longtkt.

tk 1

bµi tËp ch­¬ng II

Bµi 2.1 GT

Bµi 2.2 GT

Bµi 2.3

Gäi X lµ sè cÇu ®­îc lÊy ra → 1, 2, 3

3 2 3 2 1
P (X = 1) = = 0, 6; P (X = 2) = · = 0, 3; P (X = 3) = · .1 = 0, 1
5 5 4 5 4
X 1 2 3

P 0,6 0,3 0,1

Bµi 2.4 GT

Bµi 2.5

a) Gäi X lµ sè chÝnh phÈm ®­îc lÊy ra tõ hép 2 → X = 0; 1; 2

Hi = "sè chÝnh phÈm chuyÓn tõ hép 1 sang hép 2 lµ i" (i=0,2,3)
C80 .C22 1 C81 C21 16 C82 C20 28
P (H0 ) = 2 = ; P (H1 ) = 2 = ; P (H2 ) = 2 =
C10 45 C10 45 C10 45
H0 , H1 , H2 lµ nhãm ®Çy ®ñ c¸c biÕn cè vµ
C70 C52 10 C80 C42 6 C90 C32 3
P (X = 0|H0 ) = 2 = ; P (X = 0|H1 ) = 2 = ; P (X = 0|H2 ) = 2 =
C12 66 C12 66 C12 66
2
X 1 10 16 6 28 3 190
⇒ P (X = 0) = P (Hi )P (X = 0|Hi ) = · + · + · = = 0, 06397
i=0
45 66 45 66 45 66 2970
C 1C 1 35 C 1C 1 32 C 1C 1 27
P (X = 1|H0 ) = 5 2 7 = ; P (X = 1|H1 ) = 8 2 4 = ; P (X = 1|H2 ) = 9 2 3 =
C12 66 C12 66 C12 66
2
X 1 35 16 32 28 27 1303
⇒ P (X = 1) = P (Hi )P (X = 1|Hi ) = · + · + · = = 0, 43872
i=0
45 66 45 66 45 66 2970
⇒ P (X = 2) = 1−P (X = 0)−P (X = 1) = 1−0, 06397−0, 43872 = 0, 49731
X 0 1 2

P 0,06397 0,43872 0,49731

b) Hµm ph©n phèi x¸c suÊt cña X lµ




 0 víi x60



0, 06397 víi 0<x61
F (x) =


0, 50269 víi 1<x62



 1 víi 2<x
longtkt.tk 2

Bµi 2.6 GT

Bµi 2.7

a) E(X) = −5.0, 4 + 2.0, 3 + 3.0, 1 + 4.0, 2 = −0, 3

V (X) = (−5)2 .0, 4 + 22 .0, 3 + 32 .0, 1 + 42 .0, 2 − (−0, 3)2 = 15, 21
p √
σX = V (X) = 15, 21 = 3, 9
b) Gi¸ trÞ Mèt m0 lµ gi¸ trÞ cã x¸c suÊt lín nhÊt ⇒ m0 = −5

Bµi 2.8

a) Sè xe trung b×nh b¸n ®­îc mçi tuÇn lµ

E(X) = 0.0, 05+1.0, 12+2.0, 17+3.0, 08+4.0, 12+5.0, 2+6.0, 07+7.0, 02+8.0, 07

+9.0, 02 + 10.0, 03 + 11.0, 05

= 4, 33
b)V (X) = 02 .0, 05+12 .0, 12+22 .0, 17+32 .0, 08+42 .0, 12+52 .0, 2+62 .0, 07+72 .0, 02
+82 .0, 07 + 92 .0, 02 + 102 .0, 03 + 112 .0, 05 − 4, 332
= 8, 3411
p √
σX = V (X) = 8, 3411 = 2, 8881
σX ®¸nh gi¸ møc ®é ph©n t¸n cña biÕn ngÉu nhiªn theo ®¬n vÞ ®o cña nã

Bµi 2.9
E(X1 ) + E(X2 ) + E(X3 )
E(X) = = 0, 8;
3
V (X1 ) + V (X2 ) + V (X3 )
V (X) = = 0, 12;
9

Bµi 2.10

E(X) = 20.0, 2 + 25.0, 3 + 30.0, 15 + 35.0, 1 + 40.0, 25 = 29, 5

V (X) = 202 .0, 2 + 252 .0, 3 + 302 .0, 15 + 352 .0, 1 + 402 .0, 25 − 29, 52 = 54, 75
p √
σX = V (X) = 54, 75 = 7, 3993
Bµi 2.11
(3X − 2Y ) 3 2 3 2
a) Z= ⇒ E(Z) = E(X) − E(Y ) = .3 − .2 = 1
5 5 5 5 5
3
2 2
2 3
2 2
2 35
V (Z) = V (X) + V (Y ) = .3 + .2 = = 1, 4
5 5 5 5 25
Z − E(Z) Z − E(Z) Z −1 E(Z) − 1
b) T = ⇒ E(T ) = E( ) = E( )= =0
V (Z) V (Z) 1, 4 1, 4
Bµi 2.12

Gäi X lµ sè lÇn b¾n tróng bia→ X = 0; 1; 2; 3

P (X = 0) = 0, 7.0, 6.0, 4 = 0, 168
P (X = 1) = 0, 3.0, 6.0, 4 + 0, 7.0, 4.0, 4 + 0, 7.0, 6.0, 6 = 0, 436
longtkt.tk 3

P (X = 3) = 0, 3.0, 4.0, 6 = 0, 072

P (X = 2) = 1 − 0, 168 − 0, 436 − 0, 072 = 0, 324

X 0 1 2 3

P 0,168 0,436 0,324 0,072

E(X) = 0.0, 168 + 1.0, 436 + 2.0, 324 + 3.0, 072 = 1, 3

V (X) = 02 .0, 168 + 12 .0, 436 + 22 .0, 324 + 32 .0, 072 − 1, 32 = 0, 69
Bµi 2.13

a) B¶ng ph©n phèi x¸c suÊt cña X: sè nh©n viªn b¸n hµng ë cöa hµng lµ

X 2 3 4 5

P 0,192 0,231 0,308 0,267

Hµm ph©n phèi x¸c suÊt cña X lµ




 0 víi x62





0, 192 víi 2<x63

F (x) = 0, 432 víi 3<x64





0, 74 víi 4<x65



 1 víi x>5

b) E(X) = 2.0, 192 + 3.0, 231 + 4.0, 308 + 5.0, 269 = 3, 654
V (X) = 22 .0, 192 + 32 .0, 231 + 42 .0, 308 + 52 .0, 269 − 3, 6542 = 1, 1483
Bµi 2.14

