BIN SON : TS.

MAI VN NAM

NH XUT BN VN HA THNG TIN

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Mc lc Trang

PHN I

GII THIU MN HC I. NGUN GC MN HC II. THNG K L G? 1. nh ngha 2. Chc nng ca thng k 3. Phng php thng k III. CC KHI NIM THNG DNG TRONG THNG K 1. Tng th thng k 2. Mu 3. Quan st 4. Tiu thc thng k 5. Tham s tng th 6. Tham s mu IV. CC LOI THANG O 1. Khi nim 2. Cc loi thang o V. THU THP THNG TIN 1. Xc nh ni dung thng tin 2. Ngun s liu 2.1. D liu th cp 2.2. D liu s cp 4.3. Cc phng php thu thp thng tin

PHN II CHNG I

THNG K M T TNG HP V TRNH BY D LIU THNG K I. PHN T THNG K 1. Khi nim 2. Nguyn tc phn t 3. Phn t theo tiu thc thuc tnh 4. Phn t theo tiu thc s lng 5. Bng phn phi tn s 6. Cc loi phn t thng k II. BNG THNG K 1. Khi nim 2. Cu thnh bng thng k 3. Cc yu cu v qui c xy dng bng thng k III. TNG HP BNG TH 1. Biu hnh ct 2. Biu din tch 3. Biu tng hnh 4. th ng gp khc 5. Biu hnh mng nhn

CHNG II

CC MC CA HIN TNG KINH T-X HI I. S TUYT I II. S TNG I 1. S tng i ng thi

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2. S tng i so snh 3. S tng i k hoch 4. S tng i kt cu 5. S tng i cng III. S O TP TRUNG S BNH QUN 1. S trung bnh cng 2. S trung bnh gia quyn 3. S trung bnh iu ha 4. S trung bnh nhn 5. S trung v - Me 6. Mt Mo IV. S O PHN TN 1. Khong bin thin 2. lch tuyt i trung bnh 3. Phng sai 4. lch chun 5. H s bin thin V. PHNG PHP CH S 1. Ch s c th 2. Ch s tng hp 2.1. Ch s tng hp gi c 2.2. Ch s tng hp khi lng 3. Ch s trung bnh tnh t ch s tng hp 3.1. Ch s trung bnh iu ha v bin ng ca ch tiu cht lng 3.2. Ch s trung bnh s hc v bin ng ca ch tiu khi lng 4. Ch s khng gian 4.1. Ch s tng hp nghin cu s bin ng ca ch tiu cht lng hai th trng A v B. 4.2. Ch s tng hp nghin cu s bin ng ca ch tiu khi lng hai th trng A v B 5. H thng ch s lin hon 2 nhn t PHN III CHNG III THNG K SUY LUN PHN PHI V PHN PHI MU I. PHN PHI CHUN 1. nh ngha 2. Phn phi chun tc (n gin) 3. Bng phn phi chun tc (n gin) 4. Khi nim Z 5. Mt vi cng thc xc sut thng dng II. PHN PHI CA I LNG THNG K 1. Phn phi Chi bnh phng 2. Phn phi Student 3. Phn phi Fisher (F) III. PHN PHI MU 1. Khi nim 2. nh l gii hn trung tm 3. Cc tnh cht ca phn phi mu
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CHNG IV

C LNG KHONG TIN CY I. KHI NIM II. C LNG TRUNG BNH TNG TH 1. Khi bit phng sai 2 2. Khi cha bit phng sai 2 III. C LNG T L TNG TH IV. C LNG PHNG SAI TNG TH V. C LNG CHNH LCH HAI TRUNG BNH TNG TH 1. c lng khong tin cy d trn s phi hp tng cp 2. c lng khong tin cy da vo mu c lp VI. C LNG HAI CHNH LCH T L TNG TH VII. C LNG C MU (Estimating the sample size) 1. C mu trong c lng khong tin cy ca trung bnh tng th 2. C mu trong c lng khong tin cy ca t l tng th

CHNG V

KIM NH GI THUYT I. MT S KHI NIM 1. Cc loi gi thuyt trong thng k 2. Cc loi sai lm trong kim nh gi thuyt 3. Qui trnh tng qut trong kim nh gi thuyt II. KIM NH THAM S 1. Kim nh trung bnh tng th 2. Kim nh t l p tng th 3. Kim nh phng sai 4. Gi tr p ca kim nh 5. Kim nh s khc nhau ca 2 phng sai tng th 6. Kim nh s khc nhau ca hai trung bnh tng th 7. Kim nh s khc bit ca hai t l tng th (vi c mu ln) III. KIM NH PHI THAM S 1. Kim nh Willcoxon (Kim nh T) 2. Kim nh Mann - Whitney (Kim nh U) 3. Kim nh Kruskal Wallis 4. Kim nh s ph hp 5. Kim nh v s c lp, kim nh v mi lin h IV. PHN TCH PHNG SAI (ANOVA) 1. Phn tch phng sai mt chiu 2. Phn tch phng sai hai chiu 3. Trng hp c hn mt tham s trong mt

CHNG VI

TNG QUAN V HI QUI TUYN TNH I. H S TNG QUAN 1. H s tng quan 2. Kim nh gi thuyt v mi lin h tng quan II. M HNH HI QUI TUYN TNH N GIN 1. M hnh hi qui tuyn tnh mt chiu (tuyn tnh n gin) 2.Phng trnh hi qui tuyn tnh mu
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Mc lc 3. Khong tin cy ca cc h s hi qui 4. Kim nh tham s hi qui tng th () 5. Phn tch phng sai hi qui 6. D bo trong phng php hi qui tuyn tnh n gin 7. M rng m hnh hi qui 2 bin III. HI QUI TUYN TNH BI 1. M hnh hi bi 2. Phng trnh hi qui bi ca mu 3. Khong tin cy ca cc h s hi qui 4. Kim nh tng tham s hi qui tng th (i) 5. Phn tch phng sai hi qui

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CHNG VII

DY S THI GIAN I. DY S THI GIAN 1. nh ngha 2. Phn loi 3 Phng php lun d bo thng k 4. o lng chnh xc ca d bo 5. S la chn cng thc tnh sai s d bo II. MT S CH TIU C BN V DY S THI GIAN 1. Mc trung bnh theo thi gian 2. Lng tng gim tuyt 3. Tc pht trin 3. Tc pht trin trung bnh 4. Tc tng gim 5. Gi tr tuyt i ca 1% tng gim III. MT S M HNH D BO 1. D on da vo lng tng gim tuyt i trung bnh 2. D on da vo tc pht trin trung bnh 3. Phng php lm phng s m n gin 4. D bo bng hm xu hng IV. PHN TCH TNH THI V CA DY S THI GIAN 1. Cc yu t nh hng n bin ng ca dy S thi gian 2. Phn tch ch s thi v

CHNG VIII PHNG PHP CHN MU I. IU TRA CHN MU 1. iu tra chn mu, u im, hn ch v iu kin vn dng 2. Sai s chn mu v phm vi sai s chn mu 3. n v chn mu v dn chn mu 4. Phng php chn mu ngu nhin 5. Phng php chn mu phi ngu nhin 6. Cc phng php t chc chn mu 7. Xc nh c mu, phn b mu v tnh sai s chn mu II. SAI S TRONG IU TRA THNG K 1. Sai s trong qu trnh chun b iu tra thng k 2. Sai s trong qu trnh t chc iu tra 3. Sai s lin quan n qu trnh x l thng tin

LI NI U Thng k l mt ngnh khoa hc c vai tr quan trng trong hu ht cc lnh vc kinh t x hi. Nguyn l thng k kinh t, l thuyt thng k theo hng ng dng trong lnh vc kinh t v qun tr kinh doanh, l cng c khng th thiu c trong hot ng nghin cu v qun l. Nguyn l thng k kinh t tr thnh mt mn hc c s trong hu ht cc ngnh o to thuc khi kinh t. Trong bi cnh o to i hc theo tn ch ha, thi gian ln lp c gii hn v sinh vin c khuyn khch t tham kho ti liu v t hc c hng dn ca ging vin. Nhu cu v mt ti liu ging dy v hc tp mn nguyn l thng k kinh t, va ph hp vi chng trnh o to theo tn ch, va nht qun vi cc mn hc nh lng trong chng trnh o to bc i hc l cn thit. Gio trnh ny c bin son nhm mc ch gip cho bn c am hiu cc vn v l thuyt, chun b cho nhng tit thc hnh trn my tnh c hiu qu, l c s quan trng cho ngi hc tip cn cc mn hc chuyn ngnh kinh t. p ng nhu cu trn, Tc gi thc hin bin son quyn sch gio trnh thng k kinh t. Ti liu ny c vit trn c s bn c c kin thc v xc sut thng k ton, cho nn cun sch khng i su v mt ton hc m ch trng n kt qu v ng dng trong lnh vc kinh t v qun tr kinh doanh vi cc v d gn gi vi thc t. Vi kinh nghim ging dy c tch ly qua nhiu nm, tham gia thc hin cc ti nghin cu trong lnh vc kinh t x hi; cng vi s phi hp v h tr ca ng nghip, c bit ca ThS. Nguyn Ngc Lam, Tc gi hy vng quyn sch ny p ng c nhu cu hc tp ca cc sinh vin v nhu cu tham kho ca cc bn c c quan tm n nguyn l thng k kinh t trong nghin cu kinh t x hi. Trong qu trnh bin son chc chn khng trnh khi nhng thiu st, Tc gi rt mong nhn c nhng kin ng gp qu bu ca bn c ln ti bn sau quyn sch c hon thin hn. Xin chn thnh cm n. Tc gi TS.Mai Vn Nam

PHN I
GII THIU MN HC
I. NGUN GC MN HC Nu thng k c hiu theo ngha thng thng th ngay t thi c i con ngi ch n vic ny thng qua vic ghi chp n gin. Cui th k XVII, lc lng sn xut pht trin mnh m lm cho phng thc sn xut ca ch ngha t bn ra i. Kinh t hng ha pht trin dn n cc ngnh sn xut ring bit tng thm, phn cng lao ng x hi ngy cng pht trin. Tnh cht x hi ca sn xut ngy cng cao, th trng c m rng khng ch trong mt nc m ton th gii. phc v cho mc ch kinh t, chnh tr v qun s nh nc t bn v cc ch t bn cn rt nhiu thng tin thng xuyn v th trng, gi c, sn xut, nguyn liu, dn s,... Do , cng tc thng k pht trin nhanh chng. Chng ta c th a ra 3 nhm tc gi c gi l nhng ngi khai sng cho ngnh khoa hc thng k: - Nhng ngi u tin a ngnh khoa hc thng k i vo thc tin, i din cho nhng tc gi ny l nh kinh t hc ngi c H.Conhring (1606 - 1681), nm 1660 ng ging dy ti trng i hc Halmsted v phng php nghin cu hin tng x hi da vo s liu iu tra c th. - Vi nhng thnh qu ca ngi i trc, b sung hon chnh thnh mn hc chnh thng, i din l William Petty, mt nh kinh t hc ca ngi Anh, l tc gi cun S hc chnh tr xut bn nm 1682, mt s tc phm c tnh cht phn tch thng k u tin ra i. - Thng k c gi vi nhiu tn khc nhau thi by gi, sau nm 1759 mt gio s ngi c, Achenwall (1719-1772) ln u tin dng danh t Statistics (mt thut ng gc La tinh Status, c ngha l Nh nc hoc trng thi ca hin tng) - sau ny ngi ta dch ra l Thng k. K t , thng k c s pht trin rt mnh m v ngy cng hon thin, gn lin vi nhiu nh ton hc - thng k hc ni ting nh: M.V.Lomonoxop (nga, 1711-1765), Laplace (Php, 1749-1827), I.Fisher, W.M.Pearsons,... II. THNG K L G? 1. nh ngha Thng k l mt h thng cc phng php bao gm thu thp, tng hp, trnh by s liu, tnh ton cc c trng ca i tng nghin cu nhm phc v cho qu trnh phn tch, d on v ra quyt nh. 2. Chc nng ca thng k Thng k thng c phn thnh 2 lnh vc: - Thng k m t (Descriptive statistics): l cc phng php c lin quan n vic thu thp s liu, tm tt, trnh by, tnh ton v m t cc c trng khc nhau phn nh mt cch tng qut i tng nghin cu. - Thng k suy lun (Inferential statistics): l bao gm cc phng php c lng cc c trng ca tng th, phn tch mi lin h gia cc hin tng nghin cu, d on hoc ra quyt nh trn c s thng tin thu thp t kt qu quan st mu.

