GTXSTK dhnn1

B GIO DC V O TO
TRNG I HC NNG NGHIP I

**********************

Ths.L C VNH

GIO TRNH
XC SUT THNG K

H NI - 2006

Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..1
Chng 1 : Php th . S kin

Nhng kin thc v gii tch t hp sinh vin c hc trong chng trnh ph
thng. Tuy nhin gip ngi hc d dng tip thu kin thc ca nhng chng k tip
chng ti gii thiu li mt cch c h thng nhng kin thc ny. Php th ngu nhin
v s kin ngu nhin l bc khi u ngi hc lm quen vi mn hc Xc sut.
Trong chng ny chng ti trnh by nhng kin thc ti thiu v s kin ngu nhin,
cc php ton v cc s kin ngu nhin, h y cc s kin ng thi ch ra cch
phn chia mt s kin ngu nhin theo mt h y . Nhng kin thc ny l cn thit
ngi hc c th tip thu tt nhng chng tip theo.

I. Gii tch t hp

1.Qui tc nhn: Trong thc t nhiu khi hon thnh mt cng vic, ngi ta phi thc
hin mt dy lin tip k hnh ng.
Hnh ng th nht: c 1 trong n
1
cch thc hin
Hnh ng th hai: c 1 trong n
2
cch thc hin
. . .. . . . . .. .. . . . . . . .. . . . . . . . . .. .. .. . . .
Hnh ng th k: c 1 trong n
k
cch thc hin
Gi n l s cch hon thnh cng vic ni trn, ta c:
n = n
1
n
2
..n
k

Qui tc trn gi l qui tc nhn.
V d: i t thnh ph A ti thnh ph C phi qua thnh ph B. C mt trong bn
phng tin i t A ti B l: ng b, ng st, ng khng v ng thu. C
mt trong hai phng tin i t B ti C l ng b v ng thu. Hi c bao nhiu
cch i t A ti C?
thc hin vic i t A ti C ta phi thc hin mt dy lin tip hai hnh ng.
Hnh ng th nht: chn phng tin i t A ti C c n
1
= 4 cch
Hnh ng th hai: chn phng tin i t B ti C c n
2
= 2 cch
Vy theo qui tc nhn, s cch i t A ti C l n= 4.2 = 8 cch

2.Qui tc cng:
hon thnh cng vic ngi ta c th chn mt trong k phng n.
Phng n th nht: c 1 trong n
1
cch thc hin
Phng n th hai: c 1 trong n
2
cch thc hin
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Phng n th k: c 1 trong n
k
cch thc hin

Gi n l s cch hon thnh cng vic ni trn, ta c:
n = n
1
+ n
2
+. . . ..+ n
k

Qui tc trn gi l qui tc cng
V d: Mt t sinh vin gm hai sinh vin H Ni, ba sinh vin Nam nh v ba sinh
vin Thanh Ho. Cn chn hai sinh vin cng tnh tham gia i thanh nin xung kch.
Hi c bao nhiu cch chn.
Phng n th nht: Chn hai sinh vin H Ni c n
1
= 1 cch
Phng n th hai: Chn hai sinh vin Nam nh c n
2
= 3 cch
Phng n th ba: Chn hai sinh vin Thanh Ho c n
3
= 3 cch
Theo qui tc cng ta c s cch chn hai sinh vin theo yu cu:
n = 1 + 3 + 3 = 7 cch

3.Hon v
Trc khi a ra khi nim mt hon v ca n phn t ta xt v d sau:.
V d: C ba hc sinh A,B,C c sp xp ngi cng mt bn hc. Hi c bao nhiu
cch sp xp?
C mt trong cc cch sp xp sau:
ABC, ACB, BAC, BCA, CAB, CBA.
Nhn thy rng: i ch bt k hai hc sinh no cho nhau ta c mt cch sp xp
khc. T mt cch sp xp ban u, bng cch i ch lin tip hai hc sinh cho nhau ta
c th a v cc cch sp xp cn li. Mi mt cch sp xp nh trn cn c gi l
mt hon v ca ba phn t A, B, C. Tng qut vi tp hp gm n phn t ta c nh
ngha sau:
3.1 nh ngha: Mt hon v ca n phn t l mt cch sp xp c th t n phn t .
3.2 S hon v ca n phn t: Vi mt tp gm n phn t cho. S tt c cc hon v
ca n phn t k hiu l P
n
.Ta cn xy dng cng thc tnh P
n
.
to ra mt hon v ca n phn t ta phi thc hin mt dy lin tip n hnh ng.
Hnh ng th nht: Chn 1 phn t xp u c n cch chn
Hnh ng th hai: Chn 1 phn t xp th 2 c n-1 cch chn
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Hnh ng cui: Chn phn t cn li xp cui c 1 cch chn
Theo qui tc nhn, s cch to ra 1 hon v ca n phn t l
P
n
= n.(n-1) ....2.1= n!

4. Chnh hp khng lp
4.1 nh ngha: Mt chnh hp khng lp chp k ca n phn t l mt cch sp xp c
th t gm k phn t khc nhau ly t n phn t cho.
V d: C 5 ch s 1, 2, 3, 4, 5. Hy lp tt c cc s gm 2 ch s khc nhau
Cc s l: 12, 13, 14, 15, 21, 23, 24, 25, 31, 32, 34, 35, 41, 42, 43, 45, 51, 52, 53, 54.
Mi mt s trn chnh l mt cch sp xp c th t gm hai phn t khc nhau ly t
nm phn t l nm ch s cho. Vy mi s l chnh hp khng lp chp hai ca nm
phn t.

4.2 S cc chnh hp khng lp: S cc chnh hp khng lp chp k ca n phn t k hiu
l
k
n
A . Ta xy dng cng thc tnh
k
n
A .
to ra mt chnh hp khng lp chp k ca n phn t ta phi thc hin mt dy lin
tip k hnh ng.
Hnh ng th nht: chn 1 trong n phn t xp u: c n cch
Hnh ng th hai: chn 1 trong n-1 phn t xp th 2: c n -1 cch
. . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . .
Hnh ng th k: chn 1 trong n-k+1 phn t xp cui: c n-k+1 cch
Theo qui tc nhn: S cch to ra mt chnh hp khng lp chp k ca n phn t l :

k
n
A = n(n-1).. ....(n-k+1)
d nh ta s dng cng thc sau:

)! k n (
! n
1 . 2 )...... k n (
1 . 2 )....... k n (
). 1 k n )...( 1 n .( n ) 1 k n )....( 1 n .( n A
k
n
+ = + =
5. Chnh hp lp: hiu th no l mt chnh hp lp ta xt v d sau:
V d: Hy lp cc s gm 2 ch s t 4 ch s: 1, 2, 3, 4.
Cc s l: 11, 12, 13, 14, 21, 22, 23, 24, 31, 32, 33, 34, 41, 42, 43, 44.
Mi s trong cc s ni trn l mt cch sp xp c th t gm hai ch s, mi ch s
c th c mt n hai ln ly t bn ch s cho. Mi cch sp xp nh vy cn gi l
mt chnh hp lp chp hai ca bn phn t. Tng qut ho ta c nh ngha sau:
5.1 nh ngha: Mt chnh hp lp chp k ca n phn t l mt cch sp xp c th t
gm k phn t m mi phn t ly t n phn t cho c th c mt nhiu ln.
5.2 S cc chnh hp lp chp k:
S cc chnh hp lp chp k ca n phn t c k hiu l
k
n
A
. Ta s a ra cng thc
tnh
k
n
A
.
to ra mt chnh hp lp chp k ca n phn t ta phi thc hin mt dy lin tip k
hnh ng.
Hnh ng th nht: chn 1 trong n phn t xp u c n cch
Hnh ng th hai: chn 1 trong n phn t xp th 2 c n cch
. . . . . . . . . . . . . . . . .. . . . . . . . . .. . . . . . . . . . . . . . . . . . .
Hnh ng th k: chn 1 trong n phn t xp th k c n cch
Theo qui tc nhn ta c:
k
n
A

= n
k

6.T hp: Cc khi nim trn lun n trt t ca tp hp ta ang quan st. Tuy
nhin trong thc t c nhiu khi ta ch cn quan tm ti cc phn t ca tp con ca mt
tp hp m khng cn n cch sp xp tp con theo mt trt t no. T y ta
c khi nim v t hp nh sau
6.1 nh ngha: Mt t hp chp k ca n phn t l mt tp con gm k phn t ly t n
phn t cho.

V d: Cho tp hp gm bn phn t {a,b,c,d}. Hi c bao nhiu tp con gm hai
phn t?
Cc tp con l {a,b},{a,c},{a,d},{b,c},{b,d},{c,d}
Vy tp hp gm bn phn t {a,b,c,d} c su tp con va nu.
6.2: S t hp chp k ca n phn t c k hiu l
k
n
C
Bng cch i ch cc phn t cho nhau, mt t hp chp k ca n phn t c th to ra
k! chnh hp khng lp chp k ca n phn t.
C
k
n
C t hp chp k ca n phn t to ra
k
n
A chnh hp khng lp chp k ca n phn t.
Vy ta c :
)! k n ( ! k
! n
! k
A
C
k
n k
n
= =
7.T hp lp:
7.1 nh ngha: Mt t hp lp chp k ca n phn t l mt nhm khng phn bit th t
gm k phn t, mi phn t c th c mt n k ln ly t n phn t cho.
V d: Cho tp {a,b,c} gm 3 phn t
Cc t hp lp ca tp hp trn l {a,a},{a,b},{a,c},{b,b},{b,c},{c,c}
7.2 S cc t hp lp chp k ca n phn t k hiu l:.
k
n
C

Vic to ra mt t hp lp chp k ca n phn t tng ng vi vic xp k qu cu
ging nhau vo n ngn ko t lin nhau, hai ngn lin tip cng chung mt vch ngn.
Cc vch ngn tr vch ngn u v cui c th x dch v i ch cho nhau. Mi cch
sp xp k qu cu ging nhau vo n ngn l mt cch b tr n+k-1 phn t ( gm k qu
cu v n-1 vch ngn) theo th t t phi sang tri. Cch b tr khng i khi cc qu cu
i ch cho nhau hoc cc vch ngn i ch cho nhau. Cch b tr thay i khi cc qu
cu v cc vch ngn i ch cho nhau. Ta c (n+k-1)! cch b tr n+k-1 phn t (gm k
qu cu v n-1 vch ngn). S cch i ch k qu cu l k! , s cch i ch n-1 vch
ngn l (n-1)! . Vy ta c s cc t hp lp chp k ca n phn t l:

k
k n
k
n
C
n k
k n
C
1
)! 1 ( !
)! 1 (
+
=
+
=
V d: Ti mt tri ging g c ba loi g ging A, B, C. Mt khch hng vo nh
mua 10 con. Hi c bao nhiu cch mua ( gi s rng s lng cc ging g A, B, C mi
loi ca tri u ln hn 10).
Ta thy mi mt cch mua 10 con g chnh l mt t hp lp chp 10 ca 3 phn t. Vy
s cch mua l:
10
3
C

=
10
12
C = 66
8. Nh thc Newton
Ta c:
2 0 1
2
1 1 1
2
0 2 0
2
2 2 2
b a C b a C b a C b ab 2 a ) b a ( + + = + + = +

3 0 3
3
2 1 2
3
1 2 1
3
0 3 0
3
3 2 2 3 3
b a C b a C b a C b a C b ab 3 b a 3 a ) b a ( + + + = + + + = +
M rng ra:

n 0 n
n
k k n k
n
1 1 n 1
n
0 n 0
n
n
b a C ...... .......... b a C ........ b a C b a C ) b a ( + + + + + = +

Cng thc trn gi l cng thc nh thc Newton.
Ta chng minh cng thc nh thc Newton theo qui np..

Vi n = 2 ta c cng thc ng.
Gi s cng thc ng vi n = m tc l:

m 0 m
m
1 1 m 1
m
0 m 0
m
m
b a C ....... b a C b a C ) b a ( + + + = +

Ta s chng minh:

1 m 0 1 m
1 m
1 m 1
1 m
0 1 m 0
1 m
1 m
b a C ......... b a C b a C ) b a (
+ +
+ +
+
+
+
+ + + = +
Tht vy:
) b a )( b a C ... b a C ... b a C ( ) b a ( ) b a ( ) b a (
m 0 m
m
k k m k
m
0 n 0
m
m 1 m
+ + + + + = + + = +
+
=>

1 0 1 1 1 0 1 1 0 1
) ( ... ) ( ... ) ( ) (
+ + + +
+ + + + + + + = +
m m
m
m
m
k k m k
m
k
m
m
m m
m
b a C C b a C C b a C C b a
Mt khc:
k
1 m
k
m
1 k
m
C C C
+
= + suy ra:

1 m 0 1 m
1 m
1 m 1
1 m
0 1 m 0
1 m
1 m
b a C ......... b a C b a C ) b a (
+ +
+ +
+
+
+
+ + + = + .
Theo nguyn l qui np cng thc nh thc Newton c chng minh.
V d: Tm h s ca x
12
trong khai trin:
20
2
)
1
(
x
x +
Ta c:
20
20
20
k 2 20 k
20
20 0
20
20
x
1
C ....... x C ........ x C )
x
1
x ( + + + + = +

.
Xt 20 - 2 k = 12
=> k = 4 Vy h s ca x
12
l: 4745
4
20
= C

II. Php th, s kin

1.Php th ngu nhin v khng ngu nhin
Mt php th c th coi l mt th nghim, mt quan st cc hin tng t nhin, cc
hin tng x hi v cc vn k thut vi cng mt h iu kin no .
Trong cc loi php th c nhng php th m khi bt u tin hnh thc hin ta bit
c kt qu s xy ra sau khi th nh un nc iu kin bnh thng (di p sut 1
atmotphe) th n 100
o
C nc s si, hoc cho dung dch NaOH khng d vo dung dch
HCl cng khng d ta thu c mui n NaCl v nc H
2
O.
Nhng php th m khi bt u tin hnh th ta bit c nhng kt qu no s xy ra
sau khi th c gi l cc php th khng ngu nhin.
Tuy nhin c rt nhiu loi php th m ngay khi bt u tin hnh php th ta khng
th bit c nhng kt qu no s xy ra sau khi th chng hn nh khi gieo 100 ht
u ging, s ht ny mm sau mt thi gian gieo c th l t 0 n 100 hoc khi cho p
10 qu trng th s trng g c th n ra g con l t 0 n 10 con. Nhng php th loi
ny gi l nhng php th ngu nhin.
Trong gio trnh ny chng ta ch quan tm ti nhng php th ngu nhin, l nhng
php th m khi bt u tin hnh th ta cha th bit nhng kt qu no s xy ra.
n gin t y tr i khi ni ti php th ta phi hiu y l php th ngu nhin

2. S kin:
Cc kt qu c th c ca mt php th ng vi mt b cc iu kin xc nh no gi
l cc s kin ngu nhin hoc n gin gi l cc s kin hoc cc bin c.
Ta thng ly cc ch ci A, B, C, D. . .. . . hoc A
i
, B
j
, C
k
, D
n
.. . . ch cc s kin.
V d 1: Tung mt con xc xc cn i v ng cht c th c cc s kin sau:
A: S kin xut hin mt chn
B: S kin xut hin mt l
A
i
: S kin xut hin mt c i chm.
V d 2: Trong mt gi ng hoa qu c cha 1 qu cam, 1 qu qut, 1 qu o v 1
qu l. Chn ngu nhin ra 2 qu c th c cc s kin sau:
A: Hai qu c chn gm 1 cam 1 qut
B: Hai qu c chn gm 1 cam 1 o
C: Hai qu c chn gm 1 cam 1 l
D: Hai qu c chn gm 1 qut 1 l
E: Hai qu c chn gm 1 qut 1 o
G: Hai qu c chn gm 1 o 1 l

3. S kin tt yu v s kin khng th c
S kin tt yu hoc s kin chc chn l s kin nht thit phi xy ra sau khi php th
c thc hin. Ta k hiu s kin ny l ..
S kin khng th c hoc s kin bt kh hoc s kin rng l s kin khng bao gi
xy ra sau khi th. Ta k hiu s kin ny l .
V d: ng ti H Ni nm mt hn
S kin ri xung a gii Vit Nam l s kin tt yu
S kin ri xung i Ty Dng l s kin bt kh.
4. Quan h gia cc s kin, hai s kin bng nhau
S kin A c gi l ko theo s kin B nu A xy ra th B cng xy ra v k hiu
A B ( hoc A B).
Nu A ko theo B v B ko theo A th ta ni A bng B v vit A = B. Trong xc sut hai
s kin bng nhau c coi l mt
V d: Mt hc sinh thi ht mt mn hc
A l s kin hc sinh (t im t 5 ti 10)
B l s kin hc sinh trung bnh hoc kh (t im t 5 ti 8)
C l s kin hc sinh kh hoc gii
G l s kin hc sinh gii (t im 9, 10)
K l s kin hc sinh d kh (t im 7, 8)
TB l s kin hc sinh trung bnh (t im 5, 6)
A
i
l s kin hc sinh t i im (i = 0, 1, . . . .,9, 10).
Ta c: ... TB A ; K A ; B A ; G A ; A A ; A C ; A B ; A G
5 7 7 9 6


5.Cc php tnh v s kin
5.1 Php hp: Hp ca 2 s kin A v B l s kin C, s kin C xy ra khi A xy ra hoc
B xy ra.
K hiu: C B A = v c l A hp B bng C
Ta c th m t hp ca 2 s kin A v B bng hnh v sau:

Hnh 1
Da vo hnh v trn c th thy C xy ra khi:
A xy ra v B khng xy ra.
B xy ra v A khng xy ra.
C A v B cng xy ra.
V vy c thni hp ca hai s kin A v B l mt s kin C xy ra khi t nht 1 trong 2
s kin A, B xy ra.
V d: Mt sinh vin thi ht mt mn hc
Gi : A l s kin sinh vin khng phi thi li (im thi t 5 n 10)
B l s kin sinh vin t im trung bnh kh (im thi t 5 n 8)
C l s kin sinh vin t im kh gii ( im thi t 7 n 10)
Ta c: A = C B .
5.2 Php giao: Giao ca 2 s kin A v B l s kin D, s kin D xy ra khi c A v B
cng xy ra.
K hiu: D B A = hoc AB = D v c l A giao B bng D hoc A nhn B bng D
Hnh v sau m t giao ca 2 s kin A v B

Hnh 2
V d: Quay li v d mc 5.1
Gi K l s kin sinh vin t im kh (im thi t 7 n 8)
Ta c: K = C B
Nu = B A ta ni A v B l 2 s kin xung khc vi nhau. Khi A xung khc vi B th
hp ca 2 s kin A v B c k hiu l A + B v c l A cng B.

5.3 Php tr. S kin i lp: Hiu ca s kin A tr s kin B l s kin E, s kin E
xy ra khi A xy ra v B khng xy ra.
K hiu: A\B= E v c l A tr B bng E
Ta cng c th m t hiu ca s kin A tr s kin B bng hnh v sau:

Hnh 3
D nhn thy rng: Nu A B = th A \ B = A
S kin : A \ Gi l s kin i lp ca s kin A v k hiu l
__
A .
T nh ngha s kin i lp ca s kin A ta thy:
* A v
__
A. xung khc vi nhau
* Nu A khng xy ra th
__
A xy ra v ngc li
Hai s kin i lp nhau xung khc vi nhau mnh m theo kiu c anh th khng c
ti nhng khng c anh th phi c ti.
V d: Mt t hc sinh gm 3 hc sinh nam 3 hc sinh n. Chn ngu nhin 2 ngi.
Gi : A l s kin 2 hc sinh c chn l cng gii
B l s kin 2 hc sinh c chn u l nam
C l s kin 2 hc sinh c chn u l n
D l s kin 2 hc sinh c chn c mt nam mt n
Ta c A \ B = C, D = A.
Hnh sau m t s kin i lp ca s kin A

Hnh 4
5.4 Tnh cht
1/ A A ; A
2/ A A ; A ; A ; A A = = = =
3/ Nu C B ; B A th C A
4/ BA AB ; A B B A = =

5/ C ) AB ( ) BC ( A ; C ) B A ( ) C B ( A = =
6/ ) C A )( B A ( ) BC ( A ; AC AB ) C B ( A = =
7/
__
B A B \ A =
8/
__ __ ____ __ __ ________
B A AB ; B A B A = =
Vic chng minh cc tnh cht trn kh d dng xin dnh cho bn c. Chng ti ch
chng minh tnh cht 8 phn 1 nh l mt v d minh ho cho vic chng minh cc s
kin bng nhau:
Ta chng minh:
__ __ _______
B A B A =
Gi s
_______
B A xy ra theo nh ngha ca s kin i lp => B A khng xy ra, theo
nh ngha ca hp hai s kin => A khng xy ra v B khng xy ra, li theo nh ngha
ca s kin i lp => A xy ra v
__
B xy ra, theo nh ngha ca php giao hai s kin
=>
__ __
B A . xy ra.
Vy ta c:
__ __ _______
B A B A (1)
Ngc li gi s
__ __
B A xy ra, theo nh ngha ca php giao, =>
__
A xy ra v
__
B xy ra,
li theo nh ngha ca s kin i lp => A khng xy ra v B khng xy ra, theo nh
ngha ca hp hai s kin => B A . khng xy ra, theo nh ngha ca s kin i lp
=>
_______
B A xy ra. Vy ta cng c:
________ __ __
B A B A (2)
T (1) v (2) =>
__ __ _______
B A B A =

6. S kin c th phn chia c, s kin s cp c bn
6.1 S kin c th phn chia c
S kin A c gi l c th phn chia c nu tn ti hai s kin B , C ,
BC = v A = B + C. Khi ta ni A phn chia c thnh hai s kin B v C.
V d: Trong mt con xc xc cn i v ng cht.
Gi A l s kin xut hin mt c s chm chia ht cho 3.
Gi A
i
l s kin xut hin mt i chm
S kin A c th phn chia c v tn ti A
3
; A
6
=
6 3
A A ; v A = A
3
+ A
6
.
6.2 S kin s cp c bn: S kin khc rng v khng th phn chia c gi l s kin
s cp c bn.
V d: Quay li v d mc 6.1. Cc s kin A
1
, A
2
, A
3
, A
4
, A
5
, A
6
l cc s kin s
cp c bn.
Ta nhn thy rng cc s kin s cp c bn l cc s kin m sau mt php th ch c
mt trong cc s kin ny xy ra.


7. H y cc s kin
7.1 H y cc s kin: H cc s kin A
1
, A
2
,. ... A
n
gi l mt h y cc s kin
nu:
1/ A
i
vi mi i = 1, 2 . . . . n
2/ =
j i
A A vi mi i khc j
3/ A
1
+ A
2
+.. . . . . .+ A
n
=
V d: em hai c th th h F
1
mang gen Aa, Aa lai vi nhau. Cc c th con th
h F
2
c th c 1 trong 4 kiu gien AA, Aa, aA v aa. Chn 1 c th con trong cc c th
ni trn.
Gi: A l s kin c th con l ng hp t (mang gen AA hoc aa)
B l s kin c th con l d hp t (mang gen Aa hoc aA)
C l s kin c th con c mang gen tri (AA, Aa, aA)
A
1
l s kin c th con ch mang gen tri (AA)
A
2
l s kin c th con ch mang gen ln (aa)
Ta c: A, B l mt h y cc s kin
C, A
2
cng l mt h y cc s kin
B, A
1
, A
2
cng l mt h y cc s kin
Nh vy: vi mt php th cho c th c nhiu h y cc s kin khc nhau.
7.2 Phn chia mt s kin theo h y .
Gi s A
1
, A
2
, . ...A
n
l mt h y cc s kin. A l mt s kin khc rng no . Ta
c:
A=
n i 1 n 2 1
AA ..... AA .... AA ) A .......... A A ( A A + + = + + + =
Khi ta ni A c phn chia gin tip nh h y cc s kin: A
1
, A
2
, A
3
,..., A
n.
Nh bit vi mi php th c th lp ra nhiu h y cc s kin v vy mi s
kin khc rng A cng c th phn chia theo nhiu cch khc nhau. Mc ch ca vic
phn chia s kin A ra mt s s kin n gin hn nhm nh gi kh nng xy ra ca
s kin A nh cc s kin n gin ny.

8. i s v - i s cc s kin
Xt l mt tp hp khc rng m ta gi l s kin chc chn. C l mt h cc tp con
no ca .Mi tp con A ca , AC gi l mt s kin. H C c gi l
i s cc s kin nu:
1/ C .
2/ Nu A C th
__
A C
3/ Nu A
1
, A
2
. . . . . . A
n
. . .l cc s kin thuc C th
=
n
1 n
A C

H C c gi l i s cc s kin nu yu cu 1, 2 nu trn tho mn v hp ca mt
s hu hn cc s kin thuc C cng l mt s kin thuc C. Ta nhn thy rng nu C l
i s cc s kin th C cng l mt i s cc s kin.
V d: Tung ng thi 2 ng tin, cc s kin s cp c bn l:
SS, SN, NS, NN. Xt = SS + SN +NS +NN.
Tp tt c cc tp hp con ca l mt i s cc s kin.v cng l mt i s cc
s kin

Bi tp chng 1

1. Mt on gen gm 2 gen X, 2 gen Y, 2 gen Z, 2 gen T lin kt vi nhau theo mt hng
dc.

a. Hi c bao nhiu cch lin kt 8 gen ni trn?
b. Hi c bao nhiu cch lin kt 2 gen X ng lin nhau?
c. Hi c bao nhiu cch lin kt c 3 gen XYZ ng lin nhau theo th t trn.

2. C 10 ngi xp theo mt hng dc
a. C bao nhiu cch sp xp 2 ngi A v B ng lin nhau?
b. C bao nhiu cch sp xp 2 ngi A v B ng cch nhau ng 3 ngi?

3. C th lp c bao nhiu s gm 10 ch s khc nhau sao cho:
a.Khng c 2 ch s chn no ng lin nhau
b. Khng c 2 ch s l no ng lin nhau
c. Cc ch s chn ng lin nhau
d. Cc ch s l ng lin nhau

4. Cho 6 ch s: 1, 2, 3, 4, 5, 6
a. C th lp c bao nhiu s gm 8 ch s sao cho ch s 1 v ch s 2 mi ch s
c mt ng 2 ln, cc ch s cn li c mt ng 1 ln.
b. C th lp c bao nhiu s chn gm 8 ch s trong ch s 2 c mt ng 3 ln,
cc ch s cn li c mt ng mt ln.
c. C th lp c bao nhiu s l gm 8 ch s trong ch s 1 c mt ng 3 ln,
cc ch s cn li c mt ng 1 ln.

5*. Trong mt k thi tin hc quc t ti mt khu vc gm 6 phng thi nh s t 1 n
6 dnh cho ba on Vit nam , M v Nga mi on gm 4 th sinh. Mi phng thi c 2
my tnh (khng nh s) dnh cho 2 th sinh. Vic xp 2 th sinh vo mi phng thi theo
nguyn tc hai th sinh cng mt quc tch khng c xp cng mt phng. Hi c bao
nhiu cch sp xp cc th sinh ca ba on vo 6 phng?

6*.Dc theo hai bn ng vo mt trng trong hc ngi ta d nh trng mi bn 3
cy bng, 3 cy phng v 3 cy bng lng.
a. Hi c bao nhiu cch trng cc cy cng loi trng i din nhau?
b. Hi c bao nhiu cch trng khng c hai cy cng loi no trng i din nhau?

7*. Vng chung kt gii v ch bng chu u gm 16 i trong c i ch nh v
i v ch bn nm trc.
a. C bao nhiu cch chia 16 i vo bn bng A, B, C, D.
b, C bao nhiu cch chia 16 i vo bn bng A, B, C, D sao cho i ch nh v i
v ch bn nm trc khng cng bng.
c. Gii bi ton trn trong trng hp khng ti vai tr ca cc bng.

8. Mt n g gm 4 con g mi v 6 con g trng. Trong 4 con g mi c 2 con mu
vng, 2 con mu en. Trong 6 con g trng c 3 con mu vng v 3 con mu en. Chn
ngu nhin 2 con g
a. C bao nhiu cch chn c 1 con trng 1 con mi
b. C bao nhiu cch chn c 2 con mu vng
c. C bao nhiu cch chn c1 con trng 1 con mi cng mu

9. Mt t sinh vin gm 6 nam 4 n. Trong 6 nam c 2 sinh vin H Ni v 4 sinh vin
tnh H Ty. Trong 4 n c 2 n sinh H Ni v 2 n sinh Thi Bnh. Chn ngu nhin ra
3 ngi
a. C bao nhiu cch chn ra 3 sinh vin nam?
b. C bao nhiu cch chn ra 2 sinh vin nam 1 sinh vin n?
c. C bao nhiu cch chn ra 3 sinh vin gm 3 tnh?

10. Cho a gic u gm 2n cnh
a. Hi c th lp c bao nhiu hnh ch nht c 4 nh l 4 nh ca a gic u ny?
b. Hi a gic u ni trn c bao nhiu ng cho?

11. Cho tp A = { } 10 , 9 , 8 , 7 , 6 , 5 , 4 , 3 , 2 , 1 , 0
a. A c bao nhiu tp con c t nht 2 ch s nh hn 6
b. A c bao nhiu tp con c t nht 2 ch s ln hn 6

12. C 4 vin bi ging nhau c b vo 3 ci hp. Hi c bao nhiu cch b?

13*. C 4 hnh khch i tu ti nh ga A i ti B. Mt on tu gm 4 toa chun b
ri ga A i ti B.
a. C bao nhiu cch ln tu ca 4 hnh khch trn.
b. C bao nhiu cch ln tu ca 4 hnh khch trn sao cho mi ngi ln mt toa.
c. C bao nhiu cch 4 hnh khch trn ln hai toa mi toa 2 ngi.
14. Trong khai trin
50
2
)
x
2
x ( .
a. Tm s hng khng cha x
b. Tm h s ca x
20
c. Tm h s ca x
-40

15. Chng minh cc ng nht thc:
a.
n n
n
k
n
1
n
0
n
2 C ...... C ... .......... C C = + + + + +
b.
1 n n
n
k
n
2
n
1
n
2 n nC ..... kC ........ C 2 C

= + + + + +

c.
1 n
1 2
C
1 n
1
..... C
1 k
1
...... C
2
1
C
1 n
n
n
k
n
1
n
0
n
+
=
+
+ +
+
+ + +
+

d.
1 n 2
n 2
1 k 2
n 2
3
n 2
1
n 2
n 2
n 2
k 2
n 2
2
n 2
0
n 2
C ...... C .... C C C .... C ..... C C
+
+ + + + + = + + + + +

16. Cho p, q > 0, p + q = 1. Tm s hng ln nht trong dy s sau:

0 n n
n
k k n k
n
1 n 1
n
n 0 0
n
q p C ; .......... ; q p C .......; .......... ; pq C ; q p C

17. Xp 3 ngi theo mt hng dc. Nu cc s kin s cp c bn

18. T 4 ngi A, B, C, D ly ngu nhin 2 ngi. Nu tp cc s kin s cp c bn.

19. Hai c th sinh vt c cng kiu gen Aa Bb em lai vi nhau. Hy nu cc kiu gen
c th c ca cc c th con.

20. T hai nhm hc sinh, nhm th nht gm 4 hc sinh nam A, B, C, D nhm th hai
gm 4 hc sinh n X, Y, Z, T. Chn mi nhm ra 2 hc sinh.
a. Ch ra tp cc s kin s cp c bn ng vi php th trn
b. Ch ra hai h y cc s kin.

21. Tung mt ln 3 ng tin.
a.Hy ch ra cc s kin s cp c bn.
b.Hy ch ra mt h y cc s kin ch gm hai s kin

22. Tung ng thi hai con xc xc.
a. C bao nhiu s kin s cp c bn
b. Hy ch ra mt h y cc s kin gm 11 s kin

23. Mt a gic u gm 2n cnh (n > 2). Chn ngu nhin bn nh.
a. C bao nhiu s kin s cp c bn?
b. C bao nhiu s kin bn nh c chn lp thnh hnh ch nht?
Khi n = 3 Chn ngu nhin 3 nh ca mt lc gic u.
c. C bao nhiu s kin s cp c bn?
d. C bao nhiu s kin ba nh c chn lp thnh tam gic u?

25. Chng minh cc tnh cht v cc php ton ca cc s kin.

Chng 2 : Xc sut

Vic a ra nhng s o thch hp nh gi kh nng khch quan xy ra ca mi s
kin c trnh by trong phn u ca chng ny. Cc dng nh ngha xc sut t cc
nh ngha c in ti nh ngha xc sut theo h tin gip ngi hc hnh dung c
s pht trin v tnh phong ph, a dng ca mn xc sut. Cc tnh cht cc nh l v
xc sut c trnh by mc ti thiu ngi hc khi cm thy nng n khi tip thu
chng. Nhng v d a ra gip ngi hc thy c nhng p dng thc thc t ca
mn xc sut v qua cc v d ny ngi hc c th hiu cch lm cc bi ton xc sut.

I. Cc nh ngha ca xc sut

1. M u: Khi tin hnh mt php th, c th c mt trong nhiu s kin s xy ra, mi
s kin l mt c tnh nh tnh, vic ch ra s o kh nng xy ra ca mi mt s
kin l iu cn thit. Ta c th hiu xc sut ca mi s kin l s o kh nng xy ra
ca s kin . Vic gn cho mi s kin mt s o kh nng xy ra ca n phi m
bo tnh khch quan, tnh hp l v tnh phi mu thun. Trong mc ny chng ta s a
ra cc nh ngha ca xc sut. Mi dng c nhng u v nhc im nht nh. Tuy
vy, qua cc dng nh ngha ny c th hnh dung ra s pht trin ca mn xc sut, mt
mn hc c ngun gc xut pht t nhng sng bc nhng nh s t hon thin trong
qu trnh pht trin nn mn xc sut khng nhng c y cc yu t c bn ca mt
ngnh khoa hc chnh xc m cn l mt trong nhng ngnh ca Ton hc c th h tr
cho tt c cc lnh vc khoa hc khc t khoa hc t nhin n khoa hc k thut v k c
nhng ngnh tng nh xa l vi Ton hc l cc ngnh khoa hc x hi.

2. nh ngha xc sut theo quan nim ng kh nng.
2.1 Php th ng kh nng: Mt php th ng kh nng l mt php th m cc kt
qu trc tip (cn gi l s kin s cp) ng vi php th ny c kh nng xut hin nh
nhau sau khi th. Chng hn khi ta gieo mt con xc xc cn i v ng cht th vic
xut hin mt trong cc mt c s chm t 1 n 6 l c kh nng nh nhau hoc khi
chn ngu nhin hai trong nm ngi A, B, C, D, E th vic chn c AB hoc CD . . .
DE l c kh nng xut hin nh nhau.
2.2 nh ngha xc sut theo quan nim ng kh nng:
Xt mt php th ng kh nng. Gi s sau php th ny c mt trong n s kin s cp
c th xy ra v c mt trong n
A
s kin s cp xy ra ko theo A xy ra. Ta thy ly
n
n
A

lm s o khch quan xy ra s kin A l hp l. V vy ta c nh ngha sau:
nh ngha: Xc sut ca s kin A l s P(A) =
n
n
A

* n l s kt qu ng kh nng sau php th
* n
A
l s kt qu xy ra ko theo A xy ra hoc s kt qu thun li cho s kin A hay
s kt qu hp thnh s kin A

Vic tnh xc sut da trn nh ngha trn phi thc hin theo trnh t sau:
* Xt php th ang quan st c phi l php th ng kh nng khng
* Nu php th l ng kh nng th phi tm s s kin ng kh nng n
* tnh xc sut ca s kin A ta phi tm s kt qu ko theo A sau s dng nh
ngha
P(A) =
n
n
A

2.3 Cc v d
V d 2.1: Gieo hai ng tin cn i v ng cht. Tnh xc sut c hai cng xut
hin mt quc huy.
Gi A l s kin c hai ng tin cng xut hin mt quc huy.
Ta c: S s kin ng kh nng: n = 4
S s kin ko theo A: n
A
= 1 .Vy P (A) =
4
1

V d 2.2: Mt n g c bn con g ri gm hai mi hai trng v su con g tam
hong gm hai trng bn mi. Chn ngu nhin hai con g
Gi A l s kin hai con g c chn u l trng
B l s kin hai con g c chn gm mt trng mt mi
C l s kin hai con g c chn l g mi ri
Hy tnh xc sut ca cc s kin A, B, C
Ta c: S s kin y kh nng l
2
10
C = 45
S s kin ko theo A l
2
4
C = 6
S s kin ko theo B l
1
6
1
4
C C = 24
S s kin ko theo C l
2
2
C = 1
Vy: P(A)=
15
2
45
6
= , P(B) =
15
8
45
24
= , P(C) =
45
1

V d 2.3: C ba gen X, Y, Z v ba gen x, y, z xp ngu nhin theo mt dy dc. Tnh
xc sut cc gen x, y, z xp lin nhau.
Gi A l s kin cn tnh xc sut
S s kin ng kh nng: n = 6! = 720
A
= 3!4! = 144. Vy: P(A) =
5
1
720
144
=
V d 2.4: Hai c th b v m cng c kiu gen AaBb. Tnh xc sut c th con c
kiu gen ging kiu gen ca b m. Ta c bng lin kt gen sau:

M
B

AB Ab aB

ab
AB AABB AABb AaBB AaBb
Ab AABb AAbb AaBb Aabb
aB AaBB AaBb aaBB aaBb
ab AaBb Aabb aaBb aabb
Da vo bng trn ta c: S s kin ng kh nng n = 16
A
= 4. Vy P(A) =
4
1
16
4
=

3- nh ngha xc sut theo tn sut
nh ngha xc sut theo quan nim ng kh nng c u im l ch ra cch tnh xc
sut ca mt s kin r rng v n gin. Tuy nhin nh ngha ny ch p dng c vi
loi php th ng kh nng v s kt qu sau php th l hu hn. Trong thc t thng
gp nhng loi php th khng c tnh cht trn, khc phc hn ch ny ta c th nh
ngha xc sut theo quan im thng k.
3.1 Tn sut ca s kin: Gi s ta tin hnh n php th vi cng mt h iu kin thy
c n
A
ln xut hin s kin A. S n
A
c gi l tn s xut hin s kin A v t s:

n
n
) A ( f
A
n
= gi l tn sut xut hin s kin A.
Ta nhn thy rng khi n thay i n
A
thay i v th f
n
(A) cng thay i. Ngay c khi tin
hnh dy n php th khc vi cng mt iu kin th tn s v tn sut ca n ln th ny
cng c th khc tn s v tn sut ca n ln th trc. Tuy nhin tn sut c tnh n nh
ngha l khi s php th n kh ln tn sut bin i rt nh xung quanh mt gi tr xc
nh. minh chng cho nhn xt trn ta xt mt v d kinh in v xc nh tn s v
tn sut vic xut hin mt sp (mt khng c ch) ca mt ng tin do Buffon v
Pearson thc hin
Ngi lm th nghim S ln tung 1 ng tin Tn s mt sp Tn sut mt sp
Buffon 4040 2040 0.5080
Pearson 12000 6010 0.5010
Pearson 24000 12012 0.5005
Ta nhn thy rng khi s ln tung tin n tng ln, tn sut xut hin mt sp n nh dn
v gi tr 0,5 c ly lm xc xut xut hin mt sp khi tung mt ng tin cn i v
ng cht.
3.2 nh ngha: Xc sut ca mt s kin l tr s n nh ca tn sut khi s php th
tng ln v hn.
Vic khng nh tn sut ca mt s kin n nh (hay tin ti) mt gi tr xc nh khi
s php th tng ln v hn c m bo bi nh l Bernoulli s c pht biu v

chng minh trong chng sau. Tuy nh ngha xc sut bng tn sut khng ch ra gi tr
c th xc sut ca s kin nhng trong thc t khi s ln th n l ln ta thng ly tn
xut f
n
(A) thay cho xc sut ca s kin A. Vo cui th k 19 nh ton hc Laplace theo
di cc bn thng k v dn s trong vng 10 nm ca London, Peterbua, Berlin v nc
Php ng ta tm ra tn sut sinh con trai ca ba vng trn v c nc Php l
43
22
. Khi
xem xt t l sinh con trai ca Paris ng tm c tn sut
49
25
, tn sut ny nh hn
43
22
.
Ngc nhin v s khc nhau , Laplace iu tra thm v tm ra hai iu th v sau:
Mt l: Vo thi by gi cc tr em ra khng ghi tn cha trong giy khai sinh th
d sinh Marseille, Bordeaux hay bt c ni no trn t Php u c trong bn thng
k tr sinh Paris.
Hai l: Phn ln nhng a tr ni trn u l con gi.
Sau khi loi nhng a tr khng sinh Paris ra khi danh sch ny th t l tr trai
Paris tr v con s
43
22
.
Qua v d nu trn chng ti mun cc nh nng hc tng lai khi quan st hoc th
nghim thy c mt s liu no khc vi s liu bit th cn phi tm nguyn do s
khc bit ny xut pht t u, rt c th qua ta c th pht hin c nhng iu b
ch phc v cho chuyn mn.

4. nh ngha xc sut bng hnh hc
Vi nhng php th ng kh nng m s kt qu sau mt php th l v hn th vic s
dng nh ngha xc sut mc 2 tnh xc sut ca mt s kin l khng thc hin
c. khc phc hn ch ny ngi ta a ra nh ngha xc sut bng hnh hc.
4.1 o ca mt min: Gi s D l mt min hnh hc no chng hn D l mt on
thng, mt hnh phng hay mt khi khng gian. S o di, din tch, th tch tng
ng c gi l o ca min D v k hiu l m(D)
4.2. nh ngha :
Xt mt php th vi v hn kt qu ng kh nng, gi s c th thit lp s tng ng
mt - mt mi kt qu vi mt im thuc min G c o l m(G) . Mi kt qu ko
theo s kin A tng ng vi mi im thuc min D G c o m(D).
Xc sut ca s kin A l s P(A) =
) G ( m
) D ( m

V d 1: Mt ng dy cp quang ni H Ni vi thnh ph H Ch Minh di 1800
km gp s c k thut lm tc nghn vic thng tin lin lc. S c k thut c th xy ra
bt c mt v tr no trn ng cp quang trn vi cng mt kh nng. Tnh xc sut
s c k thut xy ra cch H Ni khng qu 300km.
Min G y l ng cp quang ni H Ni- thnh ph H Ch Minh c m(G) = 1800.
Min D tng ng vi s kin cn tnh xc sut l on cp quang t H ni ti v tr
cch H Ni 300 km, m(D) = 300.

Vy xc sut cn tnh P =
6
1
1800
300
= .
V d 2: Hai ngi A, B hn gp nhau ti mt a im trong qung thi gian t 12
gi n 13 gi theo qui c, ngi n trc i ngi n sau khng qu 15 pht. Tnh
xc sut hai ngi gp c nhau. Bit rng mi ngi c th n im hn vo bt
c thi im no trong qung thi gian ni trn.
Gi x l thi im A n ch hn, y l thi im B n ch hn, 0 60 y , x
Vic hai ngi n ch hn tng ng vi im M(x, y) thuc hnh vung OABC c
cnh di 60 n v di. Hai ngi gp c nhau
+ 15 x y 15 x 15 y x M(x, y) thuc hnh ODEBGH.

Hnh 1
Ta c min G l hnh vung OABC, min D l hnh ODEBGH.
m(G) = 60
2
, m(D)= 60
2
- 45
2
.
Vy xc sut cn tnh P =
16
7
16
9
1
60
45 60
) G ( m
) D ( m
2
2 2
= =
=
Mt s bi ton thc t nh qu trnh th phn, qu trnh th tinh .... c th p dng nh
bi ton gp g ni trn.

