Bài giảng xác suất thống kê

B CNG THNG
TRNG I HC CNG NGHIP TP. HCM
Nguyn c Phng
Bi ging
Xc sut & thng k
MSSV:
...........................
H tn: . . . . . . . . . . . . . . . . . . . . . . . . . . .
TP. HCM Ngy 21 thng 4 nm 2011
Mc lc
Mc lc
1 Bin c, xc sut ca bin c
1.1 Php th, bin c . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Quan h gia cc bin c
. . . . . . . . . . . . . . . . . . . .
1.3 nh ngha xc sut . . . . . . . . . . . . . . . . . . . . . . .
1.4 Xc sut c iu kin, s c lp . . . . . . . . . . . . . . . .
1.4.1
Xc sut c iu kin . . . . . . . . . . . . . . . . . . .
1.4.2
S c lp ca hai bin c . . . . . . . . . . . . . . . .
1.5 Cc cng thc tnh xc sut . . . . . . . . . . . . . . . . . . .
10
1.5.1
Cng thc cng . . . . . . . . . . . . . . . . . . . . . .
10
1.5.2
Cng thc nhn . . . . . . . . . . . . . . . . . . . . . .
10
1.5.3
Cng thc xc sut y . . . . . . . . . . . . . . . .
14
1.5.4
Cng thc xc sut Bayes . . . . . . . . . . . . . . . .
15
1.6 Bi tp chng 1 . . . . . . . . . . . . . . . . . . . . . . . . .
17
2 Bin ngu nhin
27
2.1 Khi nim bin ngu nhin . . . . . . . . . . . . . . . . . . . .
27
2.2 Phn phi xc sut ca bin ngu nhin . . . . . . . . . . . .
28
2.2.1
X l bin ngu nhin ri rc . . . . . . . . . . . . . . .
28
2.2.2
X l bin ngu nhin lin tc . . . . . . . . . . . . . .
31
2.2.3
Hm phn phi xc sut . . . . . . . . . . . . . . . . .
32
MC LC
ii
2.3 Cc c trng s ca bin ngu nhin . . . . . . . . . . . . . .
36
2.3.1
K vng - EX . . . . . . . . . . . . . . . . . . . . . . .
36
2.3.2
Phng sai - VarX . . . . . . . . . . . . . . . . . . . .
39
2.3.3
ModX . . . . . . . . . . . . . . . . . . . . . . . . . . .
40
2.4 Bi tp chng 2 . . . . . . . . . . . . . . . . . . . . . . . . .
42
3 Mt s phn phi xc sut thng dng
50
3.1 Phn phi Bernoulli . . . . . . . . . . . . . . . . . . . . . . .
50
3.2 Phn phi Nh thc . . . . . . . . . . . . . . . . . . . . . . . .
51
3.3 Phn phi Siu bi . . . . . . . . . . . . . . . . . . . . . . . .
53
3.4 Phn phi Poisson . . . . . . . . . . . . . . . . . . . . . . . .
55
3.5 Phn phi Chun . . . . . . . . . . . . . . . . . . . . . . . . .
56
3.6 Bi tp chng 3 . . . . . . . . . . . . . . . . . . . . . . . . .
61
4 Lut s ln v cc nh l gii hn
69
4.1 Hi t theo xc sut v phn phi . . . . . . . . . . . . . . . .
69
4.2 Bt ng thc Markov, Chebyshev . . . . . . . . . . . . . . .
70
4.2.1
Bt ng thc Markov . . . . . . . . . . . . . . . . . .
70
4.2.2
Bt ng thc Chebyshev . . . . . . . . . . . . . . . .
70
4.3 Lut s ln . . . . . . . . . . . . . . . . . . . . . . . . . . . .
71
4.4 nh l gii hn trung tm . . . . . . . . . . . . . . . . . . . .
72
4.5 Lin h gia cc phn phi xc sut . . . . . . . . . . . . . . .
73
4.5.1
Lin h gia phn phi nh thc v chun . . . . . . .
73
4.5.2
Lin h gia siu bi v nh thc . . . . . . . . . . . .
74
4.5.3
Lin h gia nh thc v Poisson . . . . . . . . . . . .
75
5 Vct ngu nhin
77
5.1 Khi nim vct ngu nhin . . . . . . . . . . . . . . . . . . .
77
5.2 Phn phi xc sut ca (X, Y ) . . . . . . . . . . . . . . . . . .
77
5.2.1
(X, Y ) l vct ngu nhin ri rc . . . . . . . . . . . .
77
MC LC
5.2.2
iii
(X, Y ) l vct ngu nhin lin tc . . . . . . . . . . .
81
5.3 Bi tp chng 5 . . . . . . . . . . . . . . . . . . . . . . . . .
86
6 L thuyt mu
92
6.1 Tng th, mu . . . . . . . . . . . . . . . . . . . . . . . . . . .
92
6.2 M t d liu . . . . . . . . . . . . . . . . . . . . . . . . . . .
93
6.2.1
Phn loi mu ngu nhin . . . . . . . . . . . . . . . .
93
6.2.2
Sp xp s liu . . . . . . . . . . . . . . . . . . . . . .
93
6.3 Cc c trng ca mu . . . . . . . . . . . . . . . . . . . . . .
94
6.3.1
Trung bnh mu . . . . . . . . . . . . . . . . . . . . . .
95
6.3.2
Phng sai mu . . . . . . . . . . . . . . . . . . . . . .
95
6.3.3
Phng sai mu c hiu chnh . . . . . . . . . . . . . .
96
6.4 Phn phi xc sut ca trung bnh mu . . . . . . . . . . . .
99
6.5 i lng thng k . . . . . . . . . . . . . . . . . . . . . . . . 100

7 c lng tham s
101
7.1 Khi nim chung . . . . . . . . . . . . . . . . . . . . . . . . . 101

7.2 c lng im . . . . . . . . . . . . . . . . . . . . . . . . . . 101
7.3 c lng khong . . . . . . . . . . . . . . . . . . . . . . . . . 102
7.3.1
M t phng php. . . . . . . . . . . . . . . . . . . . 102
7.3.2
c lng khong cho trung bnh . . . . . . . . . . . . 102
7.3.3
c lng khong cho t l . . . . . . . . . . . . . . . 106
7.4 Bi tp chng 7 . . . . . . . . . . . . . . . . . . . . . . . . . 108

8 Kim nh gi thit
111
8.1 Bi ton kim nh gi thit . . . . . . . . . . . . . . . . . . . 111

8.1.1
Gi thit khng, i thit . . . . . . . . . . . . . . . . 111
8.1.2
Min ti hn . . . . . . . . . . . . . . . . . . . . . . . 111
8.1.3
Hai loi sai lm . . . . . . . . . . . . . . . . . . . . . . 112
8.1.4
Phng php chn min ti hn . . . . . . . . . . . . . 113
MC LC
iv
8.2 Kim nh gi thit v trung bnh . . . . . . . . . . . . . . . . 113

8.3 Kim nh gi thit v t l . . . . . . . . . . . . . . . . . . . 115
8.4 So snh hai gi tr trung bnh . . . . . . . . . . . . . . . . . . 116
8.5 So snh hai t l . . . . . . . . . . . . . . . . . . . . . . . . . 119
8.6 Bi tp chng 8 . . . . . . . . . . . . . . . . . . . . . . . . . 121
9 Tng quan, hi qui
136
9.1 M u . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
9.1.1
S liu trong phn tch tng quan, hi qui
. . . . . . 136
9.1.2
Biu tn x . . . . . . . . . . . . . . . . . . . . . . 136
9.2 H s tng quan . . . . . . . . . . . . . . . . . . . . . . . . . 137

9.3 Tm ng thng hi qui . . . . . . . . . . . . . . . . . . . . . 138
9.4 S dng my tnh cm tay . . . . . . . . . . . . . . . . . . . . 139
A Cc bng gi tr xc sut
A.1 Gi tr hm mt chun n gin
141
. . . . . . . . . . . . . . 142
A.2 Gi tr hm Laplace (x) ca phn phi chun n gin . . . 144

A.3 Gi tr phn v ca lut Student . . . . . . . . . . . . . . . . . 146
B Gii thch l thuyt
148
B.1 c lng khong . . . . . . . . . . . . . . . . . . . . . . . . . 148

B.1.1 c lng khong cho trung bnh . . . . . . . . . . . . 148
B.1.2 c lng khong cho t l . . . . . . . . . . . . . . . 149
B.2 Kim nh gi thit . . . . . . . . . . . . . . . . . . . . . . . . 149
B.2.1 So snh trung bnh vi mt s . . . . . . . . . . . . . . 149
B.2.2 So snh t l vi mt s . . . . . . . . . . . . . . . . . 150
Ti liu tham kho
151
Chng 1
Bin c, xc sut ca bin c
1.1
Php th, bin c
- Php th l vic thc hin mt th nghim hoc quan st mt hin tng

no . Php th c gi l ngu nhin nu ta khng th d bo trc chnh
xc kt qu no s xy ra.
- Mi kt qu ca php th, c gi l mt bin c s cp.
V d 1.1. Thc hin php th tung mt ng xu. C hai kt qu c th
xy ra khi tung ng xu l xut hin mt sp-S hoc mt nga-N:
Kt qu = S l mt bin c s cp.
Kt qu = N l mt bin c s cp.
- Tp hp tt c cc kt qu, c th xy ra khi thc hin php th gi l

khng gian cc bin c s cp, k hiu l .
V d 1.2. Tung ngu nhin mt con xc sc. Quan st s chm trn mt
xut hin ca xc sc, ta c 6 kt qu c th xy ra l:1, 2, 3, 4, 5, 6. Khng
gian cc bin c s cp, = {1, 2, 3, 4, 5, 6}. S phn t ca , || = 6.
- Mi tp con ca khng gian cc bin c s cp gi l bin c.
V d 1.3. Thc hin php th tung mt xc sc. Ta bit =
{1, 2, 3, 4, 5, 6}
t A = {2, 4, 6} , A gi l bin c S chm trn mt xut hin l
s chn. Thay v lit k cc phn t ca A, ta t tn cho A
A: S chm trn mt xut hin l s chn

Ngc li, nu ta gi bin c:
B: S chm trn mt xut hin ln hn 4
th khi B = {5, 6}
- Xt bin c A, khi thc hin php th ta c kt qu .
Nu trong ln th ny kt qu A ta ni bin c A xy ra.
Ngc li nu trong ln th ny kt qu
/ A ta ni bin c A khng
xy ra.
V d 1.4. Mt sinh vin thi kt thc mn xc sut thng k.

Gi cc bin c:
A: Sinh vin ny thi t A = {4; . . . ; 10}
Gi s sinh vin ny i thi c kt qu = 6 A lc ny ta ni bin
c A xy ra (Sinh vin ny thi t).
Ngc li nu sinh vin ny thi c kt qu = 2
/ A th ta ni bin
c A khng xy ra (Sinh vin ny thi khng t).
1.2
Quan h gia cc bin c
a) Quan h ko theo (A B) : Nu bin c A xy ra th ko theo bin c B

xy ra.
V d 1.5. Theo di 3 bnh nhn phng ang c iu tr. Gi cc bin
c:
Gi cc bin c:
Ai : C i bnh nhn t vong, i = 0, 1, 2, 3
B : C nhiu hn mt bnh nhn t vong
Ta c A2 B, A3 B, A1 6 B
b) Hai bin c A v B c gi l bng nhau nu A B v B A, k hiu

A = B.
c) Bin c tng A + B (A B) xy ra khi v ch khi A xy ra hoc B xy ra
trong mt php th. (t nht mt trong hai bin c xy ra)
V d 1.6. Hai x th cng bn vo mt mc tiu, mi ngi bn mt pht.
Gi cc bin c:
Gi cc bin c:
A: Ngi th nht bn trung mc tiu
B: Ngi th hai bn trng mc tiu
Bin c A + B: C it nht mt ngi bn trng mc tiu
d) Bin c tch AB (A B) xy ra khi v ch khi c hai bin c A v B cng
xy ra trong mt php th.
V d 1.7. Mt sinh vin thi kt thc 2 mn hoc. Gi cc bin c:
Gi cc bin c:
A: Sinh vin thi t mn th nht
B: Sinh vin thi t mn th hai
Bin c AB: Sinh vin thi t c hai mn
e) Hai bin c A v B gi l xung khc nu chng khng cng xy ra trong
mt php th (AB = ).
f) Bin c khng th: l bin c khng bao gi xy ra khi thc hin php th,
k hiu .
g) Bin c chc chn: l bin c lun xy ra khi thc hin php th, k hiu
.
h) Bin c A c gi l bin c b ca bin c A hay ngc li khi v ch
khi
A A =
A A =
1.3 nh ngha xc sut

1.3
nh ngha xc sut
nh ngha 1.1 (nh ngha c in). Xt mt php th ng kh nng, c

khng gian cc bin c s cp
= {1 , 2, . . . , n } , || = n <
A l mt bin c. Xc sut xy ra bin c A, k hiu P (A)
P (A) =
|A| s trng hp thun li i vi A

=
||
s trng hp c th
V d 1.8. Gieo mt con xc sc cn i. Tnh xc sut s chm trn mt

xut hin ln hn 4.
Gii.
V d 1.9. Xp ngu nhin 5 sinh vin vo mt gh di c 5 ch ngi. Tnh

xc sut hai ngi nh trc ngi cnh nhau.
Gii.
Tnh cht 1.2 (Tnh cht ca xc sut). Xc sut c cc tnh cht:

i.
ii.
iii.
iv.
0 P (A) 1 vi mi bin c A.
P () = 0, P () = 1.
Nu A B th P (A) P (B).

P (A) = 1 P A .
V d 1.10. Mt l ng 4 bi trng v 6 bi en. T l ly ra ngu nhin 3

bi, tnh xc sut ly c:
1.4 Xc sut c iu kin, s c lp
a) Hai bi trng.
b) t nht mt bi trng.
Gii.
Ch : Trong cu b), chng ta tnh xc sut ca bin c b s n gin hn.

Ta c
: Ly c khng bi trng
B
0 3

= 1 C4 C6
P (B) = 1 P B
3
C10
1.4
1.4.1
Xc sut c iu kin, s c lp
Xc sut c iu kin
nh ngha 1.3 (Xc sut c iu kin). P (A|B) l xc sut xy ra bin c

A bit rng bin c B xy ra (P (B) > 0).
V d 1.11. Mt l c 4 vin bi trng v 6 vin bi en. T l ny ly ln
lt ra 2 vin bi, mi ln ly mt bi (ly khng hon li). Tm xc sut
ln ly th hai c vin bi trng bit ln ly th nht ly c vin bi
trng.
Gii.
4 bi trng
B xy ra
6 bi en
ly 1 bi trng
3 bi trng
6 bi en
V d 1.12. T mt b bi ty (4 cht, 52 l), rt ngu nhin ra 2 l. Tnh

xc sut:
a) Rt c hai l bi c.
b) Rt c 2 l bi c bit rng 2 l bi ny mu .
Gii.
V d 1.13. Mt nhm 100 ngi c:

+ 20 ngi ht thuc.
+ 30 n, trong c 5 ngi ht thuc.

Chn ngu nhin mt ngi trong nhm 100 ngi ny. Tnh xc sut:
a. Ngi ny ht thuc bit rng ngi ny l n.
b. Ngi ny l n bit rng ngi ny ht thuc.
20 ngi ht thuc
30 n
5 n ht thuc
Gii.
Cng thc xc sut iu kin

P (A|B) =
P (AB)
,
P (B)
P (B) > 0
Tnh cht 1.4. Xc sut c iu kin c cc tnh cht:

i. 0 P (A|B) 1 vi mi bin c A.
ii. Nu A A th P (A|B) P (A |B).
iii. P (A|B) = 1 P A|B

.
V d 1.14. Mt cng ty cn tuyn 4 nhn vin. C 10 ngi np n d

tuyn, trong c 4 n (kh nng trng tuyn ca cc ng c vin l nh
nhau). Tnh xc sut:
a) C 4 n trng tuyn.
b) C t nht mt n trng tuyn.
c) C 4 n trng tuyn, bit rng c t nht mt n trng tuyn.
Gii.
1.4.2
S c lp ca hai bin c
A v B l hai bin c c lp nu B c xy ra hay khng cng khng nh

hng n kh nng xy ra A v ngc li, ngha l:
P (A|B) = P (A) hoc P (B|A) = P (B)
Nhn xt: Nu hai bin c A v B c lp th cc cp bin c A v B;

c lp.
A v B; A v B
V d 1.15. Tung mt xc sc 2 ln. Gi cc bin c:
Gi cc bin c:
A: Ln 1 xut hin mt 6 chm
B: Ln 2 xut hin mt 6 chm
Hai bin c A v B c c lp?
Gii.
V d 1.16. Mt l ng 4 bi trng v 6 bi en, thc hin hai ln ly bi.