P3 = 1 − P1 − P2 = 1 − 0, 5 − 0, 3 = 0, 2
8 = E(X) = 4.0, 5 + 0, 6.0, 3 + x3 .0, 2 ⇒ x3 = 29, 1
Bµi 2.15

0, 1 = E(X) = −1.P1 + 0.P2 + 1.P3 ⇒ −P1 + P3 = 0, 1

0, 9 = E(X 2 ) = (−1)2 .P1 + 02 .P2 + 12 .P3 ⇒ P1 + P3 = 0, 9
⇒ P1 = 0, 4; P3 = 0, 5; P2 = 1 − 0, 4 − 0, 5 = 0, 1
Bµi 2.16

P1 = 1 − 0, 7 = 0, 3
2, 7 = E(X) = x1 .0, 3 + x2 .0, 7 ⇒ 3x1 + 7x2 = 27
0, 21 = V (X) = x21 .0, 3 + x22 .0, 7 − 2, 72 ⇒ 3x21 + 7x22 = 75
⇒ x1 = 2; x2 = 3
Bµi 2.17
longtkt.tk 4

a) X lµ sè phÕ phÈm cã thÓ gÆp ph¶i → X = 0; 1

Ai = "lÇn thø i lÊy ®­îc phÕ phÈm" (i=1,2)
4 3
P (X = 0) = P (A1 A2 ) = P (A1 )P (A2 /A1 ) = · = 0, 6
5 4
P (X = 1) = 1 − P (X = 0) = 1 − 0, 6 = 0, 4

X 0 1

P 0,6 0,4

b) → E(X) = 0.0, 6 + 1.0, 4 = 0, 4

V (X) = 02 .0, 6 + 12 .0, 4 − 0, 42 = 0, 24
c) Y lµ sè chÝnh phÈm cã thÓ gÆp ph¶i → X + Y = 2 → Y = 2 − X

Y 1 2

P 0,4 0,6

d) E(Y ) = 2 − E(X) = 2 − 0, 4 = 1, 6; V (Y ) = V (Y ) = 0, 24
Bµi 2.18

X lµ sè xe ®­îc b¸n trong 1 tuÇn vµ E(X) = 4, 33

Doanh thu b×nh qu©n hµng tuÇn cña cöa hµng ®ã lµ 12.E(X) = 12.4, 33 = 51, 96 triÖu
®ång

Bµi 2.19

Gäi a lµ gi¸ vÐ quy ®Þnh th× a ph¶i tháa m·n

300 300
a.E(X) = 200 + 100 ⇒ a = = = 10, 17
E(X) 29, 5
Ph¶i quy ®Þnh gi¸ vÐ lµ 10,17 ngµn ®ång.

Bµi 2.20

a) X lµ sè s¶n phÈm ®­îc 1 kh¸ch hµng mua

Y lµ sè tiÒn hoa hång mµ nh©n viªn b¸n hµng ®­îc nhËn tõ mçi kh¸ch hµng

→ Y = 110.X.10% = 11X ⇒ E(Y ) = 11E(X)

E(X) = 0.0, 5 + 1.0, 1 + 2.0, 2 + 3.0, 2 = 1, 1 → E(Y ) = 11.1, 1 = 12, 1 (ngµn ®ång)
2 2 2 2 2 2
b) V (Y ) = 11 V (X) = 121(0 .0, 5 + 1 .0, 1 + 2 .0, 2 + 3 .0, 2 − 1, 1 ) = 180, 29
p √
σY = V (Y ) = 180, 29 = 13, 427
Bµi 2.21
P
a) Px = 0, 1 + 0, 2 + 0, 35 + 0, 2 + 0, 1 + 0, 05 = 1
b) E(X) = 0.0, 1 + 10.0, 2 + 20.0, 35 + 30.0, 2 + 40.0, 1 + 50.0, 05 = 21, 5

c) P (X > 20) = P (X = 30) + P (X = 40) + P (X = 50) = 0, 2 + 0, 1 + 0, 05 = 0, 35

longtkt.tk 5

Bµi 2.22

X lµ tæng sè chÊm thu ®­îc → X = 2, 3, ..., 12

a)

X 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
P
36 36 36 36 36 36 36 36 36 36 36

b) 


 0 ; x62


 1


 36 ; 2<x63


 3


 36 ; 3<x64


 6


 36 ; 4<x65


 10

36 ; 5<x66
F (x) =
15


 36 ; 6<x67


 21


 36 ; 7<x68


 26


 36 ; 8<x69


 30


 36 ; 9 < x 6 10


 33

36 ; 10 < x 6 11

35

36 ; 11 < x 6 12
F (x) =
 1 ; x > 12

c) m0 = 7
Bµi 2.23

a) P (X > 12) = P (X = 12) + P (X = 13) + P (X = 14) + P (X = 15) =

0, 2 + 0, 15 + 0, 1 + 0, 05 = 0, 5
b) E(X) = 9.0, 05 + 10.0, 15 + 11.0, 3 + 12.0, 2 + 13.0, 15 + 14.0, 1 + 15.0, 05 = 11, 75
2 2 2 2 2 2 2
c) V (X) = 9 .0, 05 + 10 .0, 15 + 11 .0, 3 + 12 .0, 2 + 13 .0, 15 + 14 .0, 1 + 15 .0, 05 −

− 11, 752
= 2, 2875
p √
σX = V (X) = 2, 2875 = 1, 5124
Bµi 2.24

X lµ sè ®Ìn ®á cã thÓ gÆp → X = 0; 1; 2; 3

Ai = "ng­êi ®ã gÆp ®Ìn ®á ë ng· t­ thø i" (i=1,2,3)