5. H tin Kolmogorop
Mc d ra i t th k 17 nhng do ngun gc xut pht v nhng khi nim c nu
ra c tnh m t thiu nhng lun c khoa hc nn c mt qung thi gian di t th k 17
n trc nhng nm 30 ca th k 20 xc sut khng c coi l mt ngnh ton hc
chnh thng. Mi ti nm 1933 khi nh ton hc Nga A.N Kolmogorop xy dng h tin
cho l thuyt xc sut th xc sut mi c cng nhn l mt ngnh ton hc chnh
thng snh ngang hng vi nhiu ngnh ton hc khc nh s hc, hnh hc, i s, gii
tch...
Tuy c chp nhn mun mng nhng xc sut c mt trong hu ht cc lnh vc
khoa hc t khoa hc t nhin , khoa hc k thut dn khoa hc x hi. V l mt gio
trnh dnh cho cc ngnh khng chuyn v ton chng ti ch c nh trnh by s lc
h tin v l thuyt xc sut do A.N Kolmogorop a ra
Xt C l mt - i s cc s kin . Xc sut P l mt hm xc nh trn C tho mn :
1/ P(A) 0 A C

2/ 1 ) ( P =
3/ Nu A
1
, A
2
, ... ,A
n
,.. . . . . . . ... xung khc tng i, A
n
C , n =1,2,... th

=
=
=
1 i
i
1 i
i
) A ( P ) A ( P
B ba ( , A, P ) c gi l khng gian xc sut.

II Cc tnh cht v cc nh l

1. Cc tnh cht.
n gin, ta ch s dng nh ngha theo quan im ng kh nng chng minh
cc tnh cht s nu trong mc ny. Tuy nhin cc tnh cht cng ng vi mi dng
nh ngha xc sut khc.
1/ 1 ) A ( P 0 v 1
n
n
) A ( P
n
n
0 n n 0
A
A
= =
2/ 1 ) ( , 0 ) ( = = P P v n n , 0 n = =

suy ra iu cn chng minh.
3/ Nu = B A th P(A+B) = P(A) + P(B)
Gi n
A
l s s kin ko theo A, n
B
l s s kin ko theo B do A xung khc vi B nn s
s kin ko theo A + B l
) B ( P ) A ( P
n
n
n
n
n
n n
n
n
) B A ( P n n n
B A B A B A
B A B A
+ = + =
+
= = + + =
+
+

4/ ) AB ( P ) B ( P ) A ( P ) B A ( P + =
Gi n
A
l s s kin ko theo A, n
B
l s s kin ko theo B, n
AB
l s s kin ko theo
AB,
B A
n
l s s kin ko theo B A . Ta c

) AB ( P ) B ( P ) A ( P
n
n
n
n
n
n
) B A ( P
n
n n n
n
n
) B A ( P n n n n
AB B A
AB B A B A
AB B A B A
+ = + =
+
= = + =

H qu 1: ) A ( P 1 ) A ( P = . Tht vy ta c
= + = + = + 1 ) A ( P ) A ( P ) ( P ) A A ( P A A iu cn chng minh.
H qu 2: Nu A
1
, A
2
, .. .A
n
xung khc tng i th

= =
=
n
i
i
n
i
i
A P A P
1 1
) ( ) (
a p dng nhiu ln tnh cht 1.3 ta c h qu trn.
5/ Nu ) B ( P ) A ( P B A
V ) B ( P
n
n
n
n
) A ( P n n B A
B A
B A
= =

2. Xc sut c iu kin

Xt hai s kin A v B trong mt php th c tin hnh ng vi mt b iu kin no
. Vic xut hin s kin ny i khi nh hng n xc sut xut hin ca s kin kia
v ngc li .
Chng hn trong mt hp c 3 bi trng v 2 bi , rt ln lt 2 bi. Ln u rt c bi
trng hay khng r rng nh hng n xc sut xut hin bi trng ln th hai.
2.1. nh ngha: Xc sut ca s kin A vi gi thit s kin B xy ra l xc sut c
iu kin ca A vi iu kin B.
Ta k hiu xc sut ny l P(A/B) hoc P
B
(A)
V d 2.1: Quay li v d va nu trn. Gi B l s kin ln u rt c bi trng , A
l s kin ln sau cng rt c bi trng. Ta c P(A/B)=
2
1
4
2
= cn P(A/
4
3
) B = . R rng
vic xut hin hay khng xut hin B nh hng ti xc sut xut hin A.
V d 2.2: Tnh trng hoa vng gen A l tnh trng tri, hoa trng gen a l tnh trng
ln. Hai cy u hoa vng d hp t ( cng mang gen Aa) em lai vi nhau cc c th con
c cc kiu gen AA, Aa, aA, aa v cng mt kh nng. Chn mt c th con th thy c
th ny c hoa mu vng. Tnh xc sut c th l ng hp t
Gi B l s kin c th con c hoa mu vng, A l s kin c th con c gen ng hp t.
Ta c: P(A/B) =
3
1

2.2 Cng thc xc sut c iu kin
) B ( P
) AB ( P
) B / A ( P =
Tht vy gi n
B
l s s kin ko theo B( do gi thit B xy ra nn n
B
0 , gi n
AB
l
s kin ko theo AB
Ta c
) B ( P
) AB ( P
n
n
n
n
n
n
) B / A ( P
B
AB
B
AB
= = =

3. Cng thc nhn xc sut
T ) B / A ( P ) B ( P ) AB ( P
) B ( P
) AB ( P
) B / A ( P = = (1)
Thay i vai tr ca A v B cho ta c P(AB) = P(A)P(B/A)
M rng ta c: P(A
1
A
2
...A
n
) =P(A
1
)P(A
2
/A
1
)...P(A
n
/A
1
A
2
...A
n-1
) (2)
Cng thc trn gi l cng thc nhn xc sut. p dng lin tip cng thc (1) nhiu ln
ta c cng thc (2)
V d 3.1: C 6 cy u hoa vng v 2 cy u hoa trng ly ln lt 2 cy u. Tnh
xc sut c 2 cy u ly ra l cy u hoa vng.
Gi A l s kin c 2 cy ly ra l u hoa vng
A
1
l s kin cy ly ra ln u mu vng

A
2
l s kin cy ly ra ln hai mu vng
Ta c: A = A
1
A
2
t suy ra
28
15
56
30
7
5
.
8
6
) A / A ( P ) A ( P ) A A ( P ) A ( P
1 2 1 2 1
= = = = =
S dng nh ngha xc sut theo quan im ng kh nng ta cng c kt qu trn.
V d 3.2: Mt ging la mi ti mt tri lai to ging trc khi a ra sn xut i tr
phi tin hnh lin tip ba ln kim nh do ba trung tm kho cu ging cp mt, cp
hai, cp ba tin hnh. Nu ging la c chp nhn trung tm cp di th c
chuyn ln trung tm cp trn kim nh tip. Qua thng k cho thy ging ca tri
trn c trung tm cp mt chp nhn vi xc sut 0,7. Sau khi chuyn ln trung tm
cp hai n c chp nhn vi xc sut 0,8. Nu c chuyn ln trung tm cp ba n
c chp nhn vi xc sut 0,9. Tnh xc sut ging la c a ra sn xut i tr.
Gi: A l s kin ging la c a ra sn xut i tr.
A
i
l s kin ging la c chp nhn trung tm cp i.
Ta c: A = A
1
A
2
A
3

P(A) = P(A
1
A
2
A
3
) = P(A
1
)P(A
2
/A
1
)P(A
3
/A
1
A
2
) =0,7.0,8.0,9 = 0,486
4. Cc s kin c lp.
4.1 Hai s kin c lp: S kin A c gi l c lp vi s kin B nu:
P(A/B) = P(A)
T nh ngha trn ta c
* Nu A c lp vi B th P(AB)=P(A)P(B)
Tht vy P(AB)=P(B)P(A/B) =P(B)P(A)
* Nu A c lp vi B th B cng c lp vi A
Do P(AB)=P(A)P(B/A) =P(B)P(A)P(B/A)=P(B). Do vy B cng c lp vi A.
* A c lp vi B P(AB)= P(B)P(A)
4.2. H c lp tng i v c lp hon ton
H: A
1
,A
2
,...,A
n
c gi l c lp tng i nu A
i
c lp A
j
ij
H: A
1
,A
2
,...,A
n
c gi l c lp hon ton nu
P( { } { } A ,..., A , A A ,... A , A ) A ( P ) A ... A A / A
n 2 1 j j j i j j j i
k 2 1 k 2 1
=
T nh ngha trn ta thy h c lp hon ton th c lp tng i nhng iu ngc li
ni chung khng ng.
4.3. Cc v d
V d 4.1: Mt mng cp nc nh hnh v

Hnh 2

Nc c cp t E n F qua ba trm bm tng p A, B, C. Cc trm bm lm vic c
lp vi nhau. Xc sut cc trm bm A,B,C c s c sau mt thi gian lm vic ln
lt l: 0,1; 0,1; 0,05. Tnh xc sut vng F mt nc
Gi: F l s kin vng F mt nc
A l s kin trm A c s c
B l s kin trm B c s c
C l s kin trm C c s c
Ta c: F =( ) ( ) [ ] C B A P ) F ( P C B A =
= P(AB)+P(A)-P(ABC) = P(A)P(B)+P(C)-P(A)P(B)P(C)
= 0,01 + 0,05 - 0,005 = 0,055
V d 4.2: C hai lng g ging. Lng th nht c 2 g trng, 4 g mi. Lng th hai
c 4 g trng, 2 g mi. Ly ngu nhin t mi lng ra 1 con. Tnh xc sut 2 con g
ly ra u l g mi
Gi : A
1
l s kin con g ly ra lng mt l g mi
A
2
l s kin con g ly ra lng hai l g mi
Ta c: P(A
1
A
2
) = P(A
1
)P(A
2
) =
9
2
6
2
.
6
4
=
5. Dy php th c lp: Trong thc t nhiu khi ta gp nhng php th hp gm mt
dy lin tip cc php th nh nhau c lp i lp li n ln v n s xut hin ca
mt s kin A no trong n ln th ny. Chng hn khi gieo mt ng tin cn i v
ng cht n ln hoc tung mt con xc xc cn i v ng cht n ln th nhng php th
thuc loi ny chnh l dy php th c lp.
5.1. Lc Bernoulli. Tin hnh mt dy n php th m php th sau c lp vi cc
php th trc , xc sut xut hin s kin A mi php th l nh nhau v bng p
(p 0, p 1). Dy n php th c lp loi ny cn c gi l mt lc Bernoulli.
5.2. Cng thc Bernoull: Trong mt lc Bernoulli s kin A c th xut hin t 0
n n ln. Gi B
k
l s kin A xut hin ng k ln trong lc Bernoulli. ta xy dng
cng thc tnh P(B
k
)
Gi A
i
l s kin A xut hin ln th i trong n ln th
Ta c B
k
= A
1
A
2
...A
k
n 1 k n
k n
1
n 1 k A ... A A ... A ... A ... A
+
+ + + . Mi s kin ca tng cc s
kin trn gm tch ca n s kin trong A xut hin k ln v A xut hin n-k ln. Mi
tch trn tng ng vi vic chn ra k php th (A xut hin) t n php th cho, theo
l thuyt t hp c tt c
k
n
C tch nh vy.
Do n php th l c lp P(A
i
) = p, P q p 1 ) A ( j = =
nn P(A
1
A
2
...A
k
( P ... ) A ... A n 1 k = = +
n 1 k n
k n
1
A ... A A ... A
+
) = p
k
q
n-k

Suy ra: P(B
k
) =
k
n
C p
k
q
n-k

y l cng thc Bernoulli cho ta bit xc sut A xut hin k ln trong mt lc
Bernoulli
Gi: P
n
(k) l xc sut s kin A xut hin k ln trong mt lc Bernoulli v

P
n
(k
1
, k
2
) l xc sut A xut hin trong khong t k
1
n k
2
ln (k
1
< k
2
)
Ta c: P
n
(k) = P(B
k
) =
k
n
C p
k
q
n-k

P
n
(k
1
,k
2
) =
k n k
k
k k
k
n
k
k k
n
q p C ) k ( P
2
1
2
1
= =

=
V d 5.1: Xc sut mt qu trng g em p n ra g con l 0,8. em p 5 qu
trng. Tnh xc sut c 3 qu n ra g con?
Ta c mt lc Bernoulli vi n = 5, p = 0,8. Xc sut cn tnh l
2048 , 0 2 , 0 8 , 0 C ) 3 ( P
2 3 3
5 5
= =
V d 5.2: T l u hoa vng ng hp t gen AA, hoa vng d hp t gen Aa v hoa
trng gen aa l 1 : 2 : 1. Chn10 ht u em gieo
1/Tnh xc sut c 4 cy u hoa vng l ng hp t
2/ Tnh xc sut c 5 cy u hoa vng
Nu ch xt ti cc cy u hoa vng ng hp t trong s cy u ta c lc
Bernoullie vi
p
1
=
4
3
q ,
4
1
1
= . Vy xc sut cn tnh l

6 4 4
10 10
)
4
3
.( )
4
1
( C ) 4 ( P =
Trong trng hp th 2 ta c p
2
=
4
1
q ,
4
3
1
= v xc sut cn tnh

5 5 5
10 10
)
4
1
.( )
4
3
( C ) 5 ( P =
5.3. S ln xut hin chc nht: Xt mt lc Bernoullie vi s ln th n v xc sut
xut hin s kin A, P(A) = p .
k
0
c gi l s ln xut hin chc nht hoc s ln xut hin c kh nng nht nu:
P
n
(k
0
) P
n
(k) k = 0, 1..., n. tm k
0
ta ch cn xt dy s P
n
(0), P
n
(1),...P
n
(k),...P
n
(n)
xem s no ln nht th k ng vi s chnh l k
0
cn tm. Tuy nhin vic tnh tt c
cc s trong dy s trn s mt nhiu thi gian. V vy ta a ra thut ton tm s ln
xut hin chc nht t nhn xt sau. Trong dy s u
1
, u
2
,... u
n
nu
k
1 k
u
u
+
cn ln hn 1 th
dy s cn tng n khi no
k
1 k
u
u
+
nh hn 1 th dy s bt u gim. S k
0
m t dy
chuyn t tng sang gim l s cn tm. p dng nhn xt trn ta xt

q
p
.
1 k
k n
q p C
q p C
) k ( P
) 1 k ( P
k n k k
n
1 k n 1 k 1 k
n
n
n
+
= =
+
+ +

P
n
(k+1)>P
n
(k) k q np ) q p ( k q np q kq kp np > + > + >
Do np - q l mt hng s nn khi k cn nh hn np - q dy cn tng ti khi k vt qua
np q th dy bt u gim.

Nu np - q khng phi l s nguyn s ln xut hin chc nht l: k
0
= [np-q]+1
Ch : Phn nguyn ca s thc x l s nguyn ln nht nh thua hoc bng x, k hiu
l[ ] x
Nu np - q l s nguyn th s ln xut hin chc nht l k
0
= np - q v k
0
+1.
Khi ta c P
n
(k
0
) = P
n
(k
0
+1) n , 0 k ) k ( P
n
=
V d 5.3: Xc sut mi cy sng sau thi gian trng l 0,8. Trng 1000 cy, Tm s
cy c kh nng sng cao nht
Ta c n =1000, p = 0,8, q = 0,2 np - q = 799,8
Vy s cy c kh nng sng cao nht k
0
= 800

6. Cng thc xc sut ton phn
Xt A
1
, A
2
,..., A
n
l mt h y cc s kin, A l mt s kin no .
Ta c:
A= A
n 2 1 n 2 1
AA ... AA AA ) A ... A A ( A + + + = + + + =
) AA ... AA AA ( P ) A ( P
n 2 1
+ + + =
S dng cng thc cng v nhn xc sut ta c
P(A) = P(A
1
)P(A/A
1
)+ P(A
2
)P(A/A
2
)+...+ P(A
n
)P(A/A
n
)
Cng thc trn c gi l cng thc xc sut ton phn
V d 6.1: Mt kho hng c 10 kin hng trong c 4 kin do my A sn xut,
3 kin do my B sn xut v 3 kin cn li do my C sn xut. T l sn phm loi hai do
cc my sn xut ln lt l 0,02; 0,03; 0,05. Ly ngu nhin t kho ra mt kin hng ri
t ly ra mt sn phm. Tnh xc sut sn phm ly ra l sn phm loi hai
Gi: A l s kin sn phm ly ra l sn phm loi hai
A
i
l s kin sn phm ly ra do my i sn xut
Khi A
1
, A
2
, A
3
l mt h y A =
3 2 1
AA AA AA + +
Theo cng thc xc sut ton phn ta c
P(A) = P(A
1
)P(A/A
1
)+ P(A
2
)P(A/A
2
)+ P(A
3
)P(A/A
3
)
= 032 , 0 05 , 0 .
10
3
03 , 0 .
10
3
02 , 0 .
10
4
= + +
V d 6.2: Mt loi sinh vt c cc kiu gen AA, Aa, aa theo t l: 1 : 2 : 1.
Nu c th b (m) c kiu gen AA lai vi cc th m (b) c kiu gen AA th cc c th
con u c kiu gen AA.
Nu c th b (m) c kiu gen AA lai vi cc th m (b) c kiu gen Aa th c th con
c kiu gen AA, Aa theo t l 1 : 1.
Nu c th b (m) c kiu gen AA lai vi cc th m (b) c kiu gen aa th c th con
ch c cc kiu Aa. Chn mt c th con t c th m c kiu gen AA.
1/ Tnh xc sut c th con c kiu gen AA
2/ Tnh xc sut c th con c kiu gen Aa

Gi: A l s kin c th con c kiu gen AA
B l s kin c th con c kiu gen Aa
A
1
l s kin c th b c kiu gen AA
A
2
l s kin c th b c kiu gen Aa
A
3
l s kin c th b c kiu gen aa
Theo u bi :
0 ) / ( ;
2
1
) / ( ; 1 ) / ( ;
4
1
) ( ;
4
2
) ( ;
4
1
) (
3 2 1 3 2 1
= = = = = = A A P A A P A A P A P A P A P
1 ) / ( ;
2
1
) / ( ; 0 ) / (
3 2 1
= = = A B P A B P A B P
H: A
1
, A
2
, A
3
l h y .
A =
3 2 1
AA AA AA + +
suy ra P(A) = P(A
1
)P(A/A
1
)+ P(A
2
)P(A/A
2
)+ P(A
3
)P(A/A
3
)
=
2
1
4
1
4
1
0 .
4
1
2
1
.
4
2
1 .
4
1
= + = + +
B =
3 2 1
BA BA BA + +
suy ra P(B) = P(A
1
)P(B/A
1
)+ P(A
2
)P(B/A
2
)+ P(A
3
)P(B/A
3
)
=
2
1
4
1
4
1
1 .
4
1
2
1
.
4
2
0 .
4
1
= + = + +

7. Cng thc Bayes
Gi s A
1
, A
2
,...A
i
. . . . A
n
l mt h y cc s kin. A l mt s kin no
c P(A) 0
Theo cng thc xc sut ton phn ta c:
P(A) = P(A
1
)P(A/A
1
)+ P(A
2
)P(A/A
2
)+... +P(A
i
)P(A/A
i
)+...+P(A
n
)P(A/A
n
)
Xt A
j
l mt s kin no trong h cc s kin cho
Ta c P(A
j
/A)=
( )
=
=
n
1 i
i i
j j j
A / A P ) A ( P
) A / A ( P ) A ( P
) A ( P
) A A ( P

Cng thc trn c gi l cng thc Bayes. Cc xc sut P(A
j
/A) gi l cc xc sut hu
nghim phn bit vi cc xc sut tin nghim P(A
i
)
V d 7.1: Cp tr sinh i c th l sinh i tht ( do cng mt trng sinh ra) trong
trng hp ny chng lun cng gii. Trng hp cp sinh i do hai trng sinh ra gi l
gi sinh i. Nu cp sinh i do hai trng sinh ra th xc sut chng cng gii l 1/2.
Bit xc sut cp sinh i do cng mt trng sinh ra l p. Mt cp tr sinh i ra i
bit chng cng gii. Tnh xc sut chng l sinh i tht.
Gi: A l s kin cp tr sinh i l cng gii
A
1
l s kin cp tr sinh i l sinh i tht
A
2
l s kin cp tr sinh i l gi sinh i

A
1
, A
2
l h y , P(A
1
) = p; P(A
2
) =1-p; P(A/A
1
) = 1; P(A/A
2
) =
2
1

Theo cng thc Bayes ta c xc sut cn tnh l:

p 1
p 2
2
1
) p 1 ( 1 . p
1 . p
) A / A ( P ) A ( P ) A / A ( P ) A ( P
) A / A ( P ) A ( P
) A / A ( P
2 2 1 1
1 1
1
+
=
+
=
+
=
V d 7.2: T l ngi n khm ti mt bnh vin mc bnh A l 60%, trong s
nhng ngi mc bnh A c 50% mc c bnh B, cn trong s nhng ngi khng mc
bnh A c 70% mc bnh B.
1/ Khm cho mt ngi th thy ngi mc bnh B. Tnh xc sut ngi
c khm cng mc bnh A.
2/ Nu ngi c khm khng mc bnh B tm xc sut ngi khng mc
bnh A.
Gi : A l s kin ngi chn i khm mc bnh A
B l s kin ngi chn i khm mc bnh B
Ta c A v A l mt h y , P(A) = 0,6; P( A) =0,4
V vy ta c: B = BA +BA
Xc sut cn tnh phn 1 l P(A/B) =
) B ( P
) A / B ( P ) A ( P

Xc sut cn tnh phn 2 l
) B ( P
) A / B ( P ) A ( P
) B / A ( P =
Ta c: P(B/A) = 0,5; P( ) A / B = 0,3.
Suy ra: P(B) = P(A)P(B/A) + P( A)P(B/ A)
= 0,6.0,5 + 0,4.0,7 = 0,58 P( B) = 0,42
Vy: P(A/B) =
7
2
42 , 0
3 , 0 . 4 , 0
) B / A ( P ,
29
15
58 , 0
30 , 0
= = =
V d 7.3: gy t bin cho mt tnh trng ngi ta tm cch tc ng ln hai gen
A, B bng phng x. Xc sut t bin ca tnh trng do gen A l 0,4; do gen B l 0,5 v
do c hai gen l 0,9.
1/ Tnh xc sut c t bin tnh trng bit rng phng x c th tc ng
ln gen A vi xc sut 0,7 v ln gen B vi xc sut 0,6.
2/ Tnh trng c du hiu t bin. Xc nh vai tr ng gp ca tng gen
Gi : C l s kin c t bin tnh trng ang xt
A l s kin phng x tc dng ln gen A
B l s kin phng x tc dng ln gen B
C
1
l s kin phng x ch tc ng ln gen A
C
2
l s kin phng x ch tc dng ln gen B
C
3
l s kin phng x tc dng ln c 2 gen

C
4
l s kin phng x khng tc dng ln gen no
Khi h C
1
, C
2
, C
3
, C
4
l mt h y
C
1
= AB, C
2
= B A , C
3
= AB, C
4
= A B. Mt khc A, B l c lp nn
P(C
1
) = P(A)P( B) = 0,28, P(C
2
) = P( A)P(B) = 0,18
P(C
3
) = P(A)P(B) = 0,42; P(C
4
) = P( A)P( B) = 0,12
Mt khc P(C/C
1
) = 0,4; P(C/C
2
) = 0,5; P(C/C
3
) = 0,9 v P(C/C
4
) = 0
Theo cng thc xc sut ton phn ta c
P(C) = 0,28.0,4 +0,18.0,5 +0,42.0,9 +0,12.0 = 0,58
Vai tr ng gp ca ring gen A cho s t bin l
1931 , 0
580
112
) (
) / ( ) (
) / (
1 1
1
= =
C P
C C P C P
C C P
Vai tr ng gp ca ring gen B cho s t bin l
1552 , 0
580
90
) (
) / ( ) (
) / (
2 2
2
= =
C P
C C P C P
C C P
Vai tr ng gp ca c hai gen cho s t bin l
6517 , 0
580
378
) (
) / ( ) (
) / (
3 3
3
= =
C P
C C P C P
C C P

Bi tp chng II

1.Tung ng thi 3 ng tin. Tnh xc sut c 3 ng tin cng xut hin mt sp.

2. Mt t hc sinh c 4 nam, 4 n. Chn ngu nhin 3 hc sinh.
a.Tnh xc sut trong 3 ngi c chn c 2 nam, 1 n.
b. Tnh xc sut trong 3 ngi c chn u l n.

3. C 6 tm th nh s t 1 n 6. Rt ln lt 3 tm ri t t tri qua phi
a.Tnh xc sut s lp c l s chn
b. Tnh xc sut s lp c chia ht cho 3
c. Tnh xc sut s lp c chia ht cho 5

4. C n ngi xp theo mt hng dc (n >5)
a.Tnh xc sut 2 ngi A, B ng lin nhau
b.Tnh xc sut 2 ngi A, B ng cch nhau ng 3 ngi

5. Mt hc sinh c 5 quyn sch Ton, 3 quyn sch Vn v 2 quyn sch Ngoi ng.
Hc sinh ny xp ngu nhin cc quyn sch ny trn mt ngn ca gi sch.
a. Tnh xc sut 5 quyn sch Ton ng lin nhau
b. Tnh xc sut khng c 2 quyn sch Ton no xp lin nhau

6. Chn ngu nhin 10 hc sinh, tnh xc sut khng c 2 hc sinh no c cng sinh
nht.

7. Cho mt l hng c n sn phm trong c m ph phm. Ly ngu nhin k sn phm
(k < n, k < m ). Tnh xc sut trong k sn phm ly ra c l ph phm (l < k).

8*. Mt on tu vo ga gm c 4 toa, trn sn ga c 8 hnh khch i ln tu. Cc hnh
khch ny c ln mt trong bn toa trn mt cch ngu nhin
a. Tnh xc sut mi toa c ng 2 hnh khch mi ln
b. Tnh xc sut mi toa c ng 4 hnh khch mi ln
c. Tnh xc sut mt toa c ng 5 hnh khch mi ln 3 toa cn li mi toa c 1 hnh
khch ln.

9. Ti mt tri ln ging c 4 con ln ni thuc cc loi A, B , C, D cho phi ging vi 4
ln c cng thuc 4 loi trn mt cch ngu nhin .
a. Tnh xc sut cc cp ln cng loi phi ging vi nhau
b. Tnh xc sut khng c cp no cng loi phi ging vi nhau


10. Trong 10 ht u ging c 4 ht u hoa vng thun chng, 3 ht u hoa vng khng
thun chng v 3 ht u hoa trng. Chn ngu nhin 3 ht u
a. Tnh xc sut 3 ht u c chn gm 3 loi khc nhau
b. Tnh xc sut 3 ht u c chn l u cho hoa mu vng
c. Tnh xc sut 3 ht u c chn c t nht mt ht cho hoa mu trng

11. Mt on thng c chiu di 2l c b ngu nhin thnh 3 on. Tnh xc sut 3
on ny lp thnh mt tam gic.

12. Do thiu kinh nghim mt nhn vin th tinh nhn to cho b ch chun on c
b s rng trng trong khong 0h sng n 24h cng ngy. Bit rng trng v tinh trng
c th sng trong t cung khng qu t gi (t < 12).
a. K thut vin tin hnh th tinh nhn to vo lc 12h. Tnh xc sut vic th tinh
thnh cng.
b. K thut vin tin hnh vic th tinh nhn to mt cch ngu nhin trong qung thi
gian t 10h n 14h. Tnh xc sut vic th tinh thnh cng.

13. Lai g lng mu nu vi g lng mu trng g con th h F
1
c lng mu nu, mu
xm v mu trng theo t l: 1 : 2 : 1. Chn ngu nhin 5 qu trng th h F
1
em p
v c 5 qu trng u n. Tnh xc sut :
a. C ng 3 g con c lng mu nu.
b. C 2 g con c lng mu nu v 3 g con c lng mu xm.
c. C 1 g con c lng mu nu, 2 g con c lng mu xm, 2 g con c lng mu trng.

14. Bit t l ngi c nhm mu O, A, B v AB trong cng ng tng ng l:
34%, 37%, 21%, 8%. Ngi c nhm mu O, A, B ch c th nhn mu ca ngi cng
nhm vi mnh hoc nhn t ngi c nhm mu O, cn ngi c nhm mu AB c th
nhn mu t bt c mt ngi c nhm mu no. C mt ngi cn tip mu v mt
ngi cho mu. Vic truyn mu c thc hin.
a. Tnh xc sut ngi nhn mu c nhm mu A
b. Tnh xc sut ngi nhn mu c nhm mu B

15. Mt cng ty c hai phng chc nng. Phng A gm 3 nhn vin nam, 2 nhn vin n.
Phng B gm 3 nhn vin nam, 3 nhn vin n. kim tra nng lc lm vic ca mi
phng, gim c cng ty quyt nh chn mi phng 2 nhn vin kim tra chuyn
mn. Bit rng mi nhn vin phng A c th vt qua k kim tra vi xc sut 0,8 i
vi nam v 0,7 i vi n. Mi nhn vin phng B c th vt qua k kim tra vi xc
sut 0,7 i vi nam v 0,8 i vi n.
a. Tnh xc sut 4 nhn vin c chn u l nam.
b. Tnh xc sut 4 nhn vin c chn u qua k kim tra

c. Kh nng vt qua k kim tra ca phng no cao hn?

16. Mt nhm bnh nhn gm 6 ngi trong c 4 ngi mc bnh A v 5 ngi mc
bnh B.
a. Tm s bnh nhn mc c hai loi bnh
b. Chn ngu nhin 2 trong s 6 bnh nhn ni trn. Tnh xc sut 2 ngi mc c
hai loi bnh.
c. Ngi ta nh s dng mt loi bit dc X iu tr cho nhm bnh nhn trn. Xc
sut mt bnh nhn ch mc mt loi bnh khi s dng bit dc X khi bnh l 0,8.
Xc sut mt bnh nhn mc c hai loi bnh khi s dng bit dc X khi bnh l
0,6. Chn ngu nhin hai bnh nhn trong 6 bnh nhn ni trn ri cho dng bit dc X.
Tnh xc sut c hai bnh nhn khi bnh.

17. Ba phng th nghim c giao nhim v to ging la mi. Ba phng lm vic c
lp, xc sut thnh cng tng ng l 0,4; 0,3; 0,2.
a. Tnh xc sut c ng mt phng thnh cng.
b. Tnh xc sut c t nht mt phng thnh cng.
c. Trong mt nm nu phng no thnh cng trong vic to ra ging la mi th c coi
l hon thnh nhim v. Nu tht bi c lm thm mt ln na v nu ln ny thnh
cng th cng c coi l hon thnh nhim v. Tnh xc sut c ba phng cng hon
thnh nhim v.

18. Mt mng cung cp in nh hnh v

Hnh 3
in c cung cp t E ti khu tiu dng F qua nm trm bin p A, B, C, D, G. Cc
trm bin p ny lm vic c lp, xc sut mi trm bin p A, B, C c s c k thut
sau mt thi gian hot ng l 0,1. Xc sut trn vi hai trm D, G l 0,05.
a. Tnh xc sut F mt in.
b. Bit F b mt in.Tnh xc sut c 2 trm D, G c s c.

19. Cho A, B l hai s kin c P(A) = 0,45; P(B) = 0,30; P(AB) = 0.60. Hy tnh cc
xc sut sau:
a. P( ) B A ; b. P(B/A) ; c. P(AB) ; d. P(A/B)

20. Cho P(A) = 3/14; P(B) = 1/6; P(C) = 1/3; P(AC) = 1/7; P(B/C) = 5/21.
Tnh: a. P(A/C) ; b. P(C/A) ; c. P(BC) ; d. P(C/B)


21. Nu mt cn bo xut hin b bin Philippin th cn bo s b vo Vit Nam
vi t l p
1
. Kinh nghim cho bit xc sut mt cn bo xut hin vng bin ny
trong thng Tm l p
2
.
a. Tnh xc sut mt cn bo s xut hin b bin Philippin v s b vo Vit
Nam trong thng Tm nm nay.
b. Nu cn bo hnh thnh vng bin Philippin m c lm nh i bng k thut phun
ho cht khi bo qua vng bin Trng sa th kh nng n b vo Vit Nam s gim
i 1/4. Tnh xc sut phn a trong trng hp ny. Bit rng cc cn bo xut hin
vng bin Philippin khi b vo t lin lun i qua qun o Trng sa.

22. Mt nh phn tch th trng chng khon xem xt trin vng ca cc chng khon
ca nhiu cng ty ang pht hnh. Mt nm sau 25% s chng khon t ra tt hn nhiu
so vi trung bnh ca th trng, 25% s chng khon t ra xu hn nhiu so vi trung
bnh ca th trng v 50% bng trung bnh ca th trng. Trong s nhng chng khon
tr nn tt c 40% c nh phn tch nh gi l mua tt, 20% s chng khon l trung
bnh cng c nh gi l mua tt v 10% s chng khon tr nn xu cng c nh
gi l mua tt.
a. Tnh xc sut mt chng khon c nh gi l mua tt s tr thnh tt.
b. Tnh xc sut mt chng khon c nh gi l mua tt s tr thnh xu.

23. Mt i l ti H Ni kinh doanh ung do ba cng ty A, B, C sn xut theo t l
2 : 3 : 5. T l ung c ga tng ng ba cng ty trn l 70%, 60% v 50%.
a. Chn ngu nhin mt kin hng ti kho ca i l. Tnh xc sut kin ung c
chn l ung c ga.
b. Bit kin hng c chn l ung c ga. Tnh xc sut kin hng do cng ty
A sn xut.

24. Trong mt kho s lng ru loi A v loi B l nh nhau. Ngi ta chn ngu nhin
t trong kho ra mt chai ru v a cho 5 ngi snh ru nm th xem y l loi
ru no. Gi s xc sut on ng ca mi ngi l 0,7. C 3 ngi kt lun l ru
loi A, 2 ngi kt lun l ru loi B. Tnh xc sut chai ru trn l ru loi A.

25. Mt trung tm phn phi ging cy trng nhn cy ging t 3 c s khc nhau theo t
l: 2 : 3 : 5. T l cy ging xu tng ng l 5%, 3% v 2%.
a. Chn ngu nhin mt cy ging ca trung tm. Tnh xc sut cy ging c chn
l cy xu.
b. Bit cy ging c chn l cy ging xu. Kh nng cy ging thuc c s no l
cao nht? Ti sao?

26. Cho lai g lng xm thun chng (tnh trng tri) vi g lng trng thun chng (tnh
trng ln) th h F
1
tt c g con u c lng mu xm , th h F
2
g c lng mu

xm v mu trng theo t l 3 : 1. Bit t l g lng xm thun chng , g lng xm khng
thun chng, g lng trng thun chng trong mt n g l 1 : 2 : 1. Mt qu trng g
ca mt g m lng xm khng thun chng sp n ra mt ch g con.
a. Tnh xc sut g con n ra c lng mu trng.
b. Bit g con n ra c lng mu xm. Tnh xc sut g b c lng mu trng.

27. T l ngi c k sinh trng st rt trong mu ca mi ngi dn vng cao l 0,2.
a. Chn ngu nhin 4 ngi. Tnh xc sut trong 4 ngi c chn c 3 ngi trong
mu c k sinh trng st rt.
b. Ly mu ca 100 ngi em th. Tnh xc sut c t nht mt ngi c k sinh
trng st rt trong mu.

28. C hai t hc sinh. T th nht c 4 nam 5 n, t th hai c 5 nam 6 n. Chon ngu
nhin ra mi t 3 hc sinh ri ghp mi hc sinh t ny vi mi hc sinh ca t kia lm
mt nhm hc tp
a.Tnh xc sut cc nhm hc tp u cng gii.
b.Tnh xc sut cc nhm hc tp u khc gii

29. Nhn ngy quc t ph n, sinh vin A vo ca hng hoa ti cng trng mua ngu
nhin 3 bng hoa tng cho 3 bn n mi ngi 1 bng. Sinh vin B cng vo ca
hng hoa ny v cng mua ngu nhin 3 bng hoa tng cho 3 bn n ni trn mi
ngi 1 bng. Ca hng hoa ch bn 3 loi hoa l hng bch, hng vng v hng nhung.
a. Tnh xc sut mi bn n c tng 2 bng hoa cng mu.
b. Tnh xc sut mi bn n c tng 2 bng hoa gm 2 mu khc nhau.

30. Mt hp u ging gm 2 ht u trng v 3 ht u . Mt hp khc gm 3 ht u
trng v 2 ht u . T l ny mm l 0,8 i vi mi ht u trng, l 0,7 i vi mi
ht u . Ly ngu nhin t mi hp ra 2 ht em gieo.
a. Tnh xc sut c 4 ht u ny mm.
b. Bit 4 ht em gieo u ny mm. Tnh xc sut 4 ht ny u l u .

31. Lai hai ging hoa mu hng v mu thun chng, cc cy con F
1
c th cho hoa
mu hng, mu hoc mu cnh sen vi t l 1: 1: 2. Chn ngu nhin 5 ht hoa F
1
em
gieo. Tnh xc sut :
a. C ng 3 cy cho hoa mu .
b. C 2 cy hoa mu , 3 cy mu hng.
c. C 1 cy mu , 1 cy mu hng v 3 cy mu cnh sen.

32. Di tc ng ca phng x cc nhim sc th ca mt t bo b gy lm hai mnh
trong ch c mt mnh cha tm ng. Cc mnh gy theo thi gian s t ghp li vi
nhau mt cch ngu nhin v t bo s sng st nu mi cp mnh ghp vi nhau ch
cha mt tm ng. Tm xc sut t bo sng st, bit rng t bo c n nhim sc
th b gy.

33. (Bi ton Buffon) Trn mt phng c mt di cc ng thng song song cch u
nhau mt khong 2a. Gieo ngu nhin mt ci kim c chiu di 2l (l < a). Tnh xc sut
ci kim ct mt trong nhng ng thng trn.

34. Hai tu thu cp vo mt cng tr hng mt cch c lp trong vng 24h. Bit
rng thi gia bc d hng ca tu th nht l 2h, ca tu th hai l 3h Tnh xc sut
mt trong hai tu trn phi ch cp bn.

35. C n vin bi b ngu nhin vo m ci hp (n > m).
a. Tnh xc sut c ng 1 hp khng cha vin bi no.
b. Tnh xc sut c 1 hp cha c n vin bi.
c. Tnh xc sut mi hp c t nht 1 vin bi.

36. (Bi ton Banach) Mt nh ton hc c 2 bao dim, mi bao c n que. ng ta mi
bn ti 1 bao. Khi s dng nh bc hc rt ngu nhin 1 bao ri rt ra 1 que dng.
Tm xc sut khi ng pht hin 1 bao ht dim th bao kia cn k que.

37. C k thng ht ging gm k loi khc nhau c gi n mt trung tm bo qun
ging. Trung tm ny c k phng c nh s t 1 n k mi phng bo qun mt loi
ht ging. Do ngi ph trch k thut ca trung tm vng mt, nhn vin bo v nh
xp tm mi thng ht ging vo mt phng.
a. Tnh xc sut khng thng no ng v tr.
b. Tnh xc sut cc thng u ng v tr.

38
*
. Trn mt toa tu c 30 hnh khch. n ga tip theo mi hnh khch c th xung
tu vi xc sut 0,3. Ti ga ny mi hnh khch mi c th ln toa tu trn vi xc sut
0,5. Tnh xc sut khi ra khi ga toa tu vn cn 30 hnh khch.

39. Mt ca hng bn mt loi sn phm trong 30% do nh my A sn xut, 40% do
nh my B sn xut, 30% do nh my C sn xut.
T l sn phm loi mt ca ba nh my trn ln lt l: 0,9 ; 0,8 , 0,9.
a. Mua ngu nhin mt sn phm ti ca hng. Tm xc sut sn phm mua c l
loi mt.
b. Bit sn phm mua cl loi mt. Tnh xc sut sn phm do nh my A sn
sut.

40. Ti mt vng dn c, t l ngi nghin ht thuc l l 0,2. Bit rng t l vim hng
trong s ngi nghin thuc l l 0,7 v vi ngi khng nghin l 0,2. Khm ngu
nhin 1 ngi th thy ngi b vim hng. Tnh xc sut ngi nghin thuc l.

41. C 8 ngi rt thm chn cc cn h trong mt chung c t tng 8 n tng 15,
mi tng c 8 cn h.
a. Tnh xc sut c 8 ngi trn u nhn c cc cn h trong cng mt tng.
b. Tnh xc sut 8 ngi trn nhn c 8 cn h trn 8 tng khc nhau.

Chng 3 Bin ngu nhin

nh ngha chnh xc mang tnh ton hc thun tu v bin ngu nhin vt khi yu cu
ca gio trnh. nh ngha c trnh by y mang tnh m t, tuy nhin n cng gip
cho ngi hc hiu c th no l bin ngu nhin, bin ngu nhin ri rc, bin nhin
lin tc. Cc khi nim khc nh bng phn phi xc sut hm phn phi cng nh hm
mt xc sut u c trnh by vi nhng kin thc n gin nht. Cc s c trng
quan trng nht ca bin ngu nhin nh k vng, phng sai, lch chun c trnh
by k hn cc s c trng khc.Cc bin ngu nhin ri rc v lin tc thng gp
trong thc t cng nh cc s c trng ca chng c gii thiu kh k. Khi nim
vct ngu nhin c gi thiu mt cch s lc. Cc v d lin quan ti cc kin thc
l thuyt cng nh cc ng dng thc t gip ngi hc hiu v c hng th hn i vi
mn hc. Lut s ln, mt s nh l v lut s ln v mt s nh l gii hn c gii
thiu s lc trong chng ny.
I Bin ngu nhin

Khi tin hnh mt php th ngu nhin, cc kt qu ca php th thng l cc c tnh
nh tnh. Tuy nhin trong nhiu php th mi mt kt qu ca php th thng c gn
tng ng vi mt gi tr nh lng no . Chng hn khi chi cc tr chi n tin mi
kt qu ca mt ln chi c gn tng ng vi mt s tin ( c tnh nh lng) m
ngi chi c hay mt hoc khi nhm bn mt pht n vo bia, mi kt qu ca vic
bn tng ng vi im s ( c tnh nh lng) m x th t c.

1.nh ngha:
Bin ngu nhin (thc) l bin nhn gi tr l cc s thc ph thuc vo kt qu ca php
th ngu nhin .
Ta thng dng cc ch ci hoa X, Y, Z... ch cc bin ngu nhin v cc ch ci
thng x, y, z...hoc x
i
, y
j
.... . ch cc gi tr c th m bin ngu nhin nhn.

2. Cc v d:
V d 1: Tung ng thi hai con xc xc. Gi X l tng s chm hai mt trn, X l
mt bin ngu nhin v c th nhn mt trong cc gi tr t 2 n 12
V d 2: Mt ngi nhm bn vo bia cho ti khi trng bia th ngng. Gi Y l s n
cn dng. Y l mt bin ngu nhin nhn cc gi tr:
1, 2, ..., n, ...
V d 3: Thp sng lin tc mt bng n in cho ti khi dy tc ca bng n b
chy. Gi Z l thi gian bng n sng. Z l mt bin ngu nhin
Qua ba v d trn ta thy c hai loi bin ngu nhin:
Loi th nht l loi bin ngu nhin ch nhn mt s hu hn hay v hn m c cc
gi tr.
*Mt tp c gi l v hn m c nu tn ti mt php tng ng mt - mt ti tp
cc s t nhin N.