3. Phng php thng k - Thu thp v x l s liu: S liu thu thp thng rt nhiu v hn n, cc d liu cha p ng cho qu trnh nghin cu. c hnh nh tng qut v tng th nghin cu, s liu thu thp phi c x l tng hp, trnh by, tnh ton cc s o; kt qu c c s gip khi qut c c trng ca tng th. - Nghin cu cc hin tng trong hon cnh khng chc chn: Trong thc t, c nhiu hin tng m thng tin lin quan n i tng nghin cu khng y mc d ngi nghin cu c s c gng. V d nh nghin cu v nhu cu ca th trng v mt sn phm mc no, tnh trng ca nn kinh t ra sao, nm c cc thng tin ny mt cch r rng qu l mt iu khng chc chn. - iu tra chn mu: Trong mt s trng hp nghin cu ton b tt c cc quan st ca tng th l mt iu khng hiu qu, xt c v tnh kinh t (chi ph, thi gian) v tnh kp thi, hoc khng thc hin c. Chnh iu ny t ra cho thng k xy dng cc phng php ch cn nghin cu mt b phn ca tng th m c th suy lun cho hin tng tng qut m vn m bo tin cy cho php, l phng php iu tra chn mu. - Nghin cu mi lin h gia cc hin tng: Gia cc hin tng nghin cu thng c mi lin h vi nhau. V d nh mi lin h gia chi tiu v thu nhp; mi lin h gia lng vn vay v cc yu t tc ng n lng vn vay nh chi tiu, thu nhp, trnh hc vn; mi lin h gia tc pht trin vi tc pht trin ca cc ngnh, lm pht, tc pht trin dn s,S hiu bit v mi lin h gia cc hin tng rt c ngha, phc v cho qu trnh d on - D on: D on l mt cng vic cn thit trong tt c cc lnh vc hot ng. Trong hot ng d on ngi ta c th chia ra thnh nhiu loi: (1). D on da vo nh lng v da vo nh tnh. Tuy nhin, trong thng k chng ta ch yu xem xt v mt nh lng vi mc ch cung cp cho nhng nh qun l c ci nhn mang tnh khoa hc hn v c th hn trc khi ra quyt nh ph hp. (2). D on da vo ni suy v da vo ngoi suy. - D on ni suy l chng ta da vo bn cht ca hin tng suy lun, v d nh chng ta xem xt mt lin h gia lng sn phm sn xut ra ph thuc cc yu t u vo nh vn, lao ng v trnh khoa hc k thut. - D on da vo ngoi suy l chng ta ch quan st s bin ng ca hin tng trong thc t, tng hp li thnh qui lut v s dng qui lut ny suy lun, d on s pht trin ca hin tng. V d nh nh gi kt qu hot ng ca mt cng ty ngi ta xem xt kt qu hot ng kinh doanh ca h qua nhiu nm. Ngoi ra, ngi ta cn c th phn chia d bo thng k ra thnh nhiu loi khc.

III. CC KHI NIM THNG DNG TRONG THNG K 1. Tng th thng k (Populations) Tng th thng k l tp hp cc n v c bit v s vt, hin tng trn c s mt c im chung no cn c quan st, phn tch mt lng ca chng. Cc n v, phn t to nn hin tng c gi l cc n v tng th. Nh vy mun xc nh c mt tng th thng k, ta cn phi xc nh c tt c cc n v tng th ca n. Thc cht ca vic xc nh tng th thng k l vic xc nh cc n v tng th. Trong nhiu trng hp, cc n v ca tng th c biu hin mt cch r rng, d xc nh. Ta gi n l tng th b l. Ngc li, mt tng th m cc n v ca n khng c nhn bit mt cch trc tip, ranh gii ca tng th khng r rng c gi l tng th tim n. i vi tng th tim n, vic tm c y , chnh xc gp nhiu kh khn. Vic nhm ln, b st cc n trong tng th d xy ra. V d nh tng th l nhng nhng m nhc c in, tng th ngi m tn d oan,... 2. Mu (Samples) Mu l mt b phn ca tng th, m bo c tnh i din v c chn ra quan st v dng suy din cho ton b tng th. Nh vy, tt c cc phn t ca mu phi thuc tng th, nhng ngc li cc phn t ca tng th th cha chc thuc mu. iu ny tng chng l n gin, tuy nhin trong mt s trng hp vic xc nh mu cng c th dn n nhm ln, c bit l trong trng hp tng th ta nghin cu l tng th tim n. Ngoi ra, chn mu nh th no lm c s suy din cho tng th, tc l mu phi mang tnh i din cho tng th. iu ny thc s khng d dng, ta ch c gng hn ch ti a s sai bit ny m thi ch khng th khc phc c hon ton. 3. Quan st (Observations) L mi n v ca mu ; trong mt s ti liu cn c gi l quan trc. 4. Tiu thc thng k Cc n v tng th thng c nhiu c im khc nhau, tuy nhin trong thng k ngi ta ch chn mt s c im nghin cu, cc c im ny ngi ra gi l tiu thc thng k. Nh vy, tiu thc thng k l khi nim ch cc c im ca n v tng th. Mi tiu thc thng k u c cc gi tr biu hin ca n, da vo s biu hin ca n ngi ta chia ra lm hai loi: a) Tiu thc thuc tnh: l tiu thc phn nh loi hoc tnh cht ca n v. V d nh ngnh kinh doanh, ngh nghip,... b) Tiu thc s lng: l c trng ca n v tng th c th hin bng con s. V d, nng sut ca mt loi cy trng. Tiu thc s lng c chia lm 2 loi: - Loi ri rc: l loi cc gi tr c th ca n l hu hn hay v hn v c th m c. - Loi lin tc: l loi m gi tr ca n c th nhn bt k mt tr s no trong mt khong no .

5. Tham s tng th L gi tr quan st c ca tng th v dng m t c trng ca hin tng nghin cu. Trong xc sut thng k ton chng ta bit cc tham s tng th nh trung bnh tng th (), t l tng th (p), phng sai tng th (2). Ngoi ra, trong qu trnh nghin cu su mn thng k chng ta cn c thm nhiu tham s tng th na nh: tng quan tng th (), hi qui tuyn tnh tng th, 6. Tham s mu Tham s mu l gi tr tnh ton c ca mt mu v dng suy rng cho tham s tng th. l cch gii thch mang tnh cht thng thng, cn i vi xc sut thng k th tham s mu l c lng im ca tham s tng th, trong trng hp chng ta cha bit tham s tng th chng ta c th s dng tham s mu c lng tham s tng th. Chng ta c th lit k vi tham s mu nh sau: trung bnh mu ( x ), t l mu ), phng sai mu (S2), h s tng quan mu (r), (p

IV. CC LOI THANG O (Scales of Measurement) ng trn quan im ca nh nghin cu, chng ta cn xc nh cc phng php phn tch thch hp da vo mc ch nghin cu v bn cht ca d liu. Do vy, u tin chng ta tm hiu bn cht ca d liu thng qua kho st cc cp o lng khc nhau v mi cp s ch cho php mt s phng php nht nh m thi. 1. Khi nim - S o: l vic gn nhng d kin lng ho hay nhng k hiu cho nhng hin tng quan st. Chng hn nh nhng c im ca khch hng v s chp nhn, thi , th hiu hoc nhng c im c lin quan khc i vi mt sn phm m h tiu dng. - Thang o: l to ra mt thang im nh gi c im ca i tng nghin cu th hin qua s nh gi, nhn xt. 2. Cc loi thang o - Thang o danh ngha (Nominal scale): L loi thang o s dng cho d liu thuc tnh m cc biu hin ca d liu khng c s hn km, khc bit v th bc. Cc con s khng c mi quan h hn km, khng thc hin c cc php tnh i s. Cc con s ch mang tnh cht m ho. V d, tiu thc gii tnh ta c th nh s 1 l nam, 2 l n. - Thang o th bc (Ordinal scale): L loi thang o dng cho cc d liu thuc tnh. Tuy nhin trng hp ny biu hin ca d liu c s so snh. V d, trnh thnh tho ca cng nhn c phn chia ra cc bc th t 1 n 7. Phn loi ging vin trong cc trng i hc: Gio s, P.Gio s, Ging vin chnh, Ging vin. Thang o ny cng khng thc hin c cc php tnh i s. - Thang o khong (Interval scale): L loi thang o dng cho cc d liu s lng. L loi thang o cng c th dng xp hng cc i tng nghin cu nhng khong cch bng nhau trn thang o i din cho khong cch bng nhau trong c im ca i tng. Vi thang o ny ta c th thc hin cc php tnh i s tr php chia khng c ngha. V d nh im mn hc ca sinh vin. Sinh vin A c im thi l 8 im, sinh vin B c im l 4 th khng th ni rng sinh vin A gii gp hai ln sinh vin B. - Thang o t l (Ratio scale): L loi thang o cng c th dng d liu s lng. Trong cc loi thang o y l loi thang o cao nht. Ngoi c tnh ca thang o khong, php chia c th thc hin
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c. V d, thu nhp trung bnh 1 thng ca ng A l 2 triu ng v thu nhp ca b B l 4 triu ng, ta c th ni rng thu nhp trung bnh trong mt thng ca b B gp i thu nhp ca ng A. Tu theo thang o chng ta c th c mt s phng php phn tch ph hp, ta c th tm tt nh sau: Phng php phn tch thng k thch hp vi cc thang o Loi thang o 1. Thang biu danh 2. Thang th t 3. Thang khong 4. Thang t l o lng tp trung Mt Trung v Trung bnh Trung bnh t l o lng phn tn Khng c S phn trm lch chun H s bin thin o lng tnh tng quan H s ngu nhin Dy tng quan H s tng quan Tt c cc php trn Kim nh Kim nh 2 Kim nh du Kim nh t, F S dng tt c cc php trn