Mi ln ly 1 bi (ly khng hon li). t cc bin c:
Gi cc bin c:
A: Ln 1 ly c bi en
B: Ln 2 ly c bi trng
Hai bin c A v B c c lp?
Gii.
1.5 Cc cng thc tnh xc sut

1.5
1.5.1
10
Cc cng thc tnh xc sut

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

P (A + B + C) =P (A) + P (B) + P (C)
P (AB) P (AC) P (BC)
+ P (ABC)
Ch : Nu A, B, C xung khc tng i mt th
P (A + B + C) = P (A) + P (B) + P (C)
1.5.2
Cng thc nhn

P (AB) = P (A) P (B|A) = P (B) P (A|B)
11
Ch : Nu A v B c lp th P (AB) = P (A) P (B)

M rng cng thc nhn: Cho n bin c A1 , A2, . . . , An
P (A1 A2 . . . An ) = P (A1 ) P (A2|A1 ) . . . P (An |A1A2 . . . An1)
Ch : Nu Ai, i = 1, . . . , n c lp ton b th
P (A1 . . . An ) = P (A1 ) . . . P (An )
V d 1.18. Mt ngi c 4 con g mi, 6 con g trng nht trong mt
lng. Hai ngi n mua (ngi th nht mua xong ri n lt ngi th
hai mua, mi ngi mua 2 con) v ngi bn bt ngu nhin t lng. Tnh
xc sut ngi th nht mua c mt g trng v ngi th hai mua hai g
trng.
Gii.
V d 1.19. Trong mt k thi, mi sinh vin phi thi 2 mn. Mt sinh vin
A c lng rng: xc sut t mn th nht l 0,8. Nu t mn th nht
th xc sut t mn th hai l 0,6; nu khng t mn th nht th xc
sut t mn th hai l 0,3. Tnh xc sut sinh vin A:
a. t mn th hai.
b. t i mn, i = 0, 1, 2.

c. t t nht mt mn.
d. t mn th hai bit rng sinh vin ny t mt mn.
e. t mn th hai bit rng sinh vin ny t t nht mt mn.
Gii.
12
13
V d 1.20. Mt ngi c 3 con g mi, xc sut trng trong ngy ca

con g I, II, III ln lt l 0,4; 0,7; 0,8. Tnh xc sut:
a) C i con g trng trong ngy, i = 0, 1, 2, 3.
b) C t nht 1 con g trng trong ngy.
c) C nhiu nht 2 con g trng trong ngy.
d) Con g th I trng trong ngy bit rng trong ngy c 1 con
trng.
e) Con g th I trng trong ngy bit rng trong ngy c t nht 1
con trng.
f) Con g th I trng trong ngy bit rng trong ngy c nhiu nht
2 con trng.
Gii.
1.5.3
14
Cng thc xc sut y
nh ngha 1.5 (H y ). n bin c A1 , A2, . . . , An c gi l h y

nu chng xung khc tng i mt v lun c t nht mt bin c xy ra
trong mt php th. Ngha l
(
Ai Aj = , i 6= j
A1 + A2 + + An =
V d 1.21. T mt l c 4 bi trng v 6 bi en ly ra 2 bi.
Gi cc bin c:
15
A0: Ly c 0 bi en
A1: Ly c 1 bi en
A2: Ly c 2 bi en
Khi A0 ; A1; A2 l h y .
Cng thc xc sut y : Cho A1; A2; . . . ; An (P (Ai ) > 0 ) l h y
cc bin c v B l mt bin c bt k. Xc sut xy ra bin c B
P (B) = P (A1) P (B|A1 ) + P (A2 ) P (B|A2) + + P (An ) P (B|An )
V d 1.22. Mt m ng c s n ng bng na s n b. Xc sut
n ng b bnh tim l 0,06 v n b l 0,036. Chn ngu nhin 1 ngi t
m ng, tnh xc sut ngi ny b bnh tim.
Gii.
1.5.4
Cng thc xc sut Bayes
Gi thit ging cng thc xc sut y . Xc sut:

P (Ai |B) =
P (Ai B) P (Ai ) P (B|Ai)

=
,
P (B)
P (B)
i = 1, 2, . . . , n
16
V d 1.23. Mt lp c s hc sinh nam bng 3 ln s hc sinh n. T l

hc sinh n gii ton l 30% v t l hc sinh nam gii ton l 40%. Chn
ngu nhin mt hc sinh trong lp ny. Tnh xc sut:
a. Hc sinh ny gii ton.
b. Hc sinh ny l nam bit rng hc sinh ny gii ton.
Gii.
V d 1.24. C hai chung g: Chung I c 10 g trng v 8 g mi; Chung

II c 12 trng v 10 mi. C hai con g chy t chung I sang chung II. Sau
c hai con g chy ra t chung II. Tnh xc sut:
a. Hai con g chy t chung I sang chung II l 2 con trng v hai con g
chy ra t chung II cng l hai con trng.
b. Hai con g chy ra t chung II l hai con trng.
c. Bit rng hai con g chy ra t chung II l hai con trng, tnh xc sut
hai con g chy t chung I sang chung II l 2 con g trng.
1.6 Bi tp chng 1
17
Gii.
1.6
Bi tp chng 1
Bi tp 1.1. Mt nhm kho st s thch tit l thng tin l trong nm

qua:
45% ngi xem Tivi thch xem phim tnh cm Hn quc.
25% ngi xem Tivi thch xem phim hnh ng M.

10% thch xem c hai th loi trn.
1.6 Bi tp chng 1
18
Tnh t l nhm ngi thch xem t nht mt trong hai th loi trn. (60%)
Gii.
Bi tp 1.2. C ba l hng mi l c 20 sn phm, s sn phm loi A c

trong l I, II, III ln lt l: 12; 14; 16. Bn mua chn ngu nhin t mi l
hng 3 sn phm, nu l no c 3 sn phm u loi A th bn mua nhn
mua l hng . Tnh xc sut:
L th i c mua, i = 1, 2, 3. (0,193; 0,3193; 0,4912)
C i l c mua, i = 0, 1, 2, 3. (0,2795; 0,4678; 0,2225; 0,0303)
C nhiu nht hai l c mua. (0,9697)
C t nht mt l c mua.(0,7205)
Gi s c t nht mt l c mua. Tnh xc sut trong l II c
mua. (0,4432)
f. Gi s c t nht mt l c mua. Tnh xc sut trong l I v II
c mua.(0,0855)
g. Gi s c mt l c mua. Tnh xc sut l II c mua. (0,2803)
a.
b.
c.
d.
e.
Gii.
1.6 Bi tp chng 1
19
Bi tp 1.3. Mt hp bng bn c 15 bng mi v 8 bng c. Ln th I ly

ra 2 bng s dng sau cho vo li hp; ln th II ly ra 3 bng. Tnh
xc sut
a.
b.
c.
d.
Ln th I ly c i bng c, i = 0, 1, 2. (0,4150; 0,4743; 0,1107)

Ln I ly 1 bng c v ln II l 3 bng mi. (0,0975)
Ln th II ly c 3 bng mi. (0,1929)
Bit ln th II ly c 3 bng mi, tnh xc sut ln th I ly c 1
bng c. (0,5054)
Gii.
1.6 Bi tp chng 1
20
Bi tp 1.4. C 3 bnh ng bi: bnh I c 4 bi trng v 6 bi en; bnh II c

7 bi trng v 3 bi en; bnh III c 6 bi trng v 8 bi en. T bnh I v bnh
II, mi bnh ly 1 bi v b sang bnh III. Tip theo, t bnh III ly ra tip 3
bi. Tnh xc sut:
a. Hai bi ly ra t bnh I v II c i bi trng, i = 0, 1, 2. (0,18; 0,54; 0,28)
b. Ba bi ly ra t bnh III c hai bi trng. (0,3424)
c. Gi s ba bi ly t bnh III c hai bi trng, tnh xc sut hai bi ly t
bnh I v II l hai bi en. (0,1408)
Gii.
1.6 Bi tp chng 1
21
Bi tp 1.5. Mt thng kn ng 2 loi thuc: S lng l thuc loi A

bng 2/3 thuc s lng l thuc loi B. T l l thuc A, B ht hn s
dng ln lt l 10% v 8%. T thng ly ngu nhin mt l thuc.
a. Tnh xc sut ly c l thuc A ht hn s dng. (0,04)
b. Tnh xc sut l thuc ly ra t thng ht hn s dng. (0,088)
c. Gi s ly c l thuc cn hn s dng, tnh xc sut l ny l l
thuc B. (0,6053)
1.6 Bi tp chng 1
22
Gii.
Bi tp 1.6. Mt ngi bn 3 pht n vo mt mc tiu mt cch c

lp. Xc sut trng mc tiu mi pht ln lt l 0,55; 0,6; 0,7. Xc sut
mc tiu b h khi bi trng 1, 2, 3 pht n ln lt l 0,2; 0,4; 0,8. Tnh xc
sut:
C i pht trng mc tiu, i = 0, 1, 2, 3. (0,054; 0,273; 0,442; 0,231)
C nhiu nht 2 pht trng mc tiu. (0,769)
Tnh xc sut mc tiu b h. (0,4162)
Gi s c 2 pht trng mc tiu, tnh xc sut pht th I trng mc
tiu. (0,5724)
e. Gi s mc tiu b h. Tnh xc sut phat th nht trng mc tiu.
(0,7189)
f. Bit rng c nhiu nht 2 pht trng mc tiu, tnh xc sut mc tiu
b h. (0,3575)
a.
b.
c.
d.
Sinh vin h cao ng khng phi lm cc cu c, e, f.
1.6 Bi tp chng 1
23
Gii.
Bi tp 1.7. Nh my c hai phn xng, sn lng ca phn xng I gp
1.6 Bi tp chng 1
24
3 ln sn lng ca phn xng II. T l ph phm ca phn xng I, II ln

lt l 7% v 12%. Chn ngu nhin mt sn phm ca nh my, tnh:
a. Xc sut chn c sn phm tt do phn xng I sn xut. (0,6975)
b. Xc sut chn c ph phm. (0,0825)
c. Gi s chn c sn phm tt, tnh xc sut sn phm ny do phn
xng I sn xut. (0,7602)
Gii.
Bi tp 1.8. Mt ngi bun bn bt ng sn ang c gng bn mt mnh

t ln. ng ta tin rng nu nn kinh t tip tc pht trin, kh nng mnh
t c mua l 80%; ngc li nu nn kinh t ngng pht trin, ng ta ch
c th bn c mnh t vi xc sut 40%. Theo d bo ca mt chuyn
gia kinh t, xc sut nn kinh t tip tc tng trng l 65%. Tnh xc sut
bn c mnh t. (0,66)
Gii.
1.6 Bi tp chng 1
25
Bi tp 1.9. C hai hp ng bi: hp I c 5 bi trng v 7 bi en; hp II

c 6 bi trng v 4 bi en. Ly 1 bi t hp I b sang hp II, ri t hp II ly
ra 1 bi. Tnh xc sut
a. Bi ly t hp II l bi trng. (7/12)
b. Gi s bi ly t hp II l bi trng, tnh xc sut bi ly t hp I l bi
trng. (5/11)
c. Gi s bi ly ra t hp II l bi trng, tnh xc sut bi ny ca hp I.
5 1
7
12 11 / 12
d. Gi s bi ly ra t hp II l bi trng, tnh xc sut bi ny ca hp II.
7
6
11 / 12
Gii.
Sinh vin h cao ng khng phi lm cc cu c, d.
1.6 Bi tp chng 1
26
Chng 2
Bin ngu nhin
2.1
Khi nim bin ngu nhin
- Xt mt php th c khng gian cc bin c s cp . t

X : R
7 X() = x
X c gi l bin ngu nhin, x gi l gi tr ca bin ngu nhin X.
X

{X I}
I
R
{X I} = { : X() I} = A
Hnh 2.1: Bin ngu nhin X
V d 2.1. Thc hin php th gieo ng thi 2 ng xu cn i, chng ta

c khng gian cc bin c s cp
= {N1 N2; N1S2 ; S1N2; S1S2 }
t X() l s ng xu sp khi kt qu php th l . Ta c:

X(N1N2) = 0;
X(N1 S2 ) = 1;
X(S1N2 ) = 1;
X(S1S2 ) = 2
Khi ta gi X l bin ngu nhin s ng xu sp khi tung 2 ng xu.
2.2 Phn phi xc sut ca bin ngu nhin
28
- C hai loi bin ngu nhin:

Bin ngu nhin ri rc l bin ngu nhin m gi tr c th ca n l
mt tp hu hn hoc v hn m c.
Bin ngu nhin lin tc l bin ngu nhin m gi tr c th ca n lp
y mt khong trn trc s.
V d 2.2.
S chm trn mt xut hin khi tung mt xc sc l bin ngu nhin
ri rc (gi tr ca X l tp hu hn).
S cuc gi n tng i in thoi trong 1 gi l bin ngu nhin ri
rc (gi tr ca X l tp v hn m c).
Thi gian hon thnh 1 sn phn ca mt cng nhn l bin ngu nhin
lin tc.
2.2
2.2.1
Phn phi xc sut ca bin ngu nhin

X l bin ngu nhin ri rc
m t phn phi xc sut ca bin ngu nhin ri rc ngi ta s dng

bng phn phi xc sut:
X
P
x1
x2
f (x1) f (x2)
xn
f (xn)
Trong :
Dng 1 lit k gi tr c th ca X.
f (xi) = P (X = xi) , i = 1, 2, . . . gi l xc sut X nhn gi tr xi.

Nu x0
/ {x1, . . . , xn, . . .} th f (x0) = 0.
V d 2.3. Thc hin php th tung mt xc sc. Gi X l s chm trn

mt xut hin ca xc sc. X c bng phn phi nh sau:
X
P
1
1/6
2
1/6
3
1/6
4
1/6
5
1/6
6
1/6
29
Nhn xt:
f (x1) + f (x2) + + f (xn) + = 1.
P
f (xi).
P (a < X < b) =
a<xi <b
V d 2.4. Cho bin ngu nhin ri rc X c bng phn phi xc sut cho
nh sau:
X
P
1
a
1
2a
3
3a
5
4a
a. Xc nh a.
b. Xc nh P (X = 2) .
c. Xc nh P (1 < X < 4) .
Gii.
V d 2.5. Mt x th c 4 vin n, bn ln lt tng vin vo mt mc

tiu mt cch c lp. Xc sut trng mc tiu mi ln bn l 0,7. Nu
c mt vin trng mc tiu hoc ht n th dng. Gi X l s vin n
bn, lp bng phn phi xc sut ca X.
Gii.
30
V d 2.6. Mt x th c 6 vin n, bn ln lt tng vin vo mt mc

tiu mt cch c lp. Xc sut trng mc tiu mi ln bn l 0,7. Nu c
3 vin trng mc tiu hoc ht n th dng. Gi X l s vin n bn,
lp bng phn phi xc sut ca X.
Gii.
V d 2.7. Mt l c 3 bi trng v 7 bi en. T l ny ly ra ngu nhin 4

bi. Gi X l s bi en ln trong 4 bi ly ra, lp bng phn phi xc sut ca
X.
Gii.
2.2.2
31
X l bin ngu nhin lin tc
nh ngha 2.1 (Hm mt ). Hm s f (x) 0, x R c gi l hm

mt ca bin ngu nhin lin tc X nu
Z
P (X A) = f (x)dx, A R
A
Ch . Vi nh ngha hm mt ta c
i. Nu X l bin ngu nhin lin tc th xc sut X thuc mt tp A R
c tnh bng tch phn ca hm mt f (x) trn tp A.
+
R
f (x)dx = 1
ii. Mi hm mt phi tha hai iu kin f (x) 0 v
V d 2.8. Cho hm s
( 3
x2
f (x) =
8
0
khi 0 x 2
ni khc
a. Chng t f (x) l hm mt ca bin ngu nhin X.

b. Tnh xc sut P (1 X 3/2) .
c. Tnh xc sut P (1 X 3) .
32
Gii.
2
1
0
-2
2.2.3
-1
Hm phn phi xc sut
nh ngha 2.2 (Hm phn phi xc sut). Hm phn phi xc sut ca

bin ngu nhin X, k hiu F (x)
F (x) = P (X < x)
33
Nhn xt:
Nu X l bin ngu nhin ri rc th
X
F (x) = P (X < x) =
f (xi)
xi <x
Nu X l bin ngu nhin lin tc c hm mt f (x) th

F (x) = P (X < x) =
Zx
f (t)dt
V d 2.9. Cho bin ngu nhin X c bng phn phi nh sau:

X
P
1
0, 2
2
0, 5
3
0, 3
a. Tm hm phn phi F (x) ca X.

b. V th ca F (x).
1,0
0,8
0,6
F (x)
0,4
0,2
0,0
0
Gii.
34
V d 2.10. Cho bin ngu nhin lin tc X c hm mt

3
kx khi 0 x 1
f (x) =
0
ni khc
a. Xc nh k.
b. Tm hm phn phi xc sut F (x).
c. V th hm phn phi F (x).
1,0
F (x)
0,5
0,0
-2
Gii.
-1
35
Tnh cht 2.3. Hm phn phi xc sut F (x) c cc tnh cht:

i.
ii.
iii.
iv.
0 F (x) 1, x R; F () = 0; F (+) = 1
F (x) l hm khng gim (nu x1 < x2 th F (x1) F (x2)).
P (a X < b) = F (b) F (a).
Nu X l bin ngu nhin lin tc c hm mt f (x) th:
F (x) = f (x)
P (X = x) = 0,
x R v
P (b X < a) = P (a < X < b)

= P (a < X b)
= P (a X b) = F (b) F (a)
V d 2.11. Mt phn xng c 2 my hot ng c lp. Xc sut trong

1 ngy lm vic cc my hng tng ng l 0,3 v 0,4. Gi X l s my
hng trong 1 ngy lm vic.
a. Lp bng phn phi xc sut ca X.
b. Tm hm phn phi xc sut ca X.
2.3 Cc c trng s ca bin ngu nhin
36
Gii.
2.3
Cc c trng s ca bin ngu nhin
2.3.1
K vng - EX
nh ngha 2.4 (K vng). K vng ca bin ngu nhin X, k hiu EX :

X l bin ngu nhin ri rc c bng phn phi xc sut
X
P
x1
x2
f (x1) f (x2)
xn
f (xn)
K vng EX = x1f (x1) + + xnf (xn) +

X l bin ngu nhin lin tc c hm mt f (x)

K vng EX =
+
R
37
xf (x)dx
V d 2.12. Anh A nui 5 con ln c cn nng (kg) 55, 55, 60, 70, 70. Chn
ngu nhin mt con v mang cn, gi X l cn nng.
a.
b.
c.
d.
Lp bng phn phi xc sut ca X.

Tnh k vng ca X.
Lp bng phn phi xc sut ca X 2 .
Tnh k vng ca X 2 .
Gii.
ngha ca k vng: K vng ca X l trung bnh cc gi tr ca X

theo xc sut.
Tnh cht 2.5. K vng c cc tnh cht:

i.
ii.
iii.
iv.
v.
38
Ec = c, c l hng s.
E(cX) = cEX.
E(X + Y ) = EX + EY.
E(XY ) = EX EY khi X v Y c lp.
Cho Y = h(X) l hm ca bin ngu nhin X.
Khi X l bin ngu nhin ri rc
EY = Eh(X) = h(x1)f (x1) + + h(xn)f (xn) +
Khi X l bin ngu nhin lin tc c hm mt f (x) th
Z+
EY = Eh(X) =
h(x)f (x)dx
V d 2.13. Thi gian hc rnh ngh sa ti vi ca mt ngi l mt bin

ngu nhin - X (nm) c hm mt .
9 x2 + 1 khi x (0; 2)
5
f (x) = 40
0
khi x
/ (0; 2)
a. Tnh thi gian trung bnh mt ngi hc rnh ngh sa tivi.
b. Tnh E(2X + 3).
c. Tnh E(X 2).
Gii.
2.3.2
39
Phng sai - VarX
nh ngha 2.6 (Phng sai). Phng sai ca bin ngu nhin X, k hiu
VarX
VarX = E (EX X)2 = EX 2 (EX)2
V d 2.14. Anh A nui 5 con ln c cn nng (kg) 55, 55, 60, 70, 70. Chn
ngu nhin mt con v mang cn, gi X l cn nng. Tnh phng sai ca
X.
Gii.
ngha phng sai: Phng sai l trung bnh ca bnh phng sai khc
gia cc gi tr ca X so vi trung bnh ca n. Do phng sai dng
o phn tn cc gi tr ca X so vi trung bnh ca n. Ngha l phng
sai ln th phn tn ln v ngc li.
40
Do n v ca phng sai bng bnh phng n v ca X. c cng n

v, ta nh ngha lch chun
= VarX
V d 2.15. Gi thit ging v d 2.13. Thi gian hc rnh ngh sa ti vi
ca mt ngi l mt bin ngu nhin - X (nm) c hm mt .
9 x2 + 1 khi x (0; 2)
f (x) = 40
5
0
khi x
/ (0; 2)
Tnh phng sai ca X.
Gii.
= 1/2
=1
=2
3 2 1
4 x
Tnh cht 2.7. Phng sai c cc tnh cht:

i. Var(c) = 0, c l hng s.
ii. Var(cX) = c2 VarX.
iii. Var(X + Y ) = VarX + VarY, nu X v Y c lp.
2.3.3
ModX
nh ngha 2.8. Mod ca bin ngu nhin S, k hiu ModX
41
X l bin ngu nhin ri rc

