Tm tt cng thc

-1-

Tm tt cng thc Xc Sut - Thng K

I. Phn Xc Sut
1. Xc sut c in
Cng thc cng xc sut: P(A+B)=P(A)+P(B)-P(AB).
A1, A2,, An xung khc tng i P(A1+A2++An)=P(A1)+P(A2)++P(An).
Ta c
o A, B xung khc P(A+B)=P(A)+P(B).
o A, B, C xung khc tng i P(A+B+C)=P(A)+P(B)+P(C).
o P ( A) 1 P( A) .
P( AB)
P( AB)
Cng thc xc sut c iu kin: P( A / B)
, P( B / A)
.
P( B)
P( A)
Cng thc nhn xc sut: P(AB)=P(A).P(B/A)=P(B).P(A/B).
A1, A2,, An c lp vi nhau P(A1.A2..An)=P(A1).P(A2)..P( An).
Ta c
o A, B c lp P(AB)=P(A).P(B).
o A, B, C c lp vi nhau P(A.B.C)=P(A).P(B).P(C).

Cng thc Bernoulli: B(k ; n; p) Cnk p k q nk , vi p=P(A): xc sut bin c A

xy ra mi php th v q=1-p.
Cng thc xc sut y - Cng thc Bayes
o H bin c gm n phn t A1, A2,, An c gi l mt php phn
A . A i j;i, j 1, n
hoch ca i j
A1 A2 ... An
o Cng thc xc sut y :
n

P ( B ) P ( Ai ).P ( B / Ai ) P ( A1 ).P ( B / A1 ) P ( A2 ).P ( B / A2 ) ... P( An ).P( B / An )

i 1

o Cng thc Bayes:

P( Ai ).P( B / Ai )
P( Ai / B)
P( B)
vi P ( B ) P ( A1 ).P ( B / A1 ) P ( A2 ).P( B / A2 ) ... P( An ).P( B / An )
2. Bin ngu nhin
a. Bin ngu nhin ri rc
Lut phn phi xc sut
X x1 x2 xn
P p1 p2 pn
vi pi P ( X xi ), i 1, n.
Ta c:
n

pi 1 v P{a f(X) b}=

i 1

pi

a f(xi b

-1-

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Tm tt cng thc

-2

Hm phn phi xc sut

FX ( x ) P ( X x) pi
xi x

Mode
ModX x0 p0 max{ pi : i 1, n}
Median
pi 0,5
P ( X xe ) 0, 5
x x
MedX xe
i e
P ( X xe ) 0,5
pi 0, 5
xi xe
K vng
n

EX ( xi . pi ) x1. p1 x2 . p2 ... xn . pn
i 1
n

E ( ( X )) ( ( xi ). pi ) ( x1 ). p1 ( x2 ). p2 ... ( xn ). pn
i 1

Phng sai
VarX E ( X 2 ) ( EX )2
n

vi E ( X ) ( xi2 . pi ) x12 . p1 x22 . p2 ... xn2 . pn

i 1

b. Bin ngu nhin lin tc.

f(x) l hm mt xc sut ca X

f ( x)dx 1 ,

P{a X b} f ( x).dx
a

Hm phn phi xc sut

x

FX ( x ) P ( X x )

f (t )dt

Mode
ModX x0 Hm mt xc sut f(x) ca X t cc i ti x0.
Median
xe
1
1
MedX xe FX ( xe ) f ( x )dx .
2
2

K vng

EX

x. f ( x)dx .

E ( ( X ))

( x). f ( x)dx

-2-

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Tm tt cng thc

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Phng sai

VarX E ( X 2 ) ( EX )2 vi EX 2

x 2 . f ( x)dx .

c. Tnh cht
- E (C ) C ,Var (C ) 0 , C l mt hng s.
- E (kX ) kEX ,Var (kX ) k 2VarX
- E (aX bY ) aEX bEY
- Nu X, Y c lp th E ( XY ) EX .EY ,Var (aX bY ) a 2VarX b 2VarY
- ( X ) VarX : lch chun ca X, c cng th nguyn vi X v EX.
3. Lut phn phi xc sut
a. Phn phi Chun ( X ~ N (; 2 ))
X () , EX=ModX=MedX= , VarX 2
Hm mxs f ( x, , )

( x )2
2 2

Vi 0, 1:

x2

1 2
f ( x)
e
(Hm Gauss)
2
t2

1 2
b
a
P (a X b) (
) (
) vi ( x)
e dt (Hm Laplace)