P (X = 0) = P (A1 A2 A3 ) = P (A1 )P (A2 )P (A3 ) = 0, 8.0, 6.0, 5 = 0, 24

longtkt.tk 6

P (X = 3) = P (A1 A2 A3 ) = P (A1 )P (A2 )P (A3 ) = 0, 2.0, 4.0, 5 = 0, 04

P (X = 1) = 0, 2.0, 6.0, 5 + 0, 8.0, 4.0, 5 + 0, 8.0, 6.0, 5 = 0, 46
P (X = 2) = 1 − 0, 24 − 0, 46 − 0, 04 = 0, 26
X 0 1 2 3

P 0,24 0,46 0,26 0,04

Gäi Y lµ thêi gian ph¶i dõng trªn ®­êng do ®Ìn ®á → Y = 3X

E(Y ) = 3E(X) = 3(0.0, 24 + 1.0, 46 + 2.0, 26 + 3.0, 04) = 3, 3

Bµi 2.25 GT

Bµi 2.26

E(X) = 1.0, 3 + 4.0, 1 + 8.0, 6 = 5, 5

P (|X − E(X)| < 4) = P (|X − 5, 5| < 4) = P (5, 5 − 4 < X < 5, 5 + 4)
= P (1, 5 < X < 9, 5) = P (X = 4) + P (X = 8) = 0, 1 + 0, 6 = 0, 7
Bµi 2.27


k(30 − x); x ∈ (0; 30)
f (x) =
 0 ; x∈
/ (0; 30)

a) Do f(x) lµ hµm mËt ®é x¸c suÊt cña 1 biÕn ngÉu nhiªn nªn
3
+∞
R R30 x2
 1
1= f (x)dx = k (30 − x)dx = k 30x − 0 = 450k ⇒ k =
−∞ 0 2 0  450
12 12 2
12
R R 1 1 x

b) P (X 6 12) = f (x)dx = (30 − x)dx = 30x − = 0, 64
−∞ 0 455 450 2 0
3
30
+∞

R R30 1 1 x
c) E(X) = xf (x)dx = x (30 − x)dx = 15x2 −  = 10
−∞ 0 450 450 3 
0
Bµi 2.28




 0 ; x60

F (x) = ax3 − 3x2 + 2x ; 0<x61



 1 ; x>1


 0 ; x∈
/ (0; 1)
⇒ f (x) = F 0 (x) =
3ax2 − 6x + 2 ; x ∈ (0; 1)

a) Do f(x) lµ hµm mËt ®é x¸c suÊt cña 1 biÕn ngÉu nhiªn nªn
longtkt.tk 7

+∞
R R1 1
1= f (x)dx = (3ax2 − 6x + 2)dx = (ax3 − 3x2 + 2x)0 = a − 1 ⇒a=2
−∞ 0
+∞
R R1 3 1 1
b) E(X) = xf (x)dx = x(6x2 − 6x + 2)dx = ( x4 − 2x3 + x2 )0 = = 0, 5
−∞ 0 2 2
c) X¸c suÊt ®Ó 1 ng­êi nµo ®ã xÕp hµng ph¶i chê qu¸ 0,5 phót lµ

P (X > 0, 5) = 1 − P (X 6 0, 5) = 1 − F (0, 5) = 1 − (2.0, 53 − 3.0, 52 + 2.0, 5) = 0, 5

X¸c suÊt ®Ó cã kh«ng qua 2 trong 3 ng­êi nµo ®ã xÕp hµng ph¶i chê qu¸ 0,5 phót

Pc = 1 − 0, 53 = 0, 875

Bµi 2.29
1 1
1 1
1 π 1
a) P (0 < X < 1) = F (1)−F (0) = + arctg1 − + arctg0 = ( −0) =
2 π 2 π π 4 4
b)
1 1 1 1
f (x) = F 0 (x) = (arctgx)0 = =
π π 1 + x2 π(1 + x2 )

Bµi 2.30; 2.31 GT

Bµi 2.32
R1
Ta cã f (x)dx = P (−∞ < X < 1) = 1 − P (X > 1) = 1 − 0, 3 = 0, 7
−∞
Bµi 2.33




 0 ; x62

F (x) = (1/2)x − 1 ; 2<x64



 1 ; x>4

a) P (X < 3) = F (3) = (1/2).3 − 1 = 1/2

b) P (2 6 X < 3) = F (3) − F (2) = 1/2 − 0 = 1/2
Bµi 2.34




 0 ; x60

F (x) = sin2x ; 0 < x 6 π/4



 1 ; x > π/4


0
 0 ; x∈
/ (0; π/4)
f (x) = F (x) =
2cos2x ; x ∈ (0; π/4)
longtkt.tk 8

Bµi 2.35 GT

Bµi 2.36


acosx ; x ∈ (−π/2; π/2)
f (x) =
 0 ; x∈
/ (−π/2; π/2)
a) Do f(x) lµ hµm mËt ®é x¸c suÊt cña 1 biÕn ngÉu nhiªn nªn

+ f (x) > 0, ∀x ⇒ acosx > 0, ∀x ∈ (−π/2; π/2)

⇒a>0 π/2
+∞
R π/2
R 
+ 1 = f (x)dx = acosxdx = asinx = 2a ⇒ a = 1/2
−∞ −π/2 −π/2
π/4
π/4
R  √
b) P (0 6 X < π/4) = (1/2)cosxdx = (1/2)sinx = 2/4
0 0
+∞ π/2
π/2 π/2
R R  R
c) E(X) = xf (x)dx = (1/2)xcosxdx = (1/2)xsinx
 −(1/2) sinxdx =
−∞ −π/2 −π/2 −π/2
π/2

= 0 + cosx =0
−π/2
Bµi 2.37




 0 ; x60

F (x) = 1/2 − kcosx ; 0<x6π



 1 ; x>π

a) Do F(x) lµ hµm ph©n phèi x¸c suÊt cña 1 biÕn ngÉu nhiªn nªn nã liªn tôc tr¸i

⇒ lim+ F (x) = F (π) ⇒ 1 = 1/2 − kcoxπ ⇒ k = 1/2

x→π

b) P (0 < X < π/2) = F (π/2) − F (0) = [1/2 − (1/2)cos(π/2)] − 0 = 1/2

c) 
0
 0 ; x∈
/ (0; π)
f (x) = F (x) =
(1/2)sinx ; x ∈ (0; π)
+∞
π
R Rπ 
⇒ E(X) = xf (x)dx = x.(1/2).sinxdx = (1/2)(−xcosx + sinx) = π/2
−∞ 0 0
Bµi 2.38.
longtkt.tk 9


