Xac Suat Thong Ke

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vn
B CNG THNG
TRNG I HC CNG NGHIP TP. HCM
ThS Nguyn c Phng
BI GING
XC SUT V THNG K
Version 26.04.
MSSV:
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
H tn: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
TP. HCM Ngy 10 thng 5 nm 2010
http://www.ebook.edu.vn
Mc lc
Mc lc
iv
1 Bin c, xc sut ca bin c
1.1
Php th, bin c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2
Quan h gia cc bin c
. . . . . . . . . . . . . . . . . . . . . . . . . .
1.3
nh ngha xc sut
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.4
Xc sut c iu kin, s c lp
1.5
1.6
. . . . . . . . . . . . . . . . . . . . . .
1.4.1
Xc sut c iu kin . . . . . . . . . . . . . . . . . . . . . . . . .
1.4.2
S c lp ca hai bin c . . . . . . . . . . . . . . . . . . . . . .
Cc cng thc tnh xc sut . . . . . . . . . . . . . . . . . . . . . . . . .
1.5.1
Cng thc cng . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.5.2
Cng thc nhn . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.5.3
Cng thc xc sut y . . . . . . . . . . . . . . . . . . . . . .
13
1.5.4
Cng thc xc sut Bayes
. . . . . . . . . . . . . . . . . . . . . .
14
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
16
Bi tp chng 1
2 Bin ngu nhin
25
2.1
Khi nim bin ngu nhin . . . . . . . . . . . . . . . . . . . . . . . . . .
25
2.2
Phn phi xc sut ca bin ngu nhin
. . . . . . . . . . . . . . . . . .
26
2.3
2.2.1
l bin ngu nhin ri rc . . . . . . . . . . . . . . . . . . . . .
26
2.2.2
l bin ngu nhin lin tc
. . . . . . . . . . . . . . . . . . . .
29
2.2.3
Hm phn phi xc sut . . . . . . . . . . . . . . . . . . . . . . .
30
Cc c trng s ca bin ngu nhin . . . . . . . . . . . . . . . . . . . .
34
MC LC
2.4
EX
2.3.1
K vng -
2.3.2
Phng sai -
2.3.3
ModX
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
VarX
ii
34
. . . . . . . . . . . . . . . . . . . . . . . . . .
36
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
37
Bi tp chng 2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3 Mt s phn phi xc sut thng dng
38
47
3.1
Phn phi Bernoulli
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
47
3.2
Phn phi Nh thc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
48
3.3
Phn phi Siu bi
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
50
3.4
Phn phi Poisson
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
51
3.5
Phn phi Chun . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
53
3.6
Bi tp chng 3
57
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4 Lut s ln v cc nh l gii hn
65
4.1
Hi t theo xc sut v phn phi . . . . . . . . . . . . . . . . . . . . . .
65
4.2
Bt ng thc Markov, Chebyshev
. . . . . . . . . . . . . . . . . . . . .
66
4.2.1
Bt ng thc Markov . . . . . . . . . . . . . . . . . . . . . . . .
66
4.2.2
Bt ng thc Chebyshev
. . . . . . . . . . . . . . . . . . . . . .
66
4.3
Lut s ln
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
67
4.4
nh l gii hn trung tm . . . . . . . . . . . . . . . . . . . . . . . . . .
68
4.5
Lin h gia cc phn phi xc sut . . . . . . . . . . . . . . . . . . . . .
69
4.5.1
Lin h gia phn phi nh thc v chun
. . . . . . . . . . . . .
69
4.5.2
Lin h gia siu bi v nh thc
. . . . . . . . . . . . . . . . . .
70
4.5.3
Lin h gia nh thc v Poisson
. . . . . . . . . . . . . . . . . .
71
5 Vct ngu nhin
72
5.1
Khi nim vct ngu nhin
5.2
Phn phi xc sut ca
5.3
. . . . . . . . . . . . . . . . . . . . . . . . .
.X; Y /
72
. . . . . . . . . . . . . . . . . . . . . . . .
72
5.2.1
.X; Y /
l vct ngu nhin ri rc . . . . . . . . . . . . . . . . . .
72
5.2.2
.X; Y /
l vct ngu nhin lin tc
. . . . . . . . . . . . . . . . .
76
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
81
Bi tp chng 5
MC LC
6 L thuyt mu
iii
87
6.1
Tng th, mu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
87
6.2
M t d liu
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
88
6.2.1
Phn loi mu ngu nhin . . . . . . . . . . . . . . . . . . . . . .
88
6.2.2
Sp xp s liu
. . . . . . . . . . . . . . . . . . . . . . . . . . . .
88
Cc c trng ca mu . . . . . . . . . . . . . . . . . . . . . . . . . . . .
89
6.3.1
Trung bnh mu . . . . . . . . . . . . . . . . . . . . . . . . . . . .
89
6.3.2
Phng sai mu . . . . . . . . . . . . . . . . . . . . . . . . . . . .
90
6.3.3
Phng sai mu c hiu chnh . . . . . . . . . . . . . . . . . . . .
91
6.3
6.4
Phn phi xc sut ca trung bnh mu
. . . . . . . . . . . . . . . . . .
94
6.5
i lng thng k
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
95
7 c lng tham s
96
7.1
Khi nim chung
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
96
7.2
c lng im . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
96
7.3
c lng khong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
97
7.3.1
. . . . . . . . . . . . . . . . . . . . . . . . .
97
c lng khong cho trung bnh . . . . . . . . . . . . . . . . . .
97
7.3.2
7.3.3
7.4
M t phng php.
c lng khong cho t l
. . . . . . . . . . . . . . . . . . . . . 100
Bi tp chng 7
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
8 Kim nh gi thit
105
8.1
Bi ton kim nh gi thit . . . . . . . . . . . . . . . . . . . . . . . . . 105

8.1.1
Gi thit khng, i thit
. . . . . . . . . . . . . . . . . . . . . . 105
8.1.2
Min ti hn
8.1.3
Hai loi sai lm . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
8.1.4
Phng php chn min ti hn . . . . . . . . . . . . . . . . . . . 107
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
8.2
Kim nh gi thit v trung bnh . . . . . . . . . . . . . . . . . . . . . . 107
8.3
Kim nh gi thit v t l
8.4
So snh hai gi tr trung bnh
. . . . . . . . . . . . . . . . . . . . . . . . . 108
. . . . . . . . . . . . . . . . . . . . . . . . 110
MC LC
iv
8.5
So snh hai t l
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
8.6
Bi tp chng 8
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
9 Tng quan, hi qui

9.1
M u
124
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
9.1.1
S liu trong phn tch tng quan, hi qui
9.1.2
Biu tn x
. . . . . . . . . . . . 124
. . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
9.2
H s tng quan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
9.3
Tm ng thng hi qui . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
9.4
S dng my tnh cm tay . . . . . . . . . . . . . . . . . . . . . . . . . . 127
A Cc bng gi tr xc sut
129
A.1
Gi tr hm mt chun n gin
A.2
Gi tr hm Laplace
A.3
Gi tr phn v ca lut Student . . . . . . . . . . . . . . . . . . . . . . . 134
'.x/
ca phn phi chun n gin
B Gii thch l thuyt

B.1
B.2
. . . . . . . . . . . . . . . . . . . . 130
. . . . . . . . . 132
136
c lng khong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136

B.1.1
c lng khong cho trung bnh . . . . . . . . . . . . . . . . . . 136
B.1.2
c lng khong cho t l
. . . . . . . . . . . . . . . . . . . . . 137
Kim nh gi thit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

B.2.1
So snh trung bnh vi mt s . . . . . . . . . . . . . . . . . . . . 137
B.2.2
So snh t l vi mt s
Ti liu tham kho
. . . . . . . . . . . . . . . . . . . . . . . 138
139
Chng 1
Bin c, xc sut ca bin c
1.1 Php th, bin c
- Php th l vic thc hin mt th nghim hoc quan st mt hin tng no .
Php th c gi l ngu nhin nu ta khng th d bo trc chnh xc kt qu no
s xy ra.
- Mi kt qu ca php th,
V d 1.1.
Thc hin php th tung mt ng xu. C hai kt qu c th xy ra khi
tung ng xu l xut hin mt
Kt qu
!DS
Kt qu
!DN
sp-S
hoc mt
nga-N:
l mt bin c s cp.
l mt bin c s cp.
! c
l .
- Tp hp tt c cc kt qu,
cc bin c s cp, k hiu
V d 1.2.
c gi l mt bin c s cp.
th xy ra khi thc hin php th gi l khng gian
Tung ngu nhin mt con xc sc. Quan st s chm trn mt xut hin
ca xc sc, ta c 6 kt qu c th xy ra l:1, 2, 3, 4, 5, 6. Khng gian cc bin c

s cp,
D f1; 2; 3; 4; 5; 6g. S
phn t ca
, jj D 6:
- Mi tp con ca khng gian cc bin c s cp gi l bin c.
V d 1.3.

t
Thc hin php th tung mt xc sc. Ta bit
A D f2; 4; 6g ,
D f1; 2; 3; 4; 5; 6g
A gi l bin c S chm trn mt xut hin l s chn.
Thay v lit k cc phn t ca A, ta t tn cho A

A: S chm trn mt xut hin l s chn
1.2 Quan h gia cc bin c

Ngc li, nu ta gi bin c:
B: S chm trn mt xut hin ln hn 4
B D f5; 6g
th khi
- Xt bin c
A,
khi thc hin php th ta c kt qu
Nu trong ln th ny kt qu
Ngc li nu trong ln th ny kt qu
V d 1.4.
!2A
!.
ta ni bin c
!A
xy ra.
ta ni bin c
khng xy ra.
Mt sinh vin thi kt thc mn xc sut thng k.
Gi cc bin c:
A:

"Sinh vin ny thi t"
A D f4; 0I : : : I 10g
Gi s sinh vin ny i thi c kt qu

ra (Sinh vin ny thi t).
!D62A
Ngc li nu sinh vin ny thi c kt qu

khng xy ra (Sinh vin ny thi khng t).
lc ny ta ni bin c
! D2 A
xy
th ta ni bin c
1.2 Quan h gia cc bin c

a) Quan h ko theo
V d 1.5.
.A B/ W
Nu bin c
xy ra th ko theo bin c
xy ra.
Theo di 3 bnh nhn phng ang c iu tr. Gi cc bin c:
Gi cc bin c:
Ai :
B:
Ta c
C
bnh nhn t vong,
i D 0; 1; 2; 3
C nhiu hn mt bnh nhn t vong
A2 B , A3 B , A1 6 B
b) Hai bin c
c) Bin c tng
c gi l bng nhau nu
A C B .A [ B/
AB
xy ra khi v ch khi
B A,
xy ra hoc
k hiu
A D B.
xy ra trong mt
php th. (t nht mt trong hai bin c xy ra)
V d 1.6.
Hai x th cng bn vo mt mc tiu, mi ngi bn mt pht. Gi cc
bin c:
Gi cc bin c:
1.3 nh ngha xc sut

A:
B:
Bin c
Ngi th nht bn trung mc tiu

Ngi th hai bn trng mc tiu
A C B:
C it nht mt ngi bn trng mc tiu
AB .A \ B/
d) Bin c tch
xy ra khi v ch khi c hai bin c
cng xy ra
trong mt php th.
V d 1.7.
Mt sinh vin thi kt thc 2 mn hoc. Gi cc bin c:
Gi cc bin c:
A:
B:
Bin c
Sinh vin thi t mn th nht

Sinh vin thi t mn th hai
AB :
Sinh vin thi t c hai mn
e) Hai bin c
th
gi l xung khc nu chng khng cng xy ra trong mt php
.AB D ;/.
f) Bin c khng th: l bin c khng bao gi xy ra khi thc hin php th, k hiu
;.
g) Bin c chc chn: l bin c lun xy ra khi thc hin php th, k hiu
.
1.3 nh ngha xc sut

nh ngha 1.1 (nh ngha c in).
cc bin c s cp
Xt mt php th ng kh nng, c khng gian
D f!1 ; !2 ; : : : ; !n g ; jj < C1
A
l mt bin c. Xc sut xy ra bin c A, k hiu P .A/

P .A/ D
V d 1.8.
ln hn 4.
Gii.
jAj
D
jj
s trng hp thun li i vi A
s trng hp c th
Gieo mt con xc sc cn i. Tnh xc sut s chm trn mt xut hin
1.3 nh ngha xc sut

V d 1.9.
Xp ngu nhin 5 sinh vin vo mt gh di c 5 ch ngi. Tnh xc sut
hai ngi nh trc ngi cnh nhau.
Gii.
Tnh cht 1.2
(Tnh cht ca xc sut)
Xc sut c cc tnh cht:
i. 0 P .A/ 1 vi mi bin c A.
ii. P .;/ D 0, P ./ D 1.
iii. Nu A B th P.A/ P .B/.
iv. P .A/ D 1 P AN :
V d 1.10.
Mt l ng 4 bi trng v 6 bi en. T l ly ra ngu nhin 3 bi, tnh xc
sut ly c:
a) Hai bi trng.
b) t nht mt bi trng.
Gii.
Ch : Trong cu b), chng
ta tnh xc sut ca bin c b s n gin hn. Ta c
BN W
Ly c khng bi trng
P .B/ D 1

P BN D 1
C40 C63
3
C10
1.4 Xc sut c iu kin, s c lp

1.4.1 Xc sut c iu kin
nh ngha 1.3
rng bin c B xy ra (P .B/ > 0).

V d 1.11.
. P .AjB/
(Xc sut c iu kin)
l xc sut xy ra bin c A bit
Mt l c 4 vin bi trng v 6 vin bi en. T l ny ly ln lt ra 2
vin bi, mi ln ly mt bi (ly khng hon li). Tm xc sut ln ly th hai c

vin bi trng bit ln ly th nht ly c vin bi trng.
Gii. Gi cc bin c:
A:
B:
Ln 2 ly c bi trng
Ln 1 ly c bi trng
Ta cn tnh
P .AjB/:
(
Do
P .AjB/ D
V d 1.12.
4 bi trng
6 bi en
B xy ra
ly 1 bi trng
3 bi trng
6 bi en
1
C31
D
1
3
C9
T mt b bi ty (4 cht, 52 l), rt ngu nhin ra 2 l. Tnh xc sut:
a) Rt c hai l bi c.
b) Rt c 2 l bi c bit rng 2 l bi ny mu .
Gii.
V d 1.13.
Mt nhm 100 ngi c:
+ 20 ngi ht thuc.
+ 30 n, trong c 5 ngi ht thuc.
Chn ngu nhin mt ngi trong nhm 100 ngi ny. Tnh xc sut ngi ny ht
thuc bit rng ngi ny l n.
Gii.
Cng thc xc sut iu kin

P .AjB/ D
Tnh cht 1.4.
P .AB/
;
P .B/
P .B/ > 0
Xc sut c iu kin c cc tnh cht:
i. 0 P .AjB/ 1 vi mi bin c A.
P .A0 jB/.
ii. Nu A A0 th P .AjB/

N
iii. P .AjB/ D 1 P AjB
:

V d 1.14.
Mt cng ty cn tuyn 4 nhn vin. C 10 ngi np n d tuyn, trong
c 4 n (kh nng trng tuyn ca cc ng c vin l nh nhau). Tnh xc sut:

a) C 4 n trng tuyn.
b) C t nht mt n trng tuyn.
c) C 4 n trng tuyn, bit rng c t nht mt n trng tuyn.
Gii.
1.4.2 S c lp ca hai bin c

A
l hai bin c c lp nu
kh nng xy ra
c xy ra hay khng cng khng nh hng n
v ngc li, ngha l:
P .AjB/ D P .A/
Nhn xt: Nu hai bin c A v B
hoc
P .BjA/ D P .B/
c lp th cc cp bin c
c lp.
V d 1.15.
Tung mt xc sc 2 ln. Gi cc bin c:
Gi cc bin c:
A:
B:
Ln 1 xut hin mt 6 chm

Ln 2 xut hin mt 6 chm
Hai bin c
c c lp?
BN ; AN
B ; AN
BN
1.5 Cc cng thc tnh xc sut
Gii.
V d 1.16.
Mt l ng 4 bi trng v 6 bi en, thc hin hai ln ly bi. Mi ln ly
1 bi (ly khng hon li). t cc bin c:

Gi cc bin c:
A:
B:
Ln 1 ly c bi en
Ln 2 ly c bi trng
Hai bin c
c c lp?
Gii.

1.5.1 Cng thc cng
P .A C B/ D P .A/ C P .B/
P .AB/

Ch : Nu A v B
xung khc
.AB D ;/
th
P .A C B/ D P .A/ C P .B/
V d 1.17.
Mt lp hc c 20 hc sinh trong c 10 hc sinh gii ton, 8 hc sinh
gii vn v 6 hc sinh gii c ton v vn. Chn ngu nhin mt hc sinh, tnh xc sut
hc sinh ny gii t nht mt mn.
Gii.
Cng thc cng 3 bin c:

P .A C B C C / DP .A/ C P .B/ C P .C /
P .AB/
P .AC /
P .BC /
C P .ABC /
Ch :
Nu
A; B; C
xung khc tng i mt th
P .A C B C C / D P .A/ C P .B/ C P .C /
1.5.2 Cng thc nhn
Ch :
P .AB/ D P .A/ P .BjA/ D P .B/ P .AjB/

Nu
c lp th
M rng cng thc nhn:
P .AB/ D P .A/ P .B/
Cho
bin c
A1 ; A2 ; : : : ; An
P .A1 A2 : : : An / D P .A1 / P .A2 jA1 / : : : P .An jA1 A2 : : : An 1 /
Ch :
Nu
Ai ; i D 1; : : : ; n
c lp ton b th
P .A1 : : : An / D P .A1 / : : : P .An /

V d 1.18.
10
Mt ngi c 4 con g mi, 6 con g trng nht trong mt lng. Hai ngi
n mua (ngi th nht mua xong ri n lt ngi th hai mua, mi ngi mua 2
con) v ngi bn bt ngu nhin t lng. Tnh xc sut ngi th nht mua c mt
g trng v ngi th hai mua hai g trng.
Gii.
V d 1.19.
Trong mt k thi, mi sinh vin phi thi 2 mn. Mt sinh vin A c
lng rng: xc sut t mn th nht l 0,8. Nu t mn th nht th xc sut t

mn th hai l 0,6; nu khng t mn th nht th xc sut t mn th hai l 0,3.
Tnh xc sut sinh vin A:
a. t mn th hai.
b. t
mn,
i D 0; 1; 2:
c. t t nht mt mn.
d. t mn th hai bit rng sinh vin ny t mt mn.

e. t mn th hai bit rng sinh vin ny t t nht mt mn.
Gii.
V d 1.20.
Mt ngi c 3 con g mi, xc sut trng trong ngy ca con g I,
II, III ln lt l 0,4; 0,7; 0,8. Tnh xc sut:
a) C
11
con g trng trong ngy,
i D 0; 1; 2; 3:
b) C t nht 1 con g trng trong ngy.

c) C nhiu nht 2 con g trng trong ngy.
12
d) Con g th I trng trong ngy bit rng trong ngy c 1 con trng.
e) Con g th I trng trong ngy bit rng trong ngy c t nht 1 con
trng.
f) Con g th I trng trong ngy bit rng trong ngy c nhiu nht 2 con
trng.
Gii.
13
1.5.3 Cng thc xc sut y

nh ngha 1.5 (H y ). n bin c A1 ; A2 ; : : : ; An c gi l h y nu chng
xung khc tng i mt v lun c t nht mt bin c xy ra trong mt php th. Ngha
l
(
Ai \ Aj D ;;
8i j
A1 C A2 C C An D
V d 1.21.
T mt l c 4 bi trng v 6 bi en ly ra 2 bi.
Gi cc bin c:
A0 :
A1 :
A2 :
Khi
Ly c 0 bi en
Ly c 1 bi en
Ly c 2 bi en
A0 I A1 I A2
l h y .
Cng thc xc sut y :

c v
A1 I A2 I : : : I An (P .Ai / > 0 ) l h y cc bin

sut xy ra bin c B
Cho
l mt bin c bt k. Xc
P .B/ D P .A1 / P .BjA1 / C P .A2 / P .BjA2 / C C P .An / P .BjAn /
V d 1.22.
Mt m ng c s n ng bng na s n b. Xc sut n ng
b bnh tim l 0,06 v n b l 0,036. Chn ngu nhin 1 ngi t m ng, tnh xc
sut ngi ny b bnh tim.
Gii.
14
1.5.4 Cng thc xc sut Bayes