V. THU THP THNG TIN V nguyn tc, thng k m t chc hn c t lu i cng gn nh ch vit. N lin quan cht ch vi nhu cu ca con ngi mun sp xp li mt cch c trt t trong v vn thng tin s kin n vi h hiu hn thc ti hn nhm tc ng ln n tt hn. Khi nghin cu bt k hin tng kinh t x hi no cng vic u tin l thu thp d liu, sau l trnh by d liu v phn tch. 1. Xc nh ni dung thng tin Ni chung, tu thuc vo mc ch nghin cu xc nh nhng ni dung thng tin cn thu thp. Thng tin s dng cho qu trnh nghin cu phi m bo cc yu cu c bn sau: - Thch ng: S liu thu thp phi ph hp, p ng c mc ch nghin cu. S liu p ng c mc tiu nghin cu c tnh cht trc tip hoc gin tip. i vi nhng thng tin d tip cn thng th ta s dng s liu trc tip, v d mun bit c nhu cu ca khch hng chng ta c th hi trc tip khch hng. Tuy nhin, mt s ni dung nghin cu mang tnh cht nhy cm hoc kh thu thp th chng ta c th thu nhp nhng s lin gin tip c lin quan, v d thu thp thu nhp ca c nhn chng ta c th thu thp nhng ni dung c lin quan nh ngh nghip, n v cng tc, chc v, nh , phng tin i li... - Chnh xc: Cc thng tin trong qu trnh nghin cu phi c gi tr, ng tin cy cc phn tch kt lun phn nh c c im bn cht ca hin tng. - Kp thi: Yu cu thng tin khng nhng p ng yu cu ph hp, chnh xc m gi tr thng tin cn th hin ch n c phc v kp thi cho cng tc qun l v tin trnh ra cc quyt nh hay khng. - Khch quan: Tc l s liu thu thp c khng b nh hng vo tnh ch quan ca ngi thu thp cng nh ngi cung cp s liu v ngay c trong thit k bng cu hi. Yu t khch quan tng chng thc hin rt d dng nhng thc t th chng ta kh c th khc phc vn ny mt cch trn vn, chng ta ch c th hn ch yu t ch quan mt cch ti a. V d ch cn mt hnh ng n gin l tip cn vi p vin l t nhiu cng nh hng n kt qu tr li ca h. 2. Ngun s liu
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Khi nghin cu mt hin tng c th, ngi nghin cu c th s dng t ngun s liu c sn c cng b hay cha cng b hay t mnh thu thp cc d liu cn thit cho nghin cu. Da vo cch thc ny ngi ta chia d liu thnh 2 ngun: d liu th cp v d liu s cp. 2.1. D liu th cp (Secondary data): D liu th cp l cc thng tin c sn v qua tng hp, x l. Loi d kin ny c th thu thp t cc ngun sau: (1) S liu ni b: l loi s liu c ghi chp cp nht trong n v hoc c thu thp t cc cuc iu tra trc y. (2) S liu t cc n phm ca nh nc: Cc d liu do cc c quan thng k nh nc pht hnh nh k nh nin gim thng k, cc thng tin cp nht hng nm v tnh hnh dn s lao ng, kt qu sn xut ca cc ngnh trong nn kinh t, s liu v vn ho x hi. (3) Bo, tp ch chuyn ngnh: Cc bo v tp ch cp n vn c tnh cht chuyn ngnh nh tp ch thng k, gi c th trng,... (4) Thng tin ca cc t chc, hip hi ngh nghip: Vin nghin cu kinh t, phng thng mi (5) Cc cng ty chuyn t chc thu thp thng tin, nghin cu v cung cp thng tin theo yu cu. S liu th cp c u im l c th chia s chi ph, do n c tnh kinh t hn, s liu c cung cp kp thi hn. Tuy nhin, d liu th cp thng l cc thng tin c bn, s liu c tng hp qua x l cho nn khng y hoc khng ph hp cho qu trnh nghin cu. S liu th cp thng t c s dng d bo trong thng k, s liu ny thng c s dng trong trnh by tng quan ni dung nghin cu, l c s pht hin ra vn nghin cu. Ngoi ra, s liu th cp cn c s dng i chiu li kt qu nghin cu nhm kim tra li tnh ng n hoc pht hin ra nhng vn mi c hng nghin cu tip. 2.2. D liu s cp (Primary data): L cc thng tin thu thp t cc cuc iu tra. Cn c vo phm vi iu tra c th chia thnh 2 loi: iu tra ton b v iu tra chn mu. a) iu tra ton b: L tin hnh thu thp thng tin trn tt c cc n v thuc tng th nghin cu. u im ca iu tra ton b l thu thp c thng tin v tt c cc n v tng th. Tuy nhin, loi iu tra ny thng gp phi mt s tr ngi sau: - S lng n v thuc tng th chung thng rt ln cho nn tin hnh iu tra ton b mt nhiu thi gian v tn km. - Trong mt s trng hp do thi gian ko di dn n s liu km chnh xc do hin tng t bin ng qua thi gian. - Trong mt s trng hp iu tra ton b s khng thc hin c, v d nh kim tra cht lng sn phm phi ph hu cc n v thuc i tng nghin cu. b) iu tra chn mu: nghin cu tng th, ta ch cn ly ra mt s phn t i din nghin cu v t suy ra kt qu cho tng th bng cc phng php thng k. iu tra chn mu thng c s dng v cc l do sau: - Tit kim chi ph
12

- Cung cp thng tin kp thi cho qu trnh nghin cu - ng tin cy. y l yu t rt quan trng, n lm cho iu tra chn mu tr nn c hiu qu v c chp nhn. Tuy nhin, c s ng tin cy ny chng ta phi c phng php khoa hc m bo tnh chnh xc ch cn chn ra mt s quan st m c th suy lun cho c tng th rng ln l nh vo cc l thuyt thng k. Vic s dng iu tra ton b hay iu tra chn mu ph thuc vo nhiu yu t c lin quan: kch thc tng th, thi gian nghin cu cu, kh nng v ti chnh v ngun lc, c im ca ni dung nghin cu. 3. Cc phng php thu thp thng tin thu thp d liu ban u, tu theo ngun kinh ph v c im ca i tng cn thu thp thng tin, ta c cc phng php sau y: a) Quan st: L phng php thu thp d liu bng cch quan st hnh ng, hnh vi thi ca i tng c iu tra. V d, nghin cu tr con yu thch mu sc no, quan st thi khch hng khi dng th loi sn phm. Phng php ny t ra hiu qu i vi cc trng hp i tng kh tip cn v tng tnh khch quan ca i tng. Tuy nhin, phng php ny t ra kh tn km nhng lng thng tin thu thp c t. b) Phng php gi th: Theo phng php ny nhn vin iu tra gi bng cu hi n i tng cung cp thng tin qua ng bu in. Phng php gi th c th thu thp thng tin vi khi lng ln, tit kim chi ph so vi cc phng php khc. Tuy nhin t l tr li bng phng php ny tng i thp, y l mt nhc im rt ln ca phng php ny. c) Phng vn bng in thoi: Phng php thu thp thng tin bng cch phng vn qua in thoi. Phng php ny thu thp c thng tin mt cch nhanh chng, tuy nhin phng php ny c nhc im: tn km, ni dung thu thp thng tin b hn ch. d) Phng vn trc tip: Phng php phng vn trc tip thch hp cho nhng cuc iu tra cn thu thp nhiu thng tin, ni dung ca thng tin tng i phc tp cn thu thp mt cch chi tit. Phng php phng vn trc tip cho 2 hnh thc: (1) Phng vn c nhn. Nhn vin iu tra tip xc vi i tng cung cp thng tin thng ti nh ring hoc ni lm vic. Thng thng phng vn trc tip c p dng khi chng ta cho tin hnh iu tra chnh thc. (2) Phng vn nhm. Nhn vin iu tra phng vn tng nhm tho lun v mt vn no . Trng hp ny ngi ta thng s dng khi iu tra th kim tra li ni dung ca bng cu hi c hon chnh cha hoc nhm tm hiu mt vn phc tp m bn thn ngi nghin cu cha nm c mt cch y m cn phi c kin c th t nhng ngi am hiu. Sau y ta c bng tng hp mt s u nhc im ca cc phng php thu thp thng tin. c im ca cc phng php thu thp thng tin Phng php Phng vn qua Tnh cht gi th in thoi Linh hot Khi lng thng tin Tc thu thp thng tin T l cu hi c tr li Chi ph Km y Chm Thp Tit kim Tt Hn ch Nhanh Cao Tn km Phng vn trc tip Tt y Nhanh Cao Tn km
13

PHN II
THNG K M T CHNG I TNG HP V TRNH BY D LIU THNG K
Thng tin ban u c tnh ri rc, d liu hn n khng theo mt trt t no v c th qu nhiu nu nhn vo y chng ta khng th pht hin c iu g phc v cho qu trnh nghin cu. Do , chng ta cn phi trnh by mt cch c th thng vi hai mc ch l lm cho bng d liu gn li, hai l th hin c tnh cht ca ni dung nghin cu. I. PHN T THNG K 1. Khi nim Phn t cn c gi l phn lp thng k l cn c vo mt hay mt s tiu thc chia cc n v tng th ra thnh nhiu t (lp, nhm) c tnh cht khc nhau. 2. Nguyn tc phn t Mt cch tng qut tng th phi c phn chia mt cch trn vn, tc l mt n v ca tng th ch thuc mt t duy nht v mt n v thuc mt t no phi thuc tng th. 3. Phn t theo tiu thc thuc tnh Trng hp tiu thc thuc tnh ch c mt vi biu hin th mi biu hin ca tiu thc thuc tnh c th chia thnh mt t. V d, tiu thc gii tnh. Trng hp tiu thc thuc tnh c nhiu biu hin, ta ghp nhiu nhm nh li vi nhau theo nguyn tc cc nhm ghp li vi nhau c tnh cht ging nhau hoc gn ging nhau. V d phn t trong cng nghip ch bin: Thc phm v ung, thuc l, dt,... 4. Phn t theo tiu thc s lng - Trng hp tiu thc s lng c t biu hin, th c mi mt lng bin c th thnh lp mt t. V d 1.1: phn t cng nhn trong mt x nghip dt theo s my do mi cng nhn thc hin. S my/Cng nhn 10 11 12 13 14 15 Tng S cng nhn 3 7 20 50 35 15 130

- Trng hp tiu thc s lng c nhiu biu hin, ta phn t khong cch mi t v mi t c mt gii hn:
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- Gii hn trn: lng bin nh nht ca t. - Gii hn di: lng bin ln nht ca t. Tu theo mc ch nghin cu, ngi ta phn ra 2 loi phn t u v phn t khng u. Phn t u: L phn t c khong cch t bng nhau. Thng thng nu ch v mc ch nghin cu phn phi ca tng th hoc lm cho bng thng k gn li th ta thng dng phng php ny. xc nh s t hnh nh khng c mt tiu chun ti u n ph thuc vo kinh nghim. Di y l mt cch phn chia t mang tnh cht tham kho. - Xc nh s t (Number off classes): S t = (2 x n)0,3333
X max X min So to

n: S n v tng th

- Xc nh khong cch t (Class interval):

k=

- Xc nh tn s (Frequency) ca mi t: bng cch m cc quan st ri vo gii hn ca t . Mt s qui c khi lp bng phn t: - Trng hp phn t theo tiu thc s lng ri rc th gii hn trn v gii hn di ca 2 t k tip nhau khng c trng nhau. V d 1.2: Cc x nghip tnh X c phn t theo tiu s lng cng nhn: S lng cng nhn 100 101 200 201 500 501 1.000 1.001 2.000 Tng S x nghip 80 60 6 4 1 151

- Trng hp phn t theo tiu thc s lng loi lin tc, thng c qui c sau: * Gii hn trn v gii hn di ca 2 t k tip trng nhau. * Quan st c lng bin bng ng gii hn trn ca mt t no th n v c xp vo t k tip. V d 1.3: phn t cc t chc thng nghip theo doanh thu. Doanh thu (triu ng) 1.000 1.000-2.000 2.000-3.000 3.000-4.000 Tng S t chc thng nghip 2 9 12 7 30

15

5. Bng phn phi tn s (Frequency table) Sau khi phn t chng ta c th trnh by s liu bng cch s dng bng phn phi tn s bit c mt s tnh cht c bn ca hin tng nghin cu. Lng bin x1 x2 ... xi ... xk Cng
k i =1

