cu hi ngn
Bi tp.
t:
+ Bng, phn.
+ Kin thc Ton cao
cp, ton THPT.
1.3 a ra m hnh xc sut ca * Ti liu chnh: L

thuyt Xc sut v
tng th v mu
thng k ton
2. Tm hiu v Thng k mu ngu

* Hiu r cc khi
nhin.
nim: Tng th, mu,
trung bnh tng th, 2.1 Nu Trung bnh ca mu ngu
phng sai tng th, t nhin
l tng th.
2.2 Khi nim Phng sai v
* Thy r s khc phng sai iu chnh ca mu ngu
nhau gia mu ngu nhin
nhin v mu c th.
2.3 a ra cng thc lch tiu
* .Bit tnh cc tham chun v lch tiu chun hiu
s c trng ca mu. chnh.

+ ng Hn, 1996 - Xc
sut thng k NXB
Thng k.
+ Nguyn Hu Khnh
Bi ging Xc sut thng
k H Cn Th.
+ inh Vn Gng Xc
sut v Thng k ton
NXB Thng k
* Thc hnh tnh oc 3. Thu thp s liu v sp xp s liu.

+ Hc trong phng.
cc yu t x , s
3.1 Thu thp s liu
+ Tr li cu hi v bi
3.2 Sp xp s liu.
tp nh nm vng cc
3.3 Thc hnh tnh cc gi tr x , s khi nim v cng thc.
+ Bi tp v nh.
Trang 5
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
4. c lng tham s 1. Gii thiu cc phng php c + Bng, phn.

ca i lng ngu lng
+ Kin thc Ton cao
nhin.
cp.
1.1 M t phng php.
nh gi :
Cu hi ngn
1.2 a ra cc phng php c * Ti liu chnh: L

lng im.
thuyt Xc sut v
thng k ton
Bi tp gii theo nhm. 2. c lng cc tham s

t: p ng c 2.1 M t phng php
cc yu cu sau y:
2.2 c lng tham s trung bnh
* Hiu r cc khi
nim c lng im, 2.3 c lng tham s t l
c lng khong, 2.4 c lng tham s phng sai.
tin cy, chnh xc.
+ Nguyn Hu Khnh
Bi ging Xc sut thng
k H Cn Th.
* Bit tm khong tin

cy ca cc tham s ca
tng th.
+ inh Vn Gng Xc
sut v Thng k ton
NXB Thng k
* Bit tm kch thc

mu, tin cy khi c
lng trung bnh v t l
ca tng th.
+ ng Hn, 1996 - Xc
sut thng k NXB
Thng k.
+ Hc trong phng.
+ Tr li cu hi v bi
tp nh.
+ Bi tp v nh.
5. Kim nh gi 1. Nu cc khi nim v kim nh

thuyt tham s thng 1.1 Nu cc khi nim v kim nh
k.
1.2 M t phng php kim nh
nh gi :
gi thit thng k.
Cu hi ngn
Bi tp thc hnh
theo nhm.
t:
+ Bng, phn.
+ Kin thc Ton cao
cp.
* Ti liu chnh: L
thuyt Xc sut v
thng k ton
+ ng Hn, 1996 - Xc
Trang 6
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
* Hiu r cc khi 2. Kim nh cc gi thuyt thng k.

nim: Gi thit thng k,
kim nh gi thit, gi 2.1 Kim nh tham s trung bnh
thit cn kim nh, gi 2.2 Kim nh tham s t l
thit i, mc ngha, 2.3 Kim nh gi thuyt v phng
min bc b, cc sai lm sai
v bit cch t gi thit.
2.4 Kim nh gi thuyt v s bng
* Lm c cc bi tp nhau ca hai trung bnh
vn dng cng thc
2.5 Kim nh gi thuyt v s bng
kim nh cc tham s.
nhau ca hai t l
sut thng k NXB

Thng k.
+ Nguyn Hu Khnh
Bi ging Xc sut thng
k H Cn Th.
+ inh Vn Gng Xc
sut v Thng k ton
NXB Thng k
+ Hc trong phng.
+ Tr li cu hi v bi
2.6 Kim nh gi thuyt v s bng tp nh.
nhau ca hai phng sai
+ Bi tp v nh.
6. Xc nh hi qui v 1. Nu mi quan h gia cc i

tng quan tuyn lng ngu nhin.
tnh.
2. Khi nim h s tng quan.
nh gi:
2.1 Khi nim Moment tng quan.
Cu hi ngn
2.2 Khi nim h s tng quan.
Bi tp thc hnh
2.3 c lng h s tng quan.

t: p ng c 3. Xc nh hi qui.
cc yu cu sau:
3.1 Khi nim k vng c iu kin.
* Nm c mi quan
h gia hai i lng 3.2 Khi nim hm hi qui
3.3 Xc nh hm hi qui
ngu nhin.
* Vn dng cng thc
tm c phng
trnh hi qui v mi
tng quan gia chng.
+ Bng, phn.
+ Kin thc Ton cao
cp.
* Ti liu chnh: L
thuyt Xc sut v
thng k ton
+ ng Hn, 1996 - Xc
sut thng k NXB
Thng k.
+ Nguyn Hu Khnh
Bi ging Xc sut thng
k H Cn Th.
+ inh Vn Gng Xc
sut v Thng k ton
NXB Thng k
+ Hc trong phng.
+ Tr li cu hi v bi
tp nh.
+ Bi tp v nh.
Trang 7
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QT7.1/PTCT1-BM-7
K HOCH NH GI MN HC
Kt qu
hc tp
Thi
lng
ging dy
Mc yu cu
t c
1.
2.
3.
4.
5.
6.
12,0
14,0
06,0
09,0
12,0
07,0
Gii c bi tp
Gii c bi tp
Gii c bi tp
Gii c bi tp
Gii c bi tp
Gii c bi tp
Hnh thc nh gi
Bi Thc
tp
Thao tp
Vit
v
thc ti
tc
t
nh
X
X
X
X
X
X
X
X
X
T
hc
NH GI CUI MN HC
HNH THC
Thi (t lun) .
THI GIAN
90 - 120 pht.
NI DUNG
NH
GI
Trng tm:
- Cc bi ton tnh xc sut dng c in, cc cng thc cng,
nhn, y , Bernuolli.
- Cc bi ton v tnh ton cc tham s nh k vng, phng
sai, lch tiu chun ca i lng ngu nhin.
- S dng tnh phn phi ca i lng ngu nhin gii cc
bi tp nh phn phi nhi thc, Poison, Chun, m, u,
- Cc bi tp v c lng tham s ca i lng ngu nhin.
- Cc bi ton v kim nh cc tham s ca i lng ngu
nhin.
- Tm hm hi qui tuyn tnh.
Trang 8
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QT7.1/PTCT1-BM-7
NI DUNG CHI TIT MN HC........................................................................................ 13

KQHT 1: KHI QUT NHNG KIN THC C BN V L THUYT XC SUT 13
Bc hc 1. B SUNG V GII TCH T HP ......................................................... 13
1.1 Quy tc m (quy tc nhn):................................................................................. 13
1.2 Chnh hp (khng lp):......................................................................................... 13
1.3 Chnh hp lp:....................................................................................................... 14
1.4 Hon v:................................................................................................................. 15
1.5 T hp:.................................................................................................................. 15
BI TP ............................................................................................................................ 16
Bc hc 2: LIT K CC BIN C V QUAN H GIA CC LOI BIN C.... 18
1. Php th v bin c:................................................................................................ 18
2. Cc loi bin c: ..................................................................................................... 18
2.1. Bin c chc chn: .......................................................................................... 18
2.2. Bin c khng th: .......................................................................................... 18
2.3. Bin c ngu nhin: ........................................................................................18
2.4. Bin c thun li ( Bin c ko theo) ............................................................. 19
2.5. Bin c s cp:............................................................................................... 19
2.6. Bin c hiu: ................................................................................................... 19
2.7. Bin c tng:................................................................................................... 19
2.8. Bin c tch: .................................................................................................... 20
2.9. Bin c xung khc: ......................................................................................... 20
2.10. Bin c i lp: ............................................................................................. 20
2.11. Bin c ng kh nng: ................................................................................ 20
3. Cc tnh cht: .......................................................................................................... 20
BI TP ............................................................................................................................ 21
Bc hc 3: NH NGHA XC SUT ........................................................................ 22
3.1. nh ngha xc sut theo li c in:.................................................................. 22
3.2 nh ngha xc sut theo li thng k: (Bng tn sut)....................................... 25
3.3 nh ngha xc sut theo hnh hc:....................................................................... 26
BI TP ............................................................................................................................ 28
Bc hc 4: A RA MT S CNG THC TNH XC SUT ............................... 30
4.1 Cc nh ngha: ..................................................................................................... 30
4.2 Cng thc cng:.................................................................................................... 30
4.3 Cng thc nhn xc sut:...................................................................................... 32
4.3.1 Xc sut c iu kin:................................................................................... 32
4.3.2 Cng thc nhn xc sut:.............................................................................. 33
Bc hc 5: CNG THC XC SUT Y V CNG THC BAYES ............ 34
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QT7.1/PTCT1-BM-7
5.1 Cng thc xc sut y :................................................................................... 34

5.2 Cng thc Bayes:.................................................................................................. 35
5.3 Cng thc Bernoulli: ............................................................................................ 36
5.4 Cng Thc Bernoulli M Rng:........................................................................... 37
5.4.1 Lc Bernoulli m rng: ......................................................................... 37
5.4.2 Cng thc Bernoulli m rng:...................................................................... 38
BI TP ............................................................................................................................ 38
KQHT 2: GII CC BI TON LIN QUAN N I LNG NGU NHIN V
PHN PHI XC SUT ..................................................................................................... 44
Bc hc 1: I LNG NGU NHIN ..................................................................... 44
1.1 Cc nh ngha: ..................................................................................................... 44
1.2 Phn phi xc sut ca i lng ngu nhin:...................................................... 44
1.2.1 Bng phn phi xc sut: .............................................................................. 44
1.2.2 Hm mt xc sut:.................................................................................... 46
1.2.3 Hm phn phi xc sut:............................................................................... 47
1.2.4. Phn v mc xc sut :............................................................................... 49
Bc hc 2: CC THAM S C TRNG CA I LNG NGU NHIN: ....... 50
2.1 K vng: (expectation) ......................................................................................... 50
2.2 Phng sai: (Variance) ......................................................................................... 52
2.3 lch tiu chun: ............................................................................................... 54
2.4 Mment:................................................................................................................ 54
2.5 Mode: .................................................................................................................... 54
2.6 Trung v: ............................................................................................................... 55
BI TP ............................................................................................................................ 56
Bc hc 3: MT S QUI LUT PHN PHI XC SUT THNG DNG ............. 59
3.1 Phn phi nh thc: ............................................................................................... 59
3.2 Phn phi Poison: ................................................................................................. 61
3.3 Phn phi siu bi:................................................................................................ 63
3.4 Phn phi chun:................................................................................................... 65
3.4.1 Phn phi chun:........................................................................................... 65
3.4.2 Phn phi chun tc: ..................................................................................... 67
3.5 Phn phi m: ....................................................................................................... 69
3.6 Phn phi 2 : ....................................................................................................... 70
3.7 Phn phi Student: ................................................................................................ 71
8. Phn phi u: ........................................................................................................ 71
BI TP ............................................................................................................................ 73
Bc hc 4: I LNG NGU NHIN HAI CHIU ................................................. 76
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QT7.1/PTCT1-BM-7
4.1 nh ngha: ........................................................................................................... 76

4.2 Phn phi xc sut ca i lng ngu nhin hai chiu: ...................................... 77
4.2.1 Bng phn phi xc sut: .............................................................................. 77
4.2.2 Hm phn phi xc sut:............................................................................... 77
4.2.3 Hm mt xc sut:.................................................................................... 78
4.3 Cc tham s c trng ca hm mt bin ngu nhin: ......................................... 78
4.3.1 Trng hp (X,Y) ri rc: ............................................................................ 78
4.3.2 Trng hp (X,Y) lin tc:........................................................................... 80
4.4. Hm ca cc i lng ngu nhin:..................................................................... 81
4.4.1 Hm mt bin ngu nhin:........................................................................... 81
4.4.2 Hm ca cc i lng ngu nhin ri rc: .................................................. 82
4.4.3 Hm ca hai i lng ngu nhin ri rc c lp:...................................... 83
4.4.4 Hm ca cc i lng ngu nhin lin tc:................................................ 84
4.4.5 Hm tng ca hai i lng ngu nhin lin tc c lp nhau:.................... 85
BI TP ............................................................................................................................ 87
Bc hc 5: LUT S LN............................................................................................. 88
5.1 Bt ng thc Markov: ......................................................................................... 88
5.2 Bt ng thc Tchebyshev:................................................................................... 89
5.3 nh l Tchebyshev:............................................................................................. 89
5.4 nh l Bernoulli: ................................................................................................. 90
KQHT 3: KHI NIM TNG TH V MU .................................................................... 90
Bc hc 1: TNG TH V MU.................................................................................. 90
1.1 Tng th: ............................................................................................................... 90
1.2 Mu: ...................................................................................................................... 91
1.3 M hnh xc sut ca tng th v mu: ................................................................ 92
Bc hc 2: THNG K................................................................................................... 93
2.1 Trung bnh ca mu ngu nhin: .......................................................................... 93
2.2 Phng sai ca mu ngu nhin: .......................................................................... 93
2.3 Phng sai iu chnh ca mu ngu nhin: ....................................................... 94
2.4 lch tiu chun v lch tiu chun iu chnh: .......................................... 94
Bc hc 3: THU THP S LIU V SP XP S LIU........................................... 95
3.1 Thu thp s liu: ................................................................................................... 95
3.2 Sp xp s liu: ..................................................................................................... 95
3.3 Thc hnh tnh cc gi tr x ,s2: ............................................................................ 97
KQHT 4: C LNG THAM S CA I LNG NGU NHIN.......................... 97
Bc hc 1: GII THIU CC PHNG PHP ........................................................... 97
1.1 M t phng php:.............................................................................................. 97
1.2 Cc phng php c lng im: ...................................................................... 97
Bc hc 2: C LNG CC THAM S................................................................. 101
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2.1 M t phng php:............................................................................................ 101

2.2 c lng trung bnh: ........................................................................................ 101
2.3 c lng t l:................................................................................................... 106
2.4 c lng v phng sai: .................................................................................. 107
BI TP .......................................................................................................................... 110
KQHT 5: KIM NH GI THUYT THNG K ......................................................... 114
Bc hc 1: GII THIU CC KHI NIM................................................................ 114
1.1 Cc khi nim: .................................................................................................... 114
1.1.1 Bi ton kim nh trn gi thit thng k:................................................ 114
1.1.2 Sai lm loi I v sai lm loi II: .................................................................. 114
1.1.3 Mc ngha : .......................................................................................... 115
1.2 Phng php kim nh gi thit thng k:........................................................ 115
Bc hc 2: KIM NH CC THAM S ................................................................... 116
2.1 Kim nh v trung bnh:.................................................................................... 116
2.2 Kim nh v t l: .............................................................................................. 119
2.3 Kim nh v phng sai:................................................................................... 120
2.4 Kim inh v s bng nhau ca hai trung bnh: ................................................. 121
2.5 Kim nh v s bng nhau ca hai t l:............................................................ 129
2.6 Kim nh v s bng nhau ca hai phng sai: ................................................ 130
BI TP .......................................................................................................................... 132
KQHT6: XC NH TNG QUAN V HI QUI........................................................ 136
Bc hc 1: TNG QUAN .......................................................................................... 136
1.1 Mi quan h gia hai i lng ngu nhin: ...................................................... 136
1.2 H s tng quan:............................................................................................... 136
1.2.1 Moment tng quan (Covarian): ................................................................ 136
1.2.2 H s tng quan: ....................................................................................... 136
1.3 T s tng quan: ............................................................................................... 138
Bc hc 2: TM HM HI QUI ................................................................................... 138
2.1 K vng c iu kin:......................................................................................... 138
2.2 Hm hi qui: ....................................................................................................... 139
2.3 Xc nh hm hi qui tuyn tnh mu (thc nghim):........................................ 139
TI LIU THAM KHO ................................................................................................... 145
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NI DUNG CHI TIT MN HC

KQHT 1: KHI QUT NHNG KIN THC C BN V
L THUYT XC SUT
Bc hc 1. B SUNG V GII TCH T HP
1.1 Quy tc m (quy tc nhn):
nh ngha: Gi s mt cng vic phi tri qua k giai on. Giai on 1 c n1 cch
thc hin, giai on 2 c n2 cch thc hin,..., giai on k c nk cch thc hin.
Khi , hon thnh c cng vic th ta c n = n1 n2 n3 ..nk cch thc hin.
V d 1: C 4 quyn sch ton, 2 quyn sch l, 3 quyn sch vn. Hi c bao nhiu
cch ly ra mi loi mt quyn sch?
C 3 giai on: Giai on 1, ly 1 quyn ton c 4 cch ly.
Giai on 2, ly 1 quyn l c 2 cch ly.
Giai on 3, ly 1 quyn vn c 3 cch ly.
S cch ly l n = 4.2.3 = 24 cch
V d 2: C 3 cch i t thnh ph A n thnh ph B, c 5 cch i t thnh ph B
n thnh ph C v c 2 cch i t thnh ph C n thnh ph D. Hi c bao nhiu cch i
t thnh ph A n thnh ph D ?
1
1
2
3
2
3
4
D
2
S cch i t thnh ph A n thnh

ph D l : n = 3.5.2 = 30 (cch)
10
V d 3: Cc nhm I , II , III , IV ln lt c 8 ,10 ,12 , 9 sinh vin. Cn chn 4 sinh

vin, mi nhm 1 sinh vin. Hi c bao nhiu cch chn nh vy?
Vic chn 4 sinh vin xem nh c chia lm 4 giai on:
Giai on 1: Chn 1 sinh vin ca nhm I : 8 cch.
Giai on 2: Chn 1 sinh vin ca nhm II : 10 cch.
Giai on 3: Chn 1 sinh vin ca nhm III : 12 cch.
Giai on 4: Chn 1 sinh vin ca nhm IV : 9 cch.
S cch chn: 8.10.12.9 = 8640 cch.
1.2 Chnh hp (khng lp):
nh ngha: Chnh hp chp k ca n phn t (k n) l mt b (nhm) c th t gm
k phn t khc nhau c chn t n phn t cho. Chnh hp chp k ca n phn t k hiu
k
l:
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Vn t ra l: C n phn t th c th lp c bao nhiu chnh hp chp k khc

nhau?
Cng thc:
A nk =
n!
( n k )!
Ch : + n!: n giai tha. n! = n.(n-1)3.2.1

+ Qui c: 0! = 1
V d 4: Trong bui hp gm 12 ngi. Hi c bao nhiu cch chn mt ch ta v
mt th k?
2
S cch chn l chnh hp chp 2 ca 12 c n = A12 =
12!
= 12.11 =132 cch.
(12 2)!
V d 5: Cho mt tp hp gm cc s 0,1,2,3,4,5. Hi c bao nhiu s t nhin gm

4 ch s khc nhau?
Ta c cc s 0123,0134, khng phi l s t nhin c 4 ch s nn ta chia cng vic
ra lm hai giai on.
Giai on 1: Chn ch s u tin phi khc 0. V cn li 5 s nn c 5 cch chn.
Giai on 2: Chn 3 s cn li t 5 s cn li. Do c k th t, khng trng nhau nn
3
s cch chn l s chnh hp chp 3 ca 5:
= 3.4.5= 60.
S cch hon thnh cng vic l n = 5.60 = 300 cch.

V d 6: Cho E = {1, 2, 3, 4}. C bao nhiu s t nhin bao gm hai ch s phn
bit c thnh lp t E.
Mi s t nhin bao gm hai ch s phn bit c thnh lp t E l mt chnh
hp (khng lp) chp 2 ca 4. Nn s cc s t nhin cn tm l:
A 24 =
4! 4.3.2.1
=
=6
2!
2 .1
V d 7: Mt lp c 8 mn hc, mi ngy hc 2 mn. Hi c bao nhiu cch xp thi

kho biu trong mt ngy?
S cch xp thi kho biu trong mt ngy chnh l vic ly 2 phn t khc nhau t
tp hp gm 8 phn t. V vic ly gn lin vi vic xp thi kho biu nn th t l quan
trng.
Vy s cch xp thi kho biu cho mt ngy l s chnh hp chp 2 ca 8 phn t:
A82 =
8!
8!
= = 7.8 = 56
(8 2)! 6!
(cch)
1.3 Chnh hp lp:

nh ngha: Chnh hp lp chp k ca n phn t l mt b (nhm) c th t gm k
phn t c chn t n phn t cho, trong cc phn t trong nhm c th lp li
2,3,4,.., k ln.
k
Gi s chnh hp lp chp k ca n phn t l Bn , khi :
k
n
= nk
V d 8: Xp ngu nhin 5 quyn sch vo 3 ngn ko. Hi c bao nhiu cch xp?
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Mi cch xp 5 quyn sch vo 3 ngn ko xem nh mt chnh hp lp chp 3 ca 5

(mi ln xp mt quyn sch vo mt ngn, ta c th xem nh chn mt trong 3 ngn C
3 cch chn. Do c 5 quyn sch nn s cch chn l n = 35 = 243 cch.
V d 9: C bao nhiu s t nhin gm 4 ch s t cc s: 1,2,3,4,5?
C
4
5
= 54 = 625 s.
V d 10: C bao nhiu cch sp xp 10 ngi ln mt tu ha c 3 toa?

S cch sp xp 10 ngi ln 3 toa tu l s cc chnh hp lp chp 10 ca 3 phn t.
S cch sp xp: B310 = 310
V d 11: Mi v s ca mi tnh gm c 6 ch s. Hi mi tnh khi pht hnh mi
t s pht hnh c bao nhiu v s khc nhau?
Ta c mi v s gm c 6 ch s, nn ta c th xem vic pht hnh ra mt v s l
vic chn ra 6 s bt k c th t c th trng nhau t 10 s t 0 n 9. Do mi v s
c pht hnh c th c xem l mt chnh hp lp chp 6 ca 10.
Vy s v s c th pht hnh mi t ca mi tnh l s chnh hp lp chp 6 ca 10:
B106 = 106 = 1000000 (v s)
Lu : Trong chnh hp khng lp th k n cn trong chnh hp lp th c th c k > n.

1.4 Hon v:
nh ngha: Hon v ca n phn t l mt b c th t gm mt n phn t cho.
Gi s hon v ca n phn t l Pn, ta c cng thc: Pn = n!
Hai hon v khc nhau khi no?
Do mi hon v u c mt cc phn t, nn hai hon v khc nhau khi c t nht
mt th t sp xp no khc nhau. Chng hn: 312 khc 321.
V d 12: Hi c bao nhiu cch xp 4 hc sinh vo mt bn c 4 ch ngi?
S cch xp l: n = P4 = 4! = 24 cch.
V d 13: C 3 cun sch Ton, 2 cun sch L v 5 cun sch XSTK (cc cun sch
ny khc nhau) c xp vo 1 ci k. Hi c bao nhiu cch sp xp sao cho cc cun
sch cng loi ng gn nhau?
tha bi ton, ta chia cng vic ra cc giai on sau:
Giai on 1: Phn k thnh 3 phn xp 3 loi sch: C 3! cch sp xp.
Giai on 2: Xp 3 cun Ton phn dnh cho Ton: C 3! cch sp xp.
Giai on 3: Xp 2 cun L phn dnh cho L: C 2! cch sp xp.
Giai on 4: Xp 5 cun XSTK phn dnh cho XSTK: C 5! cch sp xp.
S cch sp xp cho c bi ton: 3!.3!.2!.5! = 8640 (cch)
1.5 T hp:
nh ngha: T hp chp k ca n phn t (k n) l mt b (nhm) khng k th t
gm k phn t khc nhau c chn t n phn t cho. Gi s t hp chp k ca n phn
t l:
C n , c:
k
n
n!
k! ( n k )!
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Ch : Cnk = C nnk Cn0 = Cnn = 1

V d 14: Mi thi gm c 3 cu hi khc nhau chn t 25 cu hi cho. Hi c
th thnh lp c bao nhiu thi khc nhau?
Mi thi s chn 3 cu t 25 cu cho. Do chn khng k th t, khng trng
nhau nn s cch chn l t hp chp 3 ca 25
3
25
25.24.23
25!
=
= 2300 cch.
3!(25 3)!
6
V d 15: Trong mt gii bng chuyn cho mng ngy Hc sinh Sinh vin ca
Trng. C 12 i bng tham gia thi u vng trn mt lt. Hi c bao nhiu trn u
c tin hnh?
Mi trn u c hai i tham gia t 12 i, nn s trn u cn tin hnh l:
C122 =
12! 11.12.10!
=
= 11.6 = 66
2!10!
2.10!
V d 16: T l hng c 10 sn phm, ta rt ngu nhin (ng thi) 3 sn phm

kim tra. Tnh s kh nng c th xy ra?
S kh nng c th xy ra l s t hp chp 3 ca 10 phn t:
C103 =
10!
= 120
3!(10 3)!
V d 17: Nhm A c 10 sinh vin v nhm B c 12 sinh vin. Ta chn ngu nhin 9
sinh vin trong c 4 sinh vin nhm A v 5 sinh vin nhm B. Tnh s kh nng c th
xy ra?
Chn 4 sinh vin t nhm A c 10 sinh vin: C C104 =
10!
= 210 cch.
4!(10 4)!
Chn 5 sinh vin t nhm B c 12 sinh vin: C C125 =
12!
= 792 cch.
5!(12 5)!
p dng quy tc nhn suy ra s kh nng c th l: 210.792 = 166320

Lu :
Hai t hp khc nhau khi no?
Chnh hp khc t hp khi no?
BI TP
1. Mt bui lin hoan c 6 ngi trong c 2 ngi l v chng
a. Nu 6 ngi ny ngi quanh mt ci bn trn c 6 ci gh c nh s. Hi c bao
nhiu cch sp xp sao cho 2 v chng lun ngi cnh nhau.
b. Nu h c xp vo mt ci bn di c 6 gh, th c bao nhiu cch xp 2 v
chng lun ngi cnh nhau.
2. Mt nhm gm 5 v chng ng xp hng. Hi c bao nhiu cch sp xp trong cc
trng hp sau:
a. Nam v n ng thnh 2 nhm ring bit.
b. Hai v chng lun ng k nhau.
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c. Nu mi ngi bt tay mt ln vi ngi khc. Hi tt c c bao nhiu ci bt tay.

d. Nu trong nhm c 3 ngi khng bt tay vi nhau. Hi c bao nhiu ci bt tay
trong trng hp ny.
3. Mt l hng gm c 6 sn phm c nh cc s th t t 1 n 6, trong c 2 ph
phm. Ngi ta ly t l hng ln lt tng sn phm cho n ht.
a. C bao nhiu trng hp c th xy ra.
b. C bao nhiu trng hp 2 ph phm c ly sau cng.
4. Mt nhn vin bu in a ngu nhin 3 l th cho 3 ngi khc nhau. Hi:
a. C bao nhiu trng hp c th xy ra.
b. C bao nhiu trng hp c t nht mt ngi nhn ng th ca mnh.
5. T cc s 1, 2, 3, 4, 5 ta c th thnh lp c bao nhiu s trong cc trng hp sau:
a. S c 3 ch s.
b. S chn c 3 ch s khc nhau.
c. S chia ht cho 5 c 3 ch s khc nhau.
d. S c 3 ch s trong c s 1.
e. S c 3 ch s khc nhau gm ton s l.
6. T cc s 0, 1, 2, 3, 4, 5 ta c th thnh lp c bao nhiu s trong cc trng hp sau:
a. S c 3 ch s.
b. S chn c 3 ch s khc nhau.
c. S chia ht cho 5 c 3 ch s khc nhau.
d. S c 3 ch s trong c s 1.
e. S c 3 ch s khc nhau gm ton s l.
7. Gii bng hng nht quc gia gm c 12 i.
a. Nu cc i thi u vng trn mt lt vi nhau. Hi c bao nhiu trn u xy
ra.
b. Nu cc i c chia lm 3 bng u nhau, v mi i trong bng thi u vng
trn mt lt vi nhau th c bao nhiu trn u xy ra.
8. Mt lp c 8 mn hc, mi ngy hc 2 mn (sng, chiu). Hi c bao nhiu cch sp
xp thi kho biu cho mt ngy ca lp .
9. Mt t gm c 10 ngi, ngi ta mun thnh lp mt tiu ban gm c 3 ngi.
a. Nu 3 ngi ny cng lm mt cng vic th c bao nhiu cch chn.
b. Nu 3 ngi ny c chn lm 3 cng vic khc nhau th c bao nhiu cch chn.
10. Mi v s ca mi tnh khi pht hnh c 6 ch s.
a. Hi c bao nhiu v s khc nhau c th pht hnh mi t ca mi tnh.
b. Nu bn trng 2 s cui cng so vi s s ca gii ny bn s c thng 20.000
ng. Hi mi t pht hnh c bao nhiu v s trng 20.000 ng.
11. C n im khc nhau nm trn mt ng trn.
a. C bao nhiu dy cung c to nn t n im .
b. C bao nhiu ng cho ca a gic to nn t n im .
c. a gic no c s ng cho bng s cnh.
12. C 6 di giy. Chn ngu nhin 4 chic giy. Hi c bao nhiu cch chn trong cc
trng hp sau:
a. Chn c 2 i giy.
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b. Chn c ch mt i giy.
c. Khng chn c i giy no c.
13. Gieo mt con xc xc lin tip 3 ln, c phn bit th t cc ln gieo.
a. C bao nhiu kt qu khc nhau c th xy ra.
b. C bao nhiu kt qu xy ra trong mt mang s 6 khng xut hin ln no.
c. C bao nhiu kt qu xy ra trong mt mang s 6 xut hin t nht mt ln.
14. Mt khch sn c 6 phng n. C 10 ngi khch n thu phng, trong c 6 nam
v 4 n. Ngi qun l chn ngu nhin 4 ngi. C bao nhiu cch chn trong cc trng
hp sau:
a. C 6 ngi u l nam.
b. C 4 nam v 2 n.
c. C t nht 2 n.
15. Mt kho s c 3 vng, mi vng c nh s t 0 n 9 v ch c mt kh nng
m kho. Mt kh nng m kho l cch chn ng s theo th t ca 3 vng. Mt ngi
mun th cc trng hp m kho. Hi ngi ny m ti a bao nhiu ln chc chn s
chn ng s m.
Bc hc 2: LIT K CC BIN C V QUAN H GIA CC LOI BIN C
1. Php th v bin c:
Vic thc hin mt nhm iu kin xc nh quan st mt hin tng no c
gi l mt php th. Kt qu ca php th c gi l bin c.
V d 1: Khi mt sinh vin i thi mn Xc sut thng k: thc hin php th. Kt qu
ca php th l sinh vin thi u hoc rt. u hoc rt l nhng s kin ngu nhin.
Tung mt ng xu l mt php th, ng xu xut hin mt xp hay nga l cc bin c.
Tung mt con xc xc l mt php th, xc xc xut hin mt 1,..,6 l cc bin c.
Bn mt vin n n mt mc tiu xem vin n trng hay trt.
iu kin xc nh ca cc hin tng ngu nhin l g?
Hy phn tch cc yu t: Nhm iu kin, hin tng, kt qu ca cc php th
trn. Cho cc v d khc v phn tch cc yu t.
2. Cc loi bin c:
2.1. Bin c chc chn:
L bin c chc chn xy ra trong mt php th, v ngi ta k hiu l: W
V d 2: Tung mt con xc xc. Gi A l bin c xc xc xut hin mt c s chm
nh hn hoc bng 6. Khi ta ni A l bin c chc chn, A = W.
2.2. Bin c khng th:
L bin c khng th xy ra trong mt php th, v ngi ta k hiu l:
V d 3: Tung mt con xc xc. Gi B l bin c xc xc xut hin mt 7 chm. Khi
ta ni A l bin c khng th, A = .
2.3. Bin c ngu nhin:
L bin c c th xy ra cng khng th xy ra trong mt php th. Ta thng dng
cc ch ci A, B, C,.. k hiu cho bin c ngu nhin.
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V d 4: Mt x th bn vo mt tm bia, gi A l bin c x th bn trng bia, A l

bin c ngu nhin.
2.4. Bin c thun li (Bin c ko theo)
Bin c A c gi l thun li cho bin c B nu A xy ra th B cng xy ra. K
hiu: A B.
V d 5: Tung mt con xc xc. Gi A l bin c xc xc xut hin mt 2 chm v B
l bin c xut hin mt chn. Khi ta ni A B.
c bit: Nu A B v B A th A v B l hai bin c tng ng.
K hiu A = B.
V d 6: Mi s chm trn mt xc xc tng ng 5 im. Gi A l bin c xc xc
xut hin mt 6 chm, B l bin c c 30 im. Khi A = B.
2.5. Bin c s cp:
Bin c A c gi l bin c s cp nu n khng c bin c no thun li cho n
(tr chnh n), tc l khng th phn tch c na.
V d 7: Gi Ai l bin c xc xc xut hin mt i chm (i=1,..,6) th A1, A2, .. , A6 l
cc bin c s cp.
Gi B l bin c thu c mt c s chm chn.
B = A2 + A4 + A6 B khng phi l bin c s cp.
Tp hp tt c cc bin c s cp ca mt php th c gi l khng gian cc bin
c s cp v k hiu: W
V d 8: W = { A1, A2, A3, A4, A5, A6}.
2.6. Bin c hiu:
Hiu ca hai bin c A v B, k hiu A-B (hay A\B) l mt bin c xy ra A xy
ra nhng B khng xy ra.
V d 9: Tung mt con xc xc.
Gi A l bin c xc xc xut hin mt c s chm l s l.
B l bin c xc xc xut hin mt c s chm l s nguyn t nh hn 5.
C l bin c xc xc xut hin mt c 5 chm.
Ta c: C = A\B
2.7. Bin c tng:
Tng ca hai bin c A v B, k hiu A + B hay A B l mt bin c xy ra t
nht mt trong hai bin c A v B xy ra.
V d 10: Hai x th cng bn vo mt con th. Gi A l bin c x th th nht bn
trng, B l bin c x th th hai bn trng. Khi bin c th b trng n l C = A + B.
V d 11: C 2 x th, mi ngi bn 1 vin n 1 mc tiu.
Gi Ai l bin c x th th i bn trng mc tiu (i = 1, 2).
Gi Ai l bin c x th th i khng bn trng mc tiu (i =1, 2).
Gi Bi l bin c mc tiu b bn trng i vin n.
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Ta c: B0 = A1 .A2
B1 = A1 . A2 + A1 . A2
B2 = A1 . A2
Tng qut: Tng ca n bin c A1, A2, .., An l mt bin c xy ra t nht mt

trong cc bin c Ai xy ra (i = 1,..,n).
K hiu: A1+ A2+ .. + An hay A1 A2 .. An
Ch : Bin c chc chn W l tng ca mi bin c s cp c th, ngha l mi bin
c s cp u thun li cho W. Do , W cn c gi l khng gian cc bin c s cp.
2.8. Bin c tch:
Tch ca hai bin c A v B, k hiu: AB hay AB l mt bin c xy ra c hai
bin c A v B ng thi xy ra.
V d 12: Hai x th cng bn vo mt con th. Gi A l bin c x th th nht bn
trt, B l bin c x th th hai bn trt. Khi bin c th b khng b trng n l C =
AB.
Tng qut: Tch ca n bin c A1, A2, .., An l mt bin c xy ra tt c cc bin
c Ai u xy ra. K hiu: A1 A2 ... An hay A1A2 .. An
2.9. Bin c xung khc:
Hai bin c A v B c gi l xung khc nu chng khng ng thi xy ra trong
mt php th.
V d 13: Tung mt con xc xc, gi A l bin c xc xc xut hin mt chn, B l
bin c xc xc xut hin mt 3 chm A, B xung khc.
2.10. Bin c i lp:
Bin c khng xy ra bin c A c gi l bin c i lp ca A. K hiu: A
A v A i lp A A = v A A phi l bin c chc chn, tc l trong php th c mt
v ch c mt A hoc A xy ra.
Ch : Hai bin c i lp th xung khc nhng ngc li 2 bin c xung khc th
cha chc i lp.
2.11. Bin c ng kh nng:
Cc bin c A, B, C,.. c gi l ng kh nng nu chng c cng mt kh nng
xut hin nh nhau trong mt php th.
V d 14: Tung mt ng xu, gi S l bin c ng xu xut hin mt xp, N l bin
c xut hin mt nga S, N l hai bin c ng kh nng.
Tm li, qua cc khi nim trn, ta thy cc bin c tng, hiu, tch, i lp tng
ng vi tp hp, giao, hiu, phn b ca l thuyt tp hp. Do c th s dng cc php
ton trn cc tp hp cho cc php ton trn cc bin c.
3. Cc tnh cht:
1. A + (B + C) = (A + B) + C
2. A + B = B + A
; A.(B.C) = (A.B).C
; A.B = B.A
3. A(B + C) = A.B + B.C

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4. A + A = A
; A.A = A
5. A + W = W
; A.W = A
6. A + = A
; A. =
7. B = A A = B hay ( A) = A
8. A + B = A.B
; A.B = A + B
V d 15: B( ABC + ABC + ABC ) = B ABC + B ABC + B. ABC

= A( BB)C + A( B B)C + A( BB)C = A C + ABC + AC
= + ABC + = A BC .
BI TP
1. C 3 x th, mi ngi c lp bn mt vin vo mt mc tiu. Gi Ai l bin c x th
th i bn trng mc tiu.
a. Hy m t cc bin c sau: A1A2A3; A1 + A2 + A3; A1 A2 A3 .
b. Xt cc bin c sau:
A: C t nht 2 x th bn trng.
B: C nhiu nht mt x th bn trng.
C: Ch c mt x th bn trng.
D: Ch c mt x th th 3 bn trng.
Hy biu din cc bin c A, B, C, D theo cc bin c Ai.
2. Cho 3 bin c A, B, C. Hy m t di dng tp hp cc bin c sau:
a. A, B, C u xy ra.
b. A, B xy ra nhng C khng xy ra.
c. Ch c mt trong bin c xy ra.
d. C t nht mt bin c xy ra.
3. Mt hp c 5 sn phm, trong c 2 ph phm. Ngi ta ly ln lt t hp ra 2 sn
phm cho n khi pht hin ht 2 ph phm th dng li. Gi Ai bin c chn c sn
phm tt ln th i.
a. Cc bin c Ai c c lp ton phn vi nhau khng? Ti sao?
b. Hy bin din cc bin c sau theo cc bin c Ai
A: Vic kim tra dng li ln th 4.
B: Vic kim tra dng li ln ly sau cng.
4. Mt ng xu c tung 3 ln. Gi S l bin c ng xu xut hin mt sp mi ln, N l
bin c ng xu xut hin mt nga mi ln.
a. S, N l c phi l cc bin c s cp, i lp nhau khng?
b. Hy tm khng gian cc bin c s cp trong php th trn.
c. Hy biu din bin c A: C 2 ln ng xu xut hin mt nga.
5. Mt hp c 4 bi v 6 bi trng
a. Chn ngu nhin t hp ra 5 bi. Gi:
A l bin c chn c c 5 bi .
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B l bin c chn c t nht mt bi trng.