Gi thit ging cng thc xc sut y . Xc sut:
P .Ai jB/ D
V d 1.23.
P .Ai / P .BjAi /
P .Ai B/
D
;
P .B/
P .B/
i D 1; 2; : : : ; n
Mt lp c s hc sinh nam bng 3 ln s hc sinh n. T l hc sinh n
gii ton l 30% v t l hc sinh nam gii ton l 40%. Chn ngu nhin mt hc sinh
trong lp ny. Tnh xc sut:
a. Hc sinh ny gii ton.
b. Hc sinh ny l nam bit rng hc sinh ny gii ton.
Gii.
V d 1.24.
15
C hai chung g: Chung I c 10 g trng v 8 g mi; Chung II c 12
trng v 10 mi. C hai con g chy t chung I sang chung II. Sau c hai con g
chy ra t chung II. Tnh xc sut:
a. Hai con g chy t chung I sang chung II l 2 con trng v hai con g chy ra
t chung II cng l hai con trng.
b. Hai con g chy ra t chung II l hai con trng.
c. Bit rng hai con g chy ra t chung II l hai con trng, tnh xc sut hai con
g chy t chung I sang chung II l 2 con g trng.
Gii.
1.6 Bi tp chng 1
16
1.6 Bi tp chng 1
Bi tp 1.1.
Mt nhm kho st s thch tit l thng tin l trong nm qua:
45% ngi xem Tivi thch xem phim tnh cm Hn quc.
25% ngi xem Tivi thch xem phim hnh ng M.
10% thch xem c hai th loi trn.
Tnh t l nhm ngi:
a. Thch xem t nht mt trong hai th loi trn.

b. Ch thch mt trong hai th loi trn.
c. Thch xem phim tnh cm Hn quc, bit rng ngi ny ch thch mt trong hai
th loi trn.
Gii.
1.6 Bi tp chng 1
Bi tp 1.2.
17
C ba l hng mi l c 20 sn phm, s sn phm loi A c trong l I,
II, III ln lt l: 12; 14; 16. Bn mua chn ngu nhin t mi l hng 3 sn phm, nu
l no c 3 sn phm u loi A th bn mua nhn mua l hng . Tnh xc sut:
a. L th
b. C
c mua,
l c mua,
i D 1; 2; 3: (0,193;0,3193;0,4912)
i D 0; 1; 2; 3: (0,2795; 0,4677; 0,2224; 0,0371)
0,9629
C t nht mt l c mua.(0,7205)
c. C nhiu nht hai l c mua.

d.
e. Gi s c t nht mt l c mua. Tnh xc sut trong l II c mua.
(0,4439)
f. Gi s c t nht mt l c mua. Tnh xc sut trong l I v II c
0,0855
mua.
g. Gi s c mt l c mua. Tnh xc sut l II c mua.
Gii.
(0,279)
1.6 Bi tp chng 1
Bi tp 1.3.
18
Mt hp bng bn c 15 bng mi v 8 bng c. Ln th I ly ra 2 bng
s dng sau cho vo li hp; ln th II ly ra 3 bng. Tnh xc sut
a. Ln th I ly c
bng c,
i D 0; 1; 2. (0,4150; 0,4743; 0,1107)
b. Ln I ly 1 bng c v ln II l 3 bng mi.

c. Ln th II ly c 3 bng mi.
d. Bit ln th II ly c 3 bng mi, tnh xc sut ln th I ly c 1 bng c.
Gii.
1.6 Bi tp chng 1
Bi tp 1.4.
19
C 3 bnh ng bi: bnh I c 4 bi trng v 6 bi en; bnh II c 7 bi trng
v 3 bi en; bnh III c 6 bi trng v 8 bi en. T bnh I v bnh II, mi bnh ly 1 bi

v b sang bnh III. Tip theo, t bnh III ly ra tip 3 bi. Tnh xc sut:
a. Hai bi ly ra t bnh I v II c
bi trng,
i D 0; 1; 2:
b. Tnh xc sut 3 bi ly ra t bnh III c 2 bi trng.
c. Gi s 3 bi ly t bnh III c 2 bi trng, tnh xc sut 2 bi ly t bnh I v II l

2 bi en.
Gii.
1.6 Bi tp chng 1
Bi tp 1.5.
20
Mt thng kn ng 2 loi thuc: S lng l thuc loi A bng 2/3
thuc s lng l thuc loi B. T l l thuc A, B ht hn s dng ln lt l 10%

v 8%. T thng ly ngu nhin mt l thuc.
a. Tnh xc sut ly c l thuc
ht hn s dng.
b. Tnh xc sut l thuc ly ra t thng ht hn s dng.

c. Gi s ly c l thuc cn hn s dng. Tnh xc sut l ny l l thuc B.
Gii.
1.6 Bi tp chng 1
Bi tp 1.6.
21
Mt ngi bn 3 pht n vo mt mc tiu mt cch c lp. Xc sut
trng mc tiu mi pht ln lt l 0,55; 0,6; 0,7. Xc sut mc tiu b h khi bi

trng 1, 2, 3 pht n ln lt l 0,2; 0,4; 0,8. Tnh xc sut:
a. C
pht trng mc tiu,
i D 0; 1; 2; 3:
b. C nhiu nht 2 pht trng mc tiu.

c. Tnh xc sut mc tiu b h.
d. Gi s c 2 pht trng mc tiu, tnh xc sut pht th I trng mc tiu.

e. Gi s mc tiu b h. Tnh xc sut vin th nht trng mc tiu.
f. Bit rng c nhiu nht 2 pht trng mc tiu, tnh xc sut mc tiu b h.
Gii.
1.6 Bi tp chng 1
Bi tp 1.7.
22
Nh my c hai phn xng, sn lng ca phn xng I gp 3 ln sn
lng ca phn xng II. T l ph phm ca phn xng I, II ln lt l 7% v 12%.

Chn ngu nhin mt sn phm ca nh my, tnh:
a. Xc sut chn c sn phm tt do phn xng I sn xut.

b. Xc sut chn c ph phm.
c. Gi s chn c sn phm tt. Tnh xc sut sn phm ny do phn xng I
sn xut.
Gii.
1.6 Bi tp chng 1
Bi tp 1.8.
23
Mt ngi bun bn bt ng sn ang c gng bn mt mnh t ln.
ng ta tin rng nu nn kinh t tip tc pht trin, kh nng mnh t c mua l

80%; ngc li nu nn kinh t ngng pht trin, ng ta ch c th bn c mnh t
vi xc sut 40%. Theo d bo ca mt chuyn gia kinh t, xc sut nn kinh t
tip tc tng trng l 65%. Tnh xc sut bn c mnh t.
Gii.
Bi tp 1.9.
C hai hp ng bi: hp I c 5 bi trng v 7 bi en; hp II c 6 bi trng
v 4 bi en. Ly 1 bi t hp I b sang hp II, ri t hp II ly ra 1 bi. Tnh xc sut

a. Bi ly t hp II l bi trng.
b. Gi s bi ly t hp II l bi trng. Tnh xc sut bi ly t hp I l bi trng.
c. Nu bi ly ra t hp II l bi trng. Tnh xc sut bi ny ca hp I.
1.6 Bi tp chng 1
d. Nu bi ly ra t hp II l bi trng. Tnh xc sut bi ny ca hp II.
Gii.
24
Chng 2
Bin ngu nhin
2.1 Khi nim bin ngu nhin
- Xt mt php th c khng gian cc bin c s cp
.
t
X W ! R
! 7 ! X.!/ D x
X
c gi l bin ngu nhin,
gi l gi tr ca bin ngu nhin
X.
fX 2 I g

I
R
fX 2 I g D f! W X.!/ 2 I g D A
Hnh 2.1: Bin ngu nhin
V d 2.1.
Thc hin php th gieo ng thi 2 ng xu cn i, chng ta c khng
gian cc bin c s cp
D fN1 N2 I N1 S2 I S1 N2 I S1 S2 g
t
X.!/
l s ng xu sp khi kt qu php th l
X.N1 N2 / D 0I
Khi ta gi
X.N1 S2 / D 1I
!.
Ta c:
X.S1 N2 / D 1I
X.S1 S2 / D 2
l bin ngu nhin s ng xu sp khi tung 2 ng xu.
2.2 Phn phi xc sut ca bin ngu nhin
26
- C hai loi bin ngu nhin:
Bin ngu nhin ri rc l bin ngu nhin m gi tr c th ca n l mt tp
Bin ngu nhin lin tc l bin ngu nhin m gi tr c th ca n lp y mt
hu hn hoc v hn m c.
khong trn trc s.
V d 2.2.

S chm trn mt xut hin khi tung mt xc sc l bin ngu nhin ri rc (gi
tr ca
l tp hu hn).
S cuc gi n tng i in thoi trong 1 gi l bin ngu nhin ri rc (gi tr

ca
l tp v hn m c).
Thi gian hon thnh 1 sn phn ca mt cng nhn l bin ngu nhin lin tc.

2.2.1 X l bin ngu nhin ri rc
m t phn phi xc sut ca bin ngu nhin ri rc ngi ta s dng bng phn
phi xc sut:
X
P
x1
f .x1 /
x2
f .x2 /

xn
f .xn /

Trong :
Dng 1 lit k gi tr c th ca X.
f .xi / D P .X D xi / ; i D 1; 2; : : :

Nu
x0 fx1 ; : : : ; xn ; : : :g
V d 2.3.
th
gi l xc sut
l s chm trn mt xut
c bng phn phi nh sau:
X
P
1
1=6
xi :
f .x0 / D 0:
Thc hin php th tung mt xc sc. Gi
hin ca xc sc.
nhn gi tr
2
1=6
3
1=6
4
1=6
5
1=6
6
1=6
27
Nhn xt:
f .x1 / C f .x2 / C C f .xn / C D 1:
P
f .xi /:
P .a < X < b/ D
a<xi <b
V d 2.4.
Cho bin ngu nhin ri rc
X
P
a. Xc nh
a.
b. Xc nh
P .X D 2/ :
c. Xc nh
1
a
c bng phn phi xc sut cho nh sau:
1
2a
3
3a
5
4a
P . 1 < X < 4/ :
Gii.
V d 2.5.
Mt x th c 4 vin n, bn ln lt tng vin vo mt mc tiu mt
cch c lp. Xc sut trng mc tiu mi ln bn l 0,7. Nu c mt vin trng mc

tiu hoc ht n th dng. Gi
ca
X:
Gii.
l s vin n bn, lp bng phn phi xc sut
V d 2.6.
28
Mt x th c 6 vin n, bn ln lt tng vin vo mt mc tiu mt
cch c lp. Xc sut trng mc tiu mi ln bn l 0,7. Nu c 3 vin trng mc

tiu hoc ht n th dng. Gi
ca
l s vin n bn, lp bng phn phi xc sut
X:
Gii.
V d 2.7.
Mt l c 3 bi trng v 7 bi en. T l ny ly ra ngu nhin 4 bi. Gi X
l s bi en ln trong 4 bi ly ra, lp bng phn phi xc sut ca
Gii.
X:
29
2.2.2 X l bin ngu nhin lin tc

nh ngha 2.1
Hm s f .x/ 0; 8x 2 R c gi l hm mt
nu
.
(Hm mt )
ca bin ngu nhin lin tc X
P .X 2 A/ D
f .x/dx; 8A R
Hm f .x/ 0 l hm mt ca bin ngu
Tnh cht 2.2
(Tnh cht hm mt )
C1
R
nhin lin tc X khi v ch khi

V d 2.8.
f .x/dx D 1:
Cho hm s
8
< 3 2
x
f .x/ D
8
: 0
a. Chng ta
f .x/
b. Tnh xc sut
c. Tnh xc sut
Gii.
khi
0x2
ni khc
l hm mt ca bin ngu nhin
P .1 X 3=2/ :
P .X 1 3/ :
X:
30
2
1
0
-2
-1
2.2.3 Hm phn phi xc sut

nh ngha 2.3
(Hm phn phi xc sut)
nhin X , k hiu F .x/
Hm phn phi xc sut ca bin ngu
F .x/ D P .X < x/
Nhn xt:

Nu
l bin ngu nhin ri rc th
f .xi /
l bin ngu nhin lin tc c hm mt
f .x/
F .x/ D P .X < x/ D

Nu
F .x/ D P .X < x/ D
xi <x
Zx
th
f .t/dt
V d 2.9.
Cho bin ngu nhin
X
P
c bng phn phi nh sau:
1
0; 2
2
0; 5
3
0; 3

a. Tm hm phn phi
b. V th ca
F .x/
ca
X:
F .x/:
1,0
0,8
F .x/
0,6
0,4
0,2
0,0
0
Gii.
V d 2.10.
Cho bin ngu nhin lin tc
f .x/ D
kx 3
0
c hm mt
khi
0x1
ni khc
31

a. Xc nh
k:
b. Tm hm phn phi xc sut

c. V th hm phn phi
1,0
F .x/:
F .x/:
F .x/
0,5
0,0
-2
-1
Gii.
Tnh cht 2.4.
i.
Hm phn phi xc sut F .x/ c cc tnh cht:
0 F .x/ 1; 8x 2 RI F . 1/ D 0I F .C1/ D 1
32
33
ii. F .x/ l hm khng gim (nu x1 < x2 th F .x1 / F .x2 /).

iii. P .a X < b/ D F .b/ F .a/:
iv. Nu X l bin ngu nhin lin tc c hm mt f .x/ th:
F 0 .x/ D f .x/
P .X D x/ D 0;
8x 2 R
P .b X < a/ D P .a < X < b/
D P .a < X b/
D P .a X b/ D F .b/
V d 2.11.
F .a/
Mt phn xng c 2 my hot ng c lp. Xc sut trong 1 ngy lm
vic cc my hng tng ng l 0,3 v 0,4. Gi X l s my hng trong 1 ngy lm

vic.
a. Lp bng phn phi xc sut ca
X:
b. Tm hm phn phi xc sut ca
X.
Gii.
2.3 Cc c trng s ca bin ngu nhin
34

2.3.1 K vng - EX
nh ngha 2.5
X
(K vng)
K vng ca bin ngu nhin X , k hiu EX W
l bin ngu nhin ri rc c bng phn phi xc sut

X
P
x1
f .x1 /
x2
f .x2 /

xn
f .xn /

K vng EX D x1 f .x1 / C C xn f .xn / C

X
l bin ngu nhin lin tc c hm mt f .x/ K vng EX D
V d 2.12.
C1
R
xf .x/dx
Anh A nui 5 con ln c cn nng (kg) 55, 55, 60, 70, 70. Chn ngu
nhin mt con v mang cn, gi
l cn nng.

b. Tnh k vng ca
X:
c. Lp bng phn phi xc sut ca

d. Tnh k vng ca
X:
X 2:
X 2:
Gii.
ngha ca k vng:
Tnh cht 2.6.
i.
K vng ca
K vng c cc tnh cht:
Ec D c; c
l hng s.
trung bnh cc gi tr ca X theo xc sut.
35
ii. E.cX/ D cEX:

iii. E.X C Y / D EX C EY:
iv. E.XY / D EX EY khi X v Y c lp.
v. Cho Y D h.X/ l hm ca bin ngu nhin X:
Khi X l bin ngu nhin ri rc
EY D h.x1 /f .x1 / C C h.xn /f .xn / C
Khi X l bin ngu nhin lin tc c hm mt f .x/ th

ZC1
EY D
h.x/f .x/dx
1
V d 2.13.
-
Thi gian hc rnh ngh sa ti vi ca mt ngi l mt bin ngu nhin
(nm) c hm mt .
8
< 9 x2 C 1
5
f .x/ D 40
:0
khi
x 2 .0I 2/
khi
x .0I 2/
a. Tnh thi gian trung bnh mt ngi hc rnh ngh sa tivi.

b. Tnh
c. Tnh
Gii.
E.2X C 3/:
E.X 2 /:
36
2.3.2 Phng sai - VarX

nh ngha 2.7
(Phng sai)
Phng sai ca bin ngu nhin X , k hiu VarX

X/2 D EX 2
VarX D E .EX
V d 2.14.
.EX/2
Anh A nui 5 con ln c cn nng (kg) 55, 55, 60, 70, 70. Chn ngu
nhin mt con v mang cn, gi
l cn nng. Tnh phng sai ca X.
Gii.
ngha phng sai:

gi tr ca
gi tr ca
X
X
Phng sai l trung bnh ca bnh phng sai khc gia cc
so vi trung bnh ca n. Do phng sai dng o phn tn cc

so vi trung bnh ca n. Ngha l phng sai ln th phn tn ln v
ngc li.
Do n v ca phng sai bng bnh phng n v ca
ngha lch chun
D
X.
c cng n v, ta nh
VarX
D 1=2
D1
D2
3
Tnh cht 2.8.
i.
Phng sai Phng sai c cc tnh cht:
Var.c/ D 0; c
l hng s.
4 x
ii.
iii.
Var.cX/ D c 2 VarX:
Var.X C Y / D VarX C VarY;
nu X v Y c lp.
2.3.3 ModX
nh ngha 2.9.