ModX = {xi|P (X = xi) max}
X l bin ngu nhin lin tc c hm mt f (x)
ModX = {x0|f (x0) max}
V d 2.16. Cho bin ngu nhin X c bng phn phi xc sut cho nh
sau:
X
P
1
0, 1
2
0, 3
3
0, 4
4
0, 2
ModX = 3 v P (X = 3) max
V d 2.17. Cho bin ngu nhin lin tc X c hm mt
x3
x
khi x [0; 2]
f (x) =
4
0
khi x
/ [0; 2]
Xc nh ModX.
Gii.
2.4 Bi tp chng 2
2.4
42
Bi tp chng 2
Bi tp 2.1. Cho bin ngu nhin ri rc X c bng phn phi xc sut

X
P
a
0, 3
0, 1
0, 2
0, 3
0, 2
0, 4
0, 2
a. Gi tr ca tham s a EX = 0, 3. (-0,2)
b. Tm hm phn phi xc sut ca X.
Gii.
2
0, 1
2.4 Bi tp chng 2
43
Bi tp 2.2. Theo thng k, mt ngi M 25 tui s sng thm trn 1 nm

c xc sut l 0,992 v ngi cht trong vng 1 nm ti l 0,008. Mt cng
ty bo him A ngh ngi bo him sinh mng cho 1 nm vi s tin
chi tr l 10000 USD, ph bo him l 100 USD. Hi trung bnh cng ty A
li bao nhiu khi bn bo him cho ngi ? (20USD)
Gii.
Bi tp 2.3. Ngi th chp tranh mi tun chp hai bc tranh c lp A

v B vi xc sut hng tng ng l 0,03 v 0,05. Bit rng nu thnh cng
th ngi th s kim li t bc tranh A l 1,3 triu ng v B l 0,9 triu
ng, nhng nu hng th b l do bc tranh A l 0,8 triu ng v do B
l 0,6 triu ng. Hi trung bnh ngi th kim c bao nhiu tin chp
tranh mi tun? (2,062)
Gii.
2.4 Bi tp chng 2
44
Bi tp 2.4. Nhu cu hng ngy ca 1 khu ph v 1 loi thc phm ti

sng c bng phn phi xc sut
Nhu cu (kg) 31
32
33
34
P
0, 15 0, 25 0, 45 0, 15
Mt ca hng trong khu ph nhp v mi ngy 34 kg loi thc phm ny
vi gi 25.000 ng/kg v bn ra vi gi 40.000 ng/kg. Nu b , cui ngy
ca hng phi bn h gi cn 15.000 ng/kg mi bn ht hng. Tnh tin
li trung bnh ca ca hng ny v loi thc phm trn trong 1 ngy. (475
ngn ng)
Gii.
2.4 Bi tp chng 2
45
Bi tp 2.5. Tui th (X-tui) ca ngi dn mt a phng l bin

ngu nhin c hm phn phi cho nh sau
(
0
khi x 0
F (x) =
vi = 0, 013
1 ex khi 0 < x
Tnh:
a. T l ngi dn th t 60 n 70 tui. (0,0559)
b. Xc nh hm mt ca X.

c. Tnh tui th trung bnh v VarX. 1/; 1/2
Gii.
2.4 Bi tp chng 2
46
Bi tp 2.6. Tui th (X-thng) ca mt b phn ca mt dy chuyn sn

xut l bin ngu nhin lin tc c hm mt :
25 (10 + x)2 khi x (0; 40)

f (x) = 2
0
khi x
/ (0; 40)
a. Xc sut tui th ca b phn ny nh hn 6 thng. (0,4688)
b. Tui th trung bnh ca dy chuyn ny. (10,118 thng)
c. Tm hm phn phi xc sut ca X.
Gii.
2.4 Bi tp chng 2
47
Bi tp 2.7. Tui th ca mt loi cn trng no l mt i lng ngu

nhin lin tc X (n v thng) c hm mt
2
kx (4 x) khi 0 x 4
f (x) =
0
ni khc
a.
b.
c.
d.
Tm hng s k. (3/64)
Tm F (x).
Tm E (X), Var (X) v Mod(X). (12/5; 16/25; 8/3)
Tnh xc sut cn trng cht trc mt thng tui. (13/256)
Gii.
2.4 Bi tp chng 2
48
Bi tp 2.8. X l bin ngu nhin c hm mt

2
kx 0 < x < 1
f (x) =
0
ni khc
a. Tm k hm f (x) l hm mt khi tm k vng v phng sai
ca X. (3; 3/4; 3/80)
b. Tnh P (1/2 < X < 3/2) , P (X 1/2) . (7/8)
c. Bit Y = X 3 , tm P (1/64 < Y < 1/8) . (7/64)
Gii.
2.4 Bi tp chng 2
49
Bi tp 2.9. Cho hm s
f (x) =
kx(2 x)
0
khi 1 < x < 2

ni khc
a. Xc nh gi tr ca k f (x) l hm mt ca bin ngu nhin X.

Vi k va tm c tnh k vng v phng sai ca bin ngu nhin X.
(3/2; 11/8; 19/320)
b. Tm hm phn phi F (x) ca bin ngu nhin X.

3
6
c. Tnh xc sut P (Y > 2X) vi Y = X 3 .
2
5
5
Gii.
Chng 3
Mt s phn phi xc sut thng dng
3.1
Phn phi Bernoulli
Xt mt php th, trong php th ny ta ch qua tm n 2 bin c A v A,

vi P (A) = p. Php th nh th ny cn gi l php th Bernoulli. t bin
ngu nhin

1 Nu A xy ra; P (X = 1) = p
X=
0 Nu A khng xy ra; P (X = 0) = 1 p = q
Bin ngu nhin X gi l c phn phi nh thc tham s p, k hiu X B(p).
Ta c bng phn phi xc sut ca X B(p)
X
P
0
q
1
p
Tnh cht 3.1. Cc c trng ca X B(p)

i. EX = p.
ii. VarX = pq.
V d 3.1. Tr li ngu nhin mt cu hi trc nghim c 4 p n, trong
ch c mt p n ng. Gi bin ngu nhin:

1 Nu tr li ng; P (X = 1) = 1/4
X=
0 Nu tr li sai; P (X = 0) = 3/4
X B(p); EX = 1/4; VarX = 3/16.
3.2 Phn phi Nh thc

3.2
51
Phn phi Nh thc
Xt dy n php th Bernoulli c lp v cng phn phi,

1 Ln i A xy ra; P (Xi = 1) = p
, i = 1, n
Xi =
0 Ln i A khng xy ra; P (Xi = 0) = 1 p = q
t X = X1 + + Xn : gi l s ln A xy ra trong n ln thc hin php
th. X c gi l c phn phi Bernoulli tham s n, p; k hiu X B(n; p).
V d 3.2. Mt x th bn 3 pht n vo mt mc tiu mt cch c lp,

xc sut trng mc tiu mi ln bn l 0,7. Gi cc bin ngu nhin:

1 Ln i bn trng MT; P (Xi = 1) = 0, 7
, i = 1, 2, 3
Xi =
0 Ln i bn khng trng MT;
X = X1 + X2 + X3 , X B(3; 0, 7). X l s pht trng mc tiu trong 3 pht,
gi tr c th ca X l 0, 1, 2. Xc sut c 2 pht trng mc tiu:

0, 7.0, 7.0, 3 = (0, 7)2.0, 3 Pht 1,2 trng MT

2
P (X = 2) = +
0, 7.0, 3.0, 7 = (0, 7) .0, 3 Pht 1,3 trng MT
0, 3.0, 7.0, 7 = (0, 7)2.0, 3 Pht 2,3 trng MT
= 3.(0, 7)2.0, 3 = C32(0, 7)20, 3
Cng thc tnh xc sut ca X B(n; p)
Xc sut trong n l thc hin php th Bernoulli c k ln A xy ra

P (X = k) = Cnk pk q nk ,
k = 0, 1, . . . , n
Tnh cht 3.2. Cc c trng ca X B(n; p)

i. EX = np.
ii. VarX = npq.
iii. np q ModX np q + 1.
V d 3.3. Mt thi c 10 cu hi, mi cu c 4 p n trong ch c

mt p n ng. Sinh vin A tr li mt cch ngu nhin tt c cc cu.
Gi X l s cu tr li ng trong 10 cu:
3.2 Phn phi Nh thc

a.
b.
c.
d.
e.
f.
52
Xc nh phn phi xc sut ca X.

Tnh xc sut sinh vin A tr li ng t 2 n 3 cu.
Tnh xc sut sinh vin A tr li ng t nht mt cu.
S cu trung bnh sinh vin A tr li ng v VarX.
S cu sinh vin A c kh nng tr li ng ln nht.
thi cn c t nht bao nhiu cu xc sut sinh vin A tr li ng
t nht mt cu 0, 99.
Gii.
3.3 Phn phi Siu bi
3.3
53
Phn phi Siu bi
V d 3.4. T mt l c 3 bi trng v 7 bi en ly ra 4 bi. Gi X l s bi

en ln trong 4 bi ly ra, lp bng phn phi xc sut ca X.

3 bi trng Ly ra 4 bi
4 k bi trng
10 bi
7 bi en
k
bi en
c k bi en
M hnh siu bi: T mt tp c N phn t gm:

NA phn t A.
N NA phn t khc phn t A.

T tp N ly ra n phn t. Gi X l s phn t A ln trong n phn t ly ra,
X gi l c phn phi siu bi tham s N, NA, n, k hiu X H(N, NA, n)

NA
Phn t A Ly ra n PT
k
Phn t A
N
N NA Phn t A c kP T A
n k Phn t A
Cng thc tnh xc sut cho X H(N, NA, n)
Xc sut trong n phn t ly ra t tp N c k phn t A :

CNk A CNnk
0kn
NA
, trong
P (X = k) =
n
n (N NA ) k NA
CN
3.3 Phn phi Siu bi

Tnh cht 3.3. Cc c trng ca X H(N, NA, n)

NA
i. EX = np; p =
.
N
N n
.
ii. VarX = npq
N 1
54
V d 3.5. C 20 chi tit my, trong c 15 chi tit my tt. T 20 chi

tit ny ly ra ngu nhin 4 chi tit my (ly mt ln), gi X l s chi tit
tt ln trong 4 chi tit ly ra.
a. Xc nh phn phi xc sut ca X.
b. Tnh xc sut ly c 3 chi tit tt.
c. Tnh trung bnh s chi tit tt ly c v VarX.
Gii.
3.4 Phn phi Poisson

3.4
55
Phn phi Poisson
nh ngha 3.4 (Phn phi Poisson). Bin ngu nhin X c gi l c

phn phi Poisson tham s (k hiu X P () nu bin ngu nhin X
nhn gi tr k = 0, 1, . . . vi
P (X = k) =
k e
k!
Tnh cht 3.5. Cc c trng ca X P ()

i. EX = .
ii. VarX = .
iii. 1 ModX .
Ch : Bin ngu nhin X l s ln xut hin A ti nhng thi im ngu
nhin trong khong (t1 ; t2) tha 2 iu sau:
S ln xut hin bin c A trong khong (t1 ; t2) khng nh hng n
xc sut xut hin A trong khong thi gian k tip.
S ln xut hin bin c A trong 1 khong thi gian bt k t l vi
di ca khong .
Khi bin ngu nhin X c phn phi Poisson.
V d 3.6. Ti mt siu thi, trung bnh c 5 pht c 10 khch n quy
tnh tin.
a. Tnh xc sut trong 1 pht c 3 khch n quy tnh tin.
b. Tnh xc sut trong 1 pht c t 1 n 3 khch n quy tnh tin.
c. S khch c kh nng n quy tnh tin ln nht trong 1 gi.
Gii.
3.5 Phn phi Chun
3.5
56
Phn phi Chun
nh ngha 3.6 (Phn phi chun). Bin ngu nhin

X c gi l c phn
2
2
phi chun tham s v , k hiu X N ; , nu X c hm mt :
1
f (x) =
2
(x )2
2 2 ,
e
xR
th hm mt ca X N (; 2)
x
Nhn xt: th hm mt chun c dng hnh chung i xng qua
x=

Tnh cht 3.7. Cc c trng ca X N ; 2
i. EX = .
ii. VarX = 2 .
iii. ModX = .
Cc th hm mt bin ngu nhin chun vi trung bnh l v =

2, = 1, = 1/2.
3.5 Phn phi Chun
57
= 1/2
=1
=2
x
nh ngha 3.8 (Phn phi chun: = 0; 2 = 1). Hm mt ca bin

ngu nhin Z N (0; 1) c dng
1 z2
f (z) =
e 2,
2
zR
Hnh sau l th hm mt ca z N (0; 1)
3 2 1
3 x
nh ngha 3.9 (Hm Laplace). Cho bin ngu nhin Z N (0; 1) . t

hm
Zx
z2
1
e 2 dz, x 0
(x) =
2
0
gi l hm Laplace. (Gi tr ca (x) c cho trong bng A.2)

(x)
Tnh cht 3.10. Hm Laplace (x) c cc tnh cht:

i. (x) = (x).
ii. (+) = 0, 5; () = 0, 5.
iii. Nu Z N (0; 1) th P (a < Z < b) = (b) (a).
3.5 Phn phi Chun

X
N (0; 1) . v
iv. Nu X N ; 2 th bin ngu nhin Z =

b
a
P (a < X < b) =
V d 3.7. Cho bin ngu nhin X N (0; 1) , tnh cc xc sut.

a. P (1 < X < 2) .
b. P (1, 5 < X) .
c. P (X < 1) .

V d 3.8. Cho bin ngu nhin X N 3; 22 . Tnh cc xc sut:
a. P (1 < X) .
b. P (|X 1| < 2) .
c. P (|X 1| > 1) .
58
3.5 Phn phi Chun
59
V d 3.9. im Toeic ca sinh vin sp tt nghip trng i hc c

phn phi chun vi gi tr trung bnh 560 v lch chun 78. Tnh:
a. T l sinh vin c im nm gia 600 v 700.
b. T l sinh vin c im Toeic trn 500.
c. Gi s nh trng mun xc nh im Toeic ti thiu sinh vin c
th ra trng vi t l 80%. Tnh im Toeic ti thiu (ly phn nguyn).
Gii.
3.5 Phn phi Chun
60
V d 3.10. Tui th ca my ct c l bin ngu nhin c phn phi chun

vi trung bnh l 82 thng. Nh sn xut bo hnh sn phm khi bn ra l
33 thng. Gi s 2,5% sn phm b tr li (hng) trong thi gian bo hnh.
Tnh:
a. lch chun ca tui th sn phm ny.
b. Xc sut mt my loi ny c tui th trn 50 thng.
c. Mt ca hng bn 10 my ct c loi ny. Tnh:
i) Xc sut c 2 my hng trong thi gian bo hnh.
ii) S my trung bnh hng trong thi gian bo hnh.
Gii.
3.6 Bi tp chng 3
3.6
61
Bi tp chng 3
Bi tp 3.1. Mt nh vn trng 121 cy mai vi xc sut n hoa ca mi

cy trong dp tt nm nay l 0,75. Gi bn 1 cy mai n hoa l 0,5 triu
ng.
a. Tnh s cy trung bnh n hoa trong dp tt. (90,75 cy)
b. Gi s nh vn bn ht nhng cy mai n hoa, tnh s tin trong dp
tt nm nay nh vn thu c chc chn nht. (45,5 triu ng)
Gii.
3.6 Bi tp chng 3
62
Bi tp 3.2. Ch vn lan nhm 20 chu lan c hoa mu vi 100

chu lan c hoa mu tm (lan cha n hoa). Mt khch hng chn ngu nhin
15 chu t 120 chu lan (chn 1 ln).
a. Tnh xc sut c t 5 n 6 chu lan c hoa mu . (0,0723)
b. Gi X l s chu lan c hoa mu khch chn c. Tnh gi tr ca
EX v VarX. (5/2; 125/68)
Gii.
Bi tp 3.3. Ti bnh vin A trung bnh 3 gi c 8 ca m. Tnh

a. S ca m chc chn nht s xy ra ti bnh vin A trong 25 gi. (66
ca)
b. Tnh xc sut trong 5 gi c t 10 n 12 ca m. (0,2821)
Gii.
3.6 Bi tp chng 3
63
Bi tp 3.4. Mt l hng cha 20 sn phm trong c 4 ph phm. Chn

lin tip 3 ln (c hon li) t l hng, mi ln chn ra 4 sn phm. Tnh
xc sut trong 3 ln chn c:
a. ng 1 ln chn c khng qu 1 ph phm. (0,066)
b. Trung bnh s ln chn c khng qu 1 ph phm. (2,514)
Gii.
Bi tp 3.5. Gi c ph trn th trng l bin ngu nhin c phn phi

chun vi trung bnh l 26000 ng/kg v lch chun 2000 ng. k l gi
tr ti c ph c gi ln hn k vi xc sut 90%. Tnh gi tr k. (23420
ng)
Gii.
3.6 Bi tp chng 3
64
Bi tp 3.6. Thi gian mang thai ca sn ph l bin ngu nhin c phn

phi chun vi trung bnh 280 ngy. Cho bit t l mt sn ph mang thai
trn 290 ngy l 25,14%, tnh lch chun ca thi gian mang thai. (15
ngy)
Gii.
Bi tp 3.7. Chiu di ca loi linh kin in t A ti ca hng B l bin

ngu nhin X (mm) c phn phi chun N (12; 2, 5). Mt cng ty cn mua
loi linh kin ny vi chiu di t 11,98mm n 13mm v h chn ln lt 7
chic t ca hng B. Tnh xc sut trong 7 chic c chn c:
a. T 5 n 6 chic s dng c. (1,06%)
3.6 Bi tp chng 3
65
b. t nht mt chic s dng c. (0,8531)

Gii.
Bi tp 3.8. Thi gian chi th thao trong mt ngy ca mt thanh nin

l bin ngu nhin X (gi/ngy) c hm mt

A sin x
khi 0 < x < 1
3
f (x) =
0
ni khc
a. Tnh hng s A. (2/3)

b. Tnh thi gian chi th thao trung bnh. (0,6530 gi/ngy)
c. Tnh xc sut mt thanh nin c thi gian chi th thao cha ti 30
pht/ngy. (0,2679)
d. Trung bnh c bao nhiu thanh nin chi th thao hn 30 pht/ngy
trong 100 thanh nin. 26,79 thanh nin
e. Ta phi chn t nht bao nhiu thanh nin gp c t nht 1 ngi
c thi gian chi th thao cha ti 30 pht/ngy xy ra vi xc sut hn
95%. (10 thanh nin)
Gii.
3.6 Bi tp chng 3
66
Bi tp 3.9. Tui th ca ngi dn mt a phng l mt bin ngu

nhin - X (tui) c hm mt
(
ex khi x > 0
f (x) =
, = 0, 013
0
ni khc
a. Tnh tui th trung bnh ca ngi dn a phng. (76,9231 tui)
b. Tnh t l ngi dn th trn 60 tui. (0,4584)
3.6 Bi tp chng 3
67
c. Trung bnh c bao nhiu ngi th trn 60 tui tui trong 1000 dn.
(458,4)
Gii.
Bi tp 3.10. Thi gian hc rnh ngh sa ti vi ca mt ngi l mt bin

ngu nhin - X (nm) c hm mt .
Ax2 + 1 khi 0 < x < 2

f (x) =
5
0
ni khc
a.
b.
c.
d.
Xc nh hng s A. (9/40)
Thi gian hc rnh ngh trung bnh ca mt ngi. (1,3 nm)
Tnh xc sut mt ngi hc rnh ngh di 6 thng. (0,1094)
Chn ngu nhin 5 hc vin, tnh xc sut c 2 ngi hc rnh ngh
di 6 thng. (0,0845)
3.6 Bi tp chng 3
Gii.
68
Chng 4
Lut s ln v cc nh l gii hn
4.1
Hi t theo xc sut v phn phi
nh ngha 4.1 (Hi t theo xc sut). Cho dy bin ngu nhin {Xn }
v bin ngu nhin X. Ta ni {Xn } hi t theo xc sut n X, k hiu
P
Xn
X, nu vi mi > 0 th
lim P (|Xn X| < ) = 1
n+
Nu Xn
X th vi n ln chng ta c Xn X vi xc sut gn 1. Thng
P
thng, Xn hi t theo xc sut n bin ngu nhin X l hng s (Xn
,
l hng s) ngha l khi n ln th hu nh bin ngu nhin Xn khng c s
thay i.
P
nh ngha 4.2 (Hi t theo phn phi). nh ngha hi t theo phn phi
Cho dy bin ngu nhin {Xn } v bin ngu nhin X. Ta ni {Xn } hi t
F
theo phn phi n X, k hiu Xn
X, nu
lim P (Xn < x) = P (X < x) = F (x)
n+
ti mi im lin tc ca hm phn phi F (x)

F
Nu Xn
X th vi n ln chng ta c th xp x phn phi ca Xn bi
phn phi ca X. Vy hi t theo phn phi rt tin li cho vic xp x phn
phi ca bin ngu nhin Xn .
nh ngha 4.3 (Hi t hu chc chn). Cho dy bin ngu nhin {Xn }
v bin ngu nhin X. Ta ni {Xn } hi t hu chc chn n X, k hiu
a.s.
Xn X, nu Xn 6 X vi xc sut l khng.
4.2 Bt ng thc Markov, Chebyshev

4.2
4.2.1
70
Bt ng thc Markov, Chebyshev

Bt ng thc Markov
Nu X l bin ngu nhin nhn gi tr khng m th vi mi hng s dng

ta c
E (X)
P (X )
Chng minh. X l bin ngu nhin c hm mt f (x) th

Z+
Z
Z+
E (X) =
xf (x)dx =
xf (x)dx +
xf (x)dx
0
0
Z+
Z+
f (x)dx = P (X )
xf (x)dx
Nhn hai v ca bt phng trnh vi 1/ th ta c kt qu.