1 − (x /x)α ; x > x0
0
F (x) =
 0 ; x < x0 ; α > 0

Gäi a lµ møc thu nhËp sao cho nÕu lÊy ngÉu nhiªn 1 ng­êi trong vïng ®ã th× thu nhËp

cña ng­êi nµy v­ît qu¸ a víi x¸c suÊt , nghÜa lµ

P (X > a) = 0, 5 ⇔ P (X 6 a) = 1 − P (X > a) = 1 − 0, 5 = 0, 5

⇔ F (a) = 0, 5 ⇔ 1 − (x0 /a)α = 0, 5 ⇔ a = x0 /(0, 5)1/α = x0 .21/α

Bµi 2.39


(2/π)cos2 x ; x ∈ (−π/2; π/2)
f (x) =
 0 ; x∈
/ (−π/2; π/2)

X¸c suÊt ®Ó trong 1 phÐp thö bÊt k× X nhËn gi¸ trÞ trong kho¶ng (0; π/4) lµ
Zπ/4 Zπ/4 π
2 2 2 1 + cos2x 2 x 1 1 1
+ sin2x  4 = +


P (0 < X < π/4) = cos xdx = dx =
π π 2 π 2 4 0 4 2π
0 0

Theo c«ng thøc Bernouuli ta cã x¸c suÊt ®Ó trong 3 phÐp thö ®éc lËp cã 2 lÇn X nhËn gi¸

trÞ trong kho¶ng (0; π/4) lµ

1 1
2 1 1

P () = C32 . + 1− − = 0, 297
4 2π 4 2π
Bµi 2.40


x2 /9 ; x ∈ (0; 3)
f (x) =
0 ; x∈
/ (0; 3)

a) Hµm f(x) tháa m·n

+ f (x) > 0, ∀x 3
+∞
R R3 2 x3 
+ f (x)dx = (x /9)dx =  = 1
−∞ 0 27 0
VËy f(x) lµ hµm mËt ®é x¸c suÊt cña 1 biÕn ngÉu nhiªn nµo ®ã.

b) X¸c suÊt ®Ó trong 1 phep s thö nµo ®ã X nhËn gi¸ trÞ trong kho¶ng (1;2) lµ

Z2 Z2 2
x2 x3  7
P (1 < X < 2) = f (x)dx = dx =  =
9 27 1 27
1 1
longtkt.tk 10

X¸c suÊt ®Ó trong 3 phÐp thö ®éc lËp cã Ýt nhÊt 1 lÇn X nhËn gi¸ trÞ trong kho¶ng (1;2) lµ

7
3
P () = 1 − (1 − P (1 < X < 2))3 = 1 − 1 − = 0, 594
27
Bµi 2.41
x
F (x) = c + b.arctg víi (−∞ < x < +∞); a > 0
a
a) Do F(x) lµ hµm ph©n phèi x¸c suÊt cña 1 biÕn ngÉu nhiªn nªn nã cã tÝnh chÊt

F (−∞) = 0; F (+∞) = 1

0 = F (−∞) = c + b. −π
 
c = 1/2
2 ⇔
1 = F (+∞) = c + b. π b = 1/π
2
2
0 1 1 a
b) f (x) = F (x) = . =
π 1+ x 2
π(x2 + a2 )
a
Bµi 2.42


1/20 ; x ∈ (5; 25)
f (x) =
0 ; x∈
/ (5; 25)

a) P (|X −10| > 2, 5) = 1−P (|X −10| 6 2, 5) = 1−P (10−2, 5 < X < 10+2, 5) =
12,5
R 1 1
=1− dx = 1 − (12, 5 − 7, 5) = 0, 75
7,5 20 20
+∞
 25
R R25 1 1 2 
b) E(X) = xf (x)dx = x dx = x  = 15
−∞ 5 20 40 5
25
R25 2 25 1 1 
V (X) = x f (x)dx − (E(X))2 = x2 dx − 152 =  − 225 = 33, 33
R
5 5 20 60 5
Bµi 2.43. biÕn ngÉu nhiªn ph©n phèi ®Òu


k ; x ∈ (a; b)
f (x) =
0 ; x∈
/ (a; b)

a) Do f(x) lµ hµm mËt ®é x¸c suÊt cña mét biÕn ngÉu nhiªn nª +f (x) > 0, ∀x ⇒ k > 0
+∞
R Rb b 1
+ 1= f (x)dx = kdx = kxa = k(b − a) ⇒ k =
>0
−∞ a b − a
+∞
R Rb 1 1 x2 b a+b
b) E(X) = xf (x)dx = x dx = · a
=
−∞ a b−a b−a 2 2
+∞
R 2 Rb 2 1 a + b
2
2
V (X) = x f (x)dx − (E(X)) = x dx −
−∞ a b−a 2
longtkt.tk 11

b
x3  (a + b)2 (b − a)2
= − =
3(b − a) a 4 12
c)



 0 ; x6a
x − a
F (x) = ; x ∈ (a; b)

 b−a

 1 ; x>b

Bµi 2.44


Csin2x ; x ∈ (0; π/2)
f (x) =
0 ; x∈
/ (0; π/2)

Do f(x) lµ hµm mËt ®é x¸c suÊt cña 1 biÕn ngÉu nhiªn nªn

+ f (x) > 0, ∀x ⇒ Csin2x > 0, ∀x ∈ (0; π/2) ⇒ C > 0

+∞ π/2
π/2
R R C 
+ 1 = f (x)dx = Csin2xdx = − cos2x = C ⇒ C = 1
−∞ 0 2 0

Bµi 2.45
k
f (x) = ; (−∞ < x < +∞)
ex + e−x
Do f(x) lµ hµm mËt ®é x¸c suÊt cña 1 biÕn ngÉu nhiªn nªn
k
+ f (x) > 0, ∀x ⇒ > 0, ∀x ⇒ k > 0
ex + e−x +∞
+∞
R +∞
R k R d(ex )
+∞ 
x  π
+ 1 = f (x)dx = x + e−x
dx = k 2x + 1
= karctg(e ) = k( − 0)
−∞ −∞ e −∞ e 
−∞ 2
2
⇒k=
π
Bµi 2.46

Gäi X lµ sè tiÒn c«ng ty b¶o hiÓm nhËn ®­îc khi b¸n 1 thÎ b¶o hiÓm.