Mod ca bin ngu nhin S , k hiu ModX
X l bin ngu nhin ri rc

ModX D fxi jP .X D xi / maxg
X l bin ngu nhin lin tc c hm mt f .x/

ModX D fx0 jf .x0 / maxg
V d 2.15.
Cho bin ngu nhin
X
P
ModX D 3
V d 2.16.
Gii.
c bng phn phi xc sut cho nh sau:
1
0; 1
2
0; 3
3
0; 4
4
0; 2
P .X D 3/ max
Cho bin ngu nhin lin tc
f .x/ D
Xc nh
ModX:
8
<
:
x
0
x3
4
c hm mt
khi
x 2 0I 2
khi
x 0I 2
37
2.4 Bi tp chng 2
38
2.4 Bi tp chng 2
Bi tp 2.1.
Mt php th c tp hp tt c cc kt qu
qu, bin ngu nhin
c cc gi tr x c xc nh:
Kt qu
a
0
b
0
c
1; 5
X:
X:
c. Tnh
Gii.
EX; ModX
VarX
d
1; 5
fa; b; c; d; e; f g.
e
2
f
3
Vi mi kt
2.4 Bi tp chng 2
Bi tp 2.2.
Cho bin ngu nhin ri rc
X
P
a. Gi tr ca tham s
a
0; 3

0; 1
0; 2
39
c bng phn phi xc sut
0; 3
0; 2
0; 4
0; 2
2
0; 1
EX D 0; 3
X:
Gii.
Bi tp 2.3.
Theo thng k, mt ngi M 25 tui s sng thm trn 1 nm c xc
sut l 0,992 v ngi cht trong vng 1 nm ti l 0,008. Mt cng ty bo him A

ngh ngi bo him sinh mng cho 1 nm vi s tin chi tr l 10000 USD, ph
bo him l 100 USD. Hi trung bnh cng ty A li bao nhiu khi bn bo him cho
ngi ?
2.4 Bi tp chng 2
40
Gii.
Bi tp 2.4.
Ngi th chp tranh mi tun chp hai bc tranh c lp A v B vi
xc sut hng tng ng l 0,03 v 0,05. Bit rng nu thnh cng th ngi th s
kim li t bc tranh A l 1,3 triu ng v B l 0,9 triu ng, nhng nu hng th
b l do bc tranh A l 0,8 triu ng v do B l 0,6 triu ng. Hi trung bnh ngi
th kim c bao nhiu tin chp tranh mi tun?
Gii.
Bi tp 2.5.
Nhu cu hng ngy ca 1 khu ph v 1 loi thc phm ti sng c bng
phn phi xc sut
2.4 Bi tp chng 2
Nhu cu (kg)
31
0; 15
32
0; 25
33
0; 45
41
34
0; 15
Mt ca hng trong khu ph nhp v mi ngy 34 kg loi thc phm ny vi gi 25.000

ng/kg v bn ra vi gi 40.000 ng/kg. Nu b , cui ngy ca hng phi bn h
gi cn 15.000 ng/kg mi bn ht hng. Tnh tin li trung bnh ca ca hng ny
v loi thc phm trn trong 1 ngy.
Gii.
Bi tp 2.6.
Tui th (X-tui) ca ngi dn mt a phng l bin ngu nhin c
hm phn phi cho nh sau
F .x/ D
0
1
khi
x
khi
Tnh:
a. T l ngi dn th t 60 n 70 tui.
b. Xc nh hm mt ca
X:
c. Tnh tui th trung bnh v
VarX:
x0
0<x
vi
D 0; 013
2.4 Bi tp chng 2
42
Gii.
Bi tp 2.7.
Tui th (X-thng) ca mt b phn ca mt dy chuyn sn xut l
bin ngu nhin lin tc c hm mt :
8
< 25 .10 C x/
f .x/ D 2
:0
khi
x 2 .0I 40/
khi
x .0I 40/
a. Xc sut tui th ca b phn ny nh hn 6 thng l:

b. Tui th trung bnh ca dy chuyn ny.
c. Tm hm phn phi xc sut ca
Gii.
X:
2.4 Bi tp chng 2
Bi tp 2.8.
tc
Tui th ca mt loi cn trng no l mt i lng ngu nhin lin
(n v thng) c hm mt
f .x/ D
a. Tm hng s
kx 2 .4
0
x/
khi
0x4
ni khc
k.
b. Tm
F .x/.
c. Tm
E .X/, Var .X/
Mod.X/.
d. Tnh xc sut cn trng cht trc mt thng tui.
Gii.
43
2.4 Bi tp chng 2
Bi tp 2.9.
X l bin ngu nhin c hm mt
f .x/ D
a. Tm
b. Tnh
c. Bit
Gii.
hm
f .x/
kx 2 0 < x < 1
ni khc
0
l hm mt khi tm k vngv phng sai ca
P .1=2 < X < 3=2/ ; P .X 1=2/ :
Y D X 3:
Tm
P .1=64 < Y < 1=8/ :
X:
44
2.4 Bi tp chng 2
Bi tp 2.10.
Cho hm s
f .x/ D
a. Xc nh gi tr ca
kx.2
0
f .x/
x/
khi
1<x<2
ni khc
l hm mt ca bin ngu nhin
tm c tnh k vng v phng sai ca bin ngu nhin

b. Tm hm phn phi
c. Tnh xc sut
Gii.
45
F .x/
P .Y > 2X/
ca bin ngu nhin

vi
Y DX :
X.
X.
X.
Vi
va
2.4 Bi tp chng 2
46
Chng 3
Mt s phn phi xc sut thng
dng
3.1 Phn phi Bernoulli
Xt mt php th, trong php th ny ta ch qua tm n 2 bin c
P .A/ D p:
N
A;
vi
Php th nh th ny cn gi l php th Bernoulli. t bin ngu nhin
XD
Bin ngu nhin
1
0
Nu
Nu
A
A
xy raI P .X
khng xy
p,
pDq
k hiu
X B.p/
X
P
Tnh cht 3.1.
D 1/ D p
raI P .X D 0/ D 1
gi l c phn phi nh thc tham s
bng phn phi xc sut ca
i.
ii.
0
q
X B.p/:
Ta c
1
p
Cc c trng ca X B.p/
EX D p:
VarX D pq:
V d 3.1.
Tr li ngu nhin mt cu hi trc nghim c 4 p n, trong ch c
mt p n ng. Gi bin ngu nhin:
XD
1
0
Nu tr li ngI P .X
Nu tr li
X B.p/I EX D 1=4I VarX D 3=16:
D 1/ D 1=4
saiI P .X D 0/ D 3=4
3.2 Phn phi Nh thc
48
3.2 Phn phi Nh thc

Xt dy
php th Bernoulli c lp v cng phn phi,
Xi D
t
1
0
Ln
Ln
X D X1 C C Xn W
iA
iA
xy raI P .Xi
khng xy
; i D 1; n
pDq
A xy ra trong n ln thc hin

s n; pI k hiu X B.nI p/:
gi l s ln
gi l c phn phi Bernoulli tham
V d 3.2.
D 1/ D p
raI P .Xi D 0/ D 1
php th.
c
Mt x th bn 3 pht n vo mt mc tiu mt cch c lp, xc sut
trng mc tiu mi ln bn l 0,7. Gi cc bin ngu nhin:
Xi D
1
0
Ln
Ln
i
i
bn trng MTI P .Xi

bn khng trng
D 1/ D 0; 7
; i D 1; 2
MTI
X D X1 C X2 C X3 ; X B.3I 0; 7/: X l s pht trng mc tiu trong 3 pht,

c th ca X l 0; 1; 2: Xc sut c 2 pht trng mc tiu:

0; 7:0; 7:0; 3 D .0; 7/2 :0; 3 Pht 1,2 trng MT

2
P .X D 2/ D C
0; 7:0; 3:0; 7 D .0; 7/ :0; 3 Pht 1,3 trng MT
0; 3:0; 7:0; 7 D .0; 7/2 :0; 3 Pht 2,3 trng MT
gi tr
D 3:.0; 7/2 :0; 3 D C32 .0; 7/2 0; 3
Cng thc tnh xc sut ca X B.nI p/

Xc sut trong
l thc hin php th Bernoulli c
P .X D k/ D Cnk p k q n
Tnh cht 3.2.
i.
ii.
iii.
Cc c trng ca X B.nI p/
ln
xy ra
k D 0; 1; : : : ; n
EX D np:
VarX D npq:
np
V d 3.3.
q ModX np
q C 1:
Mt thi c 10 cu hi, mi cu c 4 p n trong ch c mt p n
ng. Sinh vin A tr li mt cch ngu nhin tt c cc cu. Gi

ng trong 10 cu:
a. Xc nh phn phi xc sut ca
X:
l s cu tr li
3.2 Phn phi Nh thc
49
b. Tnh xc sut sinh vin A tr li ng t 2 n 3 cu.

c. Tnh xc sut sinh vin A tr li ng t nht mt cu.
d. S cu trung bnh sinh vin A tr li ng v
VarX:
e. S cu sinh vin A c kh nng tr li ng ln nht.

f. thi cn c t nht bao nhiu cu xc sut sinh vin A tr li ng t nht
mt cu
Gii.
0; 99:
3.3 Phn phi Siu bi
50
3.3 Phn phi Siu bi

V d 3.4.
T mt l c 3 bi trng v 7 bi en ly ra 4 bi. Gi
trong 4 bi ly ra, lp bng phn phi xc sut ca
10
bi
3
7
bi trng
Ly ra 4 bi
bi en
c k bi en
1
C71 C33
4
C10
M hnh siu bi:

NA
phn t
N
T tp
NA
N
l c phn
T mt tp c
2
C72 C32
4
C10
l s bi en ln
X:
4
k
3
C73 C31
4
C10
bi trng
bi en
4
C74 C30
4
C10
phn t gm:
A:
phn t khc phn t
X l s phn t A ln trong n phn t

phi siu bi tham s N; NA ; n, k hiu X H.N; NA ; n/
(
(
NA
Phn t A Ly ra n PT
k
Phn t A
N
!
N
N NA Phn t A c kP T A
n k Phn t AN
ly ra
A:
phn t. Gi
Cng thc tnh xc sut cho X H.N; NA ; n/

Xc sut trong
phn t ly ra t tp
P .X D k/ D
Tnh cht 3.3.
i.
CNk A CNn
CNn
k
NA
k phn t A W
(
0kn

n .N NA / k NA
; trong
Cc c trng ca X H.N; NA; n/

NA
:
EX D npI p D
N
ly ra,
gi
3.4 Phn phi Poisson
ii.
VarX D npq
V d 3.5.
N
N
51
n
:
1
C 20 chi tit my, trong c 15 chi tit my tt. T 20 chi tit ny ly
ra ngu nhin 4 chi tit my, gi
l s chi tit tt ln trong 4 chi tit ly ra.
X:
a. Xc nh phn phi xc sut ca
b. Tnh xc sut ly c 3 chi tit tt.

c. Tnh trung bnh s chi tit tt ly c v
VarX:
Gii.
3.4 Phn phi Poisson
Bin ngu nhin X c gi l c phn phi

Poisson tham s (k hiu X P ./ nu bin ngu nhin X nhn gi tr k D 0; 1; : : :
vi
k

nh ngha 3.4
(Phn phi Poisson)
P .X D k/ D
e
k
3.4 Phn phi Poisson

Tnh cht 3.5.
i.
ii.
iii.
Ch :
khong
Cc c trng ca X P ./
EX D :
VarX D :

1 ModX :
Bin ngu nhin
.t1 I t2 /
l s ln xut hin
A ti nhng
thi im ngu nhin trong
tha 2 iu sau:
S ln xut hin bin c
S ln xut hin bin c
xut hin
trong khong
.t1 I t2 /
khng nh hng n xc sut
trong khong thi gian k tip.
trong 1 khong thi gian bt k t l vi di ca
khong .
Khi bin ngu nhin
V d 3.6.
c phn phi Poisson.
Ti mt siu thi, trung bnh c 5 pht c 10 khch n quy tnh tin.
a. Tnh xc sut trong 1 pht c 3 khch n quy tnh tin.

b. Tnh xc sut trong 1 pht c t 1 n 3 khch n quy tnh tin.
c. S khch c kh nng n quy tnh tin ln nht trong 1 gi.
Gii.
52
3.5 Phn phi Chun
53
D 1=2
D1
D2
3
4 x
3.5 Phn phi Chun
Bin ngu
nhin X c gi l c phn phi

2
chun tham s v , k hiu X N ; , nu X c hm mt :
nh ngha 3.6
(Phn phi chun)

2
f .x/ D
th hm mt ca
/2
.x
1
p e
2
2 2
x2R
X N.1; 12 /

2
Nhn xt:
4 x
th hm mt chun c dng hnh chung i xng qua
Tnh cht 3.7.
i.
ii.
iii.
Cc c trng ca X N
; 2
EX D :
xD
VarX D 2 :
ModX D :
Cc th hm mt bin ngu nhin chun vi
nh ngha 3.8

Z N .0; 1/
(Phn phi chun:
c dng
D 0I 2 D 1).
1
f .z/ D p e
2
Hnh sau l th hm mt ca
D1
z2
2
z N .0; 1/
D 2; D 1; D 1=2:
Hm mt ca bin ngu nhin
z2R
3.5 Phn phi Chun
nh ngha 3.9
3 x
Cho bin ngu nhin Z N .0; 1/ : t hm
(Hm Laplace)
'.x/ D
Zx
0
1
p e
2
z2
2
x0
dz;
gi l hm Laplace. (Gi tr ca '.x/ c cho trong bng A.2)

'.x/
Tnh cht 3.10.
Hm Laplace '.x/ c cc tnh cht:
i. '. x/ D '.x/:
ii. '.C1/ D 0; 5I '. 1/ D 0; 5:
iii. Nu Z N.0; 1/ th P .a < Z < b/ D '.b/ '.a/:

iv. Nu X N ; 2 th bin ngu nhin Z D X N .0; 1/ : v
P .a < X < b/ D '
V d 3.7.
Cho bin ngu nhin
a.
P . 1 < X < 2/ :
b.
P .1; 5 < X/ :
c.
P .X <
1/ :
X N .0; 1/ ;
'
a

tnh cc xc sut.
54
3.5 Phn phi Chun
V d 3.8.
Cho bin ngu nhin
a.
P .X > 1/ :
b.
P .jX
V d 3.9.

X N 2; 22 :
55
Tnh cc xc sut:
1j < 2/ :
im Toeic ca sinh vin sp tt nghip trng i hc c phn phi
chun vi gi tr trung bnh 560 v lch chun 78. Tnh:
a. T l sinh vin c im nm gia 600 v 700.

b. T l sinh vin c im Toeic trn 500.
c. Gi s nh trng mun xc nh im Toeic ti thiu sinh vin c th ra
trng vi t l 80%. Tnh im Toeic ti thiu(lm trn).
Gii.
3.5 Phn phi Chun
V d 3.10.
56
Tui th ca my ct c l bin ngu nhin c phn phi chun vi trung
bnh l 82 thng. Nh sn xut bo hnh sn phm khi bn ra l 33 thng. Gi s 2,5%

sn phm b tr li (hng) trong thi gian bo hnh. Tnh:
a. lch chun ca tui th sn phm ny.

b. Xc sut mt my loi ny c tui th trn 50 thng.
c. Mt ca hng bn 10 my ct c loi ny. Tnh:
i) Xc sut c 2 my hng trong thi gian bo hnh.
ii) S my trung bnh hng trong thi gian bo hnh.
Gii.
3.6 Bi tp chng 3
57
3.6 Bi tp chng 3
Bi tp 3.1.
Mt nh vn trng 121 cy mai vi xc sut n hoa ca mi cy trong
dp tt nm nay l 0,75. Gi bn 1 cy mai n hoa l 0,5 triu ng.
a. Tnh s cy trung bnh n hoa trong dp tt.

b. Gi s nh vn bn ht nhng cy mai n hoa, tnh s tin trong dp tt nm
nay nh vn thu c chc chn nht.
3.6 Bi tp chng 3
58
Gii.
Bi tp 3.2.
Ch vn lan nhm 20 chu lan c hoa mu vi 100 chu lan
c hoa mu tm (lan cha n hoa). Mt khch hng chn ngu nhin 15 chu t 120
chu lan (chn 1 ln).
a. Tnh xc sut c t 5 n 6 chu lan c hoa mu .

b. Gi X l s chu lan c hoa mu khch chn c. Tnh gi tr ca
VarX .
Gii.
EX
3.6 Bi tp chng 3
Bi tp 3.3.
59
Ti bnh vin A trung bnh 3 gi c 8 ca m. Tnh
a. S ca m chc chn nht s xy ra ti bnh vin A trong 25 gi.

b. Tnh xc sut trong 5 gi c t 10 n 12 ca m.
Gii.
Bi tp 3.4.
Mt l hng cha 20 sn phm trong c 4 ph phm. Chn lin tip
3 ln (c hon li) t l hng, mi ln chn ra 4 sn phm. Tnh xc sut trong 3

ln chn c:
a. ng 1 ln chn c khng qu 1 ph phm.

b. Trung bnh s ln chn c khng qu 1 ph phm.
Gii.
3.6 Bi tp chng 3
Bi tp 3.5.
Gi c ph trn th trng l bin ngu nhin c phn phi chun vi
trung bnh l 26000 ng/kg v lch chun 2000 ng.

gi ln hn
60
vi xc sut 90%. Tnh gi tr
l gi tr ti c ph c
k:
Gii.
Bi tp 3.6.
Thi gian mang thai ca sn ph l bin ngu nhin c phn phi chun
vi trung bnh 280 ngy v lch chun 15 ngy. Cho bit t l mt sn ph mang
thai di trn 290 ngy l 25,14%, tnh lch chun ca thi gian mang thai.
Gii.
3.6 Bi tp chng 3
Bi tp 3.7.
61
Chiu di ca loi linh kin in t A ti ca hng B l bin ngu nhin
X (mm) c phn phi chun
N.12I 2; 5/.
Mt cng ty cn mua loi linh kin ny vi
chiu di t 11,98mm n 13mm v h chn ln lt 7 chic t ca hng B. Tnh xc

sut trong 7 chic c chn c:
a. T 5 n 6 chic s dng c.

b. t nht mt chic s dng c.
Gii.
Bi tp 3.8.
nhin
Thi gian chi th thao trong mt ngy ca mt thanh nin l bin ngu
(gi/ngy) c hm mt
a. Tnh hng s A.
8

<A sin x
3
f .x/ D
:0
khi
0<x<1
ni khc
b. Tnh thi gian chi th thao trung bnh.

c. Tnh xc sut mt thanh nin c thi gian chi th thao cha ti 30 pht/ngy.
d. Trung bnh c bao nhiu thanh nin chi th thao hn 30 pht/ngy trong 100
thanh nin.
3.6 Bi tp chng 3
62
e. Ta phi chn t nht bao nhiu thanh nin gp c t nht 1 ngi c thi
gian chi th thao cha ti 30 pht/ngy xy ra vi xc sut hn 95%.
Gii.
Bi tp 3.9.
Tui th ca ngi dn mt a phng l mt bin ngu nhin -
(tui) c hm mt
f .x/ D
e
0
x
khi
x0
ni khc
D 0; 013
3.6 Bi tp chng 3
63
a. Tnh tui th trung bnh ca ngi dn a phng.

b. Tnh t l ngi dn th trn 60 tui.
c. Trung bnh c bao nhiu ngi th trn 60 tui tui trong 1000 dn.
Gii.
Bi tp 3.10.
-
Thi gian hc rnh ngh sa ti vi ca mt ngi l mt bin ngu nhin
(nm) c hm mt .
8
<Ax 2 C 1
5
f .x/ D
:0
a. Xc nh hng s
khi
0<x<2
ni khc
A:
b. Thi gian hc rnh ngh trung bnh ca mt ngi.

c. Tnh xc sut mt ngi hc rnh ngh di 6 thng.
d. Chn ngu nhin 5 hc vin, tnh xc sut c 2 ngi hc rnh ngh di 6 thng.
3.6 Bi tp chng 3
Gii.
64
Chng 4
Lut s ln v cc nh l gii hn
4.1 Hi t theo xc sut v phn phi
Cho dy bin ngu nhin fXng v bin ngu

P
nhin X . Ta ni fXng hi t theo xc sut n X , k hiu Xn !
X , nu vi mi " > 0
th
nh ngha 4.1
(Hi t theo xc sut)
Xj < "/ D 1
lim P .jXn
n!C1
Nu
Xn ! X
th vi
ln chng ta c
Xn X
X
hi t theo xc sut n bin ngu nhin

khi
ln th hu nh bin ngu nhin
Xn
vi xc sut gn 1. Thng thng, Xn

P
l hng s (Xn ! , l hng s) ngha l
khng c s thay i.
nh ngha hi t theo phn phi Cho dy

bin ngu nhin fXng v bin ngu nhin X . Ta ni fXng hi t theo phn phi n X ,
F
k hiu Xn !
X , nu
nh ngha 4.2
(Hi t theo phn phi)
lim P .Xn
n!C1
< x/ D P .X < x/ D F .x/
ti mi im lin tc ca hm phn phi F .x/

F
Xn ! X th vi n ln chng ta c th xp x phn phi ca Xn

ca X . Vy hi t theo phn phi rt tin li cho vic xp x phn phi
nhin Xn .
Nu
bi phn phi
ca bin ngu
Cho dy bin ngu nhin fXn g v bin ngu

nhin X . Ta ni fXng hi t hu chc chn n X , k hiu Xn a:s:! X , nu Xn 6! X
vi xc sut l khng.
nh ngha 4.3
(Hi t hu chc chn)
4.2 Bt ng thc Markov, Chebyshev
66
4.2 Bt ng thc Markov, Chebyshev

4.2.1 Bt ng thc Markov
Nu
l bin ngu nhin nhn gi tr khng m th vi mi hng s dng
P .X "/
Chng minh.
"
ta c
E .X/
"
l bin ngu nhin c hm mt
f .x/
th
ZC1
Z"
ZC1
E .X/ D
xf .x/dx D
xf .x/dx C
xf .x/dx
0
"
ZC1
ZC1
xf .x/dx
"f .x/dx D "P .X "/
"
Nhn hai v ca bt phng trnh vi
"
1="
th ta c kt qu.
4.2.2 Bt ng thc Chebyshev

Nu
l bin ngu nhin c k vng l
s dng
"
v phng sai
2
hu hn th vi mi hng
b ty ta c
P .jX
j "/
Var .X/
"2
P .jX
j < "/ >
Var .X/
"2
hay tng ng
Chng minh. Ta thy X 2 l bin ngu nhin khng m v " > 0. S dng bt
2
ng thc Markov vi " WD " ta c
.X
/2 "2