4.2.2
Bt ng thc Chebyshev
Nu X l bin ngu nhin c k vng l v phng sai 2 hu hn th vi

mi hng s dng b ty ta c
P (|X | )
Var (X)
2
P (|X | < ) >
Var (X)
2
hay tng ng

Chng minh. Ta thy X 2 l bin ngu nhin khng m v > 0. S
dng bt ng thc Markov vi := 2 ta c
i E (X )2
h
2
2
P (X )
V (X )2 2 khi v ch khi |X | nn
P (|X | )
Var (X)
2
4.3 Lut s ln
71
Bt ng thc Markov v Chebyshev cho ta phng tin thy c gii hn

xc sut khi bit k vng v phng sai ca bin ngu nhin cha bit phn
phi xc sut.
V d 4.1. Gi s s ph phm ca mt nh my lm ra trong mt tun l
mt bin ngu nhin vi k vng l = 50.
a. C th ni g v xc sut sn phm h tun ny vt qu 75.
b. Nu phng sai ca ph phm trong tun ny l 2 = 25 th c th ni
g v xc sut sn phm tun ny s gia 40 v 60.
Gii.
E (X) 50 2
=
=
75
75 3
2
25
1
b. Theo bt ng thc Chebyshev P (|X 50| 10) 2 =
= . Do
10
100
4
1 3
P (40 < X < 60) = P (|X 50| < 10) > 1 =
4 4
a. Theo bt ng thc Markov P (X > 75)
4.3
Lut s ln
nh l 4.4 (Lut s ln). Gi X1 , . . . , Xn l cc bin ngu nhin c lp v

cng phn phi xc sut vi k vng = E (X) v phng sai 2 = Var (X)
hu hn. t Sn = X1 + + Xn . Khi vi mi > 0,

Sn

P 0
n
khi n +.
Chng
v X1 , . .. , Xn l c lp v cng phn phi, ta c
Bi
minh.
2
Sn
Sn
v E
=
= . p dng bt ng thc Chebyshev, vi
Var
n
n
n
mi > 0,

Sn
2
P 2
n
n
4.4 nh l gii hn trung tm
72
C nh v khi n +

Sn

P 0
n
Sn /n l trung bnh ca cc bin ngu nhin Xi , (i = 1, . . . , n), do ngi

ta thng gi lut s ln l lut trung bnh.
4.4
nh l gii hn trung tm
nh l 4.5. Cho X1 , . . . , Xn l cc bin ngu nhin c lp v cng phn

phi vi k vng v phng sai 2 hu hn. Ta t
Sn = X1 + + Xn
Khi n th bin ngu nhin
F
Sn
X,
vi X N (E (Sn ) ; Var (Sn ))
Nhn xt: nh l trn cho ta kt qu l khi n ln phn phi ca bin

ngu nhin Sn c xp x bng phn phi chun N (E (Sn ) ; Var (Sn )).
.
.
n gin ta vit Sn N (E (Sn ) ; Var (Sn )), du ngha l xp x phn
phi.
V d 4.2. Tung 1000 ln 1 xc sc, tnh xc sut tng s chm trong 1000
ln tung ln hn 3600.
Gii.
4.5 Lin h gia cc phn phi xc sut
4.5
4.5.1
73
Lin h gia cc phn phi xc sut

Lin h gia phn phi nh thc v chun
Cho X1 , . . . , Xn l cc bin ngu nhin c lp v Xi B(p). Ta c

X = X1 + + Xn B(n; p)
.
Theo nh l gii hn trung tm X N (np; npq 2 ) khi n . Khi :

a np
b np
P (a X b) =

npq
npq
P (X = k) =
1
k np
f (z), (f (x)-A.1) trong z =
npq
npq
Ch : Xp x trn chng ta thng s dng khi p khng qu gn 0 hoc 1.

V d 4.3. Trong mt kho la ging c t l ht la lai l 20%. Tnh xc
sut sao cho khi chn ln lt 1000 ht la ging trong kho th c:
a. ng 192 ht la lai.
b. C t 185 n 195 ht la lai.
Gii.
4.5.2
74
Lin h gia siu bi v nh thc
NA
.
p th X
Cho X H(N, NA, n). Nu c nh n, N v
N
NA
B(n, p), p =
N
Nhn xt: Khi X H(N, NA, n), nu N kh ln v n << N, (n < 0, 05N )
th

CNk A CNnk
N
A
NA
Cnk pk q nk , p =
P (X = k) =
n
CN
N
V d 4.4. Mt ao c c 10.000 c da trn, trong c 1.000 con c tra.
a. Tnh xc sut khi bt ngu nhin 20 con t ao th c 5 con c tra.
b. Tnh xc sut khi bt ngu nhin 50 con t ao th c 10 con c
tra.
Gii.
4.5.3
75
Lin h gia nh thc v Poisson
.
Cho X B(n, p) v khi n th X P () trong = np
Nhn xt: Khi X B(n, p) v khi n kh ln th
P (X = k) =
Cnk pk q nk
k e
k!
Ch : Xp x trn chng ta thng dng khi n ln v p gn 0 hoc 1.

V d 4.5. Mt l hng tht ng lnh ng gi nhp khu c cha 0,6% b
nhim khun. Tm xc sut khi chn ngu nhin 1.000 gi tht t l hng
ny c:
a. Khng qu 2 gi b nhim khun.
b. ng 40 gi b nhim khun.
Gii.
76
Chng 5
Vct ngu nhin
5.1
Khi nim vct ngu nhin
Mt b c th t n bin ngu nhin (X1, . . . , Xn ) gi l mt vct ngu

nhin n chiu.
Vct ngu nhin n chiu l lin tc hay ri rc nu, cc bin ngu nhin
thnh phn l lin tc hay ri rc.
V d 5.1. Nng xut la mt tha rung a phng A l bin ngu
nhin X, nu xt n lng phn Y th ta c vct ngu nhin hai chiu
(X, Y ), cn nu xt thm lng nc Z th ta c vct ngu nhin 3 chiu
(X, Y, Z).
Trong gii hn ca chng trnh ta ch xt vct ngu nhin hai chiu, k
hiu (X, Y ).
5.2
5.2.1
Phn phi xc sut ca (X, Y )

(X, Y ) l vct ngu nhin ri rc
a) Phn phi xc sut ng thi: Vct ngu nhin ri rc (X, Y ) c

biu din bng bng phn phi xc sut ng thi:
5.2 Phn phi xc sut ca (X, Y )
78
H
Y
H
H
X HH
H
y1
y2
yj
yn
Tng dng
x1
x2
..
.
f (x1 , y1 )
f (x2 , y1 )
..
.
f (x1 , y2 )
f (x2 , y2 )
..
.
f (x1 , yj )
f (x2 , yj )
..
.
f (x1 , yn )
f (x2 , yn )
..
.
f (x1 , )
f (x2 , )
..
.
xi
..
.
f (xi , y1 )
..
.
f (xi , y2 )
..
.
f (xi , yn )
..
.
f (xi , )
..
.
xm
Tng ct
f (xm , y1 )
f (, y1 )
f (xm , y2 )
f (, y2 )
f (xm , yn )
f (, yn )
f (xm , )
1
f (xi , yj )
..
.
f (xm , yj )
f (, yj )
Trong :
f (xi, yj ) = P (X = xi ; Y = yj )
n
m P
P
f (xi; yj ) = 1
i=1 j=1
V d 5.2. Bin ngu nhin ri rc X nhn cc gi tr 6, 7 v 8. Bin ngu

nhin Y nhn cc gi tr 1, 2, 3. Phn phi ng thi ca vct ngu nhin
(X, Y ) cho bi bng
HH
H Y
X HHH
6
7
8
0,1
0,1
0,05
0,15
0,2
0,2
0,05
0,1
0,05
Tnh:
a. P (X = 6; Y = 2) ; P (X = 4; Y = 6) .
b. P (X 7; Y 2) .
Gii.
79
b) Phn phi xc sut thnh phn (l)

Bng phn phi xc sut ca X
X
P(X = x)
x1
x2
f (x1, ) f (x3, )
xm
f (xm, )
yn
f (, yn)
Trong f (xi, ) l tng dng i.
Bng phn phi xc sut ca Y

Y
P(Y = y)
y1
y2
f (, y1) f (, y2)
Trong f (, yj ) l tng ct j.
V d 5.3. Cho bng phn phi xc sut ng thi nh sau:
a.
b.
c.
d.
H
HH Y
X HHH
6
7
8
0,1
0,1
0,05
0,15
0,2
0,2
0,05
0,1
0,05
Lp bng phn phi xc sut ca X.

Tnh P (X > 6) .
Lp bng phn phi xc sut ca Y.
Tnh P (Y < 3) .
Gii.
80
c) Phn phi xc sut c iu kin

Bng phn phi xc sut ca X vi iu kin Y = yj
X
x1
f (x1, yj )
f (, yj )
P(X = x|Y = yj )
x2
f (x2, yj )
f (.yj )
xm
f (xm, yj )
f (, yj )
Bng phn phi xc sut ca Y vi iu kin X = xi

Y
P(Y = y|X = xi)
y1
f (xi, y1)
f (xi, )
y2
f (xi, y2 )
f (xi, )
yn
f (xi, yn)
f (xi, )
V d 5.4. Cho bng phn phi xc sut ng thi nh sau:

H
HH Y
X HHH
6
7
8
0,1
0,1
0,05
0,15
0,2
0,2
0,05
0,1
0,05
a. Lp bng phn phi xc sut ca X bit Y = 2.
81
b. Tnh xc sut P (X > 6|Y = 2) .

c. Lp bng phn phi xc sut ca Y bit X = 6.
d. Tnh xc sut P (Y > 1|X = 6) .
Gii.
5.2.2
(X, Y ) l vct ngu nhin lin tc
a) Hm mt ng thi
nh ngha 5.1 (Hm mt ng thi). Hm s f (x, y) 0, (x, y) R2
c gi l hm mt ng thi ca (X, Y ) nu
ZZ
P ((X, Y ) A) =
f (x, y)dxdy, A R2
A
Ch . Vi nh ngha hm mt ng thi ca vct ngu nhin ta c
82
i. Nu (X, Y ) l vct ngu nhin lin tc th xc sut (X, Y ) thuc mt

tp A R2 c tnh bng tch phn ca hm mt f (x, y) trn
tp A.
ii. Mi hm mt ng thi ca vct ngu nhin (X,Y) phi tha hai
iu kin f (x, y) 0 v
ZZ

f (x, y)dxdy = 1
P (X, Y ) R2 =
R2
V d 5.5. Cho hm s
f (x, y) =
10x2y khi 0 < y < x < 1

0
ni khc
a. Chng ta f (x, y) l hm mt (X, Y ).

b. Tnh P (2Y > X) .
Gii.
y=x
D:
0
0<x<1
hoc
0<y<x
x
0<y<1
y<x<1
83
y=x
D :
y = x/2
0
1
0<x<1
x/2 < y < x
b) Hm mt thnh phn (l)

Hm mt ca X.
Hm mt ca Y.
Z+
f (x, y)dy
fX (x) =
Z+
f (x, y)dx
fY (y) =
V d 5.6. Cho vct ngu nhin (X, Y ) c hm mt

10x2y khi 0 < y < x < 1
f (x, y) =
0
ni khc

a.
b.
c.
d.
84
Tm hm mt ca X.
Tm hm mt ca Y.
Tnh P (X > 1/2) v EX.
Tnh P (Y < 1/2) v EX.
Gii.
y=x
D:
0
0<x<1
hoc
0<y<x
x
0<y<1
y<x<1
85
c) Hm mt c iu kin
Hm mt ca X vi iu kin Y = y
fX (x|Y = y) =
f (x, y)
fY (y)
Hm mt ca Y vi iu kin X = x
fY (y|X = x) =
f (x, y)
fX (x)
V d 5.7. Cho vct ngu nhin (X, Y ) c hm mt

10x2y khi 0 < y < x < 1
f (x, y) =
0
ni khc
a. Tm hm mt ca X vi iu kin Y = 1/2.
b. Tm hm mt ca Y vi iu kin X = 1/3.
c. Tnh P (X > 2/3|Y = 1/2) v E(X|Y = 1/2).
5.3 Bi tp chng 5
86
d. Tnh P (Y < 1/4|X = 1/3) v E(Y |X = 1/3).
5.3
Bi tp chng 5
Bi tp 5.1. Chi ph qung co (X: triu ng) v doanh thu (Y : triu

ng) ca mt ca hng c bng phn phi ng thi cho nh sau:
5.3 Bi tp chng 5
H
H
HH Y
HH
X
H
H
30
50
80
87
500
700
900
(400-600) (600-800) (800-1000)
0,10
0,05
0
0,15
0,20
0,05
0,05
0,05
0,35
a. Lp bng phn phi xc sut chi ph chi cho qung co.

b. Cho doanh thu l 500 triu, lp bng phn phi xc sut chi ph qung
co.
c. Lp bng phn phi xc sut doanh thu ca ca hng.
d. Cho bit chi ph qung co l 30 triu, lp bng phn phi xc sut ca
doanh thu.
e. Tnh chi ph chi cho qung co trung bnh.
f. Cho doanh thu l 500 triu, tnh chi ph qung co trung bnh.
g. Tnh doanh thu trung bnh ca ca hng.
h. Cho chi ph qung co l 30 triu, tnh doanh thu trung bnh.
Gii.
5.3 Bi tp chng 5
88
5.3 Bi tp chng 5
89
Bi tp 5.2. Nng sut la X(tn/ha) v lng phn Ur Y(x 100 kg) c

hm mt ng thi
1 y 2 + xy khi 0 3y x 6
f (x, y) = 40
20
0
ni khc
Tm hm mt xc sut ca nng sut la.

Tm hm mt xc sut ca lng phn Ur.
Tnh nng sut la trung bnh.
Tnh lng phn bn trung bnh.
Tm hm mt xc sut ca nng sut khi lng phn bn 1 (x 100kg).
Tm hm mt xc sut ca lng phn bn khi nng sut 3 (tn/ha).
Cho bit lng phn bn 1(x100kg), tnh xc sut nng sut la di
4(tn/ha).
h. Cho bit lng phn bn 1(x100 kg), tnh nng sut la trung bnh.
i. Cho bit nng sut la 3(tn/ha), tnh lng phn bn trung bnh.
a.
b.
c.
d.
e.
f.
g.
Gii.
5.3 Bi tp chng 5
90
5.3 Bi tp chng 5
91
Chng 6
L thuyt mu
6.1
Tng th, mu
Ta cn nghin cu c tnh X (cn nng, chiu cao . . . ) ca tp ln gm N

phn t (N phn t ny c gi l tng th). Thng thng ta khng quan
st ht tt c cc phn t ca tp hp ny bi v cc l do:
Lm h hi tt c cc phn t (kim tra hp, bn th n)
Thi gian v kinh ph khng cho php S phn t qu ln (Nghin cu

mt c im no ca tr ta khng th i nghin cu ton b tr em
trn th gii ri mi a ra kt lun).
Do ngi ta ly t tng th ny ra n phn t (n phn t ny c gi l
mu) v quan st c tnh X tnh cc c trng trn mu sau s dng
cng c ton hc a ra kt lun cho tng th m ta khng c iu kin
kho st tt c cc phn t.
Mun mu ly ra i din tt cho tng th th mu phi tha mn hai iu
kin chnh:
Mu phi chn ngu nhin t tng th.
Cc phn phi ca mu phi c chn c lp nhau.