Cch s dng my tnh b ti tnh gi tr hm Laplace, hm phn phi

xc sut ca phn phi chun chun tc
Tc v
My CASIO 570MS
My CASIO 570ES
Khi ng gi Thng k
Mode(tm)SD
Mode(tm)STAT 1-Var
Tnh
x

( x)
0

t2

1 2
e dt
2

Shift 3 2 x ) =

Shift 1 7 2 x ) =

Shift 3 1 x ) =

Shift 1 7 1 x ) =

Mode 1

Mode 1

t2

1 2
F ( x)
e dt
2

Thot khi gi Thng k

Lu : F ( x ) 0,5 ( x )

b. Phn phi Poisson ( X ~ P())

X () , EX VarX .ModX=k -1 k

P(X=k)=e

k
,k
k!

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Tm tt cng thc

c. Phn phi Nh thc ( X ~ B(n; p ))

X () {0..n} , EX=np, VarX=npq, ModX=k (n 1) p 1 k (n 1) p

P(X=k)=Ckn . p k .q nk ,q p0 k n,k

Nu (n 30;0,1 p 0,9; np 5, nq 5) th X ~ B (n; p) N (; 2 ) vi

n. p, npq
1 k
P (X=k) f (
),0 k n,k

b
a
P (a X<b) (
) (
)

Nu (n 30, p np 5) th X ~ B(n; p) P() vi np

k
,k
k!
Nu (n 30, p 0,9, nq 5)

P(X=k) e

P (X=k) e

n k
,k vi nq
(n k )!

d. Phn phi Siu bi ( X ~ H ( N ; N A ; n))

X () {max{0; n ( N N A )}..min{n;N A}}
N
N n
EX=np, VarX=npq
vi p A , q=1-p.
N 1
N
( N A 1)(n 1) 2
( N 1)(n 1) 2
ModX k
1 k A
.
N 2
N 2
C Nk A C NnkN A
P(X=k)=
,k X ()
C Nn
N
N
Nu
20 th X ~ H ( N ; N A ; n) B(n; p ) vi p A .
n
N
k k nk
P(X=k) Cn . p .q ,k X (),q 1 p .

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Tm tt cng thc

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S tm tt cc dng phn phi xc sut thng

dng:

Siu bi: X~H(N;NA;n)

C Nk A .C Nn kN A

P( X k )

C Nn

N>20n
N
p= A , q=1-p
N

n30, np<5
p0,1
=np

Nh thc: X~B(n;p)
k
n

P ( X k ) C . p .q

n k

Poisson: X~ P ( )

k
P( X k )
e
k!

n30, np 5 , nq 5
0,1<p<0,9
P( X k )

1 k
f(
)

P ( a X b) (

b
a
) (
)

vi np, npq

Chun: X~ N ( ; 2 )
f ( x; ; )

.e

( x )2
2 2

-5-

Chun chun tc: Y~ N(0;1)

y2

1
f ( y)
.e 2
2

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Tm tt cng thc

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II. Phn Thng K.

1. L thuyt mu.
a. Cc cng thc c bn.
Cc gi tr c trng
Mu ngu nhin
Mu c th
Gi tr trung bnh
X 1 ... X n
x ... xn
X
x 1
n
n
2
2
2
Phng sai khng hiu chnh
( X 1 X ) ... ( X n X )
( x1 x ) ... ( xn x )2
2
2

SX
sx
n
n
2
2
2
Phng sai hiu chnh
( X X ) ... ( X n X )
( x x ) ... ( xn x )2
S X2 1
s x2 1
n 1
n 1
b. d x l ta vit s liu ca mu c th di dng tn s nh sau:

xi
x1
x2
xk

ni
n1
n2
nk
Khi
Cc gi tr c trng
Gi tr trung bnh
Phng sai khng hiu chnh
Phng sai hiu chnh

Mu c th
x n ... xk nk
x 1 1
n
2
( x x ) n1 ... ( xk x ) 2 nk
sx2 1
n
2
( x1 x ) n1 ... ( xk x ) 2 nk
2
sx
n 1

c. Cch s dng my tnh b ti tnh cc gi tr c trng mu

- Nu s liu thng k thu thp theo min [a; b) hay (a; b] th ta s dng gi
ab
tr i din cho min l
tnh ton.
2