P .X
khi v ch khi
jX
E .X
/2 "2
P .jX
Bt ng thc
Markov
Chebyshev
j "
/2
"
nn
j "/
Var .X/
"2
cho ta phng tin thy c gii hn xc sut
khi bit k vng v phng sai ca bin ngu nhin cha bit phn phi xc sut.
4.3 Lut s ln
V d 4.1.
67
Gi s s ph phm ca mt nh my lm ra trong mt tun l mt bin
ngu nhin vi k vng l
D 50.
a. C th ni g v xc sut sn phm h tun ny vt qu 75.

b. Nu phng sai ca ph phm trong tun ny l
sut sn phm tun ny s gia 40 v 60.
Gii.
2 D 25
th c th ni g v xc
a. Theo bt ng thc
.X/
50
2
Markov P .X > 75/ E 75
D
D
75
3
b. Theo bt ng thc
Chebyshev P .jX
P .40 < X < 60/ D P .jX
50j 10/
2
25
1
D
D :
2
10
100
4
Do
3
1
D
4
4
50j < 10/ > 1
4.3 Lut s ln
Gi X1; : : : ; Xn l cc bin ngu nhin c lp v cng

phn phi xc sut vi k vng D E .X/ v phng sai 2 D Var .X/ hu hn. t
Sn D X1 C C Xn . Khi vi mi " > 0,
nh l 4.4
(Lut s ln)

Sn
P
n
khi n ! C1:
Chng minh.
v
Sn
E
n
C nh
Sn =n
"
Bi v
D :
v khi
X1 ; : : : ; Xn
" ! 0
l c lp v cng phn phi, ta c
p dng bt ng thc
n ! C1

Sn
P
n

Sn
P
n
C hebyshev ,
Sn
n
2
n
" > 0,
2
" 2
n"
" ! 0
l trung bnh ca cc bin ngu nhin
gi lut s ln l lut trung bnh.
vi mi
Var
Xi , .i D 1; : : : ; n/,
do ngi ta thng
4.4 nh l gii hn trung tm
68
4.4 nh l gii hn trung tm
Cho X1; : : : ; Xn l cc bin ngu nhin c lp v cng phn phi vi k

vng v phng sai 2 hu hn. Ta t
nh l 4.5.
Khi n ! 1 th bin ngu nhin

F
Sn ! X;
Nhn xt:
Sn D X1 C C Xn
vi X N .E .Sn / I Var .Sn//

n ln phn phi ca bin ngu nhin
:
N .E .Sn / I Var .Sn //. n gin ta vit Sn
nh l trn cho ta kt qu l khi
Sn c xp x bng phn phi chun

:
N .E .Sn / I Var .Sn //, du ngha l
V d 4.2.
Tung 1000 ln 1 xc sc, tnh xc sut tng s chm trong 1000 ln tung
ln hn 3600.
Gii.
xp x phn phi.
4.5 Lin h gia cc phn phi xc sut
69

4.5.1 Lin h gia phn phi nh thc v chun
Cho
X1 ; : : : ; Xn
l cc bin ngu nhin c lp v
Xi B.p/:
Ta c
X D X1 C C Xn B.nI p/
Theo nh l gii hn trung tm
P .a X b/ D '
P .X D k/ D p
Ch :
p
:
X N.npI npq 2 /
b np
p
npq
a np
' p
npq
1
f .z/; (f .x/-A.1)
npq
trong
Khi :
k np
zD p
npq
khng qu gn 0 hoc 1.
Trong mt kho la ging c t l ht la lai l 20%. Tnh xc sut sao cho
khi chn ln lt 1000 ht la ging trong kho th c:
a. ng 192 ht la lai.

b. C t 185 n 195 ht la lai.
Gii.
n ! 1:
Xp x trn chng ta thng s dng khi
V d 4.3.
khi
70
4.5.2 Lin h gia siu bi v nh thc

Cho
X H.N; NA ; n/:
Nhn xt:
Khi
Nu c nh
X H.N; NA ; n/;
P .X D k/ D
V d 4.4.
n, N ! 1
N
kh
NA n
nu
CNk A C N
CNn
NA
NA
:
! p th X B.n; p/; p D
N
N
ln v n << N; .n < 0; 05N / th
v
Cnk p k q n k ;

NA
pD
N
Mt ao c c 10.000 c da trn, trong c 1.000 con c tra.
a. Tnh xc sut khi bt ngu nhin 20 con t ao th c 5 con c tra.

b. Tnh xc sut khi bt ngu nhin 50 con t ao th c 10 con c tra.
Gii.
71
4.5.3 Lin h gia nh thc v Poisson

Cho
X B.n; p/
Nhn xt:
Ch :
Khi
v khi
n!1
X B.n; p/
th
:
X P ./
v khi
trong
kh ln th
P .X D k/ D Cnk p k q n
Xp x trn chng ta thng dng khi
V d 4.5.
D np
k e
k
ln v
gn 0 hoc 1.
Mt l hng tht ng lnh ng gi nhp khu c cha 0,6% b nhim
khun. Tm xc sut khi chn ngu nhin 1.000 gi tht t l hng ny c:

a. Khng qu 2 gi b nhim khun.
b. ng 40 gi b nhim khun.
Gii.
Chng 5
Vct ngu nhin
5.1 Khi nim vct ngu nhin

Mt b c th t
Vct ngu nhin
bin ngu nhin
.X1 ; : : : ; Xn /
chiu l lin tc hay ri rc nu, cc bin ngu nhin thnh
gi l mt vct ngu nhin
chiu.
phn l lin tc hay ri rc.
V d 5.1.
Nng xut la mt tha rung a phng A l bin ngu nhin
xt n lng phn
lng nc
th ta c vct ngu nhin hai chiu
th ta c vct ngu nhin 3 chiu
.X; Y /,
X , nu
cn nu xt thm
.X; Y; Z/:
Trong gii hn ca chng trnh ta ch xt vct ngu nhin hai chiu, k hiu
.X; Y /:
5.2 Phn phi xc sut ca .X; Y /

5.2.1 .X; Y / l vct ngu nhin ri rc
a) Phn phi xc sut ng thi:
Vct ngu nhin ri rc
bng bng phn phi xc sut ng thi:
.X; Y /
c biu din
H
HH
Y
HH
X
H
y1
y2
yj
yn
Tng dng
x1
x2
::
:
f .x1 ; y1 /
f .x2 ; y1 /
::
:
f .x1; y2 /
f .x2; y2 /
::
:

f .x1 ; yj /
f .x2 ; yj /
::
:

f .x1; yn /
f .x2; yn /
::
:
f .x1 ; /
f .x2 ; /
::
:
xi
::
:
f .xi ; y1 /
::
:
f .xi ; y2 /
::
:
f .xi ; yn /
::
:
f .xi ; /
::
:
xm
f .xm ; y1 /
f .; y1 /
f .xm ; y2 /
f .; y2 /
f .xm ; yn /
f .; yn /
f .xm; /
Tng ct

f .xi ; yj /
::
:

f .xm ; yj /
f .; yj /

73
Trong :
f .xi ; yj / D P X D xi I Y D yj

m P
n
P
iD1 j D1
V d 5.2.
f .xi I yj / D 1
Bin ngu nhin ri rc
nhn cc gi tr 6, 7 v 8. Bin ngu nhin
nhn cc gi tr 1, 2, 3. Phn phi ng thi ca vct ngu nhin
HH
HH Y
HH
X
H
0,1
0,15
0,05
0,1
0,2
0,1
0,05
0,2
0,05
Tnh:
a.
b.
Gii.
P .X D 6I Y D 2/ I P .X D 4I Y D 6/ :
P .X 7I Y 2/ :
.X; Y / cho bi bng
b) Phn phi xc sut thnh phn (l)

Bng phn phi xc sut ca
X
P.X D x/
Trong
f .xi ; /
x1
x2
f .x1 ; / f .x3 ; /
l tng dng
Y
P.Y D y/
Trong
V d 5.3.
f .; yj /
Gii.
yn
f .; yn /
j:
Cho bng phn phi xc sut ng thi nh sau:
H
HH
Y
HH
X
H
H
0,1
0,15
0,05
0,1
0,2
0,1
0,05
0,2
0,05
X:
P .X > 6/ :

d. Tnh


b. Tnh
xm
f .xm ; /
i:
y1
y2
f .; y1 / f .; y2 /
l tng ct

P .Y < 3/ :
Y:
74
c) Phn phi xc sut c iu kin

X
P.X D xjY D yj /

Y
P.Y D yjX D xi /
V d 5.4.
vi iu kin
x1
f .x1 ; yj /
f .; yj /
Y
x2
f .x2 ; yj /
f .:yj /
vi iu kin
y1
f .xi ; y1 /
f .xi ; /
Y D yj

X D xi
y2
f .xi ; y2 /
f .xi ; /

Cho bng phn phi xc sut ng thi nh sau:
HH
HH Y
HH
X
H
0,1
0,15
0,05
0,1
0,2
0,1
0,05
0,2
0,05

b. Tnh xc sut
P .X > 6jY D 2/ :
bit
xm
f .xm ; yj /
f .; yj /
Y D 2:
yn
f .xi ; yn /
f .xi ; /
75

d. Tnh xc sut
Gii.
bit
P .Y > 1jX D 6/ :
76
X D 6:
5.2.2 .X; Y / l vct ngu nhin lin tc

a) Hm mt ng thi
nh ngha 5.1
(Hm mt ng thi)
l hm mt ng thi ca .X; Y / nu
P ..X; Y / 2 A/ D
Hm s f .x; y/ 0; 8.x; y/ 2 R2 c gi
f .x; y/dxdy
Nhn xt:
kim
f .x; y/ 0
l hm mt ca
P .X; Y / 2 R
R2
.X; Y /
ta cn kim
f .x; y/dxdy D 1

V d 5.5.
Cho hm s
f .x; y/ D
a. Chng ta
b. Tnh
f .x; y/
10x 2 y
0
l hm mt
khi
0<y<x<1
ni khc
.X; Y /:
P .2Y > X/ :
Gii.
yDx
DW
0
0
0<x<1
0<y<x
x
hoc
0<y<1
y<x<1
77
yDx
D0 W
0
0
y D x=2
0<x<1
x=2 < y < x
b) Hm mt thnh phn (l)

X:
Hm mt ca
ZC1
fX .x/ D
f .x; y/dy
1
Y:
Hm mt ca
ZC1
fY .y/ D
f .x; y/dx
1
V d 5.6.
Cho vct ngu nhin
f .x; y/ D
a. Tm hm mt ca
X:
b. Tm hm mt ca
Y:
c. Tnh
P .X > 1=2/
EX:
d. Tnh
P .Y < 1=2/
EX:
.X; Y /
10x 2 y
0
c hm mt
khi
0<y<x<1
ni khc
78
Gii.
yDx
DW
0
0
0<x<1
0<y<x
x
hoc
0<y<1
y<x<1
79
c) Hm mt c iu kin

Hm mt ca
vi iu kin
Y Dy
fX .xjY D y/ D

Hm mt ca
vi iu kin
X Dx
fY .yjX D x/ D
V d 5.7.
Cho vct ngu nhin
.X; Y /
10x 2 y
0
f .x; y/ D
vi iu kin
b. Tm hm mt ca
vi iu kin
d. Tnh
P .X > 2=3jY D 1=2/

P .Y < 1=4jX D 1=3/
v
v
f .x; y/
fX .x/
c hm mt
a. Tm hm mt ca
c. Tnh
f .x; y/
fY .y/
khi
0<y<x<1
ni khc
Y D 1=2:
X D 1=3:
E.XjY D 1=2/:
E.Y jX D 1=3/:
80
5.3 Bi tp chng 5
81
5.3 Bi tp chng 5
Bi tp 5.1.
Chi ph qung co (X : triu ng) v doanh thu (Y : triu ng) ca mt
ca hng c bng phn phi ng thi cho nh sau:
HH
Y
H
HH
X
H
H
500
700
900
(400-600)
(600-800)
(800-1000)
30
0,10
0,05
50
0,15
0,20
0,05
80
0,05
0,05
0,35
a. Lp bng phn phi xc sut chi ph chi cho qung co.

b. Cho doanh thu l 500 triu, lp bng phn phi xc sut chi ph qung co.
c. Lp bng phn phi xc sut doanh thu ca ca hng.
d. Cho bit chi ph qung co l 30 triu, lp bng phn phi xc sut ca doanh
thu.
5.3 Bi tp chng 5
e. Tnh chi ph chi cho qung co trung bnh.

f. Cho doanh thu l 500 triu, tnh chi ph qung co trung bnh.
g. Tnh doanh thu trung bnh ca ca hng.
h. Cho chi ph qung co l 30 triu, tnh doanh thu trung bnh.
Gii.
82
5.3 Bi tp chng 5
Bi tp 5.2.
83
Nng sut la X(tn/ha) v lng phn Ur Y(x 100 kg) c hm mt
ng thi
8
< 1 y 2 C xy
20
f .x; y/ D 40
:0
khi
0 3y x 6
ni khc
a. Tm hm mt xc sut ca nng sut la.

b. Tm hm mt xc sut ca lng phn Ur.
c. Tnh nng sut la trung bnh.
5.3 Bi tp chng 5
84
d. Tnh lng phn bn trung bnh.

e. Tm hm mt xc sut ca nng sut khi lng phn bn 1 (x 100kg).
f. Tm hm mt xc sut ca lng phn bn khi nng sut 3 (tn/ha).
g. Cho bit lng phn bn 1(x100kg), tnh xc sut nng sut la di 4(tn/ha).
h. Cho bit lng phn bn 1(x100 kg), tnh nng sut la trung bnh.
i. Cho bit nng sut la 3(tn/ha), tnh lng phn bn trung bnh.
Gii.
5.3 Bi tp chng 5
85
5.3 Bi tp chng 5
86
Chng 6
L thuyt mu
6.1 Tng th, mu
Ta cn nghin cu c tnh
(cn nng, chiu cao . . . ) ca tp ln gm
phn t
(N phn t ny c gi l tng th). Thng thng ta khng quan st ht tt c cc

phn t ca tp hp ny bi v cc l do:
Lm h hi tt c cc phn t (kim tra hp, bn th n)
Thi gian v kinh ph khng cho php S phn t qu ln (Nghin cu mt c

im no ca tr ta khng th i nghin cu ton b tr em trn th gii ri mi
a ra kt lun).
Do ngi ta ly t tng th ny ra
quan st c tnh
phn t (n phn t ny c gi l mu) v
tnh cc c trng trn mu sau s dng cng c ton hc
a ra kt lun cho tng th m ta khng c iu kin kho st tt c cc phn t.

Mun mu ly ra i din tt cho tng th th mu phi tha mn hai iu kin chnh:
Mu phi chn ngu nhin t tng th.
Cc phn phi ca mu phi c chn c lp nhau.
Khi quan st phn t th

trn phn t th
th
lp
i:
i;
ta gi
Xi
l bin ngu nhin gi tr quan st c tnh
Trong trng hp c th, gi s
.x1 ; : : : ; xn / c gi l mu c th, c
.X1 ; : : : ; Xn / gi l mu ngu nhin.
V d 6.1.
Xi
xn th b n gi tr c
n bin ngu nhin c
c gi tr
mu c th l
n.
A c 100 sinh vin,

tin hnh ly mu c c mu l 5. Gi Xi ; i D 1; : : : ; 5 l im ca sinh vin th i trong
Kho st im mn xc sut thng k ca sinh vin lp
6.2 M t d liu
5 sinh vin c kho st. Nu

c th
.3; 7; 8; 5; 7/ :
Tnh cht 6.1
X1 D 3; X2 D 7; X3 D 8; X4 D 5; X5 D 7
88
th ta c mu
Cho ngu nhin .X1; : : : ; Xn/ ; trong Xi gi tr

trn phn t th i: Khi :
.
(Mu ngu nhin)
quan st c tnh X
i. Cc Xi c cng phn phi nh X:

ii. Cc Xi c lp nhau.
6.2 M t d liu
6.2.1 Phn loi mu ngu nhin
Mu ngu nhin cn c phn lm 2 loi:
Mu ch quan tm cc phn t ca n c tnh cht
hay khng gi l
tnh. Gi s t l phn t A trn tng th l p, ta t

Xi D
Khi cc
Xi
1
0
Nu phn t th
Nu phn t th
i
i
loi
khc loi
c lp v cng phn phi xc sut vi
mu nh
i D 1; : : : ; n
X; Xi B.p/:
Mu m ta quan tm n cc yu t v lng nh l chiu cao, cn nng, mc

hao ph nhin liu ca mt loi ng c,. . . gi l
mu nh lng.
6.2.2 Sp xp s liu
.x1 ; : : : ; xn / c k gi tr khc nhau x1 ; : : : ; xk ; .k n/ v xi
n1 C C nk D n). khi , s liu c sp xp theo th t tng dn
Gi s mu c th
s
ni
(vi
nh sau:
X
ni
Bng ny gi l
V d 6.2.
x1
n1
x2
n2

c tn
ca
xi
xk
nk
bng tn s dng im.
Kho st tui (X) tr bt u n trng mt a phng, ly mu c
10 ta c mu c th nh sau:
4, 5, 6, 7, 6, 6, 5, 5, 6, 6
6.3 Cc c trng ca mu
89
C bng tn s dng im:
X
ni
Gi s mu c th
4
1
5
3
6
5
6
1
.x1 ; : : : ; xn / c nhiu gi tr khc
nhau (quan st t bin ngu nhin
lin tc) thng ngi ta phn d liu theo khong:
X
ni
a0
a1 a1
n1
a2
n2
ak 1 ak

nk
bng tn s dng khong. Trong nk l s quan st c gi tr thuc

1 I ak : Khi tnh ton ta a v bng tn s dng im bng cch ly gi tr
Bng ny gi l
khong
.ak
chnh gia ca mi khong
V d 6.3.
xk D
xk
C xk
:
x
Kho st thi gian (tun) mang thai ca thai ph khng ht thuc. Tin
hnh ly mu, ngi ta c s liu cho nh bng sau:
Thi gian
S thai ph
34
36
36
38
38
40
40
42
42
44
10
59
41
Bng tn s dng im c dng:

Thi gian
35
37
39
41
43
S thai ph
10
59
41
6.3 Cc c trng ca mu
Gi s ta cn nghin cu c tnh
X:
Trong thng k cc tham s ny l cc
K hiu cc tham s
tham s l thuyt.
6.3.1 Trung bnh mu

Xt mu ngu nhin
.X1 ; : : : ; Xn /
ly t
X:
D EX
2 D VarX:
6.3 Cc c trng ca mu
nh ngha 6.2
(Trung bnh mu)
90
Bin ngu nhin
1
XN D .X1 C C Xn /
n
c gi l trung bnh mu.

T cc tnh cht ca mu ngu nhin, ta c:
Trung bnh mu c tnh cht:
Tnh cht 6.3.
i.
ii.
1
n
EXN D .EX1 C C EXn / D
D :
n
n
1
n 2
2
N
Var X D 2 .VarX1 C C VarXn / D 2 D
n
n
n
.x1 ; : : : ; xn /, trung bnh
1
x 2 D .x12 C C xn2 /
n
Cho mu c th
bnh phng
mu
xN D
1
.x1 C C xn /
n
v trung bnh ca
Ch . Khi s liu cho di dng bng tn s th xN D n1 .x1n1 C xk nk / v trung bnh

ca bnh phng l
x2 D
1 2
.x n1 C xk2 nk /
n 1
6.3.2 Phng sai mu

Xt mu ngu nhin
nh ngha 6.4
.X1 ; : : : ; Xn /
ly t
(Phng sai mu)
1
SO 2 D
.X1
n
X:
Bin ngu nhin

N 2 C C .Xn
X/
XN /2
c gi l phng sai mu.

Tnh cht 6.5. Phng sai mu c cc tnh cht
i.
ii.
SO 2 D EX 2 .EX/2
n 1 2
ESO 2 D
:
n
Cho mu c th
.x1 ; : : : ; xn /,
phng sai mu
sO 2 D x 2
xN 2 :
6.3 Cc c trng ca mu
91
6.3.3 Phng sai mu c hiu chnh

Xt mu ngu nhin
nh ngha 6.6
.X1 ; : : : ; Xn /
ly t
X:
(Phng sai mu c hiu chnh)
S2 D
1
n
N 2 C C .Xn
X/
.X1
Bin ngu nhin

N 2
X/
c gi l phng sai mu c hiu chnh.