Xc nh loi ca bin c A v bin c B.
b. Chn ngu nhin t hp ra 4 bi. Gi:
Ai l bin c chn c i bi trng.
A l bin c chn c s bi trng bng s bi .
B l bin c chn c s bi trng ln hn s bi .
C l bin c c t nht mt bi trng.
i/. {Ai}, i = 0, .., 4 c phi l nhm bin c y v xung khc.
ii/. Xc nh bin c i lp ca bin c C.
iii/. Biu din bin c A, B qua cc bin c Ai.
Bc hc 3: NH NGHA XC SUT
3.1. nh ngha xc sut theo li c in:
Gi s mt php th c n bin c s cp ng kh nng c th xy ra, trong c m
bin c s cp thun li cho bin c A. Khi xc sut ca bin c A (k hiu P(A)) c
nh ngha bi cng thc sau:
P(A) =
m
, trong m l s bin c thun li cho A, n l bin c ng
n
kh nng c th xy ra.
V d 1: Tung mt con xc xc. Tnh xc sut xc xc xut hin mt chn.
Gi Ai l bin c xut hin mt i chm.
Gi A l bin c xut hin mt chn, c A = A2A4A6
Khi tung con xc xc c 6 bin c ng kh nng c th xy ra trong c 3 bin c
thun li cho A. Khi : P(A) =
m 3
= = 0,5
n
6
V d 2: Tung ngu nhin 1 con xc xc. Tnh xc sut con xc xc xut hin mt
c s chm l s l.
Gi A l bin c xc xc xut hin mt c chm l s l.
Ai l bin c xc xc xut hin mt c i chm (i = 1,6) .
Khi tung 1 con xc xc th c 6 kh nng xy ra tng ng con xc xc c th xut

hin cc mt mang s chm t 1 n 6. Ta c khng gian cc bin c s cp l:
W = { A1 , A2 , A3 , A4 , A5 , A6 }
S trng hp c th ca php th: 6.

Ta c cc bin c s cp thun li cho bin c A: A1 , A3 , A5 .
Suy ra s trng hp thun li cho bin c A: 3
Do :
p ( A) =
3 1
=
6 2
V d 3: Tung ng thi 2 con xc xc. Tnh xc sut tng s chm xut hin trn
2 con xc xc l 7.
Gi A l bin c tng s chm xut hin trn 2 con xc xc l 7.
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Ai l bin c xc xc th nht xut hin mt c i chm (i = 1,6) .

Bi l bin c xc xc th hai xut hin mt c i chm (i = 1,6) .
Ta thy: Tng t nh v d trn, khi ta tung 1 con xc xc th c 6 kh nng. Do

khi ta tung 2 con xc xc cng lc th c th c 6.6 = 36 kh nng xy ra. Ta c khng gian
cc bin c s cp l:
W = {( A1 , B1 ); ( A1 , B2 ); ...; ( A1 , B6 )
( A2 , B1 ); ( A2 , B2 ); ...; ( A2 , B6 )
...
...
... ...
( A6 , B1 ); ( A6 , B2 ); ...; ( A6 , B6 )}
Vy s trng hp c th ca php th l: 36
Ta c cc bin c thun li cho bin c A:
( A1 , B6 ); ( A2 , B5 ); ( A3 , B4 ); ( A4 , B3 ); ( A5 , B2 ); ( A6 , B1 )
Suy ra s trng hp thun li cho bin c A l: 6.

P( A) =
6 1
=
36 6
V d 4: Mt ngi gi in thoi nhng li qun hai s cui ca s in thoi, ch

bit rng hai s l khc nhau. Tnh xc sut ngi ch quay mt ln ng s cn
gi.
Gi B l bin c ngi ch quay mt ln ng s cn gi.
S bin c thun li cho B l: m = 1
S bin c ng kh nng c th xy ra l: n =
P(A) =
10
= 90
1
90
V d 5: Mt hp gm 6 bi trng v 4 bi en, ly ngu nhin 2 bi t hp. Tnh xc

sut :
a) C 1 bi trng.
b) C 2 bi trng.
Gi A l bin c c 1 bi en trong 2 bi ly ra.
Gi B l bin c c 2 bi trng trong 2 bi ly ra.
C:
CC
C
m C
=
=
n C
m
P(A) = =
n
10
P(B) =
6
2
10
8
4.6
=
45 15
1
3
V d 6: Trong mt hp ng 20 qu cu trong c 14 qu cu v 06 qu cu
trng. Ly ngu nhin (khng hon li) 5 qu cu t trong hp. Tnh xc sut trong 5
qu cu ly ra c 3 qu cu . Bit rng cc qu cu l cn i v ging nhau.
V cc qu cu l cn i v ging nhau. Nn ta c: n = C205
Gi A l bin c trong 5 qu cu ly ra c 3 qu cu v 2 qu cu trng.
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+ S cch ly 3 qu cu : C143
+ S cch ly 2 qu cu trng: C62
m = C143 . C62
P ( A) =
m C 62 .C143
=
5
n
C 20
V d 7: Hp c 10 sn phm trong
c 4 sn phm tt cn li l sn phm
xu. Chn ngu nhin t hp ra 4 sn
phm. Tnh xc sut trong 4 sn phm
rt ra c 2 sn phm tt.
6 tt
4 sn phm
Gi A l bin c c 2 sn phm tt
trong 4 sn phm c rt ra.
A: 2 tt + 2 xu
x
Ta c:
- S trng hp c th xy ra: n =
4
10
- S trng hp thun li:

9 S trng hp rt c 2 sn phm tt trong 4 sn phm tt: C42
9 S trng hp rt c 2 sn phm xu trong 6 sn phm xu: C62
S trng hp thun li ca bin c A: C42 . C62
C 42 C 62 24
Xc sut ca A: P( A) = 4 =
= 0.4286
56
C10
* T v d trn ta c th tng qut thnh bi ton lc hp kn:

Cho mt hp ng N qu cu cn i v ging nhau trong c M qu cu (M<
N) v (N M) qu cu trng.
Ly ngu nhin (khng hon li) p qu cu (p N) t trong hp.
Tnh xc sut trong p qu cu ly ra c q (q p) qu cu .
Gi A l bin c trong p qu cu ly ra c q qu cu .
n = C Np .
* S cch ly q qu cu : C Mq
* S cch ly (p q) qu cu trng: C Np qM
m =C . C
p
N
pq
N M
m C Mq .C Np qM
P ( A) = =
n
C Np
V d 8: Mt nhm gm n ngi. Tnh xc sut c t nht hai ngi c cng ngy

sinh (cng ngy cng thng).
Gi S l tp hp cc danh sch ngy sinh c th ca n ngi v E l bin c c t nht
hai ngi trong nhm cng ngy sinh trong nm.
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Ta c E l bin c khng c hai ngi bt k trong nhm c cng ngy sinh.

n
S cc trng hp ca S l: n(S) = 365
.365
.365
14
4
42
4...
4365
4
3 = 365
n
S cc trng hp thun li cho E l: n( E ) = 365.364. . . [365 (n 1)]

=
[365.364.363...(365 n + 1)](365 n)!

365!
=
(365 n)!
(365 n)!
365!
365!
n( E ) (365 n)!
V cc bin c ng kh nng nn: P( E ) =
=
=
n
n( S )
365
(365 n)!365 n
Do , xc sut t nht hai ngi c cng ngy sinh l:

P(E) = 1 - P( E ) = 1 -
365!
(365 n)!365 n
Ch : Khi tnh xc sut ca cc bin c, ta khng cn phi ch ra cc bin c s cp

c th xy ra v cc bin c s cp thun li m ch cn ch ra s cc bin c s cp c th
xy ra, s cc bin c s cp thun li cho cc bin c .
Nhn xt: nh ngha xc sut theo li c in c mt vi hn ch nh sau:
- Ch xt cho h hu hn cc bin c s cp.
- Khng phi lc no cng phn tch c thnh tch cc bin c ng kh nng.
3.2 nh ngha xc sut theo li thng k: (Bng tn sut)
nh ngha: Gi s thc hin 1 php th no n ln c lp (kt qu ca php th
sau khng ph thuc vo kt qu ca php th trc), trong bin c A xy ra m ln.
Khi : m gi l tn s xut hin ca bin c A.
f=
m
gi l tn xut ca bin c A.
n
Khi n , tn xut f t gi tr n nh v gi tr c xem l xc sut ca bin

c A.
m
n n
Ta c: P ( A) = lim f = lim
n
Ghi ch: Trong thc t khi s php th ln th P(A) = f.

V d 9: Cc nh ton hc Pearson v Buffon lm thc nghim gieo nhiu ln mt ng
tin xu cn i v ng cht th thu c cc kt qu trong bng sau:
Ngi gieo
Buffon
Pearson (ln 1)
Pearson (ln 2)
S ln gieo
4040
12000
24000
S ln mt nga
2048
6019
12012
Tn sut
0,508
0,516
0,5005
V d 10: Cc nh thng k cho thy kt qu tn sut sinh con gi ti Thy in vo cc

thng ca nm 1935 nh bng sau:
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Thng
Con gi
1
3537
2
3467
3
3866
4
3911
5
3775
6
3865
Tn sut
0,486
0,489
0,490
0,471
0,478
0,482
Thng
Con gi
7
3821
8
3596
9
3491
10
3391
11
3160
12
3371
Tn sut
0,482
0,484
0,485
0,491
0,482
0,470
Qua 2 bng trn ta thy tn sut xut hin mt nga khi gieo ng tin xu v tn sut sinh
con gi xp s 0,5; khi th nghim cng ln th tn sut cng gn 0,5.
V d 11: Tin hnh sn xut th trn mt h thng my thu c kt qu nh sau:
S sn phm n
100
150
200
250
300
S ph phm m
14
12
22
24
32
Tn xut f
0,14
0,08
0,11
0,096
0,106
Sn xut mt sn phm l thc hin mt php th. Bin c A chng ta quan tm l sn

phm tr thnh ph phm. Nh vy, s sn phm sn xut ra n l s php th c lp, s
ph phm thu c m l tn s ca bin c A.
Kt qu trn cho thy khi n tng dn, tn xut f thay i v t ti gi tr n nh 0,1.
C th cho rng, xc sut ca bin c A hay t l ph phm ca h thng l 0,1.
Ch : Phng php nh ngha xc sut theo li thng k c s dng trong thc t
khi lin quan n s lng ln nh xc nh t l ph phm ca nh my, t l bn trng bia
ca x th, t l nam (n) trong khu vc dn c ln.
V d 12: Tung ngu nhin mt con xc xc .
Gi A l bin c xc xc xut hin s chm l.
Goi B l bin c xc xc xut hin s chm: 5, 6.
Khi : P(A) =
3
2
> P(B) =
6
6
Do , bin c A d xy ra hn bin c B. Tuy nhin cn lu rng vn c trng

hp bin c B xy ra nhng bin c A khng xy ra, l trng hp xc xc xut hin mt
6 chm.
V d 13: Mt x th bn 1000 vin n vo bia, trong
c xp x 50 vin trng bia.
Cht im
Gi A l bin c x th bn trng bia th xc sut ca

A l P(A) =
50
= 0,05.
1000
3.3 nh ngha xc sut theo hnh hc:
Xt mt php th c khng gian cc bin c s cp l

min hnh hc W (on thng, hnh phng, khi khng
2R
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gian,) c s o ( di, din tch, th tch) hu hn, khc khng. Gi s xt mt im

ri ngu nhin vo min W. Xt min con A ca W. Khi xc sut im ri vo min
A l:
S o min A
P(A) =
S o min W
V d 14: Nm 1 cht im vo trong hnh vung c cnh di 2R. Tnh xc sut cht
im ri vo hnh trn ni tip hnh vung.
Gi A l bin c cht im ri vo hnh trn ni tip hnh vung .
Trng hp c th ca php th c biu din bng hnh vung ABCD.
Trng hp thun li ca bin c A c biu din bng hnh trn (O,3).
Suy ra: P ( A) =
S (O,R )
S ( ABCD )
S (O , R )
S ( ABCD )
R 2
=
4R 2 4
V d 15: (Bi ton hai ngi gp nhau)

Hai ngi hn gp nhau mt a im xc nh vo khong t 7 gi n 8 gi.
Mi ngi n (chc chn s n) im hn trong khong thi gian trn mt cch c lp
vi nhau, ch trong 20 pht, nu khng thy ngi kia s b i. Tm xc sut hai ngi
gp nhau.
Gi A l bin c 2 ngi gp nhau trong cuc
hn.
x, y ln lt l thi gian n im hn ca
ngi th 1 v ngi th 2.
Biu din x, y ln h trc ta Descartes. Chn
gc t l lc 7h.
Trng hp c th ca php th:
W = {(x, y ) : 0 x, y 1} c biu din bng
y (II)
1
8h A
B
P
1/3
hnh vung OABC.

Trng hp thun li cho bin c A:
1
x y
3
x y
3
x y 1
y x 3
y x + 1
O
7h
1/3
x (I)
1 h
Hnh 4
c biu din bng min gch cho trn hnh v: a gic OMNBPQ.
Suy ra xc sut ca A l:
P ( A) =
S ( OMNBPQ )
S ( OABC )
= 1 2.
S AMN
S ABC
122
5
= 1 2. 2 3 3 =
1
9
Ghi ch: nh ngha xc sut theo hnh hc c xem nh l s m rng ca nh

ngha xc sut theo li c in trong trng hp s kh nng c th xy ra l v hn.
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Cc tnh cht ca xc sut:

i)
A W : 0 P( A) 1
ii)
P ( A) = 1 P ( A)
iii)
P() = 0, vi l bin c rng.
iv)
P(W) = 1, vi W l bin c chc chn.
v)
Nu A B th P(A) P(B).
ngha: Xc sut ca mt bin c l con s t trng cho kh nng xy ra t hay

nhiu ca bin c . Bin c c xc sut cng ln th cng d xy ra v ngc li bin c
c xc sut cng nh cng kh xy ra.
BI TP
Xc Sut Theo Li C in
1. Bng s xe gn my gm c phn ch v phn s. Phn ch gm c 2 ch c ly t
25 ch La Tinh, phn s gm c 4 s c ly t cc s 0, 1, 2, , 9. Tnh xc sut trong
cc trng hp sau:
a. c bng s xe c phn ch v phn s khc nhau.
b. c bng s xe c ch A v duy nht s 5.
c. C phn ch ging nhau v phn s ging nhau.
2. S in thoi trc y ca mi tnh (khng k m s tnh) gm 5 ch s. gia tng s
in thoi, bu in gia tng mi s in thoi thm mt ch s.
a. Tnh s in thoi thm c th cho vic gia tng ny.
b. Gi s thnh ph c 5 triu dn, v mi ngi cn mt s in thoi khc nhau.
Tnh s ch s ti thiu cn phi c cho mi s in thoi.
c. Gi s bn cn gi mt s in thoi gm 6 ch s khc nhau. Bn ch bit n c
cc ch s 3, 5, 7 nhng bn khng bit v tr ca n. Ba ch s cn li th bn khng bit.
Tnh xc sut bn chn ng s in thoi cn gi.
d. Nu cu (c) bn bit r v tr ca 3 s 3, 5, 7 trong s in thoi. Tnh xc sut
bn chn ng s in thoi ny.
3.
a. C 10 cun sch khc nhau trong c 2 cun sch Xc sut, 3 cun sch Vt L
v 5 cun sch Ton c xp vo mt k sch. C bao nhiu cch xp cc cun sch
sao cho cc cun sch cng loi thuc cng mt nhm.
b. Nu 10 cun sch c xp ngu nhin vo 5 ngn. Tnh xc sut sao cho:
i/. 10 cun sch cng mt ngn.
ii/. 2 cun sch Xc Sut 2 ngn khc nhau.
iii/. Ch c 2 cun sch Xc Sut cng mt ngn.
iv/. Ch c 2 cun sch Xc Sut 2 ngn khc nhau.
4. Gii vng loi cp th gii khu vc ng gm 12 i, trong c VIT NAM v
THI LAN c chia lm 3 bng. Nu vic chia bng c thc hin nh sau: Chn ngu
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nhin 4 i xp vo mt bng no . Sau tip tc chn 4 i xp vo 1 trong 2 bng cn

li, 4 i cui cng c xp vo bng cui cng. Tnh xc sut VIT NAM v THI
LAN chung mt bng.
5. Tung ng thi 2 con xc xc. Tnh xc sut trong cc trng hp sau:
a. Tng s chm 2 mt xc xc l 9.
b. Tr tuyt i hiu s chm 2 mt xc xc l 2.
6. C 12 l thuc tr su c chia lm 6 nhm (mi nhm 2 l). Mt nng dn chn ngu
nhin 4 l phun thuc.
a. Tnh xc sut 4 l thuc thuc 2 nhm.
b. Tnh xc sut trong 4 l thuc ch c 2 l thuc mt nhm.
7. Mt t gm 8 ngi t chc mt bui tic trong c 2 ngi l v chng c xp
ngi mt cch ngu nhin vo 8 ci gh.
a. Nu tt c h ngi quanh mt chic bn trn. Tm xc sut 2 ngi l v chng
khng ngi gn nhau.
b. Nu 8 ngi ngi trn mt hng gh di, th xc sut 2 v chng ngi cch
nhau mt gh l bao nhiu?
8. Cu lc b n sinh t chc 3 hot ng nhn ngy 8/3: cm hoa, nu nng v may
thu. Mt phng c 10 n sinh (trong c A v B) u ghi tn tham gia mt hot ng, ghi
mt cch ngu nhin (kh nng chn 3 hot ng nh nhau) v c lp. Tnh xc sut:
a. C 10 ngi ghi tn cm hoa.
b. C 10 ngi ghi tn mt hot ng.
c. C 5 ngi cm hoa, 3 ngi nu nng v 2 ngi may thu.
d. Hai bn A v B cng tham gia mt hot ng.
9. Mi v s gm c 5 ch s (khng k s th t l). Khi mua mt v s, nu bn trng 2
s cui cng bn s c thng 5 chc ngn ng, nu bn trng c 5 ch s bn s c
gii c bit, nu sai ch mt s no trong gii c bit bn s c thng an i 5 chc
ngn ng. Khi mua ngu nhin mt v s, tnh xc sut :
a. Bn trng gii c bit.
b. Bn c thng 5 chc ngn ng.
10. Gi s mt k thut vin xt nghim mu 10 mu mu ca 10 ngi khc nhau trn
mt ci k. Gi s ngi a ngu nhin 10 mu mu cho 10 ngi. Tnh xc sut trong
cc trng hp sau:
a. C 10 mu mu n ng ngi nhn.
b. Ngi th nht nhn ng mu mu ca mnh.
c. 5 ngi u tin nhn ng mu mu ca mnh.
11. Xp 10 ngi ln 7 toa tu mt cch ngu nhin. Tm xc sut :
a. 10 ngi cng ln toa u.
b. 10 ngi cung ln mt toa.
c. 5 ngi u mi ngi mt toa.
d. C 2 ngi A v B ln cng mt toa.
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e. Hai ngi A v B ln cng mt toa ngoi ra khng c ai khc trn toa ny.
12. Mt b bi c 52 cy c chia lm 4 loi u nhau, mi loi c mt cy At. Chn ngu
nhin 4 cy bi t b bi. Tnh xc sut trong cc trng hp sau:
a. 4 cy thuc 4 loi khc nhau.
b. Tt c u l cy At.
c. C t nht mt cy At.
Xc Sut Hnh Hc
13. Mt loi thc vt c hoa c v hoa ci. Ngi ta nghin cu thy rng hoa c v hoa
ci n ngu nhin trong khong thi gian t 1h 2h. Tuy nhin chng ch kt hp to thnh
tri nu hai loi hoa n cch nhau khng qu 30 pht. Tnh xc sut to thnh tri ca loi
hoa trn.
14. Gieo ngu nhin mt im trong vng trn bn knh R. Tnh xc sut im ri
vo:
a. Hnh vung ni tip hnh trn.
b. Tam gic u ni tip hnh trn.
15. Mt on thng c di l c chia lm 3 on bi 2 im chia ngu nhin. Tnh xc
sut 3 on to thnh mt tam gic.
Bc hc 4: A RA MT S CNG THC TNH XC SUT

4.1 Cc nh ngha:
nh ngha 1: Cc bin c A1, A2, , An c gi l bin c y , xung khc tng
i nu chng xung khc tng i v tng ca chng l bin c chc chn.
C: Ai Aj= v A1 A2 . . An = W.
nh ngha 2: Hai bin c A v B c gi l c lp nu vic xy ra hay khng xy
ra bin c ny khng lm nh hng n vic xy ra hay khng xy ra bin c kia v ngc
li.
nh ngha 3: Cc bin c A1, A2,, An c gi l c lp ton phn nu mi bin
c trong chng c lp vi tch ca mt t hp bt k cc bin c cn li.
4.2 Cng thc cng:
P(A+B) = P(A) + P(B) P(AB), vi A v B l hai bin c bt k.
Tng qut:
n
P(A1+A2+ +An) =
P( A ) i
i =1
P( A )P( A ) + P( A )P( A )P( A ) + ... + (-1)n-1P(A1A2 An)

i< j
i < j <k
C th khi n = 3, c:
P(A1+A2+A3) = P(A1) + P(A2) + P(A3) P(A1A2) P(A1A3) P(A2A3) + P(A1A2A3)
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H qu: i) Nu A, B l hai bin c xung khc th: P(A+B) = P(A) + P(B)

ii) Nu A1, A2 , , An l cc bin c xung khc tng i th:
P(A1+A2+ .. +An) = P(A1) + P(A2) + . . +P(An)
iii) Nu A1, A2 , , An l cc bin c c lp ton phn th:
P(A1+A2+ . . +An) = 1 - P ( A1 ).P ( A2 )...P( An )
iv) Nu A1, A2 ,, An l nhm cc bin c y , xung khc tng i th:
n
P( A ) = 1
i
V d 1: Mt l hng c 10 sn phm, trong c 2 ph phm. Ly ngu nhin

khng hon li t l hng ra 6 sn phm. Tm xc sut c khng qu 1 ph phm trong 6
sn phm c ly ra.
Gi A l bin c khng c ph phm trong 6 sn phm ly ra
B l bin c c ng mt ph phm.
C l bin c c khng qu mt ph phm.
Khi A v B l hai bin c xung khc v C = A + B
Ta c
P ( A) =
C86
28
2
=
=
6
C10 210 15
C 21 .C85 112 8
P( B) =
=
=
210 15
C106
Do : P(C ) = P ( A) + P( B) =
2 8 2
+
=
15 15 3
V d 2: Mt lp c 100 sinh vin, trong c 40 sinh vin gii ngoi ng, 30 sinh
vin gii tin hc, 20 sinh vin gii c ngoi ng ln tin hc. Sinh vin no gii t nht mt
trong hai mn s c thm im trong kt qu hc tp ca hc k. Chn ngu nhin mt
sinh vin trong lp. Tm xc sut sinh vin c thm im.
Gi A l bin c gi c sinh vin c tng im.
B l bin c gi c sinh vin gii ngoi ng.
C l bin c gi c sinh vin gii tin hc.
Khi A = B + C, vi B v C l hai bin c khng xung khc
Ta c: P(A) = P(B + C) = P(B) + P(C) P(BC)
=
30
40 20
50
+
=
100 100 100 100
V d 3: Chn ngu nhin 6 cy bi t b bi c 52 cy bi. Tnh xc sut t nht

c 2 cy At.
Gi A l bin c chn t nht 2 cy At t 6 cy bi chn ra.
Ai l bin c chn c i cy At t 6 cy bi chn ra (i = 0,4) .
Suy ra: A = A2 + A3 + A4
Ta c: H cc bin c { A2 , A3 , A4 } xung khc tng i, nn:
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P ( A) = P( A2 + A3 + A4 ) = P( A2 ) + P( A3 ) + P( A4 )
3
C 42 C 484 C 43 C 48
C 44 C 482
=
+
+
0,06
C526
C 526
C 526
Nhn xt: Trong dy n bin c A1, A2 , , An:

+ Nu tng i mt cc bin c m c lp vi nhau th dy ny gi l c lp tng i;
+ Nu dy c lp ton phn th c lp tng i nhng iu ngc li khng ng.
4.3 Cng thc nhn xc sut:
4.3.1 Xc sut c iu kin:
nh ngha: Xc sut ca bin c A vi iu kin bin c B xy ra c gi l xc
sut c iu kin ca bin c A. K hiu P(A/B).
V d 4: Hp c 10 vin bi trong c 4 vin mu , 6 vin mu trng. Ln lt rt
khng hon li 2 vin bi. Gi s ln th nht rt c bi mu , tnh xc sut ln th
hai rt c bi mu .
Gi Ai l bin c rt c bi mu ln th i.
ln 1
4
ln 2
3
10
9
2 ?
1
Hnh 5
Ta c: P( A2 / A1 ) =
3
9
Ch : Cho A, B l hai bin c vi P(B) > 0. Ta cn c cng thc:
P( A / B) =
( AB )
( B)
V d 5: Mt b bi c 52 l. Rt ngu nhin 1 l bi. Tnh xc sut rt c con

t, bit rng l bi rt ra l l bi mu en.
Gi A l bin c rt c con t.
B l bin c rt c l bi mu en.
Ta thy trong b bi c 26 l bi mu en nn P ( B) =
mt con t en nn P ( AB) =
Do ta c: P( A / B) =
26 1
=
52 2
2
52
P( AB) 2 / 52
1
=
=
P( B)
26 / 52 13
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V d 6: Thi 2 mn, xc sut u mt th nht l 0,6. Nu mn th nht u th kh

nng sinh vin u mn th hai l 0,8. Nu mn th nht khng u th kh nng sinh
vin u mn th 2 ch l 0,6. Tnh xc sut trong cc trng hp sau:
a) Sinh vin u ch mt mn.
b) Sinh vin u 2 mn.
Gii
a) Sinh vin u ch mt mn:
Gi A l bin c sinh vin u ch mt mn.
Ai l bin c sinh vin u mn th i (i =1, 2).
Ta c: A = A1 A2 + A1 A2
Suy ra: P( A) = P( A1 A2 + A1 A2 ) = P( A1 A2 ) + P( A1 A2 )
= P( A1 ) P ( A2 / A1 ) + P( A1 ) P( A2 / A1 ) = (0,6.(0,2) + (0,4).(0,6) = 0,36
b) Sinh vin u 2 mn:

Gi B l bin c sinh vin u hai mn.
Ta c: B = A1 A2
Suy ra: P(B) = P(A 1 A 2 ) = P(A 1 )P(A 2 / A 1 ) = (0,6).(0,8) = 0,48
4.3.2 Cng thc nhn xc sut:
Cho A v B l hai bin c bt k ca mt php th. Ta lun c:
P(AB) = P(A) . P(B/A) = P(B) . P(A/B)
Nu A v B c lp, c: P(AB) = P(A) . P(B)
M rng: P(A1.A2An) = P(A1) . P(A2/A1) . P(A3/A1A2). . .P(An/A1An 1)
Nhm cc bin c c lp ton phn: A1, A2, , An c gi l c lp ton phn
khi v ch khi: P(A1A2An) = P(A1). P(A2)... P(An)
V d 7: Tung ng thi hai con xc xc. Tnh xc sut c 2 con xc xc u xut
hin mt 6 chm.
Gi A l bin c c hai xc xc u xut hin mt 6 chm.
Ai l bin c xc xc th i xut hin mt 6 chm (i = 1, 2)
Ta c: A= A1 A2
Do A1 v A2 c lp nhau, nn: P ( A) = P( A1 A2 ) = P( A1 ) P ( A2 ) =
11 1
=
6 6 36
V d 8: Hai x th mi ngi bn mt pht n vo bia. Xc sut bn trng ca

ngi th nht l p = 0,9; ca ngi th hai l p = 0,7. Tnh xc sut:
a) C hai u bn trng.
b) C ng mt vin n trng bia.
c) Bia b trng n.
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Bit rng hai ngi bn c lp vi nhau.

Gi A l bin c x th I bn trng bia.
B l bin c x th II bn trng bia.
C l bin c c hai x th trng bia.
D l bin c c mt vin n trng bia.
E l bin c bia b trng n.
a) Xc sut c hai u bn trng: Ta c C = AB
P(C) = P(AB) = P(A) . P(B) = 0,9 . 0,7 = 0,63
b) Xc sut c mt vin n trng bia:
Ta c: D = AB + B A
V AB v B A l xung khc vi nhau
P( D) = P( AB) + P( B A) = P( A).P( B) + P( A).P( B)
P(D) = 0,9 . 0,3 + 0,1 . 0,7 = 0,34
c.) Xc sut bia b trng n:
Ta c: E = AB
P( E ) = P( AB) = P( A).P( B ) = 0,3.0,1 = 0,03
P(E) = 1 0,03 = 0,97

Bc hc 5: CNG THC XC SUT Y V CNG THC BAYES
5.1 Cng thc xc sut y :
nh ngha: Gi s A1, A2,. . ,An l nhm bin c y xung khc tng i v B l
bin c bt k c th xy ra ng thi vi mt trong cc bin c Ai (i= 1, .. , n). Khi xc
sut B c tnh bi cng thc:
n
P ( B ) = P ( Ai ).P ( B / Ai )
i =1
Khi B xy ra th c mt v ch mt bin c Ai cng xy ra vi B.

Ch : Vn dng cng thc xc sut y gii mt bi ton, vn quan trng l
phi ch ra c nhm bin c y v xung khc tng i. Trong thc t vic ny thng
gp 2 hnh thc sau:
9 Cng vic tin hnh tri qua 2 php th. Thc hin php th th nht ta c mt
trong n kh nng xy ra l cc bin c: A1 , A2 ,..., An . Sau khi thc hin php th th nht ta
thc hin php th th hai. Trong php th th hai ta quan tm n bin c B. Khi bin
c B s c tnh theo cng thc xc sut ton phn vi nhm bin c y v xung khc
tng i l cc bin c Ai (i = 1, n) .
9 Mt tp hp cha n nhm phn t. Mi nhm phn t c mt t l phn t c
tnh cht P no . Ly ngu nhin t tp hp ra 1 phn t. Gi A l bin c chn c phn
t thuc nhm th i. Khi xc sut ca bin c chn c phn t c tnh cht P trong
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php th s c tnh theo cng thc xc sut ton phn vi nhm bin c y v xung
khc tng i l Ai (i = 1, n) .
V d 1: Xt mt l sn phm, trong c sn phm ca nh my 1 sn phm chim
20%, nh my 2 sn phm chim 30%, nh my 3 sn phm chim 50%. Xc sut ph phm
ca nh my 1, 2, 3 ln lt l 0,001; 0,005; 0,006. Ly ngu nhin 1 sn phm t l hng.
Tnh xc sut sn phm ly ra l ph phm.
Gi B l bin c ly c sn phm l ph phm.
A1, A2, A3 ln lt l bin c ly c sn phm ca nh my 1, 2, 3.
Ta c: A1, A2, A3 l nhm bin c y , xung khc tng i. Theo cng thc xc
sut y , ta c:
P(B) =
P( A ).P( B / A ) = P(A1) . P(B/A1) + P(A2) . P(B/A2) + P(A3) . P(B/A3)

i =1
= 20/100 . 0,001 + 30/100 . 0,005 + 50/100 . 0,006 = 0,0065.

5.2 Cng thc Bayes:
nhiu?
T gi thuyt, tnh xc sut y , nu B xy ra th xc sut bin c Ai bng bao
nh ngha: Gi s A1, A2, .. , An l nhm bin c y xung khc tng i v B

l bin c bt k c th xy ra ng thi vi mt trong cc bin c Ai. Khi ta c cng
thc:
P( Ai / B) =
P( Ai ).P( B / Ai )
P( B)
(Cng thc Bayes)
Vi P ( B ) = P ( Ai ). P ( B / Ai )
i =1
V d 2: Mt phn xng sn xut chi tit my c hai my: My I sn xut 60% sn

phm ca phn xng; My II sn xut 40% sn phm ca phn xng. T l ph phm ca
my I l 0,1 v t l ph phm ca my II l 0,05. Sn phm ca phn xng sau khi sn
xut c em trn ln vi nhau. Ly ngu nhin mt sn phm ca phn xng th thy
sn phm l ph phm. Tnh xc sut ph phm ly ra do my I sn xut.
Gi B1 l bin c sn phm ly ra do my I sn xut.
B2 l bin c sn phm ly ra do my II sn xut.
A l bin c sn phm ly ra l ph phm.
B1, B2 lp thnh nhm y cc bin c.
Theo cng thc xc sut ton phn: P(A) = P(B1).P(A/B1)+P(B1).P(A/B2) = 0,08.
P ( B1 ).P ( A.B1 ) 0,6.0,1
=
= 0,75 .
Theo cng thc Bayer: P( B1 / A) =
P ( A)
0,08
Vy xc sut ph phm do my I sn xut l P(B1/A) = 0,75.
V d 3: C 3 hp ng sn phm, mi hp c 10 sn phm, trong s ph phm ln
lt l 2, 3, 4. Chn ngu nhin mt hp, ri t hp chn, rt ra ngu nhin mt sn
phm.
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a) Tnh xc sut sn phm chn ra l ph phm.

b) Nu sn phm rt ra l ph phm, th theo bn ph phm c kh nng thuc hp
no nhiu nht, ti sao?
Gii
a) Tnh xc sut sn phm chn ra l ph phm:
Gi B l bin c rt c sn phm l ph phm.
Ai l bin c chn c hp th i ( i = 1,3 ).
Theo cng thc xc sut ton phn, ta c:

P ( B) = P( A1 ) P( B / A1 ) + P( A2 ) P( B / A2 ) + P( A3 ) P( B / A3 )
=
1 2 1 3 1 4 1 9
3
+
+
=
=
= 0,3
3 10 3 10 3 10 3 10 10
b) Theo cng thc Bayes, ta c:

1 2
P( A1 ) P( B / A1 ) 3 10 2
P ( A1 / B) =
=
=
3
P( B)
9
10
1 3
P( A2 ) P ( B / A2 ) 3 10 1 3
P( A2 / B) =
=
= =
3
P( B)
3 9
10
1 4
P( A3 ) P( B / A3 ) 3 10 4
P( A3 / B) =
=
=
3
P( B)
9
10
So snh cc kt qu, ta thy ph phm rt ra c kh nng thuc hp th III nhiu nht.