Tc v
Bt ch nhp tn s
Khi ng gi Thng k

Dng CASIO MS
Khng cn
Mode(tm)SD
x1 Shift , n1 M+

xk Shift , nk M+

Nhp s liu
Nu ni 1 th ch cn
nhn
xi M+

-6-

Dng CASIO ES
Shift Mode 4 1
Mode(tm)STAT 1-Var
X
x1 =

xk =

FREQ
n1 =

nk =

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Tm tt cng thc

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Xa mn hnh hin th
Xc nh:
Kch thc mu (n)
Gi tr trung bnh
(x )
lch chun khng
hiu chnh ( sx )
lch chun hiu
chnh ( s x )
Thot khi gi Thng k

AC

AC

Shift 1 3 =

Shift 1 5 1 =

Shift 2 1 =

Shift 1 5 2 =

Shift 2 2 =

Shift 1 5 3 =

Shift 2 3 =

Shift 1 5 4 =

Mode 1

Mode 1

2. c lng khong.
a) Khong tin cy cho gi tr trung bnh.
Trng hp 1. ( bit)
c lng i xng.
1

( z )
z z .
x ; x )
2
n
2
2
2

c lng chch tri.

( z ) 0,5 z z .

; x )
n

c lng chch phi.

( z ) 0,5 z z .

x )
n

Trng hp 2. ( cha bit, n 30 )

c lng i xng.
1
s
( z )
z z .
x ; x )
2
n
2
2
2

c lng chch tri.

( z ) 0,5 z z .

s
; x )
n

c lng chch phi.

( z ) 0,5 z z .

s
x )
n

Trng hp 3. ( cha bit, n<30)

c lng i xng.

s
1 t
x ; x )
t
.
( n 1; )
( n 1; )
2
n
2
2

c lng chch tri.

1 t( n1; ) t( n1;) .

-7-

s
; x )
n

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Tm tt cng thc

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c lng chch phi.

1 t( n1; ) t( n1;) .
b) Khong tin cy cho t l.
c lng i xng.
1
( z )
z z .
2
2

f (1 f )
n

f ; f )

c lng chch tri.

( z ) 0,5 z z .

s
x ; )
n

f (1 f )
n

; f )

c lng chch phi.

( z ) 0,5 z z .

f (1 f )
n

f )

c) Khong tin cy cho phng sai.

Trng hp 1. ( cha bit)
- Nu bi cha cho s m cho mu c th th phi xc nh s (bng my
tnh).
c lng khng chch.

1 2 2
1 2
, 1 1

( n 1; )
( n 1;1 )
2
2
2

(n 1) s (n 1)s
;
)
2
1
c lng chch tri.
(

(n 1) s 2
1 1 ( n1;1 ) (0;
)
1
c lng chch phi.
(n 1) s 2
2
1 2 ( n1; ) (
; )
2
Trng hp 2. ( bit)
2

- Tnh (n 1) s 2 ni .( xi ) 2
i 1

c lng khng chch.

1 2 2 , 1 1 1 2

( n; )
( n;1 )
2
2
2

(n 1) s (n 1)s
;
)
2
1

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c lng chch tri.

(n 1) s 2
1 1 ( n;1 ) (0;
)
1
c lng chch phi.
(n 1) s 2
2
1 2 ( n; ) (
; )
2

Tm tt cng thc

3. Kim nh tham s.
a) Kim nh gi tr trung bnh.
Trng hp 1. ( bit)
H o : o , H1 : o
x o
1
( z )
z , z
. n
2

- Nu z z : Bc b Ho, chp nhn H1.

2

- Nu z z : Chp nhn Ho.

2

H o : o , H1 : o
x o
. n

- Nu z z : Bc b Ho, chp nhn H1.

( z ) 0, 5 z , z

- Nu z z : Chp nhn Ho.

H o : o , H1 : o
x o
( z ) 0, 5 z , z
. n

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
Trng hp 2. ( cha bit, n 30 )
H o : o , H1 : o
x o
1
( z )
z , z
. n
2
s
2

- Nu z z : Bc b Ho, chp nhn H1.

2

- Nu z z : Chp nhn Ho.

2

H o : o , H1 : o

( z ) 0, 5 z , z

x o
. n
s

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Tm tt cng thc

- 10 - Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
H o : o , H1 : o
x o
( z ) 0, 5 z , z
. n
s
- Nu z z : Bc b Ho, chp nhn H1.
- Nu z z : Chp nhn Ho.
Trng hp 3. ( cha bit, n<30)
H o : o , H1 : o
x o

t
. n
,t
( n 1; )
2
s
2

- Nu t t
- Nu t t

:
( n 1; )
2

Bc b Ho, chp nhn H1.