Loi th hai l loi bin ngu nhin m n c th nhn cc gi tr trong mt khong hoc
mt s khong thc no . Loi bin ngu nhin th nht gi l bin ngu nhin ri rc.
Loi bin ngu nhin th hai gi l bin ngu nhin lin tc.
Vic a ra mt nh ngha thun tu ton hc v bin ngu nhin khng c trnh by
y. Ngi c mun bit c th tham kho cc ti liu dn ra cui gio trnh ny.

3. Bng phn phi xc sut ca mt bin ngu nhin ri rc.
3.1. nh ngha: Bng phn phi xc sut ca mt bin ngu nhin ri rc X l mt bng
gm hai dng
Dng trn ghi cc gi tr c th c ca bin ngu nhin X, dng di ghi cc xc sut
tng ng. Nu X nhn 1 s hu hn cc gi tr th bng phn phi xc sut ca X l:
X x
1
x
2
... x
i
... x
n

P p
1
p
2
... p
i
... p
n

Nu X nhn 1 s v hn m cc gi tr th bng phn phi xc sut ca X l
X x
1
x
2
... x
i
... x
n
...
P p
1
p
2
... p
i
... p
n
...
p
i
= P(X= x
i
) l xc sut X nhn gi tr l x
i
.
Do X nhn v ch nhn mt trong cc gi tr x
i
nn ta c
=
n
1 i
i
p
= 1 i vi bng th nht
v
=1 i
i
p
= 1 i vi bng th hai.
3.2. Cc v d
V d 1: Mt ngi chi tr chi n tin bng cch tung ng thi 2 ng tin cn i
v ng cht. Nu c hai xut hin mt sp anh ta c 100 ng, nu c hai xut hin
mt nga anh ta mt 40 ng cn xut hin mt sp mt nga anh ta mt 30 ng. Gi X
l s tin anh ta nhn c sau mt vn chi. Lp bng phn phi xc sut ca X
Nhn thy X c th nhn cc gi tr - 40, - 30, 100 tng ng vi vic mt 40 ng , mt
30 ng v c 100 ng.
Ta c P(X = - 40) =
4
1
) 100 X ( P ,
2
1
) 30 X ( P ,
4
1
= = = =
Vy bng phn phi xc sut ca X l
X - 40 - 30 100
P
4
1

2
1

4
1

V d2 : Mt phng th nghim c cp ba triu ng tin hnh th nghim tm
mt chng vi rt trong gia cm. Mt ln th nghim chi ph mt triu ng. Nu pht hin
ra chng vi rt ny th ngng th nghim. Nu khng pht hin ra th lm th nghim cho
ti khi pht hin ra chng vi rt trn hoc ht kinh ph th dng. Gi Y l s tin m

phng th nghim trn tit kim c. Lp bng phn phi xc sut ca Y bit cc th
nghim l c lp vi nhau v xc sut tm ra chng vi rt mi ln th nghim l 0,3.
Ta thy Y c th nhn mt trong ba gi tr 0, 1, 2. Vi xc sut tng ng
P(Y= 0 ) = 0,7
2
= 0,49; P( Y = 1 ) = 0,7.0,3 = 0,21; P( Y = 2 ) = 0,3.
Vy bng phn phi xc sut ca Y l
Y 0 1 2
P 0,49 0,21 0,3
V d 3: Mt ngi nhm bn vo mt mc tiu cho ti khi trng ch th dng. Cc
ln bn c lp, xc sut trng ch ca mi ln bn l p
(0 < p < 1). Gi Z l s n phi dng. Lp bng phn phi xc sut ca Z
Nhn thy Z c th nhn cc gi tr 1, 2, ..., n,...
P(Z = n) = q
n-1
p (q = 1 - p). Vy bng phn phi xc sut ca Z l
Z 1 2 ... i ... n ...
P p qp q
i-1
p q
n-1
p ...

4. Hm phn phi xc sut
4.1. nh ngha: Hm phn phi xc sut ca bin ngu nhin X l hm s F(x) hoc
F
X
(x) cho bi F(x) = P( X<x) vi mi x R
T nh ngha ta thy mi bin ngu nhin u c hm phn phi xc sut. Nu X l mt
bin ngu nhin ri rc th
F(x) = P(X = x
1
) + ... +P(X = x
i-1
) vi x
i-1
< x x
i
v F(x) = 0 nu x x
1

4.2. Cc v d
V d 1: Bin ngu nhin X c bng phn phi xc sut
X 0 1 2
P 0,3 0,4 0,3
1/ Lp hm phn phi xc sut ca X
2/ V th ca F(x)
Ta c
>
<
<
=
2 1
2 1 7 , 0
1 0 3 , 0
0 0
) (
x khi
x khi
x khi
x khi
x F

th ca F(x)

Hnh 1
V d 2: th sc chu nn ca mt loi vt liu ngi ta tin hnh theo ba mc sau:
Mc 1: Tin hnh th vi p lc 200
2
/ cm kG . Nu vt liu chu c p lc ny th
chuyn sang mc hai
2
/ cm kG . Nu vt liu chu c p lc ny th
chuyn sang mc ba
2
/ cm kG
Bit cc ln th c lp vi nhau v xc sut loi vt liu chu c cc mc th trn
tng ng l 0,90; 0,60; 0,40. Gi X l s ln th. Y l s ln th thnh cng. Hy tm
hm phn phi xc sut ca X v ca Y
Ta thy: X c th nhn cc gi tr 1, 2, 3
Y c th nhn cc gi tr 0, 1, 2, 3.
P( X = 1) = 0,1; P( X = 2) = 0,9.0,4 = 0,36; P( X = 3) = 0,9.0,6 = 0,54
Vy hm phn phi xc sut ca X l

) x ( F
X
>
<
<
=
3 x khi 1
3 x 2 khi 46 , 0
2 x 1 khi 1 , 0
1 x khi 0

P(Y = 0) = 0,1; P(Y = 1) = 0,9.0,4 = 0,36; P(Y = 2) = 0,9.0,6.0,6 = 0,324
P(Y = 3) = 0,9.0,6.0,4 = 0,216


>
<
<
<
=
3 1
3 2 784 , 0
2 1 46 , 0
1 0 1 , 0
0 0
) (
x khi
x khi
x khi
x khi
x khi
x F
Y

5. Cc tnh cht ca hm phn phi: Hm phn phi F(x) ca bin ngu nhin X c cc
tnh cht sau
Tnh cht 5.1: 1 ) ( 0 x F
Tnh cht ny suy ra t nh ngha ca hm phn phi xc sut .
Tnh cht 5.1: 1 ) x ( F lim ; 0 ) x ( F lim
x x
= =

Vic chng minh tnh cht ny vt ra khi kin thc ca gio trnh ny. Tuy nhin nu
t
) ( F ) x ( F lim ; ) ( F ) x ( F lim
x x
= =

th ta c th hiu khi x s kin X < x tr thnh s kin khng th c cn khi
x + s kin X < x tr thnh s kin tt yu. T suy ra kt qu ca tnh cht 2
Tnh cht 5.3: Hm phn phi xc sut F(x) l hm khng gim
Tht vy: x
1
, x
2
R, x
1
< x
2

Xt F(x
2
) = P(X <x
2
) = P[(X <x
1
) ] x X x [
2 1
< ]
= P (X <x
1
) ] x X x [ P
2 1
< + ]= F(x
1
) ) x ( F ] x X x [ P
1 2 1
< +
Tnh cht 5.4: P( ) b X a < = F(b) - F(a)
Thay b v x
2
, a vo x
1
trong chng minh tnh cht 3 ta c
F(b) = F(a) + P( ) b X a < P( ) b X a < = F(b) - F(a)
Tnh cht 5.5: Hm phn phi xc sut l hm lin tc tri. Ta cng nhn tnh cht ny
Ngi ta cng chng minh c rng nu mt hm thc F(x) tho mn cc tnh cht 2,
tnh cht 3 v tnh cht 5 th n cng l hm phn phi xc sut ca mt bin ngu nhin
X no .
T cc tnh cht trn ta nhn thy khi bit hm phn phi xc sut ca bin ngu nhin X
th ta c th tnh xc sut X nhn gi tr trong mt khong bt k. V vy bit hm phn
phi xc sut ca X cng l bit c qui lut xc sut ca X.
V d: Cho
>
<
=
2
x khi 1
2
x 0 khi x cos 1
0 x khi 0
) x ( F

1/ Chng minh rng F(x) l hm phn phi xc sut ca bin ngu nhin X no
2/ Gi X l bin ngu nhin c hm phn phi F(x).
Tnh: P(
4
X 0

< )
Ta c: 1 ) x ( F lim ; 0 ) x ( F lim
x x
= =

Vy hm F(x) tho mn tnh cht 2. D thy F(x) lin tc vi mi x R, vy F(x) tho
mn tnh cht 5
x 0, F(x) = 0 F(x) khng gim
x ]
2
, 0 [

, F(x) = 1 - cosx l hm tng. Vi x >
2
, F(x) = 1 cng khng

gim.T nhng kt qu nu trn ta thy F(x) khng gim trn R. Theo cc yu cu mt
hm s vi bin s thc tr thnh hm phn phi xc sut ca mt bin ngu nhin no
, hm F(x) tho mn cc yu c ny. Vy n l hm phn phi xc sut ca mt bin
ngu nhin.Gi X l bin ngu nhin c hm phn phi xc sut F(x) nu trn, theo tnh
cht 4 ta c:
P(
4
x 0

< ) = F (
4
)- F(0) = 1-
2
2 2
0
2
2
=
6. Hm mt xc sut
nh ngha: Nu hm phn phi F(x) ca bin ngu nhin X c o hm xR th
) x ( f ) x ( F = c gi l hm mt xc sut ca bin ngu nhin X
Khi bin ngu nhin X gi l bin ngu nhin lin tc tuyt i.
T nh ngha trn ta thy nu X l bin ngu nhin ri rc th hm phn phi xc sut
ca X l hm gin on nn F(x) khng kh vi ( khng c o hm) ti nhng im gin
on. V vy bin ngu nhin ri rc khng c hm mt xc sut.

7. Cc tnh cht
Tnh cht 7.1: Hm mt xc sut ca bin ngu nhin X l mt hm khng m
Tht vy v F(x) l hm khng gim nn ) x ( F ) x ( f = 0
Tnh cht 7.2: Hm phn phi xc sut

=
x
dt ) t ( f ) x ( F f(x) l hm mt xc sut
ca X
Tht vy do F(x) l mt nguyn hm ca f(x) nn:
) x ( F ) ( F ) x ( F ) t ( F dt ) t ( f
x
x
= = =

Tnh cht trn c minh ho bi hnh sau:

Hnh 2


Tnh cht 7.3:
= <
b
a
dx ) x ( f ) a X a ( P
Tht vy do F(x) l mt nguyn hm ca f(x) nn
= = =
) ( ) ( ) ( ) ( a F b F x F dx x f
b
a
b
a
) b X a ( P <
Tnh cht 7.4: Nu X c hm mt f(x) th P(X = a) = 0 x R
V P(X =a) = 0 ) a ( F ) b ( F [ lim ) b X a ( P lim
a b a b
= = <
+ +

Do F(x) kh vi nn F(x) lin tc
T hai tnh cht trn ta c h qu sau: Nu bin ngu nhin X c hm mt xc sut
f(x) th
P[a X < b] = P[a <X b]= P[a< X < b]= P[a X b] =
b
a
dx ) x ( f
Tnh cht 7.5: 1 dx ) x ( f =
+

V:
1 ) ( F ) ( F ) x ( F dx ) x ( f = + = =
+

+

T tnh cht ny ta thy din tch ca hnh gii hn bi hm mt xc sut ca v trc
Ox bng 1.
Ngi ta cng chng minh c rng nu mt hm thc f(x) khng m v
1 dx ) x ( f =
+

th n cng l hm mt xc sut ca mt bin ngu nhin X no

8. Cc v d:
V d 1: Cho

=
] [0, x nu
] [0, x u
x sin A
n 0
) x ( f
1/ Tm A f(x) l hm mt xc sut
2/ Tm hm phn phi xc sut tng ng
f(x) tr thnh hm mt xc sut th f(x) 0 v 1 dx ) x ( f =
+

.
T f(x) 0 suy ra A 0.
Xt 1 dx ) x ( f =
+

2
1
A 1 A 2 1 | x cos A 1 xdx sin A
0
0
= = = =

C F(x) =
>
<

x u 1
x 0 nu
2
1
0 x nu
n
x cos
2
1
0
dt ) t ( f
x

V d 2: Cho
2
x 1
A
) x ( f
+
=
1/ Tm A f(x) l hm mt xc sut ca bin ngu nhin X no
2/ Tm hm phn phi xc sut tng ng
3/ Tnh P[0<X<1]
f(x) l hm mt xc sut A 0 v

= = = =
+
+

+

1
A 1 A 1 | Aarctgx 1 dx
x 1
A
2

F(x) = )
2
arctgx (
1
| arctgt
1
t 1
dt
.
1
x
x
2
=
+

Xc sut: P[0 <X <1] =
4
1
1 arctg
1
=

II. Cc s c trng

Khi bit bng phn phi xc sut hay hm phn phi xc sut i vi bin ngu nhin
ri rc, bit hm phn phi xc sut hay hm mt xc sut i vi bin ngu nhinlin
tc l hon ton xc nh c qui lut xc sut ca bin ngu nhin. Tuy nhin, trong
thc t, gii quyt mt vn no nhiu khi khng cn phi bit mt trong cc loi
hm nu trn m ch cn bit mt s gi tr c trng tng ng vi bin ngu nhin ang
xt. Cc gi tr c trng ny c chia thnh hai nhm mt nhm c trng cho v tr v
mt nhm c trng cho mc phn tn ca bin ngu nhin.
1. K vng
1.1.Cc nh ngha
Nu bin ngu nhin X c bng phn phi xc sut
X x
1
x
2
... x
i
.... .x
n

P p
1
p
2
... p
i
.................. p
n

th k vng ton ( hoc vng s) ca X l s k hiu l M(X) hay E(X) cho bi:
E(X) =
=
n
1 i
i i
x p
Nu bin ngu nhin X nhn v hn m c cc gi tr c bng phn phi xc sut
X x
1
x
2
... x
i
... x
n
...
P p
1
p
2
... p
i
... p
n
...

v nu
=1 n
n n
| x | p hi t th k vng ton ca X l s M(X) hoc E(X) cho bi
E(X) =
=1 n
n n
x p
Nu bin ngu nhin X c hm mt xc sut f(x) v nu
+

dx ) x ( f | x | hi t th k
vng ton ca X l s E(X) =
+

dx ) x ( xf
T cc nh ngha trn ta nhn thy:
* nh ngha ch ra cch tnh k vng ton ca bin ngu nhin .
*Cc bin ngu nhin ri rc nhn mt s hu hn cc gi tr lun c k vng ton.
* Cc bin ngu nhin ri rc nhn mt s v hn m c hoc khng m c cc
gi tr c th khng c gi tr k vng .
* K vng ca bin ngu nhin X l gi tr c trng cho v tr (trng tm hoc trung
tm) ca bin ngu nhin .
* K vng cn oc gi l trung bnh s hc ca bin ngu nhin.
1.2 Cc v d
V d 1: Mt nhm 10 ngi trong ba ngi cao 1,62 m, hai ngi cao 1,66m, hai
ngi cao 1,70m v ba ngi cao 1,74m. Chn ngu nhin mt ngi trong nhm ngi
trn. Gi X l chiu cao ca ngi c chn. Tnh E(X)
Ta c bng phn phi xc sut ca X
X 1,62 1,66 1,70 1,74
P 0,3 0,2 0,2 0,3
Vy E(X) = 0,3.1,62 + 0,2.1,66 + 0,2.1,70 + 0,3.1,74 = 1,68m
V d 2: Sau mt nm bn hng, mt ca hng kinh doanh hoa ti ti H ni nhn
thy s lng hoa X bn ra trong ngy theo t l (xc sut ) sau:
X 9 10 11 12 13 14 15
P 0,05 0,10 0,15 0,25 0,20 0,15 0,10
Mt lng hoa ti mua vo 60.000 ng bn ra 100000 ng, nu trong ngy bn khng
ht s cn li b vt b. S lng hoa cn mua vo l bao nhiu li nhun trung bnh thu
c l cao nht?
thc hin bi ton trn ta lp bng sau:
Hng u ca bng ghi s lng hoa Y d nh mua vo trong ngy.
Ct u ca bng ghi s lng hoa X c th bn ra trong ngy.
Ct cui ghi xc sut bn c s lng hoa tng ng.
giao gia dng i v ct j l tin li (trm nghn) thu c khi mua vo j lng bn ra i
lng.

Y
X
9 10 11 12 13 14 15 P
9
10
11
12
13
14
15
360 300 240 180 120 60 0
360 400 340 280 220 160 100
360 400 440 380 320 260 200
360 400 440 480 420 360 300
360 400 440 480 520 460 400
360 400 440 480 520 560 500
360 400 440 480 520 560 600
0,05
0,10
0,15
0,25
0,20
0,15
0,10
Vic quyt nh mua cc lng hoa hng ngy c th thc hin theo cc phng n sau:
Phng n 1: Mua vo 9 lng, tin li trung bnh l:
E
1
= 360
E
2
= 300. 0,05 + 400. 0,95 = 395
E
3
= 240. 0,05 + 340. 0,10 + 440. 0,85 = 420
Phng n 4: Mua vo 12 lng, li nhun l:
E
4
= 180. 0,05 + 280. 0,1 + 380. 0,15 + 480. 0,70 = 430
Phng n 5:Mua vo 13 lng, li nhun l:
E
5
= 120. 0,05 + 220. 0,1 + 320. 0,15 + 420. 0,25 + 520. 0,45 = 415
Phng n 6: Mua vo 14 lng, li nhun trung bnh l:
E
6
= 60. 0,05 + 160. 0,1 + 260. 0,15 +360. 0,25 + 460. 0,20 + 560. 0,25 = 380
Phng n 7: Mua vo 15 lng, li nhun trung bnh l:
E
7
= 0. 0,05 + 100. 0,1 +200. 0,15 + 300. 0,25 + 400. 0,2 + 500. 0,15 + 600. 0,1 = 330
T cc kt qu trn ta thy khi ca hng mua vo 12 lng hoa th li nhun trung bnh l
cao nht.
V d 3: Mt x th nhm bn vo mt mc tiu cho ti khi trng mc tiu th dng.
Cc ln bn c lp, xc sut trng mc tiu ca mi ln bn l 0,8. Gi X l lng n
phi dng. Tnh k vng ca X
X c bng phn phi xc sut sau
X 1 2 ... n ...
P 0,8 0,2.0,8 ... 0,2
n-1
0,8 ...
Do X ch nhn cc gi tr nguyn dng nn nu chui
1 n
1 n
8 , 0 . 2 , 0 . n hi t th gi tr
chnh l k vng ton ca X
Xt
=
=
1
) (
n
n
x x f vi x ) 1 , 0 ( . Do chui hi t u trong min ang xt nn


=
1 n
1 n
nx ) x ( f
Mt khc

=
=

=
+
=
= =
1 n
2 2
1 n
1 n
n
) x 1 (
1
) x 1 (
x x 1
)
x 1
x
( nx x
x - 1
x

= = = =
1
2 2
1
25 , 1
8 , 0
8 , 0
) (
8 , 0
1
) 2 , 0 ( ' 2 , 0 .
n
n
X E f n
V d 4: i bin ngu nhin X c hm mt
) x 1 (
1
) x ( f
2
+
=
( phn phi Cauchy ). Tnh E(X)
Ta c: dx
x 1
x 2
dx ) x ( f | x |
2
+

+

+
=
Do tch phn ny phn k nn X khng c k vng.
V d 5: Bin ngu nhin X c hm mt

=
] [0, x nu
] [0, x u
x sin
2
1
n 0
) x ( f
Ta c E(X) =
+

dx ) x ( xf =
=
0
2
xdx sin x
2
1

1.3 Tnh cht
1/ K vng ca hng s bng chnh n
Tht vy ta c th coi hng s l bin ngu nhin ch nhn gi tr C vi xc sut bng 1
nn E(C) = 1.C = C
2/ Hng s c th a ra ngoi du k vng
Xt: Y= kX, nu X l bin ngu nhin ri rc vi P(X = x
i
) = p
i
th
P(Y = kx
i
) = p
i
. Vy E(Y) =

= = ) X ( kE x p k ) kx ( p
i i i i

3/ K vng ca mt tng bng tng cc k vng
Ta chng minh trong trng hp X, Y l cc bin ngu nhin ri rc.
Gi: Z = X + Y vi z
ij
= x
i
+ y
j
, P(Z = z
ij
) = p
ij

Ta c:
E(Z) =

+ = + = + =
ij j ij i j ij i ij j i ij ij ij
p y p x y p x p ) y x ( p z p
=

+ = +

) Y ( E ) X ( E y p x p
j j i i

=
= = = = = =
1 i
ij j j
1 j
ij i i
p ) y Y ( P p ; p ) x X ( P p
H qu 1: E(aX + b) = aE(X) + b

H qu 2: E(

= =
=
n
1 i
i i
n
1 i
i i
) X ( E a ) X a
p dng nhiu ln tnh cht 2 v tnh cht 3 ta c hai h qu trn
4/ Nu X c lp vi Y th E(XY) = E(X). E(Y)
t: Z = XY,
j i ij
y x z = . Gi s P(X = x
i
) =
i
p , P(Y= y
j
) =
j
p

j i ij
p . p ) z Z ( P

= =

= =
j j i i ij j i
y p . x . p z p . p ) Z ( E
=

=

) Y ( E ). X ( E y p x . p
j j i i

5/ Nu Y = ) X ( vi l mt hm s xc nh no . Nu X l bin ngu nhin
ri rc vi P(X= x
i
) = p
i
th P[Y =
i i
p )] x ( = .
Vy E(Y) =
) x ( p
i i

Nu X c hm mt f(x) th Y c hm mt f(x) vy
E(Y) =
+

dx ) x ( f ) x (

2. Phng sai
Xt bin ngu nhin X c k vng E(X)
2.1 . nh ngha: Phng sai ca bin ngu nhin X l s k hiu l
D(X) hoc VarX v D(X) = E[X-E(X)]
2

T nh ngha trn ta thy:
* Nu X c phng sai th X phi c k vng
* Phng sai cn c gi l lch bnh phng trung bnh ca X i vi k vng ca
n.
* Phng sai cng nh th X cng tp trung xung quanh k vng E(X)
Vy phng sai l i lng c trng cho mc phn tn ca bin ngu nhinquanh
gi tr trung bnh l thuyt ca n.
Xt: D(X) = E[X-E(X)]
2
= E{X
2
-2XE(X) + [E(X)]
2
}
= E(X
2
)-2E(X)E(X) + E[E(X)]
2
= E(X
2
)-[E(X)]
2
t [E(X)]
2
= E
2
(X) ta c D(X) = E(X
2
) - E
2
(X)
2.2 Cc v d
V d 1: Bin ngu nhin X c bng phn phi xc sut
X 0 1 2
P 0,3 0,4 0,3
Tnh D(X).
C: D(X) = E(X
2
) - E
2
(X)
E(X) = 0.0,3 +1.0,4 + 2.0,3 = 1
E(X
2
) = 0.0,3 + 1
2
.0,4 +2
2
.0,3 = 1,6. Vy D(X) = 1,6 - 1
2
= 0,6

V d 2: Mt x th nhm bn vo mt mc tiu cho ti khi trng ch th dng. Cc
ln bn l c lp, xc sut trng ch mi ln bn l 0,8. Gi X l lng n cn
dng.Tnh D(X)
Nhn thy X l bin ngu nhin nhn cc gi tr t nhin dng vi P(X = k) = 0,2
k-1
.0,8
E(X) =

=
=
1
1
1
1
2 , 0 . 8 , 0 8 , 0 . 2 , 0 .
k
k
k
k
k k
Xt chui:

=
=
= =
1 k
1 k
1 k
k
kx ) x ( f x (x) f (0,1) x vi
Mt khc f(x) =
2 2
) x 1 (
1
) x 1 (
x x 1
) x ( f
x 1
x
+
=

2
1
1
8 , 0
1
) 2 , 0 ( ' 2 , 0 . = =
f k
k
k

25 , 1
8 , 0
1
) ( = = X E
E(X
2
) =

=

=
1 k 1 k
1 k 2 1 k 2
2 , 0 . k 8 , 0 8 , 0 . 2 , 0 . k

=

+ =
1 k 1 k
1 k 1 k
2 , 0 . k 8 , 0 2 , 0 ). 1 k ( k 8 , 0

+ =
1
2
8 , 0
1
2 , 0 ). 1 ( 2 , 0 . 8 , 0
k
k
k k
T

=
=
= = =
1
2
1
1
1
) 1 ( ) ( ' ' ) (
k
k
k
k
k
k
x k k x f kx x f x (x) f ; (0,1) x vi

=
1 k
2 k
x ) 1 k ( k ) x ( f

= =
=
2
3 3 2
2 , 0 ). 1 (
8 , 0
2
) 2 , 0 ( ' '
) 1 (
2
) ( ' '
) 1 (
1
) (
k
k k f
x
x f
x
x f
E(X
2
) =
2 2 3
8 , 0
2 , 1
8 , 0
1
8 , 0
4 , 0
8 , 0
1
8 , 0
2
2 , 0 . 8 , 0 = + = +
D(X) =
2 2 2
2 2
8 , 0
2 , 0
8 , 0
1
8 , 0
2 , 1
) ( ) ( = = X E X E 0,3125
V d 3: Cho bin ngu nhin X c hm mt xc sut

=
] [0, x nu
] [0, x u
x sin
2
1
n 0
) x ( f Tnh D(X).
Ta c: E(X) =
+

dx ) x ( xf =
=
0
2
xdx sin x
2
1

E(X
2
) =
+

dx ) x ( f x
2
=
=
0
2
2
1
2
xdx sin x
2
1

Vy: D(X) = 1
4 4
1
2
2 2 2

2.3 Cc tnh cht ca phng sai
1/ Phng sai ca hng s bng 0
Tht vy: D(C) = E(C
2
) - E
2
(C) =C
2
- C
2
= 0
2/ Hng s a ra ngoi du phng sai phi bnh phng ln
V: D(kX) = E(k
2
X
2
) - [E(kX)
2
] = k
2
E(X
2
) - k
2
E
2
(X)
= k
2
[E(X
2
) - E
2
(X)] = k
2
D(X)
3/ Nu X c lp vi Y th D(X+Y) = D(X) + D(Y)
Ta c: D(X + Y) = E[(X+Y)
2
] - [E(X +Y)]
2

= E( X
2
+2XY + Y
2
) - [E(X) + E(Y)]
2

= E(X
2
) + 2E(XY) + E(Y
2
) - E
2
(X) - 2E(X)E(Y) - E
2
(Y)
= E(X
2
) + E(Y
2
) - E
2
(X) - E
2
(Y) = D(X) +D(Y)
H qu 1: D(aX +b) = a
2
D(X)
H qu 2: Nu X
1
, X
2
,....,X
n
c lp th D(

= ) X ( D k ) X k
i
2
i i i

Hai h qu trn suy trc tip t ba tnh cht va nu. Minh ho cho s hu ch ca h qu
2 ta xt v d sau.
V d: Gieo ng thi 10 con xc xc cn i v ng cht
Gi X l tng s chm cc mt trn. Tnh D(X)
Gi X
i
l s chm mt trn ca con xc xc th i
X =
=
10
1 i
i
X Do cc X
i
l c lp vi nhau nn D(X) =
=
10
1 i
i
) X ( D
P(X
i
=1) = P(X
i
=2) =...= P(X
i
=6) =
6
1

E(X
i
) =
6
1
( 1 + 2 + ... + 6) =3,5
E(
2
i
X
) =
6
1
(1 + 4 + ... +36) =
12
35
36
105
36
441 546
)
6
21
(
6
91
) ( ;
6
91
2
= =
= =
i
X D
Vy: D(X) =
12
350
36
1050
=
6
175
=

3. lch chun
Vic dng phng sai o mc phn tn ca bin ngu nhin quanh gi tr k vng
ca n s tr nn khng thch hp i vi bin ngu nhin c th nguyn (c n v o i
km) bi nu X c th nguyn bc nht th phng sai D(X) li c th nguyn bc hai.

khc phc nhc im ny ngi ta a ra mt gi tr cng c trng cho mc
phn tn ca X nhng c cng th nguyn vi X l lch chun
3.1 .nh ngha: lch chun ca bin ngu nhin X l s
) X ( D ) X ( =
* lch chun cng th nguyn vi X nu X l bin c th nguyn
* Bin ngu nhin X c lch chun khi v ch khi X c phng sai
3.2. Tnh cht
1/ 0 ) X (
2/ ) X ( | k | ) kX ( =
3/ Nu X c lp vi Y th :
) Y ( ) X ( ) Y ( D ) X ( D ) Y X ( + + =
Vic chng minh cc tnh cht trn kh d dng nn dnh cho ngi c

4. Mt s gi tr c trng khc
Ngoi cc gi tr c trng l k vng, phng sai hoc lch chun ngi ta cn a ra
mt s gi tr c trng khc
4.1 Mmen: Mmen cp k ca bin ngu nhin X i vi a l s

k
(a) = E(X - a)
k

* Nu a = 0 th
k
(0) gi l m men gc cp k ca X
* Nu a = E(X) th
k
(a) gi l m men trung tm cp k ca X v k hiu l
k

Ta c (0) = E(X),
2
= D(X),
1
= 0 vi mi bin ngu nhin
Mt khc khi X c phn phi i xng qua k vng E(X) th
k
= 0 vi k l s t nhin l.
V vy ta c th s dng
3
xt xem phn phi xc sut ca X c i xng hay khng.
Tuy nhin, nu X l i lng c th nguyn th
3
c th nguyn bc ba so vi X, v vy
ngi ta dng H
3
=
3
3
lm s o cho tnh cht i xng hay khng i xng ca X v H

3

gi l h s bt i xng ca X. Ngi ta dng h s 3 H
4
4
4

= lm h s nhn ca
phn phi xc sut ca X,
2
l phng sai ca X.
4.2 Mode: Nu X l bin ngu nhin ri rc th mode ca i lng
ngu nhin X l s k hiu l ModX tho mn P(X = modX) P(X = x
i
) x
i

Nu X l bin ngu nhin lin tc th ModX l im m ti hm mt f(x) t gi tr
cc i.
V d 1: Cho X c bng phn phi xc sut
X 1 2 3 4 5
P 0,3 0,2 0,1 0,3 0,1
ModX = 1 hoc ModX = 4. X c 2 Mod

V d 2: Cho X c hm mt f(x) cho bi th sau:

Hnh 3
ModX l honh im cc i ca hm mt f(x)
4.3. Phn v:
Phn v mc 1 - ca bin ngu nhin X l s X
xc nh bi:
P(X < X

) 1 - ) (
X X P
Nu = 0,5 th X
0,5
gi l trung v ca X

Hnh 4

III. Mt s qui lut xc sut ri rc thng gp

1. Phn phi nh thc
1.1 nh ngha
Bin ngu nhin X c gi l c phn phi nh thc nu X c bng phn phi xc sut
sau:
X 0 1 . . . k . . . n
P
n 0 0
n
q p C
1 n 1
n
q p C

k n k k
n
q p C

0 n n
n
q p C

Vi 0 < p < 1, q = 1 - p
Khi X c phn phi nh thc ta k hiu X B(n , p), n, p gi l cc tham s ca phn phi
Phn phi nh thc vi n = 1 cn gi l phn phi Bernoulli
T nh ngha trn ta thy: S ln xut hin s kin A trong mt lc Bernulli c phn
phi nh thc.
1.2 K vng v phng sai
X B(n,p) ta c E(X) =
=
n
0 k
k
k n k k
n
q p C

= p
=
n
1 k
k
k n 1 k k
n
q p C

Xt: ( =
) q x C
n
1 k
k n k k
n
=
n
1 k
k
k n 1 k k
n
q x C

Mt khc
n
n
0 k
k n k k
n
) x q ( q x C + =
nn
1 n
n
0 k
k n k k
n
) x q ( n ) q x C (

=
+ =
=
n
1 k
k
k n 1 k k
n
q x C

= n(q + x)
n-1

Thay x = p ta c: E(X) = p
=
n
1 k
k
k n 1 k k
n
q p C

= p. n(q + p)
n-1
= np
Phng sai: D(X) = E(X
2
) - E
2
(X)
E(X
2
) =
=
n
0 k
2
k
k n k k
n
q p C

= p
2
=
n
1 k
k (k-1)
k n 2 k k
n
q p C

+
=
n
0 k
k
k n k k
n
q p C

Xt: (q + x)
n
= = +

=
2 n
n
0 k
k n k k
n
) x q )( 1 n ( n q x C
=
n
1 k
k (k-1)
k n 2 k k
n
q x C

Thay x = p ta c: n(n - 1) =
=
n
1 k
k (k-1)
k n 2 k k
n
q p C

.
Mt khc
=
n
0 k
k
k n k k
n
q p C

= E(X) = np. vy ta c E(X
2
) = n( n - 1)p
2
+ np
D(X) = n
2
p
2
- np
2
+ np - (np)
2
= np(1 - p) = npq
V d 1: Xc sut mt cy sng sau mt thi gian trng l 0,8. Trng 1000 cy. Gi
X l s cy sng sau mt thi gian trng. Tnh E(X), D(X).
Ta c X B(1000; 0,8) vy E(X) = 1000.0,8 =800,
D(X) =1000.0,8.0,2 =160

2. Phn phi siu bi
2.1 nh ngha: Xt mt m ng gm N c th trong c M c th c c tnh A.
Chn ngu nhin n c th ( n M, n N - M). Gi X l s c th c c tnh A trong n c
th c chn. X l bin ngu nhin c phn phi siu bi.
Nhn thy X c th nhn 1 trong cc gi tr t 0, 1, ... ,n

P(X = k) =
n
N
k n
M N
k
M
C
C C

Nh vy quy lut siu bi ph thuc vo ba tham s N, M, n.

2.2 Bng phn phi xc sut ca quy lut siu bi, k vng, phng sai ca phn phi
siu bi.
T cng thc xc sut: P(X=khng =
n
N
k n
M N
k
M
C
C C

ta c bng phn phi xc sut ca phn

phi siu bi l:
X 0 1 . . . k . . . n
P
n
N
n
M N
0
M
C
C C

n
N
1 n
M N
1
M
C
C C

...
n
N
k n
M N
k
M
C
C C

...
n
N
0
M N
n
M
C
C C

T bng phn phi cc xc sut ca phn phi siu bi xt t s ca
P( X = k+1) v P(X = k) ta c:
Nu
2 N
) 1 n )( 1 N (
+
+ +
khng phi l s nguyn th ModX = [
2 N
) 1 n )( 1 N (
+
+ +
]
Cn nu
2 N
) 1 n )( 1 N (
+
+ +
= k
0
l s nguyn th ModX l k
0
hoc k
0
-1
p dng cng thc tnh k vng v phng sai ca X ta c:
E(X) =
N
nM
v D(X) = )
1
1
1 ( .
N
n
N
M N
N
nM

Nhn xt 1: Nu trong m ng gm N c th trong c M c th c c tnh A,
chn ngu nhin ln lt n c th c hon li. Gi Y l s c th c c tnh A trong n c
th th
Y B(n,p) vi p =
N
M
Theo cng thc tnh k vng v phng sai ca phn phi nh thc
ta c:
E(Y) = np =
N
nM
, D(Y) =
N
M N
.
N
nM

T y ta c E(X) =E(Y), D(X) < D(Y). Nh vy phn phi siu bi v phn phi nh
thc (tng ng vi vic ly mu khng hon li v c hon li t mt m ng s
cp ti trong phn thng k) c cng k vng. Tuy vy phng sai ca phn phi siu bi
nh hn phng sai ca phn phi nh thc. S khc bit ny cng cao nu n cng ln.
Kt qu ny ph hp vi trc quan l mu khng lp li t phn tn hn mu c lp li.
Tuy nhin nu s lng cc c th trong m ng N l rt ln so vi n th s sai khc
gia phn phi siu bi v phn phi nh thc l khng ng k. iu ny c ngha l nu
X v Y l phn phi siu bi v phn phi nh thc tng ng ni trn khi N ln so vi
n th:

P(X = k) P(Y = k) k = 0, 1 ..., n
Nhn xt 2: iu kin M N n c th b qua, khi X c th c th khng nhn
mt s gi tr u hoc mt s gi tr cui cn cng thc tnh xc sut, k vng, phng
sai ca X vn tnh nh c.
2.1 Cc v d
V d 1: T mt n g gm 10 con trong c 5 con mc bnh A. Chn ngu nhin
ra 3 con. Gi X l s g mc bnh A trong 3 con g c chn, X l bin ngu nhin c
phn phi siu bi
V d 2: Mt t hc sinh gm 5 nam 4 n, chn ngu nhin 3 ngi, gi Y l s n
sinh trong 3 ngi c chn. Y l bin ngu nhin c phn phi siu bi.
3. Phn phi hnh hc.
3.1 nh ngha: Bin ngu nhin X c phn phi hnh hc vi tham s thc p > 0 nu X
c bng phn phi xc sut sau:
X 1 2 3 .k.n
P p p(1-p) p(1-p)
2
p(1-p)
k-1
p(1-p)
n-1
.
3.2 Cc s c trng:
t q = 1 p => E(X) =

=
=
1
1
1
1
. . .
k
k
k
k
p k p p q k
Xt chui:

=
=
= =
1 k
1 k
1 k
k
kx ) x ( f x (x) f (0,1) x vi
Mt khc f(x) =
2 2
) x 1 (
1
) x 1 (
x x 1
) x ( f
x 1
x
+
=

2
1
1
1
) ( ' .
p
q f q k
k
k
= =

p
X E
1
) ( =
E(X
2
) =

=

=
1 1
1 2 1 2
. . .
k k
k k
p k p p q k

=

+ =
1 1
1 1
. ). 1 (
k k
k k
q k p q k k p

+ =
1
2
1
). 1 ( .
k
k
p
q k k q p
T

=
=
= = =
1
2
1
1
1
) 1 ( ) ( ' ' ) (
k
k
k
k
k
k
x k k x f kx x f x (x) f ; (0,1) x vi

=
1 k
2 k
x ) 1 k ( k ) x ( f

= =
=
2
3 3 2
). 1 (
2
) ( ' '
) 1 (
2
) ( ' '
) 1 (
1
) (
k
q k k
p
q f
x
x f
x
x f

E(X
2
) =
2 2 3
2 1 2 1 2
p
p q
p p
q
p p
pq
+
= + = +
D(X) =
2 2 2 2
2 2
1 2 1 2
) ( ) (
p
q
p
p q
p p
p q
X E X E =
+
=
+
=
V d 3: Tin hnh lin tip cc th nghim tm nguyn t vi lng trong cc mu t cho
ti khi th nghim thnhcng th dng. Cc th nghim thc hin c lp, Xc sut thng
cng mi th nghim l 0,6. Gi X l s ln phi thc hin th nghim.
1/ Ch ra qui lut xc sut ca X.
2/ Tnh E(X), D(X).
T gi thuyt suy ra: X nhn cc gi tr t nhin dng,
1
4 , 0 . 6 , 0 ) (

= =
n
n X P . Vy c
phn phi hnh hc vi tham s p = 0,6.
1111 , 1
6 . 0
4 . 0
) ( ; 6666 , 1
6 , 0
1 1
) (
2 2
= = = =
p
q
X D
p
X E
4. Phn phi Poisson
4.1 nh ngha: Bin ngu nhin X c phn phi Poisson vi tham s thc > 0 nu X
c bng phn phi xc sut sau:
X
0 1 2 ... n ...
P

e
! 1
e

! 2
e
2

...
! n
e
n

...
Ta k hiu X
P c l X c phn phi Poisson vi tham s

4.2 Cc s c trng
Xt: k 1
k ) k X ( P
) 1 k X ( P

=
=
+ =
T y ta c
Nu khng l s nguyn th ModX = [ ]
Nu l s nguyn th ModX = hoc ModX = -1
E(X) = = =
=

e . e
)! 1 n (
. e
! n
. ne
1 n
1 n
1 n
n

Tng t trn ta cng c D(X) = . Nh vy phn phi Poisson rt c bit l c k vng
v phng sai u bng tham s
Nhn xt: Gi X(t) l s ln xy ra s kin A trong qung thi gian [0,t). Hin tng
ngu nhin trn c gi l mt qu trnh Poisson nu n tho mn 3 yu cu sau:
* Nu t < t th qui lut ca bin X(t) - X(t) ch ph thuc vo t t t = ch khng ph
thuc vo t. Yu cu ny c gi l yu cu thun nht theo thi gian.
* Nu t <
1 1
t t t < th cc php th tng ng vi vic kho st cc hin tng trong
qung thi gian t t t = v
1 1 1
t t t = l c lp vi nhau
* Nu P
1
( ) t v P
2
( ) t l cc xc sut tng ng xy ra mt ln s kin A v t nht 2
ln s kin A trong qung thi gian t th

0
t
) t ( P
lim ;
t
) t ( P
lim
2
0 t
1
0 t
=

Vic nhn in thoi ti mt trm in thoi l mt qu trnh Poisson. S ln cc cuc
in thoi gi n trm in thoi ny l bin ngu nhin c phn phi Poisson. Qu trnh
phn r cc nguyn t phng x cng l mt qu trnh Poisson v s nguyn t b phn
hu trong mt qung thi gian cng l mt bin ngu nhin c phn phi Poisson.

5. Phn phi a thc
5.1 nh ngha: Xt mt dy n php th c lp , sau mi php th c th
c mt trong k s kin A
1
, A
2
, ... , A
k
xy ra. Xc sut P(A
i
) = p
i

P(A
i
) = p
i
, 1 p
k
1 i
i
=
=
. Gi X
i
l s ln xut hin s kin A
i
trong n ln th. Lut phn
phi ca cc bin X
1
, X
2
, ... ,X
k
c gi l lut a thc.
Ta thy X
1
+ X
2
+ ... + X
k
= n , khc vi cc qui lut nu trn qui lut a thc l qui
lut ca k - 1 bin ngu nhin. Bin th k ph thuc vo cc bin cn li bi:
X
k
= n - (X
1
+ X
2
+ ... + X
k-1
)
Nu k = 2 lut a thc tr thnh lut nh thc
5.2 Cng thc xc sut ca lut a thc
Gi s X
1
, X
2
, ... ,X
k
l cc bin ngu nhin c lut a thc
Ta i tnh xc sut P(X
1
= n
1
, X
2
= n
2
, ... ,X
k
= n
k
) vi n n
k
1 i
i
=
=

Gi
ij
A l s kin A
i
xut hin ln th th j, i = n , 1 j , k , 1 = nn mt trong nhng kt
qu ca dy n php th tho mn X
i
= n
i
c xc sut xut hin l:
k 2 1
n
k
n
2
n
1
p .... p p
C tt c
! n !... n ! n
! n
k 2 1
.Vy xc sut cn tnh l:
P(X
1
= n
1
, X
2
= n
2
, , X
k
= n
k
) =
! n !... n ! n
! n
k 2 1
.
k 2 1
n
k
n
2
n
1
p .... p p
IV Cc phn phi lin tc

1. Phn phi u
1.1. nh ngha: Bin ngu nhin X c hm mt

=
b] [a, x nu
a - b
1
b] [a, x nu 0
) x ( f
c gi l bin ngu nhin c phn phi u trn on [a,b]
Nu X c phn phi u trn on [a,b] th hm phn phi xc sut ca X l


>

<
=
b x nu 1
b x a nu
a - b
a - x
a x nu 0
) x ( F
th ca hm mt v hm phn phi xc sut ca phn phi u trn [a, b] l cc
hnh sau:

Hnh 5 Hnh 6
1.2. K vng v phng sai ca phn phi u
K vng : E(X) =
2
b a
dx
a b
x
dx ) x ( xf
b
a
+
=
=

+

Phng sai: D(X) =E(X
2
) - E
2
(X)
C: E(X
2
) = ) a ab b .(
3
1
dx
a b
x
dx ) x ( f x
2 2
b
a
2
2
+ + =
=

+

Vy D(X) =
12
) a b (
4
) b a (
) a ab b (
3
1
2 2
2 2

=
+
+ +
2. Phn phi m
2.1. nh ngha: Bin ngu nhin c hm mt

<
=
0 x nu e
0 x nu
x -
0
) x ( f 0 >
c gi l bin ngu nhin c phn phi m vi tham s .
Hm phn phi xc sut ca phn phi m l

<
=
0 x nu e - 1
0 x u n
x -
0
) x ( F
th ca hm mt xc sut v hm phn phi xc sut ca phn phi
m l cc hnh sau:


Hnh 7 Hnh 8

2.2.K vng v phng sai
K vng: E(X) =
= =

+ +

1
dx ) x ( xf dx ) x ( xf
0

Tng t ta c phng sai: D(X) =
2
1

Phn phi m l phn phi c trng cho thi gian lm vic ca cc linh kin in t
hoc bn dn.