X cã b¶ng ph©n phèi x¸c suÊt nh­ sau:

X 10000 -990000

P 0,995 0,005

Lîi nhuËn trung b×nh khi b¸n 1 thÎ b¶o hiÓm lµ

E(X) = 10000.0, 995 − 990000.0, 005 = 5000 ®ång

Bµi 2.47

a) X¸c suÊt ®Ó gi¸ ®­êng vµo 1 ngµy nµo ®ã Ýt nhÊt 0,8 (USD/fao) lµ

P (X > 0, 8) = P (X = 0, 8) + P (X = 0, 81) + P (X = 0, 82) + P (X = 0, 83)

longtkt.tk 12

= 0, 25 + 0, 4 + 0, 15 + 0, 05 = 0, 85
b) X¸c suÊt ®Ó gi¸ ®­êng vµo 1 ngµy nµo ®ã thÊp h¬n 0,82 (USD/fao) lµ

P (X < 0, 82) = P (X = 0, 78) + P (X = 0, 79) + P (X = 0, 80) + P (X = 0, 81)

= 0, 05 + 0, 1 + 0, 25 + 0, 4 = 0, 8
c) Gäi X1 , X2 X1 , X2
lÇn l­ît lµ gi¸ ®­êng cña ngµy thø nhÊt vµ ngµy thø hai. Khi ®ã

cã b¶ng ph©n phèi x¸c suÊt gièng nh­ X. Ta cÇn t×m x¸c suÊt P (X1 > 0, 8; X2 > 0, 8).

P (Xi > 0, 8) = P (X > 0, 8) = P (X 6 0, 8) − P (X = 0, 8) = 0, 85 − 0, 25 = 0, 6

P (X1 > 0, 8; X2 > 0, 8) = P (X1 > 0, 8).P (X2 > 0, 8) = 0, 6.0, 6 = 0, 36
Bµi 2.48

a) Møc lîi nhuËn cã kh¶ n¨ng nhiÒu nhÊt khi ®Çu t­ vµo dù ¸n ®ã lµ m0 = 2
b) E(X) = −2.0, 1 − 1.0, 1 + 0.0, 2 + 1.0, 2 + 2.0, 3 + 3.0, 1 = 0, 8 > 0

§Çu t­ vµo dù ¸n ®ã cã hiÖu qu¶.

c) §o møc ®é rñi ro b»ng ph­¬ng sai V (X) hoÆc ®é lÖch chuÈn σX

V (X) = (−2)2 .0, 1 + (−1)2 .0, 1 + 02 .0, 2 + 12 .0, 2 + 22 .0, 3 + 32 .0, 1 − 0, 82 = 2, 16
p
σx = V (X) = 1, 47
Bµi 2.49

Tõ b¶ng ph©n phèi x¸c suÊt ta t×m ®­îc

E(XA ) = −500.0, 2 − 100.0, 3 + 100.0, 2 + 500.0, 2 + 700.0, 1 = 60

V (XA ) = (−500)2 .0, 2+(−100)2 .0, 3+1002 .0, 2+5002 .0, 2+7002 .0, 1−602 = 150400
p √
σA = V (XA ) = 150400 = 387, 81
E(XB ) = −200.0, 1 + 50.0, 6 + 100.0, 3 = 40
V (XB ) = (−200)2 .0, 1 + 502 .0, 6 + 1002 .0, 3 − 402 = 6900
p √
σB = V (XB ) = 6900 = 83, 06
a) NÕu ®Çu t­ 10 triÖu ®ång th× lîi nhuËn k× väng khi ®Çu t­ vµo c«ng ty A vµ c«ng ty B

lÇn l­ît lµ

E1 = E(10XA ) = 10E(XA ) = 10.60 = 600 (ngµn)

E2 = E(10XB ) = 10E(XB ) = 10.40 = 400 (ngµn)
b)    
 σA   387, 81 
CVA =  .100% = 
 60 .100% = 646, 36%

E(XA ) 
   
 σB   83, 06 
CVB =  .100% =  .100% = 207, 7%
E(XB )   40 
longtkt.tk 13

Nh­ vËy ®Çu t­ vµo c«ng ty A rñi ro cao h¬n.

Bµi 2.50

Gäi (triÖu ®ång) lµ sè tiÒn luËt s­ nhËn ®­îc theo ph­¬ng ¸n 2 vµ p lµ kh¶ n¨ng th¾ng

kiÖn (do luËt s­ ®¸nh gi¸) cña ph­¬ng ¸n nµy.

X 15 0,1

P p 1-p

Ta t×m ®­îc

E(X) = 15.p + 0, 1.(1 − p) = 14, 9p + 0, 1

Do luËt s­ ®· chän ph­¬ng ¸n 2 nªn theo ®¸nh gi¸ cña luËt s­ th× ph­¬ng ¸n 2 cã lîi

nhuËn trung b×nh cao h¬n ph­¬ng ¸n 1 nhËn 5 triÖu. NghÜa lµ

E(X) > 5 ⇔ 14, 9p + 0, 1 > 5 ⇔ p > 0, 329

Lu¹t s­ ®¸nh gi¸ kh¶ n¨ng th¾ng kiÖn tèi thiÓu lµ 0,329.