:
( n 1; )
2

Chp nhn Ho.

H o : o , H1 : o
x o
t( n1;) ,t
. n
s
- Nu t t( n1; ) : Bc b Ho, chp nhn H1.
- Nu t t( n1; ) : Chp nhn Ho.

H o : o , H1 : o
x o
t( n1;) ,t
. n
s
- Nu t t( n 1; ) : Bc b Ho, chp nhn H1.
- Nu t t( n1;) : Chp nhn Ho.

b) Kim nh t l.
H o : p po ,H1 : p po
1
k
( z )
z , f , z
2
n
2

f po
po (1 po )

. n

- Nu z z : Bc b Ho, chp nhn H1.

2

- Nu z z : Chp nhn Ho.

2

H o : p po ,H1 : p po
k
( z ) 0,5 z , f ,z
n

- 10 -

f po
. n
po (1 po )

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Tm tt cng thc

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- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
H o : p po ,H1 : p po
f po
k
( z ) 0,5 z , f ,z
. n
n
po (1 po )

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
c) Kim nh phng sai.
Trng hp 1. ( cha bit)
- Nu cha cho s m cho mu c th th phi s dng my tnh xc
nh s.
H o : 2 o2 , H1 :2 o2
1

(n 1) s 2
2
2
2
12 2
,

( n 1;1 )
( n 1; )
2
2
o2

2
2
2
- Nu
: Bc b H0, chp nhn
2
2

1
2
2
- Nu 1 22 : Chp nhn Ho.
H o : 2 o2 ,H1 :2 2o

12

( n1;1 ) ,

H1.

(n 1) s 2
o2

- Nu 2 12 : Bc b H0, chp nhn H1.

- Nu 2 12 : Chp nhn Ho.

H o : 2 o2 ,H1 :2 o2
22 2( n1; ) , 2

(n 1) s 2
o2

- Nu 2 22 : Bc b H0, chp nhn H1.

- Nu 2 22 : Chp nhn Ho.
4. Kim nh so snh tham s.
a) Kim nh so snh gi tr trung bnh.
Trng hp 1. ( 1, 2 bit)
H o : 1 2 ,H1 : 1 2
x x
1
( z )
z , z 1 2
2
12 22
2
2

n1 n2

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- 12 -

Tm tt cng thc

- Nu z z : Bc b Ho, chp nhn H1.

2

- Nu z z : Chp nhn Ho.

2

H o : 1 2 ,H1 : 1 2

( z ) 0, 5 z , z

x1 x2
12 22

n1 n2

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
H o : 1 2 ,H1 : 1 2
x x
( z ) 0, 5 z , z 1 2
12 22

n1 n2

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
Trng hp 2. ( 1, 2 cha bit, n1n2 30 )
H o : 1 2 ,H1 : 1 2
x x
1
( z )
z , z 1 2
2
s12 s22
2
2

n1 n2
- Nu z z : Bc b Ho, chp nhn H1.
2

- Nu z z : Chp nhn Ho.

2

H o : 1 2 ,H1 : 1 2

( z ) 0,5 z , z

x1 x2
s12 s22

n1 n2

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
H o : 1 2 ,H1 : 1 2
x x
( z ) 0,5 z , z 1 2
s12 s22

n1 n2

- 12 -

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- 13 -

Tm tt cng thc

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
Trng hp 3. ( 1 2 cha bit, n1 ,n2 30 )
H o : 1 2 ,H1 : 1 2

t
,t
( n1 n2 2; )
2
2

- Nu t t
- Nu t t

:
( n1 n2 2; )
2

Bc b Ho, chp nhn H1.

:
( n1 n2 2; )
2

Chp nhn Ho.

H o : 1 2 ,H1 : 1 2

t( n1 n2 2;) ,t

x1 x2
(n 1).s12 (n2 1).s22
, vi s 2 1
n1 n2 2
1 1
s2 ( )
n1 n2

x1 x2
(n 1).s12 (n2 1).s22
, vi s 2 1
n1 n2 2
1 1
s2 ( )
n1 n2

- Nu t t

:
( n1 n2 2; )
2

Bc b Ho, chp nhn H1.

- Nu t t

:
( n1 n2 2; )
2

Chp nhn Ho.

