NI DUNG MN HC

QUY HOCH THC NGHIM

CHNG 1. CC KHI NIM C BN
1.1. M u
1.2. Nhng khi nim c bn ca QHTN
1.3. Cc nguyn tc c bn ca QHTN
1.3.1. Nguyn tc khng ly ton b trng thi u vo
1.3.2. Nguyn tc phc tp dn m hnh ton hc
1.3.3. Nguyn tc i chng vi nhiu
1.3.4. Nguyn tc ngu nhin ha (s dng ti u khng gian cc yu t)
1.3.5. Nguyn tc ti u ca quy hoch thc nghim
1.4. Thut ton (cc bc) ca QHTN
1.4.1. Chn thng s nghin cu
1.4.2. Lp k hoch thc nghim
1.4.3. Tin hnh th nghim nhn thng tin
1.4.4. Xy dng v kim tra m hnh thc nghim
1.4.5. Ti u ha hm mc tiu
- Xc nh ta im cc tr
- Chuyn phng trnh b mt v dng chnh tc
- Xc nh (kim tra) im cc tr thuc loi n o (cc i, cc tiu hay khng)?
- Kim chng bng thc nghim
1.5. ng dng ca QHTN trong cc ng nh cng ngh
1.5.1. Thit lp cc m t thng k
- Xc nh cc yu t nh hng
- Xc nh cu trc h thc hin qu tr nh ha l
- Xc nh cc hm ton m t h
- Xc nh cc tham s m t thng k
- Kim tra s tng hp ca m t
1.5.2. Cc phng php k hoch ha thc nghim ch yu
- K hoch bc mt hai mc ti u
- K hoch bc hai
1.5.3. Xc nh cc gi tr ti u ca hm mc tiu
1.5.4. Kt lun
1.6. M hnh ha
1.6.1. M hnh
1.6.2. M hnh ton
1.6.3. Cc dng m hnh ton ca i tng cng ngh ha hc
1.7. Ti u ha
CHNG 2. PHNG PHP LA CHN CC YU T NH H NG
2.1. La chn cc yu t vo (yu t c lp)
2.1.1. Thng tin tin nghim

2.1.2. Kt qu nghin cu l thuyt

2.1.3. kin chuyn gia
2.1.4. Cc thc nghim thm d, sng lc
- Thc nghim thm d n yu t
- Thc nghim thm d a yu t
2.2. Phng php chuyn gia
2.2.1. Ni dung phng php
2.2.2. V d
2.3. Cc thc nghim sng lc theo phng n bo ha
2.4. Cc thc nghim sng lc theo phng n cn i ngu nhin (phng n
siu bo ha)
2.4.1. Xy dng k hoch thc nghim
2.4.2. Xy dng biu sng lc
2.4.3. Phn chia tun t cc yu t
2.4.4. V d 2.2
2.5. Nhm cc yu t vo v chn mc tiu nh gi
2.5.1. C s nhm cc yu t vo trong tng tp hp
- Nhm cc yu t theo c tnh nh hng ca chng
- Nhm cc yu t theo kh nng iu chnh trong thc nghim
- Nhm cc yu t theo kh nng cho php v s lng yu t vo ca mi k hoch
- Phn nhm cc yu t kt hp vi chn min quy hoch
2.5.2. Chn mc tiu nh gi (cc yu t ra)
2.6. nh hng ca cc tin ca phn tch hi quy n s la chn cc yu t
c lp
2.6.1. Tin v tnh n nh ca trng nhiu
2.6.2. Tin v tnh bt tng quan ca nhiu
2.6.3. Tin v sai s iu chnh yu t vo
2.6.1. Tin v tnh c lp tuyn tnh ca cc yu t nh h ng
CHNG 3. TM TT MT S KT QU V KHI NIM CA XC
SUT THNG K
3.1. Bin ngu nhin
3.2. Bng phn phi xc sut v hm xc sut
3.3. Hm phn phi xc sut
3.4. Hm mt xc sut
3.5. Cc c trng ca bin ngu nhin
3.5.1. Mt
3.5.2. K vng EX
3.5.3. Phng sai DX
3.5.4. lch chun X
3.6. Mt s phn phi thng gp (trong quy hoch thc nghim)
3.6.1. Phn phi Poa-xng
3.6.2. Phn phi chun

3.6.3. Phn phi Khi bnh phng

3.6.4. Phn phi Student
3.6.5. Phn phi Fisher-Snedecor
3.7. Cc c trng mu
3.7.1. K vng mu
3.7.2. Phng sai mu thc nghim
3.7.3. Phng sai mu hiu chnh (iu chnh) mu thc nghim
3.7.4. Phng sai ti hin (ti sinh)
3.7.5. Phng sai d
3.7.6. c lng tham s
3.7.7. c lng khong
3.8. Kim nh gi thuyt
3.9. Kim nh thng k
3.10. Sai s o
CHNG 4. CC PHNG PHP PHN TCH H I QUY TNG QUAN
4.1. Hi quy tuyn tnh mt thng s
4.2. Hi quy Parabol
4.3. Hi quy hm s m
4.4. nh gi tnh mt thit ca lin h phi tuyn
4.5. Phng php hi quy nhiu bin
4.6. Phn tch hi quy di dng ma trn
4.7. Lp phng trnh hi quy bng phng php Bradon
4.8. Cc v d
4.9. Phng php bnh phng cc tiu (nh nht)
4.9.1. t bi ton
4.9.2. Ni dung ca phng php
4.9.3. p dng cho hm mt bin
4.9.4. p dng cho hm nhiu bin
4.9.5. Cc v d c th trong thc t
CHNG 5. QUY HOCH TRC GIAO
5.1. Quy hoch trc giao v tnh cht
5.1.1. M u
5.1.2. nh ngha quy hoch trc giao (QHTG)
5.1.3. Tnh cht ca QHTG
5.2. Quy hoch trc giao cp mt
5.2.1. nh ngha
5.2.2. Tnh cht
5.2.3. Ma trn ca QHTG cp 1
5.2.4. M ha cc bin (i bin)
5.2.5. Cc v d
5.3. K hoch thc nghim bc 1 hai mc ti u
5.3.1. K hoch bc 1 hai mc ti u ton phn (K hoch 2 k)

5.3.1. K hoch bc 1 hai mc ti u ring phn (K hoch 2 k-p)

5.3.3. Cc u im ca k hoch bc mt hai mc ti u
5.3.4. Ti u ha bng phng php leo dc theo mt p tr (B mt biu din)
5.3.5. Du hiu vng hu nh n nh (Vng dng)
5.3.6. Cc v d
5.4. Quy hoch trc giao cp 2
5.4.1. Khi nim v QHTG cp 2
5.4.2. Xy dng ma trn X (Ma trn thc nghim)
5.4.3. Cc cng thc tnh ton
5.4.4. Kim nh gi thuyt
5.4.5. Cc v d
5.5. K hoch thc nghim bc 2
5.5.1. M t vng phi tuyn (vng hu nh n nh)
5.5.2. Cc k hoch bc hai trc giao
5.5.3. Cc k hoch bc hai tm xoay
5.5.4. Cc v d
CHNG 6. CC K HOCH THC NGHIM C BIT
6.1. Phng php n hnh k hoch ha thc nghim v ti u ha
6.2. K hoch ha tin ha cc thc nghim
6.3. K hoch thc nghim khi nghi n cu biu thnh phn-tnh cht
6.3.1. Phng php mng n hnh
6.3.2. K hoch mnh n hnh Scheffe
6.3.3. K hoch trung tm n hnh
6.3.4. K hoch thc nghim khi nghi n cu mt phn biu
6.3.5. K hoch ti u D
6.3.6. K hoch vi s cc tiu ha sai s c tnh h thng
6.3.7. K hoch ha thc nghim khi nghi n cu quan h ph thuc ca tnh cht v o
t l cc cu t
CHNG 7. TI U HA THC NGHIM
7.1. Quy hoch thc nghim tm cc tr
7.1.1. t bi ton
7.1.2. Phng php leo dc Box-Wilson
7.1.3. Phng php n hnh u tm cc tr
7.1.4. Quy hoch thc nghim gii bi ton nhiu mc tiu
7.2. Cc phng php ti u ha
7.3. Ti u ha nh hm nguyn vng
7.4. Phng php nghin cu b mt p tr
7.4.1. Ti u ha bng phng php leo dc theo mt p tr (B mt biu d in)
7.4.2 Ti u ha bng phng php nghin cu b mt biu din (mt p tr)

CHNG 1. CC KHI NIM C BN

1.1. M u (9)
- Trong thc t ta thng gp cc bi ton nghin cu tnh cht hoc cht lng ca
mt h thng, hoc hiu qu hot ng ca mt i tng ph thuc vo mt s cc
yu t lin quan, chng hn nh:
+ Cht lng thp thng ph thuc vo nguyn liu, cc nguyn t ha hc, thi
gian nu luyn, nhit ,
+ Sn lng cc sn phm v cht lng cc sn phm ph thuc v o cc yu t
sn xut, cc ngun lc, thit b , my mc, vt liu,
+ S ph thuc ca bin dng v o ng sut ca cc kim loi
+ Mn ca chi tit my ph thuc v o ch lm vic ca vt liu, cht lng b
mt.
- Trong cc bi ton k trn, nu c y cc thng tin t h ta c th xy dng cc
m hnh gii tch cho h thng v vic kho st dng iu ca h thng hoc t m cc
tr c tin hnh theo cc phng php bit.
- Trong phn ny ta s xt phng php m hnh ha trong iu kin thiu thng tin,
dng thc nghim xy dng m hnh v sau tm cch ti u n.
Quy hoch thc nghim v phng php x l thc nghim l mt phng php ton
hc c s dng rng ri trong hc tp v nghin cu, bao gm cc lnh vc:
+ L thuyt quy hoch v phng php thc nghim
+ L thuyt h thng
+ L thuyt thng k
+ L thuyt ti u ha v ng dng.
Nhm chn mt chin lc ti u, trong iu kin cha hiu bit mt cch ton
din mt qu trnh no tc ng vo qu trnh tin hnh thc nghim, ng thi
phi thu c:
+ Cc s liu cn thit
+ S lng th nghim t nht
+ tin cy t ra trc
+ Cng thc ton hc n gin nht
+ t kt qu vi hiu qu kinh t, k thut cao nht.
- Cng vic ca quy hoch thc nghim l i xy dng m hnh hi quy dng:
y=f(x1, x2,,xn, a1, a2,am)
Trong : a1, a2,,am l cc tham s
x1, x2,,xn l cc bin s (thng s nh hng n qu trnh)
Da vo cc kt qu thc nghim ta xc nh c cc tham s a1, a2,,am ta gi
l i nhn dng m hnh thng k . Phng trnh nhn c gi l phng
trnh hi quy thc nghim ca h thng t ng ng vi b th nghim cho.
Phng trnh hi quy thc nghim ph thuc v o b n th nghim, phng php
nhn dng m hnh thng k. Nh vy cn phi c chin lc tc ng vo cc
yu t vo, xy dng b n th nghim sao cho m h nh thu c:
- t tin cy t ra

- thng tin cn thit

- Thun tin x l thng tin v tm cc tr
- D dng s dng cc cng c tnh ton hin c.
1.2. Nhng khi nim c bn ca QHTN (13)
1.3. Cc nguyn tc c bn ca QHTN (18)
1.3.1. Nguyn tc khng ly ton b trng thi u vo
1.3.2. Nguyn tc phc tp dn m hnh ton hc
1.3.3. Nguyn tc i chng vi nhiu
1.3.4. Nguyn tc ngu nhin ha (s dng ti u khng gian cc yu t)
1.3.5. Nguyn tc ti u ca quy hoch thc nghim
1.4. Thut ton (cc bc) ca QHTN (21)
1.4.1. Chn thng s nghin cu
1.4.2. Lp k hoch thc nghim
1.4.3. Tin hnh th nghim nhn thng tin
1.4.4. Xy dng v kim tra m hnh thc nghim
1.4.5. Ti u ha hm mc tiu
- Xc nh ta im cc tr
- Chuyn phng trnh b mt v dng chnh tc
- Xc nh (kim tra) im cc tr thuc loi n o (cc i, cc tiu hay khng)?
- Kim chng bng thc nghim
1.5. ng dng ca QHTN trong cc ngnh cng ngh (25)
1.5.1. Thit lp cc m t thng k
- Xc nh cc yu t nh hng
- Xc nh cu trc h thc hin qu trnh ha l
- Xc nh cc hm ton m t h
- Xc nh cc tham s m t thng k
- Kim tra s tng hp ca m t
1.5.2. Cc phng php k hoch ha thc nghim ch yu
- K hoch bc mt hai mc ti u
- K hoch bc hai
1.5.3. Xc nh cc gi tr ti u ca hm mc tiu
1.5.4. Kt lun
1.6. M hnh ha
1.6.1. M hnh
- L mt i tng c mt ch th no trn c s ca s ng dng v cu
trc v chc nng dng thay th cho mt nguyn bn tng ng c th
gii quyt mt nhim v nht nh.
- Mt nguyn bn c th c nhiu m hnh ty thuc vo ch th cn gii quyt.
1.6.2. M hnh ton
- Mt m hnh ton l biu din ton hc nhng mt ch yu ca 1 nguyn bn
theo mt nhim v no , trong phm vi gii hn vi 1 chnh xc va v trong
1 dng thch hp cho s vn dng.

- Mt m hnh ton ca mt nguyn bn phi c 4 iu kin:

+ Ch m t nhng mt chnh m ch th quan tm.
+ M t trong phm vi gii hn.
+ chnh xc va .
+ Kh nng vn dng m hnh c lp trong iu kin c th.
1.6.3. Cc dng m hnh ton ca i tng cng ngh ha hc
- Xt m hmh thng k thc nghim trong ho hc, cng ngh ha hc ngi
ta xy dng quan h gia cc i lng trn c s thit lp cc quan h trn vic x
l thng k nhng gi tr thc nghim.
- xc lp m t thng k ca i tng cng ngh ha hc cn thc hin
nhng bc sau:
+ Xc nh s cc yu t c lp nh hng ln h, tc l s yu t nh hng
(k) ln 1 hay nhiu hm mc tiu.
+ Xc nh cu trc ca h s c m hnh ho.
+ Xc nh cc hm ton m t cc qu trnh xy ra trong h, v thng l
hm nhiu bin v c biu din : y = f( x 1, x2,,xk).
+ Xc nh cc thng s m hnh theo s liu thc nghim.
+ Kim tra s tng thch ca m hnh.
1.7. Ti u ha
1.7.1. Khi nim
- L qu trnh tm kim iu kin tt nht (iu kin ti u) ca hm s c
nghin cu.
- L qu trnh xc nh cc tr ca hm hay tm iu kin ti u tng ng
thc hin 1 qu trnh cho trc.
- nh gi im ti u cn chn chun ti u (l cc tiu chun cng ngh).
1.7.2. Cch biu din bi ton ti u
- Gi s mt h thng cng ngh c biu din di dng sau:
Y = F(x 1,x2,...xk)
Trong : (x1,x2,,xk) l vect cc thng s u vo.
Hm mc tiu : I = I (x 1,x2,xk)
Bi ton c biu din I opt = opt I (x 1,x2,xk) =I (x1opt, x2opt,xkopt )
hoc I opt = max I ( x 1,x2,xk) : i vi bi ton max.
I opt = min I (x 1,x2,xk) : i vi bi ton min.
Iopt : hiu qu ti u.
(x1opt,x2opt,xk) nghim ti u hoc phng n ti u.
1.7.3. Thnh phn c bn ca bi ton ti u
1.7.3.1. Hm mc tiu
- L hm ph thuc.
- c lp ra trn c s tiu chun ti u c la chn.
Hm mc tiu l hm th hin kt qu m ngi thc hin phi t c l tiu
chun ti u dng hm, ph thuc vo yu t u vo, gi tr ca n cho php nh
gi cht lng ca 1 nghin cu.