3.Phn phi chun
Phn phi chun l phn phi thng gp trong t nhin cng nh trong k thut, n ng
mt vai tr quan trng trong l thuyt xc sut cng nh cc ng dng ca phn phi ny
trong x l s liu.Chnh v vy chng ta s cp n phn phi chun k cng hn.
3.1 nh ngha: Bin ngu nhin c hm mt
f(x) =
2
2
2
) (
2
1
x
e
c gi l bin ngu nhin c phn phi chun vi 2 tham s v
2
v k hiu
X~ N(
2
; )
Hm phn phi xc sut ca phn phi chun F(x) = dt e
x t
2
2
2
) (
2
1

Do hm mt ca phn phi chun khng c nguyn hm s cp nn ta khng th biu
din hm phn phi F(x) bi mt hm s s cp.
th ca hm mt v hm phn phi xc sut ca phn phi chun cho bi cc hnh
sau:


Hnh 9 Hnh 10
th ca hm mt f(x) c dng hnh chung nn phn phi chun cn c gi l
phn phi hnh chung.
3.2. K vng v phng sai :
Trong gio trnh gii tch ta bit =
2 dt e
2
z
2
. y l tch phn Euler - Poisson.
By gi chng ta s s dng tch phn Euler - Poisson tnh k vng v phng sai ca
phn phi chun
E(X) = dx e
2
1
. x
2
2
2
) x (

. t z =
dx
dz
x

Khi x th z , x = z + . Thay vo cng thc tnh k vng ta c :
E(X) = dz ze
2
dz e
2
dz e ) z (
2
1
2
z
2
z
2
z
2 2 2

+

= +

Do hm trong du tch phn s hng th hai l hm l vy tch phn th hai bng 0.
Tch phn th nht bng 2 . Vy E(X) = .
Xt: E(X
2
) = dx e
2
1
. x
2
2
2
) x (
2

. Cng i bin nh trn ta c
E(X
2
) = dz e ) z (
2
1
2
z
2
2

dz e z
2
dz ze
2
2
dz e
2
2
z
2
2
2
z
2
z 2
2 2 2

+

=
= ) 1 ( dz e z
2
2
z
2
2
2
2
+
Xt tch phn : I dz e z
2
z
2
2
=
. t z = u dz = du,
2
z
2
z
2 2
e v dv dz ze

= = .

Ta c I =
+
+ = + 2 0 dz e | ) ze ( lim
2
z
a
2
z
a
2 2
.Thay vo (1) ta c
E (X
2
) =
2
+
2
D(X) =
2
.
Nh vy hai tham s v
2
chnh l k vng v phng sai ca phn phi chun. Ti
y ta c th khng nh phn phi chun hon ton xc nh khi bit k vng v phng
sai ca n.
3.3. Phn phi chun tc: Nu bin ngu nhin X c phn phi chun vi k vng = 0
v phng sai
2
=1 th X c gi l bin ngu nhin c phn phi chun tc hoc phn
phi Gauss. Hm mt ca phn phi chun tc c k hiu l ) x ( cn gi l hm
Gauss, hm phn phi c k hiu l (x) cn gi l hm Laplace. Gi tr ca hm (x)
v (x) c cho bi bng 1 v bng 2 phn ph lc cui sch.
Hm (x) l hm chn, ) x ( ) x ( = . Trong khong (0, +), (x) n iu gim
(0) = 0,3989; 0001 , 0 ) 4 ( ; 0044 , 0 ) 3 ( ; 0540 , 0 ) 2 ( ; 2420 , 0 ) 1 ( = = = =
Nu: x 4 th (x) 0
Hm (x) =
x
dt ) t ( , (-x) = 1 - (x) vi x > 0
(0) = 0,5; (1) = 0,2420; (2) = 0,0540; (3) = 0,0044; (3,9) = 0,0001
Nu: x 4 th (x) 1 .Nu x < - 4 th (x) 0 .
th ca hm (x) v (x) l cc hnh sau:

Hnh 11 Hnh 12
3.4 Tnh xc sut : Gi s X ~ N(
2
; ) .
P[a X b] =

b
a
2
) x (
dx e
2
1 2
2
. Bng cch i bin:
z =
x
ta c P[a X b] = |
\
|
\
|

a b
dz ) z (
b
a

V d: Cho X~ N(3 , 4). Tnh P[ 2 X 4].
p dng cng thc trn ta c:
P[ 2 X 4] =
|
\
|
2
3 4
+
|
\
|
2
3 2
= 2 (0,5) - 1 = 0,3828.
3.5 Qui tc 3:
Xt bin ngu nhin X vi k vng v phng sai
2
.
P[ |X- | < ] =
(
<
X
P = 2 (
) - 1.
Vi = ta c: P[ |X- | < ]= 2 (1) - 1 = 0,6826
Vi = 2 ta c: P[ |X- | < 2
]= 2 (2) - 1 = 0,9544
Vi = 3 , P[ |X- | < 3]= 2 (3) - 1 = 0,9973.
Nh vy nu X ~ N(
2
; ) th P[ |X - | < ] = 1 khi > 3. iu ny c ngha l nu
bin ngu nhin X c phn phi chun vi k vng v phng sai
2
th gn nh chc
chn rng X s nhn gi tr trong khong [ - 3, + 3] .
V d: Trng lng ca mi con g trong mt tri g l bin ngu nhin X c phn
phi chun vi k vng = 3 kg v lch chun = 0,5 kg. Khi bt ngu nhin mt
con g trong tri, gi X l trng lng con g con g va bt, ta c: - 3 = 1,5kg ; +
3 = 4,5kg. vy ta c th tin rng con g ny c trng lng t 1,5 kg n 4,5kg.

V. Vc t ngu nhin

1. Vc t ngu nhin:
Cho U = (X
1
, X
2
, ... ,X
n
) l mt vc t thuc khng gian thc R
n
. Nu X
i
l cc bin ngu
nhin th U gi l mt vc t ngu nhin n chiu, cc bin X
1
, X
2
, ... ,X
n
l cc thnh
phn ngu nhin ca vc t ngu nhin U
V d: Chn ngu nhin mt ngi t m ng. Gi X l chiu cao, Y l trng lng
ca ngi c chn. Vc t U = (X, Y) l mt vc t ngu nhin hai chiu.
n gin trong gio trnh ny ta ch cp n vc t ngu nhin hai chiu. Cc kt
qu v vc t ngu nhin nhiu chiu c th suy ra t vc t ngu nhin hai chiu. Nu
cc thnh phn X, Y ca vc t ngu nhin (X, Y) l cc bin ngu nhin ri rc th
(X, Y) gi l vc t ngu nhin ri rc. Nu cc thnh phn l cc bin ngu nhin lin
tc th (X, Y) gi l vc t ngu nhin lin tc.

2. Qui lut xc sut:
2.1. Hm phn phi: Cho vc t ngu nhin (X, Y).
Hm F(x,y) = P(X< x , Y< y) gi l hm phn phi xc sut ng thi ca vc t (X, Y)


Hnh 13
V mt hnh hc F(x, y) l xc sut im ngu nhin M(X, Y) ri vo min gch hnh
v trn.
2.2. Tnh cht
1/ 0 ) y , x ( F lim ) y , x ( F lim 1 ) y , x ( F lim
y x
y
x
= = =

+
+

2/ ) x ( F ) y , x ( F lim
X
y
=
+
gi l hm phn phi xc sut ca thnh phn X
3/ ) y ( F ) y , x ( F lim
Y
x
=
+
gi l hm phn phi xc sut ca thnh phn Y
4/ Hm phn phi khng gim theo tng bin, ngha l
F(x
1
, y) F (x
2
, y) vi mi x
1
< x
2

F(x, y
1
) F(x, y
2
) vi mi y
1
< y
2

5/ P( a X < b, c Y < d) = F(b, d) - F(a, d) - F(b, c) + F(a, c)
Vic chng minh cc tnh cht trn xin dnh cho ngi c.
T cc tnh cht trn ta nhn thy rng: Khi bit hm phn phi xc sut ng thi ca
vc t ngu nhin (X, Y) ta hon ton xc nh c qui lut xc sut ca n cng nh
cc qui lut ca cc thnh phn tng ng.

3 Bng phn phi xc sut ng thi ca vc t ngu nhin ri rc:
i vi vc t ngu nhin ri rc (X, Y) vic cho bng phn phi xc sut ng thi t
ra thun li hn vic cho hm phn phi xc sut
3.1 Bng phn phi xc sut ng thi ca vc t (X, Y) l bng sau:

Y
X
y
1
y
j
y
m
x
1
p
11
p
1j
p
1m

x
i
p
i1
p
j
p
im

x
k
p
k1
p
kj
p
km

p
ij
= P( X = x
i
, Y= y
j
)
Ta c ) y X ( P p p ), x X ( P p p , 1 p
j j
k
1 i
ij i i
m
1 j
ij
k
1 i
m
1 j
ij
= = = = = = =
= = =

3.2. Bng phn phi xc sut ca cc thnh phn
Bng phn phi xc sut ca cc thnh phn X, Y l cc bng sau:
X x
1
x
2
... x
i
... x
k
P p
1.
p
2 .
... p
i .
... p
k .

Y y
1
y
2
... y
j
... y
m
P p
. 1
p
. 2
... p
. j
... p
.m
V d: Vc t ngu nhin (X, Y) c bng phn phi xc sut ng thi sau:

Y
X
0 1 2
0 0,1 0,2 0,3
1 0,1 0,1 0,2
Ta c: P( X = 0) = 0,6; P( X = 1) = 0,4
P( Y = 0 ) = 0,2; P( Y = 1) = 0,3; P( Y = 2) = 0,5
Vy bng phn phi xc sut ca thnh phn X, Y ln lt l:

X 0 1
P 0,6 0,4

Y 1 2 3
P 0,2 0,3 0,5

4. Hm mt xc sut: Cho vc t ngu nhin (X, Y) c hm phn phi xc sut
F(x, y)
4.1. nh ngha: Nu tn ti hm f(u, v) sao cho F(x, y) =

x y
dudv ) v , u ( f vi mi
(x, y)
2
R th hm f(x, y) gi l hm mt xc sut ng thi ca vc t ngu nhin
(X, Y)
T nh ngha trn ta thy: nu (X, Y) l vc t ngu nhin ri rc th (X, Y) khng c
hm mt xc sut
4.2. Tnh cht:

1/ f(x, y) 0 vi mi (x, y)
2
R
2/ f(x, y) =
x y
) y , x ( F

3/ 1 dxdy ) y , x ( f =

+

+

4/ P[ (X, Y) D ] =
D
dxdy ) y , x ( f
4.3. Hm mt ca cc bin thnh phn
Cho vc t ngu nhin (X, Y) vi hm mt ng thi f(x, y)
Hm
+

= dy ) y , x ( f ) x ( f
X
gi l hm mt ca thnh phn X
Hm
+

= dx ) y , x ( f ) y ( f
Y
gi l hm mt ca thnh phn Y
V d: Cho vc t ngu nhin (X, Y) c hm mt xc sut
f(x, y) =
) y 1 )( x 1 (
1
2 2 2
+ +

1/ Tnh P( 0 X 1, 0 Y 1)
2/ Tm f
X
(x) v f
Y
(y)
Ta c : P( 0 X 1, 0 Y 1) =
=
16
1
y 1
dy
x 1
dx 1
dxdy
) y 1 )( x 1 (
1 1
1
0
2
1
0
2 2
1
0
1
0
2 2 2
=
+ +
=
+ +

) 1 (
1
) 1 )( 1 (
) (
2 2 2 2
x y x
dy
x f
X
+
=
+ +
=
+

tng t
) y 1 (
1
) y ( f
2
Y
+
=

5. Mt s c trng: i vi vc t ngu nhin hai chiu (X, Y) ta thng quan tm n
cc c trng sau:
5.1.Hip phng sa i(covariance hoc m men tng quan ):
Hip phng sai ca vc t (X, Y) l s: cov(X, Y) = E{[X - E(X)][Y - E(Y)]}
Da vo tnh cht ca k vng ta c:
cov(X, Y) = E(XY) - E(X)E(Y)
Vy cov(X, X) = var(X), cov(Y,Y) = var(Y).
Nu X c lp vi Y th cov(X, Y) = 0
iu ngc li ni chung khng ng
5.2. H s tng quan:
H s tng quan gia X, Y l s (X,Y) =
) Y ( D ) X ( D
) Y , X cov(

H s tng quan c cc tnh cht sau:
1/ Nu X c lp vi Y th 0 = , iu ngc li ni chung khng ng.
2/ -1 (X,Y) 1.
3/ (X,Y) = 1 khi Y= AX + B.
4/
<
>
= + +
0 ) , (
0 ) , (
) , (
ac khi Y X
ac khi Y X
d cY b aX

Vic chng minh cc tnh cht trn dnh cho ngi c.
6. Phn phi c iu kin.
Gi s (X,Y) l vect ngu nhin ri rc, ta bit

j .
ij
j
j i
j
i
p
p
) y Y ( P
) y Y , x X ( P
)
y Y
x X
( P =
=
= =
=
=
=

Bng phn phi xc sut
X x
1
x
2
x
i
x
k

( )
j
y Y
X P
=
/

j . p
p
j 1

j . p
p
j 2

j . p
p
ij

j . p
p
kj

c gi l bng phn phi xc sut c iu kin ca X vi iu kin Y=y
j
.
Tng t bng phn phi xc sut
Y y
1
y
2
y
j
y
m

( )
i
x X
/ Y P
=

. i
1 i
p
p

. i
2 i
p
p

. i
ij
p
p

. i
im
p
p

c gi l bng phn phi xc sut c iu kin ca Y vi iu kin X = x
i
.

=
k
1 i j .
i ij
p
x p
= ) / X ( E
j
y Y=
c gi l k vng c iu kin ca X bit Y = y
j

=
m
1 j . i
j ij
p
y p
= ) / Y ( E
i
x X=
c gi l k vng c iu kin ca Y bit X = x
i
.
Nu (X,Y) l vect ngu nhin lin tc c hm mt ng thi f(x,y) th hm
(x/y) =
) y ( f
) y , x ( f
Y
gi l hm mt c iu kin ca X vi iu kin Y = y.
Tng t hm:
(y/x) =
) x ( f
) y , x ( f
x
gi l hm mt c iu kin ca Y vi iu kin X = x.

+

dx ) y / x ( x = E(X/
Y=y
) l k vng c iu kin ca X vi iu kinY = y


+

dy ) x / y ( y = E(Y/
X=x
) l k vng c iu kin ca Y vi iu kin X = x.
V d 1: Vect ngu nhin (X,Y) c bng phn phi xc sut ng thi sau:
X
Y
0 1 2
0 0,1 0,2 0,1
2 0,2 0,1 0,1
4 0,05 0,1 0,05
Phn phi xc sut ca thnh phn ca X l :
X 0 1 2
P 0,35 0,40 0,25
K vng: E(X) = 0,9
Phn phi xc sut ca thnh phn Y l:
Y 0 2 4
P 0,4 0,4 0,2
K vng: E(Y) = 1,6
Phn phi xc sut ca X vi iu kin Y = 1 l:
X 0 2 4
P(X/Y=1) 0,40 0,40 0,20
K vng E( X/Y=1) =1,5.

Y 0 1 2
P(Y/X=2) 0,5 0,25 0,25
K vng E(Y/X=2) = 0,75.
V d 2: Vect ngu nhin (X,Y) c hm mt xc sut ng thi :
f(x,y) =
(
(

|
|
\
|

+
|
|
\
|

Y X
y X
2
Y
Y
2
X
X
2
) y )( x (
2
y x
) 1 ( 2
1
2
Y X
e
1 2
1

c gi l c phn phi chun hai chiu.
Nhn thy:
f
X
(x) =
X
2
2
X
2
) x (
2
X
e
2
1

; f
Y
(y) =
Y
2
2
Y
2
) y (
2
Y
e
2
1

(x/y) =
2
Y
Y
X
X
2
X
) y ( x
) 1 ( 2
1
2
X
e
1 2
1
(

(y/x) =
2
X
X
Y
Y
2
Y
) x ( y
) 1 ( 2
1
2
Y
e
1 2
1
(

E(Y/
X=x
) =
Y
X
(x-
X
) +
Y

E(X/
Y=y
)=
X
Y
(y-
Y
) +
X

Vi E(X) =
X
, E(Y) =
Y
, D(X) =
2
X
, D(Y) =
2
Y
, (X,Y) =
T nhng kt qu trn chng ta thy :
* Cc thnh phn ca phn phi chun hai chiu l phn phi chun.
* Nu = 0 th f(x,y) = f
X
(x)f
Y
(y). Vy trong phn phi chun hai chiu = 0 khi v
ch khi X v Y c lp.

7. Phn phi ca tng hai bin ngu nhin .
Cho vect ngu nhin (X,Y) c hm mt phn phi ng thi f(x, y).
Xt vect ngu nhin Z = X + Y,chng ta i tm qui lut phn phi xc sut ca Z. Gi
F
Z
(z) l hm phn phi xc sut ca bin Z. Ta c:
F
Z
(z) = P[Z < z]= P[ X + Y< z]. Nu coi M(X ,Y) l im ngu nhin trong mt phng
Oxy th P(X + Y< z) l xc sut M(X , Y) ri vo min bn tri ng thng x + y = z

Hnh 14
Vy F
Z
(z) = P[M(X,Y) D ] =

+

x z
dx dy y x f ] ) , ( [
Ly o hm ca tch phn theo bin z ta c :
F
Z
(z) = f
z
(z) =
+

dx x z x f ) , ( y l cng thc xc nh hm mt xc sut ca
Z. Thay i vai tr ca x v y trong cng thc tch phn kp trn ta cng c

F
Z
(z) = f
z
(z) =
+

dx x z x f ) , ( =
+

dy y y z f ) , (
Trng hp X c lp vi Y ta c
f
Z
(z) =
+

dx x z f x f
Y X
) ( ) ( =
+

dy y z f y f
X Y
) ( ) (

VI. Lut s ln v cc nh l gii hn.

Vic trnh by chnh xc cc kt qu ca phn ny s vt qua khun kh v yu cu ca
gio trnh. Tuy nhin v tm quan trng ca n, nht l nhng ng dng trong thng k
chng ti s c gng trnh by nhng kin thc ti thiu v n gin nht.

1. Hi t ca dy bin ngu nhin.
1.1. Hi t hu chc chn: Dy cc bin ngu nhin { }
n
X gi l hi t hu chc chn
ti bin X nu P[ X X lim
n
n

] = 0 khi ta k hiu:
X
n X
c . c . h
.
1.2 Hi t theo xc sut: Dy cc bin ngu nhin { }
n
X gi l hi t theo xc sut ti
bin X nu [ ] >

X X P lim , 0
n
n
= 1. Khi ta k hiu:
X
n X
P
.
1.3 Hi t theo quy lut : Dy cc bin ngu nhin { }
n
X gi l hi t theo quy lut ti
bin X nu dy hm phn phi { } ) x ( F
n
ca dy { }
n
X hi t ti hm phn phi F(x) ca
X.

Ngi ta chng minh c rng nu mt dy bin ngu nhin hi t hu chc chn ti X
th n cng hi t theo xc sut ti X. Mt dy bin ngu nhinhi t theo xc sut ti X
th cng hi t theo quy lut ti X.

2 Lut s ln v cc nh l v lut s ln.
2.1 S qua v lut s ln: Dy cc bin ngu nhin { }
n
X gi l tun theo lut s ln
nu

= =
= =
n
1 i
i
n
1 i
i
P
EX
n
1
a ; X
n
1
X ; 0 a X .
Dy cc bin ngu nhin { }
n
X gi l tun theo lut mnh s ln nu :

= =
= =
n
1 i
i
n
1 i
i
hcc
EX
n
1
a ; X
n
1
X ; 0 a X .
3.2 Bt ng thc Chebyshev: Cho bin ngu nhin X c E(X) = a, D(X) = b
2
.
Vi mi > 0 ta c P[| X- a | < ]
2
2
b
1
.

Bt ng thc trn do nh ton hc ngi Nga Chebyshev a ra t th k 19.
Ta chng minh bt ng thc cho trng hp X c hm mt xc sut f(x).
P[| X- a | < ] =1 - P[| X- a | ] (1)
P[|X - a | ] = =
a x
dx ) x ( f

2 2
) a x (
dx ) x ( f

+

dx ) x ( f ) a x (
1
dx ) x ( f ) a x (
1
2
2
) a x (
2
2
2 2
=
2
2
b
(2)
T (1) v (2) suy ra P[| X- a | < ]
2
2
b
1
, iu phi chng minh

3.3 nh l Chebyshev: Dy cc bin ngu nhinc lp { }
n
X c
E(X
n
) = , D(X
n
) =
2
tun theo lut s ln.
t
=
=
n
1 i
i
X
n
1
X ta c E( X) = , D( X) =
n
2
.
p dng bt ng thc Chebyshev vi bin X ta c:
1 P[ | X- | < ]
n
1
2
2
. Do ( lim
n
1 )
n
1
2
2
=
nn

n
lim P[ | X - | < ] = 1 iu phi chng minh.
nh l Chebyshev l c s ton hc cho php o cc i lng vt l. Khi o mt i
lng vt l no c o cha bit, ngi ta tin hnh o nhiu ln c cc gi tr
X
1
, X
2
, , X
n
sau ly
=
=
n
i
i
X
n
X
1
1
lm gi tr ca i lng cn o .
2.4 nh l Bernoulli: Tin hnh mt dy n php th c lp, xc sut xut hin s kin
A mi php th l p. Gi f
n
(A) =
n
n
A
l tn sut ca s kin A.
Dy f
n
(A) tun theo lut s ln.
Tht vy : ta c E(f
n
(A)) = p, D(f
n(
(A)) =
n
pq
( q = 1- p).
p dng bt ng thc Chebyshev vi i lng f
n
(A) ta c:
1 P[ | f
n
(A) -p| < ]
n
pq
1
2
. T y suy ra nh l c chng minh.

3. Cc nh l gii hn.
Cc nh l v lut s ln lin quan ti s hi t theo xc sut ca dy cc i lng ngu
nhin. Phn ny chng ti trnh by khng chng minh cc nh l v s hi t theo quy
lut ca dy cc bin ngu nhin.
3.1 .nh l gii hn i phng Moivre -Laplace.

Xt mt lc Bernoulli, xc sut xut hin s kin A mi php th l p. Xc sut
A xut hin ng k ln trong n ln th l P
n
(k).
Xc sut A xut hin trong khong t k
1
n k
2
ln trong n ln th l P
n
(k
1
, k
2
). Theo
cng thc Bernoulli ta c:
P
n
(k) = C
n
k
p
k
q
n-k
, P
n
(k
1
, k
2
) =
2
1
k
k k
k n k k
n
q p C .
Vic s dng cng thc Bernoulli tnh cc xc sut i hi phi thc hn mt s
lng kh ln cc php ton nn khi n ln ta s dng cng thc xp x c suy ra t cc
nh l sau.
nh l 1: nh l gii hn i phng Moivre -Laplace:

n
lim
(
(
) x (
npq
1
) k ( P
k n
= 0, x
k
=
npq
np k
.
iu ny c ngha l khi n kh ln ta cng c cng thc xp x sau:
P
n
(k)
npq
1
(
npq
np k
).
nh l 2: nh l gii hn tch phn Moivre -Laplace:

n
lim [P
n
(k
1
, k
2
) -
2
k
1
k
x
x
dt ) t ( ] = 0

1
k
x =
npq
np k
1

,
2 k
x =
npq
np k
2

, (t) =
2 / t
2
e
2
1

.
Khi n kh ln ta cng c cng thc xp x sau
P
n
(k
1
, k
2
) (
npq
np k
2

) - (
npq
np k
1

).
V d 1: Xc sut mi cy sng sau thi gian trng l 0,8. Trng 400 cy
1/ Tnh xc sut c ng 320 cy sng.
2/ Tnh xc sut s cy sng nm trong khong t 300 n 360 cy.
Gii: Xc sut cn tnh phn 1 l:
P
400
(320)
2 , 0 . 8 , 0 . 400
1
(
2 , 0 . 8 , 0 . 400
320 320
) =
8
1
(0) = 0,05.
Xc sut cn tnh phn 2 l:
P
400
(300, 360) = 99379 , 0 ) 5 , 2 ( ) 5 , 2 ( ) 0 , 5 ( = =
V d 2 : Ti mt khu ngh mt c 2n ngi n ngh. Khch c phc v n tra bi
hai t lin tip t 10h 30 n 11h 30 v t 11h 30 n 12h 30 . Mi khch ngh c th
n qun n ca khu ngh mt vo mt trong hai t vi cng mt kh nng. Hy tm s
ch ngi ti thiu ti qun n vi xc sut khng nh hn 0,95 c th tin rng khng
c khch no khng c phc v n tra.
Gi X l s ngi n qun n trong ln phc v u: T 10h 30 n 11h 30 .

X ~ B(n; 0,5). Gi k
0
l s ch ngi ti qun n, ta c:
P[ X k
0
, 2n- X k
0
] 0,95 P [ 2n k
0
X k
0
] 0,95
(
n 2 5 , 0
n k
0

) - (
n 2 5 , 0
k n
0
) 0,95 2 (
n 2 5 , 0
n k
0

) - 1 0,95
(
n 2 5 , 0
n k
0

) 0,975 = (1,96) k n + 0,98
Vi n = 50 k
0
50 + 9,8 = 59,8. Vy nu khu ngh c 100 khch th phng n cn b
tr 60 ch.
3.2 nh l gii hn Poisson:
Khi s dng cng thc xp x nu trn tnh xc sut ca phn phi nh thc chnh
xc s khng cao nu: P(A) = p gn 0 hoc 1. Khi p gn 0 hoc 1 ta s dng nh l sau:
nh l 3: Xt mt dy v hn cc php th c lp, xc sut xut hin s kin A
php th th n l p
n
tho mn
n
limnp
n
= .
Gi X l s ln xut hin A trong dy php th ni trn ta c:

! k
e ) k X ( P lim
k
n
= =

p dng nh l ni trn khi X ~ B (n, p) m p gn 0 hoc 1
Ta c:
!
) (
) (
k
np
e k X P
k
np
= .
V d : T l ngi c k sinh trng st rt trong mu mt vng ng bng sng Cu
Long l 0,01. Ly mu mu ca 100 ngi. Tnh xc sut c 5 ngi c k sinh trng
st rt trong mu.
Gi X l s ngi c k sinh trng st rt trong mu ca 100 ngi.
X ~ B(100; 0,01). Ta c P( X = 5 )
! 5
1
e
1
= 0,03066.
3.4 nh l gii hn trung tm:
Hai nh l nu mc 3.1 ch l cc trng hp ring ca nh l gii hn trung tm. Ta
bit rng: Nu bin ngu nhin X c k vng a v phong sai b
2
th bin ngu nhin
b
a X
Z

= gi l bin ngu nhin c chun ho. Nhng nh l cp ti dy cc bin
ngu nhin c lp sau khi c chun ho, hi t theo quy lut ti phn phi chun
tc c gi l nh l gii hn trung tm.Trong mc ny chng ti nu hai trong nhng
nh l ni trn.
Xt dy cc bin ngu nhin c lp: X
1
, X
2
. . . . .X
n
. . .
c cng k vng a v phng sai b
2
.
=
=
n
1 i
i
__
X
n
1
X , n
b
a X
Z
__
n
=
nh l 4: Dy cc bin ngu nhin Z
1
. . Z
2
. . . . . Z
n
. . . hi t theo qui lut ti phn
phi chun tc.

nh l va nu l dng n gin ca nh l gii hn trung tm c in, n l trng
hp c bit ca nh l sau:
nh l 5 (Lindeberg): Cho dy cc bin ngu nhin c lp: X
1
, X
2
, , X
n
.
X
i
c k vng a
i
v phng sai
2
i
b .

=
=
n
1 i
i n
X
n
1
Y ,
=
=
n
1 i
i n
a A ,
=
=
n
1 i
2
i
2
n
b B ,
n
n n
n
B
A Y
Z

= .
Nu gi thit sau c tha mn:

=

n
1 k
B | x |
k
2
2
n
n
n
) x ( dF x
B
1
lim = 0 vi mi > 0 th dy cc
bin ngu nhin Z
1
, Z
2
, .., Z
n
hi t theo qui lut ti phn phi chun tc.
Ngi c mun tm hiu k hn v cc nh l gii hn c th c cc sch tham kho
c nu cui gio trnh.

Bi tp chng III.

1.Mt ngi tung ng tin 3 ln, gi X l s mt sp pha trn ca 3 ng tin va
tung.
a. Lp bng phn phi xc sut ca X.
b.Tm hm phn phi xc sut ca X.
c. Tnh E(X), D(X).
2. Mt ngi tung ng thi hai con xc xc cn i v ng cht. Gi tng s chm
hai mt trn l X. Nu X 4 anh ta mt 100 ng. Nu 5X <10 anh ta mt 50 ng.
Nu X > 10 anh ta c 200 ng. Gi Y l s tin anh ta nhn c sau mt ln chi.
a. Lp bng phn phi xc sut caY
b. Tm hm phn phi xc sut ca Y
c, Tnh k vng ca Y. C kt lun g v tr chi ny

3. Mt ngi c 3 vin n nhm bn vo bia cho ti khi trng bia hoc ht n th dng.
Cc ln bn c lp, xc sut trng bia mi ln bn l 0,8. Gi Y l s n phi dng
a. Lp bng phn phi xc sut ca Y
b.Tm hm phn phi xc sut ca Y v v th ca hm phn phi.
c.Tnh E(Y), D(Y).
4. Hai cu th bng r ln lt nm bng vo r cho ti khi c mt ngi nm trng hoc
c hai ngi nm ht 3 lt th dng. Xc sut nm trng r ca ngi th nht l 0,8,
ca ngi th hai l 0,6, cc ln nm c lp. Gi X l s ln nm ca ngi th nht, Y
l s ln nm ca ngi th hai, Z = X + Y.
a. Hy lp bng phn phi xc sut ca X, Y, Z.
b. Tnh E(X), E(Y), E(Z)v D(X), D(Y), D(Z).
5. Mt kho hng c 6 l hng do nh my A sn xut v 4 l hng do nh my B sn
xut. Ly ngu nhin t kho hng ra 3 l hng. Gi X l s l hng do nh my A sn
xut trong 3 l hng c ly ra.
b.Tnh E(X), D(X).
6. Khi lai u hoa thun chng vi u hoa trng thun chng th h F
1
cc cy u
u c hoa mu . th h F
2
cc cy u c hoa mu v mu trng theo t l 3: 1.
Chn ngu nhin 4 cy u th h F
2
. Gi X l s cy u c hoa mu trong 4 cy
trn.
b. Tnh E(X), D(X).

7. Mt ca hng kinh doanh thc phm ti sng ti mt khu dn c qua mt thi gian
iu tra th trng nhn thy lng tiu thu tht ln X ( kg/ngy) c bng phn phi xc
sut sau:
X 100 105 110 115 120 125
P 0,1 0,20 0,20 0,30 0,12 0,08
Gi tht ln mua vo 25000 ng/kg bn ra 30000 ng/ kg cui ngy tiu th khng ht
phi bn vi gi 15000 ng/ kg . Nu l ch ca hng, anh (ch) nn quyt nh hng
ngy nn nhp lng tht ln l bao nhiu c li nhun trung bnh l cao nht.
8. iu tra lng sa ti ng chai X bn ra hng ngy ca mt ca hng c bng
phn phi xc sut nh sau:
X 7 8 9 10 11 12
P 0,1 0,15 0,20 0,30 0,15 0,1
Mi chai sa vo 3.000 ng bn ra 5.000 ng . Ht ngy khng bn c th vt b.
Theo anh (ch) ca hng mi ngy nn nhp vo bao nhiu chai sa c li nhun trung
bnh cao nht.
9. Mt ngi trng 2 gi phong lan v 2 chu a lan. Mi gi phong lan c xc sut
sng l 0,6 nu cht trng li ln th hai. Mi chu a lan c xc sut sng l 0,7 nu
cht trng li ln th hai. Phong lan v a lan nu sng s ra hoa. Gi thnh ging phong
lan l 15.000

/gi, gi thnh ging a lan l 12.000

/ chu. Tin cng chm sc phong
lan v a lan tng ng l 20.000
v 15.000
. Tin bn mi gi phong lan l 200.000
,
mi chu a lan l 150.000
. Hy tnh tin li trunh bnh m ngi trng hoa thu c.

10. Khi cho p trng vt trong l p th 85% trng n. Trong s vt con mi ra i c
60% vt mi.
a. Cho p 5000 qu trng, nhiu kh nng nht c bao nhiu vt mi.
b. Khi nui xc sut sng ca vt mi l 0,9 , ca vt c l 0,8. Nu tin trng v tin p
l 1200 ng /1 qu, tin thc n v tin cng chm sc l 1400 ng/ 1 con( k c con
sng v con cht). Tin bn vt mi l 6000 ng, tin bn vt c l 5000 ng/1 con th
ch l li trung bnh l bao nhiu?.

11 . Ba vn ng vin bng bn A, B, C c trnh ngang nhau tham gia mt gii u
theo qui tc: A v B gp nhau trn u nu ai thng s u tip vi C. Ngi thng
trn th hai s gp ngi thua trn u. Gii u s kt thc khi c mt ngi thng
lin tip 2 trn. Hy tnh xc sut thng trn ca tng ngi.
12. Mt nhn vin ti mt trung tm tr chi in t ph trch 20 my. Xc sut mi
my cn s gip ca nhn vin trong mt gi l 0,1. Cc my hot ng c lp.
a. Gi X l s my cn s gip ca nhn vin trong 1 gi. Tm qui lut phn phi xc
sut ca X
b. Tm xc sut trong 1 gi lm vic c t nht 1 my cn n s gip ca nhn
vin.

13. Mt l hng c 8 sn phm loi A, 2 sn phm loi B. Rt ln lt t l hng ra 1
sn phm kim tra cho ti khi gp sn phm loi B th dng. Gi X l s sn phm rt
ra.
b. Tnh E(X), D(X).
14. T l ngi c k sinh trng st rt trong mu ti mt vng min ni l 0,1. Ngi ta
tin hnh xt nghim mu mu cho dn vng ny cho ti khi pht hin ra mu c kt
qu dng tnh th dng. Gi X l s mu mu cn xt nghim.
a. Tnh E(X), D(X).
b. Tnh ModX.
15. Tin hnh mt dy cc php th c lp, xc sut xut hin s kin A mi php th
P(A) = p. Gi X l s ln tht bi trc thnh cng u tin.
a. Hy xc nh quy lut phn phi xc sut ca X.
b. Nu Y l s ln tht bi trc thnh cng th k. Hy xc nh quy lut phn phi xc
sut ca Y.
16. Cho f(x) =
<
0 x khi Axe
0 x khi 0
x

a. Tm A f(x) tr thnh hm mt xc sut.
b. Tm hm phn phi xc sut tng ng.
c. Tnh E(X).
17. Cho f(x) = Ae
-|x|

a. Tm A f(x) l hm mt xc sut ca bin ngu nhinX.
b. Tm hm mt xc sut ca Y = X
2
.
c. Tnh xc sut P [ Y 1 ].
18. Cho X, Y l 2 bin ngu nhin c lp c bng phn phi xc sut sau:
X 0 2 2 Y 0 1 2
P 0,2 0,5 0,3 P 0,3 0,5 0,2
a. Hy lp bng phn phi xc sut ca Z = X + Y.
b. Hy lp bng phn phi xc sut ca U = X.Y

c. Hy lp bng phn phi xc sut ng thi ca (X, Y)

19. T l ht thc khng ny mm l 0.001. Tnh xc sut sao cho chn ngu nhin 1000
ht th
a. C khng qu 10 ht khng ny mm.
b. C ng 10 ht khng ny mm.

20. Cho X
1
, X
2
, , X
i
,X
n
l dy cc bin ngu nhin c lp c D(X
n
) M n. Chng
minh rng dy cc bin ngu nhin trn tun theo lut s ln.
21. Cho X
1
, X
2
, , X
i
,X
n
l dy cc bin ngu nhin c lp c 0 ) X ( D
n
1
lim
n
1 i
i
n
=
=

.
Chng minh rng dy cc bin ngu nhin trn tun theo lut s ln.
22. Cc th h con th h F
2
c cc kiu gen AA, Aa, aa theo t l 1 : 2 : 1. Xt 10 c th
th h F
2
.
a. Tnh xc sut c 3 c th mang gen AA, 5 c th mang gen Aa v 2 c th mang gen
aa.
b. Tnh xc sut s c th mang gen cng kiu nhiu hn s c th mang gen khc
kiu.
23. Mt phng th nghim c cp kinh ph tm mt nguyn t vi lng trong mu
t. Kh nng thnh cng th nghim u l 0,5 vi chi ph 10 triu. Nu th nghim
u tht bi kinh ph c tng ln 15 triu thm cc loi ho cht mi nn xc sut
thnh cng l 0,6. Nu th nghim ln ny cng tht bi th kinh ph vn c cp nh
ln th 2 v xc sut thnh cng cng l 0,6. Nu ln ny tht bi vic th nghim kt
thc v phng ny c coi l khng hon thnh nhim v. Gi X l s tin phng phi
dng.Tnh E(X).
24. Cho:
<
=
0 x e Ax
0 x 0
) x ( f
x 2 2

a. Xc nh A f(x) l hm mt xc sut camt bin ngu nhin X no .
c. Tnh: P(0 < X < 1)
d. Tnh k vng v phng sai ca X

25. Cho:
<
=
0 x ke
0 x 0
) x ( f
2
x
a. Tm k f(x) l hm mt l hm mt xc sut ca bin ngu nhinY no .
c. Tm k vng v phng sai ca Y.

26. T l ngi c k sinh trng st rt mi ngi dn vng cao l 0,2. Th mu 900
ngi dn vng cao ni trn.
a. Tnh xc sut s mu mu c k sinh trng st rt nm trong khong t 156 n
204.
b. Tnh xc sut s mu mu c k sinh trng st rt khng nh hn 120
c. Tnh xc sut s mu mu c k sinh trng st rt khng ln hn 150.

27. Xc sut ca mt loi ht ging ny mm sau khi gieo l 0,8.
a. Phi gieo t nht bao nhiu ht vi xc sut khng nh hn 0,977 c th tin rng c
trn 100 ht ny mm.
b. Phi gieo t nht bao nhiu ht vi xc sut khng nh hn 0,977 c th tin rng tn
sut ny mm lch khi xc sut ny mm khng qu 0,01 v gi tr tuyt i.

28. Trng lng X ca mi con b trong mt n b l bin ngu nhinc phn phi
chun vi k vng 300 kg v lch chun 50 kg. Chon ngu nhin 1 con b trong
chung. Tnh xc sut con b c chn :
a. C trng lng trn 350 kg.
b. C trng lng t 250 n 350 kg.
c. Chn ngu nhin 4 con b trong n b ni trn. Tnh xc sut 2 trong 4 con b
c chn c trong lng t 250 n 350 Kg.

29. Trng lng mi con c chp trong h l mt bin ngu nhinc phn phi chun vi
k vng 2 kg v lch chun 0,4 kg. C c trng lng n 1,5 kg l c loi ba, c c
trng lng t 1,5 kg n 2,5 kg l c loi hai, c c trng lng trn 2,5 kg l c loi
mt.
a. Bt mt con c trong h, tnh xc sut con c bt c l c loi hai. Bt 1000 con
c trong h th kh nng nht c bao nhiu c loi hai
b. C ngi bt ngu nhin 3 con c trong h th kh nng bt c 3 con c cng loi
ln hn kh nng bt c 2 con c cng loi. Theo anh (ch) kin trn l ng hay
sai? Ti sao?
c. Bt 5 con c trong h, tnh xc sut 1 con loi mt, 3 con loi hai v 1 con loi ba.

30. Mt ngi chun b 10 hc trng b, mi hc gieo mt ht xc sut ny mm ca
mi ht l 0,9.

a. Tnh xc sut c t nht 1 hc khng c ht ny mm.
b. Bit mi hc c ht ny mm cy b s sng v ra qu em bn c 50.000
. Tin li
thu c t 10 hc b trn l bao nhiu?
c. Mt ngi gp mi hc b nn gieo 3 ht, nu mi hc c hn 1 cy non th nh b
ch li 1 cy vi lp lun l lm nh th xc sut c 10 hc u c cy non s ln
hn 0,90. Anh (ch) c ng vi lp lun trn khng ? Ti sao?

31. Nng sut la X mt a phng l bin ngu nhin c phn phi chun vi k vng
60 t v lch chun l 5 t/ha. Gt ngu nhin 5 tha rung.
a. Tnh xc sut trong 5 tha rung c gt c 2 tha rung c nng sut lch khi k
vng khng qu 2 t.
b.Tnh xc sut trong 5 tha rung c gt c t nht 1 tha rung c nng sut lch
khi k vng khng qu 2 t.

32. Cc khch hng mua xe hi ti mt i l nu v l do no khng va , chic xe
mua c tr li trong vng 2 ngy sau khi mua v c ly nguyn tin. Mi xe b tr
li nh vy i l b thit hi 5 triu ng. T l xe b tr li l 10 %. C 100 xe mi c
bn ra.
a. Tm k vng v lch chun s xe b tr li.
b. Tm k vng v lch chun ca s tin i l b thit hi.

33. Bin ngu nhin X c phn phi Poisson vi = 10. Tnh xc sut X khng vt
qu 3.

34. S ln trc trc ca mt mng my tnh mt trng i hc trong mt thng c phn
phi Poisson vi = 2. Tnh xc sut trong mt thng c 5 my b trc trc.