Tnh cht 6.7. Phng sai mu c cc tnh cht
i.
ii.
S2 D
n 1
ES 2 D 2 :
Cho mu c th
SO 2
.x1 ; : : : ; xn /;
phng sai mu c hiu chnh
s2 D
n
n
sO 2 :
Ta thy phng sai mu v phng sai mu c n v o bng bnh phng n v o

ca c tnh
X:
chuyn v cng n v ta c khi nim:
sO 2
lch chun ca mu,
lch chun ca mu c hiu chnh,
V d 6.4.
sO D
Kho st chiu cao
.cm/
sD
s2
ca n sinh trong mt trng i hc ta c s
liu nh sau
153;
Tnh:
160;
145;
162;
165;
158
x;
N sO 2 ; s 2 ; sO ; s
Gii. Trung bnh mu

1
xN D .153 C 160 C 145 C 162 C 165 C 158/ D 157; 1666
6
Trung bnh ca bnh phng
1
x 2 D .1532 C 1602 C 1452 C 1622 C 1652 C 1582 / D 24744; 5
6
Phng sai mu
sO 2 D x 2
xN 2 D 24744; 5
Phng sai mu c hiu chnh

lch chun ca mu
sO D
s2 D
sO 2 D
lch chun ca mu c hiu
n
n
p
157; 16662 D 43; 1598
6
sO 2 D 43; 1598 D 51; 7907
1
5
43; 1598
p
p
chnh s D
s 2 D 51; 7907
6.3 Cc c trng ca mu
92
Ch . Hng dn s dng my tnh cm ta tnh cc c trng mu

a. My FX500MS (tng t cho my FX570MS)
Bc 1: n phm
ng vi mc
SD
Mod n khi mn hnh xut hin ch SD v chn s tng
Bc 2: Nhp s liu
Bc 3: Sau khi nhp ht cc s liu tip theo bn nhn phm
Bc 4: Xut kt qu nhn
153 -> M+; 160->M+; 145->M+; 162->M+; 165->M+; 158>M+
Tnh
Tnh
Tnh
on
Shift -> 2
x.
N x/
N W 1 -> =
sO .x n/ W 2->=
s.x n
1/ W 3->=
b. My FX500ES (tng t cho FX570ES )
Bc 1: Shift->Mode->
tn s)
-> 4(Stat)->2(Off) (S liu nhp vo khng c
Bc 2: Mod->2 (Stat)->1(1-Var)
Bc 3: Nhp s liu
Sau khi nhp ht cc s liu tip theo bn nhn phm
Xut kt qu
153 -> =; 160->=; 145->=; 162->=; 165->=; 158->=
V d 6.5.
a. Tnh
Tnh
Tnh
Tnh
Tnh
on
Shift -> 1->5(Var)
n.n/ W 1->=
x.
N x/
N W 2 -> =
sO .x n/ W 3->=
s.x n
1/ W 4->=
im mn xc sut thng k ca mt s sinh vin khoa A cho nh sau
im
10
S SV
12
15
xN .
xN D
1
.5 2 C 6 4 C 7 12 C 8 15 C 9 6 C 10 2/ D 7; 6097
41
6.3 Cc c trng ca mu
b. Tnh
sO 2 .
x2 D
suy ra
93
1 2
.5 2 C 62 4 C 72 12 C 82 15 C 92 6 C 102 2/ D 59; 2195
41
sO 2 D x 2
xN 2 D 59; 2195 -7; 60972 D 1; 3119.
Ch . Hng dn s dng my tnh cm ta tnh cc c trng mu (mu c tn s)

a. My FX500MS (tng t cho my FX570MS)
Bc 1: n phm
ng vi mc
SD
Mod n khi mn hnh xut hin ch SD v chn s tng
Bc 2: Nhp s liu
Bc 4: Sau khi nhp ht cc s liu tip theo bn nhn phm
Bc 3: Xut kt qu nhn
5;2 -> M+; 6;4->M+; 7;12->M+; 8;15->M+; 9;6->M+; 10;2>M+
Tnh
Tnh
Tnh
on
Shift -> 2
x.
N x/
N W 1 -> =
sO .x n/ W 2->=
s.x n
1/ W 3->=
b. My FX500ES (tng t cho FX570ES)
Bc 1: Shift->Mode->
Bc 2: Mod->2 (Stat)->1(1-Var)
Bc 3: Nhp s liu
-> 4(Stat)->1(On) (S liu nhp vo c tn s)
Ct x: 5 -> =; 6->=; 7->=; 8->=; 9->=; 10->=

Ct Freq: 2 -> =; 4->=; 12->=; 15->=; 6->=; 2->=
Sau khi nhp ht cc s liu tip theo bn nhn phm
Xut kt qu
V d 6.6.
Tnh
Tnh
Tnh
Tnh
on
Shift -> 1->5(Var)
n.n/ W 1->=
x.
N x/
N W 2 -> =
sO .x n/ W 3->=
s.x n
1/ W 4->=
Nng sut la trong 1 vng l i lng ngu nhin c phn phi chun.
Gt ngu nhin 115 ha ca vng ny, ngi ta thu c bng s liu:
6.4 Phn phi xc sut ca trung bnh mu
Tnh
94
Nng sut (t / ha)
40-42
42 44
44 46
46 48
48 50
50 52
Din tch (ha)
13
25
35
30
xN ; sO 2 .
6.4 Phn phi xc sut ca trung bnh mu

a. Trng hp X N.I 3 /
Gi
.X1 ; : : : ; Xn /
X; khi Xi N.I 2 /

2
N
X N I
n
l mu ngu nhin ly t
Trong trng hp cha bit
2
(6.1)
ta c
XN
S
p
n
Tn
(6.2)
b. Trng hp c mu ln

2

:
XN N I
n
Trong trng hp cha bit
2
(6.3)
ta c

2
S
:
XN N I
n
(6.4)
Ch . Khi mu .X1; : : : ; Xn/ l mu nh tnh, t l phn t A trn tng th l p:

Xi D
1
0
Nu phn t th
Nu phn t th
Cc bin ngu nhin
Xi
c lp v
i
i
A; P .Xi D 1/ D p
;
khc loi A; P .Xi D 0/ D q
loi
Xi B.p/,
theo 4.5.2 ta c

p
:
2
X D X1 C : : : C Xn N npI npq
Trong
X=n
gi l t l phn t
hay
X=n p :
r
N .0I 1/
npq
n
ca mu, thng c k hiu
Trong thng k, c mu gi l ln khi n 30:
i D 1; : : : ; n
F:
(6.5)
6.5 i lng thng k
95
6.5 i lng thng k

Gi s c mu ngu nhin
.X1 ; : : : ; Xn /
t bin ngu nhin
X:
Hm s .X1; : : : ; Xn/ ph thuc vo mu c gi l i lng thng

k. (Ngi ta cn gi ngn gn l thng k).
nh ngha 6.8.

V d 6.7.
Trung bnh mu, phng sai mu, t l mu l cc thng k.
Chng 7
c lng tham s
7.1 Khi nim chung
X c tham s cha bit, da vo mu ngu nhin .X1 ; : : : ; Xn /
O
D .X1 ; : : : ; Xn / c lng gi tr ca . C hai phng php:
Gi s bin ngu nhin

ta a ra thng k
c lng im: Ch ra gi tr
c lng khong: Ch ra mt khong
cho trc, trong
0
c lng cho
.1 I 2 /
:
cha
sao cho
P .1 < < 2 / D
gi l tin cy ca c lng.
7.2 c lng im

nh ngha 7.1
(c lng khng chch)
chch cho tham s nu E.O / D :
V d 7.1.
ngu nhin
c gi tr trung bnh l . T

l c lng khng chch cho
Gi s bin ngu nhin
.X1 ; : : : ; Xn /.
Ta nhn thy thng k
Khi
XN
Thng k O c gi l c lng khng
1
O D .X1 C Xn /
2
chn mt thng k
nh ngha 7.2
Theo tnh cht 6.3
.
Vn cn mt tiu chun
.
O
. c lng khng chch c gi l c lng
Var O nh nht trong cc c lng khng chch ca
(c lng hiu qu)
:
.
trong lp cc c lng khng chch cho
c hiu qu ca tham s nu
ta lp mu
cng l mt c lng khng chch cho
vy c th ni c nhiu c lng khng chch cho
O
7.3 c lng khong
97
Ch . Ngi ta chng minh c rng nu O l c lng hiu qu ca th phng

sai ca n l

Var O D
Trong
f .x; /
nE
@ ln f .x;0/
@
l hm mt xc sut ca bin ngu nhin gc.
N S 2; F
X;
Cc thng k
1

l c lng hiu qu cho tham s
; 2 ; p:
Ta c quy tc thc
hnh c lng im nh sau:
Tham s l thuyt
c trng mu
c lng
EX D
VarX D 2
xN
s2
x
2 s2
pf
(t l phn t
f =t
l phn t
trn mu
7.3 c lng khong

7.3.1 M t phng php.
l tham s ca X cha bit. Vi mu c th .x1 ; : : : ; xn /
cha sao cho P .1 < < 2 / D 1
cho trc.
Gi
Khong
j1
1
7.3.2
2 j
.1 I 2 /
gi l di khong tin cy.
gi l tin cy.
c lng khong cho trung bnh

ca
.1 I 2 / cha sao cho

.1 I 2 / D .xN "I xN C "/, vi " gi l
cha bit ta tm khong
Khong tin cy
chnh xc ca c lng. Trong
.1 I 2 /
gi l khong tin cy.
l trung bnh
P .1 < < 2 / D 1
Gi
ta tm khong
"
tnh nh sau
Cng thc tnh chnh xc c gii thch ph lc B.1.1
7.3 c lng khong
PP
PP C mu
PP
PP
VarX
PP
Bit
2
(t 1
Khng bit
n < 30; X N.I 2 /

" D p t1
n 2

" D p t1
n 2
tra bng A.2)
(t 1
s
" D p t1
n 2
2
(t 1
V d 7.2.
n 30
Kho st v thi gian t hc
tra bng A.2)
s
" D p tn
n
tra bng A.2)
98
n 1
(t
tra bng A.3).
(gi/tun) trong tun ca mt s sinh vin
h chnh quy trng i hc A trong thi gian gn y, ngi ta thu c bng s
liu
10
S SV
10
35
45
36
10
c lng thi gian t hc trung bnh ca mt sinh vin vi tin cy 95% cho hai
trng hp
a. Bit
D2
b. Cha bit
Gii. T mu ta tnh c n D 144I xN D 7; 1736I s D 1; 2366.

Gi
l thi gian t hc trung bnh ca sinh vin. Khong c lng cho
tin cy
95%
.1 I 2 / D .xN
c dng
hp:
a. Bit
D2
"
cho tng trng
.1 I 2 / D .7; 1736 0; 3267I 7; 1736C0; 3267/ D .6; 8469I 7; 5003/
Ch . Cho trc tin cy l 1

D 1; 96.
b. Khng bit
Tip theo ta tnh
vi

2
" D p t1 D p
1; 96 D 0; 3267
n 2
144
Vy khong c lng
ta c t0;475
"I xN C "/.
D 0; 95
cho nn ta c
1
2
D 0; 475.
Tra bng A.2

s
1; 2366
" D p t1 D p
1; 96 D 0; 202
2
n
144
Vy khong c lng
.1 I 2 / D .7; 1736
0; 202I 7; 1736 C 0; 202/ D .6; 9716I 7; 3756/
7.3 c lng khong
99
Ch . Vi t0;475 D 1; 96 c tnh nh cu a.
V d 7.3.
Kho st cn nng (kg) ca g khi xut chung, ngi ta cn mt s con
v kt qu cho nh sau:
2,1;
1,8;
2,0;
2,3;
1,7;
1,5;
2,0;
2,2;
1,8
Gi s cn nng ca g l bin ngu nhin c phn phi chun. Vi tin cy 95% c

lng cn nng trung bnh ca g khi xut chung:
a. Bit
D 0; 3.
b. Khng bit
.
Gii. T mu ta tnh c n D 9I xN D 1; 9333I s D 0; 2549.

Gi
l cn nng trung bnh ca g khi xut chung.
D 0; 3
a. Cho bit

0; 3
" D p t 1 D p 1; 96 D 0; 196
2
n
9
Vy khong c lng.1 I 2 /
b. Khng bit
D .1; 9333
s
" D p tn
n
Vy khong c lng
0; 2549
p 2; 306 D 0; 1959
9
.1 I 2 / D .1; 9333 0; 1959I 1; 9333C0; 1959/ D .1; 7374I 2; 1292/
Ch . Cho trc tin cy l 1

8
c t0;05
0; 196I 1; 9333 C 0; 196/ D .1; 7373I 2; 1293/
D 0; 95
D 2; 306.
cho nn ta c
D 0; 05.
Tra bng A.3 ta
Ch . Cc ch tiu c lng trung bnh. Ta nhn thy trong c lng trung bnh c
3 ch tiu chnh
"; 1
; n:
a. Xc nh c mu
l
Nu bit hai ch tiu th s xc nh c ch tiu th 3.
nh nht sao cho chnh xc khng ln hn
( y ta lun gi s c mu ln). Ta c
n
n

"
t1
2
hoc
n
s
"
t1
2
nh nht tha iu kin trn l

2

n D t1 C 1
" 2
hoc

2
s
n D t1 C 1
" 2
"
v tin cy
7.3 c lng khong
100
b. Xc nh tin cy ca c lng khi bit chnh xc ca c lng. Trc ht

xc nh gi tr
V d 7.4.
t1
p
" n
D
.
s
V t y d dng tnh c
Cn th 121 sn phm (n v tnh bng kg) ta tnh c
s 2 D 5; 76.
a. Xc nh chnh xc nu mun c lng trng lng trung bnh vi tin cy

95%.
b. Xc nh c mu nh nht lng trng lng trung bnh vi tin cy 95%
v chnh xc nh hn 0,4.
c. Xc nh tin cy nu mun c lng trung bnh vi chnh xc l
Gii.
" D 0; 5.
a. Xc nh chnh xc:
s
2; 4
" D p t1 D p
1; 96 D 0; 4276
n 2
121
b. Xc nh c mu
n.

2
2; 4
2
s
n D t 1 C 1 D
1:96 C 1 D 139
0; 4
" 2
c. Xc nh tin cy, trc ht ta tnh
t1
Tra bng A.2 ta tnh c
1
2
p
p
" n
0; 5 121
D
D
D 2; 29
s
2; 4
D 0; 489.
T suy ra
D 0; 978
7.3.3 c lng khong cho t l

p l t l phn t A cha bit ta tm khong .p1 I p2 /
P .p1 < p < p2 / D 1 . Khong tin cy .p1 I p2 / D .f "I f C "/,
Gi
f
"
l t l phn t
tnh trn mu.
gi l chnh xc ca c lng c tnh nh sau
"D
f .1
f/
n
t1
Cng thc tnh chnh xc c gii thch ph lc B.1.2
cha
trong
sao cho
7.3 c lng khong

V d 7.5.
101
Kho st t l ph phm do mt nh my sn xut ra, ngi ta quan st
800 sn phm thy c 8 ph phm. Vi tin cy 95% hy c lng t l ph phn

ca nh my.
Gii. Gi

8
f D
D 0; 01 :
800
l t l ph phm trn mu.
l t l ph phm ca nh my.
chnh xc ca c lng t l
"D
f .1
f/
n
Vy khong c lng cho
.p1 I p2 / D .0; 01
t1
0; 01.1 0; 01/
1; 96 D 0; 0069
800
vi tin cy 95% l
0; 0069I 0; 01 C 0; 0069/ D .0; 0031I 0; 0169/
Ch . Xc nh cc ch tiu c lng

a Xc nh c mu
l
Ta c
nh nht sao cho chnh xc khng ln hn
2
f .1 f /
n
t
1
. n nh nht tha
2
"2
2
f .1 f /
nD
t 1 C 1
2
"2
"
v tin cy
iu kin trn l
b Xc nh tin cy ca c lng khi bit chnh xc ca c lng. Trc ht

xc nh gi tr
t1
V t y d dng tnh c
V d 7.6.
r
D"
n
f .1
f/
bng bng A.2.
Quan st 800 sn phm do mt x nghip sn xut ra thy c 128 mu loi
A.
a. Xc nh chnh xc nu mun c lng t l sn phm loi
vi tin cy
95%.
b. Xc nh c mu nh nht c lng t l sn phm loi
nh hn 0,023 v tin cy 95%.
vi chnh xc
7.4 Bi tp chng 7
c. Xc nh tin cy nu mun c lng t l sn phm
102
vi chnh xc l
0,022.
Gii. Gi:

128
f D
D 0; 16 .
800
l t l sn phm loi
tnh trn mu
l t l sn phm loi
do x nghip sn xut ra.
a. chnh xc ca c lng
"D
b. Xc nh
f .1
f/
n
t1
0; 16.1 0; 16/
1; 96 D 0; 0254
800
2
f .1 f /
0; 16.1 0; 16/
nD
t
1
C
1
D
1;
96
C 1 D 977
2
"2
0; 0232
c. Xc nh tin cy
t1
r
D"
n
f .1
Tra bng A.2 ta tnh c
1
2
f/
D 0; 022
D 0; 4545.
800
D 1; 69
0; 016.1 0; 016/
T suy ra
D 0; 909
7.4 Bi tp chng 7
Bi tp 7.1.
Kim tra ngu nhin 25 bng n ca mt hng in t, thy tui th
trung bnh l 5000 gi, lch chun ca mu c hiu chnh l 200 gi. Gi s tui th
ca bng n c phn phi chun. Tnh khong c lng tui th trung bnh ca loi
bng n trn vi tin cy 95%.
(4917,44 gi; 5082,56 gi)
7.4 Bi tp chng 7
Bi tp 7.2.
103
Kim tra ngu nhin 25 bng n ca mt hng in t, thy tui th
trung bnh l 5000 gi, lch chun ca mu c hiu chnh l 200 gi. Gi s tui th
ca bng n c phn phi chun. S dng mu trn c lng tui th trung bnh
ca loi bng n trn vi chnh xc l 73,12 gi th m bo tin cy l:
Bi tp 7.3.
92%
Thm d 25 ngi ang s dng in thoi di ng v s tin phi tr
trong 1 thng, thy s tin trung bnh mt ngi phi tr l 200 ngn ng, lch
chun ca mu c hiu chnh l 50 ngn ng. Gi s s tin phi tr trong mt thng
c phn phi chun. Vi tin cy l 95% tnh khong c lng s tin trung bnh
mt ngi s dng in thoi di ng phi tr.
ng)
Bi tp 7.4.
(179,36 ngn ng; 220,64 ngn
Thm d 25 ngi ang s dng in thoi di ng v s tin phi tr
trong 1 thng, thy s tin trung bnh mt ngi phi tr l 200 ngn ng, lch
chun ca mu c hiu chnh l 50 ngn ng. Gi s s tin phi tr trong mt thng
c phn phi chun. Vi chnh xc l 19,74 ngn ng th tin cy l:
94%
7.4 Bi tp chng 7
Bi tp 7.5.
104
Bit chiu di ca mt loi sn phm l bin ngu nhin c phn phi
chun. o ngu nhin 10 sn phm loi ny th c chiu di trung bnh l 10,02m

v lch chun ca mu cha hiu chnh l 0,04m. Khong c lng chiu di trung
bnh ca loi sn phm ny vi tin cy 95% l:
(9,9898cm; 10,0502cm)
Chng 8
Kim nh gi thit
8.1 Bi ton kim nh gi thit
8.1.1 Gi thit khng, i thit
Trong chng ny chng ta s cp n bi ton thng k lin quan n tham s
,
: Tuy nhin chng ta s gi s

c phn chia thnh hai tp tch bit 0 v 1 v nhim v ca ngi lm
phi quyt nh xem thuc 0 hay 1 :
vi gi tr ca n khng bit thuc khng gian tham
c th
thng k
Chng ta t
H0
k hiu gi thit
2 0 ;
H1
2 1 : Bi v
H0 hoc H1 l ng.
k hiu gi thit
0 \ 1 D ; chnh xc ch c gi thit
nh chp nhn H0 bc b H1 hoc ngc
tch bit v
Chng ta phi quyt
li. Bi ton thuc
dng ny c gi l kim nh gi thit.

