Phng php hp l cc i - Bi ton c lng khong 1. Phng php hp l cc i nh ngha 1.1.

Gi s (X1, X2,, Xn) l mu ngu nhin c lp t phn phi f(x, Hm L(X/ ) = f(X1, )f(X2, ) f(Xn, ) c gi l hm hp l. nh ngha 1.2. Thng k L(X/ (X) *(X) = L(X/ ) vi mi . c gi l c lng hp l cc i ca ), U.

nu

c gi l c lng hp l cc i ca hm tham s t( ).

Trng hp mt tham s.

tm c lng hp l cc i, ta c th s dng phng php tm cc i hm L(X/ ) m chng ta tng quen bit. Ta bit rng cho hm L(X/ ) c cc tr a phng ti = iu kin cn l . Gii phng trnh ny, tm cc nghim ca n sau ta xt du ca o hm hng nht hay hng hai tm cc i hm L(X/ ). V d 1.3. Gi s (X1, X2,, Xn) l mu ngu nhin c lp t phn phi Poisson vi tham s > 0. Tm c lng hp l cc i ca . Gii. Phn phi ca Xi l

P[Xi = xi] = Hm hp l

; xi = 0, 1, 2,

=> lnL(X, =>

) = (ln

-n

- ln

Vy nu

=>

Ta li c

"

Vy ti ra

th

tc l hm L(X, .
r)

) t cc i. T suy

l c lng hp l cc i ca Trng hp tham s l mt vect =(

1,,

Lm tng t nh trng hp 1 tham s. Ta gii h phng trnh

(*) Gii h ny ta tm c

. Nu ma trn

l xc nh khng m th ti

hm hp l L(X,

) t cc i.
2

V d 1.4. Gi s (X1, X2,, Xn) l mu ngu nhin t phn phi chun N(a; hp l cc i ca (a; 2).

). Tm c lng

Gii. Ta c

=> Lnf(Xi, a,

)=

=>

Thay vo h (*) ta c

=>

l c lng hp l cc i ca (a;

).

2. c lng khong nh ngha 2.1. Khong ( cy 1 nu P[

1(X) 1(X), 2(X))

c gi l khong c lng ca tham s

vi tin

<

<

2(X)]

= 1-

. gi l tin cy. Hiu

12

Khong ( 1(X), 2(X)) c gi l khong tin cy. Gi tr 1gi l chnh xc ca c lng. Ch : Thng thng ngi ta chn ( a.
1, 2)

sao cho

l nh nht.

Khong c lng ca xc sut p trong phn phi nh thc

Gi s k l s ln xut hin bin c A trong dy n php th Bernoulli. Gi thit xc sut bin c A xut hin trong mi php th l p. Xt xc sut;

vi 1 -

l tin cy cho trc. Bin i v tri ca ng thc trn ta c

t x

v thay biu thc di cn bc hai p bng

th

(1) Mt khc, theo nh l Laplace ta c

Trong Suy ra

T ta c

Vy nu cho

ta tnh c

v tra bng phn phi chun N(0;1) ta tm c x .

T (1) ta c

. Bin i suy ra khong c lng cho p l

V d 2.2. Trong t vn ng bu c, phng vn 1600 c tri c bit 960 ngi trong s s b phiu cho ng c vin A. Vi tin cy 95% , ti thiu ng c vin A s chim c bao nhiu phn trm phiu.

Gii. Ta c

v x

=1,96. Thay vo cng thc trn ta c

Vy vi tin cy 95%, ti thiu ng c vin A chim c 57% s phiu bu ca c tri A.

b. Khong c lng ca k vng a trong mu t phn phi chun N(a;

).
2

Gi s (X1, X2,, Xn) l mu ngu nhin c lp t phn phi chun N(a;

).

Trng hp

bit vi 1 l tin cy cho. Ta c

Xt xc sut P

(2) V X1, X2,, Xn l dy bin ngu nhin c lp c phn phi chun nh nhau dng N(a;
2

) nn

cng c phn phi chun vi k vng E(

) = a v phng sai

. V vy

phn phi chun k vng bng 0 v phng sai bng 1. Nu t

th t (2) ta suy ra

v t

Gii

ta nhn c khong c lng ca a l

Trng hp

cha bit. . Bin i v tri

Tng t nh trng hp trn ta xt xc sut

(3)

trong

Ta bit

l c lp vi nhau; c phn phi

2

c phn phi chun dng N(0;1) v

(n - 1) vi n - 1 bc t do.

V vy

= c phn phi Student vi n - 1 bc t do.

Nu t

th t (3) ta suy ra

hay

Vy khong c lng ca a vi tin cy 1 -

trong t

tra bng phn phi Student vi n - 1 bc t do v mc ngha

Khi kch thc mu n th phn phi xc sut ca tin ti phn phi chun N(0; 1). V vy vi n > 30 (ta xem nh kch thc mu ln) ta xp x n vi phn phi chun dng N(0; 1) sao cho .

V d 2.3. Quan st chiu cao ca 100 nam sinh vin trong mt kho hc ta c chiu cao trung bnh l vi lch mu S = 8,25 Chng minh. Vi tin cy 95%, xc nh khong c lng ca chiu cao trung bnh ca nam sinh vin. Gii. Do n =100 kh ln nn t c tra bng chun. C t = 1,96. T

Khong c lng ca phng sai

trong mu t phn phi chun N(a;

).

T kt qu c phn phi bng cch sau: Tm t1, t2 sao cho

vi n - 1 bc t do ta tm khong c lng ca

P[t1

<t2] = 1 -

Ta c th vit biu thc v tri ca ng thc trn di dng

Chn t1, t2 sao cho P[ tin cy 1 l

> t1] = 1 -

v P[

> t2] =

. Khong c lng ca

vi

V d 2.4. xc nh chiu cao trung bnh ca cc cy bch n trong mt khu rng, tin hnh o ngu nhin 35 cy v thu c kt qu sau Chiu cao X (m) S cy (ni) 6,5 7,0 2 7,0 7,5 4 7,5 8,0 10 8,0 8,5 11 8,5 9,0 5 9,0 9,5 3

Gi thit chiu cao ca cc cy bch n l i lng ngu nhin c phn phi chun. Vi tin cy 95%, xc nh khong c lng cho phng sai DX. Gii. Ta c v . = 16,8 v t2 = = 47. T

Tra bng tm c t1 =