1.7.3.2. Quan h gia cc i lng

- Cc biu thc ton hc m t cc mi quan h gia tiu chun ti u ho
(hm mc tiu) v cc thng s nh hng (thng s cn ti u) n gi tr tiu chun
ti u ho ny.
- Cc quan h ny thng c biu din bng phng trnh c bn hoc m
hnh thng k thc nghim (phng trnh hi qui).
- Quan h gia cc yu t nh hng vi nhau c biu din bng ng thc
hoc bt ng thc.
1.7.3.3. Cc iu kin rng buc
- bi ton cng ngh c ngha thc t , cc biu thc m t iu kin rng
buc bao gm:
- iu kin bin.
- iu kin ban u
1.7.4. Cc bc gii bi ton ti u:
1. t vn cng ngh: xem xt cng ngh cn c gii quyt l cng ngh g v
chn ra nhng yu t nh hng chnh. Ch ra c hm mc tiu Y : YMAX,
hoc YMIN
2. Xy dng mi quan h gia cc yu t nh hng v hm mc tiu theo qui lut
bit trc hoc m hnh thng k thc nghim.
3. Tm thut gii: l phng php tm nghim ti u ca cc bi ton cng ngh
trn c s cc m t ton hc tng thch c thit lp. a s dn n tm cc tr
ca cc hm mc tiu.
4. Phn tch v nh gi kt qu thu c
- Nu ph hp kim chng bng thc nghim
- Nu khng ph hp xem li tng bc hoc lm li t vic t vn

CHNG 2. PHNG PHP LA CHN CC YU T NH H NG

2.1. La chn cc yu t vo (yu t c lp) (53)
2.1.1. Thng tin tin nghim
2.1.2. Kt qu nghin cu l thuyt
2.1.3. kin chuyn gia
2.1.4. Cc thc nghim thm d, sng lc
- Thc nghim thm d n yu t
- Thc nghim thm d a yu t
2.2. Phng php chuyn gia (56)
2.2.1. Ni dung phng php
2.2.2. V d
2.3. Cc thc nghim sng lc theo phng n bo ha (60)
2.4. Cc thc nghim sng lc theo phng n cn i ngu nhin (phng n
siu bo ha) (64)
2.4.1. Xy dng k hoch thc nghim
2.4.2. Xy dng biu sng lc
2.4.3. Phn chia tun t cc yu t
2.4.4. V d 2.2
2.5. Nhm cc yu t vo v chn mc tiu nh gi (75)
2.5.1. C s nhm cc yu t vo trong tng tp hp
- Nhm cc yu t theo c tnh nh hng ca chng
- Nhm cc yu t theo kh nng iu chnh trong thc nghim
- Nhm cc yu t theo kh nng cho php v s l ng yu t vo ca mi k hoch
- Phn nhm cc yu t kt hp vi chn min quy hoch
2.5.2. Chn mc tiu nh gi (cc yu t ra)
2.6. nh hng ca cc tin ca phn tch hi quy n s la chn cc yu t
c lp (80)
2.6.1. Tin v tnh n nh ca trng nhiu
2.6.2. Tin v tnh bt tng quan ca nhiu
2.6.3. Tin v sai s iu chnh yu t vo
2.6.4. Tin v tnh c lp tuyn tnh ca cc yu t nh h ng

CHNG 3. TM TT MT S KT QU V KHI NIM CA XC

SUT V THNG K NG DNG
3.1. Bin ngu nhin (BNN)
+ nh ngha: L i lng ph thuc vo kt cc (kt qu) ca mt php th ngu
nhin no (gi tr ca n mang li mt cch ngu nhi n, s xut hin khng c
bit trc).
K hiu: X, Y,
x, y,l gi tr ca BNN
VD: Nhit ca mt phn ng ha hc trong mt khong thi gian no l mt
bin ngu nhin. Gi tr ca n nhn gi tr trong khong [t,T] n o .
+ Phn loi: BNN ri rc v BNN lin tc.
- BNN ri rc: tp gi tr ca n l mt tp hu hn hoc v hn m c cc
phn t (s cuc in thoi trong mt n v thi gian, s tai nn giao thng, s lao
ng ca mt cng ty,)
- BNN lin tc: tp gi tr ca n lp kn mt khong tr n trc s (huyt p ca
bnh nhn, di ca chi tit my, nhit , p sut,)
3.2. Bng phn phi xc sut v hm xc sut
-i vi BNN ri rc, mi gi tr ca n c gn vi mt xc sut c tr ng
cho kh nng BNN nhn gi tr , Pi=P(X=xi)
Pn=P(xn)=P(X=xn)
X=x
x1
x2

xn
P(x)
P1
P2

Pn
Hm s p(x)=P(X=x), xX c gi l hm xc sut ca X
p(x)0 vi mi x v
(1.1)
p( x) 1
x

Bng phn phi xc sut ch a tng qut c trng cho 1 BNN ty , nht l
BNN lin tc.
3.3. Hm phn phi xc sut: F(x)
F(x) c xc nh nh sau:
F(x)=P(X<x), xR
F(x) phn nh tp trung xc sut b n phi ca s thc x
0F(x) 1 ; P(ax<b)=F(b)-F(a)
3.4. Hm mt xc sut: f(x)
f(x)=F(x) suy ra
x

F ( x)

f (t )dt

f(x)0 vi mi x
(1.2)
Hm mt xc sut cho bit xc sut ln cn mt im n o

f ( x)dx 1

3.5. Cc c trng ca bin ngu nhin

3.5.1. Mt (Mod)
- Nu X l BNN ri rc th Mod(X) l im x0 sao cho P(X=x 0)= max P(X=xi),
tc l ti c xc sut xi xut hin ln nht.
- Nu X l BNN lin tc vi hm mt f(x), Mod(X) l im x0 sao cho
f(x0)=max f(x) vi x[a,b]
Mod(X)=x 0
3.5.2. K vng :EX
-Nu X l ri rc: EX xiPi vi P(xi)=Pi
i

-Nu X lin tc: EX xf ( x )dx ; f(x) l hm mt

K vng l gi tr trung bnh (theo xc sut) ca i lng ngu nhin

3.5.3. Phng sai: DX (VX)
DX=E(x-EX)2 ; (x-EX) l lch ca bin X so vi trung b nh ca n.
Phng sai chnh l trung b nh ca bnh phng lch . Phng sai c trng cho
phn tn ca BNN quanh tr trung b nh ca n. Phng sai cng ln th bt
nh ca bin tng ng cng ln.
DX ( xi EX ) 2 Pi (BNN ri rc)

DX

(x EX )

f ( x )dx (BNN lin tc)

DX=E(X2)-(EX)2
3.5.4. lch chun: x
x DX

3.6. Mt s phn phi thng gp (trong quy hoch thc nghim)

3.6.1. Phn phi Poa-xng:
Bin ngu nhin X c gi l tun theo lut phn phi Poa-xng (X~P()) nu
hm xc sut ca n c dng:
x e
P( X x) P( x)
; x=0,1,2, v l hng s
x!

V d v phn phi Poa-xng: s cuc gi in thoi ca mt tng i trong

mt ngy, s lng khch hng ca mt nh bng trong mt gi,l BNN c phn
phi Poa-xng)
3.6.2. Phn phi chun (Phn phi Gauss-c)
X~N(a, 2) nu hm mt f(x) c dng:
f ( x)

2
2
1
e ( x a ) /2 xR
2

EX=a v DX=2
3.6.3. Phn phi Khi bnh phng X2(n)
Trong thng k ngi ta thng gp bi ton sau:
Cho n BNN c lp, Xi (i=1,n), mi Xi c phn phi chun dng X i N(0,1)

Bin NN mi X 2 X 2i l BNN lin tc, phn phi ca n mang tn phn phi khi
i 1

bnh phng vi n bc t do X 2(n) c hm mt :

n

x2 e 2
(x>0, n>0)
f ( x) n
n
2
2 r( )
2

v f(x)=0 nu x0

r(x) l hm gama: r ( x) t x 1e t dt x>0

0

E(X )=n, D(X2)=2n, ( n th PP X2(n) PP chun)

3.6.4. Phn phi Student
Cho U, V l hai bin NN c lp, UN(0,1), V l BNN c phn phi khi bnh
phng X 2(n bc t do), xt bin
T (n)

U
V
n

Phn phi T(n) l PP Student vi n bc t do, c hm mt :

n 1
n 1
)
2 2

t
2
f (t )
1
n n
n .r ( )
2
r(

r(x) l hm gama
E(T(n))=0, D(T(n))=n/(n-2)

P(t>t n)=/2 v P(t-t n)=/2

3.6.5. Phn phi Fisher-Snedecor
Cho Z1 v Z2 l hai bin NN c lp c phn phi khi bnh phng vi n1 v n2
bc t do, Z 1X2(n1), Z2X2(n2). Xt BNN:
F=(Z1/n1)/(Z2/n2) l PP Fisher-Snedecor vi n1, n2 bc t do. K hiu F(n 1, n2)
f(x)= 0 nu x0 v f ( x) C.

n1 n 2
2

(n2 n1x)

y: C
E(F)= n1/(n2-2) , D( F )

r(

n1 n 2
2

n1 n 2 n21 n22
)n1 n 2
2
n1 n 2
r ( )r ( )
2
2

2n2 2 ( n1 n2 2 2)
n1(n 2 2) 2 (n 2 4)

P(F< f ( n1,n 2) )=
3.7. Cc c trng mu
3.7.1. K vng mu (Trung bnh mu thc nghim)

nu x>0

Mu dng 1: (x1, x2,,xn)

Mu dng 2:
xi
ni

x1
n1

1 n
xi
n i 1

x2
n2

xk
nk

k
1 n
X xi ni vi n ni
n i 1
i 1

3.7.2. Phng sai mu thc nghim: S2

2
1 n
S ( xi X )
n i 1

n l s ln o hay quan st
xi l s o ca i lng x ln o th i

x l trung bnh mu thc nghim

Hoc S 2

2
1 k
( xi X ) ni

n i 1

3.7.3. Phng sai mu hiu chnh (iu chnh) mu thc nghim

S12

2
1 n
(
xi

x
)

n 1 i 1

f=n-1 l bc t do c trng cho mu thc nghim

Hoc S12

2
1 k
(
xi

x
) ni

n 1 i 1

(n-1): bc t do c trng cho mu thc nghim.

3.7.4. Phng sai ti hin (ti sinh)
- Phng sai ti hin ca mt th nghim: gi s th nghim c lp i lp li
m ln vi gi tr thu c l y1, y2,,ym. Khi :
2

Sth 2

1 m
( yi y ) vi m-1 bc t do, c trng cho kh nng bin i m khng

m 1 i 1

lm thay i h. m l s ln lp.
- Phng sai ti hin ca N th nghim: thng s dng cho th nghim song
song (lp li)
Sth 2
Su 2

1
N

u 1

1 m
( yui yu )

m 1 i 1

Suy ra:
Sth 2

N
1

N (m 1) u 1

( yui yu )
i 1

N l s th nghim
m l s ln lp li
Phng sai phn phi trung bnh cho tng th nghim c xc nh nh sau :

S 2th ( y )

1 2
S th
m

V d: Tnh phng sai ti hin ca mt cuc th nghim tng ng vi nhng s liu

thc nghim thu c bng sau :

T bng s liu ta thy i = 1,2,3; u = 1,2,3,8; m = 3; N = 8.

tnh phng sai ti hin ca mt cuc th nghim ta lp bng sau:

T kt qu bng 2, ta tnh phng sai ti hin ca cuc th nghim:

S 2th

1
N

S
u 1

2
u

144
8
8

Phng sai phn phi trung bnh cho mt th nghim:

S 2th ( y )

3.7.5. Phng sai d ( d)

1 2
18
S th 6
m
3

- L hiu gia gi tr thc nghim thu c vi gi tr tnh theo phng trnh hi

quy ca cc thng s ti u.
S du

1 N

( y yu )
N L u 1

N-L: t do
L: s h s c ngha trong phng trnh hi quy

yu l gi tr tnh theo phng trnh hi quy

yu l gi tr trung bnh thc nghim ti th nghim th u

yu l gi tr thc nghim trong iu kin khng l m th nghim lp.

3.7.6. lch chun (SD)
- L tham s dng xc nh phn tn ca bin ngu nhin c cng n v
vi n.
- Gi s S2 v S12 l phng sai v phng sai iu chnh mu ngu nhin ca
X, khi S v S1 c gi l lch tiu chun iu chnh mu thc nghim ca X
v xc nh nh sau:
S S2
S1 S12

3.7.7. Sai s chun (SE)

- L t l gia lch chun trung bnh mu vi cn bc hai ca dung lng
mu:
SE

S1
N

- L thng s thng k quan trng nh gi mc phn tn ca mu chnh

n biu th sai s ca s trung bnh. Sai s y do s chnh lch c hc c h thng
ca s liu m phng thc chn mu l mt trong nhng nguyn nhn chnh gy
nn.
- Mc ch chnh SE l xc nh mc phn tn ca gi tr trung bnh mu v
gii hn tin cy ca mu thc nghim.
3.7.8. ngha ca phng sai, lch chun, sai s chun
- Phng sai, lch chun, sai s chun gip cho ta nhn bit c mc
ng u ca gi tr thc nghim.
- Nu phng sai, lch chun, sai s chun nh th cc gi tr thc nghim
tng i ng u v tp trung xung quanh gi tr trung bnh.
3.7.9. c lng tham s
Cho BNN X c lut phn phi xc sut bit nhng cha bit tham s no
. Ta phi xc nh da trn thng tin thu c t mt mu quan st (x1, x2,,xn)
ca X. Qu trnh xc nh cha bit l qu trnh c lng tham s.