Bµi 2.51

Gäi X lµ sè tiÒn ph¶i båi th­êng cho 1 kh¸ch hµng do mÊt hµnh lý

X cã b¶ng ph©n phèi x¸c suÊt nh­ sau:

X 600 0

P 0,005 0,995

E(X) = 600.0, 005 + 0.0, 995 = 3 (ngµn ®ång)

gi¸ vÐ ph¶ t¨ng thªm 3 ngµn ®ång

Bµi 2.52

a) P (4 6 X 6 7) = P (X = 4) + P (X = 5) + P (X = 6) + P (X = 7) =
0, 3 + 0, 1 + 0, 1 + 0, 05 = 0, 55
b) 


 0 ; x62





 0, 2 ; 2<x63





 0, 4 ; 3<x64



0, 7 ; 4<x65
F (x) =


 0, 8 ; 5<x66





 0, 9 ; 6<x67





 0, 95 ; 7<x68



1 ; x>1
longtkt.tk 14

c) P (X 6 6) = P (X = 6) + P (X < 6) = P (X = 6) + F (6) = 0, 1 + 0, 8 = 0, 9
HoÆc P (X 6 6) = P (X < 7) = F (7) = 0, 9
d) m0 = 4

e) Sè thuyÒn trung b×nh ®ãng ®­îc trong 1 th¸ng lµ

E(X) = 2.0, 2 + 3.0, 2 + 4.0, 3 + 5.0, 1 + 6.0, 1 + 7.0, 05 + 8.0, 05 = 4, 05

Chi phÝ b×nh qu©n hµng th¸ng lµ

P = 25 + 5E(X) = 25 + 5.4, 05 = 45, 25 (triÖu ®ång)

Bµi 2.53

a) P (X 6 4) = 1 − P (X > 4) = 1 − P (X = 5) − P (X = 6) = 1 − 0, 1 − 0, 1 = 0, 8
2
b) Sè s¶n phÈm mµ ng­êi c«ng nh©n ®ã ph¶i lµm bï trong 1 th¸ng nµo ®ã lµ X

Sè s¶n phÈm ph¶i lµm bï b×nh qu©n mçi th¸ng lµ

E(X 2 ) = 02 .0, 01 + 12 .0, 09 + 22 .0, 3 + 32 .0, 2 + 42 .0, 2 + 52 .0, 1 + 62 .0, 1 = 12, 39

Bµi 2.54

a) P (X > 4) = P (X = 4) + P (X = 5) = 0, 3 + 0, 1 = 0, 4
p
b) Chi phÝ cho ho¹t ®éng cña ®¹i lý trong 1 tuÇn lµ Y = E(X).3
p √ √ √
E(Y ) = 3E( E(X)) = 3(0.0, 1+1.0, 1+ 2.0, 2+ 3.0, 2+2.0, 3+ 5.0, 1) = 4, 66

Chi phÝ trung b×nh mçi tuÇn lµ 4,66 triÖu

Bµi 2.55

a) E(X) = 400.0, 05 + 500.0, 15 + 600.0, 41 + 700.0, 34 + 800.0, 04 + 900.0, 01 = 620

V (X) = 4002 .0, 05 + 5002 .0, 15 + 6002 .0, 41 + 7002 .0, 34 + 8002 .0, 04 + 9002 .0, 01−
−6202 = 9000
p √
σX = V (X) = 9000 = 94, 8683
b) NÕu cöa hµng ®Æt mua 600 chiÕc th× x¸c suÊt b¸n hÕt lµ

P (X > 600) = 1−P (X < 600) = 1−P (X = 400)−P (X = 500) = 1−0, 05−0, 15 = 0, 8

X¸c suÊt cßn thõa l¹i lµ

P (X < 600) = 1 − P (X > 600) = 1 − 0, 8 = 0, 2

c) §Ó ch¾c ch¾n tíi 95% sÏ ®ñ b¸nh b¸n th× cöa hµng ph¶i ®Æt mua a c¸i b¸nh tháa m·n
X
P (X 6 a) = 0, 95 ⇔ P (i) = 0, 95 ⇔ i = 700
i:i6a
longtkt.tk 15

Cöa hµng ph¶i ®Æt Ýt nhÊt lµ 700 chiÕc b¸nh.

Bµi 2.56

Gäi X (ngµn ®ång) lµ sè tiÒn l·i nhËn ®­îc khi mua 1 vÐ sè. X cã b¶ng ph©n phèi x¸c

suÊt nh­ sau:

X 49995 4995,0 995,00 -5,0000

20 150 1600 898230
P
900000 900000 900000 900000

Sè tiÒn l·i trung b×nh lµ

1
E)X) = (49995.20 + 4995.150 + 995.1600 − 5.898230) = −1, 278
900000
Cø mua 1 vÐ sè th× trung b×nh lç 1278 (®ång)

Bµi 2.57

Gäi X lµ l·i suÊt khi ®em tiÒn ®Çu t­ vµo c«ng ty

x lµ biÕn ngÉu nhiªn liªn tôc ph©n phèi theo quy luËt ®Òu trªn ®o¹n [4;14]

Ta cÇn t×m x¸c suÊt P (X > 8)

Do X ph©n phèi ®Òu trªn ®o¹n [4;14] nªn nã cã hµm mËt ®é x¸c suÊt d¹ng

 0 ; x∈
/ [4; 14]
f (x) =
 1 ; x ∈ [4; 14]
14 − 4
Z+∞ Z14 14
1 x 
⇒ P (X > 8) = f (x)dx = dx =  = 0, 6
10 10 8
8 8
Bµi 2.58

Gäi i lµ sè kg thùc phÈm nhËp vµo vµ j lµ sè kg thùc phÈm theo nhu cÇu.

Lîi nhuËn hµng ngµy phô thuéc vµo i, j, gi¸ b¸n (4), gi¸ mua (2,5) vµ gi¸ b¸n nÕu bÞ Õ

(1,5) nh­ sau:


4j − 2, 5i + 1, 5(i − j) ; j6i
LNi,j =
4i − 2, 5i = 1, 5i ; j>i
longtkt.tk 16

Khi ®ã ta cã b¶ng lîi nhuËn nh­ sau:

j 30 31 32 33 34 35 Ei
i Pj 0,15 0,2 0,35 0,15 0,1 0,05 (ngµn)

30 45 45 45 45 45 45 45

31 44 46,5 46,5 46,5 46,5 46,5 46,125

32 43 45,5 48 48 48 48 46,75

33 42 44,5 47 49,5 49,5 49,5 46,5

34 41 43,5 46 48,5 51 51 45,875

35 40 42,5 45 47,5 50 52,5 45

Trong ®ã Ei lµ sè tiÒn l·i k× väng khi nhËp i kg thùc phÈm

35
X
Ei = LNi,j .Pj
i=30

Nh­ vËy ®Ó cã l·i nhiÒu nhÊt th× nªn nhËp 32 kg thùc phÈm.