n y, chng ta thy vai tr ca gi thit
H0
H1
c bn ging nhau. Trong hu
ht cc bi ton kim nh, hai gi thit ny hi khc. phn bit gia hai gi thit
ny ta gi
H0
gi l
gi thit khng v H1 gi l i thit. Chng ta s dng cc thut
ng ny trong phn cn li ca chng.
8.1.2 Min ti hn
Ta xt bi ton vi gi thit c dng nh sau:
Gi thit khng
i thit
H1 W
H0 W 2 0
2 1
Gi s trc khi chng ta quyt nh gi thit no s c chp nhn, chng ta c mu

ngu nhin
X1 ; : : : ; Xn
c trch t phn phi ca c tnh
vi tham s
cha bit.
8.1 Bi ton kim nh gi thit

Chng ta k hiu
l khng gian mu,
106
cha tt c cc kt qu c th xy ra khi
ly mu ngu nhin.
Trong qu trnh kim nh, chng ta s chia
cc gi tr ca
thnh hai tp con. Mt tp cha tt c
H0 ; v tp cn li cha tt c cc gi tr ca X
H1 : Tp cc gi tr ca X H0 b bc b gi l
sao cho ta chp nhn
sao cho ta bc b
H0
v chp nhn
min ti hn, k hiu C

Vi mi gi tr
2
ta t hm
lc lng . / l xc sut dn n bc b H0; ngc
1 . / l xc sut dn n chp nhn H0 : Nu k hiu C

nh, hm . / c xc nh bi quan h
li
. / D P .X 2 C j / ;
l min ti hn ca kim
8 2
. / l xc sut ng vi mi th H0 b bc b, trong trng hp l tng hm

. / D 0 vi mi 2 0 v . / D 1 vi mi 2 1 : Nu hm . / c cc gi tr ny
th bt chp gi tr thc t no ta lun c kt lun ng vi xc sut 1.
Bi v
8.1.3 Hai loi sai lm

Khi chn mt trong hai quyt nh trn s ny sinh ra hai sai lm:
Sai lm loi I: Bc b
H0
khi
H0
ng, xc sut sai lm loi I l
P .C jH0 / D P ..X1 ; : : : ; Xn / 2 C jH0 /

H0 khi H0 sai, xc sut sai lm

P CN jH1 D P ..X1 ; : : : ; Xn / C jH1 /
Sai lm loi II: Chp nhn
V d 8.1.
loi II l
Cn nghin cu tc dng ph ca mt loi thuc mi va c nghin cu
ta t gi thit v i thit nh sau
Gi thit
i thit
XXX
XXX
Thc t
XX
XXX
Kt lun
XX
Chp nhn
Bc b
H0
H0
H0 W
H1 W
Thuc c tc dng ph
Thuc khng c tc dng ph
Thuc c tc dng ph
Thuc khng c tc dng ph
Kt lun ng
Sai lm loi II
Sai lm loi I
Kt lun ng
Vic t gi thit nh trn khi sai lm loi I xy ra l tai hi hn sai lm loi II (thuc
c tc dng ph m kt lun thuc khng c tc dng ph).
8.2 Kim nh gi thit v trung bnh

L t nhin l ta chn min
107
sao cho cc tiu c hai xc sut phm sai lm. Song
khng th cc tiu ng thi c hai sai lm khi c mu c nh, bi v hai xc sut trn
hin h nhau bi:
Do
cc

P .C jH0 / C P CN jH0 D 1I P .C jH1 / C P CN jH1 D 1:

N jH1
tiu P .C jH0 / cha chc cc tiu P C
8.1.4 Phng php chn min ti hn

Ta c nh mt loi xc sut sai lm v tm min
sao cho xc sut phm sai lm kia
P .C jH0 / ,
i, ngha l tim C
t gi tr nh nht. Thng thng ta c nh xc sut sai lm loi I:

ta s chn min
sao cho
sao cho:
(
Ta gi
P CN jH1
P .C jH0 /
P .C jH1 / t
l mc ngha
cc i
t cc tiu hay
hay
P .C jH1 / cc
. / vi 2 0
. / t cc i vi 2 1
ca kim nh, khi c nh
ln nht th qui tc ny gi l qui tc mnh nht.
v c hm lc lng . /; 8 2 1
8.2 Kim nh gi thit v trung bnh

Gi s
(cha bit) l trung bnh ca bin ngu nhin
Gi thit
i thit
PP
PP C mu
PP
PP
VarX
PP
Bit
tD
2
t1
Khng bit
2
tD
(t 1
Xem gii thch ph lc B.2.1
jxN
0 j p
n
(Bng A.2)
jxN
X,

cn kim nh
H0 W D 0
H1 W 0
n 30
0 j p
n
(Bng A.2)
(8.1)
n < 30; X N.I 2 /

tD
t1
tD
tn
jxN
0 j p
(Bng A.2)
jxN
0 j p
(Bng A.3)
8.3 Kim nh gi thit v t l
108
Kt lun

Chp nhn gi thit
H0
khi
t t1
Bc b gi thit
H0
khi
t > t1
hoc
V d 8.2.
xN n D
t tn

t > tn 1
hoc
Cn th 15 con g ty 1 tri chn nui khi xut chung ta tnh c

3; 62kg . Cho bit 2 D 0; 01.
a. Gim c tri tuyn b trng lng trung bnh ca g ty l

c khng vi mc ngha
3; 5kg
th c tin
D1%.
b. Gi s ngi ta dng thc n mi v khi xut chung trng lng trung bnh ca
g ty l 3,9 kg. Cho kt lun v loi thc n ny vi mc ngha
Gii.

a. Gi
cn nng trung bnh ca g khi xut chung. Cn kim nh:
(
tD

t > t1
b. Gi
jxN n
0 j p
i thit
H0 W D 3; 5kg
H1 W 3; 5kg
j3; 62 3; 5j p
15 D 4; 6
0; 1
jx n
Gi thit
i thit
0 j p
D 2; 58
H0 W D 3; 9kg
H1 W 3; 9kg
nD
j3; 62 3; 9j p
15 D 10; 84
0; 1
nn bc b gi thit. Vy thc n mi c tc dng tt.
p (cha
bit) l t l phn t loi
cn nng trung bnh ca g c s dng thc n mi khi xut chung

Gi s
t1
nn bc b gi thit. Vy gim c bo co sai.
tD
2
Gi thit
nD

t > t1
D 1%:
Xem gii thch ph lc B.2.2
Gi thit
i thit
A,
cn kim nh
H0 W p D p0
H1 W p p0
109
Qui tc thc hnh nh sau: Tnh gi tr
Trong
tDp
l t l phn t
jf
p0 .1
p0 j
p0 /
t1
(Bng A.2)
trn mu
Kt lun:

Chp nhn gi thit
H0
khi
Bc b gi thit
H0
khi
t > t1
V d 8.3.
t t1
kim tra 1 loi sng th thao, ngi ta cho bn 1000 vin n vo bia
thy c 540 vin trng ch. Sau , bng ci tin k thut ngi ta nng t l trng
ln 70%. Hy cho kt lun v ci tin vi mc ngha 1%.
Gii. Gi
p
l t l bn trng thc t (cha bit)
l t l bn trng trn mu.
Cn kim nh gi thit
Gi thit
i thit
H0 W p D 0; 7
H1 W p 0; 7
Tin hnh kim tra gi thit
D 0; 99
V d 8.4.
tDp
jf
p0 .1
j0; 54 0; 7j p
nD p
1000 D 11; 04
0; 7:0; 3
p0 /
p0 j
tra bng A.2 ta c
t1
D 2; 58.
Kt lun ci tin c tc dng tt.
Kim tra 800 SV thy c 128 SV gii. Trng bo co tng kt l c 40%
SV gii th c th chp nhn c khng vi mc ngha 5%.
Gii. Gi
p
t l sinh vin gii thc t (cha bit)
t l sinh vin gii tnh trn mu
Gi thit
i thit
f D
128
D 0; 16
800
H0 W p D 40%
H1 W p D 40%
8.4 So snh hai gi tr trung bnh
110
Tin hnh kim tra gi thit
tDp
D 0; 95
jf
p0 .1
j0; 16 0; 4j p
nD p
800 D 13; 871
0; 4:0; 6
p0 /
p0 j
tra bng A.2 ta c
t1
SV gii trong thc t thp hn nhiu.
D 1; 96.
Kt lun bo co l sai s tht, t l