Gi tr tm c gi l c lng ca . l mt gi tr s c gi l c
lng im.

 nh gi mt c lng l tt hay khng ngi ta phi so snh n vi tht

nhng tht li cha bit nn phi a ra cc tiu chun nh gi cht lng ca

thng k nh mt xp x tt nht ca .
Cc tnh cht ca c lng im:

-c lng khng chch: Thng k c gi l c lng khng chch ca

nu E( )=. Suy ra E( -)=0

-c lng vng: Thng k c gi l c lng vng ca nu (x1,

x2,,xn) khi n dn ti v cng (xc sut) bng .

-c lng hiu qu: : Thng k c gi l c lng hiu qu ca nu

n l c lng khng chch vi phng sai b nht.
3.7.10. c lng khong
-Nu da vo thng k ngi ta xc nh c 1 v 2, sao cho vi mt xc
sut cho trc tham s ri vo khong th (1, 2) gi l khong tin cy vi
tin cy cho:
P(1< < 2)=1-
l mc ngha
(1- ) l tin cy
(2- 1): di khong tin cy
- c lng im c mt nhc im l khng bit c chnh xc cng
nh xc sut c lng chnh xc. Nht l khi kch thc mu nh, s sai lch
ca c lng so vi gi tr tht kh ln.
- Gi s mt php o vi sai s tin cy nh sau:

|X - X | = X = e
tin cy P l xc sut kt qu cc ln o ri vo khong tin cy
( X - e < X < X +e ), tc l P( X - e < X < X +e ) = P=1- v tin cy thng cho
trc 0,95; 0,99; 0,999;...
3.8. Kim nh gi thuyt
Vic xc nh ng, sai ca mt gi thuyt c gi l kim nh. Gi gi
thuyt l Ho th i thuyt s l H1. Chp nhn Ho tc l bc b H1. Hai sai lm c
th mc phi:
Sai lm loi 1: bc b mt gi thuyt ng.
Sai lm loi 2: Chp nhn mt gi thuyt sai.
Ta c thng k Ki, K=K(x1, x2, , xn). Gi thit K c phn phi xc nh khi Ho
ng v gi l xc sut xy ra sai lm loi 1.
= P(KtnB| Ho ng)
Ktn l gi tr ca K trn mu ang xt

B l min bc b Ho, cn B l min chp nhn Ho.

l xc sut phm sai lm loi 2

= P(Ktn B | Ho sai)

Chng ta cng mun xc sut xy ra hai sai lm tr n cng b cng tt. Trong
thc t khng th lm gim c c hai xc sut v tng th gim v ngc li.
Thng thng sai lm loi mt d kim sot v d tnh hn nn ngi ta hay
chn trc nh l ngng xc nh xc sut phm sai lm loi mt lun lun
nh hn mt b .
= 0,1; 0,05; 0,01; 0,001;ph thuc yu cu thc t v nh nghin cu. l
mc ngha ca quy tc kim nh.
3.9. Kim nh thng k
- BNN y ph thuc vo mu l mt thng k. Mi thng k cho bi mt hm ca
mu (x1, x2,,xn); y=g(x1, x2,,xn) . Ty theo dng ca g m ta c cc thng
k khc nhau. Cc thng k c th tun theo mt lut phn phi vi mt bc t
do no (da vo cc nh l v xc sut v thng k). kim tra ta tra
bng.
- VD: Xt hai mu ON1=(x1, x2, ,xn)
ON2=(x1, x2,, xn)
s 21 2
F 2 (s 1 s 2 2 ) l mt thng k
s2

- Bc t do: Cc i lng (N i lng) khng hon ton c t do m b rng

buc vi nhau bi m iu kin n o . Do ch c N-m i lng t do. Do
vy bc t do l (N-m)
* Cc bc kim nh gi thit:
Bc 1: Chn mt thng k lin quan n Ho: g(x1, x2,,xn)
Bc 2: Da vo cc nh l thng k bit thng k tun theo lut phn phi
no
Bc 3: Chn mc ngha . Tra bng ta s c g.

Bc 4: Da vo mu tnh g :

- Nu g g th bc b Ho

- Nu g g th chp nhn H o
3.9.1. Kim tra s ng nht ca cc ph ng sai (kim tra hi t ca cc gi tr
th nghim). Phng php ny ch p dng trong phng n th nghim song
song (S dng phn phi Cochran).
N l s th nghim trong mt cuc th nghim.
f = m-1 l t do ng vi th nghim c phng sai ti hin ln nht.
m l s ln lp ca th nghim c phng sai ti hin ln nht.
Gb c tm thy bng vi mc ngha chn, l im gp nhau gia hng
biu th s th nghim N v ct biu th bc t do f.

* Cc bc tin hnh kim tra

- Xc nh i lng trung bnh t cc kt qu ca cc th nghim song song.
- Xc nh cc phng sai thc nghim ( Su 2 ) ti mi im th nghim
theo cng thc (2.9).
N

- Tnh tng cc phng sai

Su

u 1

- Tnh Gtn theo cng thc sau: Gtn

max Su 2
N

Su

; u 1, 2,3,..., N

u 1

l gi tr cc i ca phng sai thc nghim th u.

N l s th nghim trong mt cuc th nghim.
- Tra bng Gb vi mc ngha chn, s th nghim N v t do f=m-1
ca im thc nghim c phng sai ti hin ln nht.
- So snh Gtn v Gb.
+ Nu Gtn < Gb : gi thit c chp nhn.
+ Nu Gtn > Gb : gi thit khng c chp nhn.
- V d: Xc nh s bng nhau ca hai ph ng sai.
Gi s ta c hai mu ly ra t hai tp gc
ON1: (x1, x2,,xn) O N1: (y1, y2,,yn)
T y ta tnh c hai c trng mu:
max Su

1 N1
s1
(
x

x
i )
N1 1 i 1

s2 2

1 N2
(
y

y
i )
N 2 1 i 1

a ra gi thuyt: H 0 : s 21 s 22 ( 21 22 )
i thuyt: H1 : s 21 s 22 ( 21 22 )
s 22 2
Chn thng k: F 2 (s 2 s 21 )
s1

Suy ra F c phn phi Fisher vi bc t do ca t l : N1-1 v ca mu N 2-1

Chn mc ngha , tra bng ta tnh c F
-

Da vo mu tnh c: F

Nu F F H 0 ng

s 22
s 21

Nu F F H 0 sai (bc b H0)

Minh ha: Gi s N 1=17, N2=12. Gi s tm c
s 21 32, 6; s 2 2 63, 68

Gi thuyt H 0 : s 21 s 22 ( 21 22 )
i thuyt: H1 : s 21 s 22 ( 21 22 ) : F

s 21
s 22

Chn =0,01. Bc t 11, bc mu 16

Tra bng F= 3,61

s 2 2 63, 68

1,9 F 3, 61
s 21 32, 6

Tnh F

Cng nhn H0 nn s 21 s 2 2 ( 21 2 2 )
Kim nh s bng nhau ca nhiu ph ng sai. Gi s c m tp gc X1, X2,,Xm.
Ly ra N mu (s ln th nghim) c cng dung lng m (s bin hoc s ln o lp
li). Tnh c cc phng sai mu s 21 , s 2 2 ,..., s 2 m
a ra gi thuyt: H 0 : s 21 s 22 ... s 2 m
i thuyt: H1 : s 21 s 22 ... s 2 m
Chn thng k:
-

s 2 max
G 2
, s max max s i 2
2
2
s 1 s 2 ... s m

Nu G ng th G c phn phi Cochran, bc t m-1, bc mu N. Chn , tra bng

c G.

Nu G G th cng nhn H0

Nu G G th bc b H0
Minh ha: c bn mu dung lng N=17. Gi s
s 21 0, 26; s2 2 0,36; s32 0, 4; s4 2 0, 42

Chn =0,05. Bc t 16, bc mu 4. Tra bng ta c G=0,4366.

Tnh G

s 2 max
0, 42

0, 2917
2
2
2
s 1 s 2 ... s m 0, 26 0,36 0, 4 0, 42

V G G nn cng nhn H0

3.9.2. Kim tra ngha ca cc h s trong ph ng trnh hi quy (Phn phi

Student, t l gi tr tnh ton c, tra bng tm t). Nu t t th loi cc h s

. Nu t t th nhn cc h s .

- Mc ch ca kim tra ny l xem cc h s bj trong phng trnh hi qui c

khc 0 vi mt tin cy no hay khng.
- kim tra ngha ca cc h s trong phng trnh hi qui ta phi s dng
chun Student (t).
* Cc bc tin hnh kim tra:
- Tnh chun ttn theo cng thc: ttn = tj =

| bj |
Sbj

bj l h s ng vi yu t th j trong PTHQ; j = 0,1,2,

Sbj lch qun phng ca h s bj
- Tra bng tb (P,f) ng vi mc ngha P chn trc v f; f l bc t do ng vi
phng sai ti hin ca tng phng n m ngi nghin cu chn.
- So snh t j v tb
+ Nu tj > tb h s bj c ngha v c gi li trong PTHQ.
+ Nu tj < tb h s bj khng c ngha v loi khi PTHQ. Cc h s cn
li c tnh li theo phng phpbnh phng ti thiu cho ti khi tt c
chng u c ngha.

3.9.3. Kim tra s tng hp ca phng trnh hi quy thc nghim (PP Fisher, F

l gi tr tnh ton c, tra bng tm F). Nu F F th m hnh tng hp

(tng thch). Nu F F th m hnh khng tng hp ( khng tng thch).

Khi ta phi: kim tra li cng vic tnh ton, kim tra li m h nh, chn li
hm hi quy mc (bc) cao hn.
- Dng PTHQ l do ngi nghin cu t chn v cc h s trong PTHQ c
xc nh da trn cc s kiu thc nghim. V vy cn phi xem xt m t ton hc
c ph hp vi thc nghim hay khng, v ngi ta dng phn phi Fisher (F) vi
mt mc ngha no .
* Cc bc tin hnh kim tra:
- Vit PTHQ vi cc h s c ngha.
- Tnh Ftn theo cng thc:
Ftn

S 2tt
S 2th

Trong : Stt l phng sai tng thch

Sth l phng sai ti hin (ti sinh) vi phng n th nghim ti tm hoc vi phng
n th nghim song song (lp).
- Fb tra bng fb (P, f1,f2) tc l ng vi mc ngha P chn v bc t do f1, f2
- Tiu chun kim nh (so snh F tn v Fb)
+ Nu Ftn < Fb th PTHQ va lp ph hp vi thc nghim.
+ Nu Ftn > Fb th PTHQ va lp khng ph hp vi thc nghim v
lm tip cc cng vic sau:
* Kim tra li cng vic tnh ton.
* Xem li m hnh nghin cu ng cha.

* Chn m t ton hc (PTHQ) mc cao hn.

3.10. Sai s o
- Trong thc nghim, nhng gi tr nhn c l gi tr gn ng ca mt gi
tr thc. x = x a gi l sai s o.
Vi : a l gi tr thc ca mt vt
x l kt qu quan st c.
x l lch gia a v x.
3.10.1. Sai s th
- L sai s phm phi do ph v nhng iu kin cn bn ca php o, hay s
sut ca ngi thc hin dn n cc ln o c kt qu khc nhau nhiu. Khi pht
hin sai s th cn thc hin li cng vic (nu iu kin c ho php).
- Cch kh sai s th :
+ Kim tra cc iu kin c bn c b vi phm hay khng.
+ S dng mt phng php nh gi (phng php ton hc loi b sai
s th vi tin cy v hiu qu nht nh), loi b hoc gi li nhng kt
qu khng bnh thng.
3.10.2. Sai s h thng
- L sai s khng lm thay i trong mt lot php o, m thay i theo mt
quy lut nht nh.
- Nguyn nhn gy sai s: do khng iu chnh chnh xc dng c o, hoc mt
i lng lun thay i theo mt quy lut no , nh nhit Cc sai s ny c
th pht hin, o c tm c nguyn nhn v hiu chnh c. Thng thng cc
kt qu thc nghim u xem nh pht hin sai s h thng v loi b.
- khc phc ngi ta t mt h s hiu chnh ng vi mi nguyn nhn.
3.10.3. Sai s ngu nhin
- Sai s ngu nhin ca php o l i lng ngu nhin c trng bng lut
phn phi th hin mi quan h gia cc gi tr c th c ca sai s v xc sut sai
s ngu nhin nhn cc gi tr y.
- L sai s cn li sau khi kh sai s th v sai s h thng.
- Sai s ngu nhin do nhiu yu t gy ra, tc dng rt nh, khng th tch
ring ra, v th khng loi tr c. Nhng c th tm ra quy lut, tnh c nh
hng ca chng n kt qu thc nghim. Vic xc nh nh hng ca chng da
vo cc hiu bit v quy lut phn phi cc i l ng ngu nhin.

CHNG 4. CC PHNG PHP PHN TCH HI QUY TNGQUAN

4.1. Hi quy tuyn tnh mt thng s (33)
4.2. Hi quy Parabol (37)
4.3. Hi quy hm s m
4.4. nh gi tnh mt thit ca lin h phi tuyn (38)
4.5. Phng php hi quy nhiu bin (39)
4.6. Phn tch hi quy di dng ma trn (43)
4.7. Lp phng trnh hi quy bng phng php Bradon (47)
4.8. Cc v d (48)
4.9. Phng php bnh phng cc tiu (nh nht)
Phng php bnh phng cc tiu l mt phng php rt c bn v hiu lc
x l cc s liu thc nghim v xy dng m hnh thng k cho mt lp kh rng
ln cc i tng nghin cu thuc nhiu lnh vc khc nhau. Li gii ca ph ng
php BPCT l mt m hnh ton hc biu din mt cch gn ng i t ng thc.
4.9.1. t bi ton
Gi s ta cn nghin cu mt i lng y trong mt h thng n o . Thng
thng, trong h y mt mt y ph thuc vo cc bin s c lp x1, x2,,xk c th
iu khin c, mt khc y cn b nh hng ca cc tc ng ngu nhi n thng
xuyn v khng iu khin c. (x1, x2,,xk) l cc bin vo hay cc nhn t,
BNN gi l nhiu. y gi l hm mc tiu hay bin ra.
Vn l phi tm mi quan h gia y v (x1, x2,,xk). Thng thng th t nhiu c
trc mt thng tin tin nghim v h thng ang xt. Bi vy ng i ta thng gi
thit mi quan h gia y v (x1, x2,,xk) c dng:
y f ( x1 , x2 ,..., x k ; 1 , 2 ,..., m )

Trong : dng ca hm f bit nhng cn m tham s 1, 2,, m cha bit.