Tn s f1 f2 ... fi ... fk

Tn s tng i f1/n f2/n ... fi/n ... fk/n 1

Tn s tch ly f1 f1+ f2 ... f1+ f2+...+ fi ... f1+ f2+...+ fk

=n

Trong lng bin c th l gi tr c th hoc l mt khong. 6. Cc loi phn t thng k Phn t kt cu: Trong cng tc nghin cu thng k, cc bng phn t kt cu c s dng rt ph bin nhm mc ch nu ln bn cht ca hin tng trong iu kin nht nh v nghin cu xu hng pht trin ca hin tng qua thi gian. V d 1.4: xem xt c cu gia cc nhm ngnh trong mt quc gia no ta lp bng nh sau: Bng 1.1. C cu tng sn phm ca quc gia X theo nhm ngnh, 2003 -2007 n v tnh: %. Tng sn phm theo nhm ngnh Nng, lm nghip v thy sn Cng nghip v xy dng Dch v Tng 2003 24,53 36,73 38,74 100,00 2004 23,24 38,13 38,63 100,00 2005 23,03 38,49 38,48 100,00 2006 22,54 39,47 37,99 100,00 2007 21,76 40,09 38,15 100,00

Qua bng kt cu trn, ta thy c thy s thay i v dch chuyn c cu ngnh: Nhm ngnh cng nghip v xy dng c xu hng tng, nhm ngnh nng, lm, thu sn c xu hng gim,... Phn t lin h: Khi tin hnh phn t lin h, cc tiu thc c lin h vi nhau c phn bit thnh 2 loi tiu thc nguyn nhn v tiu thc kt qu. Phn t lin h c th c vn dng nghin cu mi lin h gia nhiu tiu thc: mi lin h gia nng sut vi lng phn bn, nghin cu gia nng sut lao ng ca cng nhn vi tui ngh, bc th, trnh trang b k thut,...

16

V d 1.5: Ta c bng phn t lin h sau: Bng 1.2. Mi lin h gia nng sut lao ng vi trnh k thut ngh nghip ca quc gia X nm 2007 Trnh k Tui ngh S cng nhn Sn lng Nng sut lao ng thut (Nm) c nm (tn) bnh qun (tn) 75 1.125 15 c o to di 5 94 3.750 40 k thut 5-10 105 4.200 40 10-15 115 1.725 15 15-20 120 1.200 10 trn 20 C t 120 12.000 100 51 510 10 Cha c o to di 5 71 2.140 30 k thut 5-10 79 1.540 20 10-15 86 860 10 15-20 91 910 10 trn 20 C t 80 6.000 75 Chung cho c 200 18.000 90 doanh nghip II. BNG THNG K (Statistical table) Sau khi tng hp cc ti liu iu tra thng k, mun pht huy tc dng ca n i vi phn tch thng k, cn thit phi trnh by kt qu tng hp theo mt hnh thc thun li nht cho vic s dng sau ny. 1. Khi nim Bng thng k l mt hnh thc trnh by cc ti liu thng k mt cch c h thng, hp l v r rng, nhm nu ln cc c trng v mt lng ca hin tng nghin cu. c im chung ca tt c cc bng thng k l bao gi cng c nhng con s ca tng b phn v c mi lin h mt thit vi nhau. 2. Cu thnh bng thng k a) V hnh thc: Bng thng k bao gm cc hng, ct, cc tiu , tiu mc v cc con s. Cc hng ct th hin qui m ca bng, s hng v ct cng nhiu th bng thng k cng ln v cng phc tp. Tiu ca bng thng k phn nh ni dung, ngha ca bng v ca tng chi tit trong bng. Trc ht ta c tiu chung, sau l cc tiu nh (tiu mc) l tn ring ca mi hng, ct phn nh ngha ca ct . b) Phn ni dung: Bng thng k gm 2 phn: Phn ch v phn gii thch. Phn ch ni ln tng th c trnh by trong bng thng k, tng th ny c phn thnh nhng n v, b phn. N gii p: i tng nghin cu l nhng n v no, nhng loi hnh g. C khi phn ch phn nh cc a phng hoc cc thi gian nghin cu khc nhau ca mt hin tng. Phn gii thch gm cc ch tiu gii thch cc c im ca i tng nghin cu, tc l gii thch phn ch ca bng. Phn ch thng c t bn tri ca bng thng k, cn phn gii thch c t pha trn ca bng. Cng c trng hp ta thay i v tr.
17

Cu thnh ca bng thng k c th biu hin bng s sau: Phn gii thch Phn ch (1) Tn ch (2) (3) (4) (5) Cc ch tiu gii thch (tn ct)

3. Cc yu cu v qui c xy dng bng thng k Qui m ca bng thng k: khng nn qu ln, tc l qu nhiu hng, ct v nhiu phn t kt hp. Mt bng thng k ngn, gn mt cch hp l s to iu kin d dng cho vic phn tch. Nu thy cn thit nn xy dng hai, ba,... bng thng k nh thay cho mt bng thng k qu ln S hiu bng: nhm gip cho ngi c d dng xc nh v tr ca bng khi tham kho, c bit l i vi cc ti liu nghin cu ngi ta thng lp mc lc biu bng ngi c d tham kho v ngi trnh by d dng hn. Nu s biu bng khng nhiu th chng ta ch cn nh s theo th t xut hin ca biu bng, nu ti liu c chia thnh nhiu chng v s liu biu bng nhiu th ta c th nh s theo chng v theo s th t xut hin ca biu bng trong chng. V d, Bng II.5 tc l bng chng II v l bng th 5. Tn bng: yu cu ngn gn, y , r rng, t trn u bng v phi cha ng ni dung, thi gian, khng gian m s liu c biu hin trong bng. Tuy nhin yu cu ny ch mang tnh cht tng i khng c tiu chun r rng nhng thng thng ngi ta c gng trnh by trong mt hng hoc ti a l hai hng. n v tnh: - n v tnh dng chung cho ton b s liu trong bng thng k, trng hp ny n v tnh c ghi bn gc phi ca bng. - n v tnh theo tng ch tiu trong ct, trong trng hp ny n v tnh s c t di ch tiu ca ct. - n v tnh theo tng ch tiu trong hng, trong trng hp ny n v tnh s c t sau ch tiu theo mi hng hoc to thm mt ct ghi n v tnh. Cch ghi s liu trong bng: - S liu trong tng hng (ct) c n v tnh phi nhn cng mt s l, s liu cc hng (ct) khc nhau khng nht thit c cng s l vi hng (ct) tng ng. - Mt s k hiu qui c: + Nu khng c ti liu th trong ghi du gch ngang - + Nu s liu cn thiu, sau ny s b sung sau th trong ghi du ba chm ... + K hiu gch cho x trong no th ni ln hin tng khng c lin quan n ch tiu , nu ghi s liu vo s v ngha hoc tha.
18

 Phn ghi ch cui bng: c dng gii thch r cc ni dung ch tiu trong bng, ni r ngun ti liu s dng hoc cc ch tiu cn thit khc. i vi cc ti liu khoa hc, vic ghi r ngun s liu c coi nh l bt buc khng th thiu c trong biu bng. III. TNG HP BNG TH Phng php th thng k l phng php trnh by v phn tch cc thng tin thng k bng cc biu , th v bn thng k. Phng php th thng k s dng con s kt hp vi cc hnh v, ng nt v mu sc trnh by cc c im s lng ca hin tng. Chnh v vy, ngoi tc dng phn tch gip ta nhn thc c nhng c im c bn ca hin tng bng trc quan mt cch d dng v nhanh chng, th thng k cn l mt phng php trnh by cc thng tin thng k mt cch khi qut v sinh ng, cha ng tnh m thut; thu ht s ch ca ngi c, gip ngi xem d hiu, d nh nn c tc dng tuyn truyn c ng rt tt. th thng k c th biu th: - Kt cu ca hin tng theo tiu thc no v s bin i ca kt cu. - S pht trin ca hin tng theo thi gian. - So snh cc mc ca hin tng. - Mi lin h gia cc hin tng. - Trnh ph bin ca hin tng. - Tnh hnh thc hin k hoch. Trong cng tc thng k thng dng cc loi th: Biu hnh ct, biu tng hnh, biu din tch (hnh vung, hnh trn, hnh ch nht), th ng gp khc v biu hnh mng nhn. 1. Biu hnh ct Biu hnh ct l loi biu biu hin cc ti liu thng k bng cc hnh ch nht hay khi ch nht thng ng hoc nm ngang c chiu rng v chiu su bng nhau, cn chiu cao tng ng vi cc i lng cn biu hin. Biu hnh ct c dng biu hin qu trnh pht trin, phn nh c cu v thay i c cu hoc so snh cng nh biu hin mi lin h gia cc hin tng. V d 1.6: Biu din s lng cn b khoa hc cng ngh ca mt quc gia no chia theo nam n ca 4 nm: 2004, 2005, 2006 v 2007 qua biu 1.1. Biu 1.1: Hnh ct phn nh s lng cn b khoa hc cng ngh ca quc gia X, 2004 - 2007
Ngi 300 250 200 150 100 50 Nm 0 2004 2005 2006 2007

Chung Nam N

19

 th trn va phn nh qu trnh pht trin ca cn b khoa hc cng ngh va so snh cng nh phn nh mi lin h gia cn b l nam v n. 2. Biu din tch Biu din tch l loi biu , trong cc thng tin thng k c biu hin bng cc loi din tch hnh hc nh hnh vung, hnh ch nht, hnh trn, hnh van,... Biu din tch thng c dng biu hin kt cu v bin ng c cu ca hin tng. Tng din tch ca c hnh l 100%, th din tch tng phn tng ng vi mi b phn phn nh c cu ca b phn . Biu din tch hnh trn cn c th biu hin c c c cu, bin ng c cu kt hp thay i mc ca hin tng. Trong trng hp ny s o ca gc cc hnh qut phn nh c cu v bin ng c cu, cn din tch ton hnh trn phn nh quy m ca hin tng. Khi v th ta tin hnh nh sau: - Ly gi tr ca tng b phn chia cho gi tr chung ca ch tiu nghin cu xc nh t trng (%)ca tng b phn . Tip tc ly 360 (3600) chia cho 100 ri nhn vi t trng ca tng b phn s xc nh c gc tng ng vi c cu ca tng b phn. - Xc nh bn knh ca mi hnh trn c din tch tng ng l S: R = S : v din tch hnh trn: S = .R2. Khi c di ca bn knh mi hnh trn, ta s d dng v c cc hnh trn . V d 1.7: C s lng v hc sinh ph thng phn theo cp hc 3 nm 2005, 2006 v 2007 ca a phng X nh bng 1.3: Bng 1.3: Hc sinh ph thng phn theo cp hc ca a phng X, 2005 - 2007 2005 S lng (Ngi) Tng s hc sinh Chia ra: Tiu hc Trung hc c s 500 300 50,0 30,0 600 320 53,0 28,0 19,0 700 360 250 53,5 27,5 19,0 1.000 C cu (%) 100,0 2006 S lng (Ngi) 1.140 2007 C cu S lng C cu (%) (Ngi) (%) 100,0 1.310 100,0

Trung hc ph thng 200 20,0 220 T s liu bng 1.3 ta tnh cc bn knh tng ng: Nm 2005: R = 1000 / 3,14 = 17,84 Nm 2006: R = 1140 / 3,14 = 19,05 Nm 2007: R = 1310 / 3,14 = 20,42 Nu nm 2005 ly R = 1,00 Th nm 2006 c R = 19,05 : 17,84 = 1,067 Nm 2007 c R = 20,42 : 17,84 = 1,144