Gi s
X1
X2
l hai bin ngu nhin c lp c gi tr trung bnh l
1
2
. Cn
kim nh
Gi thit
i thit
H0 W 1 D 2
H1 W 1 2
K hiu cc c trng ca mu 1, 2 ly t tng th 1, tng th 2.
Mu
C mu
Trung bnh mu
lch chun c hiu chnh
n1
n2
xN 1
xN 2
s1
s2
II
```
```
C mu
```
```
```
VarX1 I VarX2
`
Bit
12 I 22
n1 I n2 30
n1 I n2 < 30I X1 N.1 I 12 /I X2 N.2 I 22 /
jxN 1 xN 2 j
tDs
12
22
C
n1
n2
t 1 (Bng A.2)
jxN 1 xN 2 j
tDs
12
22
C
n1
n2
t 1 (Bng A.2)
jxN 1 xN 2 j
tDs
s12
s2
C 2
n1
n2
t 1 (Bng A.2)
jxN 1 xN 2 j
tDs
s2
s2
C
n1
n2
Khng bit
12 I 22
Trong
s2 D
Kt lun:
.n1
1/s12 C .n2 1/s22

n1 C n2 2
gi l phng sai gp.
tn1 Cn2
(Bng A.3)

Chp nhn gi thit
H0
khi
t t1
Bc b gi thit
H0
khi
t > t1
t tn1 Cn2

t > tn1 Cn2 2
hoc
hoc
V d 8.5.
111
Cn th 100 tri cy nng trng I ta tnh c x

N 1 D 101; 2I s12 D 571; 7
v 361 tri cy nng trng II tnh c x
N 2 D 66; 39I s22 D 29; 72. So snh trng
lng trung bnh ca tri cy 2 nng trng vi mc ngha 1%.
Gii. Gi 1; 2 cn nng trung bnh ca tri cy nng trng I v II.

Cn kim nh
Gi thit
i thit
H0 W 1 D 2
H1 W 1 2
Mu
C mu
Trung bnh mu
lch chun c hiu chnh
n1 D 100
n2 D 361
xN 1 D 101; 2
xN 2 D 66; 39
s12 D 571; 7
s22 D 29; 72
II
Tnh gi tr
jxN 1 xN 2 j
j101; 2 66; 39j
tDs
Dr
D 14; 4549
2
2
29;
72
571;
7
s1
s
C
C 2
100
361
n1
n2
Tra bng A.2 ta c
t1
D t0 ; 495 D 2; 58:
Vy
t > t1
cho nn bc b gi thit
H0
hay cn nng trung bnh ca tri cy hai a phng khng bng nhau.
V d 8.6.
o ng knh 20 trc my do my I sn xut v 22 trc my do my II

sn xut ta tnh c x
N 1 D 251; 7I s12 D 52; 853 v xN 2 D 249; 8I s22 D 56; 2. C th xem
ng knh trung bnh ca cc trc my 2 my nh nhau vi mc ngha 1% khng?
Gii.
8.5 So snh hai t l
112
8.5 So snh hai t l

Gi
p1 I p2
t l phn t
trn tng th 1 v 2 cha bit. Ta cn kim nh
(
Tnh:
t
n1 f1 C n2 f2
n1 C n2
f D
Gi thit
i thit
H0 W p1 D p2
H1 W p1 p2
A chung
(T l phn t
ca 2 mu), trong
f1 I f2
t l phn
trn mu 1, 2.
jf1
f2 j

1
f/
C
n1
tDs
f .1
Kt lun:

Chp nhn gi thit
H0
khi
Bc b gi thit
H0
khi
t > t1
V d 8.7.
t t1
1
n2
T hai m ng tin hnh 2 mu vi
f1 D 0; 2
phn t loi A trn mu 1, 2 ln lt
n1 D 100; n2 D 120 tnh c t l

f2 D 0; 3. Vi mc ngha D 1%
cho kt lun t l phn t A ca 2 m ng c nh nhau khng.
Gii. Tnh f
Gi
p1 ; p2
20 C 36
D 0; 255.
100 C 120
(cha bit) t l phn t
trn tng th 1, 2. Cn kim nh gi thit
Gi thit
i thit
H0 W p1 D p2
H1 W p1 p2
j0; 2
0; 3j

D 1; 695
1
1
0; 255:0; 745
C
100 120
tDs
Vi
D 1%
tra bng A.2 tnh c
t1
t l phn t A trn 2 mu nh nhau.
V d 8.8.
D 2; 58.
Kt lun chp nhn gi thit
H0
hay
Kim tra 120 sinh vin trng A thy c 80 sinh vin gii, 150 SV trng
B c 90 SV gii. Hi t l SV gii ca 2 trng nh nhau khng? Bit mc ngha l

5%.
8.5 So snh hai t l
113
Gii.
V d 8.9.
Kim tra 230 sn phm ca ca ngy thy c 4 sn phm hng. Cn kim
tra 160 sn phm ca ca m thy c 3 sn phm hng. Kt lun t l sn phm hng

ph thuc vo ca c ng khng vi mc ngha 1%.
Gii.
8.6 Bi tp chng 8
114
8.6 Bi tp chng 8
Bi tp 8.1.
Bit chiu di ca mt loi sn phm l bin ngu nhin c phn phi
chun. o ngu nhin 10 sn phm loi ny th c chiu di trung bnh l 10,02m v

lch chun ca mu cha hiu chnh l 0,04m. Kim nh gi thuyt H: chiu di
t
= 2,5703; chiu di trung bnh ca loi sn phm ny l 10,0543m vi mc
ngha 3%
trung bnh ca loi sn phm ny l 10,0543m c gi tr kim nh t l bao nhiu?
Bi tp 8.2.
Kho st v thi gian t hc (gi/tun) ca sinh vin h chnh quy
trng i hc A trong hc k ny. Tin hnh ly mu, ngi ta thu c bng s liu:
Thi gian
S sinh vin
5
5
7
14
9
16
11
8
11
13
6
a. Tm khong c lng thi gian t hc trung bnh trong tun ca sinh vin trng
A vi tin cy 95%.
(7,1817gi/tun; 8,4917gi/tun)
b. c lng thi gian t hc trung bnh trong tun vi tin cy 95% v

chnh xc nh hn
" D 0; 6(gi/tun) th
c mu nh nht l bao nhiu?
59
8.6 Bi tp chng 8
115
c. S dng mu ban u c lng thi gian t hc trung bnh trong tun vi

chnh xc
" D 0; 6(gi/tun)
th m bo tin cy l bao nhiu?
92,82%
d. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh vin chm

hc. Vi tin cy 95% khong c lng t l sinh vin chm hc l bao nhiu?
(15,92%; 41,22%)
e. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh vin chm

hc. c lng t l sinh vin chm hc vi tin cy 95% v chnh xc
nh hn
" D 0; 12
th c mu nh nht l bao nhiu?
55
f. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh vin chm

hc. S dng mu trn c lng t l sinh vin chm hc vi chnh xc
" D 0; 12
th m bo tin cy l bao nhiu?
93,71%
8.6 Bi tp chng 8
116
g. Tnh gi tr thng k t kim nh gi thuyt H: thi gian t hc trung bnh

ca sinh vin trng A l 8,4(gi/tun) v cho kt lun vi mc ngha 5%.
t = 1,6855; thi gian t hc trung bnh ca sinh vin trng A l

8,4(gi/tun) vi mc ngha 5%
h. Trong kim nh gi thuyt H: thi gian t hc trung bnh ca sinh vin trng
A l 8,4(gi/tun), mc ngha ti a gi thuyt H c chp nhn l bao
nhiu?
9,1%
i. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh vin chm

hc. Tnh gi tr thng k t kim nh gi thuyt H: t l sinh vin chm hc
t = 1,9261; t l sinh
vin chm hc trng A l 18% vi mc ngha 5%
trng A l 18% v cho kt lun vi mc ngha 5%.
8.6 Bi tp chng 8
117
j. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh vin chm

hc. Trong kim nh gi thuyt H: t l sinh vin chm hc trng A l 18%,
mc ngha ti a gi thuyt H c chp nhn l bao nhiu?
5,36%
k. Trng B kho st 64 sinh vin v thi gian t hc. Ngi ta tnh c lch
chun ca mu c hiu chnh l 2(gi/tun) v trung bnh mu l 8,5(gi/tun).
Tnh gi tr thng k t kim nh gi thuyt H: thi gian t hc trung bnh
trong tun ca sinh vin hai trng l nh nhau v cho kt lun vi mc ngha
t = 1,5893; thi gian t hc trung bnh trong tun ca sinh vin

hai trng l nh nhau mc ngha 5%
5%.
l. Trng B kho st 64 sinh vin v thi gian t hc. Ngi ta tnh c lch
chun ca mu c hiu chnh l 2(gi/tun) v trung bnh mu l 8,5(gi/tun).
Trong kim nh gi thuyt H: thi gian t hc trung bnh trong tun ca sinh
vin hai trng l nh nhau, mc ngha ti a gi thuyt H c chp nhn
l bao nhiu?
11,18%
8.6 Bi tp chng 8
118
m. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh vin chm

hc. Trng B kho st 64 sinh vin v thi gian t hc thy c 28 sinh vin
chm hc. Tnh gi tr thng k t kim nh gi thuyt H: t l sinh vin
t=
1,6546; t l sinh vin chm hc ca hai trng l nh nhau vi mc
ngha 5%
chm hc ca hai trng l nh nhau v cho kt lun vi mc ngha 5%.
n. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh vin chm

hc. Trng B kho st 64 sinh vin v thi gian t hc thy c 28 sinh vin
chm hc. Trong kim nh gi thuyt H: t l sinh vin chm hc ca hai
trng l nh nhau, mc ngha ti a gi thuyt H c chp nhn l bao
9,7%
nhiu?
Bi tp 8.3.

Thi gian
S thai ph
34
36
36
38
10
38
40
59
40
42
41
42
44
4
Khong c lng thi gian mang thai trung bnh ca thai ph vi tin cy 95% l:
A.
(39,1049 tun; 39,7215 tun).
B. (38,1049 tun; 38,7215 tun).
C.
(37,1049 tun; 37,7215 tun).
D.
(40,1049 tun; 40,7215 tun).
8.6 Bi tp chng 8
Bi tp 8.4.
119

Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
c lng thi gian mang thai trung bnh ca thai ph vi tin cy 95% v
chnh xc nh hn
A.
" D 0; 25(tun)
175.
B.
Bi tp 8.5.
th c mu nh nht l:
185.
C.
195.
D.
165.

Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
S dng mu trn c lng thi gian mang thai trung bnh ca thai ph vi
chnh xc
A.
" D 0; 25(tun)
86,82%.
Bi tp 8.6.
th m bo tin cy:
B.
87,82%.
C.
88,82%.
D.
89,82%.

Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. Vi tin
cy 95% khong c lng t l thai ph sinh non:
A.
(2,63%; 10,95%). B.
Bi tp 8.7.
(3,63%; 11,95%). C.
(4,63%; 12,95%). D. (1,63%; 9,95%).

Thi gian
34
S thai ph
36
7
36
38
10
38
40
59
40
42
42
41
44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. c lng
t l thai ph sinh non vi tin cy 95% v chnh xc nh hn
mu nh nht l:
A.
121.
B.
141.
C. 151.
" D 0; 04
D.
131.
th c
8.6 Bi tp chng 8
Bi tp 8.8.
120
Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. S dng mu
trn c lng t l thai ph sinh non vi chnh xc
cy:
A.
91,99%.
Bi tp 8.9.
B.
95,99%.
C.
" D 0; 04 th
93,99%.
m bo tin
D.
97,99%.
Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
Gi tr thng k t kim nh gi thuyt H: thi gian mang thai trung bnh ca thai
ph l 39,7 tun l:
A.
t = 1,8231; thi gian mang thai trung bnh ca thai ph l 39,7 tun vi mc
ngha 7%.
B.
t = 1,8231; thi gian mang thai trung bnh ca thai ph l 39,7 tun vi mc
ngha 5%.
C.
t = 2,8231; thi gian mang thai trung bnh ca thai ph ln hn 39,7 tun vi
mc ngha 5%.
D.
t = 2,8231; thi gian mang thai trung bnh ca thai ph nh hn 39,7 tun vi
mc ngha 3%.
Bi tp 8.10.
Kho st thi gian (tun) mang thai ca thai ph khng ht thuc.
Tin hnh ly mu, ngi ta c s liu cho nh bng sau:
Thi gian
34
S thai ph
36
7
36
38
10
38
40
40
59
42
41
42
44
4
Trong kim nh gi thuyt H: thi gian mang thai trung bnh ca thai ph l 39,7
tun, mc ngha ti a gi thuyt H c chp nhn l:
A.
6,72%.
B.
7,72%.
C. 8,72%.
D.
9,72%.
8.6 Bi tp chng 8
Bi tp 8.11.
121

Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. Gi tr thng
k t kim nh gi thuyt H: t l thai ph sinh non l 12% l:
A.
t = 2,1037; t l thai ph sinh non thp hn 12% vi mc ngha 5%.
B.
t = 2,1037; t l thai ph sinh non ln hn 12% vi mc ngha 5%.
C.
t = 1,1037; t l thai ph sinh non cao hn 12% vi mc ngha 5%.
D.
t = 1,1037; t l thai ph sinh non l 12% vi mc ngha 5%.
Bi tp 8.12.

Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. Trong kim
nh gi thuyt H: t l thai ph sinh non l 12%, mc ngha ti a gi thuyt
H c chp nhn l:
A.
3,48%.
Bi tp 8.13.
B.
4,48%.
C. 5,48%.
D.
6,48%.

Thi gian
S thai ph
34
36
36
38
10
38
40
59
40
42
41
42
44
4
Kho st thi gian mang thai ca 100 thai ph c ht thuc v tnh c thi gian
mang thai trung bnh l 38,5 tun v lch chun ca mu c hiu chnh 3,5 tun.
Gi tr thng k t kim nh gi thuyt H: Thi gian mang thai ca thai ph ht
thuc v khng ht thuc l nh nhau l:
A.
t = 1,3798; Thi gian mang thai ca thai ph ht thuc v khng ht thuc l
nh nhau vi mc ngha 5%.

B.
t = 1,3798; Thi gian mang thai ca thai ph ht thuc nh hn vi mc
ngha 5%.
8.6 Bi tp chng 8
C.
122
t = 2,3798; Thi gian mang thai ca thai ph ht thuc v khng ht thuc l
nh nhau vi mc ngha 5%.

D.
t = 2,3798; Thi gian mang thai ca thai ph ht thuc ln hn vi mc
ngha 5%.
Bi tp 8.14.
Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
42
41
44
4
Kho st thi gian mang thai ca 100 thai ph c ht thuc v tnh c thi gian
mang thai trung bnh l 38,5 tun v lch chun ca mu c hiu chnh 3,5 tun.
Trong kim nh gi thuyt H: Thi gian mang thai ca thai ph ht thuc v khng
ht thuc l nh nhau, mc ngha ti a gi thuyt H c chp nhn l
A.
2,74%.
Bi tp 8.15.
B.
3,74%.
C.
1,74%.
D.
4,74%.
Thi gian
S thai ph
34
36
7
36
38
10
38
40
40
59
42
42
41
44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. Kho st
thi gian mang thai ca 100 thai ph c ht thuc v tnh c thi gian mang thai
thy c 16 thai ph sinh non. Gi tr thng k t kim nh gi thuyt H: t l sinh
non ca thai ph c ht thuc v khng ht thuc l nh nhau l:
A.
t = 2,4753; t l sinh non ca thai ph khng ht thuc ln hn vi mc
ngha 5%.
B.
t = 2,4753; t l sinh non ca thai ph c ht thuc ln hn vi mc ngha
5%.
C.
t = 1,4753; t l sinh non ca thai ph khng ht thuc ln hn vi mc
ngha 5%.
D.
t = 1,4753; t l sinh non ca thai ph c ht thuc ln hn vi mc ngha
5%.
Bi tp 8.16.
8.6 Bi tp chng 8
Thi gian
34
S thai ph
36
36
38
38
10
40
40
59
42
41
42
123
44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. Kho st
thi gian mang thai ca 100 thai ph c ht thuc v tnh c thi gian mang thai
thy c 16 thai ph sinh non. Trong kim nh gi thuyt H: t l sinh non ca thai
ph c ht thuc v khng ht thuc l nh nhau, mc ngha ti a gi thuyt H
c chp nhn l:
A.
1,32%.
B.
2,32%.
C. 3,32%.
D.
p n cu hi trc nghim
8.3
8.5
8.7
8.9
8.4
8.6
8.8
8.10
8.11
8.13
8.15
8.12
8.14
8.16
4,32%.
Chng 9
Tng quan, hi qui
9.1 M u
9.1.1 S liu trong phn tch tng quan, hi qui
Quan trc
th ca
i tng v mi i tng chng ta o 2 i lng
X; Y:
S liu c
i tng c th nh sau:
.x1 ; y1 /; .x2 ; y2 /; : : : ; .xn ; yn /
V d 9.1.
Kho st chiu cao
ta ghi nhn mt cp
.XI Y /
Y.cm/
ca 10 a tr tui
X (thng
tui). Mi a tr
v cc gi tr nh sau:
.18I 76; 0/ .19I 77; 0/ .19I 76; 3/ .20I 77; 3/ .21I 77; 7/
.22I 78; 8/ .22I 78; 2/ .23I 79; 0/ .24I 80; 2/ .25I 80; 6/
Thng thng cc gi tr trn cn c xp thnh bng nh sau
18
19
19
20
21
22
22
23
24
25
76,0
77,0
76,3
77,3
77,7
78,8
78,2
79,0
80,2
80,6
9.1.2 Biu tn x
Khi quan st mt i tng ta c cp gi tr
tn ca cc cp gi tr
.xi I yi /
.xi I yi /:
c c hnh nh v s phn
ta c th biu din cc cp gi tr ny trn h trc
minh ha, vi s liu ..... ta c biu tn x nh sau
0xy:
9.2 H s tng quan
79
80
125
76
77
78
height
78
76
77
height
79
80
18
19
20
21
22
23
24
25
18
19
20
age
21
22
23
24
25
age
Hnh a
Hnh b
Ta nhn thy hai a tr bt k mc d cng tui nhng c chiu cao khc nhau (ngu
nhin) tuy nhin xu hng y l chiu cao tng theo tui (tt nhin) hay chiu
cao
thay i mt cch c h thng theo tui
X:
Biu trn y gi cho thy mi lin h gia tui
.X/
v chiu cao
.Y /
l mt
ng thng (tuyn tnh - nh hnh b). o lng mi lin h ny, chng ta c th
s dng h s tng quan
9.2 H s tng quan
Gi s ta c mu n quan trc .x1 ; y1/; : : : ; .xn; yn/. H s tng quan

Pearson c c tnh bng cng thc nh sau
nh ngha 9.1.
rxy D
Trong xy D n1
n
P
xy
xy
sOx sOy
xi yi
iD1
ngha h s tng quan

rxy
o mc quan h tuyn tnh gia
rxy D 0
x; y
1 rxy 1:
hai bin s khng c quan h tuyn tnh,
quan h tuyn tnh tuyt i (cc cp
.xi I yi /
rxy D 1
th hai bin s c
thuc mt ng thng).
9.3 Tm ng thng hi qui

rxy < 0
quan h gia
rxy > 0
quan h gia x, y l ng bin (c ngha l khi
V d 9.2.
x; y
.X/:
X
Y
l nghch bin (c ngha l khi
Nghin cu o lng cholesterol
ca ngi tui
126
.Y /
tng th
tng cao th
gim)
tng)
trong mu ca 10 i tng nam
Kt qu o lng nh sau:
20
52
30
57
28
43
57
63
40
49
1,9
2,6
4,5
2,9
3,8
4,1
4,6
3,2
451
1X
xi D
D 45; 1I
xN D
n iD1
10
1X
35; 6
yN D
yi D
D 3; 56
n iD1
10
s x D 11; 785I
s y D 0; 8333
1695; 4
1X
xy D
xi yi D
D 169; 54
n iD1
10
rxy D
xy
_
x:y
_
s x:s y
169; 54 33; 9 3; 56
D 0; 914
11; 785 0:8333
9.3 Tm ng thng hi qui

tin vic theo di v m t m hnh, gi tui cho c nhn
yi
y
i D 1; 2: : : 10:
i l xi v
cholesterol l
M hnh hi tuyn tnh pht biu rng:
yi D a C bxi C "i
Ni cch khc, phng trnh trn gi nh rng cholesterol ca mt c nhn bng
mt hng s
cng vi mt h s
phng trnh trn,
al
lin quan n tui, v mt sai s
chn (intercept, tc gi tr lc
xi =0),
"i .
Trong
l dc (slope hay
gradient).
Cc thng s
a; b
phi c c tnh t d liu. Phng php c tnh cc thng s
ny l phng php bnh phng nh nht (least squares method). Nh tn gi, phng
php bnh phng nh nht tm gi tr
n
X
iD1
yi
a; b
sao cho tng bnh phng sai s
.a C bxi /2
9.4 S dng my tnh cm tay
127
l nh nht. Sau vi thao tc ton, c th chng minh d dng rng, c lng cho
a; b p
ng iu kin l
bD
Cui cng ta c ng hi qui
Ch :
y
_
sy
V d 9.3.
D rxy
x:
N yN
xy
_
sx
a D yN
b xN
y D a C bx
sx
xc nh phng trnh hi qui mu gia tui v cholesterol. T
y
_
sy
thay cc gi tr
y;
N x;
N s x ; s y ; rxy
D rxy
x
_
sx
c tnh v d trn vo ta c kt qu
y D 0; 9311 C 0; 05988x

V d 9.4.
Bi ton cho dng cp
X
Y
.xi ; yi /
nh sau:
20
52
30
57
28
43
57
63
40
49
1,9
2,6
4,5
2,9
3,8
4,1
4,6
3,2
Tm h s tng quan
rxy ,
ng hi qui mu
y D a C bx .
a. My FX500MS (my FX570MS tng t)
Bc 1: Nhp liu Mode->3->1 20,1.9M+
Bc 2: Xut kt qu Shift->2->( mi tn phi 2 ln) -> 1(A =a); 2(B=b);
52,4M+
3(r=rxy )
b. My FX500ES(tng t FX570ES)
Bc 1: SHIFT -> MODE -> dch chuyn mi tn tm chn muc Stat-> 2

(ch khng tn s)
Bc 2: MODE->2 (stat) ->2 (A+Bx) -> (nhp cc gi tr ca

ct)
X; Y
vo 2

Nhp gi tr ca
20=
52=
Nhp gi tr ca
1.9=
4=
128
Bc 3: Xut kt qu SHIFT - > 1 -> 7 ->1(A =a); 2(B=b); 3(r=rxy ).
V d 9.5.
Bi ton cho dng bng nh sau:
HH
HH X 21
HH
Y
H
3
23
Tm h s tng quan
rxy ,
25
11
ng hi qui mu
y D a C bx .
a. My FX500MS (my FX570MS tng t)
Bc 1: Nhp liu Mode->3->1 21,3;2M+
Bc 2: Xut kt qu Shift->2->( mi tn phi 2 ln) -> 1(A =a); 2(B=b);
21,4;5M+
3(r=rxy )
b. My FX500ES(tng t FX570ES)
Bc 1: SHIFT -> MODE -> dch chuyn mi tn tm chn muc Stat-> 1

(ch tn s)
Bc 2: MODE->2 (stat) ->2 (A+Bx) -> (nhp cc gi tr ca
X; Y
vo 2
ct)
Nhp gi tr ca
21=
Nhp gi tr ca
3=
Nhp tn s FREQ
2=
21=
4=
5=

Bc 3: Xut kt qu SHIFT - > 1 -> 7 ->1(A =a); 2(B=b); 3(r=rxy ).
Ph lc A
Cc bng gi tr xc sut
A.1 Gi tr hm mt chun n gin
A.1 Gi tr hm mt chun n gin f .z/ D
p1 e
2
130
z2
2
f .z/
z
O
z
0,00
0,01
0,02
0,03
0,04
0,05
0,06
0,07
0,08
0,09
0,0
0,1
0,2
0,3
0,4
0,5
0,3989
0,3970
0,3910
0,3814
0,3683
0,3521
0,3989
0,3965
0,3902
0,3802
0,3668
0,3503
0,3989
0,3961
0,3894
0,3790
0,3653
0,3485
0,3988
0,3956
0,3885
0,3778
0,3637
0,3467
0,3986
0,3951
0,3876
0,3765
0,3621
0,3448
0,3984
0,3945
0,3867
0,3752
0,3605
0,3429
0,3982
0,3939
0,3857
0,3739
0,3589
0,3410
0,3980
0,3932
0,3847
0,3725
0,3572
0,3391
0,3977
0,3925
0,3836
0,3712
0,3555
0,3372
0,3970
0,3911
0,3815
0,3684
0,3522
0,3334
0,6
0,7
0,8
0,9
1,0
0,3332
0,3123
0,2897
0,2661
0,2420
0,3312
0,3101
0,2874
0,2637
0,2396
0,3292
0,3079
0,2850
0,2613
0,2371
0,3271
0,3056
0,2827
0,2589
0,2347
0,3251
0,3034
0,2803
0,2565
0,2323
0,3230
0,3011
0,2780
0,2541
0,2299
0,3209
0,2989
0,2756
0,2516
0,2275
0,3187
0,2966
0,2732
0,2492
0,2251
0,3166
0,2943
0,2709
0,2468
0,2227
0,3125
0,2899
0,2663
0,2422
0,2181
1,1
1,2
1,3
1,4
1,5
0,2179
0,1942
0,1714
0,1497
0,1295
0,2155
0,1919
0,1691
0,1476
0,1276
0,2131
0,1895
0,1669
0,1456
0,1257
0,2107
0,1872
0,1647
0,1435
0,1238
0,2083
0,1849
0,1626
0,1415
0,1219
0,2059
0,1826
0,1604
0,1394
0,1200
0,2036
0,1804
0,1582
0,1374
0,1182
0,2012
0,1781
0,1561
0,1354
0,1163
0,1989
0,1758
0,1539
0,1334
0,1145
0,1944
0,1716
0,1499