Nu ta gi thit thm rng E 0, D 2 ngha l N (0, ) th

y f ( x1 , x2 ,..., x k ; 1 , 2 ,..., m )

Dy 2

Hm y gi l hm phn hi ca y. Phng trnh trn gi l phng trnh hi quy l

thuyt ca y theo (x1, x2,, xk)
tm mi quan h tht gia y v (x1, x2,,xk) ngi ta tin hnh N th nghim v
lp thnh mt bng
Ni
x1
x2

xk
y
1
X11
X12

X1k
y1
2
X21
X22

X2k
Y2

N
xN1
xN2

xNk
yN
Bi ton t ra l trn c s cc s liu thu c hy tm mt hm s

y f ( x1, x 2,..., xk ) biu din gn ng tt nht hm y v tm mt c lng tt nht cho

2.

Hm s y c gi l m hnh thng k ca h thng thc ta ang nghi n cu v

c gi l phng trnh hi quy thc nghim. gii quyt bi ton ny ngi ta
dng phng php bnh phng cc tiu. u im ca phng php ny l khng
cn bit ti lut phn phi xc sut ca bin ngu nhi n y. Theo phng php BPCT,
bi ton dn v vic xc nh cc tham s 1, 2,, m sao cho tng bnh phng
cc sai s l nh nht.

(y y )
i

i 1

min

Trong :
yi l cc kt qu th nghim (i=1,N)

yi f ( xi1 , xi 2 ,..., xik ; 1 , 2 ,..., m ), (i 1, N ) -cc gi tr l thuyt

V cc tham s 1, 2,, m cha bit nn tng bnh phng cc sai s l mt hm

ca cc tham s . K hiu l S( 1, 2,, m). Gi i yi y

Ta c:
N

S (1 , 2 ,..., m ) 2i min
i 1

Ch : Trng hp ring hay gp ca cc hm hi quy thc nghim l:

y 1 g1 ( x1 , x2 ,..., x k ) ... m g m ( x1 , x2 ,..., x k )

Trong : g1 ( x1 , x2 ,..., x k ),..., g m ( x1 , x2 ,..., x k ) l nhng hm s bit:

y 0 1 x1 2 x2 ... k x k

y 0 1 x1 2 x2 12 x1 x2 11 x1 2 22 x2 2

4.9.2. Ni dung ca phng php

* Trng hp tuyn tnh:
Bi ton: Gi s
y 0 1 x1 2 x2 ... k x k
N (0, )

y 0 1 x1 2 x2 ... k x k

Ni
x0
x1
1
1
X11
2
1
X21

N
1
xN1
Bi ton t ra:
Xc nh j = bj sao cho:

x2
X12
X22

xN2

xk
X1k
X2k

xNk

y
y1
Y2

yN

i 1

j 0

i 1

S ( 0 , 1 ,..., k ) ( y i y i ) 2 ( y i j xij ) 2 2i min

Bn cht: Tm mt ng thng d sao cho: Tng b nh phng cc lch gia tung

ca ng th nghim vi ng thng l b nht.
Da vo iu kin cn ca cc tr:
s
0, ( j 0, k )
j

Ta c:
N

N
k
s
2 [(y i - j xij )x ij ] 0, ( j 0, k )
j
i 1
j 0

[(y - x )x
i 1

j 0

j ij

ij

] 0, ( j 0, k )

y l h k+1 phng trnh v k+1 n (0, 1, 2,, k) v c gii bng phng

php ma trn.
1 x11 x12 ...( x1 k )
y1

(1) x21 x22 ...( x2 k )

y2
..............................
.
Y
X

..............................
.

.
..............................

(1) x x ...( x )
yN

N
1
N
2
Nk

1
1
b0

2
2
b1
.
.
.

B
.
.
.
.
.
.

N
N
bk

y1

y 2

.

Y
.

.
y
N

Y=X +

Y X
S (Y Y )T (Y Y ) T
X T (Y X ) 0
X T X X TY

Bi ton tr thnh tm vect =B tha mn cc phng trnh trn. Khi S l b nht.

Gi s ( X T X ) 1 0 B ( X T X ) 1 ( X T Y )
p dng cc nh l phn tch thng k li gii nhn c.
Xt m hnh (hnh v):
gi thit:
a. y 0 1 x1 2 x2 ... k x k
b. N (0, )
y x x ... x
0
1 1
2 2
k k

 tm c y b0 b1 x1 b2 x2 ... b k x k
Cng bit c bj l c lng trng ca j
Cng bit c
yi l c lng trng ca y j
Cn kim tra li cc gi thit:
- Xem N (0, )
- Xem y c tuyn tnh hay khng? V nhng bin no nh hng trc tip n y
(cc j no khc 0?)
(1). Kim tra N (0, )
* Thng thng, ta coi E =0 l chp nhn c. Nu E 0 th tnh tin li trc ta
c bng khng.
t 0 a E 0 E ( a ) a a 0 . Cch lm ny khng lm nh hng n kt
qu nh gi.
Kim tra D=2 nhng 2 cha bit.
Gi thit H o : D 2
i thit H o : D 2
Ti mi im th nghim th I (i=1,N) ta lp li n (m) ln o c n (m) gi tr ca
yi1, yi2,,yin(m). Ta coi l mt mu v tnh c:
2

1 n
1 n
y yij ; s 2i
( yij yi ) , i 1, N
n j 1
n 1 j 1

Cc s 2i u l c lng trng ca D 2 . Vy nu H0 ng th N s s 2i phi bng

nhau. kim nh H 0 ta s kim nh s bng nhau ca N ph ng sai.
s 21 s 2 2 ... s 2 N

Dng thng k:
G

s 2 max
, s max max s i 2
2
2
2
s 1 s 2 ... s N

G tun theo phn phi Cochran, chn c ngha . Tra bc t = n-1, bc mu =N. Ta
.
c G. Tnh c G
G th cng nhn H ng. Dng phng sai ti sinh S 2 1
Nu G
0

ts
N

S
i 1

2
i

lng 2.
G th bc b H .
Nu G
0

(2). Kim nh s ph hp ca y va tm c.
a. Xem s bin c bng k khng?
Gi s hm y l tuyn tnh, xem xt xem nhng bin n o nh hng trc tip n
y, tc l ta xem xt xem nhng j no bng khng.
Gi thit H0: j=0. i thit H 1: j0
Chn thng k

tbj

bj j
sb j

bj

sb j

( j 0)

Theo nh l ca xc sut v thng k ng dng th tbj tun theo phn b Student

bc N-k-1
Chn mc ngha tra bng Student ta c t.
Tnh tbj da vo mu, s 2b j s 2ts C 1 jj
-Nu | tb j | t th cng nhn H0, suy ra j=0, chng t x j khng nh hng n y
-Nu | tb j | t th bc b H0 (cng nhn H1), suy ra j0, chng t x j khng nh
hng n y. Nu c j=0 th cc h s cn li phi tnh ton li v cc h s tng
quan ln nhau.
b. S ph hp ca y
dng th nghim lp (ti sinh) tnh s 2ts

1
N

S
i 1

2
i

l c lng ca 2 khng

ph thuc dng ca y.
2

Mt khc: s

2
du

N
1
2

( yi y i ) cng l c lng ca nhng ph thuc

N k 1 i 1

dng ca y.
Nu y ph hp vi m hnh nghin cu th hai phng sai bng nhau.
Gi thit: H o: s 2ts s 2 du
i thit: H 1: s 2ts s 2 du
Chn thng k F

s 2 du 2
(s du s 2ts ) Fisher
s 2ts

Bc t: N-k-1, bc mu N(n-1)
Chn tra bng tm F. Tnh F da vo mu.
Nu F F th cng nhn H0, tc l m hnh ph hp
Nu F F th bc b H0, tc l m hnh khng ph hp. Phi gi thit li m hnh.
C th khng phi tuyn tnh m l bc hai, bc 3.
Trong trng hp khng c iu kin tin hnh lp li th nghim th c th so
snh phng sai d s 2 du vi phng sai trung bnh s 2 y
N

s2 y

( yi y)

i 1

N 1

Theo tiu chun Fisher: F

Sy2
S du 2

bc t N-1, bc mu N-k-1, nu F cng nh hn

F th phng sai ti sinh cng chnh xc .

Th d:
Tm m hnh biu din s ph thuc gia y v hai bin x1, x2 trn c s bng quan st
sau: (Th nghim lp li n=6)
TT
X1
X2
Y(1)
Y(2)
Y(3)
Y(4)
Y(5)
Y(6)
Y

1
2
3
4
5
6
7
8
9
10

2
2
8
2
6
3
5
3
9
10

1
2
10
4
8
4
7
3
10
11

10,5
13
18
13
15
10,5
14,2
12,5
17
19

9,5
11
16
12,5
15
9,5
13,8
11,5
15,6
17

9
11,5
16,6
13
14,5
10
13,6
11
15
17,5

(1) 2 1

(1) 2 2
...............

X ...............

...............
(1) 9 10

(1) 10 11
1 2 1

1 1 . . . . . . . . 1 1 1 2 2 1 0

X T X 2 2 . . . . . . 9 1 0 . . . . . . . . . . . . . . . 5 0

(1 ) 2 . . . . . . 1 0 1 1 1 9 1 0 6 0

1 1 0 1 1
10

11 ........ 11 12 137

X T Y 2 2 ...... 9 10 ... 756

(1) 2 ...... 10 11 16 908

18
(2876) 120 260

1
C 1 ( X T X ) 1
120 1200 980
det(C ) 7160

260 980 960

11
12,5
17,4
13,5
15,5
11
14,4
13
16,4
18,5

10,6
12,2
17
14
14
10
15
12,2
16,5
18,2

9,4
11,8
17
12
16
9
13
11,8
15,5
17,8

10
12

.

Nh vy: Y .
.

16
18

5 0 6 0

3 3 6 3 9 8
3 9 8 4 8 0

9,3871

B ( X X ) ( X Y ) 0,1286
(0, 6174)

Vy phng trnh hi quy c dng: y 9,3871 0,1286 x1 0, 6174 x 2

Kim nh D 2 trn bng ta c yi

10
12
17
13
15
10
14
12
16
18

 Ta tnh cc s 2i , y n=6
1
2,82
s 21 (0,5)2 (0,5)2 12 12 (0, 4)2 (0, 4)2
0,564
5
5

Tng t ta c:
2,58
2,32
0,516 s 23
0, 464
5
5
2,50
2,50
s4 2
0,5
s 25
0,5
5
5
2,50
2, 40
s 26
0,5 s 2 7
0, 480
5
5
2,58
2,82
s 28
0,516 s 29
0,564
5
5
2,82
s 210
0,564 smax 2 0,564
5
0,564 0,564 0,1091
G
10
5,168
s 2i

s 22

i 1

Chn mc ngha =0,05; bc t m=n-1=5, bc mu f=N=10. Tra bng ta c

G . Vy H ph hp.
G=0,3029. Ta c G
o

Ta dng phng sai ti sinh c lng 2

S 2ts

5,168
0,5168
10

Kim nh s ph hp ca y
Kim nh j 0; s 2bj s 2ts C 1 jj
s 2b 0 0,5168

2876
0, 2075
7160

1200
960
0, 08661 s 2b 2 0,5168
0, 06206
7160
7160
sb1 0, 2942
sb 2 0, 2492
s 2b1 0,5168

sb 0 0, 4555
b
9,3871
tbj j ; tb 0
20, 6083
sbj
0, 4555

0,1285
0, 4367
0, 2942
0, 6174
tb 2
2, 4775
0, 2492
tb1

Chn =0,05 bc N-k-1=10-3=7

t=1,9
Ta c tb1<t vy 1=0 nn b1=0
Do : y 9,3871 0, 6174 x 2
kim tra s ph hp ca y ta phi tnh li cc h s (v ta b qua x1). Bi ton
tr v cn mt bin.
* Trng hp phi tuyn:

4.9.3. p dng cho hm mt bin

Gi s
a. y 0 1 x
b. N (0, )
Lm N th nghim ta c bng sau:
N
x0
x
1
1
x1
2
1
x2
.

N
1
xN
Tnh ton b j
Ta c th tnh B bng vic i gii h ph ng trnh:
N

[y
i 0

( 0 1 xi )] xi 0

( 0 1 xi )] 0

[y
i 1

Theo phng php bnh phng cc tiu:

1 x1

11 ............. 1 (1) x2
T
CX X

x1 x 2 .... xN ............

(1)( xN )

N
(
xi )

i 1

N
N

2
( xi )( x i )
i 1
i 1

N
N 2

(
x
)(

i xi )
1
i 1
i 1

C 1 ( X T X ) 1
N
N
N

2
2
N x i ( xi ) ( xi )( N )

i 1
i 1
i 1

y1
N
y1
yi
11 ..........(1)
i 1

T
X Y
. N

( x1)( x 2)..( xN ) . ( x y )
i i

N i 1

i 1
N

i 1

yi x xi xiyi
2

B ( X T X ) 1 ( X T Y ) b 0

i 1

i 1
N

N x i ( xi )2
2

i 1

b1

N xiyi xi yi
i 1

i 1

i 1

i 1

i 1

N x 2i ( xi )2

d tnh ton ta lp bng sau:

i 1

y
y1
y2

yN

TT
1
2
.
.
N
Cng

xi
X1
X2
.
.
xN

yi
Y1
Y2
.
.
yN

xi
i 1

yi
i 1

xi2
X12
X22
.
.
xN2
N

xi
i 1

xiyi
X1y1
X2y2
.
.
xNyN
2

xiyi
i 1

Kim nh:
Ging nh trng hp k bin, lu :
N

s 2b 0 s 2ts

s 2b1 s 2ts

2
du

xi

i 1

i 1

i 1

N xi 2 ( xi )2
N
N

i 1

i 1

N xi 2 ( xi )2

1 N

( yi yi )
N 2 i 1

Th d: Tm cng thc lin h bn ca si v m ca khng kh:

m khng kh bn ca si (y)
(x)
TT
(1)
(2)
(3)
(4)
(5)
(6)
1
36
2
2,1
2,1
1,9
2
1,9
2
38
2,4
2,6
2,5
2,5
2,4
2,6
3
40
2,2
2,4
2,2
2,4
2,3
2,3
4
58
2,8
2,9
3,0
2,6
2,7
2,8
5
70
3,0
3,1
3,1
3,2
3,1
3,1
6
80
3,1
3,3
3,1
3,1
3,1
2,9
7
82
3,2
3,2
3,2
3,2
3,2
3,2
8
93
2,9
2,9
3,0
3,1
3,0
3,1

bn
TB
2
2,5
2,3
2,8
3,1
3,1
3,2
3,0

p dng cng thc ta c:

b0=1,667, b1=0,0174
Vy: y=1,667+0,0174x
Kim nh:
* Kim tra D=2. Theo bng ta c n=6 th nghim ti mi im i (i=1,8). Ta tnh cc
s 2i (i=1,N)

1 6
( y1t y1 )2 0, 008
6 1 t 1
Tng t ta c: s 2 2 0, 008 ; s 23 0, 008 ; s 2 4 0, 02 ; s 25 0, 004 ; s 2 6 0, 016 ; s 2 7 0 ;
s 21

s 28 0, 008

Smax2=0,02
0, 02 0, 02 0, 2778
G
8
0, 072
s 2i
i 1

Chn =0,05, bc t n-1=6-1=5, bc mu N=8. G =0,3595

G . Vy D=2
Ta c: G

Dng phng
sai ti sinh c lng 2
N
1
si 2
N i 1
0, 072

0, 009
8

S 2ts

S 2ts
*

Kim tra j 0; tbj

bj
sbj

s 2b 0 s 2ts

xi

i 1

i 1

i 1

N xi 2 ( xi )2

0, 009x

34377
0, 011
28007

0, 009x

8
0, 0000026
28007

sbo s 2b 0 0,105
s 2b1 s 2ts

N
N

i 1

i 1

N xi 2 ( xi )2

sb1 0, 0158
1, 667
0, 0174
t
15,87; tb1
11, 012
b0
0,1058
0, 00158

Chn =0,05; bc t do ca phng sai ti sinh:

m=N(n-1)=8(6-1)=40
t=1,68
Ta c:
t b 0 t 0

0
t b 0 t 0

Vy phng trnh hi quy c c b 0 v b1.