5.3 Cng thc Bernoulli:
nh ngha: Ta tin hnh n php th c lp. Gi s trong mi php th ch xy ra
hai trng hp: Hoc bin c A xy ra vi xc sut p hoc bin c A khng xy ra vi xc
sut q = 1 p.
Cc bi ton tha mn cc iu kin trn th c gi l tun theo lc Bernoulli.
Khi xc sut trong n php th c lp bin c A xut hin k ln c k hiu: Pn(k) v
c tnh
Pn (k ) = Cnk . p k .q nk
, cng thc ny gi l cng thc Bernoulli.
V d 4: Hp c 10 vin bi, trong c 6 vin bi mu . Ln lt rt c hon li 5

vin bi. Gi A l bin c rt c vin bi mu trong mi ln rt, ta c mt lc
Bernoulli vi:
* S php th c lp: n = 5.
* P(A) = 6/15.
V d 5: Trong mt phn xng c 5 my hot ng c lp, xc sut mt my b
h trong mt ca sn xut l bng nhau v bng p = 0,1. Tnh xc sut trong 1 ca c hai
my b h.
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Ta thy 5 my hot ng c lp cho nn ta c th coi nh tin hnh 5 php th c

lp v mi php th ch c hai kt cc my hot ng tt hoc my b h vi xc sut p =
0,1.
bi ton tun theo lc Bernoulli.
Do xc sut trong mt ca c hai my b h. P5(2) = C52 .(0,1)2.(0,9)3
V d 6: Mt sinh vin thi trc nghim mn Ngoi Ng gm c 10 cu hi. Mi cu c
4 phn la chn tr li, trong ch c 1 phn ng. Gi s sinh vin lm bi bng cch
chn ngu nhin cc phn ca cu hi. Tnh xc sut trong cc trng hp sau:
a) Sinh vin va im u (5 im).
b) Sinh vin chn ng t nht 1 cu hi.
Gii
a) Sinh vin va im u:
Gi A l bin c sinh vin va im u.
Xem vic chn cu tr li mi cu hi ca sinh vin l 1 php th th trong mi php
th c 1 trong 2 kh nng xy ra :
9 Sinh vin tr li ng vi xc sut l p =
9 Sinh vin tr li sai vi xc sut l q =
1
4
1
.
4
3
.
4
3
4
Vy: P( A) = P(10,5) = C105 ( ) 5 ( ) 5 0,058

b) Sinh vin chn ng t nht 1 cu hi:
Gi B l bin c sinh vin chn ng t nht 1 cu hi.
B l bin c sinh vin khng chn nh cu hi no.
1
4
3
4
3
4
Ta c: P( B) = P(10,0) = C100 ( ) 0 ( )10 = ( )10

3
P( B) = 1 P( B ) = 1 ( )10 = 0,056
4
V d 7: Mt bc s c xc sut cha khi bnh l 0,8. C ngi ni rng c 10 ngi

n cha bnh th chc chn c 8 ngi khi bnh. iu khng nh c ng khng?
iu khng nh trn l sai. Ta c th xem vic cha bnh cho 10 ngi l mt dy
ca mt php th c lp. Nu gi A l bin c cha khi bnh cho mt ngi th P(A) =
0,8
Do : Xc sut trong 10 ngi n cha bnh th c 8 ngi khi bnh l:
P10(8) = C108 .(0,8)8 .(0,2) 2 0,3108 .
5.4 Cng Thc Bernoulli M Rng:
5.4.1 Lc Bernoulli m rng:
nh ngha: Mt lc Bernoulli m rng gm :
9 Dy n php th c lp.
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9 H bin c { A1 , A2 ,..., Ak } y , xung khc.

Trong : P ( A1 ) = p1 , P( A2 ) = p 2 ,..., P( Ak ) = p k v p1 + p 2 + ... + p k = 1 .
5.4.2 Cng thc Bernoulli m rng:
Cng thc: Xc sut trong n php th c lp, bin c A1 xy ra m1 ln, bin c
A2 xy ra m2 ln , , bin c Ak xy ra mk ln (trong m1 + m2 + ... + mk = n ) l:
P (n; m1 , m2 ,..., mk ) =
n!
m
m
m
p1 1 . p 2 2 ... p k k
m1!m2 !...mk !
V d 8: L hng c 100 sn phm trong c 30 sn phm loi A, 50 sn phm loi

B v 20 sn phm loi C. Ln lt rt c hon li 9 sn phm kim tra. Tnh xc sut
trong 9 ln rt c 3 ln rt c sn phm loi A, 4 ln rt c sn phm loi B v 2
ln rt c sn phm loi C.
Gi A, B, C ln lt l cc bin c rt c sn phm loi A, B, C trong mi ln rt.
R rng h {A, B, C} y v xung khc tng i.
V P ( A) =
Do :
30
50
20
, P( B) =
, P ( A) =
100
100
100
P(9;3A,4B,2C) =
9! 30 3 50 4 20 2
(
) (
) (
) = 0,086
3!4!2! 100 100 100
BI TP
1. Mt t gm c 8 nam v 6 n. Chn ngu nhin mt nhm 5 ngi. Tnh xc sut
trong nhm:
a. C t nht mt n.
b. S n nhiu hn s nam.
2. mt hi ng nhn dn tnh c 20 i biu trong c mt ngi n. iu hnh
mt cng vic no cn thnh lp mt tiu ban gm 5 ngi. Tnh xc sut sao cho tiu
ban c s lng nam nhiu hn s lng n khi chn ngu nhin cc i biu.
3. Mt lp c 30 hc sinh, gm: 10 hc sinh gii ton, 10 hc sinh gii vn, 10 hc sinh
gii ngoi ng. Trong c 5 hc sinh va gii ngoi ng v ton, 3 hc sinh va gii
ngoi ng v vn, khng c hc sinh no gii vn v ton hoc gii c 3 mn. Chn ngu
nhin mt hc sinh, tnh xc sut c hc sinh gii t nht 1 trong 3 mn ni trn.
4. Bn lin tip vo mt mc tiu cho n khi vin n u tin trng mc tiu hoc ht
n th ngng. Xc sut bn trng mc tiu ca mi ln bn l 0,6.
a. Nu ngi c 4 vin n. Tnh xc sut bn n vin n th 4.
b. Nu ngi c s vin n khng hn ch. Tnh xc sut vic bn ngng li
ln th t.
5. Mt l hng gm 10 sn phm trong c ln ln 1 ph phm. Ngi ta ly ln lt
tng sn phm t l hng tm ph phm .
a. Tm xc sut sao cho ph phm ly ra ln sau cng.
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b. Gi s l hng c 2 ph phm. Ngi ta ly ln lt tng sn phm cho n khi

pht hin ht 2 ph phm th dng. Tnh xc sut sao cho vic kim tra dng li ln kim
tra th 4.
6. Mt sinh vin thi vo trng ngoi ng phi thi 5 mn vi xc sut u ca mi mn
tng ng l: 0,7; 0,6; 0,4; 0,8; 0,5. Tm xc sut sinh vin :
a. u c 5 mn.
b. u t nht 1 mn.
c. u nhiu nht 1 mn.
7. Mt trn khng chin gia my bay ta v my bay ch. My bay ta bn trc vi
xc sut trng l 0,5. Nu b trt my bay ch bn tr li vi xc sut trng l 0,4. Nu
khng b trng n my bay ta li bn tr li vi xc sut trng l 0,3. Trn khng chin n
y kt thc, v my bay s b ri nu nh b trng. Tm xc sut:
a. My bay ch b ri trong cuc khng chin trn.
b. My bay ta b ri trong cuc khng chin.
8. Trong mt k thi mi sinh vin phi thi 2 mn. Gi s bn c lng rng: Bn c hy
vng u 80% mn th nht. Nu t mn th nht, iu ny lm bn phn khi v do bn
phn khi s c hy vng 60% t yu cu mn th hai. Nu khng t mn th nht, iu
ny lm bn nn lng lm cho hy vng t mn th hai ch cn 30%. Hy tm xc sut
bn:
a. t c hai mn.
b. t mn th hai.
c. t t nht mt mn.
d. Khng t c hai mn.
9. Nu dng 3 loi thuc A, B, C ring l iu tr bnh phi th t l khng thuc theo
th t l: 15%, 20%, 25%. Dng phi hp c 3 loi thuc trn th kh nng khng thuc ca
vi trng l bao nhiu.
10. Chn ngu nhin mt v s c 5 ch s. Tnh xc sut c v s khng c s 1 hoc
khng c s 5.
11. Chn ngu nhin mt v s c 5 ch s. Tnh xc sut c v s c s 5 v s chn.
12. Mt ngi b ngu nhin 3 l th vo 3 phong b ghi a ch. Tnh xc sut c t
nht mt l th b ng phong b ca n.
13. Trong mt hp ng 30 m tr, trong c 7 m b st vi, 5 m b m ming, 6 m b
b np, 3 m va st vi va b np, 2 m va st vi va m ming, 1 m va st va b
np va m ming.
a. Ly ngu nhin mt m t hp. Tnh xc sut m y c nht im.
b. Tm xc sut ly ra mt m s l m b st vi khi n b b np.
c. Ly ngu nhin ra 4 m. Tnh xc sut trong 4 m ny c 2 m c nht im.
14. Bit rng mt ngi c nhm mu AB c th nhn mu bt k nhm mu no. Nu
ngi no c nhm mu cn li (A hoc B hoc O) th ch nhn mu ca ngi cng
nhm vi mnh hoc ngi c nhm mu O. Cho bit t l ngi c nhm mu A, B, O v
AB tng ng l: 33,7%; 37,5%; 20,9%; 7,9%.
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a. Chn ngu nhin mt ngi cn tip mu v mt ngi cho mu. Tnh xc sut
s truyn mu thc hin c.
b. Chn ngu nhin mt ngi cn tip mu v hai ngi cho mu. Tnh xc sut s
truyn mu thc hin c.
15. C 2 l sn phm. Mi l c 10 sn phm, trong s lng ph phm ca mi l ln
lt l: 2 v 3.
a. Ly ngu nhin mi l mt sn phm.
b. Ly ngu nhin mt l, ri t l ly ra 2 sn phm.
Hy nh gi xem phng thc no chn c mt ph phm ln hn.
16. Mt ngi c 3 con g mi v 2 con g trng nht trong chung. Mt ngi n mua,
ngi bn g bt ngu nhin ra mt con. Ngi mua chp nhn mua con .
a. Tm xc sut bt c g trng.
b. Ngi th 2 n mua, ngi bn bt ra ngu nhin mt con. Tnh xc sut c
g mi.
c. Xc sut ny s bng bao nhiu nu ngi th hai n mua, bit rng ngi bn g
qun mt bn cho ngi th nht l g trng hay g mi.
17. Mt t sinh vin gm c 4 ngi nam v 6 ngi n. Gi s t c on trng cho 3
v xem phim.
a. C bao nhiu cch phn phi sao cho n c 2 v v nam c 1 v.
b. Nu vic phn phi thc hin bng cch bc thm ngu nhin mi ngi ln lt
ly mt v t 10 v, trong c 3 v c du hiu c bit m ngi bc trng s c xem
phim. Theo bn nn chn vic bc thm ln th my c li nht, ti sao?
18. Mt hp c 3 bi trng v 5 bi .
a. Ly 2 bi khng ch mu ca n, ri b vo hp 2 bi tri mu vi n. Sau ly
tip mt bi. Tnh xc sut bi ly ra ln sau l .
b. Ly ra ln u mt bi, sau ly tip mt bi na. Tnh xc sut 2 bi ny cng
mu.
19. C 3 l hng 1, 2, 3 theo th t c t l ph phm l: 3/10, 6/15, 4/20. Chn ngu nhin
mt l hng, ri t ly tip ra mt sn phm.
a. Tnh xc sut sn phm ly ra l ph phm.
b. Gi s sn phm ly ra l chnh phm, n c th l ca hp no nhiu nht, ti sao?
20. Mt nhm gm c 10 ngi, trong c 6 ngi c nhm mu O. Chn ngu nhin 3
ngi, ri t nhm 3 ngi chn ngu nhin mt ngi.
a. Tnh xc sut chn c ngi c nhm mu O.
b. Gi s chn c ngi c nhm mu O. Tnh xc sut 3 ngi chn ra trc
c 2 ngi c nhm mu O.
21. C 4 chin s c lp bn vo mt chic xe, mi ngi bn mt vin vi xc sut trng
l: 0,8; 0,4; 0,6; 0,5. Bit rng c k vin n bn trng xe th xe b tiu dit vi xc sut l:
pk = 1
1
. Tm xc sut xe b tiu dit.
2k
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22. C 2 hp: Hp 1 c 3 bi v 7 bi trng. Hp 2 c 6 bi v 4 bi trng.

a. Ly 2 vin bi t hp 1 b vo hp 2, sau rt ln lt hp 2 ra 2 vin. Tnh xc
sut 2 vin ny u trng.
b. Ly mi hp 2 vin. Tnh xc sut c 3 vin trng.
c. Nu ly c 3 vin trng, 1 vin en cu (b). Tnh xc sut vin bi en l ca
hp 2.
23. Mt cng ty bo him cho ngi b tai nn. Cng ty chia khch hng ca mnh ra thnh
3 nhm: Ngi t b ri ro, ngi b ri ro trung bnh v ngi thng xuyn b ri ro vi t
l l: 60%, 30%, 10%. Xc sut b ri ro ca cc nhm ln lt l: 0,01; 0,05; 0,1.
a. Tnh t l ngi b tai nn trong nm.
b. Nu ngi khng b tai nn trong nm, h c kh nng thuc nhm no nhiu nht,
ti sao?
24. Mt hp ng 3 ng xu trong c 1 ng xu thin v nga (lun lt mt nga khi
tung) v 2 ng xu cng bng. Chn ngu nhin mt ng xu trong hp ri tung. Nu nga
th tung tip ng xu mt ln na. Nu sp th rt mt ng xu khc trong hp v tung.
a. Tm xc sut 2 ln tung u xut hin mt nga.
b. Nu mt ng xu c tung 2 ln. Tm xc sut l ng xu thin v nga.
25. Hai nh my cng sn xut ra mt loi chi tit. Nng sut ca my I gp i my II. T
l chi tit t tiu chun ca my I l 64%, ca my II l 80%. Ly ngu nhin mt chi tit
t l hng do 2 my sn xut th c chi tit t tiu chun. Tnh xc sut chi tit do
my I sn xut.
26. Hp A: c 15 l thuc tt, 5 l thuc hng.
Hp B: c 17 l thuc tt, 3 l thuc hng.
Hp C: c 10 l thuc tt, 10 l thuc hng.
a. Ly mi hp 1 l. Tnh xc sut c mt l thuc hng.
b. Chn ngu nhin 1 hp, ri t hp chn ly ra 3 l. Tnh xc sut c 2 l tt
v 1 l hng.
c. Trn chung 3 hp li, ri t ly ra 3 l. Tnh xc sut c 3 l thuc tt.
d. Kim tra tng l hp B cho n khi pht hin 3 l thuc hng th dng. Tnh
xc sut vic kim tra dng li ln ly th 5.
27. T l l thuc hng trong cc l thuc A, B ln lt l: 0,1; 0,07. Gi s cc l thuc ny
c rt nhiu l.
a. Ly ngu nhin 2 l mi l thuc. Tnh xc sut c mt l thuc hng.
b. Chn ngu nhin 1 trong 2 l, ri t ly ra 4 l. Tnh xc sut c 1 l thuc
hng.
c. Ca hng nhn 600 l thuc l th nht v 400 l thuc l th hai. Ta mua ngu
nhin 1 l. Tnh xc sut l ny l l hng.
28. hi ch c 3 ca hng. Ca hng loi I phc v nhng ngi may mn bn hng
vi t l ph phm l 1%. Ca hng loi II phc v bn hng vi t l ph phm l 5%. Ca
hng loi III phc v nhng ngi ri ro bn hng vi t l ph phm l 10%. Mt ngi
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vo hi ch phi gieo 2 ng xu. Ngi l may mn nu c 2 u sp, l ri ro nu c 2

u nga.
a. Tnh xc sut mt ngi vo hi ch mua phi hng xu.
b. Nu mt ngi mua phi hng xu, theo bn ngi l may mn hay ri ro.
29. Mt bnh nhn nghi l c th mc mt trong 3 bnh A, B, C vi xc sut tng ng l:
0,3; 0,4 v 0,3. Ngi n khm bnh 4 bc s mt cch c lp. Bc s th nht chun
on bnh A, bc s th hai chun on bnh B, bc s th ba chun on bnh C v bc s
th t chun on bnh A. Hi khi khm bnh xong, ngi bnh nh gi li xc sut mc
bnh A, B, C ca mnh l bao nhiu. Bit rng xc sut chun on ng ca mi ng bc s
l 0,6 v chun on nhm sang 2 bnh cn li l: 0,2 v 0,2.
30. Mt my bay c 3 b phn A, B, C c tm quan trng khc nhau. My bay s ri nu c
hoc 1 vin n trng vo A. hoc 2 vin n trng vo B, hoc 3 vin n trng vo C. Gi
s cc b phn A, B, C ln lt chim t l 15%, 30%, 55% din tch ca my bay. Tnh xc
sut my bay ri nu:
a. My bay b trng 2 vin.
b. My bay b trng 3 vin.
31. Mt my bay c 4 b phn A, B, C, D t lin tip nhau. My bay s ri nu 2 vin n
trng vo cng mt b phn, hoc 2 b phn k nhau trng n. Tnh xc sut my bay
ri nu:
a. Bn b phn c din tch bng nhau v my bay b trng 2 vin n.
b. Cc b phn B, C, D c din tch bng nhau, b phn A c din tch gp i b
phn B v my bay b bn trng 2 vin.
32. Mt my bay c 5 ng c, trong 3 ng c cnh phi, 2 ng c cnh tri. Mi
ng c cnh phi c xc sut b hng l: 10%, cn mi ng c cnh tri c xc sut b
hng l: 5%. Cc ng c hot ng c lp. Tnh xc sut ng c thc hin chuyn
bay an ton trong cc trng hp sau:
a. My bay ch bay c nu c t nht 2 ng c lm vic.
b. My bay ch bay c nu trn mi cnh ca n c t nht mt ng c lm vic.
33. Mt my bay c th xut hin v tr A vi xc sut 2/3 v v tr B vi xc sut 1/3.
C 3 phng n b tr 4 khu pho bn my bay nh sau:
* Phng n 1: 3 khu t ti A, 1 khu t ti B.
Bit xc sut bn trng my bay ca mi khu pho l 0,7 v cc khu pho hot
ng c lp vi nhau, hy chn phng n tt nht.
34. Mt loi sn phm c gia cng qua 3 giai on c lp vi nhau, vi t l khuyt tt
ca mi cng on theo th t l: 5%, 4%, 2%. Nu sn phm b khuyt tt 3 cng on
th n tr thnh ph phm. Nu sn phm b khuyt tt 2 cng on th n tr thnh ph
phm vi t l 50%. Nu sn phm b khuyt tt 1 cng on th n tr thnh ph phm
vi t l 30%. Tnh t l ph phm ca nh my .
35. Mt l hng gm 5 sn phm khng r cht lng c th. Ly ngu nhin 2 sn phm t
l hng th c c 2 chnh phm.
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a. Nu ly tip 1 sn phm na t l hng theo bn s c chnh phm hay ph

phm, ti sao?
b. Theo bn kh nng s sn phm tt trong hp c kh nng nht l bao nhiu trong
3 sn phm cn li, ti sao?
36. Mt cuc thi c 3 vng. Vng 1 ly 90% th sinh. Vng 2 ly 80% th sinh ca vng 1
v vng 3 ly 90% th sinh ca vng 2.
a. Tnh xc sut th sinh lt qua 3 vng thi.
b. Tnh xc sut th sinh b loi vng 2 nu bit rng th sinh b loi.
37. Tung mt con xc xc lin tc cho n khi mt 6 chm xut hin 4 ln th ngng. Tnh
xc sut sao cho vic tung xc xc ngng ln th 6.
38. Mt sinh vin thi trc nghim mn Vt L gm 10 cu hi. Mi cu gm c 4 phn
chn. Gi s sinh vin ch bit r 3 cu hi, cn li th chn mt cch ngu nhin.
a. Tnh xc sut sinh vin chn ng tt c nhng cu hi trn.
b. Nu chn ng t phn na tr i sinh vin s u. Tnh xc sut sinh vin
u.
39. Phi tung xc xc t nht bao nhiu ln c t nht mt ln nhn mt 4 chm khng b
hn 0,95.
40. Theo kt qu iu tra, t l bnh lao mt vng l: 0,001. Tnh xc sut khi khm cho
10 ngi:
a. Khng ai bnh lao.
b. 5 ngi bnh lao.
c. C t nht 1 ngi bnh lao.
41. Mt cu th c ting v pht n. Xc sut cho banh vo li ca cu th trong
mi ln l 0,8. Mt ngi ni cu th c 10 ln chc chn c 8 ln bng vo
lt, iu ng hay sai? Ti sao?
42. Mt st cam rt ln c phn loi theo cch sau: Chn ngu nhin 20 qu cam lm
mu i din. Nu mu khng c qu cam no b hng th st cam c xp loi I. Nu
mu c 1 hoc 2 qu cam b hng th st cam c xp loi II. Trong trng hp cn li th
st cam c xp loi III. Gi s t l cam hng ca st l 3%. Hy tnh xc sut :
a. St cam c xp loi I.
b. St cam c xp loi II.
c. St cam c xp loi III.
43. Trong mt gii v ch bng quc gia la tui nhi ng vic so ti c chia lm 3
vng: 1, 2, 3. Vng 1 tnh im: Mi trn u i thng c 3 im, ho c 1 im,
cn thua th 0 im. Mi i trong vng 1 4 trn. Gi s rng i no mun c vo
vng 2 th kt thc vng 1 t nht phi c 9 im. Trong vng 2 c 4 i, mi i ch
mt trn trc tip tranh thng bi xc nh 2 i thng vo vng 3 tranh chung kt. Tnh
xc sut mt i ginh chc v ch trong gii . Gi s rng cc i tham d l ngang
sc ngang ti nhau.
44. Tnh xc sut khi rt c hon li 10 ln t b bi 52 cy ta c 4 cy chung, 2 cy pt,
3 cy r, 1 cy c.
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KQHT 2: GII CC BI TON LIN QUAN N I

LNG NGU NHIN V PHN PHI XC SUT
Bc hc 1: I LNG NGU NHIN
1.1 Cc nh ngha:
nh ngha: i lng ngu nhin l i lng bin i biu th cc gi tr kt qu
ca mt php th ngu nhin.
Ta thng dng cc k hiu: X, Y, Z,... biu th cho i lng ngu nhin.
V d 1: Tung mt con xc sc, gi X l s chm xut hin trn mt con xc xc. Khi ,
X l i lng ngu nhin.
Gi Y l s hc sinh vng trong mt bui hc Y = 0, 1, 2, . . .
Y l i lng ngu nhin.
Gi Z l im ri ca ht ct trn on [0;1] th Z cng l i lng ngu nhin.
o chiu cao ca cc sinh vin mt trng i hc. Gi Y l chiu cao o c
ca cc sinh vin. Gi s Y [0.5m ; 1.2m]. Vy Y l i lng ngu nhin.
C hai loi i lng ngu nhin:
+ i lng ngu nhin ri rc: i lng ngu nhin c gi l ri rc nu n c
mt s hu hn hoc v hn m c cc gi tr.
X, Y l cc i lng ngu nhin ri rc.
Cc gi tr c th ca i lng ngu nhin X c k hiu x1, x2, , hay y1, y2,
+ i lng ngu nhin lin tc: i lng ngu nhin c gi l lin tc nu cc
gi tr c th c ca n lp y mt khong trn trc s.
Z l i lng ngu nhin lin tc.
Ta khng th lit k cc gi tr ca i lng ngu nhin lin tc.
Cc i lng ngu nhin ch nhit , din tch, th tch, thi gian, l lin tc.
1.2 Phn phi xc sut ca i lng ngu nhin:
nh ngha: Lut phn phi xc sut ca i lng ngu nhin l biu (bng,
th,) trong ch ra:
9 Cc gi tr c th nhn c ca i lng ngu nhin.
9 Xc sut tng ng ca i lng ngu nhin nhn gi tr .
1.2.1 Bng phn phi xc sut:
Bng phn phi xc sut dng thit lp lut phn phi xc sut ca i lng ngu
nhin ri rc.
Bng gm 2 dng: Dng trn ghi cc gi tr c th c ca i lng ngu nhin l: x1,
x2, .. , xn; dng di ghi cc xc sut tng ng l: P1, P2, .. , Pn.
X
x1
x2
x3
...
xn
P1
P2
P3
...
Pn
Trong :
P = 1
i =1
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Ghi ch:
QT7.1/PTCT1-BM-7
X = xi: i lng ngu nhin X nhn gi tr xi.

P(X = xi): Xc sut i lng ngu nhin X nhn gi tr xi.
V d 2: Tung 1 con xc sc, gi X l s chm xut hin trn mt ca mt con xc xc.

Khi bng phn phi xc sut ca X l:
X
1/6
1/6
1/6
5
1/6
1/6
1/6
V d 3: Tin hnh th bn ca 3 loi vt liu, vi iu kin vt liu th trc

phi vt qua c php th mi th tip vt liu sau. Bit rng kh nng vt qua php
th ca cc vt liu u bng 0,8. Hy tm lut phn phi xc sut ca s vt liu vt qua
php th.
Gi X l s vt liu vt qua php th.
Ai l bin c vt liu th i vt qua php th i = 1,3 .
Ta c:
P(X = 0) = P( A1 ) = 0,2
P(X = 1) = P( A1 A2 ) = P( A1 )P( A2 ) = (0,8)(0,2) = 0,16
P(X = 2) = P( A1 A2 A3 ) = P( A1 )P( A2 )P( A3 ) = (0,8)(0,8)(0,2) = 0,128
P(X = 3) = P( A1 A2 A3 ) = P( A1 )P( A2 )P( A3 ) = (0,8)(0,8)(0,8) = 0,512
Bng phn phi xc sut ca X l:
X
P 0,2
0,16
0,128
0,512
V d 4: Hp c 10 vin bi, trong c 6 vin mu , cn li mu trng. Rt ng

thi 4 vin bi v gi X l s vin bi mu c rt ra. Lp lut phn phi xc sut ca X.
Gi Ai l bin c rt c i vin bi mu (i = 1,4) .
Cc xc sut c tnh theo nguyn tc hp kn nh sau:
P ( X = 0) = P( A0 ) =
C60C44
1
=
= 0,005
4
C10
210
C61C43
24
P ( X = 1) = P( A1 ) = 4 =
= 0,114
C10
210
P ( X = 2) = P ( A2 ) =
C62C42
= 0,429
C104
P ( X = 3) = P( A3 ) =
C63C41
= 0,318
C104
P( X = 4) = P( A4 ) =
C64C40
= 0,071
C104
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Vy ta c bng phn phi xc sut ca X l:

X
0,005
0,114
0,429
0,381
0,071
1.2.2 Hm mt xc sut:
nh ngha: Lut phn phi xc sut ca i lng ngu nhin lin tc X c biu
th bi hm s y = f(x) xc nh trn (- , +) tha mn:
i)
f ( x) 0, x
+
ii)
f ( x)dx = 1
Tnh cht:
i)
P(X = x0) = 0.
ii)
P ( a < X < b) = P ( a X < b) = P ( a < X b) = P ( a X b) =
f ( x)dx
a
(Din tch hnh thang cong cnh tri x = a, cnh phi x = b (xem hnh 7)).
iii) P ( X < ) = P( < X < ) =
f ( x)dx
iv)
P ( X > ) = P ( < X < +) =
f ( x)dx
f(x)
v) c bit:
F(x) = P( X
f(x) ch nhn gi tr
y = f(t)
trn
[a;
b]
th:
f ( x )dx = 1
a
V d 5: Cho i lng ngu nhin

lin tc c hm mt xc sut
x
Hnh
c(3 x x 2 ) neu x [0 , 3]
f ( x) =
0
neu x [0 , 3]
a) Xt nh hng s c.
P(1 < X < 2)
f(x)
b) Tnh P(1 < X < 2) .

y = c(3x x2)
Gii
a) Ta c:
+
1 = f ( x).dx
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Trng i hc Tr Vinh
0
f ( x).dx + f ( x).dx +
0
QT7.1/PTCT1-BM-7
f ( x).dx
+
0.dx + c(3x x
Vy: c =
9
9
) + 0.dx = 0 + c + 0 = c
2
2
3
2
9
b) Ta c:
2
2
9
1
P (1 < X < 2) = f(x) dx = (3x x 2 ) dx =

1
13
.
27
1.2.3 Hm phn phi xc sut:

nh ngha: Hm phn phi xc sut ca i lng ngu nhin X (lin tc hoc ri
rc), k hiu F(x), l hm c xc nh nh sau:
F(x) = P(X < x)
C th :
9 X l i lng ngu nhin ri rc: F ( x) =
p
xi < x
9 X l i lng ngu nhin lin tc: F ( x ) =
f ( x)dx
(Bng din tch hnh thang cong, cnh tri t = -, cnh phi t = x (xem hnh 9)).
Tnh cht:
i)
0 F ( x) 1 , x
ii) F(x) l hm khng gim

iii) F(-) = 0
F(+) = 1
iv) P(a X < b) = F(b) - F(a)

v) Nu X l i lng ngu nhin ri rc th F(x) c dng bc thang
vi) Nu X l i lng ngu nhin lin tc c hm mt xc sut f(x) th F/(x) =
f(x)
ngha: Hm phn phi xc sut F(x) phn nh mc tp trung xc sut v pha
bn tri ca im x.
V d 6: Cho X c:
X
0,5
0,2
0,3
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Tm F(x) v v th.
th F(x)
Gii
Ta c: F ( x) = pi
i< x
+ x 1 : F ( x) = 0
1
0,7
0,5
+ 1 < x 2 : F ( x) = 0,5
+ 2 < x 3:
+ x > 3:
th hm s c dng bc thang
F ( x) = 0,5 + 0,2 + 0,3 = 1
Vy:
F ( x) = 0,5 + 0,2 = 0,7
Hnh 10
neu x 1
0
0,5 neu 1 < x 2

F (x) =
0,7 neu 2 < x 3
1
neu x > 3
x
V d 7: Cho i lng ngu nhin X c: f (x) =
2-x
0
neu x 0
neu 0 < x 1
neu 1< x 2
neu x > 2
Tm hm phn phi xc sut F(x) v v th ca n .

x
Ta c: F ( x) =
f ( x)dx
+ x 0 : F ( x) =
f ( x)dx = 0dx = 0
x
+ 0 < x 1 : F ( x) =
+ 1 < x 2 : F ( x) =
f ( x)dx =
f ( x)dx =
0
x2
f ( x)dx + f ( x)dx = 0dx + xdx =
2
0
0
1
x2
=
2
f ( x)dx + f ( x)dx + f ( x)dx =
0dx + x.dx + (2 x)dx =
1
x2
1
x2
= + 2 x 2 + = + 2 x + 1
2
2
2
2
0
+ x > 2 : F ( x) =
f ( x)dx =
f ( x)dx + f ( x)dx + f ( x)dx + f ( x)dx =
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th
1
2
1
1
= xdx + (2 x)dx = + 4 2 2 + = 1
2
2
0
1
F(x)
Vy:
x2
2
F (x) =
2
x
- 2 + 2x - 1
neu x 0
0.5
neu 0 < x 1
Hnh 11
neu 1 < x 2
neu x > 2
1.2.4. Phn v mc xc sut :

nh ngha: Phn v mc xc sut ca i lng ngu nhin lin tc X l s X sao
cho:
P (X < X ) =
(*)
X
H thc (*) tng ng vi:
f ( x) dx =
Nh vy, X l cn trn ca tch phn sao cho tch phn bng hay X l v tr cnh
phi ca hnh thang cong sao cho din tch hnh thang cong bng (xem hnh 12)).
y
Din tch
y=
Mt khc, t h thc (*) suy ra:
F( X ) = hay X = F-1()
Nh vy, X l gi tr ngc ca
hm phn phi xc sut F(x) ti cho
Hnh
F(x)
1
Hnh 13
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trc (xem hnh 13).

V d 8: Cho i lng ngu nhin X lin tc c hm mt xc sut:
( 3x - x 2 )
f (x) =
0
neu x [ 0 , 3 ]
neu x [ 0 , 3 ]
a) Xc nh hm phn phi xc sut F(x) ca X.

b) Tm X 7 .
27
Gii
x
a) Ta c: F(x) =
f(x) dx
Do :
x
x < 0 , F(x) = 0 dx = 0.
0 x 3 , F(x) =
x > 3 , F(x) =
2
x 2 ( 9 - 2x )
2
0
dx
+
(
3x
x
)
dt
=
0 9
27
f(x) dx + f(x) dx + f(x) dx = 1 .
0
2
x (9 2 x )
Vy: F ( x) =
27
neu x < 0
neu 0 x 3
neu x > 3
Ta c: =
b) Tnh X 7 :
27
7
.
27
t u = X 7 , s dng cng thc trn, ta c F(u) =

27
7
. T cu a), suy ra
27
u2 (9 2u )
7
=
, 0<u<3
27
27
2u3 - 9u 2 + 7 = 0
u =1 ;
u=
7 105
4
(loai)
Vy: X 7 = 1 .
27
Bc hc 2: CC THAM S C TRNG CA I LNG NGU NHIN:

2.1 K vng: (expectation)
nh ngha: Gi s X l i lng ngu nhin ri rc c th nhn cc gi tr x1, x2,
.. , xn vi cc xc sut tng ng P1, P2, .. , Pn
Khi k vng ca X, k hiu l E(X) hay M(X) c xc nh bi cng thc:
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n
xP
E(X ) =
i =1
Nu X l i lng ngu nhin lin tc c hm mt xc sut l f(x) th k vng ca X

+
E(X ) =
l:
x. f ( x )dx
V d 1: Cho X l i lng ngu nhin ri rc c bng phn phi xc sut sau:

X
1/12 2/12
3/12
10
11
2/12
2/12
1/12
1/12
Tm E(X)?
7
Ta c: E ( X ) = xi Pi = 5.
i =1
1
2
3
2
2
1
1 93
+ 6. + 7. + 8. + 9. + 10. + 11. =
= 7,75
12
12
12
12
12
12
12 12
V d 2: Cho X l i lng ngu nhin ri rc c lut phn phi:

X
1
30
3
30
12
30
8
30
4
30
2
30
Tnh E(X).
Ta c:
E ( X ) = xi p i = 0
i =1
12
8
4
2 125 25
1
3
+1 + 3 + 4 + 7 + 8 =
=
4,17
30
30
30
30
30
30 30
6
V d 3: Cho i lng ngu nhin lin tc X c hm mt xc sut:

c(4 x x 2 )
f ( x) =
neu x [0 , 4]
neu x [0 , 4]
Tnh E(X).
Trc tin, ta xc nh hng s c:
Ta c:
+
1=
f ( x)dx =
0.dx + f ( x)dx + 0.dx

4
4 x 2 x3
= c(4 x x )dx = c

3 0
2
0
4
43
3.2.42 4.4 2
32
= c(2.4 ) = c
= c.
3
3
2
2
c=
3
32
Do :
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4
3
3 x3 x 4
3
2
3
2
(4 x x )dx =
E ( X ) = x. f ( x)dx = x. (4 x x )dx =
4
32 0
32
32 3
4 0
+
0
3 44 44
3 4.44 3.44
44
=
=
=2
=
32 3
4 2.42
3.4
2.43
Tnh cht:
i)
E(C) = C
ii)
E(C.X) = C.E(X) , vi C l hng s.
iii)
E(X + Y) = E(X) + E(Y)
iv)
Nu X, Y l hai i lng ngu nhin c lp th:

E(X.Y) = E(X).E(Y).
Ch : Tnh cht iii) v iv) c th m rng cho nhiu i lng ngu nhin.
ngha: K vng ca 1 i lng ngu nhin chnh l gi tr trung bnh (theo xc

sut) ca i lng ngu nhin . N l trung tm im ca phn phi m cc gi tr c th
ca X s tp trung quanh .
V d 4: Gi s ta c ci bnh ln ng 10 qu cu ging nhau nhng khc nhau v
trng lng: 5 qu nng 1 kg, 2 qu nng 2 kg, 3 qu nng 3 kg. Ta ly ngu nhin t bnh
ra 1 qu cu v gi X l trng lng ca qu cu . Tnh E(X) v so snh E(X) vi trng
lng trung bnh ca 1 qu cu trong hp.
9 Bng phn phi xc sut ca X:
X
5
10
2
10
3
10
E ( X ) = xi pi == 1.
x =1
5
2
3 18
+ 2. + 3. =
10
10
10 10
E(X) = 1,8
9 Gi M l trng lng trung bnh ca cc qu cu trong bnh.
Ta c: M =
5.1 + 2.2 + 3.3 18

=
= 1,8
10
10
Vy: E(X) = M
2.2 Phng sai: (Variance)
nh ngha: Phng sai ( lch bnh phng trung bnh) ca i lng ngu nhin X,
k hiu Var(X) (hay V(x) hoc D(X)) c xc nh bi cng thc:
Var(X) = E{[X E(X)]2}
Nu X l i lng ngu nhin ri rc c th nhn cc gi tr l x1, x2, .., xn vi cc xc
sut tng ng l P1, P2, .. , Pn th:
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n
Var ( X ) = [xi E ( X )] .Pi

2
i =1
Nu X l i lng ngu nhin lin tc c hm mt xc sut l f(x) th:

+
Var( X ) =
2
[
]
x
E
(
X
)
f ( x)dx
Ch : Trong thc t ta thng tnh phng sai bng cng thc:

Var(X) = E(X2) [E(X)]2
V d 5: Cho X l i lng ngu nhin ri rc c bng phn phi xc sut sau:
X
0,1
3
0,4
5
0,5
Tm phng sai ca X.
D dng ta c: E(X) = 3,8
Var(X) = E(X2) [E(X)]2 = 1,76
V d 6: Cho X l i lng ngu nhin lin tc c hm mt xc sut sau:
c.x 3 nu 0 x 3
f(x)=
x [0;3]
0
Tm hng s c, E(X), Var(X)