0,1297
0,1111
1,6
1,7
1,8
1,9
2,0
0,1109
0,0940
0,0790
0,0656
0,0540
0,1092
0,0925
0,0775
0,0644
0,0529
0,1074
0,0909
0,0761
0,0632
0,0519
0,1057
0,0893
0,0748
0,0620
0,0508
0,1040
0,0878
0,0734
0,0608
0,0498
0,1023
0,0863
0,0721
0,0596
0,0488
0,1006
0,0848
0,0707
0,0584
0,0478
0,0989
0,0833
0,0694
0,0573
0,0468
0,0973
0,0818
0,0681
0,0562
0,0459
0,0942
0,0791
0,0657
0,0541
0,0441
2,1
2,2
2,3
2,4
2,5
0,0440
0,0355
0,0283
0,0224
0,0175
0,0431
0,0347
0,0277
0,0219
0,0171
0,0422
0,0339
0,0270
0,0213
0,0167
0,0413
0,0332
0,0264
0,0208
0,0163
0,0404
0,0325
0,0258
0,0203
0,0158
0,0396
0,0317
0,0252
0,0198
0,0154
0,0387
0,0310
0,0246
0,0194
0,0151
0,0379
0,0303
0,0241
0,0189
0,0147
0,0371
0,0297
0,0235
0,0184
0,0143
0,0356
0,0284
0,0224
0,0176
0,0136
2,6
2,7
0,0136
0,0104
0,0132
0,0101
0,0129
0,0099
0,0126
0,0096
0,0122
0,0093
0,0119
0,0091
0,0116
0,0088
0,0113
0,0086
0,0110
0,0084
0,0104
0,0079
A.1 Gi tr hm mt chun n gin
131
0,00
0,01
0,02
0,03
0,04
0,05
0,06
0,07
0,08
0,09
2,8
2,9
3,0
0,0079
0,0060
0,0044
0,0077
0,0058
0,0043
0,0075
0,0056
0,0042
0,0073
0,0055
0,0040
0,0071
0,0053
0,0039
0,0069
0,0051
0,0038
0,0067
0,0050
0,0037
0,0065
0,0048
0,0036
0,0063
0,0047
0,0035
0,0060
0,0044
0,0033
3,1
3,2
3,3
3,4
3,5
0,0033
0,0024
0,0017
0,0012
0,0009
0,0032
0,0023
0,0017
0,0012
0,0008
0,0031
0,0022
0,0016
0,0012
0,0008
0,0030
0,0022
0,0016
0,0011
0,0008
0,0029
0,0021
0,0015
0,0011
0,0008
0,0028
0,0020
0,0015
0,0010
0,0007
0,0027
0,0020
0,0014
0,0010
0,0007
0,0026
0,0019
0,0014
0,0010
0,0007
0,0025
0,0018
0,0013
0,0009
0,0007
0,0024
0,0017
0,0012
0,0009
0,0006
3,6
3,7
3,8
3,9
0,0006
0,0004
0,0003
0,0002
0,0006
0,0004
0,0003
0,0002
0,0006 0,0005
0,0004 0,0004
0,0003 0,0003
0,0002 0,0002
Bng A.1: Gi
0,0005 0,0005 0,0005

0,0004 0,0004 0,0003
0,0003 0,0002 0,0002
0,0002 0,0002 0,0002
tr hm mt chun ha
0,0005
0,0003
0,0002
0,0002
0,0005
0,0003
0,0002
0,0001
0,0004
0,0003
0,0002
0,0001
A.2 Gi tr hm Laplace '.x/ ca phn phi chun

n gin
132
A.2 Gi tr hm '.x/ D
Rx
0
p1
2
exp
1 2
z
2

dz
'.x/
O
x
0,00
0,01
0,02
0,03
0,04
0,05
0,06
0,07
0,08
0,09
0,0
0,1
0,2
0,3
0,4
0,5
0,0000
0,0398
0,0793
0,1179
0,1554
0,1915
0,0040
0,0438
0,0832
0,1217
0,1591
0,1950
0,0080
0,0478
0,0871
0,1255
0,1628
0,1985
0,0120
0,0517
0,0910
0,1293
0,1664
0,2019
0,0160
0,0557
0,0948
0,1331
0,1700
0,2054
0,0199
0,0596
0,0987
0,1368
0,1736
0,2088
0,0239
0,0636
0,1026
0,1406
0,1772
0,2123
0,0279
0,0675
0,1064
0,1443
0,1808
0,2157
0,0319
0,0714
0,1103
0,1480
0,1844
0,2190
0,0359
0,0753
0,1141
0,1517
0,1879
0,2224
0,6
0,7
0,8
0,9
1,0
0,2257
0,2580
0,2881
0,3159
0,3413
0,2291
0,2611
0,2910
0,3186
0,3438
0,2324
0,2642
0,2939
0,3212
0,3461
0,2357
0,2673
0,2967
0,3238
0,3485
0,2389
0,2704
0,2995
0,3264
0,3508
0,2422
0,2734
0,3023
0,3289
0,3531
0,2454
0,2764
0,3051
0,3315
0,3554
0,2486
0,2794
0,3078
0,3340
0,3577
0,2517
0,2823
0,3106
0,3365
0,3599
0,2549
0,2852
0,3133
0,3389
0,3621
1,1
1,2
1,3
1,4
1,5
0,3643
0,3849
0,4032
0,4192
0,4332
0,3665
0,3869
0,4049
0,4207
0,4345
0,3686
0,3888
0,4066
0,4222
0,4357
0,3708
0,3907
0,4082
0,4236
0,4370
0,3729
0,3925
0,4099
0,4251
0,4382
0,3749
0,3944
0,4115
0,4265
0,4394
0,3770
0,3962
0,4131
0,4279
0,4406
0,3790
0,3980
0,4147
0,4292
0,4418
0,3810
0,3997
0,4162
0,4306
0,4429
0,3830
0,4015
0,4177
0,4319
0,4441
1,6
1,7
1,8
1,9
2,0
0,4452
0,4554
0,4641
0,4713
0,4772
0,4463
0,4564
0,4649
0,4719
0,4778
0,4474
0,4573
0,4656
0,4726
0,4783
0,4484
0,4582
0,4664
0,4732
0,4788
0,4495
0,4591
0,4671
0,4738
0,4793
0,4505
0,4599
0,4678
0,4744
0,4798
0,4515
0,4608
0,4686
0,4803
0,4525
0,4616
0,4693
0,4756
0,4808
0,4535
0,4625
0,4699
0,4761
0,4812
0,4545
0,4633
0,4706
0,4767
0,4817
2,1
2,2
2,3
2,4
2,5
0,4821
0,4861
0,4893
0,4918
0,4938
0,4826
0,4864
0,4896
0,4920
0,4940
0,4830
0,4868
0,4898
0,4922
0,4941
0,4834
0,4871
0,4901
0,4925
0,4943
0,4838
0,4875
0,4904
0,4927
0,4945
0,4842
0,4878
0,4906
0,4929
0,4946
0,4846
0,4881
0,4909
0,4931
0,4948
0,4850
0,4884
0,4911
0,4932
0,4949
0,4854
0,4887
0,4913
0,4934
0,4951
0,4857
0,4890
0,4916
0,4936
0,4952
2,6
2,7
0,4953
0,4965
0,4955
0,4966
0,4956
0,4967
0,4957
0,4968
0,4959
0,4969
0,4960
0,4970
0,4961
0,4971
0,4962
0,4972
0,4963
0,4973
0,4964
0,4974
0,475
A.2 Gi tr hm Laplace '.x/ ca phn phi chun

n gin
133
0,00
0,01
0,02
0,03
0,04
0,05
0,06
0,07
0,08
0,09
2,8
2,9
3,0
0,4974
0,4981
0,4987
0,4975
0,4982
0,4987
0,4976
0,4982
0,4987
0,4977
0,4983
0,4988
0,4977
0,4984
0,4988
0,4978
0,4984
0,4989
0,4979
0,4985
0,4989
0,4979
0,4985
0,4989
0,4980
0,4986
0,4990
0,4981
0,4986
0,4990
3,1
3,2
3,3
3,4
3,5
0,4990
0,4993
0,4995
0,4997
0,4998
0,4991
0,4993
0,4995
0,4997
0,4998
0,4991
0,4994
0,4995
0,4997
0,4998
0,4991
0,4994
0,4996
0,4997
0,4998
0,4992
0,4994
0,4996
0,4997
0,4998
0,4992
0,4994
0,4996
0,4997
0,4998
0,4992
0,4994
0,4996
0,4997
0,4998
0,4992
0,4995
0,4996
0,4997
0,4998
0,4993
0,4995
0,4996
0,4997
0,4998
0,4993
0,4995
0,4997
0,4998
0,4998
3,6
3,7
3,8
3,9
0,4998
0,4999
0,4999
0,5000
0,4998
0,4999
0,4999
0,5000
Bng
0,4999 0,4999
0,4999 0,4999
0,4999 0,4999
0,5000 0,5000
A.2: Gi tr hm
0,4999 0,4999
0,4999 0,4999
0,4999 0,4999
0,5000 0,5000
chun n gin
0,4999
0,4999
0,4999
0,5000
0,4999
0,4999
0,4999
0,5000
0,4999 0,4999
0,4999 0,4999
0,4999 0,4999
0,5000 0,5000
' ca phn phi

P jT j > tn D
=2
=2
O
t;n
0,14
0,13
0,12
0,11
0,10
0,09
0,08
0,07
0,06
0,05
0,04
0,03
0,02
0,01
1
2
3
4
5
4,474
2,383
1,995
1,838
1,753
4,829
2,495
2,072
1,902
1,810
5,242
2,620
2,156
1,971
1,873
5,730
2,760
2,249
2,048
1,941
6,314
2,920
2,353
2,132
2,015
7,026
3,104
2,471
2,226
2,098
7,916
3,320
2,605
2,333
2,191
9,058
3,578
2,763
2,456
2,297
10,579
3,896
2,951
2,601
2,422
12,706
4,303
3,182
2,776
2,571
15,895
4,849
3,482
2,999
2,757
21,205
5,643
3,896
3,298
3,003
31,821
6,965
4,541
3,747
3,365
63,657
9,925
5,841
4,604
4,032
6
7
8
9
10
1,700
1,664
1,638
1,619
1,603
1,754
1,715
1,687
1,666
1,650
1,812
1,770
1,740
1,718
1,700
1,874
1,830
1,797
1,773
1,754
1,943
1,895
1,860
1,833
1,812
2,019
1,966
1,928
1,899
1,877
2,104
2,046
2,004
1,973
1,948
2,201
2,136
2,090
2,055
2,028
2,313
2,241
2,189
2,150
2,120
2,447
2,365
2,306
2,262
2,228
2,612
2,517
2,449
2,398
2,359
2,829
2,715
2,634
2,574
2,527
3,143
2,998
2,896
2,821
2,764
3,707
3,499
3,355
3,250
3,169
11
12
13
14
15
1,591
1,580
1,572
1,565
1,558
1,636
1,626
1,616
1,609
1,602
1,686
1,674
1,664
1,656
1,649
1,738
1,726
1,715
1,706
1,699
1,796
1,782
1,771
1,761
1,753
1,859
1,844
1,832
1,821
1,812
1,928
1,912
1,899
1,887
1,878
2,007
1,989
1,974
1,962
1,951
2,096
2,076
2,060
2,046
2,034
2,201
2,179
2,160
2,145
2,131
2,328
2,303
2,282
2,264
2,249
2,491
2,461
2,436
2,415
2,397
2,718
2,681
2,650
2,624
2,602
3,106
3,055
3,012
2,977
2,947
134
HH
HH
HH
n
A.3 Gi tr phn v ca lut Student
A.3 Gi tr phn v ca lut Student .T Tn/
0,14
0,13
0,12
0,11
0,10
0,09
0,08
0,07
0,06
0,05
0,04
0,03
0,02
0,01
16
17
18
19
20
1,553
1,548
1,544
1,540
1,537
1,596
1,591
1,587
1,583
1,579
1,642
1,637
1,632
1,628
1,624
1,692
1,686
1,681
1,677
1,672
1,746
1,740
1,734
1,729
1,725
1,805
1,798
1,792
1,786
1,782
1,869
1,862
1,855
1,850
1,844
1,942
1,934
1,926
1,920
1,914
2,024
2,015
2,007
2,000
1,994
2,120
2,110
2,101
2,093
2,086
2,235
2,224
2,214
2,205
2,197
2,382
2,368
2,356
2,346
2,336
2,583
2,567
2,552
2,539
2,528
2,921
2,898
2,878
2,861
2,845
21
22
23
24
25
1,534
1,531
1,529
1,526
1,524
1,576
1,573
1,570
1,568
1,566
1,621
1,618
1,615
1,612
1,610
1,669
1,665
1,662
1,660
1,657
1,721
1,717
1,714
1,711
1,708
1,777
1,773
1,770
1,767
1,764
1,840
1,835
1,832
1,828
1,825
1,909
1,905
1,900
1,896
1,893
1,988
1,983
1,978
1,974
1,970
2,080
2,074
2,069
2,064
2,060
2,189
2,183
2,177
2,172
2,167
2,328
2,320
2,313
2,307
2,301
2,518
2,508
2,500
2,492
2,485
2,831
2,819
2,807
2,797
2,787
26
27
28
29
30
1,522
1,521
1,519
1,517
1,516
1,564
1,562
1,560
1,558
1,557
1,608
1,606
1,604
1,602
1,600
1,655
1,653
1,651
1,649
1,647
1,706
1,703
1,701
1,699
1,697
1,761
1,758
1,756
1,754
1,752
1,822
1,819
1,817
1,814
1,812
1,890
1,887
1,884
1,881
1,879
1,967
1,963
1,960
1,957
1,955
2,056
2,052
2,048
2,045
2,042
2,162
2,158
2,154
2,150
2,147
2,296
2,291
2,286
2,282
2,278
2,479
2,473
2,467
2,462
2,457
2,779
2,771
2,763
2,756
2,750
40
60
80
100
1000
1,506
1,496
1,491
1,488
1,477
1,546
1,535
1,530
1,527
1,515
1,589
1,577
1,572
1,568
1,556
1,635 1,684
1,622 1,671
1,616 1,664
1,613 1,660
1,600 1,646
Bng A.3:
1,737
1,723
1,716
1,712
1,697
Gi tr
1,796
1,781
1,773
1,769
1,752
phn v
1,862 1,936
2,021
1,845 1,917
2,000
1,836 1,908
1,990
1,832 1,902
1,984
1,814 1,883
1,962
ca lut Student
2,123
2,099
2,088
2,081
2,056
2,250
2,223
2,209
2,201
2,173
2,423
2,390
2,374
2,364
2,330
2,704
2,660
2,639
2,626
2,581
135
H
H
HH
HH
n
A.3 Gi tr phn v ca lut Student
Bng A.3: Gi tr phn v ca lut Student (tip theo)
Ph lc B
Gii thch l thuyt
B.1 c lng khong
B.1.1 c lng khong cho trung bnh
Trng hp X X.I 2 /, bit
T 6.1 trang 94 ta c

2
XN
N
X N I
suy ra T D N.0I 1/
n
p
n
Gi t 1
l gi tr ca T sao cho
2
0
P @t 1
Thay T vo ta c
0

p t1
n
P @XN
Vy ta c 1 D XN
< T < t1
AD1

N
< < X C pn t 1
2

p t1
n
2
Cc trng hp cn li gii tng t.

N
v 2 D X C pn t 1
AD1
B.2 Kim nh gi thit
137
B.1.2 c lng khong cho t l

T 6.5 trang 94 ta c

p
:
X D X1 C : : : C Xn N npI np.1
Bi v F D X=n l c lng im cho p cho nn

cho nn B.1 tr thnh
p/
p
hay p
np
np.1
n.X=n/.1
p/
:
N .0I 1/
X=n/ s xp x cho
X np
:
T Dp
N .0I 1/
n.X=n/.1 X=n/
Gi t 1
(B.1)
np.1
p/;
l gi tr ca T sao cho
2
0
P @t 1
Thay T vo ta c
0
P @X=n
Ch .
X=n.1
X=n/
n
< T < t1
2
AD1
< p < X=n C
< t1
2
X=n.1
X=n/
n
< t1
AD1
Khi c mu c th ta thay F D X=n bng gi tr f; l t l phn t A trn mu.
B.2 Kim nh gi thit

B.2.1 So snh trung bnh vi mt s
Gi l trung bnh ca X; cn kim nh gi thit:
(
Gi thit khng H0 W D 0
i thit H1 W
D 1
Bi v XN l c lng im cho ; do ta s chp nhn gi thit nu XN v 0 khng qu

khc nhau. Do min bc b s c dng
vi c l mt gi tr no .
C D .X1 ; : : : ; Xn / W jXN
0 j > c
(B.2)
Nu cho trc mc ngha ; chng ta s xc nh gi tr ti hn c trong (B.2) sao cho sai
lm loi I bng vi . Do , c phi thoi
P jXN

0 j > cjH0 D hay P jXN

0 j > cj D 0 D
(B.3)
B.2 Kim nh gi thit
138
y ch xt trng hp X N.I 2 / v bit : Khi D 0 th theo (6.1) trang 94 ta

c
T D
By gi (B.3) tr thnh
XN

XN 0
D
N.0I 1/

p
p
n
n
p

c n
P jT j >
D

1
Ta bit rng T N.0I 1/ th P @jT j > t 1

bc b H0 khi
T D
jXN
p
A D : Cho nn ta chn c n D t
1

. Vy ta
2
0 j
> t1

p
2
n
B.2.2 So snh t l vi mt s
Ging nh B.2.1, y ta xem thng k

p
:
X D X1 C : : : C Xn N npI np.1
p/
hay T D p
np.1
np
p/
:
N .0I 1/
Ti liu tham kho

[1] Nguyn Ph Vinh.
Xc Sut - Thng K V ng Dng
[2] inh Vn Gng. (1999).

[3] T Anh Dng. (2007).
. NXB HQG TP.HCM.
L thuyt xc sut v thng k ton
[4] Nguyn Bc Vn. (1999).

[5] ng Hn. (1986).
. NXB Gio dc.
L thuyt xc sut v thng k ton
. NXB Gio dc.
Xc sut v x l s liu thng k
. NXB Thng k.
Xc sut thng k
[6] Sheldon M. Ross. (1987). Introduction to probability

entists. A John Wiley & Sons Publication.
[7] F.M. Dekking. (2005). A modern
lication.
[8] T.T. Song. (2004). Fundamentals
& Sons Publication.
[9] Ronald N. Forthofer. (2007).
Academic Press.
[10] Y. Suhov. (2005).
and statistics for engineers and sci-
. Springer Pub-
introduction to Probability and Statistics
of probability and statistics for engineers
. A John Wiley
Biostatistics: Aguide to design, analysis, and discovery
. Cambridge University Press.
Volume I: Basic probability and statistics
[11] Michaelr. Chernick. (2003).

ley & Sons Publication.
. A John Wi-
Introductory biostatistics for the health sciences
[12] E.L. Lehmann. (2005). Testing statistical hypotheses: Third Edition. Springer Publication.

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ThS Nguyn c Phng

TP. HCM  Ngy 10 thng 5 nm 2010

1 Bin c, xc sut ca bin c

Php th, bin c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Quan h gia cc bin c

nh ngha xc sut

Xc sut c iu kin, s c lp

Xc sut c iu kin . . . . . . . . . . . . . . . . . . . . . . . . .

Cc cng thc tnh xc sut . . . . . . . . . . . . . . . . . . . . . . . . .

Cng thc cng . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Cng thc nhn . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Cng thc xc sut y  . . . . . . . . . . . . . . . . . . . . . .

Cng thc xc sut Bayes

2 Bin ngu nhin

Khi nim bin ngu nhin . . . . . . . . . . . . . . . . . . . . . . . . . .

Phn phi xc sut ca bin ngu nhin

l bin ngu nhin ri rc . . . . . . . . . . . . . . . . . . . . .

l bin ngu nhin lin tc

Hm phn phi xc sut . . . . . . . . . . . . . . . . . . . . . . .

Cc c trng s ca bin ngu nhin . . . . . . . . . . . . . . . . . . . .

3 Mt s phn phi xc sut thng dng

Phn phi Bernoulli

Phn phi Nh thc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Phn phi Siu bi

Phn phi Poisson

Phn phi Chun . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4 Lut s ln v cc nh l gii hn

Hi t theo xc sut v phn phi . . . . . . . . . . . . . . . . . . . . . .

Bt ng thc Markov, Chebyshev

Bt ng thc Markov . . . . . . . . . . . . . . . . . . . . . . . .

Bt ng thc Chebyshev

nh l gii hn trung tm . . . . . . . . . . . . . . . . . . . . . . . . . .

Lin h gia cc phn phi xc sut . . . . . . . . . . . . . . . . . . . . .

Lin h gia phn phi nh thc v chun

Lin h gia siu bi v nh thc

Lin h gia nh thc v Poisson

5 Vct ngu nhin

Khi nim vct ngu nhin

Phn phi xc sut ca

l vct ngu nhin ri rc . . . . . . . . . . . . . . . . . .

l vct ngu nhin lin tc

Phn loi mu ngu nhin . . . . . . . . . . . . . . . . . . . . . .

Phng sai mu c hiu chnh . . . . . . . . . . . . . . . . . . . .

Phn phi xc sut ca trung bnh mu

Khi nim chung

c lng khong cho trung bnh . . . . . . . . . . . . . . . . . .

c lng khong cho t l

8 Kim nh gi thit

Bi ton kim nh gi thit . . . . . . . . . . . . . . . . . . . . . . . . . 105

Gi thit khng, i thit

Hai loi sai lm . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106

Phng php chn min ti hn . . . . . . . . . . . . . . . . . . . 107

Kim nh gi thit v trung bnh . . . . . . . . . . . . . . . . . . . . . . 107

Kim nh gi thit v t l

So snh hai gi tr trung bnh

9 Tng quan, hi qui

S liu trong phn tch tng quan, hi qui

H s tng quan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125

Tm ng thng hi qui . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

S dng my tnh cm tay . . . . . . . . . . . . . . . . . . . . . . . . . . 127

Gi tr phn v ca lut Student . . . . . . . . . . . . . . . . . . . . . . . 134

ca phn phi chun n gin

B Gii thch l thuyt

ThS Nguyn c Phng

TP. HCM Ngy 10 thng 5 nm 2010

nh ngha xc sut

Xc sut c iu kin, s c lp

Xc sut c iu kin . . . . . . . . . . . . . . . . . . . . . . . . .

Cng thc xc sut y . . . . . . . . . . . . . . . . . . . . . .

Cc c trng s ca bin ngu nhin . . . . . . . . . . . . . . . . . . . .

4 Lut s ln v cc nh l gii hn

Bt ng thc Markov, Chebyshev

Bt ng thc Markov . . . . . . . . . . . . . . . . . . . . . . . .

Bt ng thc Chebyshev

nh l gii hn trung tm . . . . . . . . . . . . . . . . . . . . . . . . . .

c lng khong cho t l

8 Kim nh gi thit

Bi ton kim nh gi thit . . . . . . . . . . . . . . . . . . . . . . . . . 105

Gi thit khng, i thit

Kim nh gi thit v trung bnh . . . . . . . . . . . . . . . . . . . . . . 107

Kim nh gi thit v t l

Tm ng thng hi qui . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

ca phn phi chun n gin

c lng khong cho t l

Kim nh gi thit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

Thc hin php th tung mt ng xu. C hai kt qu c th xy ra khi

tung ng xu l xut hin mt

ca xc sc, ta c 6 kt qu c th xy ra l:1, 2, 3, 4, 5, 6. Khng gian cc bin c

Thc hin php th tung mt xc sc. Ta bit

A gi l bin c S chm trn mt xut hin l s chn.

Thay v lit k cc phn t ca A, ta t tn cho A

B: S chm trn mt xut hin ln hn 4

khi thc hin php th ta c kt qu

"Sinh vin ny thi t"

Gi s sinh vin ny i thi c kt qu

Ngc li nu sinh vin ny thi c kt qu

Theo di 3 bnh nhn phng ang c iu tr. Gi cc bin c:

bnh nhn t vong,

C nhiu hn mt bnh nhn t vong

1.3 nh ngha xc sut

Ngi th nht bn trung mc tiu

C it nht mt ngi bn trng mc tiu

Sinh vin thi t mn th nht

Sinh vin thi t c hai mn

1.3 nh ngha xc sut

Xt mt php th ng kh nng, c khng gian

D f!1 ; !2 ; : : : ; !n g ; jj < C1

Gieo mt con xc sc cn i. Tnh xc sut s chm trn mt xut hin

1.3 nh ngha xc sut

hai ngi nh trc ngi cnh nhau.

Mt l ng 4 bi trng v 6 bi en. T l ly ra ngu nhin 3 bi, tnh xc

ta tnh xc sut ca bin c b s n gin hn. Ta c

Ly c khng bi trng

1.4 Xc sut c iu kin, s c lp

1.4 Xc sut c iu kin, s c lp

rng bin c B xy ra (P .B/ > 0).

(Xc sut c iu kin)

Mt l c 4 vin bi trng v 6 vin bi en. T l ny ly ln lt ra 2

vin bi, mi ln ly mt bi (ly khng hon li). Tm xc sut ln ly th hai c

1.4 Xc sut c iu kin, s c lp

Cng thc xc sut iu kin

Xc sut c iu kin c cc tnh cht:

1.4 Xc sut c iu kin, s c lp

Mt cng ty cn tuyn 4 nhn vin. C 10 ngi np n d tuyn, trong

c 4 n (kh nng trng tuyn ca cc ng c vin l nh nhau). Tnh xc sut:

1.4.2 S c lp ca hai bin c

c xy ra hay khng cng khng nh hng n