* Kim nh s ph hp ca y:
2

s 2 du

1 N
( yi yi ) 0, 048

N 2 i 1

Ta tnh s 2ts 0, 009

Chn thng k:
F

s 2 du
F isher
s 2ts

Bc t N-2=8-2=6; Bc mu N(n-1)=8(5)=40
0, 048 5,3334
F
0, 009

Chn =0,05, F=2,3 suy ra F F . Vy m hnh tuyn tnh khng ph hp.

4.9.4. Tuyn tnh ha mt s hm s mt bin phi tuyn
a. Hm s m: y=ab x +
y ab x . Hy xc nh a, b
lg y lg a x lg b

t lga=0; lgb= 1
Ta c: Y= 0 + 1X
p dng cng thc ca PP bnh phng cc tiu ta tm c b0 v b1. T suy ra a
v b.
b. Hm s y 0 1x 2 x 2
Phng php 1: Tuyn tnh ha
t Y= y ; X1=x; X2=x2; Y= 0+ 1X1+ 2X2
p dng cng thc ca PP bnh phng cc tiu vi k=2 bin, ta tnh c b0; b1; b2
Phng php 2: p dng trc tip phng php bnh phng cc tiu ta tm c b0,
b1 v b2.
C th m rng n a thc bc n.
c. Hm s y ax b (a 0; x 0)
Logarit hai v:
lg y lg a b lg x

Y= 0+ 1X (Trong lg y Y ; 0 lg a;1 b;lg x X )

p dng cng thc ca PP bnh phng cc tiu ta tm c b0 v b1
x
ax b
1
1
Ta c: a b
x
y
1
1
t Y ; X ; a 0 ; b 1
x
y

d. Hm s y

Khi : Y= 0+ 1X
p dng cng thc ca PP bnh phng cc tiu ta tm c b0 v b1
4.9.5. Tuyn tnh ha mt s hm s nhiu bin phi tuyn
y a x1a1 x 2a 2 x3a 3...xn an
0

Logarit hai v:
lny=lna0 + a1lnx1+a2lnx2++anlnxn

i bin s v dng: Y=A 0+a1X1+a2X2++anXn

p dng cng thc ca PP bnh phng cc tiu ta tm c cc h s b i
Bi tp:
1. Xc nh phng trnh hi quy thc nghim vi cc s liu cho bng sau:
xi
1
2
3
4
5
6
7
8
yi
2,35
2,41
2,6
2,73
2,90
3,11
3,25
3,45
p s: y=2,2285+0,1381x
2. Xc nh phng trnh hi quy thc nghim vi cc s liu cho bng sau:
xi
2
3
4
5
6
7
yi
11,52
15,12
18,47
22,05
25,61
28,05
p s: y=4,5759+3,4913x

CHNG 5. QUY HOCH TRC GIAO

5.1. Quy hoch trc giao v tnh cht
5.1.1. M u
Gi s ta lm N th nghim o y, ta c bng s liu sau:
TT
X1
X2
..
xk
1
X11
X12

X1k
2
X21
X22
.
X2k
.
.
.
.
.
N
xN1
xN2

xNk
Gi thit:

y
Y1
Y2

yN

y 0 1 x1 2 x2 ... k x k
N (0, )

y 0 1 x1 2 x2 ... k x k (Phng trnh hi quy l thuyt)

Bng phng php BPCT ta tnh c:

B ( X T X ) 1 ( X T Y )

Trong :

1 x11 x12 ...( x1 k )

(1) x21 x22 ...( x2 k )

..............................

X
..............................

..............................
(1) x x ...( x )
N1
N2
Nk

y1

y2
.
Y

.
.

yN

b0

b1
.
B
.
.

bk

Thay B vo phng trnh ta c:

y b b x b x ... b x l phng trnh hi quy thc nghim. X l ma trn dng
0
1 1
2 2
k k
tnh ton.
By gi ta xt vn liu c th b tr cc th nghim sao cho:
- S th nghim t nht
- Tnh ton gn
- Bo m mc chnh xc
5.1.2. nh ngha quy hoch trc giao (QHTG)
QHTG l quy hoch b tr cc th nghim sao cho ma trn:
1 x11 x12 ...( x1 k )

(1) x21 x22 ...( x2 k )

..............................

X
..............................

..............................
(1) x x ...( x )
N1
N2
Nk

C tnh cht:

x
i 1

x 0 i l ch s th nghim; m, j l ch s bin (m, j=0,k): Tch hai vect ct bt

im ij

k bng khng. l tnh cht trc giao.

N

Khi m=0 th x i0=1 vi mi i nn suy ra:

x
i 0

ij

0; j 0 : Tng cc phn t trong mt

ct bt k (tr ct 1) u bng khng .

5.1.3. Tnh cht ca QHTG
Da trn phng php BPCT-ch khc l ch ng b tr cc th nghim. Do
cc kt qu ca phng php BPCT u p dng c cho QHTG. C th, da v o
cc nh l ca phng php BPCT ta suy ra tnh ch t ca QHTG.
* Cng thc tnh cc b j n gin (Da theo PP BPCT)-(Khng chng minh)
b0

1
N

bj

1
N

y
i 1

x y
i 1

ij i ;

j 1, k

5.2. Quy hoch trc giao cp mt

5.2.1. nh ngha
Mt cch b tr th nghim sao cho quy hoch trc giao v c thm tnh cht:
N

C 2 j x 2 ij N (j 0, k )
i 1

Tng bnh phng cc phn t ca mt ct ng bng s th nghim (N).

5.2.2. Tnh cht
Khi :
b0

1
N

1
bj
N

y
i 1

x y
i 1

ij i ;

j 1, k

5.2.3. Ma trn ca QHTG cp 1

Khi k=2 (s bin) ta c m hnh:
y=b0+b1x1+b2x2
(1)( 1)( 1)

(1)( 1)( 1)

X
(1)( 1)( 1)

(1)( 1)( 1)

S th nghim: N=2 2=4

Khi k=3 ta c:
y=b0+b1x1+b2x2+b3x3

 (1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

X
(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

S th nghim: N=2 3=8

5.2.4. M ha cc bin (i bin)
trn, cc phn t ca ma trn X l +1 v -1. Nhng khong bin thin ca
cc bin m ta nghin cu ni chung khc vi [-1,+1]. Vy ta phi tm cch b tr th
nghim sao cho X c tnh cht trc giao.
Gi bin thc t l Zj; j=1,k; ZjminZj Zjmax
Vn t ra l i bin xj=1.
Gi :
Z

0
j

Z min j Z max j
2

; Z j

Z max j Z min j
2

;xj

Zj Z0j
Z j

Khi :
Z j Z min j x j 1
Z j Z 0j xj 0
Z j Z m ax j x j 1

Kim nh cc kt qu:
Vic kim nh cc gi thit thng k hon ton ging nh trnh by trong phn PP
BPCT, bao gm:
* Kim tra D=2.
V 2 khng bit nn ta dng phng sai ti sinh c lng 2. Nu khng c iu
kin lm nhiu th nghim ti mi im th ta c th tnh s 2ts nh sau:
Lm n0 th nghim ti tm, tc l x1=x2==x k=0
1
2
3
n0
o c y 0 ; y 0 ; y 0 ;......; y 0

s 2ts

1 n0 t
(y 0 y 0)
n0 1 t 1

y0

1
n0

n0

y
t 1

t
0

Bc t do l n0-1
* Kim ta j=0 ta lm nh c.
Ch : Khi c j no bng khng, ngha l xj thc s khng nh hng trc tip
n y nn s bin thay i. Trong trng hp chung th phi lm li vi m hnh mi

(khng c x j tham gia). Nhng trong q uy hoch trc giao th cc bj khng tng quan
nn khng phi lm li th nghim v khng phi tnh li cc b j0 c.
* Kim nh s ph hp ca m hnh:
y c th dng phng sai ti sinh b ng cch lm n th nghim ti cc im
nhng cng c th lm n0 th nghim ti tm.
5.2.5. Th d: Tm mi quan h gia y v z1, z2, z3
100z1200;
20z 260; 10z 330
TT
X0
X1
X2
X3
Z1
Z2
Z3
y
1
+
100
20
10
2
2
+
+
200
20
10
6
3
+
+
100
60
10
4
4
+
+
+
200
60
10
8
5
+
+
100
20
30
10
6
+
+
+
200
20
30
18
7
+
+
+
100
60
30
8
8
+
+
+
+
200
60
30
12
Gi s m hnh tuyn tnh:

y 0 1 x1 2 x2 3 x3

Tnh cc h s ca:

y b0 b1 x1 b2 x2 b3 x3

Theo phng php QHTG:

1 N
yi 8,5
N i 1
1 N
b1 xi1 yi 2,5
N i 1
1 N
b2 xi2 yi 0,5
N i 1
1 N
b3 xi3 yi 3,5
N i 1
b0

y 8,5 2,5 x1 0,5 x2 3,5 x3

* Kim nh j=0
Lm ba th nghim tm (n 0=3). Khi quy hoch th nghim ta lm sn lun t
u khng i n y mi lm. Ta c:

y10 8; y 2 0 9; y 30 8,8
y 0 8, 6
S 2ts

1
[(8-8,6)2 (9 8, 6)2 (8,8 8, 6)2 ] 0, 28
3 1

Sts 0, 28 0,55
sbj
tbj
tb1

sts
N
bj
sbj

0,55
0, 2
8

tb 0

8,5
42,5
0, 2

2,5
12,5
0, 2
8

| 0,5 |
2,5
0, 2
3,5
tb 3
17,5
0, 2
tb 2

Chn =0,05, bc t do n 0-1=2. Tra bng ta c t=2,92. 2=0 v |tb2|< t

Phng trnh hi quy dng: y 8,5 2,5 x1 3,5 x3

* Kim nh s ph hp ca m hnh:
Tnh phng sai d:
S

2
du

N
1

( yi y i )

N (k 1) i 1

ngha: Phng sai d cng b cng t t. Dng phng sai d tnh c lng 2.
2

1 8
S du
( yi y i )
8 3 i 1
y 2,5; y 7,5; y 2,5
1
2
3
y 7,5; y 9,5; y 14,5
2

y 9,5; y 14,5
7
8
S

2
du

s 2 du 5, 2
26
2

5, 2; S ts 0, 28; F 2
18,57
5
s ts 0, 28

Yi

y
i

yi y i

( yi y i ) 2

2
6
4
8
10
18
8

2,5
7,5
2,5
7,5
9,5
14,5
9,5

-0,5
-1,5
1,5
0,5
0,5
3,5
-1,5

0,25
2,25
2,25
0,25
0,25
12,25
2,25

12
14,5
-2,5
6,25
Chn =0,01
Bc t (v1, f1)=8-3=5 (Bc t do ca phng sai d=N-l (s h s c ngha)
Bc mu (v2, f2)=n 0-1=2(Bc t do ca phng sai lp)
Tra bng ta c F=99,3
V F F Ph hp
Cui cng phi i v bin tht:
xj

z j z0 j
z j

y 8,5 2,5

z 20
z1 150
3,5 3
50
10

y 0, 05 z1 0,35 z3 6

5.2.6. Vi nhn xt v kt lun v kh nng ca QHTG cp 1

(1). QHTG cp 1 c th xc nh cc h s ca ph ng trnh hi quy dng:
k

y x
ij j
j 0

Nu kim nh khng ph hp ta c th gi thit m h nh c dng bc hai khng hon

chnh:
y x x x x
0
1 1
2 2
12 1 2
k

y x
j j
j 0

b x

i , j 0
i j

ij j

(Tng qut)

Khi ta t x3=x1x2 ta c:
y x x x a v tuyn tnh ba bin. Khi ma trn quy hoch l :
0
1 1
2 2
3 3
N
X0
X1
X2
X3
1
+
+
2
+
+
3
+
+
4
+
+
+
+
Ta thy X tha mn tnh cht ca QHTG cp 1. Tnh ton nh trn ta xc nh c
cc bj (j=0,3). Kim nh nh c.
(2). Gp m hnh dng:
y a a x a x 2 ... a x n th t bin mi:
0
1 1
2
2
n
n
2
n
x1 x; x2 x ;....; x n x ta c:
y a a x a x ... a x m hnh tuyn tnh n bin.
0
1 1
2 2
n n
Dng phng php QHTG cp 1 xc nh cc h s. Nu khng c th dng PP
BPCT.
(3). Mt s trng hp m hnh dng y=f(x), cng c th bin i tr v tuyn tnh
(bng phng php i bin, t n ph v do dng c QHTG cp 1).
Vic lm khng phi ch i vi hm mt bin, m ngay c i vi hm nhiu
bin s min l iu kin cho php. Tc l sau khi bin i th tnh cht trc giao ca
ma trn X vn c bo m.