Khi quan st phn t th i, ta gi Xi l bin ngu nhin gi tr quan st c
tnh X trn phn t th i. Trong trng hp c th, gi s Xi c gi tr xn
th b n gi tr c th (x1, . . . , xn) c gi l mu c th, c mu c th l
n. B n bin ngu nhin c lp (X1 , . . . , Xn) gi l mu ngu nhin.
6.2 M t d liu
93
V d 6.1. Kho st im mn xc sut thng k ca sinh vin lp A c 100

sinh vin, tin hnh ly mu c c mu l 5. Gi Xi , i = 1, . . . , 5 l im ca
sinh vin th i trong 5 sinh vin c kho st. Nu X1 = 3, X2 = 7, X3 =
8, X4 = 5, X5 = 7 th ta c mu c th (3, 7, 8, 5, 7) .
Tnh cht 6.1 (Mu ngu nhin). Cho ngu nhin (X1 , . . . , Xn) , trong
Xi gi tr quan st c tnh X trn phn t th i. Khi :
i. Cc Xi c cng phn phi nh X.
ii. Cc Xi c lp nhau.
6.2
M t d liu
6.2.1
Phn loi mu ngu nhin
Mu ngu nhin cn c phn lm 2 loi:

Mu ch quan tm cc phn t ca n c tnh cht A hay khng gi l
mu nh tnh. Gi s t l phn t A trn tng th l p, ta t

1 Nu phn t th i loi A
, i = 1, . . . , n
Xi =
0 Nu phn t th i khc loi A
Khi cc Xi c lp v cng phn phi xc sut vi X, Xi B(p).
Mu m ta quan tm n cc yu t v lng nh l chiu cao, cn nng,

mc hao ph nhin liu ca mt loi ng c,. . . gi l mu nh lng.
6.2.2
Sp xp s liu
Gi s mu c th (x1, . . . , xn) c k gi tr khc nhau x1, . . . , xk , (k n) v

xi c tn s ni (vi n1 + + nk = n). khi , s liu c sp xp theo th
t tng dn ca xi nh sau:
X
ni
x1
n1
x2
n2
Bng ny gi l bng tn s dng im.
xk
nk
6.3 Cc c trng ca mu
94
V d 6.2. Kho st tui (X) tr bt u n trng mt a phng, ly

mu c 10 ta c mu c th nh sau:
4, 5, 6, 7, 6, 6, 5, 5, 6, 6
C bng tn s dng im:
X
ni
4
1
5
3
6
5
7
1
Gi s mu c th (x1, . . . , xn) c nhiu gi tr khc nhau (quan st t bin

ngu nhin lin tc) thng ngi ta phn d liu theo khong:
X
ni
a0 a1 a1 a2
n1
n2
ak1 ak
nk
Bng ny gi l bng tn s dng khong. Trong nk l s quan st c gi

tr thuc khong (ak1; ak ]. Khi tnh ton ta a v bng tn s dng im
xk1 + xk
.
bng cch ly gi tr chnh gia ca mi khong xk =
x
V d 6.3. Kho st thi gian (tun) mang thai ca thai ph khng ht
thuc. Tin hnh ly mu, ngi ta c s liu cho nh bng sau:
Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
39
59
41
41
43
4
Bng tn s dng im c dng:

Thi gian
S thai ph
6.3
35
7
37
10
Cc c trng ca mu
Gi s ta cn nghin cu c tnh X. K hiu cc tham s = EX v

2 = VarX. Trong thng k cc tham s ny l cc tham s l thuyt.
6.3 Cc c trng ca mu
6.3.1
95
Trung bnh mu
Xt mu ngu nhin (X1, . . . , Xn ) ly t X.

nh ngha 6.2 (Trung bnh mu). Bin ngu nhin
= 1 (X1 + + Xn )
X
n
c gi l trung bnh mu.
T cc tnh cht ca mu ngu nhin, ta c:
Tnh cht 6.3. Trung bnh mu c tnh cht:
1
n
(EX1 + + EXn ) =
= .
n
n
n 2
2
1
ii. VarX = 2 (VarX1 + + VarXn ) = 2 =

n
n
n
1
Cho mu c th (x1, . . . , xn), trung bnh mu x = (x1 + + xn) v trung
n
1
bnh ca bnh phng x2 = (x21 + + x2n)
n
1
Ch . Khi s liu cho di dng bng tn s th x = (x1n1 + xk nk ) v
n
1
2
2
trung bnh ca bnh phng l x2 = (x1n1 + xk nk )
n
=
i. EX
6.3.2
Phng sai mu

nh ngha 6.4 (Phng sai mu). Bin ngu nhin

1
2 + + (Xn X)
2
S2 =
(X1 X)
n
c gi l phng sai mu.
Tnh cht 6.5. Phng sai mu c cc tnh cht
i. S2 = EX 2 (EX)2
n1 2
.
ii. ES2 =
n
Cho mu c th (x1, . . . , xn), phng sai mu s2 = x2 x2.
6.3 Cc c trng ca mu
6.3.3
96
Phng sai mu c hiu chnh

nh ngha 6.6 (Phng sai mu c hiu chnh). Bin ngu nhin
S2 =

1
2 + + (Xn X)
2
(X1 X)
n1
c gi l phng sai mu c hiu chnh.
Tnh cht 6.7. Phng sai mu c cc tnh cht

n 2
S
n1
ii. ES 2 = 2 .
i. S 2 =
n 2
s .
n1
Ta thy phng sai mu v phng sai mu c n v o bng bnh phng
n v o ca c tnh X. chuyn v cng n v ta c khi nim:
lch chun ca mu, s = s2
lch chun ca mu c hiu chnh, s = s2

Cho mu c th (x1, . . . , xn), phng sai mu c hiu chnh s2 =
V d 6.4. Kho st chiu cao (cm) ca n sinh trong mt trng i hc

ta c s liu nh sau
153; 160; 145; 162; 165; 158
Tnh: x, s2, s2 , s, s
Gii. Trung bnh mu
1
x = (153 + 160 + 145 + 162 + 165 + 158) = 157, 1666
6
Trung bnh ca bnh phng
1
x2 = (1532 + 1602 + 1452 + 1622 + 1652 + 1582) = 24744, 5
6
Phng sai mu
s2 = x2 x2 = 24744, 5 157, 16662 = 43, 1598
6.3 Cc c trng ca mu
n 2
Phng sai mu c hiu chnh s2 =
s =
n1
lch chun ca mu s = s2 = 43, 1598
lch chun ca mu c hiu chnh s = s2
97
6
43, 1598 = 51, 7907
5
=
51, 7907
Ch . Hng dn s dng my tnh cm tay tnh cc c trng mu

a. My FX500MS (tng t cho my FX570MS)
Bc 1: n phm Mod n khi mn hnh xut hin ch SD v chn
s tng ng vi mc SD
Bc 2: Nhp s liu
153; M+; 160; M+; 145; M+; 162; M+; 165; M+; 158; M+
Bc 3: Sau khi nhp ht cc s liu tip theo bn nhn phm
on
Bc 4: Xut kt qu nhn Shift -> 2
Tnh x(
x) : 1; =
Tnh s(xn) : 2; =
Tnh s(xn 1) : 3; =
b. My FX500ES (tng t cho FX570ES )

Bc 1: Shift; Mode; ; chn (Stat); chn (Off) (S liu nhp vo
khng c tn s)
Bc 2: Mod; chn (Stat); chn (1-Var)
Bc 3: Nhp s liu
153; =; 160; =; 145; =; 162; =; 165; =; 158; =
Sau khi nhp ht cc s liu tip theo bn nhn phm on
Xut kt qu Shift; 1; chn (Var)
Tnh
Tnh
Tnh
Tnh
n(n) : 1; =
x(
x) : 2; =
s(xn) : 3; =
s(xn 1) : 4; =
V d 6.5. im mn xc sut thng k ca mt s sinh vin khoa A cho

nh sau
6.3 Cc c trng ca mu
98
im 5 6 7 8 9 10
S SV 2 4 12 15 6 2
a. Tnh x.
x =
1
(5 2 + 6 4 + 7 12 + 8 15 + 9 6 + 10 2) = 7, 6097
41
b. Tnh s2 .
x2 =
1 2
(5 2 + 62 4 + 72 12 + 82 15 + 92 6 + 102 2) = 59, 2195
41
suy ra s2 = x2 x2 = 59, 2195 -7, 60972 = 1, 3119.

Ch . Hng dn s dng my tnh cm ta tnh cc c trng mu (mu
c tn s)
a. My FX500MS (tng t cho my FX570MS)
Bc 1: n phm Mod n khi mn hnh xut hin ch SD v chn
s tng ng vi mc SD
Bc 2: Nhp s liu
5; Shift;, ; 2; M+;
6; Shift;, ; 4; M+;
7; Shift;, ; 12; M+;
8; Shift;, ; 15; M+;
9; Shift;, ; 6; M+;
10; Shift;, ; 2; M+
Bc 4: Sau khi nhp ht cc s liu tip theo bn nhn phm
on
Bc 3: Xut kt qu nhn Shift; 2
Tnh x(
x) : 1; =
Tnh s(xn) : 2; =
Tnh s(xn 1) : 3; =
b. My FX500ES (tng t cho FX570ES)
6.4 Phn phi xc sut ca trung bnh mu
99
Bc 1: Shift; Mode; ; chn (Stat); chn (On) (S liu nhp vo c

tn s)
Bc 2: Mod; chn (Stat); chn (1-Var)
Bc 3: Nhp s liu
Ct x: 5 ; =; 6; =; 7; =; 8; =; 9; =; 10; =
Ct Freq: 2; =; 4; =; 12; =; 15; =; 6; =; 2; =
Sau khi nhp ht cc s liu tip theo bn nhn phm on
Xut kt qu Shift; 1; chn (Var)
Tnh
Tnh
Tnh
Tnh
n(n) : 1; =
x(
x) : 2; =
s(xn) : 3; =
s(xn 1) : 4; =
V d 6.6. Nng sut la trong 1 vng l i lng ngu nhin c phn

phi chun. Gt ngu nhin 115 ha ca vng ny, ngi ta thu c bng s
liu:
Nng sut (t / ha) 40-42 42 44 44 46 46 48 48 50 50 52
Din tch (ha)
7
13
25
35
30
5
Tnh x; s2 .
6.4
Phn phi xc sut ca trung bnh mu
a. Trng hp X N (; 3)
Gi (X1 , . . . , Xn ) l mu ngu nhin ly t X, khi Xi N (; 2) v

2
N ;
X
(6.1)
n
Trong trng hp cha bit 2 ta c

X
T n1
S
(6.2)
6.5 i lng thng k
100
b. Trng hp c mu ln
.
X
N
2
;
n
(6.3)
S2
;
n
(6.4)
Trong trng hp cha bit 2 ta c

.
X
N
Ch . Khi mu (X1, . . . , Xn ) l mu nh tnh, t l phn t A trn tng

th l p.

1 Nu phn t th i loi A, P (Xi = 1) = p
, i = 1, . . . , n
Xi =
0 Nu phn t th i khc loi A, P (Xi = 0) = q
Cc bin ngu nhin Xi c lp v Xi B(p), theo 4.5.2 ta c

X/n p .
.
2
hay r
X = X1 + . . . + Xn N np; npq
N (0; 1)
npq
n
(6.5)
Trong X/n gi l t l phn t A ca mu, thng c k hiu F.

6.5
i lng thng k
Gi s c mu ngu nhin (X1 , . . . , Xn ) t bin ngu nhin X.

nh ngha 6.8. Hm s (X1 , . . . , Xn) ph thuc vo mu c gi l i
lng thng k. (Ngi ta cn gi ngn gn l thng k).
V d 6.7. Trung bnh mu, phng sai mu, t l mu l cc thng k.
Trong thng k, c mu gi l ln khi n 30.
Chng 7
c lng tham s
7.1
Khi nim chung
Gi s bin ngu nhin X c tham s cha bit, da vo mu ngu nhin

(X1, . . . , Xn ) ta a ra thng k = (X1, . . . , Xn ) c lng gi tr ca
. C hai phng php:
c lng im: Ch ra gi tr 0 c lng cho .
c lng khong: Ch ra mt khong (1; 2) cha sao cho P (1 < < 2) =

1 cho trc, trong 1 gi l tin cy ca c lng.
7.2
c lng im
nh ngha 7.1 (c lng khng chch). Thng k c gi l c lng

= .
khng chch cho tham s nu E()
V d 7.1. Gi s bin ngu nhin X c gi tr trung bnh l . T X ta
l c lng khng chch cho
lp mu ngu nhin (X1 , . . . , Xn ). Khi X
1
Ta nhn thy thng k = (X1 + Xn ) cng l mt c lng khng chch
2
cho . V vy c th ni c nhiu c lng khng chch cho . Vn cn
mt tiu chun chn mt thng k trong lp cc c lng khng chch
cho .
Theo tnh cht 6.3
7.3 c lng khong
102
nh ngha 7.2 (c lng hiu qu). c lng

khng chch c gi
l c lng c hiu qu ca tham s nu Var nh nht trong cc c
lng khng chch ca .
Ch . Ngi ta chng minh c rng nu l c lng hiu qu ca th

phng sai ca n l

1

Var =
ln f (x,0)
nE
Trong f (x, ) l hm mt xc sut ca bin ngu nhin gc.

S 2, F l c lng hiu qu cho tham s , 2, p. Ta c quy
Cc thng k X,
tc thc hnh c lng im nh sau:
Tham s l thuyt
c trng mu
c lng
EX =
x
x
2
2
VarX =
s
2 s2
p (t l phn t A ) f =t l phn t A trn mu
pf
7.3
7.3.1
c lng khong
M t phng php.
Gi l tham s ca X cha bit. Vi mu c th (x1, . . . , xn) ta tm khong

(1; 2) cha sao cho P (1 < < 2) = 1 cho trc.
Khong (1; 2) gi l khong tin cy.
|1 2 | gi l di khong tin cy.

1 gi l tin cy.
7.3.2
c lng khong cho trung bnh
Gi l trung bnh ca X cha bit ta tm khong (1; 2 ) cha sao cho

P (1 < < 2 ) = 1 . Khong tin cy (1 ; 2) = (
x ; x
+ ), vi gi
l chnh xc ca c lng. Trong tnh nh sau
Cng thc tnh chnh xc c gii thch ph lc B.1.1
7.3 c lng khong
103
XXX
XX
XXX C mu
XXX
XX
VarX
X
X
Bit
Khng bit
n 30
n < 30, X N (; 2)
= t 1
n 2
(t 1
tra bng A.2)
2
= t 1
n 2
(t 1
tra bng A.2)
2
s
= t 1
n 2
(t 1
tra bng A.2)
2
s
= tn1
n
(tn1
tra bng A.3).
V d 7.2. Kho st v thi gian t hc X (gi/tun) trong tun ca mt

s sinh vin h chnh quy trng i hc A trong thi gian gn y, ngi
ta thu c bng s liu
X
S SV
5
10
6
35
7
45
8
36
9
10
10
8
c lng thi gian t hc trung bnh ca mt sinh vin vi tin cy 95%

cho hai trng hp:
a. Bit = 2
b. Cha bit
Gii. T mu ta tnh c n = 144; x
= 7, 1736; s = 1, 2366.
Gi l thi gian t hc trung bnh ca sinh vin. Khong c lng cho
vi tin cy 95% c dng
(1 ; 2) = (
x ; x
+ )
Tip theo ta tnh cho tng trng hp:

a. Bit = 2
=
= t 1
1, 96 = 0, 3267
n 2
144
Vy khong c lng
(1; 2 ) = (7, 1736 0, 3267; 7, 1736 + 0, 3267) = (6, 8469; 7, 5003)
7.3 c lng khong
104
Ch . Cho trc tin cy l 1 = 0, 95 cho nn ta c

bng A.2 ta c t0,475 = 1, 96.
1
2
= 0, 475. Tra
b. Khng bit
1, 2366
s
1, 96 = 0, 202
=
= t 1
n 2
144
Vy khong c lng (1 ; 2) = (7, 1736 0, 202; 7, 1736 + 0, 202) =
(6, 9716; 7, 3756)
Ch . Vi t0,475 = 1, 96 c tnh nh cu a.
V d 7.3. Kho st cn nng (kg) ca g khi xut chung, ngi ta cn
mt s con v kt qu cho nh sau:
2,1; 1,8; 2,0; 2,3; 1,7; 1,5; 2,0; 2,2; 1,8
Gi s cn nng ca g l bin ngu nhin c phn phi chun. Vi tin
cy 95% c lng cn nng trung bnh ca g khi xut chung:
a. Bit = 0, 3.
b. Khng bit .
Gii. T mu ta tnh c n = 9; x
= 1, 9333; s = 0, 2549.
Gi l cn nng trung bnh ca g khi xut chung.
a. Cho bit = 0, 3
0, 3
1, 96 = 0, 196
= t 1
=
n 2
9
Vy khong c lng
(1 ; 2 ) = (1, 9333 0, 196; 1, 9333 + 0, 196) = (1, 7373; 2, 1293)
b. Khng bit
0, 2549
s
2, 306 = 0, 1959
=
= tn1
n
9
Vy khong c lng (1; 2 ) = (1, 9333 0, 1959; 1, 9333 + 0, 1959) =
(1, 7374; 2, 1292)
7.3 c lng khong
105
Ch . Cho trc tin cy l 1 = 0, 95 cho nn ta c = 0, 05. Tra

bng A.3 ta c t80,05 = 2, 306.
Ch . Cc ch tiu c lng trung bnh. Ta nhn thy trong c lng
trung bnh c 3 ch tiu chnh , 1 , n. Nu bit hai ch tiu th s xc nh
c ch tiu th 3.
a. Xc nh c mu n nh nht sao cho chnh xc khng ln hn v
tin cy l 1 ( y ta lun gi s c mu ln). Ta c
s
2
2

t 1
hoc n
t 1
n
2
2
n nh nht tha iu kin trn l

2
2

s
+ 1 hoc n = t 1 + 1
n = t 1
2
2
b. Xc nh tin cy ca c lng khi

bit chnh xc ca c lng.
n
=
. V t y d dng tnh c
Trc ht xc nh gi tr t 1
2
s
1 .
V d 7.4. Cn th 121 sn phm (n v tnh bng kg) ta tnh c

s2 = 5, 76.
a. Xc nh chnh xc nu mun c lng trng lng trung bnh vi

tin cy 95%.
b. Xc nh c mu nh nht lng trng lng trung bnh vi tin
cy 95% v chnh xc nh hn 0,4.
c. Xc nh tin cy nu mun c lng trung bnh vi chnh xc l
= 0, 5.
Gii.
a. Xc nh chnh xc:
s
2, 4
= t 1
=
1, 96 = 0, 4276
n 2
121
7.3 c lng khong
106
b. Xc nh c mu n.

2

2
s
+ 1 = 2, 4 1.96 + 1 = 139
n = t 1
0, 4

2
c. Xc nh tin cy, trc ht ta tnh
n 0, 5 121
t 1
=
= 2, 29
=
2
s
2, 4
Tra bng A.2 ta tnh c

7.3.3
1
2
= 0, 489. T suy ra 1 = 0, 978
c lng khong cho t l
Gi p l t l phn t A cha bit ta tm khong (p1; p2) cha p sao cho

P (p1 < p < p2) = 1 . Khong tin cy
(p1; p2) = (f ; f + )
trong
f l t l phn t A tnh trn mu.
gi l chnh xc ca c lng c tnh nh sau

r
f (1 f )
=
t 1
2
n
V d 7.5. Kho st t l ph phm do mt nh my sn xut ra, ngi
ta quan st 800 sn phm thy c 8 ph phm. Vi tin cy 95% hy c
lng t l ph phn ca nh my.
Gii. Gi
f l t l ph phm trn mu.

8
= 0, 01 .
f=
800
p l t l ph phm ca nh my.
Cng thc tnh chnh xc c gii thch ph lc B.1.2
7.3 c lng khong
107
chnh xc ca c lng t l
r
r
f (1 f )
0, 01(1 0, 01)
t 1
=
1, 96 = 0, 0069
=
2
n
800
Vy khong c lng cho p vi tin cy 95% l
(p1; p2) = (0, 01 0, 0069; 0, 01 + 0, 0069) = (0, 0031; 0, 0169)
Ch . Xc nh cc ch tiu c lng
a Xc nh c mu n nh nht sao cho chnh xc khng ln hn v
2
f (1 f )
. n nh nht tha iu
tin cy l 1 Ta c n
t 1
2
2
kin trn l

2
f (1 f )
+1
n =
t 1

2
2
b Xc nh tin cy ca c lng khi bit chnh xc ca c lng.

