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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,
) = (ln
-n
- ln
Vy nu
=>
Ta li c
"
Vy ti ra
th
tc l hm L(X, .
r)
) t cc i. T suy
(*) 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;
).
vi tin
<
<
2(X)]
= 1-
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.
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 -
t x
th
Trong Suy ra
T ta c
Vy nu cho
ta tnh c
T (1) ta c
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
).
2
).
Trng hp
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
) = a v phng sai
. V vy
th t (2) ta suy ra
v t
Gii
Trng hp
(3)
trong
Ta bit
(n - 1) vi n - 1 bc t do.
V vy
Nu t
th t (3) ta suy ra
hay
trong t
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
).
vi n - 1 bc t do ta tm khong c lng ca
P[t1
<t2] = 1 -
> 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 =