Kt qu 3 hnh trn c v phn nh c quy m hc sinh ph thng ln c cu v bin ng c cu theo cp hc ca hc sinh qua cc nm 2005, 2006 v 2007.
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Biu 1.2: Biu c cu hc sinh ph thng a phng X t 2005 2007

19
19
20

53,5
50

53 28

27,5

30 2005

2006

2007

Tuy nhin, nu chng ta ch v biu mang tnh n l th khng cn phi xc nh ln ca ng knh. 3. Biu tng hnh Biu tng hnh l loi th thng k, trong cc ti liu thng k c th hin bng cc hnh v tng trng. Biu tng hnh c dng rng ri trong vic tuyn truyn, ph bin thng tin trn cc phng tin s dng rng ri. Biu hnh tng c nhiu cch v khc nhau, tu theo sng kin ca ngi trnh by m la chn loi hnh v tng hnh cho ph hp v hp dn. Tuy nhin khi s dng loi biu ny phi theo nguyn tc: cng mt ch tiu phi c biu hin bng cng mt loi hnh v, cn ch tiu cc trng hp no c tr s ln nh khc nhau th s biu hin bng hnh v c kch thc ln nh khc nhau theo t l tng ng. Tr li v d trn s lng hc sinh ph thng c biu din nh sau: Biu 1.3: Biu c cu hc sinh ph thng a phng X t 2005 2007

4. th ng gp khc th ng gp khc l loi th thng k biu hin cc ti liu bng mt ng gp khc ni lin cc im trn mt h to , thng l h to vung gc. th ng gp khc c dng biu hin qu trnh pht trin ca hin tng, biu hin tnh hnh phn phi cc n v tng th theo mt tiu thc no hoc biu th tnh hnh thc hin k hoch theo tng thi gian ca cc ch tiu nghin cu. Trong mt th ng gp khc, trc honh thng c biu th thi gian, trc tung biu th mc ca ch tiu nghin cu. Cng c khi cc trc ny biu th hai ch tiu c lin h vi nhau hoc lng bin v cc tn s (hay tn sut) tng ng. phn chia trn cc trc cn c xc nh cho thch hp v c nh hng trc tip n dc ca th. Mt khc, cn ch l trn mi trc to chiu di ca cc khong phn chia tng ng vi s thay i v lng ca ch tiu nghin cu phi bng nhau.
21

V d 1.8: Sn lng c ph xut khu ca quc gia X qua cc nm t 2000 - 2007 (ngn tn) c kt qu nh sau: Nm Sn lng (ngn tn) 2000 2001 2002 2003 2004 2005 2006 2007 283,3 391,6 382,0 482,0 733,9 931,0 722,0 749,0

S liu trn c biu din qua th ng gp khc sau: th 1.4: Sn lng c ph xut khu ca quc gia X t 2000 2007
1000 900 800 700 600 500 400 300 200 100 0

2000

2001

2002

2003

2004

2005

2006

2007

5. Biu hnh mng nhn Biu hnh mng nhn l loi th thng k dng phn nh kt qu t c ca hin tng lp i lp li v mt thi gian, v d phn nh v bin ng thi v ca mt ch tiu no qua 12 thng trong nm. lp th hnh mng nhn ta v mt hnh trn bn knh R, sao cho R ln hn tr s ln nht ca ch tiu nghin cu (ln hn bao nhiu ln khng quan trng, min l m bo t l no hnh v c cn i, kt qu biu din ca th d nhn bit). Sau chia ng trn bn knh R thnh cc phn u nhau theo s k nghin cu ( y l 12 thng) bi cc ng thng i qua tm ng trn. Ni cc giao im ca bn knh ct ng trn ta c a gic u ni tip ng trn. l gii hn phm vi ca th. di o t tm ng trn n cc im xc nh theo cc ng phn chia ng trn ni trn chnh l cc i lng cn biu hin ca hin tng tng ng vi mi thi k. Ni cc im xc nh s c hnh v ca th hnh mng nhn. V d 1.9: C s liu v tr gi xut, nhp khu hi sn ca tnh X 2 nm 2006 v 2003 nh sau: Bng 1.4. Gi tr xut khu hi sn trong 12 thng tnh X nm 2006 - 2007 VT: Triu ng Nm Thng 1 2 3 4 5 6 2006 10,7 7,0 13,1 14,8 17,4 18,9 2007 14,0 10,5 15,4 16,5 18,4 19,8 Nm Thng 7 8 9 10 11 12 2006 19,1 21,2 20,5 21,1 17,7 16,8 2007 21,3 22,5 22,2 24,4 21,8 22,1

Chia ng trn thnh 12 phn u nhau, v cc ng thng tng ng ct ng

22

trn ti 12 im. Ni cc im li c a gic u 12 cnh ni tip ng trn. Cn c s liu ca bng ta xc nh cc im tng ng vi gi tr xut khu t c ca cc thng trong tng nm ri ni cc im li thnh ng lin ta c th hnh mng nhn biu din kt qu xut khu qua cc thng trong 2 nm ca tnh X. th 1.5: th Gi tr xut khu hi sn trong 12 thng tnh X nm 2006 - 2007
25 12 20 15 11 10 5 10 0 4 2006 2007 3 2

S m t ca th hnh mng nhn cho php ta quan st v so snh khng ch kt qu xut khu gia cc thng khc nhau trong cng mt nm, m c kt qu sn xut gia cc thng cng tn ca cc nm khc nhau cng nh xu th bin ng chung v xut khu ca cc nm.

23

CHNG II CC MC CA HIN TNG KINH T X HI

Nghin cu cc mc ca hin tng kinh t x hi l yu cu quan trng ca vic tng hp, tnh ton v phn tch thng k nhm biu hin mt lng trong quan h mt thit vi mt cht ca hin tng nghin cu trong iu kin thi gian v khng gian c th nh vo s tr gip ca cc phng php thng k. Di y l ni dung, phng php tnh v iu kin vn dng ca cc i lng . I. S TUYT I S tuyt i l ch tiu biu hin quy m, khi lng ca hin tng hoc qu trnh kinh t - x hi trong iu kin thi gian v khng gian c th. S tuyt i trong thng k bao gm cc con s phn nh quy m ca tng th hay ca tng b phn trong tng th (s doanh nghip, s nhn khu, s hc sinh i hc, s lng cn b khoa hc,...) hoc tng cc tr s theo mt tiu thc no (tin lng ca cng nhn, gi tr sn xut cng nghip, tng sn phm trong nc (GDP), v.v...). S tuyt i dng nh gi v phn tch thng k, l cn c khng th thiu c trong vic xy dng chin lc pht trin kinh t, tnh ton cc mt cn i, nghin cu cc mi quan h kinh t - x hi, l c s tnh ton cc ch tiu tng i v bnh qun. C hai loi s tuyt i: S tuyt i thi k v s tuyt i thi im. S tuyt i thi k: Phn nh quy m, khi lng ca hin tng trong mt thi k nht nh. V d: Gi tr sn xut cng nghip trong 1 thng, qu hoc nm; Sn lng lng thc nm 2005, nm 2006, nm 2007,... S tuyt i thi im: Phn nh quy m, khi lng ca hin tng mt thi im nht nh nh: dn s ca mt a phng no c n 0 gi ngy 01/04/2005; gi tr ti sn c nh c n 31/12/2007; lao ng lm vic ca doanh nghip vo thi im 1/7/2007,... II. S TNG I S tng i l ch tiu biu hin quan h so snh gia hai ch tiu thng k cng loi nhng khc nhau v thi gian hoc khng gian hoc gia hai ch tiu khc loi nhng c quan h vi nhau. Trong hai ch tiu so snh ca s tng i, s c mt s c chn lm gc (chun) so snh. S tng i c th c biu hin bng s ln, s phn trm (%) hoc phn nghn (), hay bng cc n v kp (ngi/km2, ngi/1000 ngi; ng/1000ng, ...). Trong cng tc thng k, s tng i c s dng rng ri phn nh nhng c im v kt cu, quan h t l, tc pht trin, mc hon thnh k hoch, mc ph bin ca hin tng kinh t - x hi c nghin cu trong iu kin thi gian v khng gian nht nh. S tng i phi c vn dng kt hp vi s tuyt i. S tng i thng l kt qu ca vic so snh gia hai s tuyt i. S tng i tnh ra c th rt khc nhau, tu thuc vo vic la chn gc so snh. C khi s tng i c gi tr rt ln nhng ngha ca n khng ng k v tr s tuyt i tng ng ca n li rt nh. Ngc li, c s tng i tnh ra kh nh nhng li mang ngha quan trng v tr s tuyt i tng ng ca n c quy m ng k. V d: 1% dn s Vit Nam tng ln trong nhng nm 1960 ng ngha vi dn s tng thm 300 nghn ngi, nhng 1% dn s tng ln trong nhng nm 2000 li ng ngha vi dn s tng thm 800 nghn ngi. Cn c vo ni dung m s tng i phn nh, c th phn bit: s tng i ng
24

thi, s tng i k hoch, s tng i kt cu, s tng i cng , v s tng i khng gian. 1. S tng i ng thi S tng i ng thi l ch tiu phn nh bin ng theo thi gian v mc ca ch tiu kinh t - x hi. S tng i ny tnh c bng cch so snh hai mc ca ch tiu c nghin cu hai thi gian khc nhau. Mc ca thi k c tin hnh nghin cu thng gi l mc ca k bo co, cn mc ca mt thi k no c dng lm c s so snh thng gi l mc k gc. Trong hai mc , mc t s (yI) l mc cn nghin cu (hay cn gi l mc k bo co), mc mu s (y0) l mc k gc (hay mc dng lm c s so snh). - Nu y0 c nh qua cc k nghin cu ta c k gc c nh: dng so snh mt ch tiu no hai thi k tng i xa nhau. Thng thng ngi ta chn nm gc l nm u tin ca dy s. - Nu y0 thay i theo k nghin cu ta c k gc lin hon: dng ni ln s bin ng ca hin tng lin tip nhau qua cc k nghin cu. V d 2.1: Sn lng hng ha tiu th (1.000 tn) ca mt cng ty X qua cc nm nh sau: Nm Sn lng hng ha (1.000 tn) Tc pht trin lin hon (ln) 2001 240,0 2002 1,08 2003 1,09 2004 1,06 2005 1,08 2006 1,10 2007 1,09 259,2 282,5 299,5 323,4 355,8 387,8

- Mi lin h gia tc pht trin nh gc v tc pht trin lin hon. Nu ta c dy s sau: Thi k yi 1 y1 2 y2 3 y3 ... n-1 yn-1 n yn

th mi lin h gia tc pht trin nh gc v tc pht trin lin hon c th hin y y y y qua cng thc sau: 2 3 .... n = n . y1 y2 yn 1 y1 2. S tng i so snh S tng i so snh l ch tiu phn nh quan h so snh gia hai b phn trong mt tng th hoc gia hai hin tng cng loi nhng khc nhau v iu kin khng gian. V d: Dn s thnh th so vi dn s nng thn, dn s l nam so vi dn s l n; gi tr tng thm ca doanh nghip ngoi quc doanh so vi gi tr tng thm ca doanh nghip quc doanh; nng sut la ca tnh X so vi nng sut la ca tnh Y; s hc sinh t kt qu hc tp kh gii so vi s hc sinh t kt qu trung bnh,... 3. S tng i k hoch S tng i k hoch l ch tiu phn nh mc cn t ti trong k k hoch hoc mc t c so vi k hoch c giao v mt ch tiu kinh t - x hi no . S tng i k hoch c chia thnh hai loi: + S tng i nhim v k hoch: Phn nh quan h so snh gia mc ra trong k k hoch vi mc thc t k gc ca mt ch tiu kinh t - x hi.
KH = Mc k hoach y x 100 = KH x 100 Mc thc t ky gc y0
25

+ S tng i hon thnh k hoch: Phn nh quan h so snh gia mc thc t

t c vi mc k hoch trong k v mt ch tiu kinh t - x hi.