Trc ht xc nh gi tr
r
n
t 1
=
.
2
f (1 f )
V t y d dng tnh c 1 bng bng A.2.
V d 7.6. Quan st 800 sn phm do mt x nghip sn xut ra thy c

128 mu loi A.
a. Xc nh chnh xc nu mun c lng t l sn phm loi A vi
tin cy 95%.
b. Xc nh c mu nh nht c lng t l sn phm loi A vi
chnh xc nh hn 0,023 v tin cy 95%.
c. Xc nh tin cy nu mun c lng t l sn phm A vi chnh
xc l 0,022.
Gii. Gi:
f l t l sn phm loi A tnh trn mu

128
= 0, 16 .
f=
800
7.4 Bi tp chng 7
108
p l t l sn phm loi A do x nghip sn xut ra.

a. chnh xc ca c lng
r
r
f (1 f )
0, 16(1 0, 16)
=
=
t 1
1, 96 = 0, 0254
2
n
800
b. Xc nh n

2
0, 16(1 0, 16)

f (1 f )
2
+1=
1
1,
96
t
n =

+ 1 = 977

2
2
0, 0232
c. Xc nh tin cy 1
t 1
=
2
n
= 0, 022
f (1 f )
Tra bng A.2 ta tnh c

7.4
1
2
800
= 1, 69
0, 016(1 0, 016)
= 0, 4545. T suy ra 1 = 0, 909
Bi tp chng 7
Bi tp 7.1. Kim tra ngu nhin 25 bng n ca mt hng in t, thy

tui th trung bnh l 5000 gi, lch chun ca mu c hiu chnh l 200
gi. Gi s tui th ca bng n c phn phi chun. Tnh khong c lng
tui th trung bnh ca loi bng n trn vi tin cy 95%. (4917,44 gi;
5082,56 gi)
Bi tp 7.2. Kim tra ngu nhin 25 bng n ca mt hng in t, thy

lch chun ca mu c hiu chnh l 200 gi. Gi s tui th ca bng
7.4 Bi tp chng 7
109
n c phn phi chun. S dng mu trn c lng tui th trung bnh

ca loi bng n trn vi chnh xc l 73,12 gi th m bo tin cy
bao nhiu? 92%
Bi tp 7.3. Thm d 25 ngi ang s dng in thoi di ng v s tin

phi tr trong 1 thng, thy s tin trung bnh mt ngi phi tr l 200
ngn ng, lch chun ca mu c hiu chnh l 50 ngn ng. Gi s s
tin phi tr trong mt thng c phn phi chun. Vi tin cy l 95% tnh
khong c lng s tin trung bnh mt ngi s dng in thoi di ng
phi tr. (179,36 ngn ng; 220,64 ngn ng)
Bi tp 7.4. Thm d 25 ngi ang s dng in thoi di ng v s tin

phi tr trong 1 thng, thy lch chun ca mu c hiu chnh l 50 ngn
ng. Gi s s tin phi tr trong mt thng c phn phi chun. Vi
chnh xc l 19,74 ngn ng th tin cy bao nhiu? 94%
7.4 Bi tp chng 7
110
Bi tp 7.5. Bit chiu di ca mt loi sn phm l bin ngu nhin c

phn phi chun. o ngu nhin 10 sn phm loi ny th c chiu di
trung bnh l 10,02m v lch chun ca mu cha hiu chnh l 0,04m.
Tnh khong c lng chiu di trung bnh ca loi sn phm ny vi
tin cy 95%. (9,9898m; 10,0502m)
Chng 8
Kim nh gi thit
8.1
8.1.1
Bi ton kim nh gi thit

Gi thit khng, i thit
Trong chng ny chng ta s cp n bi ton thng k lin quan n

tham s , vi gi tr ca n khng bit thuc khng gian tham . Tuy nhin
chng ta s gi s c th c phn chia thnh hai tp tch bit 0 v 1
v nhim v ca ngi lm thng k phi quyt nh xem thuc 0 hay
1 .
Chng ta t H0 k hiu gi thit 0 , v H1 k hiu gi thit 1 .
Bi v 0 v 1 tch bit v 0 1 = , chnh xc ch c gi thit H0
hoc H1 l ng. Chng ta phi quyt nh chp nhn H0 bc b H1 hoc
ngc li. Bi ton thuc dng ny c gi l kim nh gi thit.
n y, chng ta thy vai tr ca gi thit H0 v H1 c bn ging nhau.
Trong hu ht cc bi ton kim nh, hai gi thit ny hi khc. phn
bit gia hai gi thit ny ta gi H0 gi l gi thit khng v H1 gi l i
thit. Chng ta s dng cc thut ng ny trong phn cn li ca chng.
8.1.2
Min ti hn
Ta xt bi ton vi gi thit c dng nh sau:

Gi thit khng H0 : 0
i thit H1 :
1
8.1 Bi ton kim nh gi thit
112
Gi s trc khi chng ta quyt nh gi thit no s c chp nhn, chng

ta c mu ngu nhin X1 , . . . , Xn c trch t phn phi ca c tnh X
vi tham s cha bit. Chng ta k hiu l khng gian mu, cha tt
c cc kt qu c th xy ra khi ly mu ngu nhin.
Trong qu trnh kim nh, chng ta s chia thnh hai tp con. Mt tp
cha tt c cc gi tr ca X sao cho ta chp nhn H0 , v tp cn li cha
tt c cc gi tr ca X sao cho ta bc b H0 v chp nhn H1 . Tp cc gi
tr ca X H0 b bc b gi l min ti hn, k hiu C .
Vi mi gi tr ta t hm lc lng () l xc sut dn n bc b
H0 , ngc li 1 () l xc sut dn n chp nhn H0 . Nu k hiu C l
min ti hn ca kim nh, hm () c xc nh bi quan h
() = P (X C|) ,
Bi v () l xc sut ng vi mi th H0 b bc b, trong trng hp l

tng hm () = 0 vi mi 0 v () = 1 vi mi 1. Nu hm
() c cc gi tr ny th bt chp gi tr thc t no ta lun c kt lun
ng vi xc sut 1.
8.1.3
Hai loi sai lm
Khi chn mt trong hai quyt nh trn s ny sinh ra hai sai lm:
Sai lm loi I: Bc b H0 khi H0 ng, xc sut sai lm loi I l
P (C|H0) = P ((X1, . . . , Xn) C|H0)
Sai lm loi II: Chp nhn H0 khi H0 sai, xc sut sai lm loi II l

1 = P ((X1, . . . , Xn )
P C|H
/ C|H1)
V d 8.1. Cn nghin cu tc dng ph ca mt loi thuc mi va c

nghin cu ta t gi thit v i thit nh sau

Gi thit H0 : Thuc c tc dng ph

i thit H1 : Thuc khng c tc dng ph
8.2 Kim nh gi thit v trung bnh
XXX
XX
XXX
Thc t
Kt lun
Chp nhn H0
Bc b H0
XXX
XX
X
X
113
Thuc c tc dng ph Thuc khng c tc dng ph

Kt lun ng
Sai lm loi I
Sai lm loi II
Kt lun ng
Vic t gi thit nh trn khi sai lm loi I xy ra l tai hi hn sai lm

loi II (thuc c tc dng ph m kt lun thuc khng c tc dng ph).
L t nhin l ta chn min C sao cho cc tiu c hai xc sut phm sai lm.
Song khng th cc tiu ng thi c hai sai lm khi c mu c nh, bi v
hai xc sut trn hin h nhau bi:

1 = 1.
0 = 1; P (C|H1) + P C|H
P (C|H0) + P C|H

1
Do C cc tiu P (C|H0 ) cha chc cc tiu P C|H
8.1.4
Phng php chn min ti hn
Ta c nh mt loi xc sut sai lm v tm min C sao cho xc sut phm

sai lm kia t gi tr nh nht. Thng thng ta c nh
xc sut sai lm
loi I: P (C|H0 ) , ta s chn min C sao cho P C|H1 t cc tiu hay

P (C|H1) cc i, ngha l tim C sao cho:

P (C|H0)
() vi 0
(8.1)
hay
P (C|H1) t cc i
() t cc i vi 1
Ta gi l mc ngha ca kim nh, khi c nh v c hm lc lng
(), 1 ln nht th qui tc ny gi l qui tc mnh nht.
8.2
Kim nh gi thit v trung bnh
Gi s (cha bit) l trung bnh ca bin ngu nhin X, cn kim nh

Gi thit H0 : = 0
i thit H1 : 6= 0
Xem gii thch ph lc B.2.1
8.2 Kim nh gi thit v trung bnh

XXX
XX
XXX C mu
XXX
XX
VarX
X
X
Bit 2
n 30
t=
t 1
2
Khng bit 2
|
x 0 |
n
(Bng A.2)
|
x 0 |
n
s
(Bng A.2)
(t 1
2
t=
114
n < 30, X N (; 2)
t=
t 1
2
|
x 0 |
n
(Bng A.2)
|
x 0 |
n
s
tn1
(Bng A.3)
t=
Kt lun
Chp nhn gi thit H0 khi t t 1
hoc t tn1
2

n1
hoc
t
>
t
Bc b gi thit H0 khi t > t 1
V d 8.2. Cn th 15 con g ty 1 tri chn nui khi xut chung ta tnh

c x = 3, 62kg. Cho bit 2 = 0, 01.
a. Gim c tri tuyn b trng lng trung bnh ca g ty l 3, 5kg th
c tin c khng vi mc ngha =1%.
b. Gi s ngi ta dng thc n mi v khi xut chung trng lng trung
bnh ca g ty l 3,9 kg. Cho kt lun v loi thc n ny vi mc
ngha = 1%.
Gii.
a. Gi cn nng trung bnh ca g khi xut chung. Cn kim nh:

Gi thit H0 : = 3, 5kg
i thit H1 : 6= 3, 5kg
|3, 62 3, 5|
|
x 0 |
n=
15 = 4, 6 v t 1
= 2, 58
t=
2
0, 1

t > t 1
nn bc b gi thit. Vy gim c bo co sai.
2
8.3 Kim nh gi thit v t l
115
b. Gi cn nng trung bnh ca g ty khi xut chung (trc khi s dng

thc n mi)

Gi thit H0 : = 3, 9kg
i thit H1 : 6= 3, 9kg
|xn 0 |
|3, 62 3, 9|
t=
n=
15 = 10, 84
0, 1

nn bc b gi thit. Vy thc n mi c tc dng tt.
t > t 1
2
8.3
Kim nh gi thit v t l
Gi s p(cha bit) l t l phn t loi A, cn kim nh

Gi thit H0 : p = p0
i thit H1 : p 6= p0
Qui tc thc hnh nh sau: Tnh gi tr
|f p0 |
t=p
(Bng A.2)
n v t 1
2
p0(1 p0 )
Trong f l t l phn t A trn mu

Kt lun:

.
2
.
2
V d 8.3. kim tra mt loi sng th thao, ngi ta cho bn 1000 vin
n vo bia thy c 540 vin trng mc tiu. Sau , bng ci tin k thut
ngi ta tnh c t l trng mc tiu l 70%. Hy cho kt lun v ci tin
vi mc ngha 1%.
Gii. Gi
p l t l bn trng trc ci tin.
f l t l bn trng trn mu (trc ci tin).
Xem gii thch ph lc B.2.2
8.4 So snh hai gi tr trung bnh
116
Cn kim nh gi thit

Gi thit H0 : p = 0, 7
i thit H1 : p =
6 0, 7
Tin hnh kim tra gi thit
|0, 54 0, 7|
|f p0|
n=
1000 = 11, 04
t= p
0, 7.0, 3
p0(1 p0)
1 = 0, 99 tra bng A.2 ta c t 1

= 2, 58. Kt lun ci tin c tc dng
2
tt.
V d 8.4. Kim tra 800 sinh vin thy c 128 sinh vin gii. Trng bo
co tng kt l c 40% sinh vin gii th c th chp nhn c khng vi
mc ngha 5%.
Gii. Gi
p t l sinh vin gii thc t (cha bit)
f t l sinh vin gii tnh trn mu f =

128
= 0, 16
800
Gi thit H0 : p = 40%
i thit H1 : p =
6 40%
Tin hnh kim tra gi thit
|f p0|
|0, 16 0, 4|
t= p
n=
800 = 13, 871
0, 4.0, 6
p0(1 p0)
1 = 0, 95 tra bng A.2 ta c t 1

= 1, 96. Kt lun bo co l sai s
2
tht, t l sinh vin gii trong thc t thp hn nhiu.
8.4
So snh hai gi tr trung bnh
Gi s X1 v X2 l hai bin ngu nhin c lp c gi tr trung bnh l 1

v 2 . Cn kim nh

Gi thit H0 : 1 = 2
i thit H1 : 1 6= 2
K hiu cc c trng ca mu 1, 2 ly t tng th 1, tng th 2.
117
Mu C mu Trung bnh mu lch chun c hiu chnh

I
n1
x1
s1
II
n2
x2
s2
```
```
C mu
```
```
```
VarX1 ; VarX2
```
n1 ; n2 30
n1 < 30; X1 N (1 ; 12)

n2 < 30; X2 N (2 ; 22)
Bit 12 ; 22
|
x1 x2|
t=s
12 22
+
n1 n2
(Bng A.2)
t 1
2
|
x1 x2|
t=s
12 22
+
n1 n2
(Bng A.2)
t 1
2
Khng bit 12; 22
|
x1 x2|
t= s
s22
s21
+
n1 n2
t 1
(Bng A.2)
2
|
x1 x2|
t=s
s2
s2
+
n1 n2
tn1 +n22 (Bng A.3)
(n1 1)s21 + (n2 1)s22

Trong s =
gi l phng sai gp.
n1 + n2 2
Kt lun:

n1 +n2 2
hoc
t
2

n1 +n2 2
hoc
t
>
t
2
2
V d 8.5. Cn th 100 tri cy nng trng I ta tnh c x1 = 101, 2;

s21 = 571, 7 v 361 tri cy nng trng II tnh c x2 = 66, 39; s22 = 29, 72.
So snh trng lng trung bnh ca tri cy hai nng trng vi mc
ngha 1%.
Gii. Gi 1 , 2 cn nng trung bnh ca tri cy nng trng I v II.
Cn kim nh

Gi thit H0 : 1 = 2
i thit H1 : 1 =
6 2
118
Mu C mu Trung bnh mu lch chun c hiu chnh

I
n1 = 100
x1 = 101, 2
s21 = 571, 7
II n2 = 361
x2 = 66, 39
s22 = 29, 72
Tnh gi tr
|101, 2 66, 39|
|
x1 x2 |
= 14, 4549
=r
t=s
2
2
29,
72
571,
7
s1
s
+
+ 2
100
361
n1 n2
Tra bng A.2 ta c t 1
= t0, 495 = 2, 58. Vy t > t 1
cho nn bc b gi
2
2
thit H0 hay cn nng trung bnh ca tri cy hai a phng khng bng
nhau.
V d 8.6. o ng knh 20 trc my do my I sn xut v 22 trc my do
my II sn xut ta tnh c x1 = 251, 7; s21 = 52, 853 v x2 = 249, 8; s22 =
56, 2. C th xem ng knh trung bnh ca cc trc my 2 my nh nhau
vi mc ngha 1% khng?
Gii.
8.5 So snh hai t l

8.5
119
So snh hai t l
Gi p1; p2 t l phn t A trn tng th 1 v 2 cha bit. Ta cn kim nh

Gi thit H0 : p1 = p2
i thit H1 : p1 6= p2
n1 f 1 + n2 f 2
(T l phn t A chung ca 2 mu), trong f1; f2
n1 + n2
t l phn t A trn mu 1, 2.
Tnh: f =
|f1 f2|

1
f (1 f )
+
n1
t= s
1
n2
Kt lun:
.
2
.
2
V d 8.7. T hai m ng tin hnh 2 mu vi n1 = 100, n2 = 120 tnh
c t l phn t loi A trn mu 1, 2 ln lt f1 = 0, 2 v f2 = 0, 3. Vi
mc ngha = 1% cho kt lun t l phn t A ca 2 m ng c nh
nhau khng.
20 + 36
= 0, 255.
Gii. Tnh f =
100 + 120
Gi p1 , p2 (cha bit) t l phn t A trn tng th 1, 2. Cn kim nh gi
thit

Gi thit H0 : p1 = p2
i thit H1 : p1 6= p2
|0, 2 0, 3|
= 1, 695

1
1
+
0, 255.0, 745
100 120
t=s
Vi = 1% tra bng A.2 tnh c t 1

= 2, 58. Kt lun chp nhn gi
2
thit H0 hay t l phn t A trn 2 mu nh nhau.
8.5 So snh hai t l
120
V d 8.8. Kim tra 120 sinh vin trng A thy c 80 sinh vin gii, 150
sinh vin trng B c 90 sinh vin gii. Hi t l sinh vin gii ca 2 trng
nh nhau khng? Bit mc ngha l 5%.
Gii.
V d 8.9. Kim tra 230 sn phm ca ca ngy thy c 4 sn phm hng.

Cn kim tra 160 sn phm ca ca m thy c 3 sn phm hng. Kt lun
t l sn phm hng ph thuc vo ca c ng khng vi mc ngha 1%.
Gii.
8.6 Bi tp chng 8
8.6
121
Bi tp chng 8
Bi tp 8.1. Bit chiu di ca mt loi sn phm l bin ngu nhin c

phn phi chun. o ngu nhin 10 sn phm loi ny th c chiu di
trung bnh l 10,02m v lch chun ca mu cha hiu chnh l 0,04m.
Kim nh gi thuyt H: chiu di trung bnh ca loi sn phm ny l
10,0543m c gi tr kim nh t l bao nhiu v cho kt lun vi mc
ngha 3%. t = 2,5703; chiu di trung bnh ca loi sn phm ny
l 10,0543m vi mc ngha 3%
Bi tp 8.2. Kho st v thi gian t hc (gi/tun) ca sinh vin h chnh

quy trng i hc A trong hc k ny. Tin hnh ly mu, ngi ta thu
c bng s liu:
Thi gian
S sinh vin
35
5
57
14
79
16
9 11
8
11 13
6
a. Tm khong c lng thi gian t hc trung bnh trong tun ca sinh

vin trng A vi tin cy 95%. (7,1817gi/tun; 8,4917gi/tun)
8.6 Bi tp chng 8
122
b. c lng thi gian t hc trung bnh trong tun vi tin cy 95%

v chnh xc nh hn = 0, 6(gi/tun) th c mu nh nht l bao
nhiu? 59
c. S dng mu ban u c lng thi gian t hc trung bnh trong

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

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

vin chm hc. c lng t l sinh vin chm hc vi tin cy
8.6 Bi tp chng 8
123
95% v chnh xc nh hn = 0, 12 th c mu nh nht l bao

nhiu? 55
f. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh

vin chm hc. S dng mu trn c lng t l sinh vin chm
hc vi chnh xc = 0, 12 th m bo tin cy l bao nhiu?
93,71%
g. Tnh gi tr thng k t kim nh gi thuyt H: thi gian t hc

trung bnh ca sinh vin trng A l 8,4(gi/tun) v cho kt lun vi
mc ngha 5%. t = 1,6855; thi gian t hc trung bnh ca sinh
vin trng A l 8,4(gi/tun) vi mc ngha 5%
8.6 Bi tp chng 8
124
h. Trong kim nh gi thuyt H: thi gian t hc trung bnh ca sinh

vin trng A l 8,4(gi/tun), mc ngha ti a gi thuyt H
c chp nhn l bao nhiu? 9,1%
i. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh

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

vin chm hc. Trong kim nh gi thuyt H: t l sinh vin chm
hc trng A l 18%, mc ngha ti a gi thuyt H c chp
nhn l bao nhiu? 5,36%
8.6 Bi tp chng 8
125
k. Trng B kho st 64 sinh vin v thi gian t hc. Ngi ta tnh c

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

lch chun ca mu c hiu chnh l 2(gi/tun) v trung bnh mu
l 8,5(gi/tun). Trong kim nh gi thuyt H: thi gian t hc trung
bnh trong tun ca sinh vin hai trng l nh nhau, mc ngha ti
a gi thuyt H c chp nhn l bao nhiu? 11,18%
m. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh

vin chm hc. Trng B kho st 64 sinh vin v thi gian t hc
thy c 28 sinh vin chm hc. Tnh gi tr thng k t kim nh
gi thuyt H: t l sinh vin chm hc ca hai trng l nh nhau v
cho kt lun vi mc ngha 5%. t = 1,6546; t l sinh vin chm
hc ca hai trng l nh nhau vi mc ngha 5%
8.6 Bi tp chng 8
126
n. Nhng sinh vin c thi gian t hc t 9(gi/tun) tr ln gi l sinh

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

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Khong c lng thi gian mang thai trung bnh ca thai ph vi tin
cy 95% l:
A. (39,1049 tun; 39,7215 tun).
B. (38,1049 tun; 38,7215 tun).
C. (37,1049 tun; 37,7215 tun).
D. (40,1049 tun; 40,7215 tun).
8.6 Bi tp chng 8
127

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
c lng thi gian mang thai trung bnh ca thai ph vi tin cy 95%
v chnh xc nh hn = 0, 25(tun) th c mu nh nht l:
A. 175.
B. 185.
C. 195.
D. 165.