Bµi 2.59

−x
xm e

; x>0
f (x) = m!
0 ; x<0


Sö dông hµm Gamma ta cã

Z+∞
xn e−x dx = n!
0
Z+∞ Z+∞
1 1
E(X) = xf (x)dx = xm+1 e−x dx = (m + 1)! = m + 1
m! m!
−∞ 0
Z+∞ +∞
xm+2 e−x
Z
2 2 (m + 2)!
V (X) = x f (x)dx−[E(X)] = dx−[E(X)]2 = −(m+1)2 = m+
m! m!
−∞ 0
Bµi 2.60


3
1 − x0

; x > x0
F (x) = x3 ; x0 > 0
 0

; x < x0

3
 3x0

; x > x0
⇒ f (x) = F 0 (x) = x4
 0

; x < x0
longtkt.tk 17

Z+∞ Z+∞ +∞
3x30 3x30  3x0
E(X) = xf (x)dx = x 4 dx = − 2  =
x 2x x0 2
−∞ x0

Z+∞ Z+∞ 3
+∞
2 2 2 3x0 9x20 3x30  9x20 3x20
V (X) = x f (x)dx − [E(X)] = x 4 dx − =− − =
x 4 x x0 4 4
−∞ x0
Bµi 2.61 GT

Bµi 2.62

Gäi A = "trong 3 giÊy lÊy ra cã Ýt nhÊt 1 giÊy ghi sai"

Ai = "giÊy lÊy ra thø i bÞ ghi sai" (i=1,2,3)

Ta cã P (A) = 1 − P (A) vµ A = A1 A2 A3
3 2 1
P (A) = P (A1 A2 A3 ) = P (A1 )P (A1 /A2 )P (A3 /A1 A2 ) = · · = 0, 1
5 4 3
⇒ P (A) = 1 − 0, 1 = 0, 9
Bµi 2.63

Gäi X lµ sè giÊy ghi sai trong 3 giÊy rót ra → X = 0; 1.2

P (X = 0) = P (A) = 0, 1
P (X = 2) = P (A1 A2 A3 + A1 A2 A3 + A1 A2 A3 )

= P (A1 )P (A2 /A1 )P (A3 /A1 A2 ) + P (A1 )P (A2 /A1 )P (A3 /A1 A2 )

+P (A1 )P (A2 /A1 )P (A3 /A1 A2 )

2 1 3 2 3 1 3 2 1
= · · + · · + · · = 0, 3
5 4 3 5 4 3 5 4 3
P (X = 1) = 1 − 0, 1 − 0, 3 = 0, 6

X 0 1 2

P 0,1 0,6 0,3

E(X) = 0.0, 1 + 1.0, 6 + 2.0, 3 = 1, 2

Sè tiÒn thiÖt h¹i trung b×nh cã thÓ x¶y ra ®èi víi c«ng ty do ph¶i tr¶ nî qu¸ h¹n lµ

T = E(5X) = 5E(X) = 5.1, 2 = 6 (triÖu ®ång)

Bµi 2.64


 0 ; x 6 100
f (x) =
100/x2 ; x > 100
X¸c suÊt ®Ó ®Ó 1 van ®iÖn bÊt k× bÞ háng (ph¶i thay thÕ) trong 150 giê ho¹t ®éng ®Çu tiªn
longtkt.tk 18

lµ
Z150 Z150 150
100 100  1
P (X 6 150) = f (x)dx = dx = − =
x2 x 100 3
−∞ 100
Bµi to¸n tháa m·n l­îc ®å Bernoulli víi n=5; p=1/3

+ Coi viÖc ho¹t déng cña mçi van ®iÖn lµ 1 phÐp thö ⇒ cã 5 phÐp thö ®éc lËp
+ Trong mçi phÐp thö chØ quan t©m tíi viÖc van ®iÖn háng tr­íc 150 giê (biÕn cè A) hay

kh«ng (A)

+ trong mçi phÐp thö P (A) = 1/3; P (A) = 2/3

X¸c suÊt ®Ó cã 2 trong sè 5 van ®iÖn bÞ háng trong 150 giê ho¹t ®éng ®Çu tiªn lµ:

P5 (2) = C52 .(1/3)2 .(2/3)3 = 0, 3292

Bµi 2.65


ke−x/100 ; x>0
f (x) =
 0 ; x<0
T×m k:

Z+∞ Z+∞ +∞
ke−x/100 dx = −100ke−x/100 

1= f (x)dx = = 100k ⇒ k = 1/100
0
−∞ 0

100 150 150

1 −x/100
= −e−x/100 50
R R
a) P (50 < X < 150) = f (x)dx = 100 e dx
50 50
−1/2 −3/2
=e −e
≈ 0, 3834
+∞
R +∞
R 1 −x/100
b) P (X < 100) = 1 − P (X 6 100) = 1 − f (x)dx = 1 − 100 e dx
+∞ 100 100
= 1 − e−x/100 100 = 1 − e−1 = 0, 6321
Bµi 2.66

a) NÕu ®Çu t­ vµo ngµnh A th× møc l·i k× väng lµ

E(XA ) = 20.0, 3 + 80.0, 5 + 120.0, 2 = 70 (triÖu)

NÕu ®Çu t­ vµo ngµnh B th× møc l·i k× väng lµ

E(XB ) = −30.0, 3 + 100.0, 5 + 140.0, 2 = 69

Nh­ vËy ®Çu t­ vµo ngµnh A sÏ cã møc l·i k× väng cao h¬n.

b) Møc ®é rñi ro khi ®Çu t­ lµ

V (XA ) = 202 .0, 3 + 802 .0, 5 + 1202 .0, 2 − 702 = 1300

longtkt.tk 19

V (XB ) = (−30)2 .0, 3 + 1002 .0, 5 + 1402 .0, 2 − 692 = 4429

§é rñi ro cña ngµnh A thÊp h¬n !!!