HT = Mc thc t at c y x 100 = I x 100 Mc k hoach y KH
y I y KH y = x I y0 y0 y KH

Mi lin h gia s tng i ng thi v s tng i k hoch:

4. S tng i kt cu S tng i kt cu l ch tiu phn nh t trng ca mi b phn chim trong tng th, tnh c bng cch em so snh mc tuyt i ca tng b phn vi mc tuyt i ca ton b tng th. S tng i kt cu thng c biu hin bng s phn trm. V d: T trng ca GDP theo tng ngnh trong tng GDP ca nn kinh t quc dn; t trng dn s ca tng gii nam hoc n trong tng s dn,...
S tng i kt cu = S tuyt i tng b phn x 100 S tuyt i cua tng th

V d 2.2: Trong cng ty A c 500 cng nhn, trong c 300 cng nhn nam v 200 cng nhn n.
Ty trong nam trong tng cng nhn = Ty trong n trong tng cng nhn = 300 .100% = 60% 500

200 .100% = 40% 500

5. S tng i cng S tng i cng l ch tiu biu hin trnh ph bin ca mt hin tng trong cc iu kin thi gian v khng gian c th. S tng i cng tnh c bng cch so snh mc ca hai ch tiu khc nhau nhng c quan h vi nhau. S tng i cng biu hin bng n v kp, do n v tnh t s v mu s hp thnh. S tng i cng c tnh ton v s dng rt ph bin trong cng tc thng k. Cc s tng i trong s liu thng k thng gp nh mt dn s bng tng s dn (ngi) chia cho din tch t nhin (km2) vi n v tnh l ngi /km2; GDP bnh qun u ngi bng tng GDP (nghn ng) chia cho dn s trung bnh (ngi) vi n v tnh l 1000/ngi; s bc s tnh bnh qun cho mt vn dn bng tng s bc s chia cho tng s dn tnh bng vn ngi vi n v tnh l ngi /10.000 ngi,...
Mt dn s =
Nng sut lao ng =

S dn (ngi/Km 2 ) Din tch

Tng san phm (San phm/ngi ) Tng s cng nhn

III. S O TP TRUNG S BNH QUN (Measures of central tendency): S bnh qun l ch tiu biu hin mc in hnh ca mt tng th gm nhiu n v cng loi c xc nh theo mt tiu thc no . S bnh qun c s dng ph bin trong thng k nu ln c im chung nht, ph bin nht ca hin tng kinh t - x hi trong cc iu kin thi gian v khng gian c th. V d: Tin lng bnh qun mt cng nhn trong doanh nghip l mc lng ph bin nht, i din cho cc mc lng khc nhau ca cng nhn trong doanh nghip; thu nhp bnh qun u ngi ca
26

mt a bn l mc thu nhp ph bin nht, i din cho cc mc thu nhp khc nhau ca mi ngi trong a bn . S bnh qun cn dng so snh c im ca nhng hin tng khng c cng mt quy m hay lm cn c nh gi trnh ng u ca cc n v tng th. Xt theo vai tr ng gp khc nhau ca cc thnh phn tham gia bnh qun ho, s bnh qun chung c chia thnh s bnh qun gin n v s bnh qun gia quyn. + S trung bnh gin n: c tnh trn c s cc thnh phn tham gia bnh qun ho c vai tr v qui m (tn s) ng gp nh nhau. + S trung bnh gia quyn (trung bnh c trng s): c tnh trn c s cc thnh phn tham gia bnh qun ho c vai tr v qui m (tn s) ng gp khc nhau. tnh c s trung bnh chnh xc v c ngha, iu kin ch yu l n phi c tnh cho nhng n v cng chung mt tnh cht (thng gi l tng th ng cht). Mun vy, phi da trn c s phn t thng k mt cch khoa hc v chnh xc. ng thi phi vn dng kt hp gia s bnh qun t vi s bnh qun chung. C nhiu loi s bnh qun khc nhau. Trong thng k kinh t - x hi thng dng cc loi sau: S trung bnh s hc, s trung bnh iu ho, s trung bnh hnh hc (s trung bnh nhn), mt v trung v. Di y l tng loi s bnh qun nu trn. 1. S trung bnh cng (Mean)
x=

x
i =1

xi: Gi tr lng bin quan st n: S quan st 2. S trung bnh gia quyn (Weighted mean) Vi mi lng bin xi c tn s tng ng fi, s trung bnh c xc nh theo cng thc sau:
x=

x f
i =1 k

i i

f
i =1

xi: Gi tr lng bin quan st fi: Tn s lng bin quan st

27

V d 2.3: C ti liu v mc thu nhp ca cc h theo thng Thu nhp hng thng (triu ng) 5.000 5.250 5.400 5.450 5.600 6.000 6.200 6.300 6.500 Tng Ta lp bng tng thu nhp hng thng ca cc h Thu nhp hng thng (triu ng) (xi) 5.000 5.250 5.400 5.450 5.600 6.000 6.200 6.300 6.500 Tng S h (fi) 3 8 9 10 12 30 15 7 6 100 15.000 42.000 48.600 54.500 67.200 180.000 93.000 44.100 39.000 583.400 xifi S h 3 8 9 10 12 30 15 7 6 100

V d 2.4: C s liu thu nhp hng thng (ngn ng) ca nhn vin mt cng ty nh sau: Thu nhp hng thng (ngn ng) 500-520 520-540 540-560 560-580 580-600 600-620 Trn 620 Tng S nhn vin 8 12 20 56 18 16 10 140
28

Ch , trng hp dy s c phn t th lng bin xi l tr s gia ca cc t. Nu dy s c t m th ly khong cch t ca t gn t m nht tnh gii hn trn ca t m t xc nh c gi tr xi. - i vi t khng c gii hn trn: gii hn di ca t m cng vi khong cch t ca t trc m ri chia hai. - i vi t khng c gii hn di: gii hn trn ca t m tr khong cch t ca t sau m ri chia hai. Ty theo tnh cht ca ni dung nghin cu m c th chn gi tr xi ph hp. T bng trn ta c bng sau: Thu nhp hng tun (1.000) 500-520 520-540 540-560 560-580 580-600 600-620 Trn 620 Tng p dng cng thc ta c:
x= 80.040 = 571,71 140

xi 510 530 550 570 590 610 630

fi 8 12 20 56 18 16 10 140

xifi 4.080 6.360 11.000 31.920 10.620 9.760 6.300 80.040

Tuy nhin, vic c lng cc gi tr xi c chnh xc hay khng cn ph thuc vo phn phi ca tng t. Nu phn phi ca tng t c tnh cht i xng th vic c lng xi c th chp nhn c, tuy nhin i vi cc trng hp phn phi ca t lch tri hoc lch phi th kt qu kh c th chp nhn c. Do , trong qu trnh tnh ton vi s h tr ca cc phn mm my tnh ta nn s dng s liu iu tra v tnh vi cng thc trung bnh n gin m bo tnh chnh xc. 3. S trung bnh iu ha (Harmonic mean) S trung bnh iu ha c s dng trong trng hp bit cc lng bin xi v tch xifi m cha bit tn s fi.
x=

M
i =1 k

i i

Mi i =1 x i

, Mi = xifi

V d 2.5: C s liu gi thnh sn v chi ph sn xut ca 3 phn xng ca mt doanh nghip: Phn xng S 1 S 2 S 3 Gi thnh 1 tn sn phm (1.000) Chi ph sn xut(1.000) 18,5 19,0 19,4 740 855 970

29

t xi: Gi thnh ca phn xng i Mi: Chi ph ca phn xng i Gi thnh trung bnh mt tn sn phm ca doanh nghip c xc nh bi cng thc:
x= 740 + 855 + 970 = 19 (1.000) 740 855 970 + + 18,5 19,0 19,4

4. S trung bnh nhn (Geometric mean) S trung nhn hay s trung bnh hnh hc s dng tnh tc pht trin trung bnh ni ring v dng tnh s trung bnh trong trng hp cc gi tr xi c mi lin h tch.
x = n x 1 ....x n = n

x
i =1

V d 2.6: Hy tnh tc pht trin sn lng hng ha tiu th (1.000 tn) ca mt cng ty qua cc nm nh sau: Nm Sn lng hng ha (1.000 tn) Tc pht trin lin hon (ln) 2001 240,0 2002 1,08 2003 1,09 2004 1,06 2005 1,08 2006 1,10 2007 1,09 259,2 282,5 299,5 323,4 355,8 387,8

Gia cc tc pht trin lin hon c mi quan h nhn, do ta p dng cng thc trung bnh nhn:
x = 6 x1x 2 x 3 x 4 x 5 x 6 = 6 1,6158 = 1,08

Nh vy, trung bnh mi mt nm sn lng hng ho nm sau s bng 1,08 ln nm trc. 5. S trung v - Me (Median) Trong mt s trng hp c bit, nu d liu c s bin ng ln hay c s chnh lch bt thng th s trung bnh t ra khng i din cho tng th v cc gi tr qu nh hay qu ln s lm lch kt qu ca s trung bnh. S trung v l mt gi tr bnh qun c v i din tt hn cho s trung bnh trong trng hp ny, bi v n s chia tng th ra thnh hai nhm c s quan st bng nhau: mt nhm c gi tr nh hn, mt nhm c gi tr ln hn. 5.1. nh ngha: S trung v l lng bin ng v tr gia trong dy s c sp xp theo th t tng dn hay gim dn. 5.2. Phng php xc nh s trung v: Trc tin ta sp xp lng bin theo th t tng dn. Ti liu khng phn t: - Trng hp n l: s trung v l lng bin v tr th (n+1)/2 Me = x(n+1)/2 - Trng hp n chn: s trung v ri vo gia hai lng bin xn/2 v x(n+2)/2. Trng hp ny qui c s trung v l trung bnh cng ca hai lng bin . V d 2.7: thu nhp hng hng thng ca s cng nhn sau: 500, 520, 530, 550, 560, 570, 590, 600, 610, 670
30

S trung v l: Me = (560+570)/2 = 565 Ti liu phn t c khong cch t: Trong trng hp ny ta tm t cha s trung v. Trc ht ta tnh ((fi/2) v em so snh vi tn s tch ly ca t. Gi tr ((fi/2) thuc t no th t cha s trung v.
Me = x Me (min) + k Me

/ 2 S Me 1 f Me

xMe(min): Gii hn di ca t cha s trung v kMe: Tr s khong cch t cha s trung v fMe: Tn s ca t cha s trung v SMe-1: Tn s tch ly trc t cha s trung v V d 2.8: S dng s liu ca v d trc ta tm s trung v. Ta c bng: Thu nhp hng thng (ngn ng) 500-520 520-540 540-560 560-580 580-600 600-620 Trn 620 Tng Nh vy s trung v ri vo t: 560-580 XMe(min) = 560 fMe = 56 SMe-1 = 40 Thay vo cng thc, ta c:
Me = 560 + 20

S nhn vin 8 12 20 56=fMe 18 16 10 140

Tn s tch ly 8 20 40=SMe-1 96 114 130 140

140 / 2 40 = 570,714
56

6. Mt Mo (mode) nh ngha: Mt l lng bin c tn s xut hin ln nht trong tng th. S Mo l gi tr th hin tnh ph bin ca hin tng, tc l d liu tp trung nhiu mt khong gi tr no . Trong thc t ngi ta c th s dng gi tr ny trong sn xut giy, qun o may sn, Phng php xc nh Mo: Ta phn bit 2 trng hp: - Trng hp ti liu phn t khng c khong cch t: (Phn t thuc tnh) th i lng l Mo lng bin c tn s ln nht.