35. Bin ngu nhinX c phn phi m vi k vng l 2. Hy tnh xc sut X nhn gi
tr nh hn 3.

36. Mt ci bia hnh ch nht c chiu di 6m, chiu rng 4m. Mt ngi nhm bn vo
bia, Gi X, Y ln lt l khong cch gia im chm ca vin n vi mt phng cha
bia ti 2 trc i xng ca bia. Bit X c phn phi chun vi k vng l 2 m v lch
chun 0,9m. Y c phn phi chun vi k vng l 1,5m v lch chun 0,6m v X c
lp vi Y. Tnh xc sut vin n c bn trng bia.

37. Cho vect ngu nhin 2 chiu c bng phn phi xc sut ng thi sau:

X
Y
0 1 2 3
0 0,05 0,10 0,05 0,10
1 0,01 0,05 0,10 0,10
2 0,05 0,10 0,05 0,15
a Tm phn phi ca cc thnh phn X,Y.
b. Tm Cov(X,Y) , (X, Y).
c. Tm phn phi ca
2 Y
X
=
v tnh E(
2 Y
X
=
).
d. Tm phn phi ca
1 X
Y
=
v tnh E(
1 X
Y
=
).

38. Xc sut sinh con trai l 0,5 vi mi ngi m. Mt gia nh d nh c 3 con. Gi X
l bin ngu nhin ch s con gi trong gia nh c 3 con. Y l bin ngu nhin ch dy
cc tr em c gii tnh lin nhau, chng hn nu c 3 a tr u l gi hoc u l trai th
Y = 1. Nu a u l gi, a th hai l trai, a th ba l gi th Y = 3.
a. Hy lp bng phn phi xc sut ng thi ca vect (X,Y).
b. Gi Z l chi ph v qun o bit Z = X +Y +10 . Hy lp hm phn phi xc sut ca Z.
c. Tnh k vng v phng sai ca Z.

39. Xc sut mi cy sng sau mt thi gian trng l 0,8. Trng 400 cy.
a. Tnh xc sut c t 300 cy n 340 cy sng.
b. Tnh xc sut s cy sng khng nh hn 300 cy.
c. Tnh xc sut s cy sng khng qu 340 cy.

40. T l ngi c k sinh trng st rt ti mt vng ng bng l 0,001. Xt nghim 4000
mu mu.
a. Tnh xc sut c 8 mu c k sinh trng st rt.
b. Tnh xc sut khng c qu 5 mu mu c k sinh trng st rt

Chng 4:
Nhng khi nim c bn m u v thng k.

Thng k ton hc c th coi l mt phng php khoa hc phn tch v x l d liu
c c nh cc th nghim, cc cuc iu tra nghin cu cc hin tng t nhin, cc
vn k thut cng nh cc vn x hi. Nhng d liu y c th l nhng c
tnh nh tnh, cng c th l nhng c tnh nh lng. T nhng d liu thu thp c,
da vo cc quy lut xc sut a ra nhng quyt nh, nhng nh gi v cc d bo
v nhng hin tng ang c th nghim hoc ang c quan st l mc ch ca
thng k ton hc.

I. Tng th v mu.

1.Tng th v kch thc ca tng th.
Khi nghin cu hoc quan st mt hoc mt s c tnh ca cc phn t trong mt tp
hp no th tp hp cc phn t ny c gi l tng th hoc m ng, mi phn t
thuc tp hp ny c gi l cc c th ca tng th hoc c th ca m ng. Chng
hn nh khi nghin cu chiu cao ca thanh nin Vit Nam ( c tui t 15 n 30) th
tng th gm tt c cc thanh nin Vit Nam thi im bt u nghin cu, c tnh m
ta nghin cu l mt c tnh nh lng l chiu cao ca mi c th trong tp hp
thanh nin Vit Nam. Khi iu tra mt loi bnh mi xut hin trn gia cm ti cc tnh
thuc ng bng Bc B th tng th l ton b gia cm ang c chn nui ti ng
bng Bc B. c tnh m ta quan tm ti trong trng hp ny l mt c tnh nh tnh
xt mi c th gia cm trong tng th c hoc khng c loi bnh m ta quan tm. S
lng cc c th trong mt tng th c gi l kch thc ca tng th . Ngi ta
thng dng ch hoa N ch kch thc ca tng th .Thng thng kch thuc tng
th rt ln. Chnh v vy vic xt mt hoc mt s cc c tnh ca tt c cc c th trong
tng th s tn km v thi gian, cng sc cng nh tin ca. Trong nhiu trng hp
vic nghin cu tt c cc c th ca tng th l khng kh thi v s lng c th tng
th c mt trong thi gian nghin cu lun bin ng. Chng hn vic xt tui th ca tt
c cng dn Vit Nam l mt vic lm khng kh thi. Trong nhiu trng hp khc vic
nghin cu tt c cc c th ca tng th li l mt vic lm khng c ngha. Nu cn
nh gi cht lng bia ca nh my bia H Ni sn xut trong mt thng m em m
tt c cc chai bia ny ra kim tra th khng th chp nhn c v sau khi kim tra s
khng cn bia bn.

2. Mu v kch thc mu.
Mt tp hp cc c th ly ra t tng th gi l mu. S lng c th c mt trong mt
mu gi l kch thc ca mu. . Ngi ta thng dng ch n ch kch thc mu.
Kch thc ca mu thng nh hn rt nhiu so vi kch thc ca tng th. T tng
th cho ta c th ly ra nhiu mu khc nhau vi cng mt kch thc n. Tp hp tt
c cc mu c th ly ra c t tng th c gi l khng gian mu. Nu c tnh m
ta nghin cu l c tnh nh lng X th vi mt mu c th c kch thc n, c th th
i trong mu c c tnh X = x
i
th b s

(x
1
, x
2
, ..., x
i
, ... x
n
) cng c gi l mt mu. Tp hp tt c cc b n s tng ng vi
tp tt c cc mu c cng kch thc n cng c gi l khng gian mu. Trong trng
hp ny khng gian mu l mt tp con ca khng gian R
n
.
Thay v nghin cu tt c cc c th c mt trong tng th ta chuyn sang nghin cu mt
b phn ca tng th l mu v vy mu phi i din mt cch khch quan nht cho tng
th. m bo yu cu trn, ngi ta a ra cc phng php ly mu sau.

3. Cc phng php ly mu
3.1 Ly mu ngu nhin khng hon li: nh s cc c th trong tng thng th t 1
n N. Rt ngu nhin ln lt n c th a vo mt mu. T phng php ly mu ny
ta thy: xc sut c th u tin c mt trong mu l
N
1
, xc sut c th th i c
mt trong mu l
1 i N
1
+
.
3.2 Ly mu ngu nhin c hon li: nh s cc c th trong tng th t 1 n N. Rt
ngu nhin t tng th ra 1 c th, ghi c tnh ca c th ny ri tr c th v tng
th, c tnh va ghi c coi l phn t u ca mu. Vic xc nh cc phn t tip
theo ca mu cng c lm tng t nh trn. T phng php ly mu ngu nhin c
hon li ta thy: xc sut mi c th c mt trong mu l
N
1
. Mi c th c mt nhiu
ln trong mu.
Ta nhn thy rng vi kch thc n, s lng cc mu trong trng hp ly mu khng
lp l A
n
N
, s lng cc mu trong trng hp lp N
n
. Khi N ln hn rt nhiu so vi n
th A
n
N
v N
n
sai khc nhau khng ng k v vy vic ly mu c hon li cng gn
ging nh vic ly mu khng hon li.
3.3. Ly mu theo cc lp: mu i din mt cch khch quan nht cho tng th l u
tin hng u ca vic ly mu. Trong nhiu trng hp ngi ta chia tng th ra lm k
lp ri t mi lp ly ngu nhin ra mt s c th a vo mu. Nu s lng cc c th
lp th i l N
i
th s c th c chn a vo mu ca lp ny l n
i
cn tho mn
N
N
n
n
i i
.
3.4: Ly mu theo chu k : Trong vic kim tra cht lng cc sn phm cng nghip
c sn xut theo dy chuyn vic ly mu ngu nhin s gp kh khn v tn km.
Phng php ly mu theo chu k t ra thun li trong nn sn xut cng nghip hin
i. C sau mt chu k gm T sn phm ta ly ra mt sn phm a vo mu.
trnh s trng lp ca chu k sn xut ra cc sn phm tt, xu ca dy chuyn vi chu k
ly mu ta c th thay i chu k T trong cc t ly mu khc nhau vi mc ch mu
phi i din mt cch khch quan nht cho tng th .
Cc phng php ly mu trn l cc phng php ph bin trong vic thu thp cc d
liu.Vic ly mu tt, xu theo ngha c khch quan hay khng nh hng rt ln ti vic
a ra kt lun c chnh xc hay khng v cc c tnh c mt trong tng th .

II. B tr mu v phn phi mu.

Khi nghin cu c tnh nh lng X tng th bng cc phng php ly mu ta nhn
c mt mu c kch thc n gm n s liu:

x
1
, x
2
, ... , x
i
, ..., x
n
.
khai thc v x l cc thng tin cha ng trong dy s liu ny ta cn sp xp s liu
nhm d dng nhn ra cc c trng ca dy s liu .

1. Sp xp s liu
Thng thng ta sp xp s liu theo th t tng dn. Dy s liu ny u im hn dy
s liu ban u, ta c th d dng nhn bit gi tr nh nht v gi tr ln nht ca cc s
liu mu. Bit c bin dao ng ca cc s liu mu. Vi cch sp xp ny ta d
dng nhn bit cc s liu c mt trong mu hn mt ln v cc s liu bng nhau c
xp lin nhau.
1.2 Sp xp mu theo bng tn s v tn sut mu.
Bng tn s: L bng hai dng sau:
x
i
x
1
x
2
... x
i
... x
k

n
i
n
1
n
2
... n
i
... n
k

Dy trn ghi cc gi tr c th c ca mu theo th t tng dn, dng di ghi tn s
tng ng. Tn s mu l s c th c c tnh X =

x
i
trong mu. Bng tn s mu cho ta
nhiu thng tin hn dy s liu c sp xp theo th t tng dn. Ngoi nhng thng tin
c c nh dy s liu c sp xp theo th t tng dn, qua bng tn s ta c th bit
c s liu no c mt nhiu nht, s liu no c mt t nht trong mu.
Bng tn sut: Gi tr f
i
=
n
n
i
c gi l tn sut ca c th c X = x
i
trong mu. Bng
tn sut mu l bng sau:
x
i
x
1
x
2
... x
i
... x
k

f
i
f
1
f
2
... f
i
... f
k

Ngoi nhng thng tin c c nh bng tn s mu ta cn bit c t l phn trm
ng gp ca s liu mu.
1.3 Biu din bng th:
Trong mt phng Oxy vi Oy l trc ch tn s n
i
, Ox ch gi tr mu x
i
. Xt tp cc im
M
i
(x
i
, n
i
), ni M
i
vi im nm trn trc honh c honh x
i
ta c biu hnh gy
biu din tn s. Cng trong mt phng Oxy vi Oy l trc ch tn sut f
i
, Ox ch gi tr
mu x
i
. Xt tp cc im N
i
(x
i
, n
i
), ni N
i
vi x
i
ta c biu hnh gy biu din tn sut.
Cc biu ny th hin bi hai hnh sau. Ly t l trn trc Oy trong biu tn sut
gp n ln trn biu tn s ta c hai biu ging nhau.

Hnh 1 Hnh 2
n
i

x
x
1
x
2
x
k-1
x
k
O
f
i

x
x
1
x
2
x
k-1
x
k
O

Ni im M
i
vi im M
i+1
, N
i
vi im N
i+1
vi i = 1, k-1 ta c cc ng gp khc
gi l cc a gic tn s v a gic tn sut. Nu t l trn trc tung ca a gic tn sut
gp n ln t l trn trc tung ca a gic tn s th hai a gic ny l nh nhau.

Hnh 3 Hnh 4
Hnh 3 v hnh 4 l cc hnh v a gic tn s v a gic tn sut.

2. Sp xp s liu theo cc lp: Khi kch thc mu ln thun tin cho vic phn
tch v x l s liu ta c th chia mu ra lm k lp k tip vi cng rng
l =
k
gi mu ca nht nh tr gi - mu ca nht ln tr

Khi mu c sp xp theo bng sau:

Lp [x
1
, x
1+l
) [x
1+l
, x
1+2l
) ... [x
1+(i-1)l
, x
1+il
) ... [x
1+(k-1)l
, x
k
]
Tn s n
i
n
1
n
2
n
i
n
k

Tn sut f
i
f
1
f
2
f
2
f
k

n
i
= s c th c c tnh X tho mn x
1+(i-1)l

X < x
1+il
c trong mu
f
i
=
n
n
i
l tn sut mu ca cc c th mu thuc lp th i.
Cc hnh sau gi l biu tng ng vi mu c b tr theo lp. Nu coi mi lp c
rng bng mt n v di th mi hnh ch nht c y [ ]
il l i
x x
+ + 1 ) 1 ( 1
; trong hnh 5 c
din tch bng n
i
. Mi hnh ch nht vi y l [ ]
il l i
x x
+ + 1 ) 1 ( 1
; trong hnh 6 c din tch
l f
i
. Nu ni trung im cc cnh pha trn ca cc hnh ch nht lin k ta c a gic
tn s v a gic tn sut tng ng .

x
i
x
1
x
2
x
i
x
k
f
i
f
1
f
2
f
i
f
k

n
i

x
x
1
x
2
x
k-1
x
k
O
f
i

x
x
1
x
2
x
k-1
x
k
O


Hnh 5 Hnh 6

3. Hm phn phi mu.
Vi mu cho bi bng tn sut:

Hm phn phi mu l hm cho bi:

< + + +
<
<
=
+
k
i i i
n
x x khi
x x x khi f f f
x x x khi f
x x khi
x F
1
.....
.....
.....
0
) (
1 2 1
2 1 1
1

Nhn thy rng: hm phn phi mu ph thuc vo mu v kch thc ca mu. Vi hai
mu c cng kch thc c th nhn c hai hm phn phi mu khc nhau. Gi s c
tnh nh lng X tng th c hm phn phi F(x) .
nh l Glivenco-Katelli ch ra rng: vi mi s thc x, Sup |F
n
(x) - F(x)| hi t hu
chc chn ti 0 khi n tin ra v cng. iu ny c ngha l vi n ln ta c th ly phn
phi mu thay cho phn phi xc sut cha bit ca tng th.

III. Mu ngu nhin v cc c trng mu.

1. Mu ngu nhin.
Gi s c trng bin X mi c th tng th l mt i lng ngu nhin c hm
phn phi xc sut F(x), ta tin hnh mt php ly mu ngu nhin c kch thc n. Gi
X
i
l bin ngu nhin ch gi tr X ca c th th i trong mu, ta thy cc X
i
l cc bin
ngu nhin c cng phn phi xc sut vi X. Vi mi mu c th X
i
s c gi tr xc
nh l x
i
. Do vic ly mu l c lp nn dy
X
1
, X
2
, ..., X
n
l cc i lng ngu nhin c lp.
Ta c th hiu vct ngu nhin ( X
1
, X
2
, .. X
i
,.., X
n
) trong X
i
c lp vi X
j
khi i j
v cc X
i
c cng phn phi xc sut vi X c gi l mt mu ngu nhin ly t tng
th cho.
Vi mi mu c th ta c mt b n s thc (x
1
, x
2
, ..., x
i
, ..., x
n
), b s ny ny gi l
mt th hin ca mu ngu nhin ( X
1
, X
2
, ...X
i
,.., X
n
) ng vi mu ang xt.
n
i

x
x x x
k-1
x
k
O
f
i

x
x x x
k-1
x
k
O

V d : Xt tng th l tp sinh vin Vit Nam, c trng X l chiu cao ca mi sinh
vin. Xt mt mu c kch thc n = 10, vc t ngu nhin:
( X
1
, X
2
, ..., X
10
) vi X
i
l chiu cao ca sinh vin th i trong mu l mt mu ngu
nhin. Vi mt mu c th
x
1
= 1,65; x
2
= 1,52; x
3
= 1,60; x
4
= 1,65; x
5
= 1,70
x
6
= 1,58; x
7
= 1,68; x
8
= 1,72; x
9
= 1,52; x
10
= 1,60
B s (1,65; 1,52; 1,60; 1,65; 1,70; 1,58; 1,68; 1,72; 1,52; 1,60) l mt th hin ca
mu ngu nhin ( X
1
, X
2
, ..., X
10
).
2. Cc c trng mu:
2.1 Hm mu (thng k ): Hm g( X
1
, X
2
, .., X
n
) vi ( X
1
, X
2
, ., X
n
) l mt mu ngu
nhin gi l mt hm mu hay mt thng k .
V mu (X
1
,X
2
, ..., X
n
) l mt vc t ngu nhin nn g( X
1
, X
2
, ..., X
n
) l mt bin
ngu nhin. Vi mu c th bin ngu nhin X
i
= x
i
vi i = 1, 2 . . . , n
g(x
1
, x
2
, ... , x
n
), l gi tr c th m thng k g( X
1
, X
2
, ..., X
n
) nhn tng ng vi mu
cho. Phn phi xc sut ca thng k g ( X
1
, X
2
, ..., X
n
) ph thuc vo phn phi
xc sut ca binngu nhin X tng th .
2.2 Trung bnh v phng sai mu.
Xt mu ngu nhin ( X
1
, X
2
, ..., X
n
)
Thng k
n
1
X = ( X
1
+ X
2
+ ...+ X
n
) gi l trung bnh mu. Vi mu c th:
(x
1
, x
2
, ..., x
n
),
n
1
x = (x
1+
x
2+
...+ x
n
) l gi tr m trung bnh mu nhn c ng vi
mu cho. Ta coi x l mt th hin ca X vi mu cho.
Thng k:
2
S
=
n
1
2
n
1 i
i
) X X (
=
gi l phng sai mu cha hiu chnh,

2
s =
n
1
2
n
1 i
i
) x x (
=
cng c gi l phng sai mu cha hiu chnh vi ngha n
l mt th hin ca
2
S
ng vi mu c th.
Thng k: S
2
=
1 n
1
2
n
1 i
i
) X X (
=
gi l phng sai mu hiu chnh,
s
2
=
1 n
1
2
n
1 i
i
) x x (
=
cng c gi l phng sai mu hiu chnh tng
ng vi mu cho.
phn bit trong phn cn li ca gio trnh ta s dng cc ch vit hoa ch cc thng
k ca mu ngu nhin v cc ch khng vit hoa ch cc th hin tng ng,
Thng k : S
gi l lch chun mu cha hiu chnh v s l th hin ca S
vi mu
cho.
Thng k : S gi l lch chun mu hiu chnh v s l th hin ca S vi mu
cho.
Khi nim cha hiu chnh v hiu chnh ca phng sai mu s gii thch chng
sau. Ta c th tnh cc thng k trn theo cng thc sau:

2 2
2
2 2
1
;
S
n
n
S X X S
= = vi
=
=
n
i
i
x
n
X
1
2 2
1

V d : Mt mu cho bi bng tn s sau:

x
i
50 52 54 56
n
i
2 3 3 2

Ta c :
10
1
x = (2.50 + 3.52 +3.54 + 2.56 ) = 53

2
s =
10
1
[2(50- 53)
2
+3(52 -53)
2
+ 3(54-53)
2
+2(56-53)
2
] = 4,2
s
2
=
9
1
[2(50- 53)
2
+3(52 -53)
2
+ 3(54-53)
2
+2(56-53)
2
] =
3
14

s = 05 , 2 2 , 4 , s = 2,16.
Trong thc hnh chng ta ch tnh cc th hin ca thng k ng vi mt mu c th,
thun li cho vic tnh ton ta a ra mt cng thc khc tnh

2
s =
n
1
2
n
1 i
i
) x x (
=
=
n
1
) x x (
n
1 i
i
=

2
s =
n
1
) x
n
1
x
n
x 2
x
n
1 i
2
n
1 i
n
1 i
i
i
2

= = =
+ =
n
1 2
n
1 i
i
2
x x
=

t
=
=
n
1 i
i
2 2
x
n
1
x ta c
2
s =
2
2
x x , ta cng c
s
2
=
1 n
n
2
s suy ra s
2
=
1 n
n
(
2
2
x x )
2.3 Mt s c trng mu khc: Do cc c trng nu ra di y khng c s dng
ph bin trong phn cn li ca chng trnh nn chng ti ch nu ra cc th hin ca
cc c trng mu ngu nhin tng ng vi mt mu c th.
M men mu cp k l s m
k
(0) =
n
1
=
n
i
k
i
x
1

M men trung tm mu cp k l s m
k
=
n
1
k
n
1 i
i
) x x (
=

H s bt i xng mu l s: h
3
=
3
k
s
m

H s nhn mu l s : 3
s
m
h
4
4
4
=

IV Mt s phn phi xc sut thng gp trong thng k .

Phn phi chun l mt phn phi kh ph bin, cc bin ngu nhin gp trong nhiu lnh
vc thng c phn phi chun hoc xp x chun. Cc biu thc c trnh by trong
phn cn li ca thng k u c lin quan mt thit n phn phi chun. Mc ny gii
thiu ( khng chng minh) mt s nh l v phn phi chun v cc phn phi c lin
quan n phn phi chun.

1. Cc nh l v phn phi chun.
1.1 nh l 1: Nu bin ngu nhin X c phn phi chun vi k vng v phng sai
2
th Z =
X
c phn phi chun tc.
Mt bin ngu nhin X c phn phi bt k vi k vng a v phng sai l b
2
th bin
Z =
b
a X
gi l bin c chun ho. Nh vy chun ho mt bin ngu nhin c
phn phi chun ta c mt bin c phn phi chun tc.
1.2 nh l 2: Nu X v Y l hai bin chun c lp, E(X) =
X
, D(X) =
2
X
;
E(Y) =
Y
, D(Y) =
2
Y
th :
1/ Z = X + Y c phn phi chun vi k vng l tng ca hai k vng v phng
sai l tng ca hai phng sai.
2/ Z = X - Y c phn phi chun vi k vng l hiu ca hai k vng, v phng
sai l tng ca hai phng sai.
Tng, hiu ca hai bin chun c lp cng l mt bin chun.
1.3 nh l 3: Nu X
1
, X
2
, ..., X
n
l dy cc bin chun c lp c cng k vng v
phng sai
2
th Z =
X
n c phn phi chun tc.

n
1
X = ( X
1
+ X
2
+ ... +X
n
) l bin trung bnh ca dy bin ngu nhin chun
X
1
, X
2
, ..., X
n
.
1.3 nh l 4: Nu X
1
, X
2
, ..., X
n
; Y
1
, Y
2
, ..., Y
m
l dy cc bin ngu nhin chun, c
lp, X
i
N(
X
,
2
X
) i= 1, n; Y
j
N(
Y
,
2
y
) j = 1, m th bin

m n
) ( Y X
Z
Y
2
X
2
Y X

= c phn phi chun tc.
X l trung bnh ca dy cc bin: X
1
, X
2
, ..., X
n

Y l trung bnh ca dy cc bin: Y
1
, Y
2
, ..., Y
m

2.Phn phi khi bnh phng
2
.
2.1. nh ngha: Nu X
1
, X
2
, ..., X
n
l cc bin ngu nhin c lp c phn phi chun
tc th bin ngu nhin Z =
=
n
1 i
2
i
X c gi l bin ngu nhin c phn phi khi bnh
phng vi n bc t do. K hiu Z
2
n
2.2 nh l 1 : Nu Z
2
n
th hm mt ca Z c dng:

>
=

0 z khi e z
)
2
n
( 2
1
0 z khi 0
) z ( f
2
z
1
2
n
2
n
,
Trong hm:
+

=
0
t 1 x
dt e t ) x ( , x > 0.

2.3 nh l 2: Nu Z
2
n
th E(Z) = n v D(Z) = 2n.
Hm mt v hm phn phi xc sut ca phn phi
2
n
ph thuc vo bc t do ca
phn phi . Hai hnh sau cho ta th hm mt v hm phn phi xc sut khi bnh
phng ng vi cc bc t do n = 1, n = 4, n = 10.

Hnh 7 Hnh 8
2.4 nh l 3: Nu X
1
, X
2
,. . . . . X
i
,. . X
n
l cc bin ngu nhin chun, c lp,
X
i
N( ,
2
) th bin
2
2
S
1 n
Z
= l bin ngu nhin c phn phi

2
1 n

S
2
=
1 n
1
2
n
1 i
i
) X X (
=
,
n
1
X = ( X
1
+ X
2
+ ... +X
n
)
Khi coi vec t ngu nhin (X
1
, X
2
, ..., X
n
) l mu ngu nhin ca bin X tng th c
phn phi chun vi k vng v phng sai
2
th S
2
l phng sai mu hiu
chnh v Xl trung bnh mu.

3.Phn phi Student
3.1 nh ngha: Nu X v Y l hai bin ngu nhin c lp , X c phn phi chun tc, Y
c phn phi
2
n
th Z = n
Y
X
l bin ngu nhin c phn phi Student vi n bc t do.
Khi ta k hiu Z S
n
hoc Z T
n
.
3.2 nh l 1: Nu Z T
n
th hm mt ca Z l

2
1 n
2
n
t
1
1
n
2
n
)
2
1 n
(
) z ( f
+
|
|
\
|
+
\
|
=
3.3 nh l 2: Nu Z T
1
th Z khng c k vng v phng sai .
Nu Z T
2
th E(Z) = 0, D(Z) khng tn ti.
Nu Z T
n
vi n > 2 th E(Z) = 0 , D(Z) =
2 n
n
.
Do hm mt ca phn phi T
n
l hm chn nn nu Z T
n
th
P [|Z| ] = 2P[ 0 ], Z 0 > .
Hm mt v hm phn phi T
n
cng ph thuc vo bc t do n. Hnh v sau l th
ca hm mt phn phi T
n
trong cc trng hp n = 1, n = 5 v n = 10.


Hnh 9
3.4 nh l 3: Nu X
1
, X
2
, ..., X
n
l cc bin ngu nhin c lp, X
i
c phn phi chun
tc vi k vng v phng sai
2
th bin ngu nhin
Z = n
S
X
c phn phi Student vi n - 1 bc t do.
3.5 nh l 4: Nu X
1
, X
2
, ..., X
n
; Y
1
, Y
2
, ..., Y
m
l dy cc bin ngu nhin c lp,
E(X
i
) =
X,
, i= 1, n; E(Y
j
) =
Y
, j = 1, m,
D(X
i
) = D(Y
j
) , i= 1, n, j = 1, m th bin ngu nhin
m
1
n
1
S
) ( Y X
Z
Y X
+

= c
phn phi Student vi n + m - 2 bc t do.
=
=
n
1 i
i
X
n
1
X l bin ngu nhin trung bnh ca dy cc bin:
X
1
, X
2
, .. ..,Xi , Xn
=
=
m
1 j
j
Y
m
1
Y l bin ngu nhin trung bnh ca dy cc bin
Y
1
, Y
2
, ...,Y
m

2
m
1 j
2
j
n
1 i
2
i
2
S S ,
2 m n
) Y Y ( ) X X (
S =
+
+
=

= =

4.Phn phi Fisher- Snedecor.
4.1 nh ngha: Nu X v Y l hai bin ngu nhin c lp.
X
2
n
; Y
2
m
th Z =
Y
m
.
n
X
c gi l bin ngu nhin c phn phi Fisher- Snedecor
vi n, m bc t do. K hiu Z F
n, m
.
4.2 nh l 1: Nu Z F
n, m
th hm mt ca Z l :

> +
|
\
|
\
|
\
|
|
\
| +
=
+
0 z n ) z
m
n
1 ( z .
2
m
2
n
m
n
2
m n
0 z n 0
) z ( f
2
m n
2
2 n
2
n
u
u

4.3 nh l 2: Vi m > 4 , E(Z) =
2
2
) 2 m )( 4 m ( n
) 2 m n ( m 2
) Z ( D ,
2 m
m

+
=

Khi m 2 , E(Z) v D(Z) khng tn ti, khi 2 m <4 th E(Z) =
2 m
m
cn D(Z) khng
tn ti. Hm mt v hm phn phi ca phn phi F
n , m
ph thuc vo n v m. Hnh
v sau cho hm mt ca phn phi Fisher - Senedecor trong cc trng hp n = 6, m =
6; n = 12, m = 6; n = 6 ,m = 60.

Hnh 10 Hnh 11
4.4 nh l 3: Nu Z F
n, m
th
Z
1
F
m, n
.
4.5 nh l 4: Nu X
1
, X
2
, ..., X
n
; Y
1
, Y
2
, ..., Y
m
l dy cc bin ngu nhin chun c
lp,
X
i
N(
2
; X X
) i = 1, n; Y
j
N(
2
;
Y Y
) j = 1, m
S
2
X
=
1 n
1
2
n
1 i
i
) X X (
=
, S
Y
2
=
1 m
1
2
m
1 j
i
) Y Y (
=
th bin ngu nhin
Z =
2
Y
2
X
S
S
c phn phi Fisher - Senedecor vi n-1, m-1 bc t do.
5. Phn v mc 1- .
Cho X l bin ngu nhin c hm phn phi F(x), l mt s thc thuc khong (0, 1) .
Phn v mc 1- ca bin ngu nhin X l mt s
X tho mn
P( ) X X ( P 1 ) X X

<
T tnh cht ca hm phn phi ta c:
F( ) X ( F 1 ) X
0 +

,v l do
X cng l phn v mc 1- ca hm phn phi

F(x). X
0,5
chnh l trung v ca bin ngu nhin X.
Nhn thy rng nu X l bin ngu nhin lin tc vi hm mt f(x) th

F( = =
1 dx ) x ( f ) X (
X

Nu bin ngu nhin X c phn phi chun tc th phn v mc 1- ca X c k hiu
l
U hay U( ).
Nu bin ngu nhin X c phn phi khi bnh phng vi n bc t do th phn v mc1-
ca X c k hiu l
2
, n
hoc ) , (
2
n
Ch 1: Mt s tc gi dng k hiu:
2
,
n
hoc ) , (
2
n

1-

Hnh 12
Nu bin ngu nhin X c phn phi Student vi n bc t do th phn v mc 1- ca X
c k hiu l t
n ,
hoc t( ) , n
, n
t hoc ) , ( n t

Hnh 13

Nu bin ngu nhin X c phn phi Fisher -Snederco th phn v mc 1- ca X c
k hiu l F
m n, ,
hoc F( ) , , m n
, , m n
F hoc ) , , ( m n F

0 x
y
2
, n


1

m n
F
, ,

Hnh 14

6.Gii thiu cch tra bng trong ph lc
tm U
ta s dng bng 2 l bng cho gi tr ca hm Laplace.

* (0, 1), nhn trong bng gi tr ca hm (x) xem gi tr no gn vi 1- nht.
* Hng cha gi tr ny ch phn n v v phn mi ca U
.
* Ct cha gi tr ny ch phn trm ca U
.
V d 1 : Vi = 0,01 , gi tr gn 1- = 0,99 nht trong bng gi tr hm (x) l
0,99010 . Gi tr ny nm hng 2,3 v ct 3. Vy U
0,01
= 2,33.
Vi = 0,025 , gi tr gn 975 , 0 1 = ny nm hng 1,9 v ct 6. Vy U
0,025
= 1,96.
tm
2
, n
ta tra bng 3.
*
2
, n
l s nm trn hng n v ct .
V d 2 :
10 , 05 , 0
= 18,31 l phn v mc 1- 95 , 0 = ca phn phi
2
10

2
18 , 975 , 0
= 8,33 l phn v mc 0,025 ca phn phi
2
18

tm t
n ,
tra bng 4.
* t
n ,
l s nm trn hng n v ct c gi tri l 2.
V d 3: t
12 , 025 , 0
= 2,179 l phn v mc 1- 975 , 0 = ca phn phi T
12

t
30 , 01 , 0

= 2,457,33 l phn v mc 1- = 0,99 ca phn phi T
30
.
tm F
m n, ,
ta tra bng 5.1 v bng 5.2
Nu = 0,05 ta tra bng 5.1. Gi tr F
05 , 0 , m , n

l giao ca ct n v hng m trong bng 5.1
V d 4: F
16 , 8 , 05 , 0

= 2,54 l phn v mc 0,95 ca phn phi F
8 , 16

F
12 , 14 , 05 , 0

14
,
12

Nu 1- = 0,01 ta tra bng 5.2 .Cch tra tng t bng 5.1.
V d 5: F
16 , 9 , 01 , 0

9 , 16

F
10 , 30 , 01 , 0

30 , 10
.

0 x
y


Bi tp chng IV

1. iu tra nng sut la X (t/ha) trn 10 tha rung ta c bng s liu sau:
Tha s 1 2 3 4 5 6 7 8 9 10
X 45,5 46,0 47,0 45,5 47,5 46,0 48,0 48,0 44,0 49,5
a. Lp bng tn s v tn sut mu
b. Lp hm phn phi mu ( hm tn s cng dn)
c. Lp biu hnh que tn s v tn sut mu
d. V th ca hm phn phi mu

2. Trng lng X ca 12 con ln khi xut chung l (n v kg)
108; 112; 108; 120; 112; 114; 115; 112; 115; 118; 116; 110.
a. Lp hm tn s v tn sut mu.
b. Lp hm phn phi mu
c. Tnh trung bnh mu, phng sai mu cha hiu chnh v hiu chnh. Tnh lch
mu cha hiu chnh v hiu chnh.

3. Trng lng X ca 20 con ln xut chung cho bi bng sau:
X 85-94 95-104 105-114 115- 126 125-134 135-144
n
i
10 30 45 80 30 5
a. Tnh trung bnh v phng sai mu.
b. Lp biu tn s v tn sut

4. o chiu cao X ca 100 sinh vin c chn ngu nhin ta c bng s liu sau

X
[1.50, 1.55) [1.55, 1.60) [1.60, 1,65) [1.65, 1.70) [1.70, 1.75]
n
i
5 18 42 27 8
a. Lp biu tn s v a gic tn s.
b.Tnh trung bnh mu v phng sai mu theo cc i din.

5 Mt mu gm s tin mua hng X ( n v USD) ca 50 khch hng ti mt siu th l:
1 5 22 21 39 32 29 47 14 37
21 14 10 28 26 16 20 35 41 30
36 6 27 18 17 31 25 23 54 10
49 29 24 8 28 12 24 25 3 49
20 23 10 13 45 16 22 58 43 32
a. Xp mu trn vo 6 lp c bc nhy h = 10.
b. Tnh trung bnh mu theo cc i din.
c. So snh trung bnh tnh theo i din vi cc trung bnh thc.
d. Tnh phng sai mu cha hiu chnh v hiu chnh theo cc i din.

6. Cho Z N(0, 1) Tm phn v mc 1- ca Z nu
a. 1 - 95 , 9 = ; b. 1 - = 0,99 ; c. 1- = 0,40 ; d. 1 - = 0,975

7. Cho Z
2
n
. Tm phn v mc 1 - ca Z nu
a. 1 - = 0,95, n = 10 ; = 1 0,99 ; n = 10 ; b. 1 - = 0,05 ; n = 16
c. 1 - = 0,95 ; n = 20 ; d. 1 - 01 , 0 = ; n = 8

8. Cho Z T
n
. Tm phn v mc 1 - ca Z nu
a. 1 - 0,975 ; n = 14 ; b. 1 - 99 , 0 = ; n = 20
c. 1 - 05 , 0 = ; n = 16; d. 1 - = 0,10 ; n = 19

9. Cho Z F
n, m
. Tm phn v mc 0,95 ca Z nu
a. n = 12; m = 14; b. n = 6; m = 15
c. n = 14; m = 24; d. n = 10; m = 6.

10. Cho Z F
n, m
. Tm phn v mc 0,99 ca Z nu
a. n = 8; m = 6; b. n =12; m =16
c. n = 6; m = 4; d. n =20; m =25.

Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..94

Chng 5 c lng tham s

c lng tham s l mt trong nhng bi ton c bn ca thng k ton hc. Khi
nghin cu c tnh X ca ca mi c th ca tng th, nu xc nh c qui lut xc
sut ca X th vic a ra cc nh gi cng nh cc d bo v s bin ng ca tng th
lin quan n c tnh ny s chnh xc v khch quan. Tuy nhin khng phi lc no
chng ta cng xc nh c qui lut xc sut ca X. Trong mt s trng hp, ta ch
bit c dng ton hc ca hm phn phi hoc hm mt ca bin nh lng X m
cha bit cc tham s c mt trong chng. V vy xc nh qui lut xc sut ca X
trc ht phi a ra nhng nh gi v cc tham s ny. Bi ton c lng tham s s
gip ta gii quyt vn trn. Gi s bin nh lng X tng th c hm phn phi:
F ) ,..., , , (
2 1 k
x dng ton hc ca hm phn phi bit cn cc tham s
k
,...., ,
2 1
cha bit. T mu ngu nhin kch thc n
(X
1
, X
2
, ..., X
n
) a ra nhn nh cc tham s trn nhn gi tr no hoc cc tham s trn
nhn gi tr trong mt khong no l ni dung ca bi ton c lng tham s.

I. c lng im

1. nh ngha: Nu ly thng k (

G G = X
1
, X
2
, ..., X
n
) thay cho tham s cha bit
th G c gi l mt c lng im ca
Do (

G G = X
1
, X
2
, ..., X
n
) l mt thng k nn mt c lng im ca tham s cng
l mt bin ngu nhin .
* Vi mu c th (x
1
, x
2
, ..., x
n
), g = G
)
(x
1
, x
2
, ..., x
n
) l mt ga tr c th ca c lng
im.
* Trong khng gian mu ngu nhin c th xc nh nhiu thng k khc nhau v vy
mi tham s c nhiu c lng im.
* c lng im l mt thng k thay th tt cho ta phi a ra cc yu cu nh
gi tnh tt . Khi mt thng k tho mn cc yu cu ny ta c th yn tm dng n
lm c lng ca

2. c lng khng chch: Thng k (

G G = X
1
, X
2
, ..., X
n
) c gi l mt c
lng khng chch ca tham s nu E( G
) =
V d 1: Gi s c trng X tng th c k vng E(X) =
( X
1
, X
2
, ..., X
n
) l mt mu ngu nhin. Khi thng k
=
=
n
1 i
i
X
n
1
X l mt c lng
khng chch ca .
Tht vy: V X
i
c cng phn phi xc sut vi X nn E(X
i
) = i = 1,n.
Xt: = = =

= =
n
1 i
i
n
1 i
i
) X ( E
n
1
) X
n
1
( E ) X ( E
V d 2: Gi s c trng X tng th c E(X) = , D(X) =
2
thng k


=
2
i
2
) X X (
n
1
S
l mt c lng chch ca
2

Ta c

= =
2
i
2
i
2
)] X ( ) X [(
n
1
) X X (
n
1
S

= )] X 2 X 2 ( ) X ( ) X ( [
n
1
i
2
i
+
= )] n X n X 2 )[ X (
n
1
) X (
n
1
i
2
i
+
= ] n X n X n 2 )[ X (
n
1
) X (
n
1
2
i
+
=

2 2
i
) X ( ) X (
n
1

Xt:

= =
2 2
i
2 2
i
2
) X ( E ) X ( E
n
1
] ) X ( ) X (
n
1
[ E ) S
( E
Do E(X
i
- )
2
= D(X) =
2
, E(
n
) X
2
2

= nn E(
2 2
2
2 2
n
1 n
n
) S
= vy
S
l c lng chch ca D(X) =

2

Ta c
2 2 2 2 2
) S
n
1 n
( E ) S ( E S
n
1 n
S =
= . Vy S
2

l mt c lng khng chch
ca
2
. y chnh l l do S
2
v S
2
c gi l phng sai mu cha hiu chnh v
hiu chnh.
Mt c lng khng chch ca l mt c lng tt theo ngha n c trung bnh l
thuyt bng tham s cn c lng.

3.c lng vng: Thng k G
= G
(X
1
,X
2
,. . .X
n
) c gi l mt c lng vng ca
tham s nu vi mi > 0 cho trc ta c [ ] 1 |
| lim = <

G P
n
.
T nh ngha ta nhn thy: Nu thng k G
l mt c lng vng ca th khi n ln

( kch thc mu ln) s sai khc gia G
v l khng ng k.
V d 1: Cho i lng ngu nhin X vi k vng E(X) = , D(X) =
2
v
(X
1
,X
2
,. . .X
n
) l mu ngu nhin khi
n
1
X =
=
n
1 i
i
X l mt c lng khng chch v
vng ca
Tnh khng chch c khng nh trong v d trn.Ta c D(
n
) X
2
=
Vi mi > 0, p dng bt ng thc Trbsep vi bin X ta c:
P[| X - | < ] 1-
2
2
n
ta c 0 , 1 )
n
1 ( lim
2
2
n
> =

.
Suy ra 1 ] | X [| P lim
n
= <

.Vy X l c lng vng ca .


V d 2: Xt mt dy n php th c lp, xc sut xut hin s kin A mi php th
l P(A) = p. Gi n
A
l s ln xut hin A trong n ln th, tn sut f
n
(A) =
n
n
A
l c lng
khng chch v vng ca p = P(A). Khng nh trn c t nh l Bernoulli.

4.c lng hiu qu: Thng k G
= G
(X
1
,X
2
,. . .X
n
) c gi l c lng hiu qu
ca tham s nu:
1/ G
l mt c lng khng chch ca .

2/ Nu H
= H
(X
1
,X
2
. . .X
n
) l mt c lng khng chch bt k ca th
E( G
-
2
) E( H
- )
2

Do E( G
) = , E( H
) = nn E( G
-
2
) = D( G
), E( H
- )
2
= D( H
). V vy c lng
hiu qu cn c gi l c lng khng chch vi phng sai b nht ca .
Gi s bin X ca tng th c hm mt xc sut f(x, ) vi tham s c th nhn gi
tr trong mt min no . G
= G
(X
1
,X
2
,. . .X
n
) l mt c lng khng chch ca ta
lun c:
E(
2
) G
= D( G
)
2
) , x ( f ln
nE
1
(

(*).
Nu
2
) , x ( f ln
nE
1
) G
( D
(

= th G
l c lng hiu qu ca .
Bt ng thc (*) gi l bt ng thc Cramer Rao. Ta c th chng minh c rng
nu bin X ca tng th c phn phi chun vi k vng v phng sai l
2
th
=
=
n
1 i
i
X
n
1
X l mt c lng hiu qu ca . Tn sut f
n
(A) trong mt lc
Bernoulli cng l mt c lng hiu qu ca xc sut P(A) = p.
C nhiu phng php tm c lng im ca tham s cha bit c mt trong quy lut
phn phi xc sut ca tng th. Trong gio trnh ny trnh by hai phng php tm c
lng im ca tham s l :
Phng php hp l nht v Phng php m men.
y l hai phng php thng dng tm c lng im ca tham s.

5.c lng im theo phng php hp l nht.
c lng im ca tham s cha bit theo phng php hp l nht c da trn
quan im gi tr ca trong thc t chnh l gi tr ng vi xc sut xy ra ln nht.
Khi bin ngu nhin X tng th c hm mt xc sut f(x, ) th hm mt xc sut
ng thi ca mu ngu nhin (X
1
, X
2
,. . .X
n
) l
( x
1
, x
2
,. . .x
n
, ) = f(x
1
, ). f(x
2
, ). . . . f(x
n
, ) (1)
Hm f(x
i
, ) l hm mt xc sut ca thnh phn X
i
trong mu ngu nhin:
(X
1
, X
2
,. .X
i
. . .X
n
)
Khi X l bin ngu nhin ri rc nhn gi tr xc sut P(X=
j
) = P
j
( ) th xc sut
X
i
= x
ji
vi x
ji
{
1
,
2
, ...
j
. . .
n
} l P( X
i
= x
ji
) = P
ji
( ).