3
x4
81c
Ta c: 1 = c.x dx = c. =
4
4 0
0
3
D dng tnh c c = 4/81, E(X) = 2,4; Var(X) = 0,24
Tnh cht:
i)
Var(C) = 0
ii)
Var(C.X) = C2.Var(X)
iii) Nu X, Y l 2 i lng ngu nhin c lp th:

Var(X+Y) = Var(X) + Var(Y);
Var(X Y) = Var(X) + Var(Y)
iv) Var(C+X) = Var(X)

ngha: Ta thy X - E(X) l lch khi gi tr trung bnh. Do phng sai
Var(X) = E{[X E(X)]2} gi l lch bnh phng trung bnh. Nn phng sai phn nh
mc phn tn cc gi tr ca i lng ngu nhin xung quanh gi tr trung bnh.
Nh vy, phng sai phn nh mc phn tn cc gi tr ca i lng ngu nhin
chung quanh k vng. i lng ngu nhin c phng sai cng ln th cc gi tr cng
phn tn v ngc li.
ng dng: Trong cng nghip, phng sai biu th chnh xc ca sn xut. Trong
chn nui, n biu th ng u ca cc con gia sc. Trong trng trt, n biu th mc
n nh ca nng sut, .v.v..
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V d 7: Gi s X l khi lng cc gi bt git ca phn xng I, Y l khi lng

cc gi bt git ca phn xng II. Trong : E(X) = E(Y) = 500g v Var(X) >Var(Y). Khi
, cc gi bt git ca phn xng II c khi lng tp trung hn xung quanh khi lng
500g. Ni cch khc, h thng ng gi ca phn xng II hot ng tt hn phn xng I.
2.3 lch tiu chun:
nh ngha: lch tiu chun ca i lng ngu nhin X, k hiu (X) c xc nh
( X ) = Var ( X )
bi cng thc:
2.4 Mment:
Mment cp k ca i lng ngu nhin X l s mk = E(Xk)

Mment quy tm cp k ca i lng ngu nhin X l s: k = E{[X E(X)]k}
Nhn xt: Mment cp 1 ca X l k vng ca X

Mment quy tm cp 2 ca X l phng sai ca X
2.5 Mode:
Mod(X) l gi tr ca i lng ngu nhin X c xc sut ln nht.
i vi i lng ngu nhin ri rc, mod(X) l gi tr ca X ng vi xc sut ln nht.
Cn i vi i lng ngu nhin lin tc th mod(X) l gi tr ca X ti hm mt t
gi tr cc i.
Ch : Mt i lng ngu nhin c th c 1 mode hoc nhiu mode.
V d 8: Gi X l im thi ca sinh vin th mod(X) l im m c nhiu sinh vin t
c nht.
V d 9: X l i lng ngu nhin ri rc c lut phn phi:
X
1
30
3
30
12
30
8
30
4
30
2
30
Ta thy P( x = 3) =
12
max
30
=> mod(X) = 3.
V d 10: Cho i lng ngu nhin X lin tc c hm mt :
0
f (x) = x - x2
e4
2
neux 0
neux > 0
Hy tm mod(X).
x2
x
Xt: f ( x) = e 4
2
x2
x2
1 x2 C: f ( x) = e 4 e 4
2
4
'
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x2
x2
1 - 4 x2 - 4
f ( x) = 0 e e = 0
4
2
'
x2
1
x2 - 4
(1 )e = 0
2
2
2
x
(1 ) = 0
2
x= 2
x
x
x
x 4 x 4 x 3 4
f ' ' ( x) = e e e
2
4
8
V:
x
x
3
= 3x e 4 + x e 4
4
8
x2
x2
x
= ( 3) e 4
2
4
Suy ra:
+ x = 2 : f ' ' ( 2 ) = (2 3)
2 1
2
e =
<0
4
4e
f ( 2 ) max
+ x = 2 : f ' ' ( 2 ) = (2 3)
2 1
2
e =
>0
4
4e
f ( 2 ) min
Vy: mod( X ) = 2 = 1,414

2.6 Trung v:
nh ngha: Trung v ca i lng ngu nhin X l gi tr ca X chia phn phi xc
sut thnh 2 phn c xc sut ging nhau.
K hiu: med(X).
Cng thc: P ( X < med ( X )) = P( X med ( X )) =
1
2
Nhn xt: T nh ngha ta thy tm trung v ch cn gii phng trnh

F (med ( X )) =
1
. Trong ng dng, trung v l c trng v tr tt nht, nhiu khi tt hn c
2
k vng, nht l khi trong s liu c nhiu sai st. Trung v cn gi l phn v 50% ca
phn phi.
V d 11: Cho X nh trong v d 10. Hy xc nh med(X).
Med(X) l nghim ca phng trnh:
med ( X )
F (med ( X )) =
f ( x)dx = 2
med ( X )
med ( X )
f ( x)dx =
x2
1
x -4
e dx =
2
2
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med ( X )
x2
4
d (
x2
4
med ( X )
1
2
1
2
1 e
e
[med(X)] 2
4
[med(X)] 2
4
x2
1
)=
2
4
1
2
[med ( X )]2
1
= 0,693
2
4
2
[med ( X )] = 2,772
med ( X ) = 1,665
(do med ( X ) > 0)
= ln
Vy: med(X) = 1.665

Ch : Ni chung, ba s c trng: E(X), mod(X), med(X) khng trng nhau. Chng
hn, t cc v d 10 v 11 v ta tnh thm k vng ta c: E(X) = 1,772, mod(X) = 1,414 v
med(X) = 1,665. Tuy nhin nu phn phi i xng ch c mt mod th 3 c trng trng
nhau.
BI TP
I LNG NGU NHIN RI RC
1.
a. Mt l hng gm N sn phm, trong c M sn phm tt, cn li l sn phm xu.
Ba ngi khch hng ln lt n mua mi ngi mt sn phm bng cch ly ngu nhin.
Xc sut chn sn phm tt ca ngi th nht, th hai, th ba c khc nhau khng, ti sao?
b. Nu l hng c 10 sn phm trong c 4 sn phm xu. Mi sn phm tt nng 3 kg,
mi sn phm xu ch nng 2 kg. Chn ngu nhin 3 sn phm t l hng th tng 3 sn

phm nng bao nhiu l c kh nng tin chc nht, ti sao?
2. Trong mt ci bt c 5 ht u, trong c hai ht . Ly ngu nhin ra 2 ht. Gi
X l s ht u c ly ra.
a. Lp bng phn phi xc sut ca X.
b. Vit biu thc hm phn phi ca X.
c. Tnh E(X) v Var(X).
3. C 3 hp mi hp ng 10 sn phm, trong s ph phm c trong mi hp ln lt

l: 2, 3, 5.
a. Ly ngu nhin t mi hp ra 1 sn phm. Tm quy lut phn phi xc sut ca s sn
phm tt c trong 3 sn phm ly ra.

b. Chn ngu nhin mt hp ri t hp ly ra 3 sn phm. Lp bng phn phi xc sut
ca s sn phm tt c trong 3 sn phm ly ra.

4. Mt x th c 5 vin n bn vo mt ci bia. Anh ta bn tng vin mt vo bia vi xc
sut trng tm mi ln bn l 0,9.
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a. Nu c 3 vin n lin tip trng tm hoc ht n th khng bn na.

b. Nu c 3 vin n trng tm hoc ht n th khng bn na.
Gi X, Y l s n m anh ta dng tng ng theo hai quy tc trn. Lp bng phn
phi xc sut ca X v Y.
5. C hai hp bi: Hp I c 3 bi trng v 1 bi . Hp II c 2 bi trng v 2 bi . Ly ngu
nhin t hp I ra 2 bi b vo hp II. Sau ly ngu nhin t hp II ra 2 bi b vo hp I.
Gi X v Y l s bi trng hp I v hp II sau hai ln chuyn bi nh trn. Lp bng phn
phi xc sut ca X v Y.
6. Hp I c 4 bi v 8 bi trng. Hp II c 3 bi v 5 bi trng. Ly ngu nhin 2 bi
hp I b vo hp II, ri ly khng hon li 3 bi hp II. Gi X l s ly c t hp II.
a. Tm lut phn phi xc sut ca X.
b. Tnh E(X), Var(X) v P(1 X 10).
c. Gii bi tp trn vi gi thit ly c hon li 3 bi hp II.
7. Mt kin hng c 15 sn phm, nhng cha bit cht lng c th. Gi X l s sn

phm loi A c trong hp v cho bit X c lut phn phi xc sut nh sau:
X
10
12
14
15
0,1
0,3
0,4
0,2
Ly ngu nhin t kin ra 3 sn phm kin tra (ly khng hon li).
a. Tm lut phn phi xc sut ca s sn phm loi A c trong 3 sn phm ly ra kim
tra.
b. Tm lut phn phi trn nu qu trnh ly 3 sn phm theo phng thc c hon li.
8. Mt hp c 6 sn phm. Mi gi thit v s sn phm tt c trong hp lc u u ng

kh nng. Ly ngu nhin ra 3 sn phm th thy c 3 sn phm u tt. Tm lut phn phi
xc sut ca s sn phm tt c trong 3 sn phm cn li trong hp.
9. Trong ngy hi thi, mt cng nhn no d thi s sn xut 2 sn phm. Mi sn phm
loi 1 s c thng 10.000 ng, nhng mi sn phm khng phi loi 1 s b pht 5.000
ng. Gi s xc sut cng nhn sn xut c sn phm loi 1 l 0,4. Tm lut phn
phi xc sut ca s tin cng nhn thu c qua cuc thi trn. Tm s tin trung bnh m
cng nhn d thi c th c.
10. Mt hp c 5 sn phm trong c 2 ph phm. Ta chn ngu nhin tng sn phm
kim tra (kim tra khng hon li) cho n khi ht 2 ph phm th dng. Lp bng phn
phi xc sut ca s ln kim tra. Tnh xem trong vic kim tra trn trung bnh ta phi kim
tra bao nhiu ln.
I LNG NGU NHIN LIN TC
c
11. Cho hm f ( x) = x 4
0
neu x [1,2]
neu x [1,2]
a. Tnh c, E(X), Var(X).

b. Tm F(x).
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3
c. Tnh P( < X 4) .
2
12. Cho i lng ngu nhin X c hm mt :

k .(1 x 2 )
f ( x) =
0
khi x 1
khi x > 1
a. Tnh k.
b. Tnh k vng v phng sai ca i lng ngu nhin Y = 2X 2 .
c. Tnh P(
1
1
X < ).
2
2

13. Bin ngu nhin X nhn gi tr tp trung trong , vi hm mt c dng f(x) =
2 2
c. cosx.
a. Xc nh hng s c.
b. Vit biu thc hm phn phi ca X.
c. Tm P(0 < X < ) .

4
d. Nu quan st X 5 ln th c bao nhiu ln X nhn gi tr trong khong (0, ) l

4
c kh nng nht. Tnh xc sut .

14. Cho X v Y l hai i lng ngu nhin c hm mt xc sut nh sau:
c + d
f ( x) = x 4
0
neu x > 2
neu x 2
f ( y) = c + d
3
96 4 y y
neu x [0,2]
neu x [0,2]
a. Tnh cc hng s c, d.
b. Tnh E(X), Var(X).
c. Tnh P(1 Y 2) .
15. Tui th trung bnh ca mt loi cn trng no l mt i lng ngu nhin X (n

v l thng) vi hm mt d nh sau:
kx 2 (4 x )
f ( x) =
0
a/ Tnh k.
neu 0 x 4
neu trai lai
b/ Tm mod(X).
c/ Tnh xc sut cn trng cht trc khi n c mt thng tui.

16. Cho hm mt ca i lng ngu nhin X l:
A.x.e 2 x
f ( x) =
0
vi x 0
vi x < 0
a. Tm A.
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b. Tm hm phn phi xc sut F(x) ca X.

c. Tm k vng ca X.
neu x < -2
0
1 1
x
17. Cho hm F ( x) = + arcsin neu - 2 x 2
2
2
1
neu x > 2
a. Tnh P(-1 < X < 1).

b. Tnh xc sut sao cho trong 4 ln quan st c lp v X c hai ln X nhn gi tr
thuc khong (-1,1).

c. Tm hm mt xc sut f(x) ca X.
18. Cho i lng ngu nhin X c hm phn phi xc sut:

0
1
F ( x) = x(4 3x )
4
m 1
neu x < 0
neu 0 x 1
neu x > 1
a. Tnh hng s m.
b. Tm c sao cho P ( 0 < X c ) =
1
.
4
c. Tnh E(X).
19. Nng sut ca 3 loi my cng sn xut 1 loi sn phm l i lng ngu nhin
X 1 , X 2 , X 3 c lut phn phi xc sut nh sau:
X1
X2
1
2
3
4
0,1 0,2 0,5 0,2
2 4
5
0,4 0,3 0,3
X3
2 3 4 5
0,1 0,4 0,4 0,1
Gi bn cn mua 1 trong 3 loi my ny vi gi thit gi ca 3 loi my ny nh

nhau th bn s mua loi my no, ti sao?
Bc hc 3: MT S QUI LUT PHN PHI XC SUT THNG DNG
3.1 Phn phi nh thc:
nh ngha: i lng ngu nhin ri rc c th nhn 1 trong cc gi tr 0, 1, 2,,n
vi cc xc sut tng ng c tnh theo cng thc Bernoulli l:
x
Px = P( X = x) = Cn p x q n x c gi l c phn phi nh thc vi tham s n v p

Phn phi nh thc, k hiu: B(n;p)
i lng ngu nhin X c phn phi nh thc k hiu l X B(n,p) hay X ~ B(n,p)
Cng thc: Vi h l s nguyn dng tha h n - x th:
P( x X x+h) = Px + Px+1+ .. + Px+h vi Px =
Cnx p x q nx
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V d 1: T l ph phm trong 1 l hng l 3%. Ly ngu nhin ln lt 100 sn phm

ra kim tra. Tnh xc sut :
a) C 3 ph phm.
b) C khng qu 3 ph phm.
Mi ln kim tra mt sn phm l thc hin mt php th. Do ly ln lt 100 sn
phm ra kim tra, ta xem nh thc hin 100 php th c lp, khi n = 100.
Gi A l bin c sn phm ly ra l ph phm
P(A) = P = 3% = 0,03
Gi X l s ph phm c trong 100 sn phm ly ra, c: X [0;100], X l i lng
ngu nhin ri rc X B(100; 0,03)
a) P(X =3) = C100 3 (0,03) 3 (0,97) 97
b) P(0 X 3) = P0+ P1 + P2 + P3
1
2
3
.(0,03)1 .(0,97) 99 + C100
.(0,03) 2 .(0,97) 98 + C100
.(0,03) 3 .(0,97) 97
= C .(0,03) 0 .(0,97)100 + C100
0
100
= 0,647
+ Nhn xt: Trong phn phi nh thc, nu n kh ln v xc sut p khng qu gn 0
v 1 th ta c cng thc xp x sau:
i)
x x nx
P(X= x) = Cn p q
u
1
f (u) vi u = x np , f(u) = 1 e 2
npq
npq
2
Cng thc trn c gi l cng thc a phng Laplace.

* Ch : Cc gi tr ca hm f(u) tnh thnh bng (c tnh trong bng gi tr
hm Gauss).
ii) P( x X x+h) = (u2) - (u1)
Vi
x + h np
x np
=
u
(u ) =
u1 =
2
,
npq
npq ,
1
2
t2
2
dt
Cng thc trn c gi l cng thc tch phn Laplace.

Ch : Hm f(u) l hm chn, hm (u) l hm l.
Cc gi tr ca hm (u) tnh thnh bng (c tnh trong bng gi tr hm Laplace).
Cc tham s c trng:
Nu X B(n,p) th E(X) = np
Var(X) = npq
np - q mod(X) np + p
V d 2: Mt my sn xut c 200 sn phm trong mt ngy. Xc sut my sn
xut ra ph phm l 0,05. Tm s ph phm trung bnh v s ph phm c kh nng tin chc
ca my trong mt ngy.
Gi X l s ph phm ca my trong mt ngy th X B(200; 0,05)
S ph phm trung bnh ca my trong mt ngy l:
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E(X) = np = 200.0,05 = 10
S ph phm tin chc trong mt ngy l mod(X). Ta c:
np q = 200.0,05 0,95 = 9,05
np + p = 200.0,05 + 0,05 = 10,05
9,05 mod(X) 10,05
V X B(200; 0,05) nn mod(X) Z. Do mod(X) = 10
V d 3: Mt nh my sn xut sn phm vi t l ph phm l 20%.
a) Nu ly t nh my ra 5 sn phm. Tnh xc sut c 2 ph phm.
b) Nu ly t nh my ra 400 sn phm:
i) Tnh xc sut c 80 ph phm.
ii) Tnh xc sut c t 60 n 80 ph phm.
iii) Tnh xem trung bnh c bao nhiu ph phm.
Gii
Gi X l s ph phm trong 5 sn phm chn ra.
a)
Ta c: X B(5;0,2)
Suy ra: P ( X = 2) = C 52 (0,2)2 (0,8)3 = 10.(0,04 )(. 0,512 ) = 0,2048
Gi Y l s ph phm c trong 400 sn phm chn ra.
b)
Ta c: Y B(400 ;0,2)
Do n = 400, 0 << p = 0,2 << 1 nn ta c th p dng cng thc xp x:
i)
80
(0,2) (0,8)
P (Y = 80) = C 400
80
320
80 400(0,2 )
1
l
400.(0,2)(0,8) 400.(0,2)(0,8)
1
1
= l (0 ) = 0,3989 = 0,0499
8
8
80 400.(0,2)
60 400.(0,2)
ii) P(60 Y 80) =
400.(0,2)(
400.(0,2)(
. 0,8)
. 0,8)
= (0) ( 2,5) = (0) + (2,5)

= 0 + 0,4938 = 0,4938
iii) E(Y) = n.p = 400.(0,2) = 80
Vy trung bnh c 80 ph phm trong 400 sn phm chn ra.

3.2 Phn phi Poison:
i) Cng thc: Gi s X l i lng ngu nhin c phn phi nh thc vi tham s n
v p. Khi n kh ln v np = a (hng s) th t cng thc Bernoulli, ta c cng thc xp x:
x
x n x
P( X = k) = Cn p q
a k a
e
k!
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a k a
Khi ta s dng cng thc: P(x = k) = e thay cho cng thc Bernoulli v c gi
k!
l cng thc Poison.
Bng phn phi xc sut:
X
k
e a
ak
k!
ii) nh ngha: i lng ngu nhin ri rc X c th nhn 1 trong cc gi tr

0,1,2,.., n vi cc xc sut tng ng c tnh theo cng thc Poison c gi l c phn
phi Poison vi tham s l a, k hiu l X (a) hay X ~ (a)
Ch :
P( k X k+h) = Pk + Pk+1+ .. + Pk+h
a k a
e
vi Pk =
k!
V d 4: Mt nh my dt c 1000 ng si. Xc sut trong 1 gi my hot ng

c 1 ng si b t l 0,002. Tnh xc sut trong 1 gi my hot ng:
a) C 2 ng si b t.
b) C khng qu 2 ng si b t.
V n kh ln n =1000; p = 0,002 np = 2
Vic quan st ng si xem nh l mt php th, m ta c n = 1000 ng si nn c 1000
php th c lp.
Gi A l bin c ng si b t v X l s ng si b t trong 1 gi my hot ng, ta
c:
P = P(A) = 0,002
X B(1000; 0,002)
Nhng v n kh ln v np = 2 = a (hng s) X (2)
a) Ta cn tnh P(X=2)
b) Xc sut c khng qu 2 ng si b t l P(0 X 2)
Ta c: P(0 X 2) = P0 + P1 + P2, trong :
P0 = P(X=0) =
2 0 2
.e
0!
P1 = P(X=1) =
21 2
.e
1!
P2 = P(X=2) =
2 2 2
.e
2!
Do : P(0 X 2) = (1+2+2) e 2 = 0,6808
Cc tham s c trng:
Nu X (a) th E(X) = Var(X) = a
Trang 62
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v a 1 mod(X) a
Cc ng dng ca i lng ngu nhin c phn phi Poison:

S li in sai trong mt trang (hoc mt s trang) ca mt cun sch, s ngi trong
mt cng ng sng cho ti 100 tui, s cuc in thoi gi sai trong mt ngy, s transitor
h trong ngy u tin s dng, s khch hng vo bu in trong mt ngy, s ht pht
ra t cc ht phng x trong mt chu k,..
3.3 Phn phi siu bi:
i). Bi ton: Cho 1 tp hp gm N phn t trong c M phn t c tnh cht A.
Ly ngu nhin ra n phn t. Gi X l s phn t c tnh cht A c trong n phn t ly ra.
Khi , X l i lng ngu nhin ri rc c th nhn cc gi tr 0,1,2,.. ,n vi cc xc sut
tng ng l:
CMK .CNnkM
P( X = k ) =
CNn
, gi l cng thc Siu bi.
ii) nh ngha: i lng ngu nhin ri rc X c th nhn cc gi tr 0, 1, 2,.. ,n

vi cc xc sut tng ng c tnh theo cng thc Siu bi c gi l c phn phi
Siu bi vi tham s N, M, n.
K hiu: X H(N, M, n)
Bng phn phi xc sut:
X
C Mk .C Nn kM
C Nn
V d 5: Mt l hng gm c 10 sn phm, trong c 4 ph phm. Ly ngu nhin

4 sn phm t l hng. Tnh xc sut trong 4 sn phm ly ra ch c 1 ph phm.
Gi X l s sn phm tt trong 4 sn phm ly ra th X l i lng ngu nhin c
phn phi siu bi vi tham s N = 10, M = 6 v n = 4
Xc sut trong 4 sn phm ly ra ch c 1 ph phm l:
P ( X = 3) =
C 63 .C 41
8
=
= 0,3809
4
21
C10
Ch : Nu n << N th
C MK .C Nn kM
k k nk
M
Cn p q
vi p =
n
N
CN
Nh vy: Khi n << N, ta c th xem nh X B(n;p) v p =
M
N
Cc tham s c trng:
Nu X H(N;M;n) th:
E(X) = np , vi p =
M
N
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Var ( X ) = npq
N n
N 1
V d 6: Gi X l s cy At trong 3 cy bi ly ra t b bi 52 cy. Hy tnh: E(X),

Var(X) v ( X ) .
Ta c: X ~ H(N, M, n).
Vi N = 52, M = 4, n = 3.
p=
M
4
1
=
=
N 25 13
q=1p=1-
1 12
=
13 13
Ta c:
E(X) = n.p = 3.
Var(X) = npq.
(X ) =
1
= 0,231 .
13
N n
1 12 52 3
= 3. . .
= 0,051 .
N 1
13 13 52 1
= 0,226
0,051
V d 7: Mt trng gm c 10000 sinh vin, trong c 1000 hc km. Mt on

thanh tra n trng, chn ngu nhin 100 sinh vin kim tra. Tnh xc sut c 20
sinh vin hc km.
Gi X l s sinh vin hc km trong 100 sinh vin c chn ra.
Ta c: X H(10000; 1000; 100)
Suy ra: P( X = 20) =
20
80
C1000
C 9000
100
C10000
V N = 10000 rt ln, n = 100 << 10000 = N nn X xp x phn phi nh thc: X

B(100; 0,1) vi p =
M
1000
=
= 0,1.
N 10000
Mt khc, do n = 100 rt ln v 0 << p = 0,1 << 1 nn ta c th p dng cng thc

xp x sau:
20
(0,1)
P ( X = 20) = C100
20
(0,9)80 =
20 100.(0,1)
(
)(
)
(
)(
)
100. 0,1 . 0,9 100. 0,1 . 0,9
1
1 10 1
1
= . f = . f (3,33) = .0,0017 = 0,00057 .
3 3 3
3
Bng tng kt cc phn phi ri rc

Phn phi
K hiu
Xc sut P(X = k)
E(X)
Var(X)
Nh thc
B(n , p)
C nk p k (1 p) n k
np
npq
H(N, M, n)
C Mk .C Nn kM
C Nn
Siu bi
np (p =
M
)
N
npq
N n
N 1
Trang 64
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(a)
Poisson
e a
ak
k!
3.4 Phn phi chun:

3.4.1 Phn phi chun:
nh ngha: i lng ngu nhin lin tc X nhn gi tr t - n + vi hm mt
xc sut:
f ( x) =
.e
( x )2
2 2
Trong : l hng s, 0 < : hng s, - < x < + .

c gi l c lut phn phi chun vi tham s , .
K hiu: X N(;) hay X ~ N(;).
Kho st hm s f(x):
x
2

f(x) = 0 x = .
+ f(x) = - f(x)
x 2
+ f(x) = f(x)
1

+ lim f ( x) = 0
f(x) = 0 x =
th hm s f(x) nhn trc Ox lm tim cn ngang.
+ Bng bin thin:
f(x)
f(x)
th
f(x)
M ,
2 .e
2 .e
gi
.
2
tr
cc
+
0
f(x)
1
1
2
,
V c 2 im un : U1 ,
2 .e
1
U2 + ,
.
2.e
2 .e
C trc i xng : x = .
O +
. th (hnh 19):
th c dng hnh qu chung
Hm phn phi xc sut F(x):

Hnh 19
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Hm phn phi xc sut F(x) khng biu din c thnh hm s cp:

1
F ( x) =
2
(t ) 2
2 2
dt
F(x)
1
0,5
O
Hnh 20
th hm sin F(x) c tm i xng: ( ; 0,5) (hnh 20)
Cc tham s c trng:
a) Mod(X) = .
b) E(X) = .
c) Var(X) = 2 .
V d 8: Cho X N(5,9). Hy vit hm mt xc sut f(x), ch ra ta nh ca
th hm s f(x) v xc nh cc t trng s: E(X), Var(X), (X), mod(X).
= 5
Ta c: X N (5;9)
= 9 = 3
1
Hm mt f(x): f(x) =
.e
3 2
( x 5) 2
18
x = 5
Ta nh: M
1
y = 3 2 0,133
c trng s:
. Mod(X) = 5; E(X) = 5; Var(X) = 9; (X) = 3.
ng dng: Phn phi chun c ngha rt ln trong thc t. Rt nhiu i lng
ngu nhin c lut phn phi chun. Nhng i lng ngu nhin c lin quan n s
lng ln, chu nh hng ca cc yu t cn bng nhau thng c lut phn phi chun.
Chng hn:
9 Cc ch s sinh hc (cn bng, chiu cao,...) ca ngi cng gii tnh v cng
tui.
9 Cc ch s sinh hc ca cc loi cy, loi vt cng tui.
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9 Khi lng, kch thc ca cc sn phm do cng 1 h thng my sn xut ra.

V d 9: Gi X l cn nng
ca tr s sinh khu vc dn c
Tn sut (%)
ln. Kho st i lng ngu
30
nhin X sau 1 khong thi gian
nh hnh v. Vi khong chia 0,1
kg, ni cc im biu din tn
16
sut, ta c ng gp khc c
im cao nht ti X = 3,2 kg.
Nu cc im chia c mn
hn, ng tn s c dng
2,9 3,0 3,1 3,2 3,3 3,4 3,5 X: cn nng (kg)
O
trn dn, xp x 1 phn ng
hnh chung ca phn phi
Hnh 21
chun vi nh ti X = 3,2 kg, do
c th ni rng trung bnh cn nng tr s sinh khu vc l E(X) = 3,2 kg.
3.4.2 Phn phi chun tc:
nh ngha: i lng ngu nhin lin tc T c lut phn phi chun vi = 0 v
= 1, c gi l c lut phn phi chun tc.
K hiu: T N(0;1) hay T ~ N(0;1).
Hm mt xc sut :
t2
1 2
e
c gi l hm Laplace.
2
f (t ) =
th hm mt xc sut: c dng ng
cong hnh chung i xng qua trc tung (hnh 22).
+ Cc i : M 0,
f(x)
1
2
+ 2 im un :
U1 1,
U2 1,
2 .e
1
.
2 .e
1
Hnh 22
+ Tim cn ngang: trc Ox.

+ Hm f(x) l hm chn: f(x) = f(-x).
+ Gi tr ca hm f(x) c cho trong bng ph lc.
Hm phn phi xc sut: Hm phn phi xc sut, k hiu: F(x), c gi l hm
Gauss:
Trang 67
Trng i hc Tr Vinh
x
F ( x) =
l (t )dt =
1
2
QT7.1/PTCT1-BM-7
x
t2
2
dt
1
th hm phn phi xc sut F(x) i
xng qua im c ta : x = 0, y = 0,5 (hnh
23).
0,5
Hm tch phn Laplace:
( x) = l (t )dt =
0
-0,5
Hnh 23
t2
(x)
O
+ t :
x
F(x)
1
2
e
dt
2 0
+ (x) c gi l tch phn Laplace. Gi tr ca hm (x) c cho trong bng ph

lc.
+ F(x) = (x) + 0,5.
+ (x) l hm l : (x) = - (-x).
+ P ( T ) = ( ) ( ) .
Tht vy : P ( T ) = f (t )dt = f (t )dt + f (t )dt
= f (t )dt f (t )dt = ( ) ( )
(pcm)
Cc tham s c trng:
a) Mod(T) = 0.
b) E(T) = 0.
c) Var(T) = 1.
V d 10: Cho i lng ngu nhin T c lut phn phi chun tc, Tnh
P(1 T 2) , mod(T), E(T), Var(T).
Ta c T N(0;1).
Suy ra: P(1 T 2) = (2) - (-1) = (2) + (1) = 0,4772 + 0,3413 = 0,8185.
+ Mod(T) = 0; E(T) = 0; Var(T) = 1.
X
nh l: X N(, 2 ) T =
N(0,1). Tc l nu X phn phi chun vi
X
c phn phi chun tc.
tham s v 2 th
H qu: Cho X N( , 2 ), ta c:
x2
x
1
.

a) P ( x1 X x 2 ) =

b) P( X ) = 2 .

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c) P( X 3 ) 1
Phn v chun: Phn v chun mc , k hiu
U , l gi tr ca i lng ngu nhin U c phn phi
chun ha tha mn iu kin: P(U < U ) = .
y
Din tch
Vi cho trc c th tnh c cc gi tr

ca U . Cc gi tr ca U c cho trong bng ph
lc.
Hnh 24
3.5 Phn phi m:
nh ngha: i lng ngu nhin lin tc X c hm mt xc sut:
0
f ( x) =
-bx
b.e
neu x < 0
neu x 0
(b > 0)
c gi l c lut phn phi m vi tham s b.

K hiu: XE(b) hay X ~ E(b).
f(x)
th hm f(x): (hnh 17)

b
Hm phn phi xc sut:
y=b. e bx
Ta c: F(x) =
f ( x)dx
9 x < 0: F(x) =
f ( x)dx = 0dx = 0
x
Hnh 17
9 x
0:
F(x)
f ( x)dx =
b.e
0
bx
dx = e bx = e bx + 1 = 1 e bx
0
Vy ta c:
0
F ( x) =
-bx
1 - be
F(x)
, x<0
, x 0
th hm F(x): (hnh 18)
y = 1 be bx
Cc tham s c trng:
a) E(X) =
1
.
b
1
b) Var(X) = 2 .
b
O
Hnh 18
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V d 11: Gi s tui th (tnh bng nm) ca 1 mch in t trong my tnh l i

lng ngu nhin c lut phn phi m vi k vng l 6,25. Thi gian bo hnh ca mch
in t ny l 5 nm. Hi c bao nhiu % mch in t bn ra phi thay th trong thi gian
bo hnh?
Gi X l tui th ca mch in t.
Ta c: E(X) = 6,25.
Thi gian bo hnh 5 nm.
Mt khc: E(X) =
1
1
= 6,25 b =
b
6,25
V hm phn phi xc sut ca X:

0
F ( x) =
- bx
1 - be
, x<0
, x 0
Suy ra: P(X 5) = F(5) = 1 - e -b5

= 1 e
1
5
6 , 25
= 1 e 0,8 = 1 0,449 = 0,551
Vy c khong 55,1% mch in t bn ra phi thay th trong thi gian bo hnh.

ng dng: Khong thi gian gia hai ln xut hin ca mt bin c lut phn phi
m. Chng hn khong thi gian gia hai ca cp cu mt bnh vin, gia hai ln hng
hc ca mt ci my, gia hai trn lt hay ng t l nhng i lng ngu nhin c lut
phn phi m.
3.6 Phn phi 2 :
nh ngha: Cho cc i lng ngu nhin X i , i = 1, n c lp vi nhau cng c lut
n
phn phi chun tc. Khi i lng ngu nhin 2 = X i2 c gi l c lut phn
i =1
phi khi bnh phng, bc t do n.

K hiu: 2 2 (n) hay 2 ~ 2 (n) .
f(x)
Hm mt xc sut:
0
x n
1
f ( x ) = e 2 .x 2
n n
2 2.( )
2
2 (10)
2 (30)
neu x 0
2 (50)
neu x > 0
Trong hm (u ) = t u 1.e t dt , c tn gi l
Hnh 25
hm Gamma, (1) = 1, (u + 1) = u. (u).

Ch : i lng ngu nhin 2 nhn gi tr khng m.
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th hm mt f(x): l ng cong khng i xng (hnh 25). Khi bc t do n

30, th hm f(x) gn i xng (dng hnh chung), phn phi 2 tim cn phn phi
chun.
Cc c trng s:
a)
E( 2 ) = n
b)
Var ( 2 ) = 2n .
Phn v 2 : Phn v 2 mc , k hiu 2 , l gi tr ca i lng ngu nhin 2 c

phn phi khi bnh phng vi bc t do n tho mn: P( 2 < 2 ) =
Cc gi tr ca 2 c cho trong bng ph lc.
3.7 Phn phi Student:
nh ngha: Cho i lng ngu nhin U N(0,1), 2 2 (n) , trong U v 2 c
lp nhau. Khi i lng ngu nhin:
T=
U
X
n
n .U
X2
c gi l c lut phn phi Student bc t do n.
K hiu: T T(n).
n +1
n +1
2 2
x
2
.1 +
Hm phn phi xc sut: f ( x) =
2
n
n .
2
th hm f(x) l ng cong i xng

qua trc tung (hnh 26). Khi bc t do n 30,
th hm f(x) tim cn th hm Laplace.
Khi n 30 , phn phi Student xp x phn
phi chun tc.
f(x)
T(50)
T(30)
Cc c trng s:
T(10)
a) E(T) = 0.
b) Var (T ) =
n
.
n2
O
Hnh 26
8. Phn phi u:
nh ngha: i lng ngu nhin lin

tc X c hm mt xc sut:
1
f ( x) = b - a
neu
x [a , b]
neu
x [a , b]
c gi l c lut phn phi u trn on [a; b].

f(x)
1
ba
bTrang 71x
Hnh 15
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
K hiu: X R[a;b] hay X ~ R[a;b]

th hm f(x): (hnh 15)
Hm phn phi xc sut:
x
Ta c: F(x) =
f ( x)dx
f ( x)dx = 0dx = 0 .
9 x < a: F(x) =
9 a x b : F(x) =
f ( x)dx =
f ( x)dx + f ( x)dx
a
x
a
xa
ba
f ( x)dx = f ( x)dx + f ( x)dx + f ( x)dx
9 x > b: F(x) =
=
0dx + b a dx = b a x
1
dx = 1
ba
a
0dx + f ( x)dx + 0dx =
Vy ta c:
0
x -a
F (x) =
b -a
1
neu
x<a
neu
axb
neu
x>b
th ca hm F(x) Hnh 16):

Cc tham s c trng :
a) E(X) =
a+b
2
y=
F(x)
xa
ba
Hnh 16
( a b) 2
b) Var(X) =
12
V d 12: Lch chy ca xe but ti mt trm xe but nh sau: chic xe but u tin
trong ngy s khi hnh t trm ny vo lc 7 gi, c sau mi 15 pht s c mt xe khc
n trm. Gi s mt hnh khch n trm trong khong thi gian t 7 gi n 7 gi 30.
Tm xc sut hnh khch ny ch:
a) t hn 5 pht.
b) t nht 12 pht.
Gi X l s pht sau 7 gi m hnh khch n trm.