31

- Trng hp ti liu phn t c khong cch t: trc ht ta xc nh t cha Mo, t cha Mo l t c tn s ln nht, sau tr s gn ng ca Mt c xc nh theo cng thc sau:
Mo = x Mo (min) + k Mo (f Mo f Mo f Mo 1 f Mo 1 ) + (f Mo f Mo+1 )

xMo(min): Gii hn di ca t cha Mt fMo: Tn s ca t cha Mt fMo-1: Tn s ca t ng trc t cha Mt fMo+1: Tn s ca t ng sau t cha Mt kMo: Tr s khong cch t cha Mt Tr li v d trc ta tnh Mt v thu nhp:
Mo = 560 + 20 56 20 = 569,73 (56 20) + (56 18)

Chng ta nghin cu cc s o tp trung biu th khuynh hng tp trung ca tng th, tc l nghin cu i lng mang tnh cht i din cho tng th. Khng c mt s o duy nht no c th m t mt cch y cho mt tng th. Ty theo mc ch nghin cu ta cn xem xt vn dng cc s o cho ph hp. Tuy nhin, trong thc t s trung bnh c s dng rng ri v da vo s trung bnh ngi ta pht trin nhiu c s suy lun xy dng cc l thuyt v tnh cc s o khc. IV. S O PHN TN (Measure of dispersion) bin thin ca tiu thc dng nh gi mc i din ca s bnh qun i vi tng th c nghin cu. Tr s ny tnh ra cng ln, bin thin ca tiu thc cng ln do mc i din ca s bnh qun i vi tng th cng thp v ngc li. Quan st bin thin tiu thc trong dy s lng bin s thy nhiu c trng v phn phi, kt cu, tnh ng u ca tng th. bin thin ca tiu thc c s dng nhiu trong nghin cu thng k nh phn tch bin thin cng nh mi lin h ca hin tng, d on thng k, iu tra chn mu,... Khi nghin cu bin thin ca tiu thc, thng k thng dng cc ch tiu nh khong bin thin, lch tuyt i bnh qun, phng sai, lch tiu chun v h s bin thin. Di y l ni dung v phng php tnh ca cc ch tiu . 1. Khong bin thin (Range) Khong bin thin (cn gi l ton c) l ch tiu c tnh bng hiu s gia lng bin ln nht v lng bin nh nht ca mt dy s lng bin. Khong bin thin cng ln, mc bin ng ca ch tiu cng ln. Ngc li, khong bin thin nh, mc bin ng ca ch tiu thp, tc l mc ng u ca ch tiu cao. Cng thc: R = Xmax Xmin Trong : R - Ton c; Xmax - Lng bin c tr s ln nht Xmin - Lng bin c tr s nh nht V d 2.9: Thu nhp ca h gia nh nh sau:
32

H Thu nhp (1000 ng)

1 6.000

6 9.100

7.000 85.000 86.000 9.000

9.500 10.000

T s liu bng, s dng cng thc trn ta tnh c khong bin thin: R = 10.000 6.000 = 4000 (nghn ng) Khong bin thin phn nh khong cch bin ng ca tiu thc tuy tnh ton n gin song ph thuc vo lng bin ln nht v nh nht ca tiu thc, tc l khng tnh g n mc khc nhau ca cc lng bin cn li trong dy s. 2. lch tuyt i trung bnh (Mean Absolute Deviation) lch tuyt i bnh qun l s bnh qun s hc ca cc lch tuyt i gia cc lng bin vi s bnh qun s hc ca cc lng bin . Cng thc: Trng hp tnh gin n
d=
n

x
i =1

Trng hp c quyn s

d=

x
i =1

x fi

f
i =1

;
i

Trong :
d - lch tuyt i bnh qun;

x i - Cc tr s ca lng bin;
x - S trung bnh s hc;

fi - Quyn s ca tng lng bin xi; n - Tng s lng bin (n = f i ).

i =1 k

Ch tiu ny biu hin bin thin ca tiu thc nghin cu mt cch y hn khong bin thin. Qua phn nh r nt hn tnh cht ng u ca tng th: v n tnh n lch ca tt c cc lng bin. V cch tnh cng tng i n gin, nhng c c im l phi ly gi tr tuyt i (gi tr dng) ca chnh lch. V d 2.10: C s liu v nng sut lao ng nm ca cng nhn trong mt doanh nghip: STT A 1 2 3 S S Nng sut Nng sut STT cng nhn cng nhn lao ng nm lao ng nm (Triu ng /ngi) (Ngn ngi) (Triu ng /ngi) (Ngn ngi) 1 10 15 20 a. S bnh qun
33

2 10 20 50

A 4 5

1 25 35

2 10 10

x=

(10.10 ) + (15.20 ) + (20.50 ) + (25.10 ) + (35.10 ) = 20 10 + 20 + 50 + 10 + 10

10 20 10 + 15 20 20 + 20 20 50 + 25 20 10 + 35 20 10 10 + 20 + 50 + 10 + 10

b. lch tuyt i bnh qun

d=
=

400 =4 100

3. Phng sai (Variance) Phng sai l s bnh qun s hc ca bnh phng cc lch gia cc lng bin vi s bnh qun s hc ca cc lng bin . Phng sai l sai s trung bnh bnh phng gia cc lng bin v s trung bnh s hc ca cc lng bin . 3.1. Phng sai tng th:
2 x = N

(x
i =1

)2

xi: Gi tr lng bin th i : Trung bnh tng th N: S n v tng th 3.2. Phng sai mu:
S x2 =
n n

( xi x)2
i =1

n 1
k

x
i =1

2 i

nx

n 1

Nu dy s c tn s fi th:
S =
2 x

( x x)
i i =1

fi

f
i =1

Trong cng thc phng sai mu ngi ta gi t s l tng lch bnh phng v mu s l bc t do. Ch , i vi cng thc phng sai mu, theo ton hc ngi ta chia ra thnh 2 loi l phng sai mu v phng sai mu iu chnh. Tuy nhin phng sai mu (bc t do l n) l c lng chch ca phng sai ca tng th, cn phng sai mu l c lng khng chch. Chnh v vy, cho n gin chng ta hiu phng sai mu y l phng sai mu iu chnh theo quan im ca ton hc. 4. lch chun (Standard deviation) 4.1. lch chun ca tng th:

x = =
2 x

(x

)2 N
i

4.2. lch chun ca mu:

34

Sx =

( x x)
i

n 1

5. H s bin thin (Coefficient of Variation) H s bin thin l ch tiu tng i phn nh mi quan h so snh gia lch chun vi s bnh qun s hc. Cng thc:
V= x

Trong : V - H s bin thin; - lch chun;

x - S bnh qun s hc.

H s bin thin cng dng nh gi bin thin ca tiu thc v tnh cht ng u ca tng th. H s ny biu hin bng s tng i nn cn c th c dng so snh c nhng ch tiu cng loi nhng cc quy m khc nhau nh so snh ng u v thu nhp bnh qun ca h gia nh khu vc nng thn (c thu nhp thp v s h t hn) vi thu nhp bnh qun ca h gia nh thnh th (c mc thu nhp cao hn v s h nhiu hn), c bit so snh c nhng ch tiu ca cc hin tng khc nhau v c n v o lng khc nhau nh so snh h s bin thin v bc th vi h s bin thin v tin lng bnh qun, h s bin thin v nng sut lao ng bnh qun, so snh h s bin thin v ch tiu thu nhp ca h gia nh vi h s bin thin v chi tiu ca h gia nh,... H s bin thin cn c th tnh theo lch tuyt i bnh qun, nhng h s bin thin tnh theo lch chun thng c s dng rng ri hn, tuy phn tnh ton c phc tp hn phi s dng lch tuyt i trung bnh. H s bin thin tnh theo lch tuyt i bnh qun c cng thc tnh:
V= d x

Trong : d - lch tuyt i bnh qun. V. PHNG PHP CH S Hin nay cc nh doanh nghip c th nm bt thng tin trn nhiu phng tin thng tin khc nhau, h quan tm n gi c hay khi lng sn phm tng mt hng hay nhiu mt hng tng ln hay gim xung qua thi gian trn mt th trng hay nhiu th trng khc nhau. Nhng thng tin ny c tnh ton thng qua phng php ch s. Mt cch tng qut, ch s o lng s thay i ca hin tng kinh t qua hai thi gian v khng gian nghin cu. Mt s k hiu thng dng trong phng php ch s: p: Gi hng ha ni chung z: Gi thnh q: Khi lng sn phm (ch tiu s lng) i: Ch s c th I: Ch s chung, ch s tng hp (0): Th hin k gc
35

(1): Th hin k bo co hay k nghin cu Cc loi ch s v cch tnh: Cn c vo phm vi tnh ton, c 2 loi ch s tng ng vi vic nghin cu hai loi ch tiu cht lng v s lng. - Ch tiu cht lng: gi c, gi thnh sn phm, nng sut thu hoch, nng sut lao ng, mc nguyn liu cn thit sn xut mt thnh phm,... - Ch tiu khi lng: lng hng ha tiu th, lng hng ha sn xut, s lng lao ng,... 1. Ch s c th L loi ch s nghin cu s bin ng v mt ch tiu no ca tng loi n v, tng phn t ca hin tng. - Ch s c th gi c (ch s cht lng):
i pi = p i (1) p i (0 )

pi(1) : l gi c mt hng th i k nghin cu pi(0) : l gi c mt hng th i k gc. - Ch s c th khi lng:

i qi = q i (1) q i (0 )

qi(1) : l khi lng mt hng th i k nghin cu qi(0) : l khi lng mt hng th i k gc. 2. Ch s tng hp L loi ch tiu ch nghin cu s bin ng v mt ch tiu no ca nhiu n v, nhiu phn t ca hin tng phc tp. 2.1. Ch s tng hp gi c: - Ch s tng hp gi c n gin:
Ip =

p p
i =1 i =1 n

i (1)

i (0 )

pi(1) : l gi c mt hng th i k nghin cu pi(0) : l gi c mt hng th i k gc. - Ch s tng hp gi c c quyn s:

Ip =

p p
i =1 i =1 n

i (1)

qi qi

i(0)

pi(1) : l gi c mt hng th i k nghin cu pi(0) : l gi c mt hng th i k gc. qi : l quyn s ca mt hng th i

36

Quyn s ca mt hng th i c 2 gi tr: gi tr chn k nh gc hoc l chn k nghin cu. Ty theo cch chn quyn s ta c 2 phng php tnh: a) Phng php Laspeyres: Nu trng s l lng hng ha thiu th chn k gc lm cn bn so snh, ta c cng thc ch s gi c ca Laspeyres:
Ip =

p p
i =1 i =1 n

i (1)

q i(0) q i (0 )

i (0 )

V d 2.11: Ta c s liu v gi c v lng hng tiu th ca 4 mt hng sau, tnh ch s gi theo phng php Laspeyres: TT Mt hng Gi c (1.000) Lng hng tiu th pi(0)qi(0) 2000 (pi(0)) 1 2 3 4 Sa (hp) La (kg) Du (lt) My tnh b ti (chic) Tng V s tng i:
Ip =
n

pi(1)qi(0)