H o : 1 2 ,H1 : 1 2

t( n1 n2 2;) ,t
- Nu t t
- Nu t t

x1 x2
(n 1).s12 (n2 1).s22
, vi s 2 1
n1 n2 2
1 1
s2 ( )
n1 n2

:
( n1 n2 2; )
2

Bc b Ho, chp nhn H1.

:
( n1 n2 2; )
2

Chp nhn Ho.

b) Kim nh so snh t l.
k
k
k k
f1 1 , f 2 2 , f 1 2
n1
n2
n1 n2
H o : p1 p2 ,H1 : p1 p2
1
( z )
z , z
2
2

f1 f 2
1 1
f (1 f ).( )
n 1 n2

- Nu z z : Bc b Ho, chp nhn H1.

2

- Nu z z : Chp nhn Ho.

2

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- 14

H o : p1 p2 ,H1 : p1 p2

( z ) 0, 5 z , z

Tm tt cng thc

f1 f 2
1 1
f (1 f ).( )
n 1 n2

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
H o : p1 p2 ,H1 : p1 p2
f1 f 2
( z ) 0, 5 z , z
1 1
f (1 f ).( )
n 1 n2

- Nu z z : Bc b Ho, chp nhn H1.

- Nu z z : Chp nhn Ho.
c. Kim nh so snh phng sai.
- 1, 2 cha bit nn tnh s1 v s2 t mu (s dng my tnh) nu bi cha
cho.
H o : 12 22 ,H1 :12 22

s22

, f1 f (n1 1; n2 1;1 ), f 2 f (n1 1; n2 1; )

2
2

f f1
Nu
: Bc b Ho, chp nhn H1.
f f2
Nu f1 f f 2 : Chp nhn Ho.

H o : 12 22 ,H1 :12 22
-

s12

s12

, f1 f (n1 1; n2 1;1 )
s22
Nu f f1 : Bc b Ho, chp nhn H1.

Nu f1 f : Chp nhn Ho.

H o : 12 22 ,H1 :12 22
-

s12

, f 2 f (n1 1; n2 1; )
s22
Nu f f 2 : Bc b Ho, chp nhn H1.
f

- Nu f f 2 : Chp nhn Ho.

5. H s tng quan mu v phng trnh hi quy tuyn tnh mu.

- 14 -

XSTK

Tm tt cng thc

- 15 n

n xi yi xi yi
i 1

a. H s tng quan mu: r

i 1

i 1

i 1

i 1

i 1

i 1

n xi2 ( xi )2 n yi2 ( yi )2
Phng trnh hi quy tuyn tnh mu: yx A Bx vi
n

n xi yi xi yi
i 1

2
i

i 1
n

i 1

n x ( xi )
i 1

v A

i 1

B. xi
i 1

i 1

b. Trong trng hp s dng bng tn s:

xi
x1
x2
yi
y1
y2

xk

nk

ni

n1

n2

yk

Ta tnh theo cng thc thu gn nh sau:

k

n ni xi yi ni xi ni yi
i 1

H s tng quan mu: r

i 1

i 1

i 1

i 1

i 1

i 1

n ni xi2 ( ni xi )2 n ni yi2 ( ni yi )2
Phng trnh hi quy tuyn tnh mu: yx A Bx vi
k

n ni xi yi ni xi ni yi
i 1

i 1

2
i i

i 1

n n x ( ni xi )
i 1

v A
2

ni yi B. ni xi
i 1

i 1

i 1

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Tm tt cng thc

- 16 -

c. S dng my tnh b ti tnh h s tng quan mu v phng trnh hi quy

tuyn tnh mu:
Tc v
Bt ch nhp tn s
Khi ng gi Hi quy
tuyn tnh

Nhp s liu

Xa mn hnh hin th
Xc nh:
H s tng quan
mu (r)
H s hng: A
H s n (x): B
Thot khi gi Hi quy

Dng CASIO MS
Khng cn
Mode(tm)REG
Lin
x1 , y1 Shift , n1 M+

Dng CASIO ES
Shift Mode 4 1
Mode(tm)STAT
A+BX

xk , yk Shift , nk M+

X
x1 =

Y
y1 =

FREQ
n1 =

ni 1 th ch cn nhn
xi , yi M+

xk =

yk =

nk =

AC

AC

Shift 2 3 =

Shift 1 7 3 =

Shift 2 1 =
Shift 2 2 =

Shift 1 7 1 =
Shift 1 7 2 =

Mode 1

Mode 1

Lu : My ES nu kch hot ch nhp tn s phn L thuyt mu ri th

khng cn kch hot na.
.

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