Ta c: X R[0;30].
a) Hnh khch s ch t hn 5 pht nu n trm gia 7 gi 10 v 7 gi 15 hoc
gia 7 gi 25 v 7 gi 30. Do xc sut cn tm l:
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P (10 < X < 15) + P(25 < X < 30) =
5
5 1
+
=
30 30 3
b) Hnh khch ch t nht 12 pht nu n trm gia 7 gi v 7 gi 3 pht hoc

gia 7 gi 15 pht v 7 gi 18 pht. Xc sut cn tm l:
P (0 < X < 3) + P (15 < X < 18) =
3
3 1
+
=
30 30 5
Bng tm tt cc phn phi lin tc

Phn
phi
K
hiu
Hm mt f(x)
E(X)
Var(X)
R[a;b]
1
( a x b)
ba
a+b
2
(b a) 2
12
E(b)
b.e bx ( x > 0)
1
b
1
b2
2n
n
n2
Chun
Chun
tc
1
.e
2
N(;)
Student
2 2
x2
1
.e 2
2
N(0;1)
-
Khi bnh
phng
( x )2
2 ( n)
T(n)
x
2
e .x
n
1
2
n
2
n
2 .( )
2
( x > 0, n > 0)
n +1
n +1
2 2
x
2
.1 +
(n > 0)
2
n
n .
2
(n > 1)
BI TP
1. Xc sut 1 con g mi ngy l 0,6.
a. Trong chung c 10 con, tnh xc sut mt ngy c 8 con .
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b. Phi nui t nht bao nhiu con mi ngy trung bnh thu c khng t hn 30
trng.
2. Sn phm xut xng ca nh my c ti 70% sn phm loi A. Ly ngu nhin 10 sn
phm.
a. Tnh xc sut c 8 sn phm loi A.
b. Nu mun c trung bnh 15 sn phm loi A th ph kim tra bao nhiu sn phm?
3. Mt loi sn phm do 3 nh my sn xut vi t l l 20%, 30%, 50%. T l ph phm

ca cc nh my ln lt l: 0,1; 0,2; 0,3.
a. Ly ngu nhin 1 sn phm. Tnh xc sut c sn phm tt.
b. Nu ly ln lt (c hon li) 4 sn phm. Gi X l s sn phm xu. Tm qui lut
phn phi xc sut ca X.
c. Tm xc sut sao cho trong 20 sn phm ly ra c 4 sn phm xu.
4. Ba phn xng cng sn xut 1 loi sn phm. T l sn phm loi II ca cc phn

xng tng ng l: 10%, 20%, 30%. T l hng gm 10.000 sn phm (trong c 3.000
sn phm ca phn xng I, 4.000 sn phm ca phn xng II v 3.000 sn phm ca phn
xng III). Ngi ta ly ngu nhin ra 100 sn phm kim tra (ly c hon li). Nu thy
c khng qu 24 sn phm loi II th nhn l hng. Tm xc sut nhn l hng ?
5. Sn phm c ng thnh hp. Mi hp c 10 sn phm trong c 7 sn phm loi
A. Ngi mua hng qui nh cch kim tra nh sau: T hp ly ngu nhin 3 sn phm nu
thy c 3 sn phm u loi A th nhn hp . Nu ngc li th loi hp.
Gi s kim tra 100 hp (trong rt nhiu hp). Tnh xc sut :
a. C 25 hp c nhn.
b. C khng qu 30 hp c nhn.
c. Phi kim tra t nht bao nhiu hp xc sut c t nht mt hp c nhn khng
nh hn 95%?
6. Hai nh my cng sn xut 1 loi sn phm. T l sn phm loi I ca nh my A l
85%, ca nh my B l 90%. Mt ngi mua 50 sn phm ca nh my A v 40 sn phm
ca nh my B. Tm s sn phm loi I tin chc nht m ngi c th mua c.
7. Mt nh my theo cng thc thit k s sn xut c 80% sn phm loi I. Nhng
trong thc t sn phm loi I ch bng 90% thit k. Tnh xc sut khi ly 125 sn phm
do nh my sn xut c t nht 100 sn phm loi I.
8. Mt sinh vin thi trc nghim mn Vt L gm 100 cu hi. Mi cu c 4 phn chn,
trong ch c 1 cu ng. Gi s sinh vin ch chn ngu nhin cc phn tr li ca cu
hi.
a. Tm xc sut sao cho sinh vin tr li ng 40 cu hi.
b. Tm xc sut sao cho sinh vin tr li ng t 40 n 60 cu hi.
c. Tnh xem s cu hi trung bnh m sinh vin tr li ng l bao nhiu.
9. Gi s mi cp v chng trong mt x no sinh 3 con v kh nng c con trai v con

gi trong mi ln sinh l nh nhau.
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a. Gi X l s con gi trong mi gia nh. Lp bng phn phi xc sut ca X.

b. Tnh xc sut trong 100 gia nh c 50 gia nh c s con gi nhiu hn con trai.
c. Theo bn th trong 100 gia nh c trung bnh bao nhiu gia nh c duy nht 1 a
con gi.
10. Khi tim truyn mt loi huyt thanh trung bnh c 1 trng hp b phn ng trn 1000
ca. Ta dng loi huyt thanh trn tim cho 2000 ngi. Tm xc sut :
a. C 3 ca b phn ng.
b. Nhiu nht 3 ca b phn ng.
c. Hn 3 ca b phn ng.
11. Xc sut bn trng my bay ca mt khu sng l 0,001. C 5000 khu sng bn ln mt
lt. Ngi ta bit rng my bay chc chn b h nu c t nht hai vin trng. Nu c 1
vin trng th xc sut b h 80%. Tnh xc sut my bay b h?
12. Hng ngy phng cp cu trung bnh c 5 ca ti cp cu. Tnh xc sut :
a. C hn 10 ca ti cp cu.
b. C 11 ca ti cp cu.
c. C khng t hn 12 ca ti cp cu.
13. Ti 1 trm giao thng trung bnh 1 pht c 2 xe t i qua. Tnh xc sut c ng 6
xe t i qua trong vng 3 pht. (S xe t i qua trm giao thng l i lng ngu nhin
c lut phn phi Poisson).
14. Mt mch in gm 1000 bng n mc song song. Xc sut mi bng n b h ti
mi thi im l 0,002. Tnh xc sut ti mt thi im:
a. Khng c bng n no b h.
b. C nhiu hn 5 bng n b h.
c. Hy cho bit s bng n b h trung bnh ti mt thi im.
15. Mt ci my gm 5000 b phn. Xc sut mi b phn khng hot ng ti mt thi

im l 0,001. Bit rng nu c t hai b phn tr ln khng hot ng th my khng hot
ng. Nu c mt b phn khng hot ng th my s khng hot ng vi xc sut l
50%. Tnh xc sut my khng hot ng.
16.
a. Mt l hng c t l ph phm tht s l 0,02. Theo qui nh nu l hng c t l ph
phm nh hn 0,06 th nhn l hng . Mt ngi kim tra l hng bng cch lm nh sau:
Ly t l hng 100 sn phm (c hon li) nu c khng qu 3 ph phm th nhn l hng
. Nu ln hn hoc bng 9 th khng nhn. Nu c t 4 8 th ly thm mt mu khc
gm 50 sn phm. Trong 50 sn phm nu c khng qu 2 ph phm th nhn, nu c t 3
ph phm tr ln th khng nhn. Tnh xc sut mc phi sai lm ca cch kim tra ca
ngi .
b. Nu l hng tht s c t l ph phm l 0,08. Khi kim tra 1000 l hng bng cch
lm nh trn th trung bnh c bao nhiu l hng mc phi sai lm.
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17. di ca mt chi tit my l mt i lng ngu nhin c phn phi chun vi trung
2
bnh E(X) = 20 cm, Var(X) = 0,04 cm .
a. Tnh xc sut ly c mt chi tit my th di chi tit my nm trong khong
(19,8cm ; 20,1cm).
b. Nhng chi tit sai lch so vi trung bnh nh hn 0,3 cm c coi l loi tt. Tnh t l
chi tit loi tt ca my .

c. Nu mun t l chi tit loi tt l 90% th di chi tit sai lch so vi trung bnh l
bao nhiu?
18. Trng lng tr s sinh l i lng ngu nhin X c phn phi chun vi trng lng
trung bnh l 3 kg. lch chun = 0,2 kg. Bit trng lng a tr sinh ra c trng lng
ti thiu l 1,5 kg.
a. Tnh trng lng tr s sinh cn nng t 3 kg n 3,4 kg.
b. Tr s sinh thiu cn nu c trng lng nh hn 2,5 kg. Tnh t l tr thiu cn.
c. Ngi ta mun c ch chm sc c bit cho 10% tng s tr nh cn nht. Tnh
trng lng ti a cho nhng a tr c chm sc c bit.

19. Gi s trng lng ca nhng hp sa do mt nh my sn xut phn phi theo qui lut
chun N(400;100). Mt hp sa c xem nh t yu cu nu trng lng ca chng sai
lch so vi trung bnh nh hn 5 gam.
a. Tnh t l nhng hp sa di mc yu cu.
b. Gi s mun c 80% hp sa sai lch so vi trung bnh m gam. Hy xc nh m.
20. Thi gian i t nh ti trng ca sinh vin A l mt i lng ngu nhin T (n v l

pht) c phn phi chun. Bit rng 65% s ngy A n trng mt 20 pht v 8% s ngy
mt hn 30 pht.
a. Tnh thi gian trung bnh n trng ca A v lch tiu chun.
b. Gi s A xut pht trc gi hc 25 pht. Tnh xc sut A b tr hc.
c. A cn phi xut pht trc gi hc bao nhiu pht xc sut b tr hc ca A b hn
2%.
Bc hc 4: I LNG NGU NHIN HAI CHIU
4.1 nh ngha:
Mt cp (X, Y) gm hai bin X v Y c gi l i lng ngu nhin hai chiu X, Y.
(X, Y c gi l cc thnh phn ca i lng ngu nhin hai chiu).
i lng ngu nhin hai chiu X, Y c gi l ri rc nu X, Y l cc i lng
ngu nhin ri rc.
i lng ngu nhin hai chiu X, Y c gi l lin tc nu X, Y l cc i lng
ngu nhin lin tc.
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4.2 Phn phi xc sut ca i lng ngu nhin hai chiu:

4.2.1 Bng phn phi xc sut:
Gi s X, Y l i lng ngu nhin 2 chiu nhn cc gi tr ln lt l xi (i=1,..,n) v
yj (j=1,..,m) vi cc xc sut tng ng Pij = P(x=xi, y=yj) l xc sut X nhn gi tr xi v
Y nhn gi tr yj. Khi , bng phn phi xc sut ca X, Y l:
y1
Y2
...
yj
...
ym
x1
P11
P12
...
P1j
...
P1n
x2
P21
P22
...
P2j
...
P2n
...
...
...
...
...
...
...
xi
Pi1
Pi2
...
Pij
...
Pin
...
...
...
...
...
...
...
xn
Pn1
Pn2
...
Pnj
...
Pnm
Y
X
Trong :
xi (i = 1, n) l cc gi tr c th ca thnh phn X.
y j ( j = 1, m) l cc gi tr c th ca thnh phn Y.
P( xi , y j ) = P(( X , Y ) = ( xi , y j )) = P( X = xi , Y = y j ) , i = 1, n , j = 1, m .
P( x , y ) = 1 .
i =1 j =1
T bng phn phi xc sut ca (X, Y), ta lp c bng phn phi xc sut ca X v
Y vi cng thc:
m
j =1
i =1
P( X = xi ) = Pij ; P(Y = y ) = Pij

4.2.2 Hm phn phi xc sut:
nh ngha: Hm phn phi xc sut ca i lng ngu nhin 2 chiu (X,Y) l hm
ca hai i s X v Y c xc nh bi cng thc:
F(X,Y) = P(X < x, Y < y)
Trong : X < x , Y < y l cc bin c ng thi.
Tnh cht:
i) lim F(x,y) = F1(x)
y+
lim F(x,y) = F2(y)

x+
F1(x), F2(y) ln lt l hm phn phi xc sut ca X v Y.

ii) lim F(x,y) = 1
lim F(x,y) = 0
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x+
x-
y+
y-
4.2.3 Hm mt xc sut:
nh ngha: Hm mt xc sut ca i lng ngu nhin 2 chiu lin tc (X,Y),
k hiu f(x,y) l o hm ring hn hp ca hm F(x,y)
2 F(x, y)
f (x, y) =
x.y
Tnh cht:
i)
f(x,y) 0
ii)
P [( X , Y ) D ] =
f ( x , y ) dxdy
D
f ( x , y ) dxdy
iii)
=1
F ( x, y) =
iv)
f (x, y)dxdy
f1 ( x) =
f ( x, y)dy ;
f 2 ( y) =
f ( x, y)dx
4.3 Cc tham s c trng ca hm mt bin ngu nhin:

4.3.1 Trng hp (X,Y) ri rc:
Cng thc:
n
E ( X ) = xi P( xi , y j )
i =1 j =1
n
E (Y ) = y j P ( xi , y j )
j =1 i =1
2
2
Var ( X ) = xi2 P ( xi , y j ) [E ( X )] ; Var (Y ) = y 2j P( xi , y j ) [E (Y )]
i =1 j =1
j =1 i =1
V d 1: Ta c 4 l sn phm, mi l u c 10 sn phm. L th i c i sn phm hng

(i = 1,4) . Ta tung mt khi t din u (cc mt ca khi c ghi s chm t 1 n 4). Nu
mt c i chm chm bn th ta chn l th i v t ly ra 1 sn phm. Gi X l s chm
ca t din chm bn v Y l s sn phm xu ly c. Hy lp bng phn phi xc sut
ca i lng ngu nhin N hai chiu (X,Y). Tnh k vng v phng sai cc thnh phn.
Ta c: X c th nhn cc gi tr: 1, 2, 3, 4.
Y c th nhn cc gi tr: 0, 1.
Suy ra:
P(1,0) = P(X = 1,Y = 0) =
1 9
. = 0,225 .
4 10
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P(1,1) = P(X = 1,Y = 1) =
1 1
. = 0,025 .
4 10
P(2,0) = P(X = 2,Y = 2) =
1 8
. = 0,200 .
4 10
P(2,1) = P(X = 2,Y = 1) =
1 2
. = 0,050 .
4 10
P(3,0) = P(X = 3,Y = 0) =
1 7
. = 0,175 .
4 10
P(3,1) = P(X = 3,Y = 1) =
1 3
. = 0,075 .
4 10
P(4,0) = P(X = 4,Y = 0) =
1 6
. = 0,150 .
4 10
P(4,1) = P(X = 4,Y = 1) =
1 4
. = 0,100 .
4 10
Vy bng phn phi xc sut:

X\Y
0,225
0,025
0,200
0,050
0,175
0,075
0,150
0,100
K vng thnh phn:

n
E ( X ) = xi P( xi , y j )
i =1 j =1
= 1.(0,225 + 0,025) + 2.(0,2 + 0,05) + 3.(0,175 + 0,075) + 4.(0,15 + 0,1)

= 0,25 + 0,5 + 0,75 + 1 = 2,5
m
E (Y ) = y j P ( xi , y j )
j =1 i =1
= 0.(0,225 + 0,2 + 0,175 + 0,15) + 1.(0,025 + 0,05 + 0,075 + 0,1) = 0,25

Phng sai thnh phn:
n
Var ( X ) = xi2 P( xi , y j ) [E ( X )]
i =1 j =1
= 12.(0,225 + 0,025) + 2 2.(0,2 + 0,05) + 32.(0,175 + 0,075) + 4 2.(0,15 + 0,1) - (2,5)

= 0,25 + 1 + 2,25 + 4 - 6,25 = 7,5 - 6,25 = 1,25
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m
QT7.1/PTCT1-BM-7
Var (Y ) = y 2j P ( xi , y j ) [E (Y )]
j =1 i =1
= 02.(0,225 + 0,2 + 0,175 + 0,15) + 12.(0,025 + 0,05 + 0,075 + 0,1) - (0,25)
= 0,25 - 0,0625 = 0,1875
4.3.2 Trng hp (X,Y) lin tc:

Cng thc:
+ +
E( X ) =
+ +
xf ( x, y)dxdy ;
E (Y ) =
+ +
Var ( X ) =
yf ( x, y)dxdy
2
x f ( x, y)dxdy [E ( X )] ; Var (Y ) =
2
+ +
f ( x, y )dxdy [E (Y )]
V d 2: Cho i lng ngu nhin hai chiu (X,Y) c hm mt xc sut nh sau:

A
f ( x, y ) = xy
0
0 < x y <1
(A > 0)
trng hp khac
a) Xc nh A.
b) Tnh: E(X), E(Y), Var(X), Var(Y).
Gii
a) Theo gi thit f(x,y) l hm mt xc sut ca i lng ngu nhin hai chiu (X,Y)
nn suy ra:
1 y
1
1
A
( xy ) 2 dx dy
f
(
x
,
y
)
dxdy
dx
dy
A
=
=
0 0 xy 0 0
+ +
1=
= A y
1
2
A=
1
1
1
y 12

x dx dy = A y 2 2 x 2
0
1
1
1
1
dy = 2 A y 2 . y 2 dy = 2 A dy = 2 A
0
0
0
y
1
2
Vy: f ( x, y ) = 2 xy
0
0 < x y <1
trng hp khac
b) Tnh:
1
1
1 y
y
1
1
2
E ( X ) = x f ( x, y )dxdy = x
dx dy = xx y 2 dx dy
2 xy
2 0 0

00
y
1 y 1
1
3
1 3
1
1
1
1 2 2
1 2 2 2
1 2 2
= y x dx dy = y
x
dy = y y dy
20
20
30
0
+ +
1
1 y2
= ydy =
30
3 2
=
0
1
0,167
6
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1
1
1 y
1 y
y 1 dx dy = 1 yx 2 y 2 dx dy
=
(
,
)
y
f
x
y
dxdy
0 0 2 xy 2 0 0
+ +
E (Y ) =
1
1
1 y
1
1 1 2 2
1 1 2 2
= y x dx dy = y 2 x
2 0 0
20
y2
= ydy =
2
0
=
0
1
0,5
2
+ +
x f ( x, y)dxdy [E ( X )]
Var ( X ) =
1 1 1
dy = y 2 y 2 dy
0
0
y
2
y 2 1
= x
dx dy
2 xy
6
00
1
1
1
1 y 3
1 y
1
1 2 2 2
1
1 2 2
1
x
x
y
dx
dy
=
y
x dx dy
2 0 0
36 2 0
36
1
5
1
1 2
= y 2 x2
5
20
1 5
1
dy 1 = 1 y 2 y 2 dy 1
36 5 0
36
0
y
1
1 1 y3
1 1 1
7
= y 2 dy
=
=
=
= 0,033
50
36 5 3 0 6 15 6 210
+ +
E (Y ) =
f ( x, y )dxdy [E ( X )]
y 2 1
2
= y
dx dy (0,5)
2 xy
00
1
1
1
1
1 y
1 3 y
1 2 2 2
1 2 2
= y x y dx dy 0,25 = y x dx dy 0,25
2 0 0
2 0 0
1
1 3
1 2 2
= y 2x
20
1 3 1
dy 0,25 = y 2 y 2 dy 0,25
0
0
y
1 1 1
y3
= y dy 0,25 =
0,25 = =
0,083
3
3
4
12
0
0
2
4.4. Hm ca cc i lng ngu nhin:

4.4.1 Hm mt bin ngu nhin:
nh ngha: Cho cc i lng ngu nhin X, Y, Z, , T. Hm s Q = (X, Y, Z, ... ,
T) c gi l hm ca cc i lng ngu nhin.
Trong :
9 Mi b X = x, Y = y, Z = z, ... , T = t th qui tc xc nh 1 gi tr duy nht
ca i lng ngu nhin Q.
9 Qui tc c lp thnh t cc php ton v cc hm ton hc thng
thng.
nh ngha: Nu X, Y, Z, ... , T l cc i lng ngu nhin ri rc (lin tc) th Q
c gi l hm ca cc i lng ngu nhin ri rc (lin tc).
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V d 3: Xt i lng ngu nhin Z = X 12 + 3 X 1 X 2 ln X 3 l hm ca cc i lng

ngu nhin c lp X 1 , X 2 , X 3 . Gi s X 1 = 2 , X 2 = 4 , X 3 = 1 vi cc xc sut tng ng l
p1 = 0,2 ; p2 = 0,3 ; p3 = 0,4 th i lng ngu nhin Z nhn gi tr 28 vi xc sut p =
(0,2)(0,3)(0,4) = 0,024.
Vic nghin cu hm Z ca cc i lng ngu nhin trn rt kh khn, c bit l cc
gi xc sut ca Z. Cc phn tip theo ch ra lut phn phi xc sut ca Z trong mt s
trng hp ring.
4.4.2 Hm ca cc i lng ngu nhin ri rc:
nh ngha: Cho i lng ngu nhin ri rc X, Y = (X) c gi l hm ca 1 i
lng ngu nhin ri rc.
Bng phn phi xc sut:
Bng phn phi xc sut ca Y = (X) c dng:
Y
y1
y2
y3
.....
yn
p1
p2
p3
.....
pn
Trong :
. yi : Cc gi tr c th c ca Y c tm t cc gi tr c th c ca X thng
qua hm .
. pi : Xc sut tng ng ca yi : pi = {p( X = xi ) / ( xi ) = yi }.
V d 4: Cho i lng ngu nhin ri rc X c bng phn phi xc sut nh sau:
X
-1
0,2
0,3
0,1
0,4
Hy lp bng phn phi xc sut ca Y = (X) = X 2 + 1 .

Vi cc gi tr ca X c cho trong bng v hm s Y = (X) = X 2 + 1 ta suy ra
cc gi tr Y c th nhn l:1, 2, 5.
Ta c: P(Y = 1) = P(X = 0) = 0,3.
P(Y = 2) = P(X = -1) + P(X = 1) = 0,3.
P(Y = 5) = P(X = 2) = 0,4.
Bng phn phi xc sut ca Y l:
X
0,3
0,3
0,4
Cc tham s c trng:
i)
Ta c th xem Y nh 1 i lng ngu nhin, ri p dng cc cng thc bit:
y p .
. Var(Y) = y p
. E(Y) =
2
i
[ E (Y )]2 .
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ii) Cng thc:
( x ). p .
. Var(Y) = ( x ) . p
. E(Y) =
[ E (Y )]2 .
V d 5: Vi gi thit cho trong v d 4, hy tm E(Y), Var(Y).

Ta c:
y p = 1.(0,3) + 2.(0,3) + 5.(0,4) = 2,9

(= ( x ). p = 2.(0,2) + 1.(0,3) + 2.(0,1) +5.(0,4) = 2,9).
Var(Y) = y p [ E (Y )] = (1 .(0,3) + 2 .(0,3) + 5 .(0,4) (2,9) = 3,09
(= ( x ) . p [ E (Y )] = 2 .(0,2) + 1 .(0,3) + 2 .(0,1) + 5 .(0,4) = 3,09) .
E(Y) =
2
i
4.4.3 Hm ca hai i lng ngu nhin ri rc c lp:

nh ngha: Cho 2 i lng ngu nhin ri rc c lp X, Y c lut phn phi xc
sut nh sau:
X
x1
x2
x3
.....
xn
p1
p2
p3
.....
pn
y1
y2
y3
.....
ym
q1
q2
q3
.....
qm
i lng ngu nhin Z = (X,Y) l hm ca 2 i lng ngu nhin ri rc c

lp.
Bng phn phi xc sut:
Bng phn phi xc sut ca Z c dng:
Z
z1
z2
z3
.....
zk
r1
r2
r3
.....
rk
Trong :
. zk : L cc gi tr c th c ca Z c tm t cc gi tr c th c ca X v Y
thng qua hm .
. rk : Xc sut tng ng Z = zk :
pk = P( Z = zk ) = {P( X = xn ).P(Y = ym ) / ( xn , ym ) = zk }.
V d 6: Cho X, Y l cc i lng ngu nhin ri rc c lp ln lt c bng phn

phi xc sut sau:
X
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0,5
0,3
0,2
0,6
0,4
Lp bng phn phi xc sut ca i lng ngu nhin Z = X.Y.

Ta lp bng sau:
X\Y
Da vo bng trn ta thy Z c th nhn cc gi tr: 0, 1, 2, 4.

Ta c:
P(Z = 0) = P(X = 0).P(Y = 1) + P(X = 0).P(Y = 2) = (0,5).(0,6) + (0,5).(0,4) = 0,5
P(Z = 1) = P(X = 1).P(Y = 1) = (0,3).(0,6) = 0,18
P(Z = 2) = P(X = 2).P(Y= 1) + P(X = 1).P(Y = 2) = (0,2).(0,6) + (0,3).(0,4) = 0,24
P(Z = 4) = P(X = 2).P(Y = 2) = (0,2).(0,4) = 0,08
Vy bng phn phi xc sut ca Z l:
Z
0,5
0,18
0,24
0,08
Cc tham s c trng: tnh k vng v phng sai ca Z ta xem Z nh l 1 i

lng ngu nhin ri rc ri p dng cc cng thc tnh bit. Hoc p dng cc tnh
cht ca k vng v phng sai tnh.
V d 7: Vi gi thit trong v d 6, hy tnh E(Z) v Var(Z).
Ta c:
z p = 0.(0,5) + 1.(0,18) + 2.(0,24)+ 4.(0,08) = 0,98

Var(Z)= z p [E (Z )] = 0 .(0,5) + 1 .(0,18) + 2 .(0,24) + 4 .(0,08) [0,98]
E(Z) =
2
i
= 1,46 .
4.4.4 Hm ca cc i lng ngu nhin lin tc:

nh ngha: Cho i lng ngu nhin lin tc X, Y = (X) l hm ca 1 i lng
ngu nhin lin tc.
Hm mt xc sut: Khi i lng ngu nhin lin tc X c hm mt xc sut
f(x), Y = (X) l hm kh vi, n iu tng hoc gim, c hm ngc l X = W(Y). Khi
ta c hm mt xc sut ca Y l:
g(y) = f(W(y)).W(y)
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x2
f ( x) =
1
.e 2 . i lng ngu nhin Y c xc nh nh sau: Y = (X) = 2X. Tm hm
2
mt xc sut ca Y.
Ta c Y = 2X l hm kh vi, lun tng v c hm ngc l: X =
Y
.
2
Suy ra hm mt ca Y:
,
y y
g(y) = f . =
2 2
y2
y2
1
1
1
e 8 .
.e 8 . =
2 2 2
2
Cc tham s c trng:
+
E(Y) =
( x) f ( x)dx .
[ ( x)] . f ( x)dx [ E (Y )]
Var(Y) =

2
2
(3 x x )
f ( x) = 9
0
neu x [0 , 3]
neu x [0 , 3]
V Y = 6 X 2 (3 X ) . Tnh E(Y), Var(Y).

Ta c:
+
2
E(Y) = ( x) f ( x)dx = 6 x (3 x). (3x x 2 )dx =
9
0
2
3 (3x
x 3 )(3 x x 2 )dx
4 3
4 5
4
4
5
3
4
0 3 (9 x 3x 3x x )dx = 0 (12 x 8 x + 3 x )dx
3
8
2
= 3x 4 x5 + x 6 = 16,2
5
9 0
Var(Y) =
[ ( x)]
2
f ( x)dx [ E ( x)] = [6 x 2 (3 x)]2 . (3x x 2 )dx (16,2) 2
9
0
2
3
216 7
8
= 216 x 6
x + 9 x8 x 9 dx 262,44
7
9
0
= 312,43 262,44 = 49,99
4.4.5 Hm tng ca hai i lng ngu nhin lin tc c lp nhau:

nh ngha: Cho X, Y l 2 i lng ngu nhin lin tc c lp c hm mt xc
sut f(x), g(y) v Z = X + Y. Khi , hm mt xc sut ca Z c xc nh nh sau:
+
H(z) =
f ( x).g ( z x)dx =
g ( y). f ( z y)dy
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V d 10: Cho X R[0,2]; Y R[0,5] v Z = X + Y. Tm hm mt xc sut ca Z.

Ta c:
1
X R[0,2] 2
0
neu x [0 , 2]
neu x [0 , 2]
Y R[0,5] 5
0
neu
x [0 , 5]
neu
x [0 , 5]
f ( x).g ( z x)dx
Hm mt ca Z: h(x) =
1
1
0.g ( z x)dx + 0 2 .g ( z x)dx + 2 0.g ( z x)dx = 0 2 .g ( z x)dx
1
x=2 t = z2
t: t = z x dt = - dx x = 0 t = z h(x) =
2
z 2
1
g (t ).(dt ) = g (t ).dt
2 z 2
Xt:
z
. z < 0: h(z) =
1
0.dt = 0 .
2 z 2
z
0
z 0
z
1
1 1
1
.
0 z < 2: h(z) = 0.dt + dt = t 0z =
2 z 2
205
10
10
z 2 < 0
z
z < 5
1 1
1
2 z < 5: h(z) = dt = t
2 z 2 5
10
z 2 0
z
z 2
z ( z 2) 1
=
10
5
5
z
z 5
1 1
1
.
5 z < 7: h(x) = dt + 0.dt
2 z 2 5
25
z 2 < 5
1
t
10
5
z 2
5 ( z 2) 7 z
=
10
10
z
1
. z 2 5 z 7: h(z) = 0.dt = 0
2 z 2
0
z
10
1
Vy: f ( x) =
5
7 z
10
neu z < 0
neu 0 z < 2
neu 2 z < 5
neu 5 z < 7
neu z 7
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Minh ha th :
F(x)
y=
z
10
y=
7z
10
1
5
Hnh 27
BI TP
1. Cho X, Y l 2 i lng ngu nhin c bng phn phi xc sut ng thi nh sau:
X
-1
0
1
Y
-1
1
6
1
6
1
6
1
4
1
8
1
8
Hy tnh E(X), E(Y).

2. Cho X, Y l 2 i lng ngu nhin c bng phn phi xc sut ng thi nh sau:
X
-1
0
1
Y
-1
4
15
1
15
4
15
1
15
2
15
1
15
2
15
a. Hy tnh E(X), E(Y).

b. i lng ngu nhin X v Y c c lp nhau khng?
HM CC I LNG NGU NHIN
3. Cho X, Y l 2 i lng ngu nhin c lp nhau c bng phn phi xc sut nh sau:
X -3
-1
0
2
3
Y
-2
3
5
P
0,2 0,1 0,3 0,2 0,2
P
0,3 0,5 0,2
a. Lp bng phn phi xc sut ca i lng ngu nhin X v v th ca n.
b. Lp bng phn phi xc sut ca Z = 2 X + Y 2 .
c. Tnh E(X), E(X + 3Y), Var(4Z), Var( X 2 ).
2
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d. Lp bng phn phi xc sut ca Z = X.Y. Tnh E(Z) bng hai cch.
4. Tung ng thi hai khi vung cn i v ng cht m trn cc mt ca khi vung
c nh cc s: 1, 1, 1, 2, 3, 4.
a. Gi X 1 , X 2 ln lt l cc con s xut hin trn mt ca hai khi vung I v II. Hy
lp bng phn phi xc sut ca Y = X 1 + X 2 .
b. Tnh E(Y), Var(Y).
c. Tm s ln tung ti thiu hai khi vung c t nht mt ln con s xut hin trn hai
mt khi vung y bng nhau khng b hn 0,9.
5. X th A c hai vin n, xc sut bn trng bia l 0,6. X th B c 3 vin n, ,xc
sut bn trng bia l 0,7. H ln lt thay phin nhau A bn 1 vin ri B bn 1 vin ... (Tt
nhin nu mt ngi ngng bn do ht n th ngi kia bn lin tip khng cn ch n
phin mnh) vo mt ci bia. C hai cng bn cho n khi hoc ht n hoc bia b trng
n mi thi. Gi X 1 l s vin n A bn v X 2 l s vin n B bn, X = 2 X 1 3 X 2 + 12 .
a. Tm lut phn phi xc sut ca X 1 , X 2 , X .
b. Tm lut phn phi xc sut ca X 1 , X 2 , X trong trng hp hai ngi bn vo hai bia
khc nhau.
6. Cho X l i lng ngu nhin c phn phi m vi tham s b = 2. Tm k vng v
lch tiu chun ca i lng ngu nhin Y = e X .
7. Cho i lng ngu nhin c hm mt xc sut nh sau:
3
a
f ( x) =
2
0
neu x [0,1]
neu x [0,1]
a. Tnh a.
b. Lp hm mt xc sut ca Y = 3 X 2 + 1 .
8. Gi s X B(2;0,4) v Y B(2;0,7). X v Y l 2 i lng ngu nhin c lp.
a. Tm bng phn phi xc sut ca Z = X + Y.
b. Tnh P(X + Y = 4).
c. Chng minh rng Z khng c phn phi nh thc.
9. Tm hm mt xc sut ca Z = X + Y vi X, Y c lp trong cc trng hp sau:
a. X R[0,1] v Y R[0,6].
b. X v Y cng phn phi u trn [-1,1].
1
1
, Y c phn phi m vi tham s = .
2
3
1
d. X c phn phi m vi tham s = v Y R[4,6].
3
c. X c phn phi m vi tham s =
Bc hc 5: LUT S LN
5.1 Bt ng thc Markov:
nh l: Nu X l i lng ngu nhin nhn gi tr khng m th a > 0 ta c:
P( X a)
E( X )
a
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Chng minh: Ta chng minh trong trng hp X l i lng ngu nhin lin tc c
hm mt f(x).
E( X ) =
xf ( x)dx = xf ( x)dx + xf ( x)dx
P( X a)
xf ( x)dx af ( x)dx = a f ( x)dx = aP( X a).
E( X )
a
5.2 Bt ng thc Tchebyshev:

nh l: Nu X l i lng ngu nhin c k vng v phng sai 2 hu hn th
> 0 b ty ta c:
P( X )
Var ( X )
hay P ( X ) > 1
Var ( X )
Chng minh:
Ta thy ( X )2 l i lng ngu nhin nhn gi tr khng m.
p dng bt ng thc Tchebyshev vi a = 2 ta c:
2
E (X )
Var ( X )
2
P (X ) 2
=
2
] [
V ( X )2 2 khi v ch khi X nn P ( X )
Var ( X )
2
Ch : Bt ng thc Markov v Tchebyshev gip ta phng tin thy c gii hn
ca xc sut khi k vng v phng sai ca phn phi xc sut cha bit.
V d: Gi s s sn phm c sn xut ca 1 nh my trong mt tun l mt i
lng ngu nhin vi k vng = 50.
a) C th ni g v xc sut sn phm ca tun ny vt qu 75.
b) Nu phng sai ca sn phm trong tun ny l 2 = 25 th c th ni g v
xc sut sn phm tun ny s gia 40 v 60.
Gii
a) Theo bt ng Markov: P ( X > 75)
E ( X ) 50 2
=
=
75
75 3
b) Theo bt ng thc Tchebyshev: P ( x 50 10)
10
1 3
Do : P (40 < X < 60) = P ( X 50 < 10 ) > 1 =
4 4
25 1
=
100 4
5.3 nh l Tchebyshev:
nh l: Nu cc i lng ngu nhin X 1 , X 2 , ..., X n c lp tng i, c k vng
hu hn v cc phng sai u b chn trn bi s C th > 0 b ty ta c:
1 n
1 n
lim P X i E ( X i ) < = 1
n
n i =1
n i =1
c bit, khi E ( X i ) = a;
(i = 1, n) th lim 1n X
n
i =1
a < = 1
Chng minh: Ta chng minh trong trng hp c bit E ( X i ) = , Var ( X i ) = 2 (i =

1, 2, . . ., n). Ta c:
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E(
QT7.1/PTCT1-BM-7
n
1 n
1
X i ) = E ( X i ) = ,
n i =1
n i =1
n
1 n
1
1 n
2
Var ( X i ) = 2 Var ( X i ) = 2 Var ( X i ) =
n i =1
n
n i =1
n
i =1
1 n
2
Theo bt ng thc Tchebyshev: P X i < 1 2
n
n i =1
1
Khi n ta c: lim P X i E ( X i ) < = 1

n
n i =1
n i =1
ngha: Mt d tng i lng ngu nhin c lp c th nhn gi tr sai khc nhiu
so vi k vng ca chng, nhng trung bnh s hc ca mt s ln i lng ngu nhin li
nhn gi tr gn bng trung bnh s hc ca cc k vng ca chng. iu ny cho php ta
d on gi tr trung bnh s hc ca cc i lng ngu nhin.
5.4 nh l Bernoulli:
nh l: Nu f n l tn s xut hin bin c A trong n php th c lp v p l xc
sut xut hin bin c A trong mi php th th > 0 b ty ta c
lim P( f n p < ) = 1
n
ngha: Tn sut xut hin bin c trong n php th c lp dn v xc sut xut

hin bin c trong mi php th khi s php th tng ln v hn.
KQHT 3: KHI NIM TNG TH V MU

Bc hc 1: TNG TH V MU
1.1 Tng th:
Khi nghin cu mt vn , ngi ta thng quan tm n mt du hiu no , cc
du hiu ny th hin trn nhiu phn t v tp hp tt c cc phn t mang du hiu c
gi l tng th hay m ng (population).
V d 1: Khi nghin cu v tp hp g trong mt tri chn nui th quan tm n vn
trng lng ca n.
Khi nghin cu v cht lng hc tp ca sinh vin ca mt trng th ta quan tm
n du hiu im.
Nghin cu cc trc my do mt my t ng tin ra ta ch quan tm n du hiu
di ng knh ca trc my, khi tng th l tp hp cc di ng knh ca cc trc
my.
Ch : Trong phn ny ta s dng mt s k hiu nh sau:
N: S phn t ca tng th hay kch thc ca tng th.
X*: Du hiu ta quan tm.
xi: Gi tr ca du hiu X* o c trn phn t th i
Ni: Tn s ca Xi (s phn t c chung gi tr Xi)
Pi: Tn sut ca Xi ( Pi =
Ni
)
N
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Cc tham s c trng ca tng th:

S tng ng gia cc gi tr Xi v tn sut Pi c biu din thnh bng c cu ca
tng th nh sau:
Gi tr ca X* (xi)
x1
Pi
P1
x2
P2
....
xn
....
Pn
Khi trung bnh ca tng th:

n
xP
m =
i =1
Phng sai ca tng th:

n
= ( xi m) 2 Pi
2
i =1
lch tiu chun ca tng th:
= =
2
(x m)
i =1
Pi
V d 2: Kho st im s ca ton b 5000 bi thi cui nm mt trng ph thng

trung hc ta thu c kt qu nh sau:
im
0
1
2
3
4
5
6
7 8
9 10
S hc sinh c im
100 150 300 400 450 850 700 750 750 300 250
tng ng N i
Tn sut pi
0,02 0,03 0,06 0,08 0,09 0,17 0,14 0,15 0,15 0,06 0,05
Khi :
k
+ = xi pi = 0.(0,02 ) + 1.(0,03) + 2.(0,06 ) + 3.(0,08) + 4.(0,09 ) + 5.(0,17 )

i =1
+ 6.(0,14) + 7.(0,15) + 8.(0,15) + 9.(0,06) + 10.(0,05)
= 5,73
k
+ 2 = ( xi ) p i = xi p i 2
2
i =1
i =1
= 0 .(0,02 ) + 12.(0,03) + 2 2.(0,06 ) + 32.(0,08) + 4 2.(0,09 ) + 52.(0,17 )

2
+ 6 2.(0,14 ) + 7 2.(0,15) + 8.2 (0,15) + 9.2 (0,06) + 10 2.(0,05) (5,73)

= 38,23 32,83 = 5,4
+ = 2 =
(x
i =1
) pi = 5,4 = 2,3
2
1.2 Mu:
T tng th, ta ly ra n phn t v o lng du hiu X* ca chng. Khi , n phn
t ny lp nn mt mu v s phn t ca mu c gi l kch thc ca mu (sample).
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V t mu, ta kt lun cho tng th nn mu phi c chn mt cch khch quan

i din cho tng th.
C hai phng php ly mu:
Ly c hon li: Ly t tng th ra mt phn t, xem xt xong tr li tng th ri
mi ly tip mt phn t khc xem xt. Cc kt qu tng ln ly s c lp vi nhau.
Ly khng hon li: Ly ng thi tt c cc phn t cn xem xt. Khi cc kt
qu xem xt c mi phn t s ph thuc nhau. Tuy nhin trong nhiu trng hp
phng php ly mu c hon li kh phc tp, do nu kch thc tng th N rt ln v
kch thc mu n rt nh (n << N) th ta c th thay th phng php ly mu c hon li
bng phng php ly mu khng hon li, tc ly ng thi n phn t. Khi cc kt qu
cng c th xem nh c lp.
1.3 M hnh xc sut ca tng th v mu:
T tng th, ta ly ra mt phn t. Gi X l gi tr ca du hiu X* o c trn phn
t ly ra. Khi , X l i lng ngu nhin c bng phn phi xc sut nh sau:
X
x1
P1
x2
P2
....
xn
....
Pn
Ta thy, du hiu X* c m hnh ha bi i lng ngu nhin X nn X c gi

l i lng ngu nhin gc v phn phi xc sut ca X c gi l phn phi gc.
Cc tham s c trng ca i lng ngu nhin X:
E(X ) =
xP
i =1
Var ( X ) = [ xi E ( X )]2 .Pi
i =1
Mu ngu nhin:
Ly n phn t ca tng th theo phng php c hon li quan st. Gi Xi l gi
tr (du hiu) ca X* o c trn phn t th i (i= 1,..,n), th X1, X2, .., Xn cng l cc i
lng ngu nhin c cng phn phi xc sut nh i lng ngu nhin gc X. Khi , b
(X1, X2, .. , Xn) c gi l mu ngu nhin kch thc n c to nn t i lng ngu
nhin gc X v k hiu: WX = (X1, X2, .. , Xn).
Nu gi s Xi nhn gi tr xi th (x1, x2, .. , xn) c gi l mt mu c th ca mu
ngu nhin WX
K hiu: wx = (x1, x2, .. , xn)
V d 3: Kt qu im mn Ton ca mt lp gm 100 sinh vin cho bi bng sau:
im
S sinh vin c im tng ng
25
20
40
10
Gi X l im mn ton ca mt sinh vin c chn ngu nhin trong danh sch lp

th X l i lng ngu nhin c phn phi:
X
0,25
0,2
0,4
0,1 0,05
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Chn ngu nhin 5 sinh vin trong danh sch lp xem im. Gi Xi l im ca
sinh vin th i. Ta c mu ngu nhin kch thc n = 5 c xy dng t i lng ngu
nhin X.
WX = (X1, X2, .. , X5)
Gi s sinh vin th nht c 4 im, th hai c 3 im, th ba c 6 im, th
t c 7 im v th nm c 5 im th ta c mu c th:
wx = (4, 3, 6, 7, 5)
Bc hc 2: THNG K
Trong thng k, vic tng hp mu ngu nhin WX = (X1, X2, .. , Xn) c thc hin
di dng hm G = f(X1, X2, .. , Xn), vi X1, X2, .. , Xn l cc gi tr ca mu ngu nhin WX.
Khi G c gi l mt thng k. Ta c cc thng k nh sau:
2.1 Trung bnh ca mu ngu nhin:
nh ngha: Trung bnh ca mu ngu nhin W X = ( X 1 , X 2 , ... , X n ) l mt thng k, k
hiu X , c xc nh bi: X =
1 n
Xi
n i =1
Ch :
i) V X 1 , X 2 , ..., X n l cc i lng ngu nhin nn X cng l i lng ngu nhin .
ii) Nu mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) c mu c th wx = (x1 , x2 , ..., xn ) th X
s nhn gi tr x =
1 n
xi v x c gi l trung bnh ca mu c th wx = (x1 , x2 , ... , xn ) .
n i =1
E ( X ) =
E ( X ) =
th X c
Tnh cht: Nu X c
2
2
=
Var
(
X
)
Var ( X ) =
n
Phn phi xc sut ca X :

i)
Nu X B(n,p) th X B(n,p).
ii)
Nu X P(a) th X P(a).
iii) Nu X N ( , 2 ) th X N ( ,
2
n
).
iv) Nu X 2 (n ) th X 2 (n ) .
2.2 Phng sai ca mu ngu nhin:
nh ngha: Phng sai ca mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) l mt thng k, k
hiu S 2 , c xc nh bi: S 2 =
2
1 n
X i X , trong X l trung bnh ca mu ngu
n i =1
nhin.
Ch :
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i) V X 1 , X 2 , ... , X n l cc i lng ngu nhin nn S 2 cng l i lng ngu nhin.

ii) Nu mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) c mu c th wx = (x1 , x2 , ..., xn ) th S 2
s nhn gi tr s 2 =
wx = (x1 , x2 , ..., xn ) .
2
1 n
xi x . Khi s 2 c gi l phng sai ca mu c th
n i =1
Tnh cht: Nu X c Var ( X ) = 2 th S 2 c E (S 2 ) =
n 1 2
.
n
Phn phi xc sut: Gi s WX = ( X 1 , X 2 , ..., X n ) l mu ngu nhin c xy dng bi

i lng ngu nhin gc X c lut phn phi chun X N ( , 2 ) . Khi :
i)
ii)
nS 2
(X
=
n
i =1
2 (n 1) .
( X i )2 2 (n ) .
i =1
2.3 Phng sai iu chnh ca mu ngu nhin:

nh ngha: Phng sai iu chnh ca mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) l mt
thng k, k hiu S ' 2 , c xc nh bi: S '2 =
1 n
n 2
S =
Xi X
n 1
n 1 i =1
) , trong
2
S 2 l
phng sai ca mu ngu nhin.

Ch :
i) S '2 cng l i lng ngu nhin.
ii) Nu mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) c mu c th wx = (x1 , x2 , ..., xn ) th S '2
2
1 n
n 2
s =
xi x . Khi s ' 2 c gi l phng sai iu chnh
n 1
n 1 i =1
ca mu c th wx = (x1 , x2 , ..., xn ) .
s nhn gi tr s '2 =
Tnh cht: Nu X c Var ( X ) = 2 th S ' 2 c E (S '2 ) = 2 .

Phn phi xc sut: Gi s W X = ( X 1 , X 2 , ... , X n ) l mu ngu nhin c xy dng
bi i lng ngu nhin gc X c lut phn phi chun X N ( , 2 ) . Khi :
(n 1)S '2 2 (n 1)
2
2.4 lch tiu chun v lch tiu chun iu chnh:

nh ngha: lch tiu chun ca mu ngu nhin W X = ( X 1 , X 2 , ... , X n ) l mt
thng k, k hiu S , c xc nh bi: S = S 2 =
1 n
Xi X
n i =1
, trong S 2 l phng
sai ca mu ngu nhin.

Ch :
i) S cng l i lng ngu nhin.
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ii) Nu mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) c mu c th wx = (x1 , x2 , ..., xn ) th S

s nhn gi tr s = s 2 =
th wx = (x1 , x2 , ..., xn ) .
2
1 n
xi x . Khi s c gi l lch tiu chun ca mu c
n i =1
nh ngha: lch tiu chun iu chnh ca mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) l
mt thng k, k hiu S ' , c xc nh bi: S ' = S '2 =
1 n
Xi X
n 1 i =1
) , trong S '
2
phng sai iu chnh ca mu ngu nhin.

Ch :
i) S ' cng l i lng ngu nhin.
ii) Nu mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) c mu c th wx = (x1 , x2 , ..., xn ) th S '
2
1 n
xi x . Khi s ' c gi l lch tiu chun iu
n 1 i =1
chnh ca mu c th wx = (x1 , x2 , ..., xn ) .
s nhn gi tr s ' = s'2 =
Bc hc 3: THU THP S LIU V SP XP S LIU

Qu trnh nghin cu thng k thng tri qua hai khu: Thu thp s liu lin quan
n nghin cu v x l s liu.
3.1 Thu thp s liu:
D liu thng k: L nhng iu c th ca quy lut ngu nhin, n c th l quy
lut ca mt lot cc php cn, ong, o, m,v n c tp hp li phn nh mt s
tnh cht no ca cc hin tng ngu nhin.
3.2 Sp xp s liu:
vic x l c thun li ta cn phi sp xp li s liu.
Trng hp mu c kch thc nh:

Gi s mu c kch thc n v i lng ngu nhin gc X nhn cc gi tr c th xi
(i = 1, , k) vi s ln lp li (tn s) ni (i = 1,..,k). Ta thng lp bng sau:
Ch rng:
n
i =1
xi
ni
x1
n1
x2
n2
xk
nk
=n
Trng hp mu c kch thc ln:

Ta chia mu thnh cc khong (lp), trong mi khong ta chn mt gi tr i din.
Ngi ta thng chia thnh cc khong u nhau v chn gi tr i din l gi tr trung
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tm ca khong. y quy c rng u mt bn phi ca mi khong thuc khong

m khng thuc khong tip theo khi tnh tn s ca mi khong.
Trong thng k, phng sai iu chnh mu c tnh t phng sai mu theo cng
thc s '2 =
n 2
s , lch tiu chun v lch tiu chun iu chnh mu c tnh t
n 1
phng sai v phng sai iu chnh mu theo cng thc s = s 2 v s ' = s'2 . V vy ta ch
cn quan tm n cch tnh trung bnh mu x v phng sai mu s 2 m thi.
* Tnh trc tip:
Ta lp bng tnh dng sau:

xi
ni
ni x i
ni x i2
x1
n1
n1 x1
n1 x12
x2
n2
n2 x 2
n 2 x 22
...
...
...
...
xk
nk
nk x k
n k x k2
n
i =1
=n
n x
i =1
n x
i =1
2
i
Ta dng cc cng thc:

x=
1 k
ni xi ,
n i =1
s2 =
()
2
1 k
ni xi2 x
n i =1
V d: S xe hi bn c trung bnh trong mt tun mi i l trong 45 i l cho

bi:
S xe hi c bn trong
mt tun / i l
ni
S xe hi c bn
trong mt tun / i l
ni
15
12
Ta lp bng sau:
xi
ni
ni x i
ni x i2
15
15
15
12
24
48
27
81
20
80
15
75
Trang 96
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
36
n = 45
107
335
Ta c:
x=
107
= 2.38
45
s2 =
335
2
(2.38) = 7.444 5.664 = 1.78
45
* Tnh bng my tnh

3.3 Thc hnh tnh cc gi tr x ,s2:
KQHT 4: C LNG THAM S CA I LNG NGU NHIN

Bc hc 1: GII THIU CC PHNG PHP
1.1 M t phng php:
Gi s i lng ngu nhin X c tham s c trng cha bit. c lng tham s
l da vo mu ngu nhin WX = (X1, X2,..., Xn). Ta chn thng k G = (X1, X2,..., Xn)
c lng (d on ).
C hai phng php c lng:
1. c lng im: Ch ra = 0 no c lng.
2. c lng khong: Ch ra khong (1, 2) cha sao cho P(1< <2) = 1 -
(vi l tin cy cho trc)
1.2 Cc phng php c lng im:
a) M t phng php:
c lng im cho c trng s l ch ra mt gi tr 0 (chnh xc hoc gn ng)
ca . Gi tr 0 c tm nh sau :
i) T i lng ngu nhin gc X ta lp mu ngu nhin WX = ( X 1 , X 2 , ..., X n ) kch
thc n.
ii) Chn thng k G ( X 1 , X 2 , ..., X n ) thch hp lm hm c lng cho .
iii) Thc hin php th ta c mu c th wx = (x1 , x2 ,..., xn ) , thay th cc gi tr

x1 , x2 ,..., xn vo hm c lng G, tnh c gi tr G0 , l gi tr ca thng k G tng ng
vi mu c th wx = (x1 , x2 ,..., xn ) .
iv) Ly 0 = G0 l gi tr c lng cn tm ca .
b) Cc tiu chun c lng:

C th chn nhiu hm c lng khc nhau cng c lng cho c trng s , do
c th tm thy nhiu gi tr c lng 0 khc nhau. V vy, phi c cc tiu chun
Trang 97
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so snh cc hm c lng. Cng mt tiu chun so snh, hm c lng no cho gi tr

gn nht so vi c coi l tt hn. Tuy nhin, mt hm c lng c th l tt hn i
vi tiu chun ny nhng khng tt hn i vi tiu chun khc nhau.
Sau y l mt s tiu chun nh gi cc hm c lng:
i) c lng khng chch:
nh ngha: Thng k G = G ( X 1 , X 2 , ..., X n ) c gi l c lng khng chch ca
tham s nu E(G) = hay lim E (G ) = .
n
Lu : Nu E(G) th G c gi l c lng chch.

ngha: Gi s G l c lng khng chch ca tham s . Ta c:
E(G - ) = E(G) E() = - = 0
Vy c lng khng chch l c lng c sai s trung bnh bng 0.
Nhn xt:
i) Trung bnh ca mu ngu nhin X l c lng khng chch ca trung bnh ca
tng th = E (X ) = v E (X ) = .
ii) Phng sai iu chnh ca mu ngu nhin S '2 l c lng khng chch ca
phng sai ca tng th = Var ( X ) = 2 v E ( S '2 ) = 2 .
V d 1: Chiu cao ca 500 cy lim c cho bi bng sau:
Khong chiu cao (mt)
S cy lim
[6,25 6,75)
[6,75 7,25)
[7,25 7,75)
[7,75 8,25)
[8,25 8,75)
[8,75 9,25)
[9,25 9,75)
[9,75 10,25)
1
2
5
11
18
9
3
1
Gi X l chiu cao ca cy lim.

a) Hy ch ra c lng im cho chiu cao trung bnh ca cc cy lim.
b) Hy ch ra c lng im cho tn mt ca cc chiu cao cy lim so vi chiu
cao trung bnh.
c) Gi p = P(7,75 X 8,75) . Hy ch ra c lng im cho p.
Ta lp bng tnh:
Chn x0 = 8,5 ; h = 0,5
xi0 x0 xi0 8,5
=
Thc hin php bin i ui =
0,5
h
xi xi +1
ni
xi0
ui
ni u i
ni u i2
[6,25 6,75)
[6,75 7,25)
[7,25 7,75)
[7,75 8,25)
1
2
5
11
6,5
7,0
7,5
8
-4
-3
-2
-1
-4
-6
-10
-11
16
18
20
11
Trang 98
Trng i hc Tr Vinh
[8,25 8,75)
[8,75 9,25)
[9,25 9,75)
[9,75 10,25)
Ta c: u =
QT7.1/PTCT1-BM-7
18
9
3
1
50
8,5
9
9,5
10
0
1
2
3
0
9
6
3
-13
0
9
12
9
95
13
= 0,26 . Suy ra:
50
x = hu + x0 = 0,5.( 0,26 ) + 8,5 = 8,37
()
2
1 k
2 95
2
s 2 = h 2 su2 = h 2 niui2 u = (0,5) ( 0,26) = 0,4581
50
n i =1
n 2 50
s '2 =
s =
0,4581 = 0,4674 s' = 0,4674 0,684
n 1
49
a) Chiu cao trung bnh c c lng l 8,37 mt.

b) tn mt c c lng l s = 0,684 mt.
c) Trong 50 quan st c 11 + 18 = 29 quan st cho chiu cao cy lim thuc khong
[7.58.5).
Vy c lng im cho p l p* =
29
= 0,58 .
50
ii) c lng hiu qu:

Nhn xt: Gi s G l c lng khng chch ca , tc l E(G) = . Theo bt ng
thc Tchebyshev, ta c:
P ( G E (G ) < ) > 1
Var (G )
V E (G ) = nn P( G < ) > 1
Var (G )
Ta thy nu Var(G) cng nh th P( G < ) cng gn 1. Do ta s chn G sao

cho Var(G) nh nht.
nh ngha: c lng khng chch G c gi l c lng hiu qu ca tham s
nu G c phng sai Var(G) nh nht trong cc c lng khng chch ca .
Nh vy c lng hiu qu ca l c lng khng chch m cc gi tr tnh
c thng qua c lng vi nhiu mu c th khc nhau c mt tp trung nht
xung quanh .
nh l Ramer Rao: Gi s i lng ngu nhin X c hm mt xc sut f(x,),
trong l 1 c trng s ca X v G l 1 c lng khng chch ca , khi :
Var (G )
1
ln[ f ( x)] 2
n.E

Bt ng thc c gi l bt ng thc Gramer Rao, cho bit cn di ca

phng sai cc c lng khng chch.
Trang 99
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Ch : Nu G l c lng khng chch ca , G c phng sai tha mn du bng

trong bt ng thc Gramer Rao th G l c lng hiu qu ca .
Nhn xt: Nu i lng ngu nhin gc X c lut phn phi chun X N ( , 2 ) th
trung bnh mu l c lng hiu qu ca k vng E(X) = .
2
2
1 n
Tht vy, ta bit X = X i N , Var X =

n
( )
i =1
Mt khc, do X c phn phi chun nn nu f(x) l hm mt xc sut ca X th:

x 2

1

exp
f ( x) =
2
2
Ta c:
2
x

ln[ f ( x)] 1
e 2
= ln
1
2
[(x ) ]
2 '
'
'
x 2
1
2
.2.( x )(1) =
ln[ f ( x)] 2
x 2
(x )2
= n.E 2 = n.E
n.E
n
n
n
2
= 4 .E ( x ) = 4 . 2 = 2
1
ln[ f ( x)]
n.E
( )
Suy ra: Var X =
=
n
n
2
1
ln[ f ( x)] 2

nE
Vy: X l c lng hiu qu ca E(X) = .

iii) c lng vng:
nh ngha: Thng k G = G ( X 1 , X 2 , ..., X n ) c gi l c lng vng ca tham s
nu lim P( G < ) = 1 .
n
Nh vy, G l 1 c lng vng ca nu s kin sai s tuyt i nh ty tr

thnh nh chc chn.
nh l: Nu lim E (G ) = v lim Var (G ) = 0 th G l c lng vng ca .
n
Hay ni cch khc G l 1 c lng vng ca nu G l c lng khng chch v

c phng sai gim dn v 0
Trang 100
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Bc hc 2: C LNG CC THAM S
2.1 M t phng php:
Gi s tng th c tham s cha bit. Ta tm khong (1 , 2 ) cha sao cho
P(1 < < 2 ) = 1 cho trc ( kh nh).
Phng php thng dng nh sau:
i) T i lng ngu nhin gc lp mu ngu nhin kch thc n WX = ( X 1 , X 2 , ..., X n ) .
ii) Chn 1 thng k G thch hp cha : G = G ( X 1 , X 2 , ..., X n , ) c lut phn phi xc
nh v khng ph thuc vo .
iii) Vi kh nh cho trc ta tm c 1 cp 1 , 2 sao cho: 1 + 2 = . Xc nh
cc phn v G , G : P (G < G ) = 1 , P (G > G ) = 2 .
1
Khi ta c:
P (G1 < G < G1 2 ) = 1 1 2 = 1
Trong trng hp c bit 1 = 2 =
12
ta c: P (G < G < G
2
) = 1
(1)
Bng php bin i tng ng a bt ng thc trn v dng: P ( 1 < < 2 ) = 1

iv) Thc hin php th ta c mu c th w x = (x1 , x 2 ,..., x n ) , ta tnh c gi tr c th
ca 1 , 2 . Khi ( 1 ; 2 ) l khong c lng cn tm ca .
* Mt s khi nim c s dng trong phn ny:
Khong (1 , 2 ) c gi l khong c lng.
S c gi l mc ngha.
1 - c gi l tin cy.
1 2 c gi l di ca khong c lng.
Thng thng, khong tin cy l khong i xng (1 , 2 ) = ( 0 , 0 + ) , trong
0 l c lng im ca tham s , c gi l chnh xc (bn knh hay sai s) ca
c lng v khi di khong c lng l 2.
2.2 c lng trung bnh:
Gi s tng th c trung bnh E(X) = m cha bit, c lng trung bnh l ta ch ra
khong (m1 , m2) cha m sao cho xc sut P(m1< m < m2) = 1 -
T X lp mu ngu nhin WX = (X1 , X 2 , ..., X n ) v xt cc trng hp sau:
Trang 101
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Ta xt 3 trng hp:
i)
Var(X) = 2 bit v n 30 (n < 30 v X c phn phi chun )
Chn thng k: U =
( X m). n
~ N (0,1)
Trong : . m = E(X) cha bit,

. = Var ( X ) bit,
. n l kch thc mu,
. X l thng k nhn gi tr bng trung bnh mu.
. N(0,1): phn phi chun tc.
T (1) ta c:
X m n
< U = 1
PU < U =
1
2
2
Trong : U ,U
2
ln lt l phn v chun tc mc xc sut
V phn v chun c tnh cht U = U

2
, 1
nn:

< m < X +U
= 1
P X U
1
1
n
n
2
2
Thc hin php th c c mu c th wx = (x1 , x2 ,..., xn ) , tnh c x v da vo

cng thc trn, ta tm c khong c lng (m1, m2) ca m vi tin cy 1 , trong :
m1 = x ;
m2 = x +
vi chnh xc l:
=U
V d 1: Khi lng sn phm l i lng ngu nhin X c lut phn phi chun,
bit rng phng sai 2 = 4g. Kim tra 25 sn phm, tnh c trung bnh mu x = 20g.
a) c lng trung bnh ca khi lng sn phm vi tin cy 95%.
b) Nu cho bn knh ca c lng = 0,4 g th tin cy ca c lng l bao
nhiu?
c) Vi bn knh c lng < 0,4 g , mun c tin cy 1 = 95% th phi kim tra
t nht bao nhiu sn phm?
Gii
a) t m = E(X) cha bit.
Chn thng k U =
(X m) n N (0,1) c lng trung bnh m, trong : = 2 g , n
= 25 , x = 20 g .
tin cy 1 - = 95% = 0,95 = 0,05
= 0,025 1
= 0,975
Trang 102
Trng i hc Tr Vinh
Do : = U
QT7.1/PTCT1-BM-7
= U 0.975
2
2
= (1,96 ) = 0,78
5
25
m2 = 20 + 0,78 = 20,78
Suy ra: m1 = 20 0,78 = 1,22 ;
Vy: khong c lng trung bnh khi lng sn phm vi tin cy 95% l (19.22g
; 20.78g).
b) Vi = 0,4g, s dng cng thc:
=U
1
n (0,4). 25
=
= 1 0,994 = U 0,84
= 0,84
= 0,16 = 0,32
1 - = 0,68
Vy: tin cy l 68%.
c) Vi < 0,4g, 1 - = 95% = 0,95 1
= 0,975 .
T cng thc trn, suy ra:

22
4
2
n = U 02,975 . 2 > U 02,975 .
= (1,96) 2 .
= 96,04
2
(0,4)
(0,4) 2
V n l s nguyn n > 97 n min = 97 .

Vy phi kim tra t nht 97 sn phm.
Nhn xt: Cng thc chnh xc cho thy tin cy 1 - cng ln th bn knh
cng ln, do khong c lng ( x - ; x + ) cho gi tr thng tin thp. Kt qu cu b cho
thy nu gim bn knh th khong c lng ( x - ; x + ) c gi tr thng tin cao nhng
tin cy ca c lng gim xung. Nh vy, mun c bn knh nh v tin cy 1 -
ln th tng kch thc mu (kt qu cu c).
ii)
Var(X) = 2 cha bit v n 30
Chn thng k: U =
( X m ). n
~ N ( 0 ,1)
S'
Trong trng hp n 30, ta dng c lng S2 thay cho 2

Lp lun hon ton tng t nh trn. Khi , ta cng tm c cc khong c
lng l
(x1, x2 ) = (x , x + )
vi = U
U l phn v chun mc
=1
s'
n
V d 2: Kho st chiu cao ca cy cng tui thu c kt qu nh sau :
Trang 103
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Chiu cao (cm)
S cy
< 180
180 190
12
190 200
35
200 210
70
210 220
62
220 230
32
> 230
6
220
c lng trung bnh ca chiu cao cy vi tin cy 99%.

Chn thng k: U =
(X m)
N(0,1) c lng trung bnh m.
S'
Trong : . n = 220,
. X , S ln lt l thng k nhn gi tr trung bnh mu v lch tiu
chun iu chnh mu.
Khong c lng trung bnh m l (m1, m2) trong :
m1 = x ;
m2 = x +
vi
=U
s'
n
Vi mu cho trong bng trn, cc khong chiu cao c thay th bi im gia,

ring khong <180 c thay th bi 175cm, cn khong >230 c thay th bi 235cm. Ta
tnh c x = 208,455cm, s=12,233.
Vi tin cy: 1 - = 99% = 0,01 = 0,005 1 = 0,995

2
Do : = U 0.995 .
s'
12,233
= (2,576).
= 2,125 (cm)
n
220
Suy ra: m1 = 208,455 - 2,125 = 206,33 (cm)

m2 = 208,455 + 2,125 = 210,58 (cm)
Vy: khong c lng trung bnh chiu cao ca cy vi tin cy 99% l (206,33
cm ; 210,58 cm).
iii)
Var(X) = 2 cha bit v n < 30, X c phn phi chun

Chn thng k: T =
Trong :
(X m)
S'
T (n 1)
. m = E(X) cha bit.

. n: kch thc mu.
. X , S ln lt l cc thng k nhn gi tr bng trung bnh mu v

lch tiu chun iu chnh mu.
Trang 104
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QT7.1/PTCT1-BM-7
. T(n 1): phn phi Student bc t do (n1).

T (1) ta c:
X m n
< T ( n 1) = 1
P T ( n 1) < U =
1
S'
2
2
Trong : T (n 1), T
sut
, 1
ln lt l phn v Student, bc t do (n - 1), mc xc
( n 1)
V phn v Student c tnh cht T ( n 1) = T
( n 1)
nn ta c:
S'
S '
< m < X + T ( n 1)
= 1
P X T ( n 1)
1
1
n
n
2
2
Thc hin php th c c mu c th wx = (x1 , x2 ,..., xn ) , tnh c x , s' v ta tm

c khong c lng (m1; m2) ca m vi tin cy 1 , trong :
m1 = x ;
m2 = x +
vi chnh xc l: = T
( n 1)
s'
n
V d 3: Lng chi ph 1 loi nguyn liu cho n v sn phm l i lng ngu nhin
X c lut phn phi chun. kho st 25 sn phm tnh c trung bnh mu x = 50g,
lch tiu chun iu chnh s = 8,25g. Hy c lng trung bnh m ca chi ph nguyn liu
vi tin cy 95%.
Chn thng k: T =
(X m)
S'
T(n 1) c lng trung bnh m.
Trong :
. n: kch thc mu.
. X , S ln lt l thng k nhn gi tr bng trung bnh mu, lch tiu chun
iu chnh mu.
Khong c lng cho trung bnh m l (m1; m2) trong :
m1 = x ;
m2 = x +
vi
=T
(n 1).
s'
n
Vi mu c n = 25, x = 50g, s = 8,25g v 1 - = 95% 1

= T0,975 ( 24).
Suy ra:
8,25
25
= (2,064).
= 0,975
8,25
= 3,406 (g)
5
m1 = 50 3,406 = 46,594 (g)

m2 = 50 + 3,406 = 53,406 (g)
Vy: khong c lng trung bnh ca m vi tin cy 95% l (46,594g;53,406g).
Trang 105
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2.3 c lng t l:
Bi ton: Gi s tng th c hai loi phn t, t l phn t c tnh cht A l p cha
bit. c lng t l phn t c tnh cht A l tm ra khong (f1, f2) cha p sao cho P(f1< p
< f2) = 1 -
Phng php:
-
T i lng ngu nhin X, ta lp mu ngu nhin WX = (X1, X2, . . . , Xn) c kch

thc n v tnh t l f cc phn t c tnh cht A.
Chn thng k U =
( f p ). n
~ N ( 0,1)
pq
Trong : . p l t l cha bit,

. q = 1 p,
. n : kch thc mu kh ln,
. f: thng k nhn gi tr bng t l phn t c tnh cht A trong mu.
v vi mu c th, ta tm c khong c lng l
Trong
( f1, f2 ) = ( f , f + )
f (1 f )
n
= U
U l phn v chun mc
=1
2
2
T cng thc trn ta c: U =
U . f (1 f )
n
, n=
f (1 f )
2
U 2 . f (1 f )
+1
Khi cn n chn, c: n =
2
V d 4: Kim tra 100 sn phm t l hng th thy c 20 ph phm.

a) c lng t l ca l hng vi tin cy 99%
b) Nu mun tin cy chnh xc khi c lng = 0,04 th tin cy ca c lng
l bao nhiu?
c) Nu mun tin cy l 99% v chnh xc l 0,04 th cn iu tra bao nhiu sn
phm?
Gii
a) Ta c: n = 100, f =
20
= 0,2.
100
Xt U =
( f p ). 100
~ N ( 0 ,1) .
pq
Trang 106
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Ta c: 1 - = 0,99 = 0,01 = 1 -
= 0,995. Tra bng phn v chun, ta c:
U = 2,576.
= U
f (1 f )
0 , 2 .0 ,8
= 2 ,576 .
= 0 ,1
n
100
f1 = f - = 0,2 0,1 = 0,1.

f2 = f + = 0,2 + 0,1 = 0,3.
Vy khong tin cy l: (0,1 ; 0,3)
b) U
n
100
= 0,04.
=1
f (1 f )
0,2.0.8
Ta tm c: 1 -
= 0,84 1 - = 0,68.
Vy tin cy l 68%.
c) Ta c: 1 - = 0,99 = 0,01 1 -
= 0,995. Tra bng phn v chun, ta c:
U = 2,576.
U 2 . f (1 f )
(2,576) 2 .0,2.0,8
+1 =
Do : n =
+ 1 = 664
(0,04) 2
2
Vy: n = 664.
2.4 c lng v phng sai:
i lng ngu nhin X c lut phn phi chun X N ( , 2 ) trong phng sai
Var ( X ) = 2 cha bit. Cho s kh nh, c lng phng sai 2 vi mc ngha l
ch ra khong ( 1 , 2 ) sao cho: P ( 1 < < 2 ) = 1 .
T X lp mu ngu nhin WX = (X1 , X 2 , ..., X n ) v xt cc trng hp sau:
a. Trng hp 1: Bit E(X) = .
n
Chn thng k: =
2
i =1
( X i )2
2 ( n)
Trong : . 2 (n) : phn phi khi bnh phng bc t do n.