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
S dng mu trn c lng thi gian mang thai trung bnh ca thai ph
vi chnh xc = 0, 25(tun) th m bo tin cy:
A. 86,82%.
B. 87,82%.
C. 88,82%.
D. 89,82%.
8.6 Bi tp chng 8
128

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non.
Vi tin cy 95% khong c lng t l thai ph sinh non:
A. (2,63%; 10,95%).
B. (3,63%; 11,95%).
C. (4,63%; 12,95%).
D. (1,63%; 9,95%).

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
c lng t l thai ph sinh non vi tin cy 95% v chnh xc nh
hn = 0, 04 th c mu nh nht l:
8.6 Bi tp chng 8
A. 121.
129
B. 141.
C. 151.
D. 131.

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Nhng thai ph c thi gian mang thai di 36 tun l thai ph sinh non. S
dng mu trn c lng t l thai ph sinh non vi chnh xc = 0, 04
th m bo tin cy:
A. 91,99%.
B. 95,99%.
C. 93,99%.
D. 97,99%.

8.6 Bi tp chng 8
130
Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Gi tr thng k t kim nh gi thuyt H: thi gian mang thai trung bnh

ca thai ph l 39,7 tun l:
A. t = 1,8231; thi gian mang thai trung bnh ca thai ph l 39,7 tun
vi mc ngha 7%.
B. t = 1,8231; thi gian mang thai trung bnh ca thai ph l 39,7 tun
vi mc ngha 5%.
C. t = 2,8231; thi gian mang thai trung bnh ca thai ph ln hn 39,7
tun vi mc ngha 5%.
D. t = 2,8231; thi gian mang thai trung bnh ca thai ph nh hn 39,7
tun vi mc ngha 3%.

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Trong kim nh gi thuyt H: thi gian mang thai trung bnh ca thai ph
l 39,7 tun, mc ngha ti a gi thuyt H c chp nhn l:
A. 6,72%.
B. 7,72%.
C. 8,72%.
D. 9,72%.
8.6 Bi tp chng 8
131

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Gi tr thng k t kim nh gi thuyt H: t l thai ph sinh non l 12%
l:
A. t = 2,1037; t l thai ph sinh non thp hn 12% vi mc ngha 5%.
B. t = 2,1037; t l thai ph sinh non ln hn 12% vi mc ngha 5%.
C. t = 1,1037; t l thai ph sinh non cao hn 12% vi mc ngha 5%.
D. t = 1,1037; t l thai ph sinh non l 12% vi mc ngha 5%.
8.6 Bi tp chng 8
132

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Trong kim nh gi thuyt H: t l thai ph sinh non l 12%, mc ngha
ti a gi thuyt H c chp nhn l:
A. 3,48%.
B. 4,48%.
C. 5,48%.
D. 6,48%.

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
Kho st thi gian mang thai ca 100 thai ph c ht thuc v tnh c

thi gian mang thai trung bnh l 38,5 tun v lch chun ca mu c
hiu chnh 3,5 tun. Gi tr thng k t kim nh gi thuyt H: Thi gian
mang thai ca thai ph ht thuc v khng ht thuc l nh nhau l:
A. t = 1,3798; Thi gian mang thai ca thai ph ht thuc v khng ht
thuc l nh nhau vi mc ngha 5%.
B. t = 1,3798; Thi gian mang thai ca thai ph ht thuc nh hn vi
mc ngha 5%.
8.6 Bi tp chng 8
133
C. t = 2,3798; Thi gian mang thai ca thai ph ht thuc ln hn vi

mc ngha 5%.
D. t = 2,3798; Thi gian mang thai ca thai ph ht thuc nh hn vi
mc ngha 5%.

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4

thi gian mang thai trung bnh l 38,5 tun v lch chun ca mu c
hiu chnh 3,5 tun. Trong kim nh gi thuyt H: Thi gian mang thai ca
thai ph ht thuc v khng ht thuc l nh nhau, mc ngha ti a
gi thuyt H c chp nhn l
A. 2,74%.
B. 3,74%.
C. 1,74%.
D. 4,74%.
8.6 Bi tp chng 8
134

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
thi gian mang thai thy c 16 thai ph sinh non. Gi tr thng k t kim
nh gi thuyt H: t l sinh non ca thai ph c ht thuc v khng ht
thuc l nh nhau l:
A. t = 2,4753; t l sinh non ca thai ph khng ht thuc ln hn vi
mc ngha 5%.
B. t = 2,4753; t l sinh non ca thai ph c ht thuc ln hn vi mc
ngha 5%.
C. t = 1,4753; t l sinh non ca thai ph khng ht thuc ln hn vi
mc ngha 5%.
D. t = 1,4753; t l sinh non ca thai ph c ht thuc ln hn vi mc
ngha 5%.

Thi gian 34 36
S thai ph
7
36 38
10
38 40
59
40 42
41
42 44
4
8.6 Bi tp chng 8
135
Kho st thi gian mang thai ca 100 thai ph c ht thuc v tnh c thi
gian mang thai thy c 16 thai ph sinh non. Trong kim nh gi thuyt H:
t l sinh non ca thai ph c ht thuc v khng ht thuc l nh nhau,
mc ngha ti a gi thuyt H c chp nhn l:
A. 1,32%.
B. 2,32%.
C. 3,32%.
D. 4,32%.
p n cu hi trc nghim
8.3 A
8.5 C
8.7 D
8.9 B
8.11 A
8.13 D
8.15 B
8.4 B
8.6 D
8.8 C
8.10 A
8.12 A
8.14 C
8.16 A
Chng 9
Tng quan, hi qui
9.1
9.1.1
M u
S liu trong phn tch tng quan, hi qui
Quan trc n i tng v mi i tng chng ta o 2 i lng X, Y. S

liu c th ca n i tng c th nh sau:
(x1, y1 ), (x2, y2 ), . . . , (xn, yn )
V d 9.1. Kho st chiu cao Y (cm) ca 10 a tr tui X(thng tui).
Mi a tr ta ghi nhn mt cp (X; Y ) v cc gi tr nh sau:
(18; 76, 0) (19; 77, 0) (19; 76, 3) (20; 77, 3) (21; 77, 7)
(22; 78, 8) (22; 78, 2) (23; 79, 0) (24; 80, 2) (25; 80, 6)
Thng thng cc gi tr trn cn c xp thnh bng nh sau
X
Y
9.1.2
18
19
19
20
21
22
22
23
24
25
76,0 77,0 76,3 77,3 77,7 78,8 78,2 79,0 80,2 80,6
Biu tn x
Khi quan st mt i tng ta c cp gi tr (xi; yi ). c c hnh nh v

s phn tn ca cc cp gi tr (xi; yi) ta c th biu din cc cp gi tr ny
trn h trc 0xy. minh ha, vi s liu ..... ta c biu tn x nh sau
79
76
77
78
height
78
76
77
height
79
80
137
80
9.2 H s tng quan
18
19
20
21
22
23
24
25
18
age
19
20
21
22
23
24
25
age
Hnh a
Hnh b
Ta nhn thy hai a tr bt k mc d cng tui nhng c chiu cao khc

nhau (ngu nhin) tuy nhin xu hng y l chiu cao tng theo tui
(tt nhin) hay chiu cao Y thay i mt cch c h thng theo tui X.
Biu trn y gi cho thy mi lin h gia tui (X) v chiu cao
(Y ) l mt ng thng (tuyn tnh - nh hnh b). o lng mi lin h
ny, chng ta c th s dng h s tng quan
9.2
H s tng quan
nh ngha 9.1. Gi s ta c mu n quan trc (x1, y1), . . . , (xn, yn ). H s

tng quan Pearson c c tnh bng cng thc nh sau
rxy =
Trong xy =
1
n
n
P
xy x y
sx sy
xiyi
i=1
ngha h s tng quan

rxy o mc quan h tuyn tnh gia x; y v 1 rxy 1.
9.3 Tm ng thng hi qui
138
rxy = 0 hai bin s khng c quan h tuyn tnh, rxy = 1 th hai bin
s c quan h tuyn tnh tuyt i (cc cp (xi; yi) thuc mt ng
thng).
rxy < 0 quan h gia x, y l nghch bin (c ngha l khi x tng th y
gim)
rxy > 0 quan h gia x, y l ng bin (c ngha l khi x tng cao th y
tng)
V d 9.2. Nghin cu o lng cholesterol (Y ) trong mu ca 10 i
tng nam ca ngi tui (X). Kt qu o lng nh sau:
X 20 52 30 57 28 43 57 63 40 49
Y 1,9 4 2,6 4,5 2,9 3,8 4,1 4,6 3,2 4
n
1X
451
x =
= 45, 1;
xi =
n i=1
10
1X
35, 6
y =
= 3, 56
yi =
n i=1
10
s x = 11, 785; s y = 0, 8333

n
1X
1695, 4
xy =
= 169, 54
xiyi =
n i=1
10
rxy =
9.3
xy x.y
sx. sy
169, 54 33, 9 3, 56
= 0, 914
11, 785 0.8333
Tm ng thng hi qui
tin vic theo di v m t m hnh, gi tui cho c nhn il xiv

cholesterol l yi y i = 1, 2. . . 10. M hnh hi tuyn tnh pht biu rng:
yi = a + bxi + i
Ni cch khc, phng trnh trn gi nh rng cholesterol ca mt c
nhn bng mt hng s a cng vi mt h s b lin quan n tui, v mt
sai s i . Trong phng trnh trn, al chn (intercept, tc gi tr lc xi=0),
v b l dc (slope hay gradient).
9.4 S dng my tnh cm tay
139
Cc thng s a, b phi c c tnh t d liu. Phng php c tnh cc

thng s ny l phng php bnh phng nh nht (least squares method).
Nh tn gi, phng php bnh phng nh nht tm gi tr a, b sao cho tng
bnh phng sai s
n
X
[yi (a + bxi)]2
i=1
l nh nht. Sau vi thao tc ton, c th chng minh d dng rng, c

lng cho a, bp ng iu kin l
b=
xy x.
y
2
sx
a = y b
x
Cui cng ta c ng hi qui y = a + bx

yy
xx
Ch : = rxy
sy
sx
V d 9.3. xc nh phng trnh hi qui mu gia tui v cholesterol. T
yy
sy
= rxy
xx
sx
thay cc gi tr y, x
, s x , s y , rxy c tnh v d trn vo ta c kt qu
y = 0, 9311 + 0, 05988x
9.4
S dng my tnh cm tay
V d 9.4. Bi ton cho dng cp (xi, yi) nh sau:

X 20 52 30 57 28 43 57 63 40 49
Y 1,9 4 2,6 4,5 2,9 3,8 4,1 4,6 3,2 4
Tm h s tng quan rxy , ng hi qui mu y = a + bx.
a. My FX500MS (my FX570MS tng t)
9.4 S dng my tnh cm tay
140
Bc 1: Nhn phm Mod n lc mn hnh xut hin REG; chn

(REG); Chn (Lin)
Bc 2: Nhp liu 20; ,; 1.9; M+
Bc 3: Xut kt qu Shift; chn (S-Var); chn ( mi tn phi 2

ln); 1(A =a); 2(B=b); 3(r=rxy )
b. My FX500ES(tng t FX570ES)
Bc 1: SHIFT; MODE; ; chn (Stat); chn (Off)
Bc 2: MODE; chn (stat); chn (A+Bx); (nhp cc gi tr ca

X, Y vo 2 ct)
Nhp gi tr ca X 20=
Nhp gi tr ca Y 1.9=
52=
4=
Bc 3: Xut kt qu SHIFT; chn phm (Stat); chn (Reg); 1(A

=a); 2(B=b); 3(r=rxy ).
Kt qu rxy = 0, 9729; y = 0, 9311 + 0, 0599x.
Ph lc A
Cc bng gi tr xc sut

A.1
142
Gi tr hm mt chun n gin f (z) =
z
1 e 2
2
f (z)
z
0,0
0,1
0,2
0,3
0,4
0,5
0,00
0,3989
0,3970
0,3910
0,3814
0,3683
0,3521
0,01
0,3989
0,3965
0,3902
0,3802
0,3668
0,3503
0,02
0,3989
0,3961
0,3894
0,3790
0,3653
0,3485
0,03
0,3988
0,3956
0,3885
0,3778
0,3637
0,3467
0,04
0,3986
0,3951
0,3876
0,3765
0,3621
0,3448
0,05
0,3984
0,3945
0,3867
0,3752
0,3605
0,3429
0,06
0,3982
0,3939
0,3857
0,3739
0,3589
0,3410
0,07
0,3980
0,3932
0,3847
0,3725
0,3572
0,3391
0,08
0,3977
0,3925
0,3836
0,3712
0,3555
0,3372
0,09
0,3970
0,3911
0,3815
0,3684
0,3522
0,3334
0,6
0,7
0,8
0,9
1,0
0,3332
0,3123
0,2897
0,2661
0,2420
0,3312
0,3101
0,2874
0,2637
0,2396
0,3292
0,3079
0,2850
0,2613
0,2371
0,3271
0,3056
0,2827
0,2589
0,2347
0,3251
0,3034
0,2803
0,2565
0,2323
0,3230
0,3011
0,2780
0,2541
0,2299
0,3209
0,2989
0,2756
0,2516
0,2275
0,3187
0,2966
0,2732
0,2492
0,2251
0,3166
0,2943
0,2709
0,2468
0,2227
0,3125
0,2899
0,2663
0,2422
0,2181
1,1
1,2
1,3
1,4
1,5
0,2179
0,1942
0,1714
0,1497
0,1295
0,2155
0,1919
0,1691
0,1476
0,1276
0,2131
0,1895
0,1669
0,1456
0,1257
0,2107
0,1872
0,1647
0,1435
0,1238
0,2083
0,1849
0,1626
0,1415
0,1219
0,2059
0,1826
0,1604
0,1394
0,1200
0,2036
0,1804
0,1582
0,1374
0,1182
0,2012
0,1781
0,1561
0,1354
0,1163
0,1989
0,1758
0,1539
0,1334
0,1145
0,1944
0,1716
0,1499
0,1297
0,1111
1,6
1,7
1,8
1,9
2,0
0,1109
0,0940
0,0790
0,0656
0,0540
0,1092
0,0925
0,0775
0,0644
0,0529
0,1074
0,0909
0,0761
0,0632
0,0519
0,1057
0,0893
0,0748
0,0620
0,0508
0,1040
0,0878
0,0734
0,0608
0,0498
0,1023
0,0863
0,0721
0,0596
0,0488
0,1006
0,0848
0,0707
0,0584
0,0478
0,0989
0,0833
0,0694
0,0573
0,0468
0,0973
0,0818
0,0681
0,0562
0,0459
0,0942
0,0791
0,0657
0,0541
0,0441
2,1
2,2
2,3
2,4
2,5
0,0440
0,0355
0,0283
0,0224
0,0175
0,0431
0,0347
0,0277
0,0219
0,0171
0,0422
0,0339
0,0270
0,0213
0,0167
0,0413
0,0332
0,0264
0,0208
0,0163
0,0404
0,0325
0,0258
0,0203
0,0158
0,0396
0,0317
0,0252
0,0198
0,0154
0,0387
0,0310
0,0246
0,0194
0,0151
0,0379
0,0303
0,0241
0,0189
0,0147
0,0371
0,0297
0,0235
0,0184
0,0143
0,0356
0,0284
0,0224
0,0176
0,0136
2,6
2,7
2,8
2,9
3,0
0,0136
0,0104
0,0079
0,0060
0,0044
0,0132
0,0101
0,0077
0,0058
0,0043
0,0129
0,0099
0,0075
0,0056
0,0042
0,0126
0,0096
0,0073
0,0055
0,0040
0,0122
0,0093
0,0071
0,0053
0,0039
0,0119
0,0091
0,0069
0,0051
0,0038
0,0116
0,0088
0,0067
0,0050
0,0037
0,0113
0,0086
0,0065
0,0048
0,0036
0,0110
0,0084
0,0063
0,0047
0,0035
0,0104
0,0079
0,0060
0,0044
0,0033
0,03
0,0030
0,0022
0,0016
0,0011
0,0008
0,04
0,0029
0,0021
0,0015
0,0011
0,0008
143
z
3,1
3,2
3,3
3,4
3,5
0,00
0,0033
0,0024
0,0017
0,0012
0,0009
0,01
0,0032
0,0023
0,0017
0,0012
0,0008
0,02
0,0031
0,0022
0,0016
0,0012
0,0008
0,05
0,0028
0,0020
0,0015
0,0010
0,0007
0,06
0,0027
0,0020
0,0014
0,0010
0,0007
0,07
0,0026
0,0019
0,0014
0,0010
0,0007
0,08
0,0025
0,0018
0,0013
0,0009
0,0007
0,09
0,0024
0,0017
0,0012
0,0009
0,0006
3,6
3,7
3,8
3,9
0,0006
0,0004
0,0003
0,0002
0,0006
0,0004
0,0003
0,0002
0,0006 0,0005 0,0005 0,0005 0,0005