Bµi 2.67

• NÕu chän h×nh thøc 1: Gäi X1 lµ sè ®iÓm cã thÓ ®¹t ®­îc → X1 = 0; 5; 10

P (X1 = 0) = 0, 25.0, 25 = 0, 0625
P (X1 = 10) = 0, 75.0, 75 = 0, 5625
P (X1 = 5) = 1 − 0, 0625 − 0, 5625 = 0, 375
E(X1 ) = 0.0, 0625 + 5.0, 375 + 10.0, 5625 = 7, 5
• NÕu chän h×nh thøc 2: Gäi X2 lµ è ®iÓm cã thÓ ®¹t ®­îc → X2 = 0; 5; 15
P (X2 = 0) = 0, 25
P (X2 = 5) = 0, 75.0, 25 = 0, 1875
P (X2 = 15) = 0, 75.0, 75 = 0, 5625
E(X2 ) = 0.0, 25 + 5.0, 1875 + 15.0, 5625 = 9, 375
Chän h×nh thøc 2 ®Ó sè ®iÓm ®¹t ®­îc trung b×nh cao h¬n.

Bµi 2.68

C©u hái: Cã nªn thuª thªm 1 c«ng nh©n n÷a hay kh«ng?

a) NÕu 5 ng­êi c«ng nh©n cò chØ ®ång ý lµm ®óng 40 giê/tuÇn

• NÕu kh«ng thuª thªm c«ng nh©n: Gäi Y lµ lîi nhuËn thu ®­îc

⇒ Y = 30X − 5.800 = 30X − 4000

Sè giê tèi ®a mµ cöa hµng ®¸p øng ®­îc lµ 5.40=200 giê.

Khi ®ã ta cã b¶ng ph©n phèi x¸c suÊt cña Y nh­ sau:

Y 1550 1850 2000

P 0,03 0,09 0,88

⇒ E(Y ) = 1550.0, 03 + 1850.0, 09 + 2000.0, 88 = 1973 (ngh×n)

• NÕu thuª thªm 1 c«ng nh©n: Gäi Z lµ lîi nhuËn thu ®­îc

Z = 30X − 6.800 = 30X − 4800

Sè giê tèi ®a mµ cöa hµng ®¸p øng ®­îc lµ 6.40=240 giê.

Khi ®ã ta cã b¶ng ph©n phèi x¸c suÊt cña Z nh­ sau:

Z 750 1050 1350 1650 1950 2250 2400

P 0,03 0,09 0,12 0,15 0,22 0,21 0,18

E(Z) = 750.0, 03 + 1050.0, 09 + 1350.0, 12 + 1650.0, 15 + 1950.0, 22 + 2250.0, 21+

longtkt.tk 20

+2400.0, 18
= 1860 (ngh×n)
Nh­ vËy chñ cöa hµng kh«ng nªn thuª thªm 1 c«ng nh©n n÷a.

b) • NÕu kh«ng thuª thªm c«ng nh©n: Gäi T lµ lîi nhuËn thu ®­îc

30X − 4000 ; X 6 200
⇒T =
30X − 4000 − 25(X − 200) = 5X + 1000 ; X > 200
Trong ®ã X lµ sè giê theo nhu cÇu, 4000 (ngµn) lµ l­¬ng cøng cña 5 c«ng nh©n, (X-200)

lµ sè giê lµm thªm ph¶i tr¶ l­¬ng 25 ngµn/giê.

Sè giê tèi ®a mµ cöa hµng ®¸p øng ®­îc lµ 5.40+5.5=225 giê

Khi ®ã ta cã b¶ng ph©n phèi x¸c suÊt cña Y nh­ sau:

T 1550 1850 2025 2075 2112,5 2125

P 0,03 0,090 0,120 0,150 0,110 0,50

⇒ E(T ) = 1550.0, 03+1850.0, 09+2025.0, 12+2075.0, 15+2112, 5.0, 11+2125.0, 5

= 2062, 125 (ngµn)
• NÕu thuª thªm 1 c«ng nh©n: Gäi S lµ lîi nhuËn thu ®­îc

30X − 4800 ; X 6 240
⇒S=
30X − 4800 − 25(X − 240) = 5X + 1200 ; X > 240
Sè giê tèi ®a mµ cöa hµng ®¸p øng ®­îc lµ 6.40+5.5=265 giê

Khi ®ã ta cã b¶ng ph©n phèi x¸c suÊt cña S nh­ sau:

S 750 1050 1350 1650 1950 2250 2425 2475

P 0,03 0,09 0,12 0,15 0,22 0,21 0,13 0,05

E(S) = 750.0, 03 + 1050.0, 09 + 1350.0, 12 + 1650.0, 15 + 1950.0, 22 + 2250.0, 21+

+2425.0, 13 + 2475.0, 05
= 1867 (ngµn)
Nh­ vËy kh«ng nªn thuª thªm 1 c«ng nh©n.

XÐt chung c¶ 4 tr­êng hîp th× c¸ch kh«ng thuª thªm ng­êi míi vµ ®Ó 5 c«ng nh©n cò

lµm thªm giê lµ cã lîi cho «ng chñ cöa hµng nhÊt.

Thø tù do «ng chñ s¾p xÕp: T > Y > S > Z !!!^!!!

Bµi 2.69


 √ 1
 ; x ∈ (−a; a)
f (x) = π a2 − x2
 0 ; x∈
/ (−a; a)

longtkt.tk 21

Z+∞ Za
xdx
E(X) = xf (x)dx = √ =0
π a2 − x2
−∞ −a
Bµi 2.70




 0 ; x 6 −2
1 1 x

F (x) = + arcsin ; −2 < x 6 2


 2 π 2
 1 ; x>2
1 1 1 1 1 −1
a) P (−1 < X < 1) = F (1) − F (−1) = [ + arcsin ] − [ + arcsin ]
2 π 2 2 π 2
1 π −π 1
= [ − ]=
π 6 6 3
b) Tõ bµi 2.69, víi a=2 ta cã


 0 ; x∈
/ (−2; 2)
f (x) = F 0 (x) = 1
 √
 ; x ∈ (−2; 2)
π 4 − x2
Bµi 2.73

Gäi a lµ gi¸ vÐ cÇn quy ®Þnh ®Ó gi¶i th­ëng trung b×nh cho mçi vÐ b»ng nöa gi¸ vÐ.
n
P
Tæng tiÒn th­ëng lµ mi ki
i=1
Khi ®ã a thá m·n
n
P n
P
mi ki 2 mi ki
i=1 a i=1
= ⇔a=
N 2 N