T (1) ta c:
2
n
2
(
Xi )
2
2
= 1
<
(
n
)
P ( n ) < =
i =1
2
2
Trong : 2 ( n), 2 ( n) ln lt l phn v khi bnh phng, bc t do n, mc xc sut
, 1
Trang 107
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
n
2
(X i )
P i =1 2
<2 <
(n)
1
H thc trn c bin i thnh:
2
)
= 1
2 ( n)
(X
i =1
Thc hin php th c c mu c th wx = (x1 , x2 ,..., xn ) , tnh c
(x ) n
2
i =1
v da vo cng thc ta tm c khong c lng ( 12 , 22 ) ca 2 vi tin cy 1 ,

trong :
k
(x ) n
12 =
i =1
; 22 =
2 (n)
1
(x ) n
2
i =1
2 ( n)
V d 5: Kim tra 25 sn phm ca mt cng ty sn xut thc n ng gi ta c kt

qu sau:
Trng lng (g)
195
200
205
18
S sn phm
Bit trng lng trung bnh = 200g. Hy c lng sai ca trng lng cc sn
phm vi tin cy 90%.
n
Chn thng k: =
2
( X i )2 2 (n)
2
i =1
T s liu trn ta c bng sau:

xi
xi 200
ni
195
-5
200
18
205
Ta tnh c:
(x 200) n
2
= 175
tin cy 1 - = 90% = 0,9 = 0,1
= 0,05 1
= 0,95
Tra bng ta c:
2 ( n) = 02.05 ( 25) = 14,611
2
2 ( n) = 02.95 ( 25) = 37,652

1
Suy ra:
=
2
xi 200 2 ni
2
0.95
( 25)
175
= 4,65
37,652
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Trng i hc Tr Vinh
=
2
xi 200 2 ni
0, 05
( 25)
QT7.1/PTCT1-BM-7
175
= 11,98
14,611
Vy: khong c lng ca vi tin cy 90% l: (4,65 g 2 ; 11,98 g 2 )

b. Trng hp 2: E(X) cha bit.
Chn thng k: =
2
(n 1) S '2
2 ( n 1)
Trong :
. n: kch thc mu.
. S '2 : thng k nhn gi tr bng phng sai iu chnh ca mu.
. 2 (n 1) :phn phi khi bnh phng bc t do n 1.
T (1) ta c:
(n 1)S '2 < 2 (n 1) = 1

P 2 ( n 1) < 2 =
1
2
2
2
Trong 2 (n 1) v 2 (n 1) ln lt l phn v khi bnh phng, bc t do (n -1),

mc xc sut
v 1
H thc trn c bin i thnh:
2
(n 1)S '2
(
)
1
'
n
S
<2 < 2
P 2
= 1
(
n
1
)
( n 1)
1
2
2
Thc hin php th c c mu c th wx = (x1 , x2 ,..., xn ) , tnh c s' 2 v da vo

cng thc ta tm c khong c lng ( 12 , 22 ) ca phng sai 2 vi tin cy 1 - l
, trong :
12 =
(n 1)s'2 ; 2 = (n 1)s'2
2
2
2
( n 1)
( n 1)
2
V d 6: Vi gi thuyt cho trong v d 5 trn, hy c lng phng sai

Var ( X ) = 2 vi tin cy 95%.
Chn thng k: 2 =
(n 1)S '2 2 (n 1) , c lut phn phi khi bnh phng bc t do

2
n 1, c lng cho 2 .
Trong : . n: l kch thc mu,
. S '2 l thng k nhn gi tr bng phng sai iu chnh mu.
Khong c lng 2 vi tin cy 1 - l ( 12 , 22 ), trong :
Trang 109
Trng i hc Tr Vinh
12 =
QT7.1/PTCT1-BM-7
(n 1)s'2 ; 2 = (n 1)s'2
2
2
2
( n 1)
( n 1)
2
Vi mu cho c n = 25, s= 8,25g, tin cy 1
- = 95% 1 = 0,975 , ta c:
2
12 =
24.(8,25) 2
02,795 (24 )
24.(8,25) 2
= 41,497.
39,364
24.(8,25) 2
= 2
=
= 131,723.
0,025 (24 )
12,401
2
2
24.(8,25) 2
Trng lng (g)

200 210
210 220
220 230
230 240
240 250
250 260
260 270
S cy
2
8
14
30
25
12
9
Tm li, khong c lng phng sai vi tin

cy 95% l (41,497g2;131,723g2).
BI TP
C LNG IM
1. Theo di s o thun th thao bn c mt ca hng bn dng c th thao trong ngy
trong mt thng (30 ngy), ta c kt qu sau:
S o bn c
12 14 18 21 25 28
S ngy
1 4 7 9 4 5
a) Hy c lng khng chch cho s o thun trung bnh bn c trong ngy.
b) Nu ta qui c nhng ngy bn c khng qu 15 ci o l ngy hng, hy c
lng khng chch cho t l nhng ngy hng.
2. tm hiu s lng m cao su mi cy cao su cho ta trong mt ngy trong nm u
khai thc (tnh bng g), ghi nhn 100 cy ta c kt qu sau:
a) Hy c lng khng chch cho lng m trung bnh mi cy cho trong ngy.
b) Hy c lng khng chch cho bin ng ca lng m .
c) Gi s ta qui nh nhng cy cho mt ngy trn 220g m l cy loi I, cn li l cy
loi II. Hy c lng khng chch cho t l cy loi II.
3. Quan st thu nhp ca mt s ngi mt cng ty ta c kt qu cho bng sau:
S
S
Thu nhp (ngn ng/thng)
Thu nhp (ngn ng/thng)
ngi
ngi
500 550
5
750 800
47
550 600
9
800 850
24
600 650
12
850 900
18
650 700
35
900 950
6
700 750
6
950 - 1000
3
a) Tm c lng khng chch cho thu nhp trung bnh trong mt thng ca mt ngi
cng ty ny.
b) Nhng ngi c thu nhp trn 800 ngn ng/thng l nhng ngi c thu nhp cao.
Tm c lng khng chch nhng ngi c thu nhp cao.
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C LNG KHONG
4. Trng lng ca cc tri cy mt nng trng l i lng ngu nhin c phng sai
2
400 g . Cn th 100 tri cy ca nng trng ta c kt qu sau:

Trng lng (g)
S tri
Trng lng (g)
S tri
35 55
3
115 135
20
55 75
10
135 155
6
75 95
25
155 175
1
95 115
35
a) Hy c lng trng lng trung bnh ca cc tri cy nng trng vi tin cy
99%.
b) Nu chnh xc ca c lng l 2,35g th tin cy ca c lng l bao nhiu?
c) Vi chnh xc ca c lng b hn 2,35g v tin cy 99% th phi cn thm t
nht bao nhiu tri?
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5. Mt k s nng nghip mun c lng t l ny mm ca mt loi ht ging. Ngi

k s em gieo th 1000 ht ging th thy c 640 ht ny mm.
a) Hy c lng khong tin cy 90% cho t l nhng ht ny mm.
b) Nu mun c tin cy 90% v bn knh c lng khng vt qu 0,02 th cn ly
mu c kch thc b nht l bao nhiu?
6. Mc hao ph nhin liu cho mt n v sn phm l i lng ngu nhin X c lut
phn phi chun. Quan st 28 sn phm thu c kt qu sau:
Lng nhin liu hao ph (g) 19 19,5 20 20,5
S sn phm
5
6
14
3
Vi tin cy 90% hy c lng phng sai ca X trong hai trng hp sau:
a) Bit E(X) = 20g.
b) E(X) cha bit.
7. mt nh my dt, kim tra mt s tm vi (di 30m), thy kt qu nh sau:
S khuyt tt/tm
S tm S khuyt tt/tm
S tm
0
8
4
30
1
20
5
25
2
12
6
15
3
40
a) Hy c lng s khuyt tt trung bnh ca mi tm vi vi tin cy 95%.
b) Nu chnh xc ca c lng l 0,14 (khuyt tt) th tin cy ca c lng l
bao nhiu?
c) Vi chnh xc ca c lng l b hn 0,14, tin cy 95% th phi kim tra thm
t nht bao nhiu tm vi na.
d) u gi vi loi I l loi mi tm vi c khng qu 2 khuyt tt, hy c lng t l

vi loi I vi tin cy 99%.
8. Kim tra ngu nhin khi lng ca 28 sn phm cng loi do mt my sn xut, ta thu
c kt qu sau:
Khi lng (kg) S sp
Bit rng khi lng sn phm c lut phn phi chun.
3,9 3,94
2
a) Vi tin cy 0,95 hy tm khong c lng ca khi
3,94 3,98
7
lng trung bnh ca sn phm.
3,98 4,02
10
b) Nhng sn phm c khi lng ln hn 4,02 kg c
4,02 4,06
6
xem l sn phm loi I. Hy c lng cho t l sn phm loi I
4,06 4,1
3
vi mc ngha 1%.
c) Hy c lng phng sai ca khi lng sn phm do my sn xut tin cy 95%.
9. nghin cu nhu cu ca mt loi hng mt khu vc ngi ta tin hnh iu tra v
nhu cu ca mt hng 400 gia nh. Kt qu iu tra cho bng sau:
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Gi s khu vc c 4000 h gia

Nhu cu
S g
Nhu cu
S g
nh.
(kg/thng)
(kg/thng)
a) c lng nhu cu trung
<1
10
45
78
bnh v mt hng ny ca khu vc
12
35
56
31
trong mt nm vi tin cy 95%.
23
86
67
18
b) Khi c lng nhu cu trung
34
132
7-8
10
bnh v mt hng ny ca khu vc
trong mt nm, nu ta mun c tin cy t c 95% v chnh xc 4,8 tn th cn
iu tra v nhu cu mt hng ny bao nhiu h gia nh.
10. Gi s tri cy ca nng trng c ng thnh st, mi st c 10 tri. Kim tra 50
st c kt qu nh sau:
S tri hng/st S st S tri hng/st
S st
0
0
6
4
1
2
7
7
2
3
8
0
3
7
9
0
4
20
10
1
5
6
a) Tm c lng khong cho t l tri cy hng trong nng trng vi tin cy 95%.
b) Tm c lng khong cho t l tri cy hng trung bnh mi st vi mc ngha
5%.
c) Tm c lng khong tin cy cho phng sai ca t l tri cy hng mi st vi
tin cy 95%. Bit t l tri cy hng trung bnh E(X) = 40%.
Xc sut thng k
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KQHT 5: KIM NH GI THUYT THNG K

Bc hc 1: GII THIU CC KHI NIM
1.1 Cc khi nim:
1.1.1 Bi ton kim nh trn gi thit thng k:
Gi thit thng k l d on v :
Tham s c trng ca i lng ngu nhin, nh: gi thit v trung bnh,
phng sai, t l.
Lut phn phi xc sut ca i lng ngu nhin, chng hn, gi thit i lng
ngu nhin c lut phn phi chun.
Tnh c lp ca hai i lng ngu nhin, chng hn, gi thit i lng ngu
nhin X c lp vi i lng ngu nhin Y.
Gi s i lng ngu nhin X c tham s c trng cha bit. Gi thit v c
pht biu (H) : = 0 , km theo i thit ( H ) l mt v ch mt trong cc trng hp sau:
> 0 , < 0 , 0 .
Kim nh gi thit thng k l kt lun gi thit (i thit) ng hay sai da trn s

liu mu ngu nhin. Kt lun ni trn thng ng vi xc sut kh ln v c th sai vi
xc sut kh nh.
1.1.2 Sai lm loi I v sai lm loi II:
Gi thit lin quan n ton tng th. Nhng vic ta ch cn c vo mt mu c th
kt lun chp nhn hay bc b gi thit (H) theo cch nh trn c th dn n sai lm. C
hai loi sai lm:
a) Sai lm loi I: bc b gi thit trong khi (H) ng.
b) Sai lm loi II: chp nhn gi thit trong khi (H) sai.
Hai loi sai lm ny c tnh cht i khng, tc l mun hn ch kh nng phm sai
lm loi I, ta c xu hng lm tng kh nng phm sai lm loi II v ngc li. V mun
hn ch sai lm loi I ta c xu hng d dt trong vic bc b v s c khuynh hng d di
trong vic chp nhn. Khi li d phm sai lm loi II. Cn mun gim sai lm loi II, ta
d dt trong vic chp nhn v dn n d di trong vic bc b. iu ny lm cho nguy c
phm sai lm loi I tng ln! Tc l:
P(sai lm loi I) P(sai lm loi II)
P(sai lm loi II) P(sai lm loi I).
(Tt nhin c mt cch lm gim c hai xc sut sai lm nu tng kch thc mu n
ln. Nhng khi chi ph cng tng ln v i khi ta khng phi trc tip lm ra c s
liu).
Gii quyt mu thun ny bng cch no?
Thc ra sai lm loi I v loi II rt tng i, n khng c sn t u, m ch xc nh
khi ta t gi thit. Chng hn i vi mt bc s khm bnh, ng ta c th sai phi mt
trong hai tnh hung sai lm sau:
i/. Ngi c bnh, sau khi th nghim, ng kt lun khng c bnh.
ii/. Ngi khng bnh, sau khi th nghim, ng kt lun: nhp vin!
Sai lm no l loi I? Sai lm no l loi II? Tt nhin l cha th ni c.
Nu bc s t gi thit (H): ngi ny c bnh th trng hp i) l sai lm loi I
cn ii) l sai lm loi II. Cn nu bc s t gi thit (H): ngi ny khng bnh th
trng hp i) l sai lm loi II cn ii) l sai lm loi I.
Xc sut thng k
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Nn t gi thit th no?
Mun vy ngi ta phi xem xt sai lm no quan trng hn, tc l khi phm phi s
chu tn tht ln hn, th ta s t bi ton sai lm l loi I.
Chng hn bc s iu tr bnh lao phi. l bnh m nu pht hin iu tr gn
nh chc chn s khi, cn nu khng c pht hin kp thi iu tr th bnh s nng
dn v dn n t vong. Khi sai lm i) "c bnh bo khng" l quan trng hn, n c th
dn n t vong, cn sai lm ii) "khng bnh bo c" cng gy tn hi, nhng t tn hi
hn sai lm i). V vy vi trng hp ny ta nn t gi thit (H): ngi ny c bnh.
1.1.3 Mc ngha :
Sau khi t bi ton v xc nh c sai lm loi I, ta phi a qui tc kim nh
sao cho sai lm loi I khng vt qu mt s nh khng ng k no .
P(sai lm loi I) .
bng bao nhiu c xem l nh khng ng k? iu cn tu thuc vo mc
quan trng ca sai lm ny, c gi l mc ngha ca tiu chun.
Trn c s m bo c mc ngha , ta s c gng hn ch thp nht c th c
xc sut phm sai lm loi II.
1.2 Phng php kim nh gi thit thng k:
Cc bc kim nh mt gi thit thng k vi mc ngha kh nh c tin hnh
nh sau:
i/. Thnh lp gi thit (H) v i thit ( H ) cn c vo yu cu thc t.
ii/. Chn thng k G( G1 , G2 ,..., Gn ) thch hp sao cho: nu gi thit (H) ng th thng
k G c lut phn phi xc nh. Thng k G c gi l tiu chun kim nh cho gi thit
(H).
iii/. Da vo lut phn phi xc sut ca G, tm min W sao cho:
P(G W / (H) ng) =
Nh vy:
P(G W ) = 1 -
Min W c gi l min bc b ca gi thit (H) v c thnh lp da vo cc

phn v ca G, s c ch ra trong cc bi ton kim nh c th.
S 1 - c gi l tin cy ca c lng.
iv/. Da vo mu c th kch thc n, tnh cc thng s ca mu cn thit, thay th vo
thng k G tnh c gi tr G0 v gi l gi tr quan st thc t hay gi tr thc nghim
ca thng k G tng vi mu.
v/. Kt lun v gi thit (H) v i thit ( H ):
Nu G W th gi thit (H) b bc b, i thit ( H ) c chp nhn.
Nu G W th chp nhn gi thit (H), khi i thit ( H ) b bc b.
Nh vy, vic chp nhn hay bc b gi thit (H) v i thit ( H ) ph thuc vo
mc ngha (hay tin cy 1 - ) cho trc. Cng mt tiu chun kim nh G v cng
mt s liu mu, gi thit c chp nhn hay bc b tu thuc vo tin cy 1 - .
Xc sut thng k
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Bc hc 2: KIM NH CC THAM S
2.1 Kim nh v trung bnh:
Gi s i lng ngu nhin X c trung bnh E(X) = m cha bit. Ta a ra gi thuyt

kim nh l H: m = m0 v cc i thuyt tng ng l H : m m0
hoc H : m < m0 hoc H : m > m0
Ta xt 3 trng hp:
i). Trng hp 1: Var(X) = 2 bit v n 30 (hoc n < 30, X c phn phi chun )
Chn thng k: U =
( X m0 ) n
Nu H ng th U c phn phi chun ha, tc l U ~ N(0,1).

Vi mc ngha cho trc, ta tm c min bc b W theo cc i thuyt nh sau:
Nu H : m m0 th W = ( ;U 1 ) (U 1 ;+ )
2
Nu H : m < m0 th W = ( ;U 1 )
Nu H : m > m0 th W = (U 1 ;+ )
Vi mu c th, ta tnh c gi tr quan st l: U 0 =
( x m0 ) n
Kt lun: Nu U0W th bc b gi thuyt H, chp nhn i thuyt H
Nu U0 W th chp nhn gi thuyt H, bc b i thuyt H

V d 1: Khi lng sn phm ca i lng ngu nhin X c trung bnh qui nh m
= 100g, lch chun = 0,8g. Sau mt thi gian sn xut, ngi ta nghi ng khi lng
sn phm c xu hng tng ln. Kim tra 60 sn phm tnh c trung bnh mu x =
100,2g.
a) Vi tin cy 95%, hy kt lun v nghi ng trn.
b) Cu hi tng t vi tin cy 99%.
c) Vi tin cy ln nht c th c l bao nhiu kt lun iu nghi ng ni
trn l ng?
Gii
a) Xt gi thit (H): m = 100g. i thit ( H ): m > 100g.
Chn thng k U =
(X m0 ) n
lm tiu chun kim nh cho gi thit (H).
Trong : = 0,8g, m0 = 100g, n = 60; X : thng k nhn gi tr bng trung bnh

mu kch thc n.
Nu gi thit (H) ng th U N(0,1).
tin cy 95% nn 1 - = 0,95.
Min bc b: W = (U1 ,+ ) = (U 0.95 ,+ ) = (1,645. + ) .
Xc sut thng k
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Vi mu cho c: n = 60, x = 100,2g, ta c gi tr quan st thc t ca U l:

U0 =
(x m )
(100,2 100)
0,8
60
= 1,93
Kt lun: U 0 W Gi thit (H) b bc b, chp nhn i thit (H ) ng. Vy,

iu nghi ng khi lng sn phm tng ln l ng.
b) Li gii tng t cu a) nhng tin cy 99% nn 1 - = 0,95
Ta c min bc b l: W = (U1 ,+ ) = (U 0.99 ,+ ) = (2,326,. + ) .
Kt lun: U 0 W nn chp nhn gi thit (H), bc b i thit ( H ).
Vy, iu nghi ng khi lng tng ln l sai.
c) kt lun iu nghi ng khi lng tng ln l ng th phi bc b c gi
thit (H), ngha l: U 0 = 1,93 W = (U1 ,+ ) .
Tm gi tr 1 - ln nht c th c U1 < 1,93. Da bng phn v chun tc, ta
c 1 - = 0,973.
ii) Trng hp 2: Var(X) = 2 cha bit v n 30
Chn thng k: U =
( X m0 ) n
S'
Nu H ng th U c phn phi chun ha tc l U ~ N(0,1).

Vi mc ngha cho trc, ta tm c min bc b W tng ng vi cc i
thuyt ging nh trng hp 1.
Vi mu c th, ta tnh c gi tr quan st l: U0 =
( x m0 ) n
s'
Kt lun: Ging nh trng hp 1
iii) Trng hp 3: Var(X) = 2 cha bit v n < 30, X c phn phi chun .
Chn thng k: T =
( X m0 ) n
S'
Nu H ng th U c phn phi Student vi n -1 bc t do, T ~ T(n-1)

Vi mc ngha cho trc, ta tm c min bc b W tng ng vi cc i thuyt
nh sau:
Nu H : m m0 th W = ( ;t n 1;1 ) (t n 1;1 ;+ )
2
Nu H : m < m0 th W = ( ;t n 1;1 )
Nu H : m > m0 th W = (t n 1;1 ;+ )
Vi mu c th, ta tnh c gi tr quan st l: t 0 =
Xc sut thng k
( x m0 ) n
s'
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Kt kun: Nu t0 W th bc b gi thuyt H, chp nhn i thuyt H
Nu t0 W th chp nhn gi thuyt H, bc b i thuyt H

V d 2: di chi tit my l i lng ngu nhin X c lut phn phi chun. Kim
tra 28 sn phm thu c s liu nh sau: (n v tnh cm)
20,10 20,05 20,03 19,98 20,00 20,02 20,01
20,00 20,02 19,99 19,97 20,02 19,99 19,96
19,97 20,00 20,00 20,02 20,03 19,97 20,00
20,01 20,04 19,99 20,03 20,02 20,00 20,04
Vi tin cy 95%, c th cho rng trung bnh di chi tit my bng 20cm hay
khng?
Gii
Xt gi thit (H): m = 20cm. i thit ( H ): m 20cm.
Chn thng k: T =
(X m0 ) n
S'
Trong : m0 = 20, n = 28, X , s: ln lt l cc thng k nhn gi tr bng trung

bnh mu v lch tiu chun iu chnh mu.
Nu gi thit (H) ng th T c lut phn phi Student bc t do n 1 = 27, T T(27).
tin cy 95% nn 1 - = 0,95 suy ra 1 = 0,975 .

2
Min bc b:
W = ,T (n 1) U T (n 1),+
1
2
1 2
= ( ,T0.975 (27 )) U (T0.975 (27 ),+ )

= ( ,2,052 ) U (0,052,+ )
Vi mu cho: n = 28, x = 20,01cm, s= 0,024cm. Ta c gi tr thc nghim ca

T tng ng vi mu l:
T0 =
(20,01 - 20) 28
= 2,205
0,024
Kt lun: T0 W Gi thit (H) b bc b, i thit (H ) c chp nhn. Vy,

khng th cho rng trung bnh di chi tit my bng 20cm.
V d 3: Mt nhm ngi nghin cu tuyn b rng trung bnh mt ngi vo siu
th X tiu ht 140 nghn ng. Chn ngu nhin 50 ngi mua hng, tnh c s tin trung
bnh h tiu l 154 nghn ng vi lch tiu chun iu chnh ca mu l s=62. Vi
mc ngha 0,02 hy kim nh xem tuyn b ca nhm ngi nghin cu c ng hay
khng?
V d 4: Trng lng ca cc bao go l i lng ngu nhin X c phn phi
chun vi trng lng trung bnh l E(X) = 50 kg. Sau mt khong thi gian hot ng,
ngi ta nghi ng trng lng cc bao go c thay i. Cn th 25 bao v thu c kt
qu nh sau:
X (khi lng)
Xc sut thng k
ni (s bao)
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48 48,5
48,5 49
49 49,5
10
49,5 50
50 50,5
Hy kt lun iu nghi ng ni trn.

2.2 Kim nh v t l:
Gi s tng th c hai loi phn t (phn t c tnh cht A v khng c tnh cht A).
Gi p l t l phn t c tnh cht A ca tng th. Ta a ra gi thuyt v kim nh H: p =
p0. Khi , H s nhn mt trong cc i thuyt tng ng l:
H : p p0
hoc H : p < p0 hoc H : p > p0

Chn thng k U =
( f p0 ) n
p0 q0
Nu H ng th U c phn phi chun ha tc l U ~ N(0,1).

thuyt nh sau:
Nu H : p p0 th W = ( ; U 1 ) (U 1 ; + )
2
Nu H : p < p0 th W = ( ;U 1 )
Nu H : p > p0 th W = (U 1 ;+ )
Vi mu c th, ta tnh c gi tr quan st l: U 0 =
( f p0 ) n
p0 q0
Trong f l t l phn t c tnh cht A.

Kt kun: Nu U0 W th bc b gi thuyt H, chp nhn i thuyt H
Nu U0 W th chp nhn gi thuyt H, bc b i thuyt H

V d 5: T l ph phm ca my l p = 5%. Sau khi ci tin k thut, kim tra 400
sn phm c 12 ph phm. Vi tin cy 99%, c th kt lun vic ci tin k thut c hiu
qu hay khng?
Xt gi thit (H): p = 0,05. i thit (H ) : p < 0,05.
Chn thng k: U =
(f
p) n
lm tiu chun kim nh gi thit (H).
pq
Trong : p0 = 0,05, q0 = 1 0,05 = 0,95, n = 400, f l thng k nhn gi tr bng

t l mu.
Xc sut thng k
trang 119
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tin cy 99% nn 1 - = 0,99.

Min bc b: W = ( ,U ,.99 ) = ( ,2,326) .
Vi mu c kch thc n = 400 v t l mu f =
12
= 0,03 . Ta c gi tr quan st
400
thc t ca U l:
U0 =
(0,03 0,05) 400

(0,05)(0,95)
= 1,835
Kt lun: U 0 W Chp nhn gi thit (H), bc b i thit (H ) . Vy, cha th

cho rng vic ci tin k thut c hiu qu.
2.3 Kim nh v phng sai:
Gi s i lng ngu nhin X c phn phi chun vi phng sai Var(X) = 2
cha bit. Ta a ra gi thuyt kim nh H: 2 = 20. Khi , H s nhn mt trong cc
i thuyt tng ng l:
H : 2 20
hoc H : 2 < 20 hoc H : 2 > 20

Chn thng k
=
2
( n 1) s ' 2
02
Nu H ng th 2 c phn phi 2 ~ 2 (n -1).

thuyt nh sau:
2
2
Nu H : 2 20 th W = ( ; n 1; ) ( n 1;1 ;+ )
2
Nu H : 2 < 20 th
W = ( ; n2 1; )
Nu H : 2 > 20 th
W = ( n21;1 ; + )
Vi mu c th, ta tnh c gi tr quan st l:
=
2
0
( n 1) s ' 2
02
Kt kun: Nu 20 W th bc b gi thuyt H, chp nhn i thuyt H
Nu 20 W th chp nhn gi thuyt H, bc b i thuyt H

V d 6: Khi lng sn phm do h thng my sn xut l i lng ngu nhin X
c lut phn phi chun, phng sai Var(X) = 15 g 2 . Sau mt thi gian sn xut, ngi ta
nghi ng rng khi lng cc sn phm c sn xut ra khng n nh. Kim tra 25 sn
phm, tnh c phng sai iu chnh s' 2 = 26 g 2 . Vi tin cy 99%, hy kt lun v nghi
ng trn.
Xt gi thit (H): 2 = 15g 2 . i thit H : 2 > 15g 2 .
( )
Xc sut thng k
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Chn thng k: 2 =
(n 1)S ' 2 lm tiu chun kim nh cho gi thit (H).

2
0
Trong : 02 = 15g 2 , n = 25, S ' 2 l thng k nhn gi tr bng phng sai iu

chnh mu.
Nu gi thit (H) ng th 2 c lut phn phi khi bnh phng bc t do n - 1 =
24, 2 2 ( 24)
Vi tin cy 99% nn 1 - = 0,99
Min bc b: W = (12 (n 1),+ ) = ( 02,99 (24 ),+ ) = (42,98,+ )
Vi mu c th c n = 25, s' 2 = 26 . Ta c gi tr quan st thc t ca 2 l:
02 =
(n 1)s'2
2
0
(25 1)(. 26) = 41,6

15
Kt lun: 02 W Chp nhn gi thit (H), bc b i thit (H ) .Vy, iu nghi

ng l sai.
2.4 Kim inh v s bng nhau ca hai trung bnh:
Gi s hai i lng ngu nhin X v Y c lp c lut phn phi chun vi hai tham
s trung bnh E(X) v E(Y) cha bit.
Xt gi thit (H): E(X) = E(Y). i thit (H ) l mt v ch mt trong cc trng hp

sau: E(X) > E(Y), E(X) < E(Y), E(X) E(Y).
Vi s kh nh, hy kim nh gi thit (H) vi mc ngha .
Ta c cc trng hp sau:
1. Trng hp 1:
Phng sai Var(X) = X2 , Var(Y) = Y2 a biet .
Lp mu ngu nhin WX = (X 1 , X 2 ,..., X n ), WY = (Y1 , Y2 ,..., Yn

X
) i vi X v Y.
Thng k c chn lm tiu chun kim nh cho gi thit (H) l:

U =
X Y (E ( X ) E (Y ) )
X2
nX
Y2
nY
Trong : + X , Y : ln lt l cc thng k nhn gi tr bng trung bnh mu ca i

lng ngu nhin X v Y.
+ nX , nY : ln lt l kch thc mu ca i lng ngu nhin X v Y.
+ X2 , Y2 : ln lt l phng sai ca i lng ngu nhin X v Y.
Nu gi thit (H) ng th U =
X Y
X2
nX
Xc sut thng k
Y2
c lut phn phi chun tc: U N(0,1).
nY
trang 121
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Vi mu c th wx = (x1 , x2 ,..., xn ), wy = ( y1 , y2 ,..., yn

X
) ca i lng ngu nhin X v
Y, tnh c x, y ln lt l trung bnh mu c th ca i lng ngu nhin X v Y. Ta c

gi tr quan st thc t ca thng k U tng ng vi mu c th l:
x y
U0 =
X2
nX
Y2
nY
Min bc b W c thnh lp theo dng U nh sau:

Nu ( H ) c dng E(X) > E(Y) th W = (U1 ,+ ) .
Nu ( H ) c dng E(X) < E(Y) th W = ( ,U1 ) .
Nu ( H ) c dng E(X) E(Y) th: W = ,U U U ,+

1
1
V d 7: Trng lng sn phm do hai nh my sn xut l i lng ngu nhin c

lut phn phi chun v c cng lch tiu chun l = 1kg . Vi mc ngha = 0,05,
c th xem trng lng trung bnh ca sn phm do hai nh my sn xut ra l nh nhau
hay khng? Nu cn th 25 sn phm ca nh my A ta tnh c x = 50kg , cn 20 sn
phm ca nh my B th tnh c y = 50,6kg .
Gi trng lng ca nh my A l X, trng lng ca nh my B l Y.

Ta c X, Y l cc i lng ngu nhin c lut phn phi chun.
V Var ( X ) = Var (Y ) = 1
Xt gi thit (H): E(X) = E(Y). i thit (H ) : E(X) E(Y).
Chn thng k: U =
X Y ( E ( X ) E (Y ))
X2
nX
Y2
nY
Trong : + X , Y : ln lt l cc thng k nhn gi tr bng trung bnh mu ca

i lng ngu nhin X v Y.
+ n X , nY : ln lt l kch thc mu ca i lng ngu nhin X v Y.
+ X2 , Y2 : ln lt l phng sai ca i lng ngu nhin X v Y.
X Y
Vi gi thit (H) ng th U =
X2
nX
Vi mc ngha = 0,05 1
Y2
c lut phn phi chun tc.
nY
= 0,975 U = 1,96
Min bc b: W = ,U U U ,+
1
1
= ( ,U 0.975 ) U (U 0.975 + ) = ( ,1,96 ) U (1,96,+ )

Xc sut thng k
trang 122
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Vi mu c th c n X = 25, nY = 20, x = 50kg , y = 50,6kg , ta tnh c gi tr quan

st thc t ca U l:
U0 =
x y
X2
nX
Y2
nY
50 50,6
= 2
1
1
+
25 20
Kt lun: U 0 W bc b gi thit (H), chp nhn i thit (H ) . Vy trng

lng trung bnh ca sn phm sn xut hai nh my l khc nhau.
2. Trng hp 2:
Phng sai Var(X), Var(Y) cha biet,
Kch thc mau n X 30 , n Y 30 .

X
) i vi X v Y.

U =
X Y (E ( X ) E (Y ) )
S '2X S 'Y2
+
nX
nY

lng ngu nhin X v Y.
+ nX , nY : ln lt l kch thc mu ca i lng ngu nhin X v Y.
+ S '2X , S 'Y2 : ln lt l thng k nhn gi tr bng phng sai iu chnh mu
ca i lng ngu nhin X v Y.
X Y
S '2X S 'Y2
+
nX
nY
c lut phn phi chun tc: U N(0,1).

X
) ca i lng ngu nhin X v
Y, tnh c x, y, s'2X , s'Y2 ln lt l trung bnh, phng sai iu chnh ca mu c th ca

i lng ngu nhin X v Y. Ta c gi tr quan st thc t ca thng k U tng ng vi
mu c th l:
U0 =
x y
s '2X s 'Y2
+
nX nY
Min bc b W c thnh lp theo dng U ging (5 - 3) ca trng hp 1.

V d 8: Theo mt ti liu ca vin nghin cu pht trin gia cm th hai ging g X
v Y c trng lng trung bnh 3 thng tui l nh nhau. Ta nui th mi ging 100 con
v 3 thng tui cn li ta tnh c kt qu tng ng l:
x = 1825g ,
Xc sut thng k
s'2X = 1628g 2 ,
y = 1937 g ,
s'Y2 = 1876g 2
trang 123
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Hy cn c vo mu cho nhn xt v ti liu trn vi mc ngha 1%
Xt gi thit (H): E(X) = E(Y). i thit (H ) : E(X) E(Y).

Chn thng k: U =
X Y (E ( X ) E (Y ) )
S '2X S 'Y2
+
nX
nY
Trong : + n X = 100, nY = 100.

+ X , Y , S '2X , S 'Y2 : ln lt l cc thng k nhn gi tr bng trung bnh mu,
phng sai iu chnh mu ca i lng ngu nhin X v Y.
X Y
S '2X S 'Y2
+
nX
nY
Mc ngha 1% nn = 0.01 1
c lut phn phi chun tc.
= 0,995.
Min bc b: W = ,U U U ,+ = ( ,U 0.995 ) U (U 0.995 + )

1
1
= ( ,2,576 ) U (2,576,+ )
Vi mu cho c n X = 100, nY = 100, x = 1825g , y = 1937 g , s'2X = 1628g 2 , s'Y2 = 1876g 2 .

Ta c gi tr thc t ca U l:
U0 =
x y
s ' 2X s ' Y2
+
n X nY
1825 1937
1628 1876
+
100 100
= 18
Kt lun: U 0 W chp nhn gi thit (H), bc b i thit (H ) . Vy ti liu ca

vin nghin cu l chnh xc.
3. Trng hp 3:
Phng sai Var(X) = 2 , Var(Y) = 2 cha biet,

X
Y
Kch thc mau n X < 30, n Y < 30,
s'
s 'Y
Gia s s ' X s ' Y ( X < 1,5 neu s ' X > s ' Y hoac
< 1,5 neu s ' Y > s ' X )
s 'Y
s' X

X
) i vi X v Y.

T =
Xc sut thng k
X Y (E ( X ) E (Y ) )
1
1
S.
+
n X nY
trang 124
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lng ngu nhin X v Y.
+ S '2X , S 'Y2 : ln lt l thng k nhn gi tr bng phng sai iu chnh mu
ca i lng ngu nhin X v Y.
+S=
(nX 1)S '2X +(nY 1)S 'Y2 c gi l phng sai gp.

mX + nY 2
Nu gi thit (H) ng th T =
X Y
1
1
S.
+
n X nY
c lut phn phi Student bc t do
(n X + nY 2) : T T( n X + nY -2).

X
ca i lng ngu nhin X
v Y, tnh c x, y, s'2X , s'Y2 ln lt l trung bnh, phng sai iu chnh ca mu c th

ca i lng ngu nhin X v Y. Ta c gi tr quan st thc t ca thng k U tng ng
vi mu c th l:
T0 =
x y
1
1
s.
+
n X nY
vi
s=
(nX 1)s'2X +(nY 1)s'Y2

nX + nY 2
Min bc b W c thnh lp theo dng T (vi bc t do (n X + nY 2) ) nh sau:
(
+ n 2),+ ).
= ( ,T ( n + n 2) ).
Nu ( H ) c dng E(X) > E(Y) th W = T1 ( n

Nu ( H ) c dng E(X) < E(Y) th W
Nu ( H ) c dng E(X) E(Y) th
W = ,T ( n + n 2) U T ( n + n 2),+
X
Y
X
Y
1
2
1 2
V d 9: Dng hai phng php cng lm mt loi sn phm. Phng php A

c mt nhm 12 ngi thc hin c nng sut trung bnh l 45 sn phm trong mt ca
lm vic, vi lch tiu chun iu chnh mu l 5 sn phm. Phng php B c mt
nhm 15 ngi khc thc hin, c nng sut trung bnh l 53 sn phm trong mt ca lm
vic, vi lch tiu chun iu chnh mu l 6 sn phm. Vi mc ngha = 0,05, hy
kim tra hiu qu ca hai phng php ny c bng nhau khng?
Gi X, Y ln lt l s sn phm c sn xut ra t phng php A v B.

Xt gi thit (H): E(X) = E(Y). i thit (H ): E(X) E(Y).
Theo gi thit bi ton ta c: s ' X = 5, s'Y = 6
s 'Y
6
= = 1,2 < 1,5
s' X 5
s ' X s 'Y
Xc sut thng k
trang 125
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Chn thng k lm tiu chun kim nh cho gi thit (H) l:
(nX 1)S '2X +(nY 1)S 'Y2
X Y (E ( X ) E (Y ) )
, trong S =
1
1
+
S.
n X nY
T =
Nu gi thit (H) ng th T =
mX + nY 2
X Y
1
1
+
S.
n X nY
c lut phn phi Student bc t do
(n X + nY 2) : T T( n X + nY -2).
Vi mc ngha = 0,05
T
(n
Min bc b:
+ n 2) = T
Y
= 0,025 1
(12 + 15 2) = T
= 0,975
( 25) = 2,060
W = ,T ( n + n 2) U T ( n + n 2),+
X
Y
X
Y
1
2
1 2
= ( ,2,060) U (2,060,+ )
Vi mu cho c n X = 12, nY = 15, x = 45, y = 53, s' X = 5, s'Y = 6 , ta tnh c gi

tr ca phng sai gp tng ng vi mu l:
(nX 1)s'2X +(nY 1)s'Y2
s=
n X + nY 2
11,25 + 14,36
5,58
12 + 15 2
Suy ra gi tr quan st thc t ca T l:

T0 =
x y
45 53
=
3,7
1
1
1
1
s.
+
(5,58).
+
n X nY
12 15
Kt lun: T0 W Bc b gi thit (H), chp nhn i thit (H ). Vy hiu qu

ca hai phng php ny khng bng nhau.
4. Trng hp 4: So snh cp.
Gi s hai i lng ngu nhin X v Y c hai mu ngu nhin cng kch thc n:
WX = (X 1 , X 2 ,..., X n ), WY = (Y1 , Y2 ,..., Yn ) vi cc X i va Yi (i = 1, n ) tng i mt tng ng.
Cn kim nh gi thit (H): E(X) = E(Y).
X
gii bi ton ny ta xt hiu s: D = X Y.

Suy ra D cng l i lng ngu nhin.
Gi X , Y , ln lt l trung bnh ca i lng ngu nhin X, Y, D.
Vi mu c th wx = (x1 , x2 ,..., xn ), wy = ( y1 , y2 ,..., yn ) ca hai i lng ngu nhin X

v Y, ta tnh c mu c th ca i lng ngu nhin D: wd = (d1 , d 2 ,..., d n ) vi
X
di = xi yi , i = 1, n .
Xc sut thng k
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Gi thit ta mun kim nh: (H): X = Y c quy v bi ton kim nh gi thit:

(H): X Y = 0 hay (H): = 0 .
Nh vy, ta a bi ton so snh v bi ton kim nh gi thit v trung bnh
2. Tuy nhin, trong trng hp ny kch thc mu n ca cc i lng ngu nhin
thng nh hn 30 (n <30) v phng sai X2 , Y2 l cha bit, nn bi ton kim nh ri
vo trng hp 3. Ta thc hin nh sau:
T=
D n
S 'D
trong : . n: kch thc mu.

. D, S ' D ln lt l thng k nhn gi tr bng trung bnh v lch
tiu chun iu chnh mu c th ca i lng ngu nhin D.
T
Nu gi thit (H) ng th T c lut phn phi Student bc t do (n 1):

T(n 1).

X
) X v Y, ta tm c mu c
th wd = (d1 , d 2 ,..., d n ) ca D. T ta tnh c trung bnh mu d v lch tiu chun

iu chnh s' D . Ta c gi tr quan st thc t ca T l:
d. n
s 'D
T0 =
Min bc b W c thnh lp theo dng T (vi bc t do (n X + nY 2) ) nh sau:

Nu ( H ) c dng E(X) > E(Y) th W = (T1 ( n 1),+ ) .
Nu ( H ) c dng E(X) < E(Y) th W = ( ,T1 (n 1) ) .
Nu ( H ) c dng E(X) E(Y) th: W = ,T ( n 1) U T ( n 1),+

1
1
V d 10: Ngi ta tin hnh mt cuc kho st v gi c ca hai ca hiu thc

phm ln trong thnh ph, 12 mt hng thng dng nht c chn ngu nhin v gi ca
chng bn hai ca hiu c ghi li nh sau:
Mt hng
Ca hiu A
0,89 0,59 1,29 1,50 2,49 0,65
Ca hiu B
0,95 0,55 1,49 0,69 2,39 0,79
Mt hng
10
11
12
Ca hiu A
0,99 1,99 2,25 0,50 1,99 1,79
Ca hiu B
0,99 1,79 2,39 0,59 2,19 1,99
Xc sut thng k
trang 127
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Vi mc ngha = 2%, hy kim nh xem c s khc nhau v gi c trung bnh

ca cc mt hng hai ca hiu hay khng?
Gi X, Y ln lt l gi ca cc mt hng c hiu A v B.
Xt gi thit (H): E(X) = E(Y), i thit ( H ): E(X) E(Y).
T=
D n
S 'D
trong : . n: kch thc mu.