Xc sut (X
1
,X
2
. . .X
i
. . .X
n
) = (x
j1
, x
j2
, . . .,x
ji
, . .x
jn
) l
(x
j1
, x
j2
, . . ., x
ji
, . ., x
jn
) = p
j1
( )p
j2
( )...p
ji
( )...p
jn
( ) (2)
Vic tm mt thng k G
= G
(X
1
,X
2
,. .X
i,
.. .,X
n
) thay cho sao cho vi mu c th
(x
1
, x
2
, . . .,x
i
, . .x
n
) cho g = G
(x
1
, x
2
, . . .,x
i
, . .,x
n
) tho mn
f(x
1
, g ) f(x
2
, g ). . . . f(x
n
, g ) f(x
1
, )f(x
2
, ). . . . f(x
n
, ) (3)
hoc: p
j1
( g )p
j2
( g )...p
ji
( g )...p
jn
( g ) p
j1
( )p
j2
( )...p
ji
( )...p
jn
( ) (4)
vi mi thuc mt min thc no l hp l theo quan im nu trn. Trong trng
hp bin ngu nhin X tng th l lin tc ta lp hm:
(X
1
,X
2
,. . .X
n
, ) = f(X
1
, )f(X
2
, ). . . . f(X
n
, ) (5)
Hm ny c gi l hm hp l mu. Vic tm im cc i ca (5) tng ng vi
tm im cc i ca:
ln(X
1
,X
2
,. . .X
n
, ) =
n
1 i
i
) , X ( f ln (6)
Thng k G
= G
(X
1
,X
2
,. . .X
n
) (6) cc i tho mn phng trnh
0
d
ln d
=
(7).
Phng trnh (7) c gi l phng trnh hp l, mi nghim ca phng trnh ny
(6) cc i l c lng hp l nht ca .
V d 1: Gi s X tng th c phn phi chun N(
2
; ) vi
2
bit. . Ta tm
c lng im ca
Xt hm hp l mu: (X
1
,X
2
,. . .X
n
, ) =
2
i
2
) X (
2
1
n
e
) 2 (
1

ln=

2
i
2
) X (
2
1
2
1
ln n
Phng trnh hp l 0 ) X (
1
d
ln d
i
2
=

= = = X X
n
1
0 ) X (
i i

Vy X G
= . Ta c 0
n
d
ln d
2 2
2
<
. Vy ti X = hm hp l t cc i, X l c
lng hp l nht ca .
Trng hp i lng ngu nhin X tng th l ri rc ta lp hm :
(X
1
,X
2
,. . .X
n
, ) = ) ( )... ( ) (
2 1

jn j j
p p p hm ny cng c gi l hm hp l
mu. Cng nh trn (X
1
,X
2
,. . .X
n
, ) cc i khi v ch khi
=
=
n
i
j
i
p
1
) ( ln ln cc i
tng ng vi l nghim ca phng trnh
) 8 ( 0
d
) ( p ln d
d
ln d
i
j
=

Phng trnh (8) cng gi l phng trnh hp l


V d 2: Xc sut xut hin s kin A mt php th c lp P(A) = p. Tin hnh n
php th c lp. gi X l s ln xut hin A trong n ln, X
i
l s ln xut hin A ln
th i, ta c:
=
=
n
1 i
i
X X . Hm hp l
(X
1
,X
2
,. . .X
n
,p) = ) p 1 ln( ) x n ( p ln x C ln ln ) p 1 ( p C
x
n
x n x x
n
+ + =

) A ( f
n
X
p 0
p 1
X n
p
X
dp
ln d
n
= = =
,
f
n
(A) l tn sut xut hin A trong n php th. Vy hm c lng hp l nht ca xc
sut p chnh l tn sut ) A ( f
n

6. c lng tham s theo phng php mmen
Gi s c trng X tng th c hm phn phi xc sut ) ,..., , , (
2 1 m
x F kiu
dng ca hm phn phi bit, cc tham s
m
,..., ,
2 1
cha bit. T mt mu ngu
nhin
n
X X X ,..., ,
2 1
ta s tm cc c lng im ca cc tham s
m 2 1
,..., ,
Ta c : ) ,..., , ( g EX ) 0 (
m 2 1 k
k
k
= = l mmen gc cp k ca X.
Thay ) 0 (
i
bi cc mmen gc ca mu tng ng c h phng rnh sau:

=
=
=
m
i m m
k
i m k
i m
X
n
g
X
n
g
X
n
g
1
) ,..., , (
...... .......... .......... ..........
1
) ,..., , (
....... .......... .......... ..........
1
) ,..., , (
2 1
2 1
2 1 1

Cc nghim ca h phng trnh trn l cc c lng ca cc tham s
m
,..., ,
2 1
.
Phng php tm cc c lng im va nu l phng php mmen.
V d: Gi s c trng X ca tng th c phn phi chun N( ;
2
) vi
(
n
X X X ,..., ,
2 1
)l mt mu ngu nhin tng ng. Ta bit
1
(0) = ,
2
(0) =
2 2
+ .
Mmen gc mu cp 1 l
=
=
n
1 i
i
X
n
1
X
Mmen gc mu cp 2 l
=
=
n
1 i
2
i
2
X
n
1
X
T y ta c h phng trnh sau :

= +
=
2 2 2
X
X
= =
=
2
2
2 2
S X X
X
)

Vy X l l c lng im ca ,
2
S l c lng im ca
2
tm c theo
phng php mmen.


II. c lng khong

Trong thc t nhiu khi ta mun nh gi mt tham s cha bit nhn gi tr trong mt
khong no . Bi ton c lng khong gii quyt vn ny

1.Khong tin cy. tin cy
Gi s
1
G
=
1
G
(X
1
,X
2
,. . .X
n
),
2
G
=
2
G
(X
1
,X
2
,. . .X
n
) l hai thng k c t mu ngu
nhin (X
1
, X
2
,. . ., X
n
), l mt tham s c mt trong phn phi xc sut ca tng th,
P l s tho mn 0 < P < 1. Khong [
1
G
,
2
G
] tho mn P[
1
G

2
G
] = P c gi l
khong tin cy ca vi tin cy P

2
G
-
1
G
c gi l b rng ca khong tin cy

Mong mun ca ngi lm thng k l vi mu cho tm c khong tin cy
[
1
G
,
2
G
] sao cho
* B rng ca khong tin cy cng nh cng tt
* tin cy P cng ln cng tt
Tuy nhin vi kch thc mu c nh khi b rng ca khong tin cy gim th tin cy
P cng gim theo v ngc li. V vy trong thng k ngi ta thng c nh tin cy
P v tm mt khong tin cy [
1
G
,
2
G
] ng vi tin cy ny sao cho n c b rng cng

nh cng tt. Thng thng, ngi ta chn tin cy P cc mc:
P = 0,95; P = 0,99; P = 0,999
tm
1
G
v
2
G
ng vi tin cy P ta thc hin theo cc bc sau:

* Lp thng k G
= G
(X
1
, X
2
,. . ., X
n
, ) sao cho phn phi xc sut ca G
xc nh
*T phn phi xc sut ca G tm cp s a, b tho mn:
* P( a G
b) = P (1), c th tm c v s cp a, b tho mn (1)

*Thc hin php bin i tng ng a (1) v:
* P[
1
G

2
G
] = P (2)
Khi khong [
1
G
,
2
G
] l khong tin cy ca vi tin cy P. Trong tt c cc cp

s a, b tho mn (1), nu tm c a
1
, b
1
sao cho b
1
- a
1
nh nht th khong [
1
G
,
2
G
] tm
c ng vi cp s a
1
, b
1
ny cng c b rng l nh nht.

2.c lng k vng ca phn phi chun: Gi s X ~ N(
2
; ) , vi mu ngu nhin
(X
1
, X
2
,. . .X
i
, .., X
n
) v vi tin cy P cho ta tm c lng khong ca k vng .
2.1 Trng hp
2
bit
Xt thng k Z = n
X

Z ~ N(0,1).
Vi tin cy P cho c th tm c v s cp a, b P(a Z b) = P. Do phn phi
chun tc l phn phi i xng, nu ly b =
2
U
, a = -
2
U
vi = 1-P th b - a = 2
2
U
l
nh nht. Khi ta c
P[-
2
U
n
X
2
U
] = P P[ X -
2
U
X +
2
U
] = P


Vy khong tin cy ca k vng khi
2
bit l:
[ X -
2
U
; X +
2
U
] (3).
Ch : vi mu c th ( x
1
, x
2
,....x
n
) th
=
=
n
1 i
i
x
n
1
x l gi tr c th ca X ng vi mu
cho, khi khong:
[ x -
2
U
; x +
2
U
] (3) cng c gi l khong tin cy ca k vng

tng ng vi mu (x
1
, x
2
,....,x
n
).
V d: Gi s bin X tng th c phn phi chun vi k vng cha bit v
phng sai
2

= 4. T mt mu c kch thc n = 16 ta tm c x = 12.
Vi tin cy P = 0,95, hy tm c lng khong ca .
Gii: ta c: 1 - P = 0,05 = ; U
0,025
=1,96.
x -
2
U
= 12-1,96.
2
1
= 11,02 ; x +
2
U
= 12+1,96.
2
1
= 12,98.
Vy khong tin cy ca vi tin cy P = 0,95 l [11,02; 12,98]
2.2 Trng hp
2
cha bit.
Xt thng k Z = n
S
X
Z T
n-1
S
2
=
n
1 i
2
i
) X X (
1 n
1
. Vi tin cy P
cho ta cng tm c v s cp s a, b P [ a Z b] = P. Do phn phi T
n-1
l phn
phi i xng nu ly b =
1 ,
2
n
t
v a = -
1 ,
2
n
t
th b - a = 2
1 ,
2
n
t
nh nht, khi :
P[-
1 ,
2
n
t
n
S
X
1 , ,
2
n
t
] = P
P[ X-
1 ,
2
n
t
n
S
X+
1 ,
2
n
t
n
S
] = P
Vy khong tin cy ca k vng trong trng hp phng sai cha bit l:
[ X-
1 ,
2
n
t
n
S
; X+
1 ,
2
n
t
n
S
] (4)
Vi mu c th ( x
1
, x
2
,....x
n
) th khong:
[ x -
1 ,
2
n
t
n
s
; x +
1 ,
2
n
t
n
s
] (4) cng gi l khong tin cy ca
khi
2
cha bit.
V d: iu tra nng sut ca mt ging la trn 10 tha rung ta c kt qa sau:

Bit nng sut X( tn /ha) , X ~ N( ;
2
). Vi tin cy P = 0,95 tm c lng khong
ca .
x
i
4,4 4,5 4,6 4,8 4,9 5,0
n
i
1 1 3 3 1 1


Ta c: x =
10
1
(1.4,4+ 1.4.5 +3.4,6 +3.4,8+ 1.4,9+ 1.5,0) = 4,7.
s
2
=
9
1
(1.(-0,3)
2
+1.(-0,2)
2
+3.(-0,1)
2
+3.(0,1)
2
+1.0,1
2
+0,3
2
) = 0,071
s =
2
s = 0,266; 1-P = 0,05;
9 , 025 , 0
t , = 2,26
x -
1 ,
2
n
t
n
s
= 4,7-2,26.
10
266 , 0
= 4,5; x +
1 ,
2
n
t
n
s
= 4,7+ 2,26.
10
266 , 0
= 4,9
Vy khong tin cy ca nng sut vi tin cy P = 0,95 l [4,5; 4,9].

3.c lng xc sut
Tin hnh mt dy n php th c lp c n
A
ln xut hin A. Vi tin cy P cho hy
c lng khong ca tham s p = p(A).
Ta c tn sut xut hin A l f =
n
n
A
. Xt thng k Z = n
) p 1 ( p
p f
, Z hi t theo quy
lut ti phn phi N(0,1). Tng t nh bi ton tm c lng khong ca k vng
ca phn phi chun, khi n khln th:
P[ -
2
U
n
) p 1 ( p
p f
2
U
] = P (5).
Xt bt ng thc: -
2
U
n
) p 1 ( p
p f
2
U

n(f-p) p(1-p)
2
2
U

2 1
p p p vi p
1
, p
2
cho bi
p
1
=
2
2
2
2 2
2
2
4
1
) 1 (
2
1

U n
U f nf U U nf
+
+ +

p
2
=
2
2
2
2 2
2
2
U n
U
4
1
) f 1 ( nf U U
2
1
nf

+
+ + +

Vy (5) ) (
2 2
p p p P = P . c lng khong ca p l
[
2
2
2
2 2
2
2
4
1
) 1 (
2
1

U n
U f nf U U nf
+
+ +
;
2
2
2
2 2
2
2
U n
U
4
1
) f 1 ( nf U U
2
1
nf

+
+ + +
] (5)
V d: iu tra 2000 gia nh gio vin cc tnh ng bng Bc B thy c1600 gia
nh c t nht 1 con ang hc hoc tt nghip i hc. Vi tin cy P = 0,95, hy
tm c lng khong t l p cc gia nh gio vin c con ang hc hoc tt nghip
i hc.
Ta c: f =
2000
1600
= 0,8, 1- f = 0,2 ; 1- p = 0,05 ; U
0,025
= 1,96.


Mt tri ca khong tin cy l
2
2 2
96 , 1 2000
4
96 , 1
320 96 , 1
2
96 , 1
1600
+
+ +
= 0,78
Mt phi ca khong tin cy l
2
2 2
96 , 1 2000
4
96 , 1
320 96 , 1
2
96 , 1
1600
+
+ + +
= 0,82
Vy khong tin cy ca t l p vi tin cy P = 0,95 l [0,78; 0,82].
Vic s dng cng thc (5) tm khong tin cy ca p = P(A) kh cng knh v phc
tp. Trong thc hnh nu c mu ln th thng k Z = n
) f 1 ( f
p f
c phn phi xp x
chun. T ta c khong tin cy ca p l:
[f -
2
U

n
) f 1 ( f
; f +
2
U

n
) f 1 ( f
] (6)
p dng (6) tm khong c lng ca t l p trong v d va nu.
Ta c: f - U
0,025

n
) f 1 ( f
= 0,8 -1,96
2000
2 , 0 . 8 , 0
= 0,78
f + U
0,025

n
) f 1 ( f
= 0,8 + 1,96
2000
2 , 0 . 8 , 0
= 0,82
Khi c mu n ln, s dng cng thc(5), (6) tm khong tin cy ca p ta c kt qu
tng t nhau.

4.c lng phng sai ca phn phi chun.
Xt mt mu ngu nhin t tng th c phn phi chun N( ) ;
2

Thng k Z =
2
2
S ) 1 n (
c phn phi
2
n-1
vi S
2
=
n
i
i
X X
n
1
2
) (
1
1
.
Vi tin cy P cho c v s cp s a, b P[a
2
2
S ) 1 n (
b] = P (5)
Ly a =
2
2
1 ; 1

n
; b =
2
2
; 1

n
; = 1- P, ta c
P[
2
1 ,
2
1 n

2
2
S ) 1 n (
2
1 ,
2
n
] = P
P[
1
2
2
2
) 1 (
n
S n

2

1 ,
2
1
2
2
) 1 (

n
S n
] = P (6)
T (6) ta c : khong tin cy ca
2
vi tin cy P l:
[
1 ,
2
2
2
) 1 (
n
S n

2

1 ,
2
1
2
2
) 1 (

n
S n
] (7)


Ch :
(
(
(

S
n
S
n
n n
2
1 ,
2
1
2
1 ,
2
1 1

(7) l khong tin cy ca vi tin cy P

Vi mu c th : ( x
1
, x
2
,....x
n
) , s
2
=
n
1 i
2
i
) x x (
1 n
1
khong
[
1 ,
2
2
2
) 1 (
n
s n

2

1 ,
2
1
2
2
) 1 (

n
s n
] (7) cng gi l khong tin cy ca

2
vi
tin cy P ng vi mu cho.

(
(
(

s
n
s
n
n n
2
1
2
1
2
1 ,
2
1 1

(7) l khong tin cy ca tng ng vi mu

cho.
V d: Bit t l phn trm X ca mt nguyn t vi lng trong cc mu t thuc
chu th sng Hng c phn phi chun N( ;
2
). Ngi ta tin hnh phn tch 15 mu
t v tm c s
2
= 0,1%. Vi tin cy P = 0,95. Tm khong tin cy ca
2
.
P = 0,95 nn = 0,05,
14 , 975 , 0
2
= 5,73;
14 , 025 , 0
2
= 26,12

1 ,
2
2
2
) 1 (
n
s n
=
14.0, 001
26,12
= 0,000536 ;
1 ,
2
1
2
2
) 1 (

n
s n
=
14.0, 001
5, 63
= 0,002487
Vy khong tin cy ca
2
ng vi mu cho l [0,000536 ; 0,002487].

5. c lng s c th c c tnh A trong m ng gm N c th
y l bi ton thng gp trong thc t, chng hn cn a ra c lng v s ngi
mc mt loi bnh trong mt khu vc dn c c N ngi hoc cn c lng v s ph
phm trong mt kho hng gm N sn phm,.
Gi m l s c th c c tnh A trong m ng gm N c th. Ly t m ng ra mt
mu ngu nhin ( khng hon li) gm n c th gi X l s c th c c tnh A trong n
c th . X c phn phi siu bi vi
N
nM
) X ( E = v ).
1 N
1 n
1 .(
N
M N
.
N
nM
) X ( D
=
Bin ngu nhin
) X ( D
) X ( E X
Z

= c phn phi gii hn l chun tc.
T quy lut phn phi gii hn ca Z vi tin cy P cho ta c th tm c khong
tin cy ca E(X) t suy ra khong tin cy ca M. Tuy nhin vic tm khong tin cy
ca E(X) theo phng php trn l kh phc tp nn ta khng i theo hng ny. Ta
cng bit rng nu N ln hn rt nhiu so vi n th phn phi siu bi xp x phn phi
nh thc B(n, p) vi p =
N
M
. Gi s
A
n l s c th c c tnh A trong n c th,
n
n
f
A
= ,
khong tin cy ca p vi tin cy P l :


) 8 ( ]
) 1 (
[ ]
) 1 (
[
) 1 ( ) 1 (
) 1 ( ) 1 (
2 2
2 2
2 2
n
f f
U f N M
n
f f
U f N
n
f f
U f
N
M
n
f f
U f
n
f f
U f p
n
f f
U f

V d : Ti mt vng ni khu vc Ty Nguyn gm 10000 ngi. Tin hnh xt
nghim tm k sinh trng st rt ca 200 ngi thy c 40 ngi c k sinh trng st rt
trong mu. Hy tm khong tin cy ca s ngi c k sinh trng st rt trong mu vi
tin cy P = 0,95
Ta c 96 , 1 U ; 028 , 0
n
) f 1 ( f
; 8 , 0 f 1 ; 2 , 0
200
40
f
025 , 0
= =
= = =
1451 , 0 028 , 0 . 96 , 1 2 , 0
n
) f 1 ( f
U f
2
= =

2549 2549 , 0 . 10000 ]
n
) f 1 ( f
U f [ N
1451 1451 , 0 . 10000 ]
n
) f 1 ( f
U f [ N
2549 , 0 028 , 0 . 96 , 1 2 , 0
n
) f 1 ( f
U f
2
2
2
= =
+
= =
= + =

Vi tin cy P = 0,95 , khong tin cy v s ngi c k sinh trng st rt trong nhm
mu vng ni Ty Nguyn l [1451 ; 2549]

6. c lng kch thc tng th
xc nh s lng N ca mt loi vt hoang d hoc s lng c c trong mt ci h
ngi ta tin hnh theo phng php sau:
Bt M c th trong N c th, nh du tng c th ny (chng hn mi con th, mi con
chim hoc mi con c bt c cho gn vi mt vng nhm), sau th M c th vo
mi trng m chng sinh sng. Sau mt thi gian ta tm bt n c th (n < M), t s c
th X c nh du c mt trong n c th va bt c ta s tm cch xc nh s
lng c th N.
Ta bit X l i lng ngu nhin c phn phi siu bi. Da vo quy lut ca X ta c
th tm c khong tin cy ca
N
M
vi tin cy P, t suy ra khong tin cy ca N.
n gin ta xp x phn phi siu bi bi phn phi nh thc. Khong tin cy ca
p =
N
M
vi tin cy P l

n
f f
U f
N
M
n
f f
U f
) 1 ( ) 1 (
2 2


n
f f
U f
M
N
n
f f
U f
M
) 1 ( ) 1 (
2 2

(9)
Bt ng thc cho bi (9) cho ta khong tin cy ca N vi tin cy P.
V d: iu tra s lng mt loi c trong h ngi ta nh bt 400 con c ri nh
du mi con c ny bng mt vng nhm nh sau th vo h. Sau mt thi gian ngi
ta bt li 150 con thy trong c 50 con c bt ln trc. Vi tin cy
P = 0,95 hy tm khong tin cy s lng n ca loi c ny.
Ta c 400 M ; 150 n ; 96 , 1 U ;
3
2
f 1 ;
3
1
150
50
f
025 , 0
= = = = = =
3246 , 0
9 . 150
2
. 96 , 1
3
1
n
) f 1 ( f
U f
2
= =

3420 , 0
9 . 150
2
. 96 , 1
3
1
n
) f 1 ( f
U f
2
= + =

1232
3246 , 0
400
n
) f 1 ( f
U f
M
1170
3420 , 0
400
n
) f 1 ( f
U f
M
2
2
=

Kt lun: Vi tin cy P = 0,95 ta c th tin rng loi c trn trong h vo khong t
1170 con n 1232 con.

7. Kch thc mu cn thit
Ta bit rng b rng ca khong tin cy ph thuc v tin cy P v kch thc mu n.
Gi 2l l b rng ca khong tin cy, 2l t l thun vi P v t l nghch vi n.
B rng ca khong tin cy th hin s chnh xc cao hay thp ca c lng, khong tin
cy cng hp, chnh xc c lng cng cao. Trong thc t, m bo tnh chnh
xc ca c lng ta thng yu cu b rng ca khong tin cy nh thua 2 vi l
s dng cho trc. Trong mc ny chng ta a ra cch tm kch thc mu ti thiu
b rng ca khong tin cy 2l 2 .
Trong trng hp
2
bit, k vng ca phn phi chun c b rng khong tin cy
2l = 2
n
U
2
. 2l 2
n
U
2

2
2
2
2
2
U n U n
(8)
Ch cn ly n l s t nhin nh nht tho mn (8) ta c 2l 2 .
V d 1: Bit X ~ N( , 0,16). Hy tm kch thc mu n vi tin cy P = 0,95
rng ca c lng khong 2l 0,2.Ta c U
0.025
= 1,96,
= 0,1, p dng (8) n 1,96
2
.
0,16
n 61, 4656
0, 01
. Vy 2l 0,2 th ti thiu phi
tin hnh iu tra 62 mu.
rng ca khong tin cy ca xc sut p trong phn phi B(n, p) l:


2l =
n
U
n
f f
U
2
2
) 1 (
2
v
4
1
) 1 ( f f (Bt ng thc Caushy)
Xt:
2
2
2
2 2
4
U
n
2
U
n 2
n
U

(9)
Vy khong c lng ca xc sut p c rng 2l 2 th s ln th n phi tho
mn (9).
V d 2: Phi tin hnh bao nhiu php th c lp vi tin cy P = 0,99 b rng
ca khong tin cy ca xc sut P(A) = p nh hn 0,1
Ta c U
0.005
= 2,26, = 0,05. p dng (9) n 76 , 510
05 , 0 . 4
26 , 2
2
2
=
Vy tho mn yu cu phi tin hnh ti thiu 511 php th .


Bi tp chng V
1. Cho mu ngu nhin ( X
1
, X
2
,....X
n
) bit X
i
N( ) ;
2

a. Chng minh rng: Z
1
= X
1
, Z
2
=
2
X X
2 1
+
, Z
i
=
i
X ... X X
i 2 1
+ + +

Z
n
=
n
X ... X X
n 2 1
+ + +
u l cc c lng khng chch ca .
b. Trong cc c lng trn c lng no l tt nht.

2. Cho mu ngu nhin X
1
, X
2
,....X
n
bit X
i
c phn phi m vi tham s hy chng
minh rng: Z =
X n
1 n
vi
=
=
n
1 i
i
X
n
1
X l c lng khng chch ca .

3. Cho X
1
, X
2
,....X
n
l mt mu ngu nhin ly t mt tng th c k vng v phng
sai
2
. Xt hai thng k
Z
1
= = =
+
+ + +
X Z ,
) 1 n ( n
nX ... X 2 X
2
2
n 2 1
n
X ... X X
n 2 1
+ + +

a. Chng minh rng c hai thng k trn u l c lng khng chch ca .
b. Trong hai c lng trn c lng no tt hn.

4. Nng sut ng X ( t /ha) l i lng ngu nhin c phn phi chun N( ;
2
). iu
tra nng sut ng ca 130 tha rung ta c kt qu sau:
Nng sut x
i
40 45 46 49 51 53 57
S tha n
i
2 5 9 35 43 22 14
a. Hy tm khong tin cy ca nng sut ng trung bnh vi tin cy P = 0,95.
b. Hy tm khong tin cy ca
2
vi tin cy P = 0,98.

5. Bit trng lng X ( g/ qu) ca mi qu trng c phn phi chun N( , 25) Cn mt
mu gm 100 qu trng ta c kt qu sau:
x
i
150 160 165 170 175 180 185
n
i
4 12 14 25 25 14 6
a. Vi tin cy P = 0,95 tm khong tin cy ca trng lng trng trung bnh .
b. Trng c khi lng ln hn 170 g l trng loi mt. Vi tin cy P = 0,95 hy tm
khong tin cy ca t l trng loi mt.

6.Bit khi lng X(kg/con) ca mi con g ti mt tri g c phn phi chun N( ;
2
).
Bt ngu nhin 20 con g em cn ta c kt qu sau:

x
i
2,1 2,3 2,4 2,6 2,7 2,9 3,1 3,3
n
i
1 2 3 3 5 3 2 1


Vi tin cy P = 0,95
a.Tm khong tin cy ca trung bnh
b.Tm khong tin cy ca phng sai
2
.

7. Sc chu nn ti a ca mt loi vt liu l mt bin chun N( ;
2
). Th 10 mu vt
liu ni trn ta c kt qu sau:
Sc chu nn ti a X(kg/cm
2
) 250 270 300 330 350
n
i
1 2 4 2 1
Tm khong tin cy ca vi tin cy P = 0,95.

8. Theo di doanh thu hng thng ca 10 ca hng kinh doanh thc ging ti mt tnh ta
c kt qu sau:
Doanh thu X( triu ng) 30 31 33 35 37 39 40
n
i
1 1 2 2 2 1 1
Bit X c phn phi chun N( ;
2
). Hy tm khong tin cy ca vi tin cy
P = 0,98.

9. Trng lng X ca cc gi m n lin tun theo phn phi chun. Kim tra 20 gi m
ta c x = 78,0 , s = 2,5 g. Vi tin cy P = 0.95 hy tm khong tin cy ca E(X).

10. Kim tra 1000 mu mu mt loi gia cm c 120 mu cha vi rt gy bnh A. Hy
tm khong tin cy ca t l gia cm cha vi rt gy bnh A trong mu vi tin cy
P = 0,95.

11. o chu lc X ca 250 mu b tng ta c kt qu sau:
X
180-190 190-200 200-210 210-220 220-230 230-240 240-250 250-260
Tn s n
i

12 15 30 58 65 35 20 15
Bit chu lc X(kg/cm
2
) tun theo qui lut phn phi chun. Hy tm khong tin cy
ca E(X) vi tin cy P = 0,95.

12.o mt i lng 15 ln bng mt dng c o khng c sai s h thngta c s
2
= 0,4.
Bit sai s X c phn phi chun, hy tm khong tin cy ca phng sai vi tin cy
P = 0,95.

13. Trng lng X ca mt ging ln khi xut chung l mt bin ngu nhin c phn
phi chun. Mt mu ngu nhin gm 9 con ln n thi gian xut chung c trng
lng cho bi bng sau:
129,8 ; 121,2 ; 138,6 ; 125,4 ; 122,6 ; 139,8 ; 129,9 ; 130,3 ; 125,8
Hy tm khong tin cy ca trng lng trung bnh E(X) vi tin cy P = 0,95.

14. kho st mc tiu th xng trung bnh ca mt loi t ngi ta cho chy th 20
xe loi ny trn on ng 100km. Mc xng tiu thu tng ng cho bi bng sau:
Mc xng X 7,5 8,0 8,5 9,0 9,5
S xe n
i
3 4 6 5 2
Hy tm khong tin cy ca mc xng tiu th trung bnh vi tin cy P = 0,95.


15. Mt cng ty than c 10000 cng nhn lm vic trc tip ti cc hm l. xc nh
s cng nhn mc cc bnh v phi ngi ta tin hnh kim tra 820 ngi thy c 120
ngi mc bnh v phi. Vi tin cy P = 0,95 hy tm khong tin cy ca s cng
nhn mc bnh v phi trong tng cng ty.

16. u c lng s lng c ti mt vn c ln ng bng sng Cu Long ngi ta
bt ngu nhin 800 con c v cho mi con eo mt vng nhm nh sau th li vn.
Mt thng sau bt li 320 con thy c 80 con c eo vng nhm. Hy c lng s c
trong vn vi tin cy P = 0,95.

17. Mt kho hng cha 12000 sn phm. c lng s ph phm trong kho hng
ngi ta kim tra 500 sn phm thy c 50 ph phm. Hy c lng s ph phm trong
kho vi tin cy P = 0.95.

18. c lng s ngi nghin ma tu trong mt vng ngi ta ngi ta ghi danh
1000 ngi c tr v cng ng sau khi cai nghin. Mt nm sau tr li cc trung tm
cai nghin chn ngu nhin 800 ngi thy c 480 ngi trong s 1000 ngi c tr
v cng ng nm trc tr li tri. Hy c tnh s ngi nghin trong vng vi tin
cy P = 0,95.

19. i lng ngu nhin X c phn phi chun vi phng sai 0,04. Ti thiu phi iu
tra bao nhiu mu vi tin cy P = 0,95 rng ca khong tin cy khng qu 0,4.

20. Phi kim tra t nht bao nhiu mu bnh phm vi tin cy P = 0,95 rng
ca khong tin cy t l ngi mc bnh 0,05.

21 Xt nghim 400 mu mu ca nhng ngi dn ti mt vng cao pha bc thy 45
mu mu c k sinh trng st rt trong mu. Vi tin cy P = 0,95 hy tm khong tin
cy ca t l ngi dn c k sinh trng st rt trong mu vng cao ni trn.

22. Kim tra 200 con g ti mt tri thy c 80 con mc bnh A. Hy tm khong tin cy
ca t l g mc bnh A tri g ni trn vi tin cy P = 0,95.

23. Bit c trng X c phn phi chun N( ; 0,09). Hi dung lng mu ti thiu l
bao nhiu vi tin cy P = 0,95 c th tin rng rng ca khong tin cy ca
khng vt qu 0,5.

24. T l ngi c nhm mu O mt tc ngi l p. Phi kim tra t nht bao nhiu
ngi vi tin cy P = 0,95 rng ca khong tin cy ca p khng vt qu 0,02.


Chng 6: Kim nh gi thuyt thng k

Vic xc nh qui lut xc sut ca cc bin c mt trong tng th l mt iu cn thit
trong x l s liu. Bi ton c lng tham s mi gii quyt vic c lng tham tham
s c mt trong phn phi xc sut ca tng th. Trong chng ny chng ta s xy dng
cc qui tc nh gi gi thuyt v cc tham s, gi thuyt v cc qui lut xc sut da
trn mu ngu nhin Qua cc qui tc kim nh, ngi hc c th bit c cch xy
dng cc gi thuyt v i thuyt trong tng trng hp c th. Bi ton kim nh gi
thuyt thng k l mt bi ton ln v quan trng ca thng k ton hc. V thi lng
chng trnh c hn, gio trnh ch cp ti mt s qui tc kim nh thng dng nht.
Mt s qui tc phi tham s gii thiu trong gio trnh c n gin ha bng cch thay
cc thng k dng kim nh cc qui tc ny bi cc qui lut xp x tng ng.

I. Gi thuyt - i thuyt

1. Gi thuyt: Mt mnh (mt cu khng nh) v mt vn cha bit no c
gi l mt gi thuyt. Cc mnh sau u c gi l cc gi thuyt:
Vo nm 2010 con ngi s c mt trn sao ho
Tham s
0
=
Tham s [ ]
2 1
;
X ~ N( ) ;
2

S kin A c lp vi s kin B
Ta thng dng H
0
ch mt gi thuyt. Gi thuyt l mt mnh nn c th ng
hoc khng ng. Tuy nhin kim tra tnh ng ca mt mnh ta phi da trn tiu
ch th no l mt mnh ng. khng nh tnh ng sai ca mt mnh ta
thng kim tra mnh ny c tho mt s yu cu no hay khng hoc a ra mt
mnh khc tri vi mnh cho, trn c s thc t ta a ra quyt nh coi mnh
ban u l ng hoc mnh mi a ra l ng. Trong thng k ta s theo hng
th hai.

2. i thuyt: Mt mnh tri vi gi thuyt c gi l mt i thuyt. Ta thng
dng H
1
ch i thuyt.
V d 1: H
0
: Vo nm 2010 con ngi s c mt trn sao ho.
Cc mnh sau l i thuyt ca gi thuyt H
0

H
1
: Vo nm 2020 con ngi mi c mt trn sao ho
H
1
: Vo nm 2010 con ngi cha th c mt trn sao ho
V d 2: H
0
: X ~ N( ) ;
2

Cc i thuyt ca gi thuyt trn c th l
H
1
: X ~ B(n, p) hoc H
1
: X khng c phn phi chun N( ) ;
2

Nhn xt:
* Gi thuyt H
0
c th ng c lp
* i thuyt phi i km vi mnh trc c gi l gi thuyt
* Mi gi thuyt c th c nhiu i thuyt khc nhau


* Mt mnh l gi thuyt trong trng hp ny c th l i thuyt trong trng hp
khc.

3. Gi thuyt thng k v i thuyt thng k
Nhng gi thuyt v i thuyt ni ti tham s c mt trong qui lut xc sut ca cc c
trng c mt trong tng th hoc cp n qui lut phn phi xc sut ca nhng c
trng ny c gi l cc gi thuyt v i thuyt thng k.
V d: H
0
: X ~ N( ) ;
2

H
1
: X ~ B(n, p)
Hoc H
0
:
0
=
H
1
:
1

l cc gi thuyt v i thuyt thng k
4. Gi thuyt v i thuyt tham s
Cc gi thuyt v i thuyt ni v tham s c mt trong qui lut phn phi xc sut ca
tng th c gi l cc gi thuyt v i thuyt tham s.
V d: Bit c trng X tng th c phn phi chun N( ;
2
)
H
0
:
0
=

H
1
:
1
= (
2 1
) hoc: H
1
:
0

l cc gi thuyt v i thuyt tham s
4.1 Gi thuyt n - i thuyt n
Gi thuyt n l gi thuyt trong tham s nhn mt gi tr c th no .
i thuyt n l i thuyt trong tham s nhn mt gi tr c th no .
V d: Bit X~ B(n, p)
H
0
: p = p
0
l gi thuyt n
H
1
: p = p
1
; ( p
1
p
0
) l i thuyt n ca gi thuyt va nu
4.2 Gi thuyt hp - i thuyt hp
Cc gi thuyt hoc i thuyt trong tham s nhn hn mt gi tr gi l gi thuyt
hp v i thuyt hp.
V d: Bit: X~ N(
2
; )
H
0
: [ ]
2 1
; l gi thuyt hp
H
1
:
1
< hoc
2
> l cc i thuyt hp tng ng vi gi
thuyt H
0

5. Gi thuyt v i thuyt phi tham s: Nhng gi thuyt v i thuyt thng k
khng phi l cc gi thuyt v i thuyt tham s c gi l cc gi thuyt v i
thuyt phi tham s.
V d: H
0
: X ~ N(
2
; )
H
1
: X ~ B(n , p)
Hoc: H
0
: A c lp vi B
H
1
: A khng c lp vi B
l cc gi thuyt v i thuyt phi tham s

6. Kim nh gi thuyt thng k


T mu cho ta xy dng mt qui tc chp nhn gi thuyt H
0
( tng ng vi vic bc
b i thuyt H
1
) hoc bc b gi thuyt H
0
(tng ng vi vic chp nhn i thuyt H
1
)
c gi l bi ton kim nh mt gi thuyt thng k. Vic a ra mt qui tc chp
nhn hoc bc b gi thuyt H
0
da trn mu cho tng ng vi vic xy dng mt
qui tc chia khng gian mu V ra lm hai phn W v W

Hnh 1
Nu mu ( X
1
, X
2
, ... , X
n
) W ta quyt nh bc b gi thuyt H
0

Nu mu ( X
1
, X
2
, ... , X
n
) W ta quyt nh chp nhn gi thuyt H
0

Kim nh mt gi thuyt thng k khng phi l mt php chng minh v tnh ng
hoc khng ng ca gi thuyt. Kim nh mt gi thuyt thng k thc cht l xy
dng mt qui tc hnh ng da vo mu c a ra quyt nh la chn gi thuyt H
0

hoc i thuyt H
1

7. Cc loi sai lm: Vi mt qui tc hnh ng chp nhn hay bc b H
0
ta c th mc
phi cc loi sai lm sau:
7.1. Sai lm loi 1: Bc b gi thuyt H
0
khi H
0
ng
iu ny c ngha l gi thuyt H
0
ng nhng mu ( X
1
, X
2
, ... , X
n
) W nn ta bc b
H
0
. Tng ng vi sai lm loi 1 l xc sut sai lm loi 1: P(W/H
0
) =
7.2. Sai lm loi 2: Chp nhn gi thuyt H
0
khi H
0
sai. iu ny cng c ngha l:
Khi H
0
sai ( tc l coi H
1
ng) nhng mu ngu nhin ( X
1
, X
2
, ... , X
n
) W nn ta
chp nhn H
0
. Tng ng vi sai lm loi 2 l xc sut sai lm loi 2: P( W/H
1
) = .
Ta c nhn xt:
Xc sut sai lm loi 1: P(W/H
0
) = l xc sut bc b H
0
m thc ra H
0
ng c
gi l mc ngha ca bi ton kim nh. Khi xc sut chp nhn H
0
khi H
0
ng
l 1 - .
Xc sut sai lm loi 2: P( W/H
1
) = l xc sut chp nhn H
0
khi H
0
sai. Vy xc sut
bc b H
0
khi H
0
sai l 1 - . Gi tr 1 - c gi l lc lng ca php kim nh.
Mong mun ca ngi lm thng k l xy mt qui tc chp nhn hoc bc b mt gi
thuyt sao cho xc sut c hai loi sai lm cng nh cng tt. Tuy nhin ta c
P(W/H
0
) + P( W/H
0
) = 1 ; P(W/ H
1
) + P( W/H
1
) = 1
T y suy ra khi gim th tng v ngc li. Vi mu c kch thc c nh,
xy dng mt qui tc hnh ng chp nhn hoc bc b gi thuyt ta c th i theo mt
trong hai hng sau:
Hng th nht: C nh xc sut sai lm loi 1 xy dng mt qui tc sao cho xc
sut sai lm loi 2 l nh nht hoc c th chp nhn c.


Hng th hai ngc li vi hng th nht
Do i thuyt H
1
thng l mnh hp ( l hp ca cc mnh ) nn vic c nh xc
sut sai lm loi hai l phc tp v kh kh thi. Trong gio trnh ny chng ta s i theo
hng th nht xy dng qui tc kim nh gi thuyt. Vi mi cp gi thuyt v i
thuyt cho, khng phi lc no cng tn ti hoc tm c mt qui tc sao cho lc
lng ca php kim nh 1 - l ln nht. Nhng qui tc a ra trong gio trnh ny l
nhng qui tc thng dng.

II. Kim nh cc gi thuyt tham s

1. Gi thuyt n - i thuyt n
Cp gi thuyt: H
0
:
0
=
i thuyt H
1
: ) (
0 1 1
=
l cp gi thuyt v i thuyt n
* Mt qui tc kim nh vi cp gi thuyt - i thuyt n c gi l mnh nht nu
n c lc lng ca php kim nh l ln nht
* nh l Neyman - Pearson ch ra rng: Nu c trng X tng th c hm mt
f(x, ) th tn ti qui tc mnh nht kim nh cp gi thuyt - i thuyt n va nu.
Vic pht biu v chng minh nh l Neyman - Pearson khng c nu ra trong gio
trnh ny. Ngi c mun bit c th tham kho cc sch dn ra cui gio trnh.

2. Gi thuyt n - i thuyt hp.
Gi thuyt H
0
:
0
=
Vi i thuyt: H
1
: D ; ( D l mt min khng cha
0
)
c gi l cp gi thuyt n vi i thuyt hp.
Nhn thy rng: Vi mi D, sai lm loi 2: = ) ( l mt hm s xc nh trn D.
Qui tc kim nh cp gi thuyt, i thuyt trn sao cho ) ( cc tiu D c gi
l qui tc kim nh mnh u nht.
V d : Bit bin X tng th c phn phi chun N( ;
2
) vi
2
bit. Xt cp
gi thuyt, i thuyt n
H
0
:
0
=
H
1
:
1
= (
0 1
> )
Vi mc ngha , qui tc mnh nht kim nh cp gi thuyt, i thuyt trn l:
* Bc b H
0
nu: n
X
0

> U

* Chp nhn H
0
nu: n
X
0
U
Bi qui tc kim nh va nu khng ph thuc vo
1
m ch cn yu cu
0 1
> nn
qui tc trn cng l qui tc mnh u nht kim nh cp gi thuyt n, i thuyt hp
H
0
:
0
=
H
1
:
0
> vi mc ngha .


3. i thuyt mt pha v hai pha
Xt gi thuyt n : H
0
:
0
=
* Mnh : H
1
:
0
gi l i thuyt hai pha ca H
0

* Mnh : H
1
:
0
< gi l i thuyt pha tri ca H
0

* Mnh : H
1
:
0
> gi l i thuyt pha phi ca H
0.