(4). Nu trng hp bc hai khng ho n chnh v kim nh khng ph hp th ta

phi gi thit m hnh l bc hai hon chnh.
y x x x x x 2 x 2
0
1 1
2 2
12 1 2
11 1
22
2
k

j 0

i j
i , j 1

j 1

y x
j j ijxi x j jj x 2 j

Trng hp ny nu ta cng bin i nh trn th X khng cn tnh cht trc giao

na. Ta phi quy hoch th nghim theo kiu khc. l QHTG cp 2.
(5). trn ta xt quy hoch vi X=2 k gi l quy hoch ton phn.
i khi ngi ta xt quy hoch ring phn. Khi N=2 k-1, N=2k-2, ., N=2 k-p.
Xt trng hp: N=2 k-1;
* Khi k=3, khi
y x x x
0
1 1
2 2
3 3

N=22=4
X 13

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)
2

hoc X 3
(1)( 1)( 1)( 1)
(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

(1)( 1)( 1)( 1)

Ct x3 c th xc nh bng cch:
x3=x1x2 ( X 13 ) hoc x3=-x1x2 ( X 23 )
* Khi k=4, khi
y x x x x
0
1 1
2 2
3 3
4 4

Ct x4 c th xc nh bng cch:
x4=x1x2
x4=-x1x2
x4=x1x3
x4=-x1x3
x4=x2x3
x4=-x2x3
x4=x1x2x3
x4=x1x2x3
5.2.7. Th d v QHTN ring phn:
Nghin cu qu trnh bin tnh nhm bng Molipden (Mo). Tham s ra l y (s ht
nhm/1cm2).
Cc tham s vo:
Z1: khi lng Mo a vo (%)
Z2: Nhit qu nung ( oC)
Z3: Thi gian qu nung (pht)
Z4: c tnh cht nh tnh v ch nhn hai gi tr:
- Lm ngui nhanh
- Lm ngui chm

Gi tr gc ca cc tham s, cn tr n v cn di ca cc bin v Zj cho trong bng

sau:
Yu t
Hm lng Mo Nhit qu Thi gian qu Tc ngui
(%)
nung (oC)
nung (pht)
t bin
Z1
Z2
Z3
Z4
0
840
60
Gi tr gc Z j 0,40
(Mc c s)
Z j
0,15
100
60
0,55
940
120
Lm
ngui
Cn trn Z j
nhanh
0,25
740
0
Lm
ngui
Cn di Z j
chm
a. M ha v lp ma trn thc nghim:
xj

z j z0 j
z j

; j 1, 2,3

y c 4 yu t nh hng. Thng thng phi tin hnh N=2 4=16 th nghim.

xj 1 zj z j

(1.3)

x j 1 z j z j
xj 0 zj z0j

Nhng giai on u, khi cha tm vng ti u m ch xy dng m hnh. n

bin z4 ch c tnh cht nh tnh nn ta lm th nghim ring phn.N=2k-1=24-1=8
Gi s m hnh l tuyn tnh:
y x x x x
0
1 1
2 2
3 3
4 4

xy dng ma trn thc nghim ri ng phn ta t:

x4=x1x2x3 hay 1=x1x2x3x4
Ta lm lun ba th nghim tm: n 0=3.
TT
X0
X1
X2
X3
1
+
2
+
+
3
+
+
4
+
+
+
5
+
+
6
+
+
+
7
+
+
+
8
+
+
+
+
9
0
0
0
0
10
0
0
0
0
11
0
0
0
0

X4
+
+
+
+
0
0
0

y
64
90
69
130
36
95
81
100
80
82
78

Ch : c ma trn z ta vn dng quy tc:

xj 1 zj z j
x j 1 z j z j
xj 0 zj z0j

b. Tnh bj
1 8
yi 81,3
8 i 1
1 8
b j xij yi
8 i 1
b1 20, 0; b2 11,9; b3 5,1; b4 9, 4
b0

Vy y=83,1+20x 1+11,9x2-5,1x3-9,4x4
c. Kim nh D=2
Tnh phng sai ti sinh theo th nghim lp tm:
s 2ts

1 3
1
( y 0t y 0 ) [(80-80)2 +(82-80)2 +(78-80)2 ] 4

n0 1 t 1
2

Bc t do ca phng sai ti sinh: n 0-1=3-1=2

Dng phng sai ti sinh c lng 2
d. Kim nh j=0;
tbj

bj
sb j

;s

2
bj

s 2ts 4

0,5;
N
8

sbj 0,5 0, 71

Chn mc ngha =0,05. Tra bng Student vi bc t do m=n 0-1=2 ta c t=2,92.

t 81,3 114,5; t 11,9 16, 7
b0
b2
0, 71
0, 71
t 20 28, 2; t 5,1 7, 2
b1
b3
0, 71
0, 71
t 13, 2;| t bj | t ; j 0,1, 2,3;

b4

Nn mi h s cng c ngha.
e. Kim tra s ph hp ca m hnh y
Tnh phng sai d:
2

2
du

N
1
1 8

( yi y i )2

( yi yi ) 8
N (k 1) i 1
8 5 i 1

s 2 du
F isher
s 2ts

Bc t m=N-(k+1)= 3
Bc mu: n=n 0-1=2
Chn mc ngha =0,05. Tra bng ta c F =19,2

82
F
4
Ta c: F F Vy m hnh ph hp.

Trng hp chung khi dng quy hoch th nghim ring phn:

Ty theo iu kin c th ngi ta s dng (chn) s nguyn p thch hp. Thng
thng khi k bng 4 hoc 5 ta c th chn p=1, khi k bng 6 hoc bng 7 ta chn p=2;
khi k=8 hoc 9 ta chn p=3. Vic chn n y cn bo m s th nghim ln h n s
tham s cn xc nh trong m hnh thng k.
Cch tin hnh lp phng n th nghim nh sau:
- u tin ta chn trong k nhn t (bin v o) k-p nhn t chnh v k-p nhn t
chnh nhn cc gi tr nh trong quy hoch th nghim ton phn.
- Sau , gi tr ca p nhn t cn li, ti mi th nghim s ph thuc v o gi tr
ca cc nhn t chnh ti th nghim , theo p h thc gi l p h thc sinh.
Cc h thc sinh ny cn t chn sao cho ma trn th nghim ca m h nh
thng k vn gi c tnh cht trc giao.
Mun vy thng thng c th chn p h thc sinh dng:
x j x j1 x j 2 ...x js

Trong : x j khng phi l cc nhn t chnh v xj1, xj2,xjs l cc nhn t chnh.

5.3. K hoch thc nghim bc 1 hai mc ti u (84)
5.3.1. K hoch bc 1 hai mc ti u ton phn (K hoch 2 k) (84)
5.3.1. K hoch bc 1 hai mc ti u ring phn (K hoch 2 k-p) (90)
5.3.3. Cc u im ca k hoch bc mt hai mc ti u (95)
5.4. Quy hoch trc giao cp 2
5.4.1. Khi nim v QHTG cp 2
Khi kim nh m hnh tuyn tnh hoc m hnh cp hai khng y m thy khng
ph hp th vic s dng quy hoch trc giao cp 1 khng hiu qu. Ta phi xt n
QHTG cp 2.
Xt m hnh bc hai y :
k

j 1

i j
i , j 1

j 1

j 1

i j
i , j 1

j 1

y 0 j x j ij xi x j jj x j2
N (0, )
y Ey

Ta c:
y x x x x 2
j j ij i j jj j
0

D 2

Vn t ra l phi quy hoch th nghim th n o c m hnh thng k y biu

din gn ng tt nht y.
Ngi ta ngh mt cch b tr th nghim nh sau gi l QHTG cp 2. Gm ba loi
th nghim:
Loi 1: Gm n1=2k-1 hoc 2k-p th nghim ging nh QHTG cp 1.
Loi 2: Gm n0 th nghim tm (x 1=0, x2=0, ,x k=0) ng vi ( z10 , z20 ,..., z k0 )
Loi 3: Gm nk=2k th nghim b tr trn cc trc ta cch gc ta mt on
>0 sao cho ma trn X trc giao, tc l ly xj=.
Vy tng s th nghim l: N=2k+n0+2k
Ta s xt cc vn sau y:
- Xy dng ma trn X
- Tm cc h s
- Kim nh kt qu
5.4.2. Xy dng ma trn X (Ma trn thc nghim)
theo di phng php, ta xt k=2. Khi k>2 cch lm c ng tng t.
y x x x x x 2 x 2
0
1 1
2 2
12 1 2
11 1
22
2

Lc ny: n 1=22=4; nk=2.2=4. Ma trn X c dng:

( x 0 ) ( x 1 ) ( x 2 ) ( x 1 x 2 ) ( x 21 ) ( x 2 2 )

(1) ..( ) ..( ) ...( ) ...( ) ...( )

(1) ..( ) ..( ) ...( ) ...( ) ...( )

(1) ..( ) ..( ) ...( ) ...( ) ...( )

(1) ..( ) ..( ) ...( ) ...( ) ...( )

X
(1) ..( 0 ) ..( 0 ) ...( 0 ) ....( 0 ) ....( 0 )

(1) ( ) .( 0 ) .. .( 0 ) ....( 2 ) ..( 0 )

2
(1) ( ) .( 0 ) ...( 0 ) ....( ) ..( 0 )

2
(1) ..( 0 ) .( ) ...( 0 ) ....( 0 ) ..( )
(1) ..( 0 ) .( ) ...( 0 ) ....( 0 ) ..( 2 )
Nu ta chn v hai ct x12 ; x22 khng kho th ma trn khng c tnh cht trc giao v :
N

x
u 1
N

x
u 1

x 0; j 1, 2

2
u 0 uj

x 0(i j )

2
ui uj

gii quyt kh khn ng i ta lm nh sau:

a. Chn :

N .2k 2 2k 1 ; k

b. Lm php bin i:
x j x 'j
2

x 'j x 2j x j ; j 1, k

Trong :

xj
2

xj

1
N

x
u 1

2
uj

2 2 2
N
k

Vy:
x 'j x 2j

1 k
(2 2 2 ); k
N

Vi k=2 ta c:
1

1
2
x 'j x 2j (22 2.1) x 2j
9
3
2 1
u 1, 2,3, 4; xu' 1 1
3 3
2
2
u 5; xu' 1 0
3
3
2
1
u 6, 7; xu' 1 1
3 3
2
2
u 8,9; xu' 1 0
3
3

Hon ton tng t ta tnh c x2'

Ma trn X khi :
( x 0 ) ( x 1 ) ( x 2 ) ( x 1 x 2 ) ( x '1 ) ( x '2 )

(1) ..( ) ..( ) ...( ) ...( 1 ) ...( 1 )

3
3

1
1
(1) ..( ) ..( ) ...( ) ...( ) ...( )
3
3

1
1
(1) ..( ) ..( ) ...( ) ...( ) ...( )
3
3

1
1
(1) ..( ) ..( ) ...( ) ...( ) ...( )
3
3

X
2
2
(1) ..( 0 ) ..( 0 ) ...( 0 ) .( ) ( )
3
3

1
2

(1) ( 1) . ( 0 ) ...( 0 ) ...( 3 ) ..( 3 )

(1) ( 1) .( 0 ) ...( 0 ) ...( 1 ) ..( 2 )

3
3

(1) ..( 0 ) .( 1) ...( 0 ) .( 2 ) ..( 1 )

3
3

2
1
(1) ..( 0 ) .( 1) ...( 0 ) .( ) ..( )
3
3

Ma trn ny r rng c tnh cht trc giao.

5.4.3. Cc cng thc tnh ton

Ta vn s dng cc cng thc m ha v cc cng thc khc nh c.

Lu :
1
N

b0

y
u 1

bj

x
u 1
N

uj u

( j 1, k )

2
uj

u 1
N

bij

x
u 1
N

x yu

ui uj

(x

x )

;b jj

ui uj

u 1

x
u 1
N

'
uj

(x

yu

'

u 1

uj

)2

5.4.4. Kim nh gi thuyt

- kim nh D=2 ta vn dng phng sai ti sinh tnh theo cc th nghi m tm.
- kim nh xem cc h s c bng 0 hay khng ta phi tnh cc phng sai.
sts2 2
sts2
2
s ; sbj N
; sbij

N
2
xuj
2
b0

u 1

2
sbjj

sts2
N

(x
u 1

x )2

ui uj

2
ts

s
N

(x
u 1

' 2
uj

kim nh s ph hp ca m hnh ta vn so snh hai phng sai ti sinh ( bit)

v phng sai d c tnh nh sau:
2
sdu

N
1
( yi y i )

N (k 1) i 1

Trong k l cc s hng cha bin cn li trong m hnh ca y .

5.4.5. Cc v d
Th d: Cn xc nh cc iu kin t c phn hy cc i hp cht Borat
bng hn hp cc axit sunfuric v axit phtphoric. Bc phn tch ca y ph thuc v o
cc yu t sau:
Z1: Nhit phn ng
Z2: Thi gian phn ng
Z3: T l ca axit phtphoric (%)
Z4: Nng ca axit phtphoric ( % P2O5)
Gi tr chnh v khong bin i ca cc yu t cho trong bng sau:
TT
Z1
Z2
Z3
Z4
0
55
37,5
80
32,8
z j
z j
25
25,5
20
18,8

30Z180

15Z 260

60Z 3100 14Z 451,6

T cc th nghim s b thy rng, cc iu kin ti u tin hnh qu trnh nm trong

min bin i cc thng s ta d ng QHTG cp 2.
4

y x x x x x x x x x x x x x x 2
j j 12 1 2 13 1 3 14 1 4 23 2 3 24 2 4 34 3 4 jj j
0
j 1

j 1

lp ma trn thc nghim ta chuyn t z sang x : x j

zj z

0
j

z j

S th nghim vi k=4 l 2 +1+2.4=25

25.2 2 23 2 1, 414

x 'j x 2j

1 4
1
4
(2 2 2 ) x 2j (24 2.2) x 2j
N
25
5

TT
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

X0
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1

X1
-1
+1
-1
+1
-1
+1
-1
+1
-1
+1
-1
+1
-1
+1
-1
+1
0
+1,4
-1,4
0
0
0
0
0
0

X2
-1
-1
+1
+1
-1
-1
+1
+1
-1
-1
+1
+1
-1
-1
+1
+1
0
0
0
+1,4
-1,4
0
0
0
0

X3
-1
-1
-1
-1
+1
+1
+1
+1
-1
-1
-1
-1
+1
+1
+1
+1
0
0
0
0
0
+1,4
-1,4
0
0

Tnh bj, sbj theo cc cng thc cho:

X4
-1
-1
-1
-1
-1
-1
-1
-1
+1
+1
+1
+1
+1
+1
+1
+1
0
0
0
0
0
0
0
+1,4
-1,4

x1'

x2'

x3'

x4'

0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
-0,8
1,2
1,2
-0,8
-0,8
-0,8
-0,8
-0,8
-0,8

0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
-0,8
-0,8
-0,8
1,2
1,2
-0,8
-0,8
-0,8
-0,8