. D, S ' D ln lt l thng k nhn gi tr bng trung bnh v lch
tiu chun iu chnh mu c th ca i lng ngu nhin D.
Nu gi thit (H) ng th T c lut phn phi Student bc t do (n 1): T T(n
1).
Vi mc ngha = 2% = 0,02
T
= 0, 01 1
= 0,99
( n 1) = T0,99 (11) = 2,718
Min bc b: W = ,T (n 1) U T ( n 1),+ = ( , 2, 718) U (2,718,+ )

1
1
Vi mu c th cho trong gi thit, ta lp bng cc gi tr ca hiu s D = X Y:

Mt hng
D=XY
0,89 0,95
- 0,06
0,59 0,55
0,04
1,29 1,49
- 0,2
1,50 1,69
- 0,19
2,49 2,39
0,1
0,65 0,79
- 0,14
0,99 0,99
1,99 1,79
0,2
2,25 2,39
- 0,14
10
0,50 0,59
- 0,09
11
1,99 2,19
- 0,2
12
1,79 1,99
- 0,2
T bng ny ta tnh c: d = 0,073 ; s 'D = 0,133

Xc sut thng k
trang 128
Trng i hc Tr Vinh
Suy ra:
T0 =
QT7.1/PTCT1-BM-7
d . n ( 0,073) 12
=
= 1,901
s 'D
0,133
Kt lun: T0 W Chp nhn gi thit (H). Vy gi c trung bnh ca cc mt

hng bn hai ca hiu l khng khc nhau.
2.5 Kim nh v s bng nhau ca hai t l:
Gi s hai i lng ngu nhin X v Y c t l phn t c tnh cht A l p X , pY cha
bit.
Xt gi thit (H): p X = pY = p0 . i thit (H ) l mt v ch mt trong cc trng hp
sau: p X > pY , p X < pY , p X pY
Cho s kh nh, hy kim nh gi thit (H) vi mc ngha .
Ly mu ngu nhin WX = (X 1 , X 2 ,..., X n ), WY = (Y1 , Y2 ,..., Yn ) i vi X, Y.
X
U =
f X fY ( p X pY )
1
1
p0 q0
+
n X nY
Trong :
+ f X , fY : ln lt l thng k nhn gi tr bng t l phn t c tnh cht A ca i
lng ngu nhin X v Y.
+ p0 : gi tr trong gi thit (H).
+ q0 = 1 p0
+ n X , nY : ln lt l kch thc mu ca i lng ngu nhin X v Y ( nX , nY kh
ln).
f X fY
c lut phn phi chun:U N(0,1).
1
1
p0 q0
+
n X nY
, wy = y1 , y2 ,..., ynY c f X , f Y ln lt l t l phn t
(
)
Vi mu c th wx = (x1 , x2 ,..., xn )
c tnh cht A ca i lng ngu nhin X v Y. Ta c gi tr quan st thc t ca thng k
U tng ng vi mu nh sau:
X
U =
f X fY
1
1
p0 q0
+
n X nY
Ch : Nu gi thit cha cho p0 th ta th p0 bng p* , vi p* c tnh nh sau:
p* =
nX . f X + nY . fY
nX + nY
q* = 1 p* thay th cho q0 .

Nu ( H ) c dng p X > pY th W = (U1 ,+ ) .
Nu ( H ) c dng p X < pY th W = ( ,U1 ) .
Xc sut thng k
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Nu ( H ) c dng p X pY th: W = ,U U U ,+
1
1
V d 11: T hai tng th tin hnh hai mu vi n X = 100, nY = 100 quan st. Tnh
c f X = 0,2 ; fY = 0,3 . Hy kim nh gi thit (H): p X = pY vi mc ngha 1%.
Xt gi thit (H): p X = pY . i thit (H ) : p X pY
U=
FX Fy ( p X pY )
1
1
p*q*
+
nX nY
Trong :
+ FX , FY : ln lt l thng k nhn gi tr bng t l phn t c tnh cht A ca
i lng ngu nhin X v Y.
n X . f X + nY . f Y
, q* = 1 p*
n X + nY
FX FY
c lut phn phi chun: U N(0,1).
1
1
p0 q0
+
n X nY
+ p* =
Vi mc ngha 1% = 0,01 1 -
= 0,995.
W = ,U U U ,+ = ( ,U 0.995 ) U (U 0.995 ,+ )
1
2
1 2
= ( ,0,576 ) U (2,576,+ )
Vi mu c th c n X = 100, nY = 120, f X = 0,2, fY = 0,3
100.(0,2) + 120.(0,3)
Suy ra:
p* =
= 0,255
100 + 120
f X fY
Ta c gi tr thc t ca U l: U 0 =
1
1
p*q*
+
n X nY
=
0,2 0,3
(0,255)(0,745) 1 + 1
100 120
1,695
Kt lun: U 0 W Chp nhn gi thit (H), bc b i thit (H ) .

2.6 Kim nh v s bng nhau ca hai phng sai:
Gi s hai i lng ngu nhin X v Y c lp, cng c lut phn phi chun vi cc
tham s tng ng X2 , Y2 cha bit.
Xt gi thit (H): X2 = Y2 . i thit (H ) : X2 > Y2 .
Cho s kh nh, hy kim nh gi thit (H) vi mc ngha .

Xc sut thng k
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X
) i vi X, Y.

F=
S X2 / X2
SY2 / Y2
Trong : S X2 , SY2 : ln lt l thng k nhn gi tr bng phng sai mu ca i lng

ngu nhin X v Y.
Nu gi thit (H) ng th F =
(n X
1 , nY 1) : F F ( n
1, n
S X2
c lut phn phi Fisher Snedecor bc t do
SY2
1)
Vi mu c th wx = (x1 , x2 ,..., xn ), wy = (y1 , y 2 ,..., y n ) ln lt c sX2 , sY2 l phng sai

mu ca i lng ngu nhin X v Y. Ta c gi tr quan st thc t ca thng k F tng
ng vi mu nh sau:
X
F0 =
sX2
sY2
Min bc b W c thnh lp theo dng F (bc t do (n X 1 , nY 1) ) nh sau:
W = F1 ( n 1 , n 1),+
X
V d 12: Mt phn ng ho hc c th c kch thch bi hai cht xc tc A v B

khc nhau. Ngi ta nghi ng rng tc xy ra phn ng do cht xc tc A kch thch
khng n nh bng cht xc tc B kch thch. Ly mu gm 12 nhm phn ng dng cho
cht xc tc A, tnh c phng sai iu chnh l 0,35 s 2 . Ly mu gm 10 nhm phn
ng dng cho cht xc tc B, tnh c phng sai iu chnh l 0,14 s 2 . Vi mc ngha
= 5% , hy kim nh iu nghi ng trn. Bit rng tc xy ra cc phn ng c lut
phn phi chun.
Gi X, Y ln lt l tc xy ra phn ng do cht xc tc A, B kch thch cng c

lut phn phi chun v Var(X), Var(Y) cha bit.
Xt gi thit (H): X2 = Y2 . i gi thit (H ) : X2 > Y2 .

F=
S X2 / X2
SY2 / Y2
Trong : S X2 , SY2 : ln lt l thng k nhn gi tr bng phng sai mu ca i

lng ngu nhin X v Y.
S X2
Nu gi thit (H) ng th F = 2 c lut phn phi Fisher Snedecor bc t do
SY
(n X 1 , nY 1) : F F ( n 1 , n 1 ) .
X
Vi mu c th c s X2 = 0,35 s 2 , sY2 = 0,14 s 2 , ta c gi tr quan st thc t ca thng

k F tng ng vi mu nh sau:
Xc sut thng k
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F0 =
s X2
0,35
=
= 2,5
2
sY
0,14
Vi mc ngha = 5% = 0,05 1 = 0,95 v n X = 12, nY = 10 ta c:

F1 ( n 1, n 1) = F0.95 (11, 9) = 3,1
Min bc b:
W = F1 ( n 1, n 1),+ = (3,1,+ )
X
Kt lun: F0 W Chp nhn gi thit (H). Vy, cha th cho rng tc xy ra

phn ng do cht xc tc A kch thch khng n nh bng cht xc tc B kch thch.
BI TP
1. Ti mt khu vn trng xoi ct Ho Lc, iu tra trng lng ca cc tri xoi,
mt ngi cn th mt 100 tri xoi v kt qu c cho bng sau:
Trng lng (g)
S tri
Trng lng (g)
S tri
450 500
650 700
22
500 550
10
700 750
550 600
24
750 800
600 650
34
a) Nu ngi cho bit trng lng trung bnh ca cc tri xoi l 610g vi tin cy
95% th c th chp nhn c khng?
b) Nhng tri xoi c trng lng t 650g tr ln c xem l loi I. Ngi cho bit
t l loi I l 25% vi tin cy 99% th c ng hay khng?
c) Nhng tri xoi khng phi l loi I th l loi II. Vi tin cy 95% c th khng
nh trng lng trung bnh ca cc tri xoi loi II l 580g c khng?
2. Hm lng du trung bnh trong mt tri cy lc u l 5%. Ngi ta chm sc bng
mt loi phn N v sau mt thi gian, kim tra mt s tri ta c kt qu nh sau:
Hm lng du (%)
S tri
Hm lng du (%)
S tri
15
51
21 25
59
47
25 29
9 13
39
29 33
13 17
36
33 37
17 21
32
a) Cho bit kt lun v loi phn N trn vi mc ngha 1%.

b) Tm mt c lng cho hm lng du trung bnh ca loi tri cy sau chm bn
vi tin cy 99,6%.
c) Gi s vi s liu iu tra trn, mun c lng hm lng du trung bnh vi
chnh xc 0,8 (%) th tin cy t c l bao nhiu?
Xc sut thng k
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d) Nhng tri c hm lng du t 21% tr ln l loi A. C th xem t l loi A l 5%

c khng vi mc ngha 5%.
e) Hy c lng cho t l loi A vi tin cy 95%.
f) C th xem phng sai ca hm lng du l 5% c khng vi mc ngha 5%
(gi thit hm lng ny c lut phn phi chun).
3. Trong mt nh my sn xut bnh ko, mt my t ng sn xut ra cc thanh socola
vi trng lng trung bnh quy nh l 250g, bit rng trng lng cc thanh socola c
sn xut ra c lut phn phi chun N( , 5 2 ). Sau mt thi gian ngi ta nghi ng rng
trng lng trung bnh ca cc thanh socola c sn xut ra t my t ng nh hn quy
nh. Kim tra 16 thanh socola ta c kt qu sau:
Trng lng (g)
S thanh Trng lng (g)
S thanh
236 240
248 252
240 244
252 256
244 248
256 260
Vi mc ngha = 0.012, hy kim nh iu nghi ng trn.

4. Trng lng trung bnh khi xut chung mt tri chn nui g trc y l 3,3
kg/con. Nm nay ngi ta s dng mt loi thc n mi, cn th 15 con g khi xut chung
ta c cc s liu sau:
3,25
2,50
4,00
3,75
3,80
3,90
4,02
3,80
3,20
3,82
3,40
3,75
4,00
3,50
3,60
a) Vi mc ngha = 0,05, hy cho kt lun v tc dng ca loi thc n ny.

b) Nu tri chn nui bo co trng lng trung bnh khi xut chung l 3,5 kg/con th
c chp nhn c hay khng?
5. o ch s m sa ca 1340 con lai H n F1 ta c bng s liu:
Ch s m sa
S b
Ch s m sa
S b
3,0 3,6
5,4 6,0
22
3,6 4,2
6,0 6,6
15
4,2 4,8
35
6,6 7,2
4,8 5,4
43
a) Hy c lng ch s m sa trung bnh ca ging b lai trn vi tin cy 99%.

b) Bit rng ch s m sa ca ging b H Lan thun chng l 4,95. Vi mc ngha
1%, hy cho kt lun v hiu qu ca vic lai ging.
6. nghin cu tc dng ca mt cht kch thch sinh trng i vi nng sut ng,
ngi ta ghi li kt qu 5 mnh rung th nghim v 5 mnh rung i chng c bng
s liu sau (tnh theo t/ha):
Nng sut ng trn cc mnh rung th nghim: X

Xc sut thng k
60
58
29
39
47
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Nng sut ng trn cc mnh rung i chng : Y
55
53
30
37
49
Vi mc ngha 5%, hy cho kt lun v hiu qu ca cht kch thch trn, coi nng
sut ng l i lng c lut phn phi chun.
7. Cn th 100 tri cy nng trng I, ta c kt qu nh sau:
Trng lng X (g)
S tri
15 35
12
35 55
26
55 75
35
75 95
22
95 115
Cn th 150 tri cy nng trng II, ta c kt qu nh sau:

Trng lng Y (g)
S tri
Trng lng Y (g)
S tri
45 50
70 75
18
50 55
75 80
12
55 60
15
80 85
60 65
32
85 90
65 70
47
90 95
a) Hy c lng trng lng trung bnh ca cc tri cy hai nng trng trn vi
tin cy 95%.
b) C th xem trng lng trung bnh ca tri cy hai nng trng ny bng nhau c
khng vi mc ngha 1%.
c) Nhng tri cy c trng lng ln hn 75g c xem l loi I. Hy c lng t l
tri cy loi I ca nng trng vi mc ngha 3%.
d) C th cho rng t l tri cy loi I ca nng trng I ln hn t l tri cy loi I ca
nng trng II c khng vi mc ngha 5%.
e) Nu cho rng trng lng trung bnh ca tri cy loi I nng trng I ln hn trng
lng trung bnh ca tri cy loi I nng trng II vi tin cy 95% th c c khng?
Bit rng trng lng ca cc tri cy loi I c lut phn phi chun.
f) Tng t cu e) vi trng lng ca tri cy loi I c phn phi chun N ( , 6 2 ) .
8. Trc v sau dp Tt gi ca mt hng A ti 8 ca hiu trong thnh ph nh sau:
Ca hiu
Trc Tt
Sau Tt
Ca hiu
Trc Tt
Sau Tt
95
98
105
109
109
105
99
105
99
99
109
115
98
99
102
110
Xc sut thng k
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Vi mc ngha 5%, hy kim nh xem c phi c khuynh hng tng gi sau Tt i

vi mt hng A hay khng?
9. C hai l chut th nghim tng trng vi hai khu phn n khc nhau. L th nht cho
n khu phn n nhiu m. L th hai cho n khu phn n t m hn. S tng trng ca
hai l chut sau mt thi gian c ghi li nh sau (v: mg):
L th nht: 123, 134, 146, 104, 119, 124, 161, 107, 83, 113, 129, 97.
L th hai : 70, 118, 85,
107, 132, 94,
101, 100.
a) Vi mc ngha 5%, hy nhn nh vic cho n m c tc dng tng trng hay

khng?
b) Vi mc ngha 5%, c th xem vic cho n m lm cho chut tng trng khng
ng u hay khng?
10. Mt thy gio dy Ton cho rng vic cho hc sinh n tp mt vi bui trc khi thi c
tc dng tt ti kt qu hc tp ca cc em. Mt mu gm 21 hc sinh c chn theo
di im thi ca cc em trc v sau khi n tp. Kt cho bng sau y:
Hc
sinh
im thi
im thi
trc n tp
sau n tp
Hc
sinh
im thi
22
21
11
28
27
26
29
12
24
25
17
15
13
27
27
20
20
14
18
20
28
26
15
20
23
31
32
16
14
16
23
25
17
24
26
13
14
18
15
20
19
19
19
19
20
10
25
27
20
18
17
21
27
19
im thi
trc n tp sau n tp
Vi mc ngha 5%, c th kt lun rng sau khi c n tp kt qu thi ca hc sinh

tt hn hay khng?
Xc sut thng k
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KQHT6: XC NH TNG QUAN V HI QUI

Bc hc 1: TNG QUAN
1.1 Mi quan h gia hai i lng ngu nhin:
Khi kho st hai i lng ngu nhin X v Y ta thy gia chng c th c mt s quan
h sau:
i) X v Y c lp nhau, tc l vic nhn gi tr ca i lng ngu nhin ny
khng nh hng n vic nhn gi tr ca i lng ngu nhin kia.
ii) X v Y c mi quan h ph thuc hm s Y = ( X ) .
iii) X v Y c s ph thuc tng quan v khng tng quan.
1.2 H s tng quan:
1.2.1 Moment tng quan (Covarian):
nh ngha: Moment tng quan (hip phng sai) ca hai i lng ngu nhin X
v Y, k hiu cov(X,Y) hay XY , l s c xc nh nh sau:
cov( X , Y ) = E{[X E ( X )][Y E (Y )]}
Ch :
cov(X,Y) = E(XY) - E(X).E(Y)

Tht vy:
cov(X, Y) = E[X.Y - X.E(Y) - Y.E(X) + E(X).E(Y)]
= E(X.Y ) - E(X ).E(Y) - E(X).E(Y) + E(X).E(Y)

= E(X.Y ) E(X ).E(Y)
C th:
Nu (X,Y) ri rc th: cov( X , Y ) = xi y j P (xi , y j ) E ( X ) E (Y )

n
i)
i =1 j =1
ii) Nu (X,Y) lin tc th: cov( X , Y ) =
+ +
xyf (x, y )dxdy E ( X )E (Y )
Nhn xt:
i) X v Y c lp cov(X,Y) = 0: khi ta ni rng X, Y khng tng quan.
ii) Cov(X,X) = Var(X).
1.2.2 H s tng quan:
nh ngha: H s tng quan ca hai i lng ngu nhin X v Y, k hiu rXY , l
s c xc nh nh sau:
rXY =
cov( X , Y )
, trong S X , S Y l lch tiu chun ca X v Y.
S X .S Y
c lng h s tng quan:

Lp mu ngu nhin W XY = [( X 1 , Y1 ), ( X 2 , Y2 ), ..., ( X n , Yn )]
c lng h s tng quan ta dng thng k: R =

X =
XY X .Y
, trong :
S X .S Y
1 n
1 n
1 n
X
Y
=
Y
XY
=
,
,
i
i
X iYi ,
n i =1
n i =1
n i =1
S X2 =
1 n
Xi X
n i =1
Xc sut thng k
S Y2 =
1 n
Yi Y
n i =1
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xy x. y
s x .s y
Vi mu c th ta tnh c gi tr c th ca R l: rXY =
trong : x =
1 n
xi
n i =1
y=
1 n
xi x
n i =1
s x2 =
1 n
yi ,
n i =1
sY2 =
1 n
xi y i
n i =1
xy =
1 n
Yi Y
n i =1
Ta c:
n
n n
n xi y i xi y i
i =1
i =1 i =1
rXY =
n
n
n xi2 xi
i =1 i =1
n
n
n y i2 y i
i =1 i =1
V d 1: T s liu c cho bi bng sau, hy xc nh h s tng quan ca Y v
X:
X 1
Y 1
3
2
4
4
6
4
8
5
9
7
11
8
14
9
Ta lp bng sau:
xi
yi
xi2
y i2
xi y i
1
3
4
6
8
9
11
14
1
2
4
4
5
7
8
9
1
9
16
36
64
81
121
196
1
4
16
16
25
49
64
81
1
6
16
64
40
63
88
126
x
i =1
= 56
y
i =1
= 40
x
i =1
2
i
= 524
y
i =1
2
i
= 256
x y
i =1
= 364
H s tng quan ca X v Y l:
rXY =
n
n n
n xi y i xi y i
i =1
i =1 i =1
2
n
n
n
n
n xi2 xi n y i2 y i
i =1 i =1
i =1 i =1
(8)(. 364) (56)(40)
672
=
=
= 0.977
2
2
(8)(524) (56) (8)(256) (40) 687.81
Tnh cht v ngha ca h s tng quan:

H s tng quan r c dng nh gi mc cht ch ca s ph thuc
tng quan tuyn tnh gia hai i lng ngu nhin X v Y, n c cc tnh cht sau y:
i) r 1 .
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ii) Nu r = 1 th X v Y c quan h tuyn tnh.

iii) Nu r cng ln th s ph thuc tng quan tuyn tnh gia X v Y cng
cht ch.
iv) Nu r = 0 th gia X v Y khng c ph thuc tuyn tnh tng quan.
v) Nu r > 0 th X v Y c tng quan thun (X, Y cng tng hoc cng tng).
Nu r < 0 th X v Y c tng quan nghch (X gim th Y tng hoc ngc li).
1.3 T s tng quan:
nh ngha: T s tng quan ca hai i lng ngu nhin Y v X, k hiu Y / X , l
s c xc nh nh sau:
Y / X =
trong :
sy =
1
n i . y xi y
n
sy
sy
, sy =
1
mj yj y
n
ngha ca t s tng quan: T s tng quan o mc cht ch ca s ph

thuc tng quan phi tuyn tnh gia X v Y.
Tnh cht ca t s tng quan:
i) 0 Y / X 1 .
ii) Y / X = 0 khi v ch khi Y v X khng ph thuc tng quan.

iii) Y / X = 1 khi v ch khi Y v X ph thuc hm s.
iv) Y / X r .
Nu Y / X = r th s ph thuc tng quan ca Y v X c dng tuyn tnh.
Bc hc 2: TM HM HI QUI
2.1 K vng c iu kin:
a) i lng ngu nhin ri rc:

i) K vng c iu kin ca i lng ngu nhin ri rc Y vi iu kin X = x l:
E (Y / x ) = y j .P(X = x , Y = y j )
m
j=1
ii) K vng c iu kin ca i lng ngu nhin ri rc X vi iu kin Y = y l:

n
E(X / y) = x i .P(X = x i , Y = y )
i =1
b) i lng ngu nhin lin tc:

i) K vng c iu kin ca i lng ngu nhin lin tc Y vi iu kin X = x l:
+
E(Y / x ) =
yf ( y / x)dy , vi f ( y / x) = f (x, y)
vi x khng i.
ii) K vng c iu kin ca i lng ngu nhin lin tc X vi iu kin Y = y

l:
Xc sut thng k
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+
E ( X / y) =
xf (x / y)dx , vi f (x / y) = f (x, y) vi y khng i.
2.2 Hm hi qui:
Trong thc t ta thng gp hai i lng ngu nhin X, Y c mi quan h vi nhau,

trong vic kho st X th d cn kho st Y th kh hn thm ch khng th kho st
c. Ngi ta mun tm mi quan h (X) no gia X v Y bit X c th d on
c Y.
Gi s bit X, nu d on Y bng (X) th sai s phm phi l E [Y (X )]2 . Vn

c t ra l tm (X) nh th no E [Y (X )]2 l nh nht.
}
Ta s chng minh khi chn (X) = E(Y/X) th E{[Y (X )] } s nh nht.
2
Tht vy ta c:
} {
}
= {E[Y E(Y / X)] }+ E{[E(Y / X) (X )] } + 2E{[Y E(Y / X)][E(Y / X) (X )]}
E [Y (X )] = E ([Y E(Y / X)] + [E (Y / X) (X )])

2
Ta thy E(Y/X) ch ph thuc vo X nn c th t T(X) = E(Y/X) - (X) .

V E[E(Y/X)T(X)] = E[YT(X)] nn
2E{[Y E (Y / X)][E (Y / X) (X )]} = 2E{[Y E(Y / X)]T(X)}
= 2E[YT(X)] 2E[E(Y / X)T(X)] = 0
} {
} {
Do : E [Y (X )]2 = E [Y E(Y / X)]2 + E [E(Y / X) (X )]2
nh nht khi E [E(Y / X) (X )]2 = 0

Ta ch cn chn (X ) = E(Y / X)
Ta gi (x ) = E(Y / x ) l hm hi qui ca Y i vi X.
Tng t, ta gi (y ) = E(X / y) l hm hi qui ca X i vi Y.
Nu (x) [hoc (y)] l hm bc nht th ta ni rng Y (hoc X) l hi qui tuyn tnh
n i vi X (hoc Y).
2.3 Xc nh hm hi qui tuyn tnh mu (thc nghim):
Gi s gia hai i lng X v Y c lin quan tuyn tnh, tc l: E(Y/X) = AX + B

Da vo n cp gi tr (x 1 , y1 ), (x 2 , y 2 ), ... , (x n , y n ) ca (X,Y) ta tm hm y x = y = ax + b
(*) c lng hm Y = AX + B.
V (*) c gi l hm hi qui tuyn tnh mu.
V cc cp gi tr trn l tr xp x ca x v y nn tha (*) mt cch xp x.
Do : y i = ax i + b + i
hay i = y i ax i b .
Tm a, b sao cho cc sai s i (i = 1, n ) c tr tuyt i nh nht hay hm

n
S(a , b ) = (y i ax i b )
i =1
t cc tiu. Phng php tm ny c gi l phng php bnh phng b nht.

Xc sut thng k
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Ta thy S s t gi tr nh nht ti im dng tho mn

n
S
= 2 x i (y i ax i b )
a
i =1
0 =
0 =
n
S
= 2 (y i ax i b )
b
i =1
n
n 2
n
x i .a + x i .b = x i y i
i =1
i =1
i =1
n
n
x .a + nb
yi
=
i

i =1
i =1
H trn c nh thc:
n
D=
x i2
i =1
n
i =1
i =1
Dx =
i =1
n
i =1
i =1
n
x
i =1
n
n
n
= n. x i y i x i y i
i =1
i =1 i =1
x x y
2
i
2
i
x i yi
i =1
Dy =
= n. x x i
i =1
i =1
i =1
n
y
i =1
n
n
n
n
= x i2 y i x i x i y i
i =1 i =1 i =1 i =1
V cc x i khc nhau nn theo bt ng thc Bunhiakovski ta c:

2
n
n
x i < n. x i2
i =1
i =1
D>0
Suy ra h c nghim duy nht:

n
n
n
n. x i y i x i y i
i =1 i =1 ;
a = i =1
2
n
n
2
n. x i x i
i =1
i =1
Nu t:
x=
n 2 n
n
n
x i y i x i x i y i
b = i =1 i =1 i =1 2 i =1
n
n
n. x i2 x i
i =1
i =1
1 n
1 n
1 n
1 n 2
2
x
,
y
=
y
,
xy
=
x
y
,
x
=
i
i
i i
xi
n i =1
n i =1
n i =1
n i =1
th nghim ca h c th vit li:

a=
xy x y
()
x2 x
xy x y
;
s 2x
b=
x 2 y x xy
()
x2 x
x 2 y x xy
s 2x
Tm li, ta c th tm hm y x = ax + b t cc cng thc:

n
n
n
n. x i y i x i y i
xy x y
i =1 i =1 ;
= i =1
a=
2
2
n
sx
n
2
n. x i x i
i =1
i =1
b = y a.x
Ch :
Xc sut thng k
trang 140
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
i) ng gp khc ni cc im (x 1 , y1 ) , (x 2 , y 2 ) , . . . , (x n , y n ) c gi l hm hi
qui thc nghim.
ii) ng thng y = ax + b nhn c bi cng thc bnh phng b nht khng i
qua tt c cc im nhng l ng thng "gn" cc im nht c gi l ng thng
hi qui v th tc lm thch hp ng thng thng qua cc d liu cho trc c gi l
hi qui tuyn tnh.
iii) Theo trn ta c b = y a.x , do im (x , y ) lun nm trn ng thng hi qui.
iv) Ta c: rxy =
sy
xy x y
a = rxy
s x .s y
sx
V d 2: c lng hm hi qui tuyn tnh mu ca Y theo X trn c s bng tng

quan cp sau:
15
38
23
16
16
13
20
24
145
228
150
130
160
114
142
265
Ta lp bng sau:
x
Ta c:
a=
xi
yi
x i2
x i yi
15
145
225
3175
28
228
1444
8664
23
150
529
3450
16
130
256
2080
16
160
2556
2560
13
114
169
1482
20
142
400
2840
24
265
576
6360
= 165
n. xi y i ( xi )( y i )
n. xi2 ( xi )
b = y ax =
= 1334
2
i
x y
= 3855
8.(29611) (165)(1334 )
8.(3855) (165)
= 29611
16778
= 4,64
3615
1334 16778 165
= 71
8
3615 8
Vy hm hi qui tuyn tnh mu l y x = 4,64 x + 71

V d 3: m ca khng kh nh hng n s bay hi ca nc trong sn khi
phun ra. Ngi tin hnh nghin cu mi lin h gia m ca khng kh X v bay hi
Y. S hiu bit v mi lin h ny s gip ta tit kim c lng sn bng cch chnh sng
phun sn mt cch thch hp. Tin hnh 25 quan st ta c cc s liu sau:
Xc sut thng k
trang 141
Trng i hc Tr Vinh
Quan st
QT7.1/PTCT1-BM-7
bay hi
(%)
(%)
35.3
11.0
29.7
Quan st
bay hi
(%)
(%)
14
39.1
9.6
11.1
15
46.8
10.9
30.8
12.5
16
48.5
9.6
58.8
8.4
17
59.3
10.1
61.4
9.3
18
70.0
8.1
71.3
8.7
19
70.0
6.8
74.4
6.4
20
74.4
8.9
76.7
8.5
21
72.1
7.7
70.7
7.8
22
58.1
8.5
10
57.5
9.1
23
44.6
8.9
11
46.4
8.2
24
33.4
10.4
12
28.9
12.2
25
28.6
11.1
13
28.1
11.9
Hy tm hm hi qui tuyn tnh mu y x = ax + b .

Ta lp bng sau:
xi
yi
x i2
x i yi
35.3
11.0
1246.09
388.3
29.7
11.1
882.09
329.67
30.8
12.5
948.64
385
58.8
8.4
3457.44
493.92
61.4
9.3
3769.96
571.02
71.3
8.7
5083.69
620.31
74.4
6.4
5535.36
476.16
76.7
8.5
5882.89
651.95
70.7
7.8
4998.49
551.46
57.5
9.1
3306.25
523.25
46.4
8.2
2152.96
380.48
28.9
12.2
835.21
352.58
28.1
11.9
789.61
334.39
39.1
9.6
1528.81
375.36
46.8
10.9
2190.24
510.12
48.5
9.6
2352.25
465.60
Xc sut thng k
trang 142
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
59.3
10.1
3516.49
598.93
70.0
8.1
4900
567
70.0
6.8
4900
476
74.4
8.9
5535.36
662.16
72.1
7.7
5198.41
555.17
58.1
8.5
3375.61
493.85
44.6
8.9
1989.16
396.94
33.4
10.4
1115.56
347.36
28.6
11.1
817.96
317.46
= 1314.9
Ta c:
a=
n.( x i y i ) ( x i )( y i )
n. x ( x i )
b = y ax =
2
i
= 235.7
2
i
= 76308.53
11824.44
25.(11824.44 ) (1314.9 )(235.7 )

25.(76308.53) (1314.9 )
= 0.08
235.7
1314.9
( 0.08)
= 13.64
25
25
Vy hm hi qui tuyn tnh mu l y x = 0.08x + 13.64

V d 4: Xc nh h s tng quan v hm hi qui tuyn mu y x = ax + b ca cc i
lng ngu nhin X v Y cho bi bng tng quan thc nghim sau:
X
1
20
30
30
48
Y
10
20
Ta lp bng sau:
X
mj
mj yj
m j y i2
20
200
2000
31
620
12400
49
1470
44100
Y
10
200
20
20
1200
60
30
30
Xc sut thng k
60
1
4320
trang 143
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
48
y = 2290 y
ni
20
31
49
n = 100
ni x i
20
62
147
x = 229
ni xi2
20
124
441
= 585
= 58500
xy = 5840
xy = 200 + 1200 + 60 + 60 + 4320 = 5840 .
Trong :
Phn trn gc tri ca ghi cc tch n i j x i y j .

Ta c: x =
x2 =
229
= 2.29 ;
100
585
= 5.85 ;
100
()
s 2x = x 2 x
y2 =
2290
= 22.9 ;
100
58500
= 585 ;
100
= 5.85 (2.29) 0.6059

2
()
s y = s 2y = y 2 y
Do : a =
y=
xy =
5840
= 58.4 ;
100
s x = 0.78
= 585 (22.9 ) 7.78

2
xy x y 58.4 (2.29 )(22.9 )

=
= 9.835
0.6059
s 2x
b = y a x = 22.9 (9.835)(2.29 ) = 0.378
Hm hi qui tuyn tnh mu l y x = 9.835x + 0.378

H s tng quan l: rxy =
Xc sut thng k
xy x y 58.4 (2.29 )(22.9 )

=
0.982
(0.78)(7.78)
s x .s y
trang 144
Trng i hc Tr Vinh
QT7.1/PTCT1-BM-7
TI LIU THAM KHO

TI LIU THAM KHO BIN SON NI DUNG MN HC:
1. ng Hn, 1996: Xc sut thng k NXB Thng k.

2. Nguyn Hu Khnh: Bi ging Xc sut thng k H Cn Th.
3. inh Vn Gng: Xc sut v Thng k ton NXB Thng k.
4. Hong Ngc Nhm: Xc sut v Thng k ton H Kinh t TP HCM.
5. ng Hn, 1996: Bi tp Xc sut thng k NXB Thng k.
6. Hong Hu Nh: Bi tp Xc xut thng k NXB Thng k.
7. L Khnh Lun: Bi tp Xc sut thng k - Trng H Kinh t TP HCM.
8. Ninh Quang Hi: Xc sut v Thng k ton H Kin trc H Ni.
TI LIU THAM KHO NGH CHO HC VIN:
1. ng Hn, 1996: Xc sut thng k NXB Thng k.

2. Nguyn Hu Khnh: Bi ging Xc sut thng k H Cn Th.
3. inh Vn Gng: Xc sut v Thng k ton NXB Thng k.
4. Hong Ngc Nhm: Xc sut v Thng k ton H Kinh t TP HCM.
5. ng Hn, 1996: Bi tp Xc sut thng k NXB Thng k.
6. L Khnh Lun: Bi tp Xc sut thng k - Trng H Kinh t TP HCM.
Xc sut thng k
trang 145

Ly Thuyet Xac Suat Va Thong Ke Toan 6256

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Trng i hc Tr Vinh

NGNH: K TON, QUN TR KINH DOANH

L THUYT XC SUT V THNG K TON

Cung cp cc khi nim c bn v l thuyt xc sut v

- Hin din trn lp: 10 % im (Danh sch cc bui tho

L thuyt Xc sut v thng k ton.

KQHT 1: Khi qut nhng kin thc c bn v l thuyt xc

L thuyt Xc sut v thng k ton.

1. Khi qut nhng 1. B sung v gii tch t hp.

Phng tin, ti liu,

* Bit cch biu din

L thuyt Xc sut v thng k ton.

2. Gii cc bi ton 1. Khi nim i lng ngu nhin

L thuyt Xc sut v thng k ton.

* T bng phn phi

5. i lng ngu nhin hai chiu.

* Hiu c ngha 5.2.3 Hm mt xc sut.

1.3 a ra m hnh xc sut ca * Ti liu chnh: L

2. Tm hiu v Thng k mu ngu

* Cc ti liu tham kho

* Thc hnh tnh oc 3. Thu thp s liu v sp xp s liu.

4. c lng tham s 1. Gii thiu cc phng php c + Bng, phn.

1.2 a ra cc phng php c * Ti liu chnh: L

Bi tp gii theo nhm. 2. c lng cc tham s

* Bit tm khong tin

* Bit tm kch thc

5. Kim nh gi 1. Nu cc khi nim v kim nh

L thuyt Xc sut v thng k ton.

* Hiu r cc khi 2. Kim nh cc gi thuyt thng k.

sut thng k NXB

6. Xc nh hi qui v 1. Nu mi quan h gia cc i

2.2 Khi nim h s tng quan.

2.3 c lng h s tng quan.

L thuyt Xc sut v thng k ton.

L thuyt Xc sut v thng k ton.

NI DUNG CHI TIT MN HC........................................................................................ 13

L thuyt Xc sut v thng k ton.

5.1 Cng thc xc sut y :................................................................................... 34

L thuyt Xc sut v thng k ton.

4.1 nh ngha: ........................................................................................................... 76

2.1 M t phng php:............................................................................................ 101

L thuyt Xc sut v thng k ton.

NI DUNG CHI TIT MN HC

S cch i t thnh ph A n thnh

V d 3: Cc nhm I , II , III , IV ln lt c 8 ,10 ,12 , 9 sinh vin. Cn chn 4 sinh

L thuyt Xc sut v thng k ton.

Vn t ra l: C n phn t th c th lp c bao nhiu chnh hp chp k khc

Ch : + n!: n giai tha. n! = n.(n-1)3.2.1

V d 5: Cho mt tp hp gm cc s 0,1,2,3,4,5. Hi c bao nhiu s t nhin gm

s cch chn l s chnh hp chp 3 ca 5:

S cch hon thnh cng vic l n = 5.60 = 300 cch.

V d 7: Mt lp c 8 mn hc, mi ngy hc 2 mn. Hi c bao nhiu cch xp thi

1.3 Chnh hp lp:

Gi s chnh hp lp chp k ca n phn t l Bn , khi :

Mi cch xp 5 quyn sch vo 3 ngn ko xem nh mt chnh hp lp chp 3 ca 5

V d 10: C bao nhiu cch sp xp 10 ngi ln mt tu ha c 3 toa?

Lu : Trong chnh hp khng lp th k n cn trong chnh hp lp th c th c k > n.

L thuyt Xc sut v thng k ton.

Ch : Cnk = C nnk Cn0 = Cnn = 1

V d 16: T l hng c 10 sn phm, ta rt ngu nhin (ng thi) 3 sn phm

Chn 5 sinh vin t nhm B c 12 sinh vin: C C125 =

p dng quy tc nhn suy ra s kh nng c th l: 210.792 = 166320

c. Nu mi ngi bt tay mt ln vi ngi khc. Hi tt c c bao nhiu ci bt tay.