Khng phi lc no cng tn ti qui tc mnh u nht kim nh gi thuyt H
0
vi
mt trong ba i thuyt va nu. Cc qui tc kim nh c gii thiu trong gio trnh
ny hoc l qui tc mnh u nht hoc l qui tc tt v thng dng trong thng k . Qui
tc tt y c th hiu theo ngha: Qui tc mnh u nht l ti u ton cc th qui
tc tt l ti u b phn

4. Kim nh k vng ca phn phi chun khi phng sai bit.
Gi s c trng X tng th c phn phi chun N( ;
2
) vi
2
bit.
T mu ngu nhin (X
1
, X
2
,....X
n
) ta xy dng qui tc kim nh gi thuyt
H
0
:
0
=

trong cc trng hp sau:
4.1. Trng hp 1: i thuyt H
1
:
0

Thng k Z = n
X

c phn phi chun tc.
Vi t (0, 1) xc sut P[| n
X

| >
2
t
U ] = t. Nu gi thuyt H
0
ng th xc sut
P[| n
X
0

| >
2
t
U ] = t. Nu ly t = l mc ngha ca bi ton kim nh th
P[| n
X
0

| >
2
U
] = .
Bt ng thc
2
0
U n
X
>

Mu ngu nhin ( X
1
, X
2
,....X
n
)W.
iu ny c ngha l: P[
2
0
U n
X
>

] = P(W/ H
0
) =

Vy qui tc kim nh: Gi thuyt H
0
:
0
=
i thuyt H
1
:
0
.
vi mc ngha l:
Qui tc 1: Nu: Z
T
=
2
0
U n
X
>

quyt nh bc b H
0
.
Nu: Z
T
=
2
0
U n
X

quyt nh chp nhn H
0
.
Vi mu c th ( x
1
, x
2
,....x
n
) cho ta thc hin bi ton kim nh theo cc bc sau:


Bc 1: Tnh i lng Z
T
= n
x
0

Bc 2: Tm
2
U

Bc 3: So snh hai gi tr trn ri a ra quyt nh:
Nu: Z
T
>
2
U
quyt nh bc b H
0
.
Nu: Z
T

2
U
quyt nh chp nhn H

0
.
Hnh v sau m t min chp nhn v min bc b gi thuyt H
0

Hnh 2
Cc gi tr -
2
U
v
2
U
l cc ngng so snh khi quyt nh chp nhn hay bc b H

0
.
V d 1: T tng th c phn phi chun N( , 4) ta ly mu c kch thc n = 9 v
tm c x = 21,20.Vi mc ngha = 0,05 hy kim nh gi thuyt :
H
0
: = 20
H
1
: 20.
Tnh Z
T
= n
x
0

= 3
2
0 , 20 2 , 21
=1,8 ; Tm U
0,025
= 1,96.
V Z
T
=1,80 < 1,96 = U
0,025
ta quyt nh chp nhn H
0
.
4.2 Trng hp 2: i thuyt
0
>
Tng t nh trng hp trn thng k Z = n
X

ta c phn phi chun tc. Da
vo thng k ny ta c qui tc kim nh gi thuyt :


H
0
:
0
=
H
1
:
0
> vi mc ngha l:
Qui tc 2: Nu : n
X
0

> U
quyt nh bc b H
0
.
Nu: n
X
0
quyt nh chp nhn H

0
.
Vi mu c th ( x
1
, x
2
,....x
n
) ta cng thc hin bi ton kim nh thao cc bc:
Bc 1: Tnh Z
T
= n
x

Bc 2: Tm U

Bc 3: Nu: Z
T
> U
quyt nh bc b H
0
.
Nu: Z
T
U
quyt nh chp nhn H

0
.
Min chp nhn v min bc b c m t bi hnh v sau:

Hnh 3
4.3 Trng hp 3: i thuyt
0
<
Tng t nh trng hp trn thng k Z = n
X

ta c phn phi chun tc. Da
vo thng k ny ta c qui tc kim nh gi thuyt :
H
0
:
0
=
H
1
:
0
< vi mc ngha l:


Qui tc 3: Nu: Z
T
= n
X
0

< -U
quyt nh bc b H
0
.
Nu: Z
T
= n
X
0

-U
quyt nh chp nhn H

0
.
Vi mu c th ( x
1
, x
2
,....x
n
) ta cng thc hin bi ton kim nh thao cc bc:
Bc 1: Tnh Z
T
= n
x
0

Bc 2: Tm U
.
Bc 3: Nu Z
T
< - U
quyt nh bc b H
0
.
Nu Z
T
- U
quyt nh chp nhn H

0
.
Min chp nhn v min bc b c m t bi hnh v sau:

Hnh 4
V d 3: Trng lng X gi m n lin tun theo qui lut chun N( , 25).T mu 25
gi m n lin ta tm c x = 82 gam. Vi mc ngha = 0,05 hy kim nh gi
thuyt
H
0
: = 80
H
1
: > 80.
Ta c Z
T
= n
x
= 5 .
5
80 82
= 2,0 ; U
0,05
=1,68.
T Z
T
> U
0,05
, p dng qui tc 2

ta quyt nh bc b H
0

5. Kim nh k vng ca phn phi chun khi khng bit phng sai


Gi s bin X tng th c phn phi chun N( ;
2
).
T mu ngu nhin ( X
1
, X
2
, ..., X
n
) xy dng quy tc kim nh gi thuyt
H
0
:
0
= trong cc trng hp i thuyt hai pha v i thuyt mt pha
5.1 Kim nh gi thuyt: H
0
:
0
=
H
1
:
0

Xt thng k Z = n
S
X
, vi
=
n
1 i
2
i
2
) X X (
1 n
1
S
Do Z ~ T
n-1
nn t ) 1 , 0 ( ta c
P[ t t n
S
X
n
t
= >
]
1 ,
2
(1)
Nu H
0
ng th:
P[ t t n
S
X
n
t
= >
]
1 ,
2
0
(2)
Ly t = l mc ngha ca bi ton kim nh ta c:
P[
= >
]
1 ,
2
0
n
t n
S
X
(3)
Bt ng thc:
>
1 ,
2
0
n
t
S
X
P W ) X ,..., X , X (
n 2 1
P(W/H
0
) = .
T y c quy tc kim nh
H
0
:
0
=
H
1
:
0
vi mc ngha l
Qui tc 4: Nu
1 ,
2
0
>
n
t n
S
X
quyt nh bc b H
0


Nu
1 ,
2
0
n
t n
S
X
ta chp nhn H
0

Cng nh qui tc 1: Vi mu c th ( x
1
, x
2
,....x
n
) ta tin hnh bi ton kim nh theo
cc bc sau:
Bc 1: Tnh Z
T
= n
s
x
0

Bc 2: Tm
1 ,
2
n
t

Bc 3: Nu Z
T
>
2
, 1

n
t quyt nh bc b H
0

Nu Z
T

1 ,
2
n
t
quyt nh chp nhn H

0

Min chp nhn v min bc b H
0
cho bi hnh sau:

Hnh 6
V d 1: Nng sut la l mt i lng ngu nhin X c phn phi chun N( ;
2
).
iu tra nng sut ging la trn 200 rung ta c bng cc s liu sau:
Nng sut t/ha 46 48 49 50 51 53 54 58
S tha rung 17 18 35 45 42 23 10 10
Vi mc ngha = 0,05. Hy kim nh cp gi thuyt i thuyt:
H
0
: = 52
H
1
: 52


tnh x v s ta lp bng sau:

x
i
n
i
x
i
n
i
n
i
x
i
2
46
48
49
50
51
53
54
58
17
18
35
45
42
23
10
10

782
804
1715
2250
2142
1219
540
580
35972
41472
84035
112500
109242
64607
29160
33640

200 10032 510628
x = 50,16, 3009 , 37
199
s 200
s , 1144 , 37 x x s
2
2 2 2 2
= = = = ; s = 6,11.
Z
T
= 200
11 , 6
| 00 , 52 16 , 50 |
= 4,26, t
0,025 , 199
= U
0,025
= 1,96
Z
T
= 4,26 > 1,96 bc b H
0

5.2 Trng hp 2. i thuyt H
1
:
0
<
Tng t nh trng hp 1. T thng k Z = n
S
X
c phn phi T
n-1
nu H
0
ng ta
c qui tc kim nh cp gi thuyt i thuyt mc ngha l
H
0
:
0
=

H
1
:
0
<

Qui tc 5: Nu Z = n
S
X
0

< -
1 , n
t
bc b H
0


Nu Z = n
S
X
0

-
1 , n
t
chp nhn H
0

Hnh v sau cho min chp nhn v bc b H
0

Hnh 7
Da vo qui tc 5, cc bc thc hin bi ton kim nh nh trng hp 1
5.3 i thuyt H
1
:
0
>
Tng t nh trng hp 2, qui tc kim nh cp gi thuyt i thuyt
H
0
:
0
=

H
1
:
0
>

mc ngha
Qui tc 6: Nu: Z
T
= n
S
X
0

>
1 , n
t
,
bc b H
0

Nu: Z = n
S
X
0

t
1 , n
chp nhn H
0

Hnh v sau cho min chp nhn v bc b H
0


Hnh 8
6.Kim nh phng sai ca phn phi chun
T mu ngu nhin (X
1
, X
2
, ... ,X
n
) ca tng th c phn phi chun N( ;
2
), vi mc
ngha xy dng qui tc kim nh cp gi thuyt , i thuyt :
H
0
:
2
=
2
0

H
1
:
2
>
2
0

Thng k Z =
2
2
S ) 1 n (
c phn phi
2
1 n
, vi t (0,1) ta c
P[
2
2
S ) 1 n (
>
2
1 , n t
] = t (1)
Nu H
0
ng th P[
2
0
2
S ) 1 n (
>
2
1 , n t
] = t (2)
Cho t = l mc ngha ca bi ton kim nh c:
P[
2
0
2
S ) 1 n (
>
2
1 , n
] = (3)
Bt ng thc:

2
0
2
S ) 1 n (
>
2
1 , n
tng ng vi (X
1
, X
2
, ... ,X
n
) W = ) H / W ( P
0

Qui tc kim nh H
0
l:


Qui tc 7: Nu
2
0
2
S ) 1 n (
>
2
1 , n
bc b H
0

Nu
2
0
2
S ) 1 n (

2
1 , n
chp nhn H
0

Hnh v sau ch min chp nhn v min bc b H
0

Hnh 9
T mu c th ( x
1
, x
2
,....x
n
) theo qui tc ta thc hin bi ton kim nh cp gi thuyt ,
i thuyt: H
0
:
2
=
2
0

H
1
:
2
>
2
0
mc ngha theo cc bc sau:
Bc 1: Tnh Z
T
=
2
0
2
s ) 1 n (

Bc 2: Tm
2
1 , n

Bc 3: Nu Z
T
>
2
1 , n
ta bc b H
0

Nu Z
T

2
1 , n
ta chp nhn H
0

V d: Mt my sn xut cc tm cht do c thng xuyn theo di v dy ca
sn phm Bit dy X ca cc tm cht do tun theo qui lut chun N(
2
; ). Nu
lch chun vt qu 0,3mm th cht lng sn phm khng c m bo v k thut.
Ngi ta chn ngu nhin 10 tm cht do ri o dy ca mi tm v c kt qu
sau ( n v o mm)
22,0 ; 22,6 ; 23,2 ; 22,7 ; 22,5 ; 22,8 ; 22,5 ; 22,8 ; 22,9 ; 23,0.
T yu cu ca thc t vi mc ngha = 0,05 hy lp cp gi thuyt v i thuyt
thch hp nh gi tnh trng lm vic ca my sn xut cc tm cht do trn
lch chun mc cho php khng vt qu 0,3 mm tng ng vi phng sai
2

khng vt qu 0,09 mm
2
. Ta c cp gi thuyt i thuyt sau:


H
0
:
2
= 0,09
09 , 0 : H
2
1
>
Vi mu cho ta c: x = 2,27, s
2
= 0,1089, Z
T
= 89 , 10
09 , 0
1089 , 0 . 9 s ) 1 n (
2
0
2
= =

mc ngha 0,05 ta c:

2
05 , 0 , 9
= 16,92; Z
T
=10,89 < 16,92 =
2
9 , 05 , 0
quyt nh chp nhn H
0
, iu ny c
ngha l my sn xut cc tm do vn hot ng bnh thng.
Vi cp gi thuyt H
0
:
2
=
2
0

H
1
:
2
<
2
0

Ta c qui tc kim nh l
Qui tc 8: Nu
2
0
2
s ) 1 n (
<
2
1 , 1 n
ta bc b H
0

Nu
2
0
2
s ) 1 n (

2
1 , 1 n
ta chp nhn H
0

Min bc b v min chp nhn H
0
cho bi hnh

H nh 10
Vi cp gi thuyt : H
0
:
2
=
2
0

H
1
:
2

2
0

Ta c qui tc kim nh l:

Qui tc 9: Nu
2
0
2
s ) 1 n (
<
2
1 ,
2
1 n
hoc
2
0
2
s ) 1 n (
>
2
1 ,
2
n
bc b H
0

Nu
2
1 ,
2
1 n

2
0
2
s ) 1 n (

2
1 ,
2
n
chp nhn H
0
.

Min bc b v min chp nhn H
0
cho bi hnh


Hnh 11
Nhn xt: Do phng sai l s do c trng cho sai s nn cc bi ton kim nh v
phng sai ngi ta thng kim nh vi i thuyt mt pha.

7. Kim nh xc sut .
Xc sut xut hin s kin A mi php th P(A) = p. Tin hnh n php th c lp c
n
A
ln xut hin A. Vi mc ngha ta xy dng qui tc kim nh cp gi thuyt, i
thuyt :
H
0
: p = p
0

H
1
: p p
0

Xt thng k Z = n
pq
p f
, f =
n
n
A
, q =1 - p, thng k ny theo nh l gii hn trung tm
c phn phi xp x chun tc. Nu H
0
ng th
Z = n
q p
p f
0 0
0
c phn phi xp x chun tc. Ging nh bi ton kim nh k vng

ca phn phi chun, ta c qui tc kim nh cp gi thuyt i thuyt trn l:
Qui tc 10: Nu: n
q p
p f
0 0
0
>
2
U
ta bc b H
0

Nu: n
q p
p f
0 0
0

2
U
ta chp nhn H
0
.
V d: Xt nghim 1000 mu mu ca nhng ngi dn vng Ty Nguyn ta thy
c 232 mu mu c k sinh trng st rt. Hy kim nh :
H
0
: p = 0,2
H
1
: p 0,2, mc ngha = 0,05.
Ta c f =
1000
232
= 0,0232, Z
T
= n
q p
p f
0 0
0
= 1000
8 , 0 . 2 , 0
2 , 0 f
= 2,53.
U
0,025
= 1,96 ; Z
T
= 2,53 > 1,96 vy gi thuyt H
0
b bc b.
Ch 1: Vi cp gi thuyt i thuyt


H
0
: p = p
0

H
1
: p > p
0

C qui tc kim nh sau:
Qui tc 11: Nu n
q p
p f
0 0
0
> U
bc b H
0

Nu n
q p
p f
0 0
0
chp nhn H
0
.
Ch 2: Vi cp gi thuyt i thuyt
H
0
: p = p
0

H
1
: p < p
0

Ta c qui tc kim nh sau:
Qui tc 12: Nu n
q p
p f
0 0
0
<- U
bc b H
0

Nu n
q p
p f
0 0
0
chp nhn H
0
.
V d: Mt kho bo qun ht ging c xem l cha m bo k thut nu t l ht
ny mm di 70%. Ngi ta ly 500 ht trong kho em gieo v thy c 340 ht ny
mm.Vi mc ngha = 0,05 hy lp gi thuyt v i thuyt thch hp xt xem
kho bo qun ht ging trn m bo k thut hay cha.
Yu cu trn tng ng vi vic kim nh cp gi thuyt i thuyt :
H
0
: p = 0,7
H
1
: p < 0,7
Ta c f = 0,68, 1 - p
0
= 0,3 , Z
T
= n
) p 1 ( p
p f
0 0
0
= 500
3 , 0 . 7 , 0
7 , 0 68 , 0
= -1,79
U
0,025
= 1,96 ; Z
T
= -1,79 > -U
0,025
= - 1,96
Vi kt qu trn ta cha c s kt lun tiu chun k thut ca kho bo qun ht
ging l c vn .

8. Kim nh s bng nhau ca hai k vng ca hai phn phi chun.
T hai mu ngu nhin c lp ly t hai tng th c phn phi chun N( ) ;
2
X X

N( ) ;
2
Y Y
) ta xy dng qui tc kim nh cp gi thuyt, i thuyt:
H
0
:
X
=
Y

H
1
:
X

Y
8.1: Trng hp
2
X
,
2
Y
bit.
Thng k Z =
m n
) ( Y X
2
Y
2
X
Y X

c phn phi chun tc
Nu H
0
ng th Z =
m n
Y X
2
Y
2
X

+
c phn phi chun tc,


Khi : P[
m n
Y X
2
Y
2
X

+
>
2
U
] =
T y c qui tc bc b H
0
l:
Qui tc 13: Nu
m n
Y X
2
Y
2
X

+
>
2
U
quyt nh bc b H
0

Nu
m n
Y X
2
Y
2
X

+
2
U
quyt nh chp nhn H

0
.
Vi hai mu c th (x
1
, x
2
, ..., x
n
) v ( y
1
, y
2
,...y
m
) thc hin bi ton kim nh cp gi
thuyt , i thuyt trn theo cc bc sau:
Bc 1: Tnh Z
T
=
m n
y x
2
y
2
x

+

Bc 2: Tm
2
U
.
Bc 3: Nu Z
T
>
2
U
bc b H
0
Nu Z
T

2
U
chp nhn H
0

8.2. Trng hp
2
Y
2
X
; cha bit nhng n, m 30.(gi l mu ln)
Do thng k Z =
m
S
n
S
) ( Y X
2
Y
2
X
Y X
+

c phn phi xp x phn phi chun tc. Nu H
0
ng th
Z =
m
S
n
S
Y X
2
Y
2
X
+
c phn phi xp x chun tc

Cng nh trng hp trn ta c qui tc chp nhn hoc bc b gi thuyt H
0
vi i
thuyt hai pha l:
Qui tc 14: Nu:
m
S
n
S
Y X
2
y
2
x
+
>
2
U
quyt nh bc b H
0

Nu:
m
S
n
S
Y X
2
y
2
x
+

2
U
quyt nh chp nhn H

0
.


8.3. Trng hp
2 2
,
Y X
cha bit nhng bit
2 2
Y X
= .
Thng k Z =
m
1
n
1
S
) ( Y X
Y X
+

c phn phi T
n+m-2
S
2
=
2 m n
) Y Y ( ) X X (
m
1 j
2
j
n
1 i
2
i
+
+

= =
=
2 m n
S ) 1 m ( S ) 1 n (
2
y
2
x
+
+

Nu H
0
ng th Z =
m
1
n
1
S
Y X
+
c phn phi T
n+m-2
v c qui tc kim nh cp gi
thuyt, i thuyt mc ngha l:
H
0
:
X
=
Y

H
1
:
Y X

Qui tc 15: Nu
m
1
n
1
S
Y X
+
>
2
2
+m n
t
quyt nh bc b H
0

Nu
m
1
n
1
S
Y X
+
t
2 ,
2
+m n

quyt nh chp nhn H
0

Vi hai mu c th (x
1
, x
2
, ..., x
n
) v ( y
1
, y
2
,...y
m
) thc hin bi ton kim nh cp gi
thuyt , i thuyt trn theo cc bc sau:
Bc 1: Tnh Z
T
=
m
1
n
1
s
y x
+
vi
2
) 1 ( ) 1 (
2 2
2
+
+
=
m n
s m s n
s
Y X

Bc 2: Tm
2 ,
2
+m n
t

Bc 3: Nu Z
T
>
2 ,
2
+m n
t
quyt nh bc b H
0
Nu Z
T

2 ,
2
+m n
t
quyt nh chp nhn H

0

V d: iu tra nng sut ca 8 tha rung trng ging la A v nng sut ca 10 tha
rung trng ging la B vi cng mt iu kin canh tc ta c kt qu sau:
X 40 38 40 42 44 41 36 39
Y 41 44 38 42 40 45 39 37 43 41
Bit rng XN(
2
X
; ), YN( ;
Y
2
). Vi mc ngha = 0,05 hy kim nh:
H
0
:
Y X
=
H
1
:
Y X

Ta c = x 40, y= 41,
2
X
s =
7
42
= 6,
2
Y
s = 6,66, s
2
= 6,375, s = 2,52.


Z
T
=
m
1
n
1
s
y x
+
=
10
1
8
1
52 , 2
1
+
= 0,835.
t
0,025 , 16
= 2,12 ; Z
T
= 0,835< t
0,025 , 16
= 2,12. Chp nhn H
0
.
Ch 1: Bi ton kim nh cp gi thuyt v i thuyt trn cn c gi l bi ton
so snh s bng nhau v khc nhau hai k vng ca hai phn phi chun.
Ch 2: Trong thc t nhiu khi ta cn so snh k vng ca bin ngu nhin X vi k
vng ca bin ngu nhin Y cng thm mt hng s
0
khi ta c bi ton kim nh
cp gi thuyt i thuyt sau:
H
0
:
0 Y X
+ =
H
1
:
0 Y X
+
Khi gp bi ton ny c cc qui tc kim nh sau:
* Nu bit
2
x
,
2
y
qui tc kim nh cp gi thuyt, i thuyt trn l:
Qui tc 16: Nu:
m n
Y X
2
y
2
x
0

>
2
U
quyt nh bc b H
0

Nu:
m n
Y X
2
y
2
x
0
2
U
quyt nh chp nhn H

0
.
* Nu cha bit
2
x
,
2
y
nhng mu n, m 30 c qui tc sau:
Qui tc 17: Nu:
m
S
n
S
Y X
2
y
2
x
0
+

>
2
U
quyt nh bc b H
0

Nu:
m
S
n
S
Y X
2
y
2
x
0
+

2
U
quyt nh chp nhn H

0
.
* Cha bit
2 2
,
Y X
nhng bit
2
x
=
2
y
. Ta c qui tc sau:
Qui tc 18: Nu:
m
1
n
1
S
Y X
0
+

> t
2 ,
2
+m n
quyt nh bc b H
0

Nu:
m
1
n
1
S
Y X
0
+

t
2 ,
2
+m n
quyt nh chp nhn H

0
.
Ch 3: Nu khng c thng tin g v
2
x
v
2
y
m kch thc ca mu n, m < 30 ta
tin hnh theo mt trong hai cch sau:


* Cch 1: Thu thp thm d liu mu n, m 30 sau s dng qui tc kim nh nh
nu trong mc 4.2.
* Cch 2: Xy dng cp gi thuyt i thuyt ph:
H
0
:
2
x
=
2
y

H
1
:
2
x

2
y
vi cng mc ngha .
Qui tc kim nh cp gi thuyt i thuyt ny s trnh by mc sau.
Nu H
0
c chp nhn ta s dng qui tc nh nu mc 4.3.
Nu H
0
b bc b th v mt l thuyt vic so snh hai k vng trn cha gii quyt
c. (Bi ton Behrens-Fisher).

9. Kim nh s bng nhau ca hai k vng vi i thuyt mt pha.
T hai mu ngu nhin c lp:
(X
1
, X
2
,....X
i
,....X
n
) ; X
i
N(
x
,
2
x
),
(Y
1
, Y
2
,Y
j
,Y
n
) ; Y
j
N(
y
,
2
y
).
Ta xy dng qui tc kim nh cp gi thuyt i thuyt :
H
0
:
Y X
=
H
1
:
Y X
>
9.1 Trng hp 1: Khi
2
x
,
2
y
bit.
Thng k Z =
m n
) ( Y X
2
Y
2
X
Y X

c phn phi chun tc.
Nu H
0
ng th Z =
m n
Y X
2
Y
2
X

+
c phn phi chun tc.

T y ta c qui tc kim nh cp gi thuyt i thuyt trn l:
Qui tc 19: Nu:
m n
Y X
2
Y
2
X

+
> U
quyt nh bc b H
0

Nu:
m n
Y X
2
Y
2
X

+
quyt nh chp nhn H

0
9.2. Trng hp 2: Khi
2
x
,
2
y
cha bit nhng m, n 30.
Tng t nh trn ta c qui tc kim nh l:
Qui tc 20: Nu:
m
S
n
S
Y X
2
Y
2
X
+
> U
quyt nh bc b H
0


Nu:
m
S
n
S
Y X
2
Y
2
X
+
quyt nh chp nhn H

0

9.3 Trng hp 3: Khi
2
x
,
2
y
cha bi t nhng bit
2
x
=
2
y

Do bin Z =
m
1
n
1
S
) ( Y X
Y X
+

c phn phi T
n+m-2

Nu H
0
ng th Z =
m
1
n
1
S
Y X
+
c phn phi T
n+m-2

T y ta c qui tc chp nhn v bc b H
0
l:
Qui tc 21: Nu
m
1
n
1
S
Y X
+
>
2 , +m n
t
quyt nh bc b H
0

Nu
m
1
n
1
S
Y X
+
t
2 , +m n
quyt nh chp nhn H
0
.
Ch : kim nh cp gi thuyt i thuyt
H
0
:
0 Y X
+ =
H
1
:
0 Y X
+ >
* Trng hp
2
x
,
2
y
bit qui tc kim nh l:
Qui tc 22 : Nu
m n
Y X
2
Y
2
X
0

> U
quyt nh bc b H
0

Nu:
m n
Y X
2
Y
2
X
0
quyt nh chp nhn H

0

Trng hp cha bit
2
x
,
2
y
nhng n, m 30 ta c qui tc kim nh sau:
Qui tc 23: Nu:
m
S
n
S
Y X
2
Y
2
X
0
+

> U
quyt nh bc b H
0

Nu:
m
S
n
S
Y X
2
Y
2
X
0
+

U
quyt nh chp nhn H

0

Trng hp cha bit
2
x
,
2
y
nhng bit
2
x
=
2
y
ta c qui tc kim nh sau:


Qui tc 24: Nu :
m
1
n
1
S
Y X
0
+

> t
2 , +m n
quyt nh bc b H
0

Nu:
m
1
n
1
S
Y X
0
+

t
2 , +m n

quyt nh chp nhn H
0
.
V d: Theo di 10 tha rung trng ging la A vi nng sut X ta c:
x = 6,2 tn/ ha,
2
x
s = 0,16.
Theo di 8 tha rung trng ging la B vi nng sut Y ta c:
y= 5,4 tn/ ha,
2
y
s = 0,20.
Bit chi ph canh tc ging la A tn km hn ging la B qui ra thc l 0,4 tn/ ha. Vi
mc ngha = 0,05, xy dng gi thuyt v i thuyt thch hp khng nh ging
la A c hiu qu kinh t hn ging la B khng. Bit rng nng sut ca hai ging la
ny u c phn phi chun vi phng sai bng nhau v gi thnh ca hai loi la ny
l nh nhau.
Yu cu trn tng ng vi vic kim nh cp gi thuyt i thuyt sau:
H
0
: 4 , 0 + =
Y X

H
1
:

4 , 0 + >
Y X

Ta c s
2
=
2 2
X Y
(n 1)s (m 1)s 9.0,16 7.0, 20
0,18; s 0, 42
n m 2 16
+ +
= = =
+

Z
T
= 75 , 1 ; 01 , 2
8
1
10
1
42 , 0
4 , 0 4 , 5 2 , 6
1 1
16 , 05 , 0
0
= =
+

=
+

t
m n
s
y x

Do Z
T
= 2,01 > 1,75 =
16 , 05 , 0
t quyt nh bc b H
0.
iu ny c ngha l ging la A c
hiu qu kinh t hn ging la B.

10.Phng php so snh cp i
Xt n cp mu ngu nhin ) , ( ),...., , ( ), , (
2 2 1 1 n n
Y X Y X Y X
X
i
c cng phn phi vi X c phn phi chun ) , ( N
2
X X
.Y
i
c cng phn phi vi Y
c phn phi chun ) , ( N
2
Y Y
, X c lp vi Y.
t D = X Y , D
i
= X
i
Y
i
,
2
Y
2
X
2
V Y X V
, + = =
Khi ) , ( ~
2
V V
N D ; Y X D
n
D
n
i
i
= =
=1
1
; ) (
1
1
1
2
=
n
i
i D
D D
n
S
Cp gi thuyt i thuyt:

0 Y X 1
0 Y X 0
: H
: H
+
+ =

tng ng vi cp gi thuyt i thuyt:

0 V 1
0 V 0
: ' H
: ' H

=

S dng quy tc 4 ta c:


Nu
1 ,
2
0
>
=
n
D
T
t n
S
D
Z
ta quyt nh bc b H
0
.
Nu
1 ,
2
n
T
t Z

0
.
Cp gi thuyt i thuyt:

0 Y X 1
0 Y X 0
: H
: H
+ >
+ =

tng ng vi cp gi thuyt i thuyt:

0 V 1
0 V 0
: ' H
: ' H
>
=

S dng quy tc 6 ta c:
Nu
1 ,
0
>
=
n
V
T
t n
S
D
Z
ta quyt nh bc b H
0
.
Nu
1 ,
n T
t Z

0
.
V d: Ti mt cu lc b thm m ngi ta qung co rng sau mt kha tp luyn
gim bo ngi tham gia tp luyn c th gim trng lng hn 5 kg. Mt mu ngu
nhin gm 10 ngi c o trng lng trc v sau khi tp luyn cho bi bng sau:
X 85 90 96 93 86 89 82 84 100 102
Y 80 86 90 86 81 81 78 81 91 93
Hy lp cp gi thuyt i thuyt thch hp kim tra tnh ng n ca vic qung co
ni trn. Bit rng ) , ( ~
2
X X
N X , ) , ( ~
2
Y Y
N Y .
Xt cp gi thuyt i thuyt:

5 : H
5 : H
Y X 1
Y X 0
+ >
+ =

t D = X Y , D
i
= X
i
Y
i
, D
i
nhn cc gi tr sau:
V
i
: 5 4 6 7 5 8 4 3 9 9
Ta c : 87 , 1 , 11 , 2
9
40
, 6
9 , 05 , 0
2
= = = = t s s d
d v

50 , 1 10
11 , 2
5 6 5
=
= n
s
d
Z
v
T

87 , 1 50 , 1 Z
T
< = quyt nh chp nhn gi thuyt H
0
. iu ny c ngha vi mc
ngha = 0,05 trng lng ca nhng ngi tp luyn gim bo ch mc gim i nh
hn hoc bng 5 kg.
Phng php so snh cp i thng c s dng trong cc th nghim khoa hc.
xem mt phng php canh tc, mt ch cho gia sc n, mt loi thuc mi c tt
hn loi c hay khng, ngi ta s b tr n cp th nghim, mt thc hin theo phng
php c mt thc hin theo phng php mi, sau thi gian th nghim thu c n cp
d liu t a ra k lun.

11.Phng php loi b cc sai s th


Khi thu thp v kim tra cc s liu mu, do nhiu nguyn nhn ch quan v khch quan,
vic gp phi cc sai s l iu khng th trnh khi. Cc loi sai s thng gp trong
vic iu tra v thu thp cc s liu l :
11.1. Sai s th: L sai s xut hin do vi phm cc nguyn tc c bn ca vic o c
hoc do nhng s sut m ngi thu thp s liu gy ra mt cch c hoc v .
11.2. Sai s h thng: L nhng sai s do cc dng c o gy ra hoc do k thut vin
khng nm c qui tc vn hnh dng c o. Sai s loi ny d pht hin loi b.
11.3. Sai s ngu nhin: L sai s chu tc ng ca nhiu nguyn nhn, cc sai s ny
thng nh v khng chu s tc ng ca ngi thu thp s liu.
Trc khi tin hnh phn tch v x l s liu, vic loi b cc s liu d thng (cc sai
s th) ra khi tp cc s liu cn x l l iu cn ch , c nh vy cc thng tin thu
c sau x l mi m bo tnh chnh xc vi tin cy cao.
11.4. Phng php loi b sai s th:
Khi tin hnh loi b sai s th (s liu l) ta cn ch :
Trc tin cn kim tra xem c s sut hoc c vi phm cc nguyn tc c bn
khi thu thp s liu khng?
Th loi b x
0
l s liu b nghi ng ri tin hnh x l s liu xem kt lun c
khc so vi khi gi li x
0
hay khng? Nu khng c sai khc ng k th nn gi
li s liu x
0
.
Nn tham kho cc ti liu chuyn mn lin quan c th gii thch cho vic xut
hin s liu l ny sau mi quyt nh nn gi hay nn b.
Gi s ta c dy s liu:
n
x x x ,..., ,
1 0
x
0
b

nghi ng l s d thng (gi tr nh nht
hoc ln nht) trong dy s trn. Khi ta xt i lng:
s
x x
Z
0
T
= . Nu
1 ,
2
>
n
T
t Z
ta quyt nh loi b gi tr x
0
ra khi dy cc s liu trn.
Nu
1 ,
2
n
T
t Z
ta kt lun dy s liu trn khng c s d thng. Trong thc t ty yu

cu chnh xc ca vic x l s liu ngi ta thng ly cc mc 0,05 hoc 0,01.
Vic a ra tiu chun loi b sai s th ni trn da trn gi thit cc s liu mu
n
x x x ,..., ,
1 0
ly t tng th c phn phi chun ) , (
2
N .
V d: Ngi ta o 10 trc thp do mt dy chuyn c kh sn xut tnh c
04 , 0 , 98 , 1 = = s x trong c trc c ng knh ln nht l 2,03. Vi mc = 0,05
hi trc c ng knh nu trn c phi l trc d thng khng?
Ta c: 64 , 3 10
04 , 0
03 , 2 98 , 1
n
s
x x
Z
0
T

=
26 , 2 64 , 3 , 26 , 2
9 , 025 , 0 9 , 025 , 0
= > = = t Z t
T
trc c ng knh 2,03 nn loi khi mu.
Ch : kim tra gi tr nh nht v gi tr ln nht ca mu c phi l sai s th
hay khng trong trng hp kch thc mu khng ln ta c th thc hin theo qui tc
sau:
*Tnh: Z
TM
=
s
x x
max

hoc Z
Tm
=
s
x x
min


* T mc ta tm
C t bng 7
* So snh Z
TM
v Z
Tm
vi
C . Nu Z
TM
>
C ta loi x
max .
Nu Z
Tm
>
C ta loi b
x
min

12.Kim nh s bng nhau ca hai xc sut
Xc sut xut hin s kin A trong mt dy n php th c lp P(A) = p
1

Xc sut xut hin s kin B trong mt dy n php th c lp P(B) = p
2

Ta xy dng qui tc kim nh gi thuyt
H
0
: p
1
= p
2

12.1 Trng hp i thuyt hai pha H
1
: p
1
p
2

Gi s sau dy n php th c lp c
A
n ln s kin A xut hin
Trong m php th khc c
B
m ln s kin B xut hin
t f
1
=
m n
m n
f ,
m
m
f ,
n
n
B A B
2
A
+
+
= =
Thng k Z =
)
m
1
n
1
)( f 1 ( f
) p p ( f f
2 1 2 1
+

c phn phi xp x chun tc
Nu H
0
ng th Z =
)
m
1
n
1
)( f 1 ( f
f f
2 1
+
c phn phi xp x chun tc nn

P[ ] U
)
m
1
n
1
)( f 1 ( f
| f f |
2
2 1
>
+
= .
T y ta c qui tc kim nh i vi cp gi thuyt i thuyt:
H
0
: p
1
= p
2

H
1
: p
1
p
2
mc ngha l
Qui tc 25: Nu
2
2 1
U
)
m
1
n
1
)( f 1 ( f
| f f |
>
+
bc b H
0

Nu
2
2 1
U
)
m
1
n
1
)( f 1 ( f
| f f |
chp nhn H
0

V d: iu tra mt loi bnh hai tri g ta c kt qu sau:
Tri th nht: Kim tra 500 con c 60 con mc bnh
Tri th hai: Kim tra 400 con c 50 con mc bnh
Gi p
1
, p
2
l xc sut mi con g tri th nht v tri th hai mc bnh. Hy kim
nh gi thuyt , i thuyt
H
0
: p
1
= p
2

H
1
: p
1
p
2
mc ngha 05 , 0 =
Ta c: f
1
= 0,12, f
2
= 0,125, f = 0,122


Z
T
= 23 , 0
)
400
1
500
1
( 878 , 0 . 122 , 0
005 , 0
)
m
1
n
1
)( f 1 ( f
| f f |
2 1
+
=
+
; U
0,025
= 1,96
Z
T
= 0,23 < U
0,025
= 1,96 ; gi thuyt c chp nhn.

12.2 Trng hp i thuyt mt pha: H
1
: p
1
> p
2

Tng t nh trng hp trn ta c qui tc kim nh l
Qui tc 26: Nu
>
+
U
)
m
1
n
1
)( f 1 ( f
f f
2 1
bc b H
0

Nu
U
)
m
1
n
1
)( f 1 ( f
f f
2 1
chp nhn H
0

13.Kim nh s bng nhau ca hai phng sai
Gi s X~ N( ) ;
2
X X
), ( X
1
, X
2
, ..., X
n
) l mt mu ngu nhin tng ng.
Y ~ N( ) ;
2
Y Y
), ( Y
1
, Y
2
, ..., Y
n
) l mt mu ngu nhin tng ng.
Ta xy dng qui tc kim nh gi thuyt H
0
:
2
X
=
2
Y
mc ngha
13.1 Trng hp i thuyt mt pha: H
1
:
2 2
Y X
>
Thng k Z =
2
Y
2
Y
2
X
2
X
S
.
S
c phn phi F
n-1, m-1
. Nu H
0
ng th Z =
2
Y
2
X
S
S
c phn phi
F
n-1, m-1
. P(
= >

)
1 , 1 ,
2
2
m n
Y
X
F
S
S

T y ta c qui tc kim nh cp gi thuyt i thuyt
H
0
:
2
X
=
2
Y

H
1
:
2
X
>
2
Y
mc ngha l
Qui tc 27: Nu
2
Y
2
X
S
S
>
1 , 1 , m n
F
ta bc b H
0

Nu
2
Y
2
X
S
S

1 , 1 , m n
F
ta chp nhn H
0

13.2 Trng hp i thuyt 2 pha H
1
:
2
X

2
Y

Vi cp gi thuyt i thuyt
H
0
:
2 2
Y X
=
H
1
:
2
X

2
Y

mc ngha ta c qui tc kim nh sau:


Qui tc 28: Nu:
2
Y
2
X
S
S

1 , 1 ,
2
1 , 1 ,
2
1
;
m n m n
F F

ta bc b H
0

Nu:
2
Y
2
X
S
S

1 , 1 ,
2
1 , 1 ,
2
1
;
m n m n
F F

ta chp nhn H
0
V d: Mt mu gm 17 phn t ly t tng th c phn phi chun N(
2
;
X X
) ta
c:
2
X
s =123,5.
Mt mu ngu nhin khc gm 15 phn t cng ly t tng th c phn phi chun
N(
2
;
Y Y
) ta c s
2
Y
= 60,4. Vi mc ngha = 0,05 hy kim nh cp gi thuyt
i thuyt
H
0
:
2 2
Y X
=
H
1
:
2 2
Y X
>
Ta c Z
T
= 48 , 2 , 04 , 2
4 , 60
5 , 123
14 , 16 , 05 , 0
2
2
= = = F
s
s
Y
X
, ta chp nhn gi thuyt :H
0
:
2 2
Y X
=

14. Kim nh s bng nhau ca nhiu k vng
Vic so snh s bng nhau ca nhiu k vng l mt yu cu kh ph bin trong nng
hc, sinh hc cng nh trong lm hc. Chng hn nh so snh nh so snh nng sut ca
k ging la khc nhau hay so snh chiu cao trung bnh ca k chng ngi khc
nhau...Nhng vn va nu s c cp k hn trong gio trnh thng k nng cao.
Trong mc ny ta xy dng phng php kim nh gi thuyt i thuyt
H
0
:
k i
= = = = ..... .....
1

H
1
: i j
j i

Gi s :
( X
11
, X
12
, ..., X
1
1
n
) l mu ngu nhin ly t tng th c phn phi chun N(
2
1
; )
( X
i1
, X
i2
, ..., X
i
i
n
2
;
i
)
( X
k1
, X
k2
, ..., X
k
k
n
2
;
k
)

=
=
1
n
1 j
j 1
1
1
X
n
1
X ,...,
=
=
i
n
1 j
ij
i
i
X
n
1
X , ...,
=
=
k
n
1 j
kj
k
k
X
n
1
X

i
X l trung bnh ca mu ngu nhin th i
SS
i
=
i
n
1 j
2
i ij
) X X ( tng bnh phng lch ca nhm th i
SSW =
=
k
1 i
i
SS l tng bnh phng lch bn trong cc nhm

=
=
k
1 i
i i
X n
n
1
X l trung bnh chung, n =
=
k
1 i
i
n l kch thc mu
SSB =

2
i i
) X X ( n l tng bnh phng lch gia cc nhm


SST =
i
n , k
1 j , i
2
ij
) X X ( l tng bnh phng lch ton phn
Ta c SST = SSW + SSG
MSW =
k n
SSW
gi l bnh phng trung bnh bn trong cc nhm. y l mt c

lng khng chch ca phng sai
2
.
MSB =
1 k
SSB
gi l bnh phng trung bnh gia cc nhm. y cng l mt c
lng khng chch ca phng sai
2
.
Khi gi thuyt H
0
ng ngi ta thng chng minh c rng bin Z =
MSW
MSB
c phn
phi F
k-1,n-k

T khng nh trn ta c qui tc kim nh cp gi thuyt i thuyt
H
0
:
k i
= = = = ..... .....
1

H
1
: i j
j i

mc ngha l
Qui tc 29: Nu
MSW
MSG
>
; ; 1 k n k
F

ta bc b H
0

Nu
MSW
MSB

k n k
F
; 1 ,
ta chp nhn H
0

Vi mu c th
X
1

x
11

x
12

x
1
n 1

X
2

x
21

x
22

x
2
2
n

X
i
x
i1

x
i2

x
i
in

X
k

x
k1
x
k2

x
k
kn

Ta tin hnh thc hin bi ton kim nh cp gi thuyt , i thuyt
H
0
:
k i
= = = = ..... .....
1

H
1
: i j
j i

mc ngha theo cc bc sau:
Bc 1: Tnh cc s liu ng vi mu cho:

=
=
i
n
1 j
ij
i
i
x
n
1
x ,
=
=
k
1 i
i i
x n
n
1
x , ss
i
=
2
n
1 j
i ij
) x x (
i
=
, ssw =
=
k
1 i
i
ss , ssb =
k
1 i
2
i i
) x x ( n
msb =
ssw
ssb
Z
k n
ssw
msw
k
ssg
T
=
, ,
1

Bc 2: Tm
k n k
F
, 1 ,


Bc 3: Nu Z
T
>
k n k
F
, 1 ,
quyt nh bc b H
0

Nu Z
T

k n k
F
, 1 ,
quyt nh chp nhn H
0

V d: so snh nng sut ca 3 ging la A, B, C ngi ta thc hin th nghim
trn 20 tha rung, sau khi thu hoch ta c kt qu sau:
Ging la A trng trn 7 tha rung nng sut X
1
ca tng tha rung l:
54 57 55 58 61 54 52.
Ging la B trng trn 6 tha rung nng sut X
2
ca tng tha rung l:
50 55 58 54 61 52
Ging la C trng trn 7 tha rung nng sut X
3
ca tng tha rung l
58 60 54 56 61 60 57
mc ngha = 0,05, hy kim nh gi thuyt
H
0
: Nng sut ca 3 ging la trn l nh nhau
Bit rng X
1
, X
2
, X
3
l cc bin chun c cng phng sai
Ta c
7
1
x
1
= ( 54 + 57 + 55 + 58 + 61 + 54 + 52) = 56.

6
1
x
2
= ( 50 + 55 + 58 + 54 + 61 + 52) = 55.

7
1
x
3
= ( 58 + 60 + 54 + 56 + 61 + 60 + 57) = 58.

20
1
x = ( 7.56 + 6.55 + 7.58 ) = 56,4.
ss
1
= (54 - 56)
2
+(57 - 56)
2
+(55 - 56)
2
+(58 - 56)
2
+(61 - 56)
2
+(54 - 56)
2
+(52 - 56)
2
= 55
ss
2
= (50 - 55)
2
+ (55 - 55)
2
+ (58 - 55)
2
+ (54 - 55)
2
+ (61 - 55)
2
+ (52 -55)
2
= 80
ss
3
= (58 - 58)
2
+(60 - 58)
2
+(54 - 58)
2
+(56 - 58)
2
+(61 - 58)
2
+(60 - 58)
2
+(57 - 58)
2
= 38
ssw = ss
1
+ ss
2
+ ss
3
= 173
ssb = 7. (56 - 56,4)
2
+ 6. (55 - 56,4)
2
+7. (58 - 56,4)
2
= 30,8
msb = 40 , 15
2
8 , 30
1
= =
k
ssg
, 18 , 10
17
173
k n
ssw
msw = =
=
Z
T
= 51 , 1
18 , 10
40 , 15
= =
msw
msb
F
k-1,n-k,0,05
= F
2,17,0,05
= 3,59
Z
T
= 1,51 < 3,59 = F
0,05 , 2 ,17

Gi thuyt c chp nhn, khng c s khc nhau v nng sut ca ba ging la trn.