0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
-0,8
-0,8
-0,8
-0,8
-0,8
1,2
1,2
-0,8
-0,8

0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
0,2
-0,8
-0,8
-0,8
-0,8
-0,8
-0,8
-0,8
1,2
1,2

y
86,9
40
66
54,4
76,6
55,7
91
47,6
74,1
52
74,5
29,6
94,8
49,6
68,6
51,8
61,8
95,4
41,7
79
42,4
77,6
58
45,6
52,3

b0 61,54; b11 4,5; b13 0, 2

b1 17,34; b22 1,3; b14 1, 2
b2 6, 4; b33 4, 09; b23 0,56
b3 4, 7; b44 5,34; b24 0, 76
b4 4,37; b12 2,18; b34 1,9

* Kim nh D=2
Dng sts2 - mun tnh phng sai ti sinh ta lm bn th nghim ti tm
y10 61,5%; y20 59,3%
y30 58, 7%; y40 69%
1 4 0
yi 60,9%
4 i 1
n0 4
y0

sts2

1 4 0
( yi y 0 ) 5,95
3 i 1

* Kim nh cc h s:
sts2 5,95

0, 238 sb 0 0, 238 0, 4878

N
25
sts2
sts2
5,95
2
sbj N
k

0, 297 sbj 0, 297 0,545

2
20
2

2(
2)
2
x
sb20

u 1

s
2
bij

uj

sts2
N

(x

x )2

sts2

ui uj

u 1

s
2
bjj

(x
u 1

tbj

sts2 5,95
k
0,371 sbij 0,371 0, 61
2
16

' 2
uj

5,95
0, 743 sbjj 0, 743 0,864
16(0, 2) 7(0, 8) 2 2(1, 2) 2
2

bj
sbj

Suy ra:
t0= 126,15; t 1=31,9; t 2=11,7; t3= 8,64; t4=8,04; t12=3,57; t13=0,328; t 14=1,97; t11=5,2;
t22=1,5; t33=4,73; t44=6,22; t23=0,91; t24=1,25; t34=3,8
Chn =0,05 bc t do n 0-1=4-1=3. Tra bng t=2,35. So snh ta thy:
22 ; 13 ; 14 ; 23 ; 24 0

Vy phng trnh hi quy c dng:

y 61,5417,37x 6,4x 4,7x 4,37x 2,18x x 1,9x x 4,5(x 20,8) 4,09(x 2 0,8) 5,34(x 2 0,8)
1
2
3
4
1 2
3 4
1
3
4

58,917,37x1 6,4x2 4,7x3 4,37x4 2,18x1x2 1,9x3x4 4,5x12 4,09x325,34x42

Kim nh s ph hp ca m hnh:
Ta tnh sts2 5,95 bc t do l 3

2
sdu

25
1
396, 2
( yi y i )2

N (k 1) i 1
25 10

2
sdu 26, 4 4, 4
F
sts2 5,95

Bc t (Bc t do ca phng sai d, V1, f1, N-l): 15

Bc mu (Bc t do ca phng sai lp, V2, f2, n 0-1): 3
Chn =0,05. Tra bng Fisher ta c F=8,6.
F m hnh ph hp.
F

a v bin Z vi cng thc:

xj
x3

z j z 0j
z j

; x1

z1 55
z 17,5
; x2 2
;
25
22,5

z3 80
z 32,8
; x4 4
20
18,8

Thay vo ta c:
y 90, 64 0, 242Z 1 0, 07 Z 3 0,35Z 4 0, 00388Z 1Z 2 0, 00506Z 3Z 4 0, 0072Z 12 0, 0120Z 32 0, 015Z 42

5.5. K hoch thc nghim bc 2 (114)

5.5.1. M t vng phi tuyn (vng hu nh n nh) (114)
5.5.2. Cc k hoch bc hai trc giao (115)
5.5.3. Cc k hoch bc hai tm xoay (119)
5.5.4. Cc v d (131)

CHNG 6. CC K HOCH THC NGHIM C BIT (177)

6.1. Phng php n hnh k hoch ha thc nghim v ti u ha (177)
6.2. K hoch ha tin ha cc thc nghim (181)
6.3. K hoch thc nghim khi nghi n cu biu thnh phn-tnh cht (184)
6.3.1. Phng php mng n hnh
6.3.2. K hoch mnh n hnh Scheffe
6.3.3. K hoch trung tm n hnh
6.3.4. K hoch thc nghim khi nghi n cu mt phn biu
6.3.5. K hoch ti u D
6.3.6. K hoch vi s cc tiu ha sai s c tnh h thng
6.3.7. K hoch ha thc nghim khi nghi n cu quan h ph thuc ca tnh cht v o
t l cc cu t

CHNG 7. TI U HA THC NGHIM

7.1. Cc bc thc hin ti u ha thc nghim
Bc 1
- Xc nh mt im xut pht nm trong min gii hn tng th ca cc bin u
vo. Chn im lm mc c bn, chn khong bin thin ca tng bin xc
nh min gii hn ca quy hoch thc nghim trc giao cp mt.
Bc 2
- Lm cc th nghim theo quy hoch trc giao cp mt
- Xy dng phng trnh hi quy bc nht .
Nu phng trnh hi quy bc nht khng tng thch th chuyn ti thc hin bc 4
.
Nu phng trnh hi quy bc nht tng thch th thc hin bc 3.
Bc 3
- Xc nh vect gradient ca hm mc tiu ti mc c bn v xut pht t mc c
bn xc nh ta cc im thc nghim nm cch u nhau trn hng ca vect
gradient vi khong cch t chn ph hp vi i tng nghin cu. Lm thc
nghim xc nh mt im c gi tr hm mc tiu tt nht trn hng gradient.
Chn im tm c lm im xut pht mi v quay v bc 2 .
Bc 4
- Lm cc th nghim theo quy hoch cp hai (trc giao hoc quay).
Bc 5
- Xy dng phng trnh hi quy bc hai.
- Nu phng trnh hi quy bc hai khng tng thch th chuyn ti thc hin bc
6.
- Nu phng trnh hi quy bc hai tng thch th thc hin bc 7.
Bc 6
- Thu hp khong bin thin ca cc bin u vo ri quay v bc 5.
Bc 7
- Tm cc tr ca hm mc tiu thu c dng phng trnh hi quy bc hai thu
c bc 5 v lm li thc nghim kim chng v nh gi kt qu.
7.2. Quy hoch thc nghim tm cc tr
7.2.1. t bi ton
Ta dng cc phng php bnh phng cc tiu, QHTG cp 1 v QHTG
cp 2 tm mi quan h gia y v cc xi (i=1,k) di dng a thc bc nht hoc bc
hai. Lu rng cc a thc biu din gn ng i t ng tht.
By gi hy tm x1* , x2* ,..., xk* sao cho
y ( x1* , x2* ,..., x*k ) y ( x1 , x2 ,..., x k ) ( x1 , x2 ,..., x k ) D
Hay : y ( x1* , x2* ,..., x *k ) y ( x1 , x2 ,..., x k ) ( x1 , x2 ,..., x k ) D

Lc ny c th chn mt trong hai cch sau:

- Nu chng tha mn vi chnh xc ca m h nh thng k thu c th

gii bi ton trn chng ta ch vic dng cc phng php ca quy hoch ton hc
tng ng tm cc tr. Nu m hnh l tuyn tnh th dng cc phng php ca
quy hoch tuyn tnh, nu m hnh l phi tuyn tnh th dng cc phng php ca
quy hoch phi tuyn tnh.
- Nu khng tha mn vi chnh xc ca m h nh thng k thu c
(chng hn cn nghi ng min xc nh cn qu rng nn chnh xc qu th) th
trc khi dng cc phng php ca quy hoch ton hc ta phi t m cch thu hp
vng cha im cc tr, hay ni mt cch vn tt ta phi d ng thc nghim tm
vng cc tr.
Ni dung ch yu ca chng ny l xt cch gii quyt th hai. Theo cch n y, cc
phng php quy hoch thc nghim tm cc tr chia ra lm hai giai on:
G1: Tm vng cha im cc tr bt u t m h nh cp 1.
G2: Sau khi tm c vng cha im cc tr ta dng QHTG cp 2 xy
dng m hnh bc hai. Cui cng ta dng cc phng php quy ho ch phi tuyn
tm cc tr.
Trong giai on 1 li c th dng mt trong hai hng :
+ Hng dng o hm (PP leo dc Box-Winson)
+ Hng khng dng o hm (tm kim) (PP n hnh u)
7.2.2. Phng php leo dc Box-Wilson
7.2.2.1. Ni dung ca phng php:
Ta bit rng, vect gradien ca hm y=f(x) ti im x 0 (k hiu grad f(x 0)) ch
ra lng tng nhanh nht ca hm y ti im x.
gradf ( x0 )

f ( x0 )
f ( x0 )
f ( x0 )
i1
i2 ...
ik
x1
x2
x k

Trong :

f ( x0 )
o hm ring theo bin xj ; i1, i2,,ik l cc vect n v theo
x j

cc trc ta ti x0.
Ni dung ca phng php Box-Winson nh sau:
Xt mt min con D 0D. Tm ca D0 l Z0 v Z0 ng vi x 0.
QHTG cp 1 tm phng trnh hi quy bc nht:
k

y b b x f (x )
j j
0
j 1

Kim nh s ph hp ca y nu y ph hp vi m hnh ngha l mt cong y

xp x c mt phng th D0 khng phi l im cc tr. Bc chuyn sang vng con
D1 c thc hin theo hng grad f(x 0). Theo hng ny ta c i cho ti khi hm y
khng tng c na. Ta c im mi- vi im mi ta lp li qu tr nh nh trn.
C lm nh vy cho ti khi phng trnh bc nht khng ph hp na Ta tm c
vng cha im cc tr. Ta chuyn sang giai on hai.
7.2.2.2. Thut ton leo dc:
a. Tnh cc thnh phn ca gradien:

Gi s ta ang im x 0 ta mun chuyn ti im x theo h ng gradien ti x 0.

Theo khai trin Taylo, ta c:
f ( x0 )
1 k k 2 f ( x0 )
1 k 2 f ( x0 ) 2
x j 2
x ix j ...
x j ...
x j
2! i 1 j 1 xi x j
2! j 1 x j2
j 1
N

f ( x ) f ( x0 )

Nu ta ly gn ng n s hng bc nht th t x0 n x hm f tng c

mt lng l :
f ( x0 )
f ( x0 )
f ( x0 )
x1
x2 ...
x k
x1
x2
x k

Nu min D 0 m hnh l tuyn tnh th:

f ( x0 )
b j ( j 1, k )
x j

V vy, hm f tng c mt i lng l:

b1x1 b2 x2 ... bk x k

b. Chn nhn t c s v tm bc i:
tm bc i hiu qu nht ta s ti s hng no trong hm trn tng ln
nhiu nht. Bin tng ng l nhn t c s.
Ta gi cc khong bin i tng ng theo bin tht l z j ; j 1, k . Tm ch s j* t:
b j* z j* max b j z j

Vy j* l ch s nhn t c s.
- Ta chn di bc cho nhn t c s l hj*
- Cc di bc hj* ca cc nhn t khc c tnh theo h j*:
hj
h j*

b j z j
b j* z j*

hj

b j z j
b j* z j*

hj*

c. Tin hnh th nghim

- Gi Z0 l tm min D0 trong ta tht, k hiu l im M0. Vi di bc
trn. Ta n M1 c cc ta :
z1j z 0j 2h j ; j 1, k

Lm th nghim o kt qu ta c y1. C lm nh vy ta c mt dy cc y0,

y1,,yn. Va lm va o va so snh:
y0 y1 tip tc lm y2
y1 y2 tip tc lm y3
.
y p y p 1 mt cong bt u gim. Ta dng li M p+1 vi trung tm min nghin cu
mi Dp. Kim nh s ph hp ca phng trnh bc nht. Nu tha mn th ta li tm
di bc v lm th nghim. C nh vy cho n khi m hnh bc nht khng ph
hp na Ta n vng cc tr.
7.2.2.3. Th d: Tip tc th d nghin cu qu trnh bin tnh nhm bng Mo.
Bng QHTG cp 1 ta c m hnh:
y=83,1+20x 1+11,9x2-5,1x3-9,4x4
V kim nh m hnh thy ph hp.

b1z1 20.0,15 3
b2 z2 11,9.100 1190
b3 z3 5,1.60 306

Ta c:
*

b j* z j* b2z 2 ngha l j =2. Vy nhn t c s l Z2 . Ta chn bc hj*=h2=10 C (tng

nhit qu nung).
h1

b1z1
3
h2
x10 0, 03
b2 z2
1190

h3

b3 z3
306
h2
x10 3
b2 z2
1190

Yu t Z4 c tnh cht nh tnh v ch ly gi tr +1 v -1. V s x4 m nn

trong tt c cc bc ta ly Z4 m.
Cc gi tr chuyn ng leo dc cho trong bng. Th nghim 12 cho kt qu tt
nht (366 ht/1cm 2). ln ca tham s ti u tha mn yu cu ca ngi nghin
cu nn phng php quy hoch dng li.
TT Danh mc
%Mo(Z1) Nhit
Thi gian Tc
(y) S
nung (Z2) nung (Z3) ngui (Z4) ht/1cm2
bj
20
11,9
-5,1
-9,4
bjZj
3
1190
-360
-9,4
Bc hj
0,03
10
-3
-9,4
TN tng ng 0,43
850
57
Chm
Nt
0,46
860
54
Chm
10 TN thc
0,49
870
51
Chm
108
TN tng ng 0,52
880
48
Chm
Nt
0,55
890
45
Chm
11 TN thc
0,58
900
42
Chm
196
12 Nt
0,61
910
39
Chm
366
13 Nt
0,64
920
36
Chm
313
TN tng ng 0,67
930
33
Chm
14 TN thc
0,70
940
30
Chm
142
Thc ra y ta mi ti im:
Z1=0,61; Z2=910; Z3=39; Z4= -1 l tm min D1 nhng ngi nhn li gii tha
mn nn ta dng li.
7.2.3. Phng php n hnh u tm cc tr
7.2.3.1. ng li chung:
Mt n hnh u trong khng gian k chiu c tm gc ta l mt a din
c ng k+1 nh cch u gc ta v c di cc cnh bng nhau.
Trong khng gian mt chiu, n hnh u l mt on thng. Trong khng gian hai
chiu, n hnh u l mt tam gic u. Trong khng gian ba chiu, n hnh u l
mt hnh chung tam gic u.