0,0004 0,0004 0,0004 0,0004 0,0003
0,0003 0,0003 0,0003 0,0002 0,0002
0,0002 0,0002 0,0002 0,0002 0,0002
Bng A.1: Gi tr hm mt chun ha
0,0005
0,0003
0,0002
0,0002
0,0005
0,0003
0,0002
0,0001
0,0004
0,0003
0,0002
0,0001
A.2 Gi tr hm Laplace (x) ca phn phi chun n gin

A.2
Gi tr hm (x) =
Rx
0
1
2
144

exp 12 z 2 dz
(x)
0,00
0,01
0,02
0,03
0,04
0,05
0,06
0,07
0,08
0,09
0,0
0,1
0,2
0,3
0,4
0,5
0,0000
0,0398
0,0793
0,1179
0,1554
0,1915
0,0040
0,0438
0,0832
0,1217
0,1591
0,1950
0,0080
0,0478
0,0871
0,1255
0,1628
0,1985
0,0120
0,0517
0,0910
0,1293
0,1664
0,2019
0,0160
0,0557
0,0948
0,1331
0,1700
0,2054
0,0199
0,0596
0,0987
0,1368
0,1736
0,2088
0,0239
0,0636
0,1026
0,1406
0,1772
0,2123
0,0279
0,0675
0,1064
0,1443
0,1808
0,2157
0,0319
0,0714
0,1103
0,1480
0,1844
0,2190
0,0359
0,0753
0,1141
0,1517
0,1879
0,2224
0,6
0,7
0,8
0,9
1,0
0,2257
0,2580
0,2881
0,3159
0,3413
0,2291
0,2611
0,2910
0,3186
0,3438
0,2324
0,2642
0,2939
0,3212
0,3461
0,2357
0,2673
0,2967
0,3238
0,3485
0,2389
0,2704
0,2995
0,3264
0,3508
0,2422
0,2734
0,3023
0,3289
0,3531
0,2454
0,2764
0,3051
0,3315
0,3554
0,2486
0,2794
0,3078
0,3340
0,3577
0,2517
0,2823
0,3106
0,3365
0,3599
0,2549
0,2852
0,3133
0,3389
0,3621
1,1
1,2
1,3
1,4
1,5
0,3643
0,3849
0,4032
0,4192
0,4332
0,3665
0,3869
0,4049
0,4207
0,4345
0,3686
0,3888
0,4066
0,4222
0,4357
0,3708
0,3907
0,4082
0,4236
0,4370
0,3729
0,3925
0,4099
0,4251
0,4382
0,3749
0,3944
0,4115
0,4265
0,4394
0,3770
0,3962
0,4131
0,4279
0,4406
0,3790
0,3980
0,4147
0,4292
0,4418
0,3810
0,3997
0,4162
0,4306
0,4429
0,3830
0,4015
0,4177
0,4319
0,4441
1,6
1,7
1,8
1,9
2,0
0,4452
0,4554
0,4641
0,4713
0,4772
0,4463
0,4564
0,4649
0,4719
0,4778
0,4474
0,4573
0,4656
0,4726
0,4783
0,4484
0,4582
0,4664
0,4732
0,4788
0,4495
0,4591
0,4671
0,4738
0,4793
0,4505
0,4599
0,4678
0,4744
0,4798
0,4515
0,4608
0,4686
0,475
0,4803
0,4525
0,4616
0,4693
0,4756
0,4808
0,4535
0,4625
0,4699
0,4761
0,4812
0,4545
0,4633
0,4706
0,4767
0,4817
2,1
2,2
2,3
2,4
2,5
0,4821
0,4861
0,4893
0,4918
0,4938
0,4826
0,4864
0,4896
0,4920
0,4940
0,4830
0,4868
0,4898
0,4922
0,4941
0,4834
0,4871
0,4901
0,4925
0,4943
0,4838
0,4875
0,4904
0,4927
0,4945
0,4842
0,4878
0,4906
0,4929
0,4946
0,4846
0,4881
0,4909
0,4931
0,4948
0,4850
0,4884
0,4911
0,4932
0,4949
0,4854
0,4887
0,4913
0,4934
0,4951
0,4857
0,4890
0,4916
0,4936
0,4952
2,6
2,7
2,8
2,9
3,0
0,4953
0,4965
0,4974
0,4981
0,4987
0,4955
0,4966
0,4975
0,4982
0,4987
0,4956
0,4967
0,4976
0,4982
0,4987
0,4957
0,4968
0,4977
0,4983
0,4988
0,4959
0,4969
0,4977
0,4984
0,4988
0,4960
0,4970
0,4978
0,4984
0,4989
0,4961
0,4971
0,4979
0,4985
0,4989
0,4962
0,4972
0,4979
0,4985
0,4989
0,4963
0,4973
0,4980
0,4986
0,4990
0,4964
0,4974
0,4981
0,4986
0,4990
A.2 Gi tr hm Laplace (x) ca phn phi chun n gin
x
3,1
3,2
3,3
3,4
3,5
0,00
0,4990
0,4993
0,4995
0,4997
0,4998
0,01
0,4991
0,4993
0,4995
0,4997
0,4998
0,02
0,4991
0,4994
0,4995
0,4997
0,4998
0,03
0,4991
0,4994
0,4996
0,4997
0,4998
3,6
3,7
3,8
3,9
0,4998
0,4999
0,4999
0,5000
0,4998
0,4999
0,4999
0,5000
Bng
0,4999 0,4999
0,4999 0,4999
0,4999 0,4999
0,5000 0,5000
A.2: Gi tr hm
0,04
0,4992
0,4994
0,4996
0,4997
0,4998
0,05
0,4992
0,4994
0,4996
0,4997
0,4998
0,4999 0,4999
0,4999 0,4999
0,4999 0,4999
0,5000 0,5000
ca phn phi
0,06
0,4992
0,4994
0,4996
0,4997
0,4998
145
0,07
0,4992
0,4995
0,4996
0,4997
0,4998
0,08
0,4993
0,4995
0,4996
0,4997
0,4998
0,09
0,4993
0,4995
0,4997
0,4998
0,4998
0,4999 0,4999
0,4999 0,4999
0,4999 0,4999
0,5000 0,5000
chun n gin
0,4999
0,4999
0,4999
0,5000
0,4999
0,4999
0,4999
0,5000
Gi tr phn v ca lut Student (T Tn )
P (|T | > tn ) =
/2
/2
-tn
tn
HH
HH
n
H
H
0,14
0,13
0,12
0,11
0,10
0,09
0,08
0,07
0,06
0,05
0,04
0,03
0,02
0,01
1
2
3
4
5
4,474
2,383
1,995
1,838
1,753
4,829
2,495
2,072
1,902
1,810
5,242
2,620
2,156
1,971
1,873
5,730
2,760
2,249
2,048
1,941
6,314
2,920
2,353
2,132
2,015
7,026
3,104
2,471
2,226
2,098
7,916
3,320
2,605
2,333
2,191
9,058
3,578
2,763
2,456
2,297
10,579
3,896
2,951
2,601
2,422
12,706
4,303
3,182
2,776
2,571
15,895
4,849
3,482
2,999
2,757
21,205
5,643
3,896
3,298
3,003
31,821
6,965
4,541
3,747
3,365
63,657
9,925
5,841
4,604
4,032
6
7
8
9
10
1,700
1,664
1,638
1,619
1,603
1,754
1,715
1,687
1,666
1,650
1,812
1,770
1,740
1,718
1,700
1,874
1,830
1,797
1,773
1,754
1,943
1,895
1,860
1,833
1,812
2,019
1,966
1,928
1,899
1,877
2,104
2,046
2,004
1,973
1,948
2,201
2,136
2,090
2,055
2,028
2,313
2,241
2,189
2,150
2,120
2,447
2,365
2,306
2,262
2,228
2,612
2,517
2,449
2,398
2,359
2,829
2,715
2,634
2,574
2,527
3,143
2,998
2,896
2,821
2,764
3,707
3,499
3,355
3,250
3,169
11
12
13
14
15
1,591
1,580
1,572
1,565
1,558
1,636
1,626
1,616
1,609
1,602
1,686
1,674
1,664
1,656
1,649
1,738
1,726
1,715
1,706
1,699
1,796
1,782
1,771
1,761
1,753
1,859
1,844
1,832
1,821
1,812
1,928
1,912
1,899
1,887
1,878
2,007
1,989
1,974
1,962
1,951
2,096
2,076
2,060
2,046
2,034
2,201
2,179
2,160
2,145
2,131
2,328
2,303
2,282
2,264
2,249
2,491
2,461
2,436
2,415
2,397
2,718
2,681
2,650
2,624
2,602
3,106
3,055
3,012
2,977
2,947
A.3 Gi tr phn v ca lut Student
A.3
146
H
HH
HH
n
H
0,14
0,13
0,12
0,11
0,10
0,09
0,08
0,07
0,06
0,05
0,04
0,03
0,02
0,01
16
17
18
19
20
1,553
1,548
1,544
1,540
1,537
1,596
1,591
1,587
1,583
1,579
1,642
1,637
1,632
1,628
1,624
1,692
1,686
1,681
1,677
1,672
1,746
1,740
1,734
1,729
1,725
1,805
1,798
1,792
1,786
1,782
1,869
1,862
1,855
1,850
1,844
1,942
1,934
1,926
1,920
1,914
2,024
2,015
2,007
2,000
1,994
2,120
2,110
2,101
2,093
2,086
2,235
2,224
2,214
2,205
2,197
2,382
2,368
2,356
2,346
2,336
2,583
2,567
2,552
2,539
2,528
2,921
2,898
2,878
2,861
2,845
21
22
23
24
25
1,534
1,531
1,529
1,526
1,524
1,576
1,573
1,570
1,568
1,566
1,621
1,618
1,615
1,612
1,610
1,669
1,665
1,662
1,660
1,657
1,721
1,717
1,714
1,711
1,708
1,777
1,773
1,770
1,767
1,764
1,840
1,835
1,832
1,828
1,825
1,909
1,905
1,900
1,896
1,893
1,988
1,983
1,978
1,974
1,970
2,080
2,074
2,069
2,064
2,060
2,189
2,183
2,177
2,172
2,167
2,328
2,320
2,313
2,307
2,301
2,518
2,508
2,500
2,492
2,485
2,831
2,819
2,807
2,797
2,787
26
27
28
29
30
1,522
1,521
1,519
1,517
1,516
1,564
1,562
1,560
1,558
1,557
1,608
1,606
1,604
1,602
1,600
1,655
1,653
1,651
1,649
1,647
1,706
1,703
1,701
1,699
1,697
1,761
1,758
1,756
1,754
1,752
1,822
1,819
1,817
1,814
1,812
1,890
1,887
1,884
1,881
1,879
1,967
1,963
1,960
1,957
1,955
2,056
2,052
2,048
2,045
2,042
2,162
2,158
2,154
2,150
2,147
2,296
2,291
2,286
2,282
2,278
2,479
2,473
2,467
2,462
2,457
2,779
2,771
2,763
2,756
2,750
40
60
80
100
1000
1,506
1,496
1,491
1,488
1,477
1,546
1,535
1,530
1,527
1,515
1,589
1,577
1,572
1,568
1,556
1,635 1,684 1,737

1,622 1,671 1,723
1,616 1,664 1,716
1,613 1,660 1,712
1,600 1,646 1,697
Bng A.3: Gi tr
1,796 1,862 1,936

2,021
1,781 1,845 1,917
2,000
1,773 1,836 1,908
1,990
1,769 1,832 1,902
1,984
1,752 1,814 1,883
1,962
phn v ca lut Student
2,123
2,099
2,088
2,081
2,056
2,250
2,223
2,209
2,201
2,173
2,423
2,390
2,374
2,364
2,330
2,704
2,660
2,639
2,626
2,581
A.3 Gi tr phn v ca lut Student
Bng A.3: Gi tr phn v ca lut Student (tip theo)
147
Ph lc B
Gii thch l thuyt
B.1
B.1.1
c lng khong
c lng khong cho trung bnh
Trng hp X X(; 2), bit
T 6.1 trang 99 ta c
N
X
2
;
n
suy ra T =
Gi t 1 l gi tr ca T sao cho
2
Thay T vo ta c

X
N (0; 1)
P t 1 < T < t 1 = 1
2
2
+ t
t
=1
<
<
X
P X
n 1
n 1
2
2
t
+ t
Vy ta c 1 = X
v
=
X
2
n 1
n 1
2
2
Cc trng hp cn li gii tng t.
B.2 Kim nh gi thit

B.1.2
149
c lng khong cho t l
T 6.5 trang 100 ta c

p
2
X np
.
.
N (0; 1)
X = X1 + . . . + Xn N np; np(1 p) hay p
np(1 p)
(B.1)
p
Bi v F
p= X/n l c lng im cho p cho nn n(X/n)(1 X/n) s xp
x cho np(1 p), cho nn B.1 tr thnh
X np
.
T =p
N (0; 1)
n(X/n)(1 X/n)
Gi t 1 l gi tr ca T sao cho
2
P t 1 < T < t 1 = 1
2
2
Thay T vo ta c
r
r
X/n(1 X/n)
X/n(1 X/n)
P X/n
< t 1 < p < X/n +
< t 1 = 1
n
n
2
2
Ch . Khi c mu c th ta thay F = X/n bng gi tr f, l t l phn t

A trn mu.
B.2
B.2.1
Kim nh gi thit
So snh trung bnh vi mt s
Gi l trung bnh ca X, cn kim nh gi thit:

Gi thit khng H0 : = 0
i thit H1 :
= 1
l c lng im cho , do ta s chp nhn gi thit nu X

v
Bi v X
0 khng qu khc nhau. Do min bc b s c dng

0 | > c
C = (X1 , . . . , Xn ) : |X
(B.2)
B.2 Kim nh gi thit
150
vi c l mt gi tr no .
Nu cho trc mc ngha , chng ta s xc nh gi tr ti hn c trong
(B.2) sao cho sai lm loi I bng vi . Do , c phi thoi

0 | > c| = 0 =
0 | > c|H0 = hay P |X
(B.3)
P |X
y ch xt trng hp X N (; 2) v bit . Khi = 0 th theo

(6.1) trang 99 ta c
T =
0
X
X
=
N (0; 1)
n
n
By gi (B.3) tr thnh

c n
P |T | >
=
Ta bit rng T N (0; 1) th P |T | > t 1 = . Cho nn ta chn

2
c n
= t 1 . Vy ta bc b H0 khi
2
0 |
|X
T =
> t1
2
n
B.2.2
So snh t l vi mt s
Ging nh B.2.1, y ta xem thng k

p
2
X np
.
.
X = X1 + . . . + Xn N np; np(1 p) hay T = p
N (0; 1)
np(1 p)
Ti liu tham kho

[1] Nguyn Ph Vinh. Xc Sut - Thng K V ng Dng
[2] inh Vn Gng. (1999). L thuyt xc sut v thng k ton. NXB Gio
dc.
[3] T Anh Dng. (2007). L thuyt xc sut v thng k ton. NXB HQG
TP.HCM.
[4] Nguyn Bc Vn. (1999). Xc sut v x l s liu thng k. NXB Gio
dc.
[5] ng Hn. (1986). Xc sut thng k. NXB Thng k.
[6] Sheldon M. Ross. (1987). Introduction to probability and statistics for
engineers and scientists. A John Wiley & Sons Publication.
[7] F.M. Dekking. (2005). A modern introduction to Probability and Statistics. Springer Publication.
[8] T.T. Song. (2004). Fundamentals of probability and statistics for engineers. A John Wiley & Sons Publication.
[9] Ronald N. Forthofer. (2007). Biostatistics: Aguide to design, analysis,
and discovery. Academic Press.
[10] Y. Suhov. (2005). Volume I: Basic probability and statistics. Cambridge
University Press.
[11] Michaelr. Chernick. (2003). Introductory biostatistics for the health sciences. A John Wiley & Sons Publication.
[12] E.L. Lehmann. (2005). Testing statistical hypotheses: Third Edition.
Springer Publication.

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B CNG THNG

TRNG I HC CNG NGHIP TP. HCM

TP. HCM Ngy 21 thng 4 nm 2011

1 Bin c, xc sut ca bin c

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

1.2 Quan h gia cc bin c

1.3 nh ngha xc sut . . . . . . . . . . . . . . . . . . . . . . .

1.4 Xc sut c iu kin, s c lp . . . . . . . . . . . . . . . .

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

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

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

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

Cng thc xc sut Bayes . . . . . . . . . . . . . . . .

2 Bin ngu nhin

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

2.2 Phn phi xc sut ca bin ngu nhin . . . . . . . . . . . .

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

X l bin ngu nhin lin tc . . . . . . . . . . . . . .

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

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

Phng sai - VarX . . . . . . . . . . . . . . . . . . . .

3 Mt s phn phi xc sut thng dng

3.1 Phn phi Bernoulli . . . . . . . . . . . . . . . . . . . . . . .

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

3.3 Phn phi Siu bi . . . . . . . . . . . . . . . . . . . . . . . .

3.4 Phn phi Poisson . . . . . . . . . . . . . . . . . . . . . . . .

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

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

4.2 Bt ng thc Markov, Chebyshev . . . . . . . . . . . . . . .

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

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

Lin h gia phn phi nh thc v chun . . . . . . .

Lin h gia siu bi v nh thc . . . . . . . . . . . .

Lin h gia nh thc v Poisson . . . . . . . . . . . .

5 Vct ngu nhin

5.1 Khi nim vct ngu nhin . . . . . . . . . . . . . . . . . . .

5.2 Phn phi xc sut ca (X, Y ) . . . . . . . . . . . . . . . . . .

(X, Y ) l vct ngu nhin ri rc . . . . . . . . . . . .

6.1 Tng th, mu . . . . . . . . . . . . . . . . . . . . . . . . . . .

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

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

6.4 Phn phi xc sut ca trung bnh mu . . . . . . . . . . . .

6.5 i lng thng k . . . . . . . . . . . . . . . . . . . . . . . . 100

7.1 Khi nim chung . . . . . . . . . . . . . . . . . . . . . . . . . 101

M t phng php. . . . . . . . . . . . . . . . . . . . 102

c lng khong cho trung bnh . . . . . . . . . . . . 102

c lng khong cho t l . . . . . . . . . . . . . . . 106

7.4 Bi tp chng 7 . . . . . . . . . . . . . . . . . . . . . . . . . 108

8.1 Bi ton kim nh gi thit . . . . . . . . . . . . . . . . . . . 111

Gi thit khng, i thit . . . . . . . . . . . . . . . . 111

Hai loi sai lm . . . . . . . . . . . . . . . . . . . . . . 112

Phng php chn min ti hn . . . . . . . . . . . . . 113

8.2 Kim nh gi thit v trung bnh . . . . . . . . . . . . . . . . 113

S liu trong phn tch tng quan, hi qui

9.2 H s tng quan . . . . . . . . . . . . . . . . . . . . . . . . . 137

A.2 Gi tr hm Laplace (x) ca phn phi chun n gin . . . 144

B.1 c lng khong . . . . . . . . . . . . . . . . . . . . . . . . . 148

Php th, bin c

- Php th l vic thc hin mt th nghim hoc quan st mt hin tng

- Tp hp tt c cc kt qu, c th xy ra khi thc hin php th gi l

1.2 Quan h gia cc bin c

A: S chm trn mt xut hin l s chn

V d 1.4. Mt sinh vin thi kt thc mn xc sut thng k.

Quan h gia cc bin c