III . Kim nh gi thuyt phi tham s

1. Kim nh mt phn phi xc sut
Theo di mt dy n php th c lp ta c kt qu sau:

S kin A
1
A
2
... A
i
... A
k
Tn s n
1
n
2
... n
i
... n
k


Ta tin hnh kim nh cp gi thuyt i thuyt mc ngha
H
0
: P(A
1
) = p
1
, ... , P(A
i
) = p
i
, ... , P(A
k
) = p
k

H
1
: j P(A
j
) p
j

Nhn thy rng: H
0
ng th n
i
np
i
, kim nh cp gi thuyt i thuyt trn cn a
ra mt thng k thch hp khi thng k ny vt qu ngng cho php no th ta
ni c s khc bit gia n
i
v np
i
. Khi ta s quyt nh bc b gi thuyt cn nu
ngc li ta chp nhn gi thuyt hay ni ng hn l mu cho ph hp vi gi
thuyt.
1.1.Trng hp cc p
i
bit
Ngi ta chng minh c rng nu H
0
ng th thng k Z =
k
1 i i
2
i i
np
) np n (
c phn
phi gii hn
2
1 k
. Khi thng k ny vt qua ngng

,
2
1 k
ta quyt nh bc b gi
thuyt.
Qui tc kim nh cp gi thuyt i thuyt
H
0
: P(A
1
) = p
1
, ... , P(A
i
) = p
i
, ... , P(A
k
) = p
k

H
1
: j P(A
j
) p
j

mc ngha l
Qui tc 1: Nu
k
1 i i
2
i i
np
) np n (
>
2
1 , k
ta bc b H
0
Nu
k
1 i i
2
i i
np
) np n (

2
1 , k
ta chp nhn H
0

V d 1: Hai c th th h F
1
(cng mang kiu gen Aa) em lai vi nhau. Cc c th
th h F
2
c mt trong 3 kiu gen AA, Aa, aa. iu tra 200 c th th h F
2
c:

Kiu gen AA Aa aa
S c th 40 105 55
mc ngha = 0,05 kim nh cp gi thuyt , i thuyt
H
0
: Kiu gen th h F
2
tun theo lut Mendel
H
1
: Kiu gen th h F
2
khng tun theo lut Mendel
Gi thuyt H
0
tng ng vi P(AA) =
4
1
, P(Aa) =
4
2
, P(aa) =
4
1

S dng qui tc 1 ta thc hin bi ton kim nh theo cc bc sau:
Bc 1: Tnh Z
T
= =
=
3
1 i i
2
i i
np
) np n (

100
) 100 105 (
50
) 50 40 (
2 2
+
50
) 50 55 (
2
+ = 2,75
Bc 2: Tm
2
2 , 05 , 0
= 5,99
Bc 3: Z
T
= 2,75 < 5,99 =
2
2 , 05 , 0
. Theo qui tc1 gi thuyt H
0
c chp nhn iu
ny c ngha l mu cho ph hp vi qui lut Mendel
Ch : Xt Z
T
=

= =
+
=
k
i i
i i i i
k
i i
i i
np
p n np n n
np
np n
1
2 2 2
1
2
2 ) (

= n
np
n
np n
np
n
k
i i
i
k
i
i
k
i
i
k
i i
i
= +

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


Khi s dng qui tc1 ta c th tnh Z
T
theo cng thc (1)
1.2 Khi cc p
i
ph thuc vo r tham s cha bit (r < k-1)
Gi s p
i
= p
i
(
r
,..., ,
2 1
) l cc hm ph thuc vo r tham s
r
,..., ,
2 1
thc hin
bi ton kim nh trong trng hp ny trc ht ta cn tm cc c lng im ca
i

theo phng php hp l nht. Nu
i
l mt c lng im ca
i
th
( p p
i i
=
1
,
2
, ... ,
r
) l c lng im ca p
i
. Tng t nh qui tc 1, thng k
Z =
k
1 i i
2
i i
p n
) p n n (
c phn phi gii hn
2
1 r k
nu H
0
ng. T y ta c qui tc
kim nh cp gi thuyt, i thuyt:
H
0
: P(A
1
) = p
1
, ... , P(A
i
) = p
i
, ... , P(A
k
) = p
k

H
1
: j P(A
j
) p
j

mc ngha l
Qui tc 2: Nu
k
1 i i
2
i i
p n
) p n n (
>
2
1 , r k
ta bc b H
0

Nu
k
1 i i
2
i i
p n
) p n n (

2
1 , r k
ta chp nhn H
0
V d 2: xem c s ly lan ca bnh nm mm t cy ny sang cy khc cc
cy c du hay khng ngi ta trng 500 cp cy c du vo 500 hc ti mt vn m
cy. Sau mt thi gian kim tra ta thu c kt qu sau:

C 2 cy b bnh 1 cy b bnh 0 cy b bnh
73 185 242
Vi mc ngha = 0,05 kim nh cp gi thuyt i thuyt
H
0
: Khng c s ly bnh t cy ny sang cy khc
H
1
: C s ly bnh t cy ny sang cy khc
Gi p l xc sut mi cy c du b bnh nm mm
Nu gi thuyt H
0
ng th:
Xc sut c hai cy b mc bnh p
2
= p
2
.
Xc sut mt trong hai cy b mc bnh p
1
= 2p(1 - p).
Xc sut khng cy no mc bnh p
2
= (1 - p)
2

Gi thuyt H
0
tng ng vi gi thuyt p
2
= p
2
, p
1
= 2p(1 - p), p
0
= (1 - p)
2
. Bi ton
kim nh thc hin theo cc bc:
Bc 1: c lng xc sut p bi tn sut 331 , 0
1000
185 73 . 2
f =
+
=

0
p = ( 1- 0,331)
2
= 0,44754;
1
p =2.0,331 ( 1- 0,331) = 0,4429;
2
p = 0,331
2
= 0,10956
77 , 223
23 , 18
15 , 22
45 , 36
78 , 54
22 , 18
p 500
) p 500 242 (
p 500
) p 500 185 (
p 500
) p 500 73 (
2 2 2
2
2
2
1
2
1
0
2
0
+ + =
= 12,55
Bc 2: Tm
2
1 , 05 . 0
= 3,84
Bc 3: Z
T
= 12,55 > 3,84 =
2
1 , 05 . 0

Gi thuyt H
0
b bc b, c s ly lan bnh nm mm t cy ny sang cy khc.


Ch 1: Khi s dng hai qui tc va nu ta phi thc hin yu cu np
i
hoc n
i
p t
nht phi bng 5
Ch 2: kim nh gi thuyt
H
0
: X F(x,
r
,..., ,
2 1
)
Khi mu cho c phn chia thnh k lp

Lp <x
1
x
1-
x
2
x
i-1-
x
i
x
k-1

Tn s n
1
n
2
n
i
n
k
Trng hp 1: Nu cc tham s
r
,..., ,
2 1
bit.
Ta c: p
1
= F(x
1
,
r
,..., ,
2 1
) p
2
= F(x
2
,
r
,..., ,
2 1
) - F(x
1
,
r
,..., ,
2 1
)
p
i
= F(x
i
,
r
,..., ,
2 1
) - F(x
i-1
,
r
,..., ,
2 1
) ; p
k
= 1 - (p
1
+ p
2
+ ...+ p
k-1
)
Nu np
i

5 vi mi i = 1, k ta s dng qui tc 1 thc hin bi ton kim nh.
Nu c nhng lp m np
i
< 5 ta phi thc hin ghp lp ny vo cc lp lin k cc
np
i
5 sau s dng qui tc 1.
Trng hp 2: Nu cc tham s
r
,..., ,
2 1
cha bit. Ta phi tm cc c lng
im ca
r
,..., ,
2 1

theo phng php hp l nht. Gi s
i
l c lng im ca
i
.
Ta c )
,....
, x ( F p
r 1 1 1
= , )
,....
, x ( F )
,....
, x ( F p
r 1 1 r 1 2 2
=
)
,....
, x ( F )
,....
, x ( F p
r 1 1 i r 1 i i
=
, ) p ... p p ( 1 p
1 k 2 1 k
+ + + =
Nu vi mi i =1, k m n
i
p 5 ta s dng qui tc 2 thc hin bi ton kim nh.
Nu c nhng lp m np
i
< 5 ta phi thc hin ghp lp ny vo cc lp lin k cc
np
i
5 sau mi s dng qui tc 2.
Ch 3: Vic phn cc s liu mu vo cc lp nu tho mn cc yu cu sau th lc
lng ca php kim nh s ln ( xc sut sai lm loi 2 nh)
*Xc sut X nhn gi tr trong cc lp xp x nhau.
*Nu kch thc mu nh hn 100 th s lp k phi ln nht tho mn
np
i
5 ; n
i
p 5
*Nu kch mu ln hn 100 th s lp k phi xp x 3,2n
2/5
v yu cu np
i
hoc n
i
p 5
vn c bo m.
V d: Sn lng ca loi u xm( t/ ha) trn 36 mnh t gn nhau c cho bi
bng sau:
19,2 17,7 22,0 21,1 18,5 21,0 19,3 19,0 18,2
17,1 19,2 19,1 20,1 14,3 19,5 17,3 16,3 19,6
17,5 19,1 19,7 16,0 16,7 16,4 20,0 18,8 20,8
19,3 16,0 17,4 17,2 17,6 11,4 16,3 11,5 16,1

mc ngha = 0,05 c th xem mu cho c ph hp vi gi thuyt :
H
0
: Sn lng loi u xm c phn phi chun N(
2
; )
Ta c lng bi x = 17,95, c lng
2
bi
2
s = 5,617.
Ly cc
i
p bng nhau ta c s lp k y l 7. Vy cc
i
p u bng
7
1


x
1
l s tho mn
7
1
)
s
x x
(
1
=
x
1
= 15,42
x
2
l s tho mn
7
2
)
s
x x
(
2
=
x
2
= 16,61
x
3
l s tho mn
7
3
)
s
x x
(
3
=
x
3
= 17,53
x
4
l s tho mn
7
4
)
s
x x
(
4
=
x
4
= 18,37
x
5
l s tho mn
7
5
)
s
x x
(
5
=
x
5
= 19,29
x
6
l s tho mn
7
6
)
s
x x
(
6
=
x
6
= 20,48
Cc s liu mu c xp vo cc lp theo bng sau:

Lp < x
1

[ )
2 1
; x x [ )
3 2
; x x [ )
4 3
; x x [ )
5 4
; x x
[ )
6 5
; x x x
6

n
i
3 6 6 3 7 7 4

S dng qui tc 2 tin hnh kim nh theo cc bc sau:
Bc 1: Tnh Z
T
=
k
i i
i i
p n
p n n
1
2
) (
=
7
36
)
7
36
3 (
2
+
7
36
)
7
36
6 (
2
+
7
36
)
7
36
6 (
2
+
7
36
)
7
36
3 (
2
+
7
36
)
7
36
7 (
2
+
7
36
)
7
36
7 (
2
+
7
36
)
7
36
4 (
2
= 3,666
Bc 2: Do phi c lng hai tham s v
2
nn s bc t do l 4,
448 , 9
2
4 , 05 , 0
= .
Bc 3: Z
T
= 3,666 < 9,488 =
2
4 , 05 , 0
mu cho ph hp vi gi thuyt.
Ch : Z
T
=

= =
+
=
k
i i
i i i i
k
i i
i i
p n
p n p n n n
p n
p n n
1
2 2 2
1
2
) (

= n
p n
n
p n n
p n
n
k
i i
i
k
i
i i
k
i
i
k
i i
i
= +

= = = 1
2
1 1 1
2
(2)
Khi s dng qui tc 2 ta c th tnh Z
T
theo cng thc cho bi (2)

2. Kim nh tnh c lp ca hai c tnh nh tnh.
Xt mt m ng mi c th ta ti hai c tnh nh tnh A v B. Gi s c tnh A
c chia thnh k mc A
1
, A
2
,... A
k
, c tnh B c chia thnh m mc B
1
, B
2
...B
m
.T
m ng ly ra mt mu ngu nhin c kch thc n ta c kt qu sau:


B
A
B
1
B
2
B
j
B
m

A
1
n
11
n
12
n
1j
n
1m

A
2
n
21
n
22
n
2i
n
2m

A
i
n
i1
n
i2
n
ij
n
im

A
k
n
k1
n
k2
n
kj
n
km

n
ij
l s c th c c tnh A = A
i
v c tnh B = B
j
trong mu.
T mu trn xy dng qui tc kim nh cp gi thuyt, i thuyt
H
0
: A c lp vi B.
H
1
: A khng c lp vi B mc ngha .
Ta c
.
1
i
m
j
ij
n n =
=
l s c th c c tnh A = A
i

j
k
i
ij
n n
.
1
=
=
l s c th c c tnh B = B
j

= = =
= =
m
j
j
k
i
i
m k
j i
ij
n n n
1
.
1
.
,
1 ,
= n
n gin ta qui c:

= = =
=
m k
j i
j i
k
i
m
j
ij
n n
,
1 , 1 1
)
f
ij
=
n
n
ij
l c lng ca xc sut P(A
i
B
j
)
f
i.
=
n
n
. i
l c lng ca xc sut P(A
i
)
f
.j
=
n
n
j .
l c lng ca xc sut p(B
j
)
Nu gi thuyt ng th A
i
c lp vi B
j
v vy c P(A
i
B
j
) = P(A
i
)P(B
j
)

n
n n
n f f f
j i
ij j i ij

Ta a ra thng k Z thch hp khi thng k ny vt qua mt gi tr xc nh no
th ta khng nh c s khc bit gia n
ij
v
n
n n
j i
, t a ra quyt nh bc b gi
thuyt. Ngi ta chng minh c thng k
Z =
m k
j i j i
j i
ij
n
n n
n
n n
n
,
1 ,
2
) (
c phn phi gii hn l ) 1 m )( 1 k (
2
nu gi thuyt ng. T y
ta c qui tc bc b gi thuyt mc ngha l:


Qui tc 3: Nu
m k
j i j i
j i
ij
n
n n
n
n n
n
,
1 ,
2
) (
>
2
) 1 )( 1 ( , m k
ta quyt nh bc b H
0

Nu
m , k
1 j , i j i
2 j i
ij
n
n n
)
n
n n
n (

2
) 1 )( 1 ( , m k
0
hay mu
cho ph hp vi gi thuyt A c lp vi B.
Ch : Khi s dng qui tc 3 kim nh tnh c lp ca hai c tnh A, B cn p
ng yu cu
n
n n
j i
5.
V d: Xt mt n c sn rng, c tnh A l mu v gm mu vng (A
1
) v mu
hng (A
2
). c tnh B l s vch trn v gm : 0 vch(B
0
), 1 hoc 2 vch (B
1
), 3 hoc 4
vch (B
2
) v 5 vch (B
3
). Bt ngu nhin 169 con c sn rng thuc n c sn ni trn
ta c bng sau:

S vch
Mu v
0 (B
0
) 1-2 (B
1
) 3-4 (B
2
) 5 (B
3
)
Vng(A
1
) 35 19 36 25
Hng(A
2
) 14 14 16 10
Vi mc ngha = 0,05 hy kim nh gi thuyt
H
0
: Mu v c lp v di truyn vi s vch trn v
H
: Mu v khng c lp v di truyn vi s vch trn v

Ta c:
1
n = 115,
2
n = 54,
1
n
= 49,
2
n
= 33,
3
n
= 52,
4
n
= 35, n = 169

13 , 2
169
35 . 54
)
169
35 . 54
10 (
169
52 . 54
)
169
52 . 54
16 (
169
33 . 54
)
169
33 . 54
14 (
169
49 . 54
)
169
49 . 54
14 (
169
35 . 115
)
169
35 . 115
25 (
169
52 . 115
)
169
52 . 115
36 (
169
33 . 115
)
169
33 . 115
19 (
169
49 . 115
)
169
49 . 115
35 (
n
n n
)
n
n n
n (
Z
2 2 2 2 2
2 2 2
3 , 2
1 j , i j i
2
j i
ij
T
=
=

) 1 )( 1 ( ,
2
m k

= 81 , 7 3 , 05 , 0
2
=
Z
T
= 2,13 < 7,81 = 3 , 05 , 0
2
. Ta quyt nh chp nhn H
0
mu v v s vch trn v
c lp vi nhau v di truyn.
Ch 1: Z
T
=
+ =

= = = =
m k
j i
m k
j i
m k
j i
j i ij
j i
ij
m k
j i j i
j i
ij
n n
n
n
n n
nn
n
n n
n
n n
n
,
1 ,
,
1 ,
,
1 ,
. .
. .
2
,
1 , . .
2
. .
1
2
) (


=
= +

= = = =
m k
j i j i
ij
m
j
j
k
i
i
m k
j i j i
ij
n n
n
n n n
n
n
n n
n
n
,
1 , . .
2
1
.
1
.
,
1 , . .
2
1
1
2 (3)
Khi s dng qui tc 3 c th tnh Z
T
bng cng thc cho bi (3)
Ch 2: Vic xy dng qui tc kim nh tnh thun nht ca m ng cng c
trnh by nh tiu chun va nu. Tiu chun a ra cng ging nh tiu chun va nu.

3.Quy tc du
Xt n cp mu ngu nhin : ) , ( ),...., , ( ), , (
2 2 1 1 n n
Y X Y X Y X
X
i
c cng phn phi vi X c hm mt f(x)
Y
i
c cng phn phi vi Y c hm mt g(x)
Nu X, Y l cc bin chun th vic so snh k vng ca X v Y c trnh by trong
phng php so snh cp i. By gi ta a ra quy tc kim nh trong trng hp tng
qut cp gi thuyt i thuyt.
H
0
: X c cng phn phi vi Y
H
1
: X v Y c phn phi khc nhau.
t D = X - Y , D
i
= X
i
Y
i
.
Nu H
0
ng ngi ta c th chng minh rng P(D > 0) = P(D < 0) = 0,5.
Gi M l s cc gi tr m D
i
> 0 ta thy M c phn phi nh thc B( n,
2
1
). Cp gi
thuyt i thuyt nu trn tng ng vi cp gi thuyt i thuyt.
H
0
: M c phn phi nh thc B( n,
2
1
)
H
1
: M khng c phn phi nh thc B( n,
2
1
)
S dng nh l gii hn: Bin Z =
n
n M
5 , 0
5 , 0
c phn phi gii hn chun tc ta c quy
tc kim nh cp gi thuyt H
0
v H
1
l :
Qui tc 5: Nu Z
T
=
2
5 , 0
5 , 0
U
n
n M
>
bc b H
0

Nu
2
T
U Z
chp nhn H
0

Trong thc hnh khi gp cc cp s liu ) , (
i i
y x m
i i
y x = ta loi b cp s liu ny ra
khi mu.
V d: Chiu cao X ca ngi b v chiu cao Y ca con trai tng ng t mu gm
20 cp b con c cho bng sau:

X 1,72 1,70 1,62 1,58 1,64 1,68 1,67 1,73 1,57 1,63
Y 1,74 1,68 1,65 1,55 1,61 1,70 1,67 1,74 1,59 1,60
X 1,74 1,76 1,58 1,67 1,55 1,68 1,71 1,58 1,75 1,65
Y 1,72 1,73 1,60 1,64 1,62 1,66 1,65 1,62 1,77 1,61
Vi mc ngha = 0,05, hy kim nh cp gi thuyt i thuyt
H
0
: X c cng phn phi xc sut vi Y
H
1
: X khng c cng phn phi xc sut vi Y


Ta loi b mu th by do chiu cao ca cp cha con ny nh nhau.
t: D = X Y, d
i
= x
i
- y
i

S mu c d
i
dng m = 11 , kch thc mu n = 19.
= =
= 96 , 1 U ; 96 , 0
n 5 , 0
n 5 , 0 m
Z
025 , 0 T
quyt nh chp nhn H
0
.

4.Quy tc Wilcoxon
4.1 Th t ca dy s
Cho dy s : x
1
, x
2
,, x
n

Gi u
i
= rank( x
i
) l th hng ca s x
i
khi xp dy s trn theo th t tng dn.
Nu trong dy s x
1
, x
2
,, x
n
c cc gi tr bng nhau c xp t th t th k n
th k +m-1 th th hng ca cc s ging nhau ny cng bng k +
2
m
.
V d: Cho dy s: 1,4; 1,1; 1,4; 1,1; 1,5; 1,4; 1,6; 1,8; 1,7; 1,8.
Xp dy s trn theo th t tng dn ta c:
1,1; 1,1; 1,4; 1,4; 1,4; 1,5; 1,6; 1,7; 1,8; 1,8.
Khi :
rank(1,1) = 1,5, rank(1,4) = 4, rank(1,5) = 6, rank(1,6) =7, rank(1,7)=8, rank(1,8) = 9,5.
4.2 Quy tc Wilcoxon
Da vo th t ca dy s mu, Wilcoxon a ra quy tc kim nh cp gi thuyt i
thuyt:
H
0
H
1
: X v Y c phn phi khc nhau
Wilcoxon gii quyt bi ton trn trong trng hp mu gm n cp:
) , (
1 1
Y X ; (X
2
, Y
2
) ;;(X
n
, Y
n
)
Mann v Whitney gii quyt bi ton trn trong trng hp tng qut vi hai mu
) ,...., , (
2 1 n
X X X v ) ,...., , (
2 1 m
Y Y Y .
Gi V
i
l th t ca X
i
trong dy gm n + m s:

m n
Y Y Y X X X ,...., , , ,...., ,
2 1 2 1

t
=
=
n
1 i
i
V V ,nu H
0
ng c th chng minh rng

12
) 1 m n ( nm
) V ( D ;
2
) 1 m n ( n
) V ( E
+ +
=
+ +
=
Khi thng k
12
) 1 m n ( nm
2
) 1 m n ( n
V
Z
+ +
+ +
= c phn phi xp x chun tc .

T y ta c quy tc kim nh cp gi thuyt i thuyt
H
0
H
1
mc ngha l :


Quy tc 6: Nu
2
T
U
12
) 1 m n ( nm
2
) 1 m n ( n
V
Z
>
+ +
+ +
= ta bc b H
0
.
Nu
2
T
U Z
ta chp nhn H
0
.
V d: Theo di doanh thu X ca 10 ca hng thc ging ti H Ty v doanh thu Y
ca 12 ca hng thc ging ti Thi Bnh ta c kt qu sau:
X(triu ng/thng): 32, 36, 28, 24, 30, 25, 32, 33, 26, 27
Y(triu ng/thng): 31, 35, 27, 31, 26, 28, 34, 32, 30, 31, 26, 29
Vi mc ngha = 0,05 hy kim nh cp gi thit i thuyt:
H
0
H
1
Ta c tng cc th hng ca cc x
i
l v = 107,5
165 , 15
12
) 1 m n ( nm
; 115
2
) 1 m n ( n
=
+ +
=
+ +

96 , 1 U ; 45 , 0
12
) 1 m n ( nm
2
) 1 m n ( n
v
Z
025 , 0 T
= =
+ +
+ +
=
96 , 1 U 45 , 0 Z
025 , 0 T
= < = ta quyt nh chp nhn H
0
.
4.3 Quy tc Kruskal-Wallis
Cc d liu thu c t cc cuc iu tra trong sinh hc, nng hc, lm hc v y hc
thng c thu thp t nhiu vng khc nhau. Ta cn kim tra xem cc d liu ny c
cng xut pht t mt tp c bn (cng mt tng th ) hay khng? Gi s mu c thu
thp t k vng (k 3 ) v gi s rng dy cc gi tr mu:

1
1 12 11
..., , ,
n
x x x
ly t vng I, c c tnh
1
X

2
2 22 21
..., , ,
n
x x x
ly t vng II, c c tnh
2
X

k
kn k k
x x x ..., , ,
2 1
ly t vng K, c c tnh
k
X
Kch thc mu
=
=
k
1 j
j
n n .
Ta gi
ij
n l th t ca s liu
ij
x trong n s liu trn,
i
n j 1 , k i 1 . t
=
=
i
n
1 j
ij i
n R
Xt thng k: ) 1 n ( 3
n
R
) 1 n ( n
12
Z
k
1 i i
2
i
+
+
=
=

Nu 6 n , 3 k
i
th Z c phn phi xp x phn phi khi bnh phng vi k-1 bc t do.
Da vo quy lut phn phi xp x ca bin Z vi mc ngha ta c quy tc kim
nh cp gi thuyt i thuyt
H
0
: Dy cc s liu trn thu thp t mt tp c bn
H
1
: Dy cc s liu trn khng thu thp t mt tp c bn


Quy tc 7: Nu
2
1 ,
1
2
) 1 ( 3
) 1 (
12
=
> +
+
=
k
k
i i
i
T
n
n
R
n n
Z
bc b H
0

Nu
2
1 ,
k T
Z
chp nhn H
0
.
Quy tc trn c gi l quy tc Kruskal - Wallis.
V d: Nghin cu tc ng ca 3 loi thc n gia sc khc nhau i vi s tng trng
ca mt loi ln ngi ta tin hnh th nghim trn 20 con ln.
Gi: X
1
l mc tng trng trong mt thng mi con trong nhm 6 con ln dng thc
n loi A l:
17,5 13,5 9,0 12,5 11,0 16,5

2
X l mc tng trng trong mt thng mi con ln trong nhm 7 con ln dng
thc n loi B l:
16,0 14,5 11,5 8,5 12,0 15,0 10,5

3
X l mc tng trng trong mt thng mi con ln trong nhm 7 con ln dng
thc n loi C l:
17,0 9,5 14,0 13,0 10,0 15,5 8,0
Vi mc ngha = 0,05 hy kim nh cp gi thuyt i thuyt
H
0
: Ba loi thc n c tc dng nh nhau vi s tng trng ca ln
H
1
: Ba loi thc n c tc dng khc nhau vi s tng trng ca ln
Gi thuyt H
0
tng ng vi cc s liu mu trn ly t mt m ng thun nht.
Ta c: k = 3, n
1
= 6, n
2
= n
3
= 7, n = 20
69 R , 71 R , 65 R
3 2 1
= = =
77 , 4 ) 1 n ( 3
n
R
) 1 n ( n
12
Z
k
1 i i
2
i
T
= +
+
=
=
; 99 , 5
2
2 , 05 , 0
=
< = 99 , 5 77 , 4 Z
T
gi thuyt H
0
c chp nhn, iu nay c th hiu l 3 loi thc
n trn c tc dng nh nhau vi vic tng trng ca ln.
Ch : Cc qui tc kim nh phi tham s c u im l khng cn bit trc kiu
dng phn phi xc sut ca cc c trng tng th, nhng do lng lng thng tin
thu c t tng th khng nhiu nn lc lng ca php kim nh ca cc qui tc ny
khng cao.


Bi tp chng VI

1. Bit chu lc X ca cc mu b tng c phn phi chun N(
2
; ). o chu lc
ca 210 mu b tng ta c kt qu sau:

chu lc X
i
(kg/cm
2
) 195 205 215 225 235 245
S mu b tng n
i
13 18 46 74 34 15

Vi mc ngha = 0,05, hy kim nh gi thuyt, i thuyt:
H
0
: = 230
H
1
: 230 hoc H
1
: < 230

2.Trng lng ca mi gi m n lin X (g/gi) do mt nh my sn xut l bin chun
vi phng sai bng 2,25. Ly ngu nhin 20 gi m do nh my trn sn xut em cn ta
c trng lng trung bnh
x = 78,2. Vi mc ngha = 0,05 hy kim nh cp gi thuyt, i thuyt
H
0
: = 80 ; H
1
: 80

3. Nng sut X ca mt ging la trong vng l mt bin chun. iu tra nng sut la
trn 36 mnh rung ta c kt qu sau:

X
i
(tn/ha) 5,0 5,2 5,4 5,6 5,8 6,0
S mnh n
i
3 5 10 9 6 3
Vi mc ngha = 0,05 hy kim nh cp gi thuyt , i thuyt
a. H
0
: = 5,5 ; H
1
: 5,5
b. H
0
:
2
= 0,8 ; H
1
:
2
> 0,8

4. Mt mu ngu nhin gm 600 hc sinh lp 12 cc vng nng thn khu vc pha Bc
thy c 122 ni s np n thi vo trng i Hc Nng nghip I.
Vi mc ngha = 0,05 hy kim nh cp gi thuyt, i thuyt
H
0
: T l hc sinh thi vo HNNI p = 0,20
H
1
: T l hc sinh thi vo HNNI p > 0,20 .

5. so snh nng sut ca hai ging la A (nng sut X), ging la B ( nng sut Y),
ngi ta trng tng cp trn cc loi t khc nhau sau thu hoch ta c kt qu sau:
Ging A( nng sut X tn / ha) 6 7 6,5 5,5 4,3 6,6 5,8 4,9 5,3 6,5
Ging B( nng sut Y tn / ha) 5 4 7,5 5,5 5,5 5,6 6,8 4,2 6,3 4,5
Bit X v Y l cc bin chun. Vi mc ngha 0,05 c th coi nng sut hai ging la
trn l khc nhau khng? S dng phng php so snh cp i . Hy xt trong trng
hp ly mu c lp.

6. xt nh hng ca hai loi phn bn A, B i vi mt ging la ngi ta dng
phn A bn cho la trn 5 tha rung. Dng phn B bn cho la trn 6 tha rung. Sau
thu hoch ta c kt qu:


X(t/ha)Nng sut la s dng phn A 45 47 43 44 46
Y(t/ha)Nng sut la s dng phn B 46 49 43 46 50 44
Vi mc ngha 0,05 c th coi nh hng ca hai loi phn trn i vi nng sut la l
nh nhau c khng? Thc hin nh bi 5.

7. so snh trng lng ca con r ( sinh t ln th hai tr i) v trng lng con so
( sinh ln u) qua thng k mt nh h sinh ta c kt qu sau:
Trng lng(g) 1700-2000 2000-2300 2300-2600 2600-2900 2900-3200
S con r n
i
9 13 18 42 18
S con so m
i
5 10 22 40 45
Vi mc ngha 0,05 c th coi trng lng con so ln hn trng lng con r khng?

8. Theo di doanh thu X , Y hng thng ca 8 ca hng bn ging cy trng ti Nam
nh v 10 ca hng bn ging cy trng ti Thi Bnh ta c kt qu sau:
X(triu ng/thng ) 32 36 28 24 30 25 32 33
Y(triu ng/thng ) 31 35 27 36 31 26 28 34 32 30
Vi mc ngha 0,05 c th coi doanh thu ca cc ca hng bn ging cy trng hai
a phng trn l khc nhau khng?

9. Mt nng trng b sa nhp ba ging b A, B, C. Ngi ta thng k sn lng sa
ca chng theo ba mc: t, trung bnh v nhiu sa. T bng s liu v s phn b ba
ging b trn theo ba mc:
Ging b A B C
t sa 92 53 75
Trung bnh 37 15 19
Nhiu sa 46 19 12
Vi mc ngha 0,05 hy nhn nh xem sn lng sa ca 3 ging b c khc nhau
khng?

10. iu tra mc xem phim ca nhn dn mt tnh ngi ta chia mc xem phim
thnh ba cp (nhiu , va, t). Kt qu iu tra 300 h nh sau:

Mc
Vng
Nhiu Va t
Thnh ph 48 26 26
Ven ni 38 34 28
Huyn 16 10 74
C th coi mc xem phim ba vng l nh nhau c khng? Mc ngha 0,05.

11. Kho st mu mt v mu tc ca 6800 ngi Php ta c kt qu sau:
Mu tc
Mu mt
Vng Nu en Hung
Xanh 1768 807 189 47
en 946 1387 746 53
Nu 115 438 288 16
Vi mc ngha 0,05 hy kim nh gi thuyt:


H
0
: Mu tc c lp vi mu mt.
H
1
: Mu tc khng c lp vi mu mt.

12. nghin cu mi lin h gia vic nghin thuc l (c tnh A) v huyt p (c
tnh B) ngi ta tin hnh iu tra 200 ngi kt qu cho bi:

A
B
A
0
(khng nghin) A
1
(nghin nh) A
2
(nghin nng)
B
0
(huyt p bt) 50 25 28
B
1
(huyt p cao) 30 35 32

Vi mc ngha 0,05 hy kim nh gi thuyt :
H
0
: A c lp vi B
H
1
: A khng c lp vi B

13. Mt loi hoa c 3 ging A, B, C. Mi ging hoa c th cho hoa hoc hoa trng. T
s liu thng k:

Mu\ Loi A B C
Hoa 58 102 65
Hoa trng 102 118 75

Vi mc ngha 0,05. Hay kim nh cc gi thuyt:
a. Mu hoa v ging hoa c lp vi nhau
b. Trong ging hoa B t l gia hoa v hoa trng l 1 : 1

14. iu tra 100 gia nh c hai con ta c kt qu sau:

S con trai
S gia nh
0 1 2
n
i
20 56 24
Vi mc 05 , 0 = hy kim nh gi thuyt:
a. H
0
: S con trai trong mi gia nh tun theo phn phi nh thc B(2 ; 0,5)
b. H
0
: S con trai trong mi gia nh tun theo phn phi nh thc B(2 ; p)

15. Mt loi cy c gen A ch l qun, gen a ch l phng, gen B ht trng, gen b ch ht
. Khi lai hai cy thun chng l qun ht v l thng ht trng ta c th h F
1
.
Cho hai c th th h F
1
lai vi nhau th h F
2
ta c kt qu sau:
1160 cy l qun ht ; 380 cy l qun ht trng
350 cy l thng ht ; 110 cy l thng ht trng
Vi cc s liu trn mc ngha 0,05 hy kim nh cp gi thuyt i thuyt :
H
0
: Kt qu ph hp vi qui lut phn li tnh trng 9 : 3 : 3 : 1
H
1
: Tri vi H
0
.

16. Xt mi lin quan gia v chng v th trng ta c bng s liu sau:


V
Chng
Gy Bo Trung bnh
Gy 24 12 12
Bo 10 40 15
Trung bnh 20 12 115
Vi mc ngha: 05 , 0 = hy kim nh cp gi thuyt i thuyt:
H
0
: Th trng v mi quan h v chng c lp vi nhau.
H
1
: Th trng v mi quan h v chng c lin quan vi nhau.

17. Mt gi m n lin t yu cu v trng lng nu c trng lng 80 gam. Kim tra
mu gm 20 gi m c x = 78,5 , s = 2,5. Vi mc ngha 0,05 hy xy dng gi
thuyt v i thuyt thch hp v khu ng gi m n lin ca nh my t yu cu
khng?

18. o ch s m sa X ca 130 con b lai F
1
ta c kt qu sau

X 3,0- 3,6 3,6- 4,2 4,2 4,8 4,8 5,4 5,4 6,0 6,0 6,6 6,6 7,2
n
i
2 8 35 43 22 15 5
Bit ch s m sa trung bnh ca ging b thun chng l 4,95. Vi mc ngha 0,01.
Hy a ra kt lun v vic lai to ging bit rng ch s m sa X c phn phi chun.

19. Phn tch hm lng mn trong mt loi t theo hai phng php ta c kt qu sau:
Phng php 1: 27,5 27,0 27,3 27,6 27,8 ( n v %)
Phng php 2: 27,9 27,2 26,5 26,3 27,0 27,4 27,3 26,8 (n v %)
Vi mc ngha 0,05 hy xy dng gi thuyt v i thuyt thch hp v a ra kt lun.

20. Ngi ta chiu x liu 3000 Rnghen vo mt qun th rui dm thy trong s 805
con th h F
1
c 80 con b t bin. Trong khi cng chiu x vo mt qun th rui
dm khc c cho n km theo mt loi ng th trong s 2756 con th h F
1
c 357
con b t bin . Vi mc ngha 0,05 hy xy dng cp gi thuyt i thuyt thch hp
v a ra kt lun.

21. so snh hai loi thc n i vi vic tng trng ca ln ngi ta tin hnh th
nghim trn hai mu :
Mu I cho 8 con ln n loi thc n A sau 1 thng c kt qu sau:
X : 12,3 13,4 14,6 11,0 16,1 11,3 12,9 10,7
Mu II cho 7 con ln n loi thc n B sau 1 thng c kt qu sau:
Y : 13,2 14,3 16,8 13,1 14,5 15,7 14,5
Vi mc ngha 0,05 hy a ra cp gi thuyt i thuyt thch hp ri a ra kt lun.

22. kho st tc dng ca vic bn phn cho ng 70 n v m/ha, ngi ta trng
lin nhau mnh i chng ( khng bn m) v mnh thc nghim trn 15 tha rung
sau khi thu hoch c kt qu sau:


Trng lng mnh i chng X 55,8 53,3 30,1 51,0 37,8 68,8
Trng lng mnh thc nghim Y 60,4 58,7 28,9 48,0 39,7 68,8
X 57,7 59,1 49,4 35,4 42,7 21,2 28,3 57,3 42,4
Y 56,8 40,6 57,3 44,3 32,2 47,7 77,0 55,1 66,1
Bit X, Y l cc bin chun. Vi mc ngha = 0,05. Hy xy dng cp gi thuyt
i thuyt thch hp v a ra kt lun.

23. iu tra 320 gia nh c 5 con ta c cc s liu sau:

S con trai X 5 4 3 2 1 0
S gia nh n
i
18 56 110 88 40 8
Vi mc ngha = 0,05 hy kim nh gi thuyt i thuyt
H
0
: S con trai X ~ B(5, 0,5 )
H
1
: Tri vi H
0

24. S tai nn giao thng xy ra mi ngy X ti mt thnh ph c ghi trong bng sau:

X 0 1 2 3 4 5 6 7 8
n
i
10 32 46 35 20 9 2 1 1
Vi mc ngha = 0,05 hy kim nh gi thuyt : S tai nn giao thng khng xy ra
trong ngy tun theo lut Poisson.

25. Chiu cao X ca cy du sau 6 thng tui quan st c cho bng sau:

X 24 - 30 30 - 36 36 - 42 42 - 48 48 - 54 54 - 60 60 - 66
n
i
12 24 35 47 43 32 7
Vi mc ngha = 0.05 hy kim nh gi thuyt X c phn phi chun.

26. Mt loi hoa hng c 4 mu : , hng, bch v vng. Vi mu gm 200 bng hoa
hng thuc loi hoa trn ta c bng s liu sau:

Mu hoa hng bch vng
S hoa 27 65 75 33
Vi mc ngha 0,05 hy kim nh gi thuyt H
0
: Cc mu hoa , hng, bch, vng
theo t l 1 : 2 : 2 : 1.
27. Chi ph v vn ho X (n v 100000/nm) v chi ph v i li Y
(n v 100000 ng/nm) ca 15 gia nh cho bi bng sau:

X 12 6,5 6,2 8,8 4,5 7,0 7,1 20 15 7,5 8,5 10,9 8,2 8 10,5
Y 5,9 6,7 4,5 4,8 10 5,5 5,2 15 7,0 4,0 5,5 8,2 5,4 8,4 7,0
S dng tiu chun v du kim nh gi thuyt: X v Y c cng qui lut xc sut vi
mc ngha 0,05.

28. Mc tiu th xng ca 3 loi xe A, B, C ( lt/100km) ln lt l X , Y, Z. Ngi ta
cho chy th 7 xe A, 7 xe B v 8 xe C cc s liu thu c cho bng sau:
X : 10,5 8,7 7,5 9,6 8,4 9,0 8,7


Y : 9,4 7,5 6,9 8,9 9,4 10 8,1
Z : 7,1 8,4 7,0 9,8 8,7 10 7,9 8,2
Vi mc ngha 0,05 s dng tiu chun Kruskal Wallis hy kim nh gi thuyt:
Mc tiu th xng ca 3 loi xe ni trn c cng qui lut xc sut

29. Mt mu iu tra lng ca cng nhn mt nh my may X
1
, lng ca cng nhn
nh my ch bin hi sn X
2
, lng ca cng nhn nh my sn xut dy da xut khu X
3

v lng va cng nhn nh my ch bin hng nng sn X
4
ti mt khu ch sut cho bi
bng s liu sau: (n v 100000 ng/thng)
X
1
: 8,5 8,8 7,9 8,5 9,2 9,5 8,3
X
2
: 9,0 9,1 8,7 8,6 9,4 9,2 8,5 9,1
X
3
: 10 9,4 9,2 8,6 8,7 8,1 9,9
X
4
: 8,1 8,8 8,6 9,0 9,2 7,8 8,7 8,9 9,1
mc ngha 0,05 s dng tiu chun Kruskal Wallis hy kim nh gi thuyt:
Mc lng ca cng nhn bn nh my trn l nh nhau.

30. Chiu cao X ca mt mu ngu nhin ca 12 sinh vin nam ti H ni v 14 sinh vin
nam ti thnh ph H Ch Minh cho bi bng s liu sau:
X: 1,65 1,72 1,60 1,68 1,59 1,75 1,77 1,66 1,78 1,80 1,56 1,70
Y: 1,59 1,61 1,64 1,70 1,68 1,57 1,55 1,78 1,72 1,77 1,60 1,64 1,62 1,77
mc ngha 0,05 s dng tiu chun Mann Whitney hy kim nh gi thuyt:
X v Y c cng qui lut phn phi.

GTXSTK dhnn1

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B GIO DC V O TO

TRNG I HC NNG NGHIP I

, F(x) = 1 cng khng

lm s o cho tnh cht i xng hay khng i xng ca X v H

Nh vy quy lut siu bi ph thuc vo ba tham s N, M, n.

ta c bng phn phi xc sut ca phn

P c l X c phn phi Poisson vi tham s

, iu phi chng minh

. T y suy ra nh l c chng minh.

. Tin bn mi gi phong lan l 200.000

. Hy tnh tin li trunh bnh m ngi trng hoa thu c.

gi l lch chun mu cha hiu chnh v s l th hin ca S

= l bin ngu nhin c phn phi

X cng l phn v mc 1- ca hm phn phi

ta s dng bng 2 l bng cho gi tr ca hm Laplace.

l c lng chch ca D(X) =

l mt c lng vng ca th khi n ln

l mt c lng khng chch ca .

c gi l b rng ca khong tin cy

] ng vi tin cy ny sao cho n c b rng cng

ng vi tin cy P ta thc hin theo cc bc sau:

b) = P (1), c th tm c v s cp a, b tho mn (1)

] l khong tin cy ca vi tin cy P. Trong tt c cc cp

] (3) cng c gi l khong tin cy ca k vng

(7) l khong tin cy ca vi tin cy P

] (7) cng gi l khong tin cy ca

(7) l khong tin cy ca tng ng vi mu

quyt nh chp nhn H

l cc ngng so snh khi quyt nh chp nhn hay bc b H

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

c phn phi xp x chun tc. Ging nh bi ton kim nh k vng

c phn phi chun tc,

quyt nh chp nhn H

c phn phi xp x chun tc

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

c phn phi chun tc.

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

quyt nh chp nhn H

ta quyt nh chp nhn H

ta quyt nh chp nhn H

ta kt lun dy s liu trn khng c s d thng. Trong thc t ty yu

c phn phi xp x chun tc nn

gi l bnh phng trung bnh bn trong cc nhm. y l mt c

: Mu v khng c lp v di truyn vi s vch trn v

= c phn phi xp x chun tc .

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