-u tin ta tin hnh k+1 th nghim xut pht sao cho cc im th nghim l
cc nh ca n hnh u ni trn. Ta c k+1 kt qu ra: y 1, y2,,yk+1. S c mt
im th nghim ng vi kt qu ra km nht.
- Ta thay im bng im phn chiu ca n qua tm ca mt i din.
im nh cng vi cc im cn li ca n hnh c li to thnh mt n hnh u
mi.
- i vi n hnh u mi, ta ch lm thm mt th nghim im nh. Ta li
so snh cc kt qu ra v s tm c im th nghim ng vi k t qu ra km nht.
y c ba vn cn gii quyt:
-Xy dng n hnh xut pht th no?
- Chuyn t ta gi x j sang ta tht nh th no?
- Tm cc ta ca im nh th no?
7.2.3.2. Xy dng n hnh xut pht:
Ngi ta chng minh c rng, cc ta ca k+1 nh ca n hnh u
trong khng gian R k l cc ta ca k+1 vc t hng ca ma trn sau:
( x1 )( x2 )( x3 ).......( x j )( x k 1 )......( x k )

( x1 )( x2 )( x3 ).......( x j )( x k 1 )......( x k )
(0)( 2 x )( x ).......( x )( x )......( x )
2
3
j
k 1
k

(0)(0)( 3 x3 ).......( x j )( xk 1)......( xk )

........................................ ..............

(0)(0)(0).......( jx )( x )......( x )

j
k 1
k

(0)(0)(0).......(0)... ( k 1) xk 1......( xk )

(0)(0)(0).......(0)(0).................( kxk )

Trong x 1 ty chn, cc x j khc (j=2,k) c tnh theo cng thc sau:

xj

x1 2
j ( j 1)

Tm ca n hnh l (0,0,0,..,0) di cnh l a=2x. Khi k=6, x1=0,5 tc l a=1 ta

c:

0,5
-0,5
0
0
0
0
0
0

K=2
0,289
0,289
-0,578
0
0
0
0

K=3
0,204
0,204
0,204
-0,612
0
0
0

K=4
0,518
0,518
0,518
0,518
-0,632
0
0

Chuyn ta x j sang ta Zj vn theo cng thc:

K=5
0,129
0,129
0,129
0,129
0,129
-0,645
0

K=6
0,109
0,109
0,109
0,109
0,109
0,109
-0,654

xj

Z j Z 0j
Z j

; j 1, k

7.2.3.3. Tm ta ca im nh:
Xt n hnh u trong khng gian R k vi k+1 nh. Gi s nh Z 1 ng vi kt
qu ra b nht. Mt i din nh Z 1 to thnh bi cc nh cn li Zi (i1).
Trc ht ta tnh cc ta im trng tm ca t din:
Z cj

1 k 1 i
Z j ; j 1, k
k i 1
i j

nh mi Z i xng vi nh b i Z qua trng tm Zc. Vy:

Zc

1 1
2 k 1
(Z Z 1' ) Z 1' 2Z c Z 1 Z 1'j (Z ij Z 1j ); j 1, k
2
k i 1
i j

7.2.3.4. Th d: Ngi ta nghin cu phn ng xy ra theo s A B C D

trong dung dch ru. Cht lng v s lng sn phm D (k hiu y) ph thuc v o
cc yu t:
Z1: Thi gian phn ng (gi)
Z2: Nng ru trong dung dch
Z3: Nng cht C
Z4: Nng cht D
Z5: Nng [B/A]
Bng yu t cho nh sau:
TT
Z1
Z2
Z3
Z4
Z5
0
2,0
0,65
0,1
0,25
1,2
Zj
Z j
0,2
0,15
0,025
0,05
0,2
Dng phng php n hnh u vi k=5, ta c ma trn X:
0,500 0, 289 0, 2040 0,1580 0,129

0,158 0,129
0,5 0, 289 0, 204
0
0,578 0, 204
0,158 0,129
X

0
0, 612 0,158 0,129
0
0
0
0
0, 632 0,129

0, 645

Bin i sang cc bin Z bng cc cn g thc:

Z 0,10
Z1 2, 0
Z 0, 65
; x2 2
; x3 3
;
0, 2
0,15
0, 025
Z 1, 20
Z 0, 25
x4 4
; x5 5
0, 05
0, 20
x1

Khi , ma trn ca n hnh ban u vi kch thc tht c dng (ta c su nh ca

n hnh u):

TT
Z1
Z2
Z3
Z4
Z5
Z6

N
1
2
3
4
5
6

Z1
2,10
1,90
2,00
2,00
2,00
2,00

Z2
0,693
0,693
0,564
0,650
0,650
0,650

Z3
0,105
0,105
0,105
0,085
0,100
0,100

Z4
0,258
0,258
0,258
0,258
0,218
0,250

Z5
1,225
1,225
1,225
1,225
1,225
1,075

y
0,760
0,491
0,513
0,675
0,693
0,666

Y l gi tr o c.
Theo bng y2=min(y1, y2,,yt)=0,491
Ta b nh Z2 thay n theo nh x phn chiu, ta c nh Z 7 i xng vi Z 2 qua
mt to bi cc im 1,3,4,5,6.
Tnh ta trng tm C ca mt to bi cc im 1,3,4,5,6
4.2, 0 2,1
2, 02
5
3.0, 65 0,564 0, 693

0, 641
5
2.0,105 0, 085 2.0,1

0, 099
5
3.0, 285 0, 218 0, 250

0, 298
5
4.1, 225 0, 075

1,195
5

Z1( C )
Z 2( C )
Z 3( C )
Z 4( C )
Z 5( C )

Ta :
( C)
Z (7) 2Z ( C ) Z (2) Z (7)
Z (2)
j 2Z j
j ; j 1,5

Z1(7) 2.202 19 2,14

Z 2(7) 2.0, 641 0, 693 0,589
Z 3(7) 2.0,99 0,105 0, 093
Z 4(7) 2.0, 298 0, 258 0, 238
Z 5(7) 2.1,195 1, 225 1,165

im mi th 7 cng vi cc im cn li to nn mt n hnh 1,3,4,5,6,7. Ta s c

bng sau:
N
1
3
4
5
6
7

Z1
2,10
2,00
2,00
2,00
2,00
2,14

Z2
0,693
0,569
0,650
0,650
0,650
0,589

Z3
0,105
0,105
0,085
0,100
0,100
0,093

Z4
0,258
0,258
0,258
0,218
0,250
0,238

Z5
1,225
1,225
1,225
1,225
1,075
1,165

y
0,760
0,513
0,675
0,643
0,666
0,810

Sau khi tin hnh th nghim 7, im km nht ca n hnh 1,3,4,5,6,7 l im

th ba. Hnh chiu ca n qua mt 1,4,5,6,7. Loi nh Z 3, thm vo nh Z8 i xng
vi Z3 qua mt 1,4,5,6,7.
Ta tm C ca mt 1,4,5,6,7 l :
2,1 3.2 2,14
2, 048
5
0, 693 3.0, 65 0,589

0, 646
5
0,105 0, 085 2.0,1 0, 093

0, 096
5
2.0, 285 0, 218 0, 250 0,338

0, 264
5
3.1, 225 1, 075 1,165

1,183
5

Z1( C )
Z 2( C )
Z 3( C )
Z 4( C )
Z 5( C )

T y ta tnh c Z8
Z1(8) 2, 04; Z 2(8) 0, 633; Z 3(8) 0, 098;
Z 4(8) 0, 247; Z 5(8) 0,190;

N
Z1
Z2
Z3
Z4
Z5
y
1
2,10
0,693
0,105
0,258
1,225
0,760
4
2,00
0,650
0,685
0,258
1,225
0,675
5
2,00
0,650
0,100
0,218
1,225
0,693
6
2,00
0,650
0,100
0,250
1,075
0,666
7
2,14
0,589
0,093
0,238
1,165
0,810
8
2,04
0,633
0,098
0,247
1,190
0,792
6
o c y8=0,792 nn loi Z ng vi:
Y6=min(1,4,5,6,7,8). Thm Z9. C tip tc nh vy n khi t c im ti u.
7.2.4. Quy hoch thc nghim gii bi ton nhiu mc tiu
7.2.4.1. t bi ton
Trong thc t thng xut hin bi ton: Trong mt h thng cn nghin cu
mi qua h ca m bin ra y 1, y2,,ym i vi k bin vo x1, x2,,xk v sau khi nhn
c m hnh biu din cc mi quan h , cn t m mt phng n trong min rng
buc cho trc sao cho t c cc tr ca m mc tiu.
Bi ton cc tr nu trn c th pht biu nh sau:
Xt m hm, k bin
y1 f1 ( x1 , x2 ,..., x k )
y f ( x , x ,..., x )
2
2
1
2
k

................................
ym f m ( x1 , x2 ,..., xk )

Hy tm im ( x1* , x2* ,..., xk* ) sao cho:

f1 ( x1* , x2* ,..., x*k ) f1 ( x1 , x2 ,..., x k )

f 2 ( x1* , x2* ,..., x*k ) f 2 ( x1 , x2 ,..., x k )
........................................ .............
f m ( x1* , x2* ,..., xk* ) f m ( x1 , x2 ,..., xk )
( x1 , x2,..., xk ) D

l bi ton quy hoch a mc tiu. Trong thc t, rt kh c mt im

( x , x ,..., xk* ) lm cc i m mc tiu cng mt lc nh vy. Do im ( x1* , x2* ,..., xk* )
thng gi l im l tng v thay vo vic tm im l tng ngi ta tm im ti
u theo mt ngha no .
Nh vy, QHTN gii bi ton nhiu mc tiu chia ra lm hai giai on:
G1: Xy dng m hnh gm m phng trnh hi quy. lm iu ny ta vn tin
hnh N th nghim nhng ti mi im th nghim ta khng ch o gi tr ca mt
bin ra m ca m bin ra y 1, y2,,ym. Khi ta c bng:
N
X1 X2 Xk Z1 Z2 Zk y1 y2 .y m
1
y11 y12 y1m
2
y21 y22 y2m
.
.
.
.
.
.
N
YN1 yN2 yNm
*
1

*
2

i vi mi bin y 1, y2,,ym cch xy dng m hnh v kim nh vn nh c.

G2: Tm im ti u chung cho m m hnh. n y ta c hai cch:
- Nu ta tha mn vi chnh xc ca cc m h nh th ta ch vic s dng cc
phng php quy hoch a mc tiu tm cc tr.
- Nu ta khng tha mn vi chnh xc ca cc m hnh th ta phi lm tip
bng quy hoch thc nghim. Ta s xt ph ng php Harring ton.
7.2.4.2. Phng php Harrington:
a. T hp cc mc tiu:
Harrington dng phng php t hp cc mc tiu thnh mt mc tiu chung
bng vic a ra mt hm mong mun dng:
Q q1.q2 .....q m

Trong : q 1, q2,,qm l cc hm ca y1, y2,,ym v y1, y2,,ym li l hm ca x1,

x2,,xk.
Q=F(x1, x2,,xk)
Nhng chn qj, i=1,m nh th no? Harrington ngh chn q j sao cho khi y j
tt nht trong mt khong mong mun th qj=1. Cn yj xu nht ngha l ngoi
khong mong mun th qj=0. Cc gi tr trung gian ca q j cho theo thang gi tr sau:
yj
Rt tt

qj
0,8-1

Tt
t
Xu
Rt xu

0,63-0,80
0,37-0,63
0,20-0,37
0-0,2

S d chn 0,37 v 0,63 v 1/e=0,37 v 1-1/e=0,63

tm biu thc lin h gia qj v yj (j=1,m) Harrington lm nh sau:
Gi s: y j y j y j j=1,m
qj e
y 'j

| y 'j |ne

yj y

| y 'j |ne

0
j

y j

Cn ne l hng s c xc nh nh sau:
i vi mi y1, ta ly cc gi tr xc nh y xdj ; q xdj . Thay vo phng trnh trn ta s
gii c ne.
ne

ln ln(1/ q1 )
ln | y1' |

Th d: Gi s ta c: 100y j220
Ta chn y xdj 200; q xdj 0,85
200 160 40 2

60
60 3
2
( )n
1
Khi : 0,85 2 n e 3
( )
e3
1 2
n ln[ln(
- )]
0,85 3
y 'j

b. T chc th nghim:
u tin, ta b tr th nghim nh bng 1. Sau ta tnh cc gi tr Q i (i=1,N)
theo cng thc Q q1.q2 .....q m . Trong q j c tnh theo cng
thc q j e

| y 'j |ne

N
1
2
.
.
.
N

| y 'j |ne

v y

X1 X 2

'
j

y j y 0j
y j

Xk

. Nh vy ta c bng sau:
Z1 Z 2

Zk

y1

y2 .y m

y11 y12 y1m

y21 y22 y2m

Q1
Q2

YN1 yN2 yNm

QN

Ta tm cc phng trnh hi quy y1, y2,,ym. T y ta c th xy dng c

( x , x ,..., x )
phng trnh hi quy cho Q
1
2
k
tm cc tr ca Q ta dng phng php Box-Winson hoc phng php n
hnh u tm ring cc tr ri li dng quy hoch phi tuyn tnh.
( x , x ,..., x ) . Thay
Gi s ta tm c im ti u l ( x1* , x2* ,..., xk* ) cho Q
1
2
k
*
*
*
( x1 , x2 ,..., xk ) vo cc phng trnh hi quy ca y1, y2,,ym ta tm c cc gi tr
tng ng y1 ( x1* , x2* ,..., x*k ); y2 ( x1* , x2* ,..., x*k );....; y m ( x1* , x2* ,..., x*k ) .
7.2. Cc phng php ti u ha (248)
7.3. Ti u ha nh hm nguyn vng (251)
7.4. Phng php nghin cu b mt p tr
7.4.1. Ti u ha bng phng php leo dc theo mt p tr (B mt biu din)
(96)
7.4.2 Ti u ha bng phng php nghin cu b mt biu din (mt p tr)
(124)

TI LIU THAM KHO

[1]. Nguyn Minh Tuyn. Quy hoch thc nghim. NXB KHKT, 2005.
[2]. Bi Cng Cng, Bi Minh Tr. Gio trnh xc su t v thng k ng dng.
NXBGTVT, 1997.
[3]. Nguyn Don . Gio trnh quy hoch thc nghim. NXBKHKT, 2004.
[4]. Giang Th Kim Lin. Bi ging quy hoch thc nghim (Cc phng php thng
k x l s liu thc nghim), H Nng 2009.
[5]. L c Ngc. X l s liu v k hoch ha thc nghim. Khoa Ha, HQGHN,
2001.
[6]. Douglas C. Montgomery. Design and Analysis of Experiment, 5 th, John Wiley
and Son, inc, 2001.
[7]. Zivorad R.Lazic. Design of Experiments in Chemical Engineering. Wiley -VCH,
2004.
[8]. Design Expert Software 8.0 (Ph n mm quy hoch thc nghim) .