2005 (pi(1)) 5,0 2,4 3,6 25,0

2000 (qi(0)) 50.000 100.000 200.000 4.000

2005 (qi(1)) 190.000 150.000 120.000 160.000 360.000 480.000 4.200 160.000 250.000 240.000 720.000 100.000

3,0 1,6 2,4 40,0

950.000 1.310.000

p p
i =1
n

i =1 n

i (1)

q i(0) q i(0)

1.310.000 = 137,9% 950.000

i (0 )

V s tuyt i:

p i (1) q i (0 ) p i (0 ) q i (0 ) = 1.310.000 950.000 = 360.000

i =1 i =1

Kt lun: Nhn chung gi c 4 mt hng trn nm 2005 so vi nm 2000 bng 137,9%, tng 37,9% lm tng gi tr tiu th (hay doanh s tiu th) mt lng l 360.000 (ngn ng). Cch tnh ch s gi theo phng php Laspeyres c nhng u im sau: Th nht, vi trng s l lng hng ha tiu th thi k gc; ta ch cn s liu lng hng ha tiu th v gi c ca mt thi k cn bn no lm cn c so snh. Th hai, trn c s ch s gi c tnh ton so vi cng k gc, phng php Laspeyres cho php ta xc nh s thay i gi c gia hai thi gian nghin cu bt k. Tuy nhin, phng php Laspeyres c nhc im l khng phn nh, cp nht c nhng thay i v khuynh hng, thi quen ca ngi tiu dng. Mt s mt hng no vi nm trc c ngi tiu th mua vi s lng ln, nhng c th ngy nay khng cn quan trng i vi h na. b) Phng php tnh ch s Paasche:
37

Ngc li vi ch s Laspeyres, ch s Paasche chn lng sn phm tiu th k nghin cu lm trng s. Ta c cng thc tnh ch s gi ca Paasche:
Ip =

p p
i =1 i =1 n

i (1)

q i (1) q i (1)

i(0)

V d 2.12: T s liu v d 2.11, tnh ch s gi theo phng php Paasche: TT Mt hng Gi c (1.000) 2000 1 Sa (hp) 2 La (kg) 3 Du (lt) 4 My tnh b ti (chic) Tng V s tng i:
Ip =
n

Lng hng tiu th 2000 (qi(0)) 50.000 100.000 200.000 4.000 2005 (qi(1)) 190.000 120.000 360.000 4.200

pi(0)qi(1)

pi(1)qi(1)

2005 5,0 2,4 3,6 25,0

(pi(0)) (pi(1)) 3,0 1,6 2,4 40,0

570.000 192.000 168.00

950.000 288.000 105.000

860.000 1.296.000 1.794.000 2.639.000

p p
i =1 i =1 n

i (1)

q i (1) q i (1)

2.639.000 = 147,1% 1.794.000

i(0)

V s tuyt i:

p i (1) q i (1) p i (0 ) q i (1) = 2.639.000 1.794.000 = 845.000

i =1 i =1

Kt lun: Nhn chung gi c 4 mt hng trn nm 2005 so vi nm 2000 bng 147,1%, tng 47,1% lm tng doanh thu mt lng l 845.000 (ngn ng). Cch tnh ch s gi theo phng php ny khc phc c nhc im ca phng php Laspeyres. Ngoi ra phng php ca Paasche cn cho thy nh hng mt cch c th s thay i gi c n ngi tiu th. Nhng mt kh khn khi s dng phng php Paasche l phi thng xuyn thu thp li lng hng ha tiu th k nghin cu. Tu theo mc s liu th thu thp c m chng ta c th p dng mt trong 3 trng hp trn mt cch linh hot nhng phng php Paasche l phng php t ra u vit hn bi s liu mang tnh cp nht hn v y l phng php m ngi ta thng dng. Ngoi ra, ngi ta cn a ra mt phng php khc mang tnh dung ho hn l tnh quyn s l trung bnh ca lng hng ho tiu th hai thi im. 2.2. Ch s tng hp khi lng: Ch s tng hp khi lng v cn bn ging nh ch s tng hp gi c nhng ngc li nhn t xem xt l khi lng sn phm cn gi c ng vai tr l trng s. - Ch s tng hp khi lng n gin:

38

Iq =

q q
i =1 i =1 n

i (1)

i (0 )

qi(1) : l khi lng mt hng th i k nghin cu. qi(0) : l khi lng mt hng th i k gc. a) Phng php Laspeyres:
Iq =

q q
i =1 i =1 n

i (1)

p i(0) p i (0 )

i (0 )

V d 2.13: T s liu v d 2.11, tnh ch s khi lng theo phng php Laspeyres. TT Mt hng Gi c (1.000) 2000 1 2 3 4 Sa (hp) La (kg) Du (lt) My tnh b ti (chic) Tng V s tng i:
Iq =
n

Lng hng tiu th qi(0)pi(0) 2000 (qi(0)) 2005 (qi(1))

qi(1)pi(0)

2005 5,0 2,4 3,6 25,0

(pi(0)) (pi(1)) 3,0 1,6 2,4 40,0

50.000 190.000 150.000 100.000 120.000 160.000 200.000 360.000 480.000 4.000 4.200 160.000

570.000 192.000 864.000 168.000

950.000 1.794.000

q q
i =1
n

i =1 n

i (1)

p i (0 ) p i (0 )

1.794.000 = 188,8% 950.000

i(0)

V s tuyt i:

q i (1) p i (0 ) q i (0 ) p i (0 ) = 1.794.000 950.000 = 844.000

i =1 i =1

Kt lun: Nhn chung lng hng tiu th 4 mt hng trn nm 2005 so vi nm 2000 bng 188,8%, tng 88,8% lm tng gi tr tiu th mt lng l 844.000 (ngn ng). Phng php ch s tng hp khi lng theo phng php Laspeyres thng c chn v cc l do sau: Th nht, vi cch chn gi c k gc lm quyn s, phng php ny gip ta c th tnh ton ch s tng hp khi lng mt cch nhanh chng. Th hai, trn c s ch s khi lng tnh ton so vi k gc, phng php ny cho php ta xc nh s thay i khi lng gia hai thi k nghin cu. b) Phng php tnh ch s Paasche:

39

Iq =

q q
i =1 i =1 n

i (1)

p i (1) p i (1)

i(0)

V d 2.14: T s liu v d 2.11, tnh ch s khi lng theo phng php Paasche TT Mt hng Gi c (1.000) Lng hng tiu th 2000 (pi(0)) 1 2 3 4 Sa (hp) La (kg) Du (lt) My tnh b ti (chic) Tng V s tng i:
Iq =
n

qi(0)pi(1)

qi(1)pi(1)

2005 (pi(1)) 5,0

2000 (qi(0))

2005 (qi(1)) 250.000 240.000 100.000 950.000 288.000 105.000

3,0 1,6 2,4 40,0

50.000 190.000

2,4 100.000 120.000 3,6 200.000 360.000 25,0 4.000 4.200

720.000 1.296.000 1.310.000 2.639.000

q q
i =1 i =1 n

i (1)

p i (1) p i (1)

2.639.000 = 201,5% 1.310.000

i (0 )

V s tuyt i:

q
i =1

i (1)

p i (1) q i ( 0 ) p i (1) = 2.639.000 1.310.000 = 1.329.000

i =1

Kt lun: Nhn chung lng hng tiu th 4 mt hng trn nm 2005 so vi nm 2000 bng 201,5%, tng 101,5% lm tng gi tr tiu th mt lng l 1.329.000 (ngn ng). Theo thng php Paasche, xt v ni dung c ngha kinh t hn l ch s tng hp theo phng php Laspeyres. Tuy nhin, nu xt trong mi tng quan gia mt lng v mt cht tc ng n mt hin tng (Doanh thu ph thuc vo gi bn v lng hng ho tiu th) th ngi ta s dng phng php Laspeyres, do y l phng php thng c s dng. Nu ch nghin cu ring ch s tng hp khi lng th tu theo s liu thu thp m ta c th chn phng php ph hp nhng vi cng thc n gin chng ta cn thn, trong nhiu trng hp tnh ton cng thc ny khng c ngha. 3. Ch s trung bnh tnh t ch s tng hp 3.1. Ch s trung bnh iu ha v bin ng ca ch tiu cht lng: Trong trng hp ti liu ch c gi tr k bo co v ch s gi c c th:
Ip =

p i (1) q i (1) p
i =1 i =1 n i (0 )

p i (1) q i (1)
i =1

q i (1)

p
i =1

p i (0 )
i (1)

p
i =1

i (1)

q i (1)

p i (1) q i (1)

i
i =1

1
pi

p i (1) q i (1)

V d 2.15: C s liu sau y ca mt cng ty:

40

Mt hng A B C

Doanh thu nm 2007 5.408 6.175 9.996

Thay i gi bn nm 2007 so vi nm 2006 +4 -5 +2

Tnh ch s gi ca 3 mt hng trn. T s liu trn ta c bng: Mt hng A B C Tng

n

Doanh thu nm 2007 (pi(1)qi(1)) 5.408 6.175 9.996 21.579

n

Thay i gi bn nm 2007 so vi nm 2006 (ipi) 104 95 102

(pi(1)qi(1))/ (ipi) 5.200 6.500 9.800 21.500

Thay vo cng thc ta c:

Ip =

p p
i =1 i =1 n

i (1)

q i (1) q i (1)

p
i =1

i (1)

q i (1)

i(0)

i
i =1

1
pi

p i (1) q i (1)

21.579 = 100,37% 21.500

Kt lun: Gi c 3 mt hng nm 2007 so vi nm 2006 bng 100,37%, tng 0,37%. 3.2. Ch s trung bnh s hc v bin ng ca ch tiu khi lng: Trong trng hp ti liu ch cho gi tr k gc v ch s khi lng c th.

Iq =

q i (1) p i (0 ) q
i =1 i =1 n i (0 )

q
i =1 n

q i (1)
i(0)

q i (0 ) p i (0 ) = p i(0)

i
i =1 n i =1

qi

q i (0 ) p i (0 )
i (0 )

p i(0)

q
i =1

i (0 )

p i (0 )

V d 2.16: C s liu sau y ca mt cng ty: Mt hng A B C T s liu trn ta c bng: Mt hng A B C T n g Doanh thu nm 2006 (pi(0)qi(0)) 2.000 5.000 3.000 10.000 Thay i gi bn nm 2007 so vi nm 2006 (iqi) 104 96 105 2.080 4.800 3.150 10.030
41

Doanh thu nm 2006 2.000 5.000 3.000

T l lng hng bn nm 2007 so vi nm 2006 104 96 105

Tnh ch s khi lng hng ha tiu th ca 3 mt hng trn. ipi pi(0)qi(0)

Thay vo cng thc ta c:

Iq =

q q
i =1 i =1 n

i (1)

p i (0 ) p i (0 )

i
i =1 n i =1

qi

q i (0 ) p i (0 )
i(0)

i (0 )

p i(0)

10.030 = 100,3% 10.000

Kt lun: Khi lng hng ha tiu th ca cng ty tnh chung 3 mt hng nm 2007 so vi nm 2006 bng 100,3%, tng 0,3%. 4. Ch s khng gian L ch s so snh cc hin tng cng loi nhng qua cc iu kin khng gian khc nhau. V d, nghin cu s bin ng v lng hng bn ra v gi c cc mt hng hai th trng khc nhau. 4.1. Ch s tng hp nghin cu s bin ng ca ch tiu cht lng hai th trng A v B.
I p (A / B) =

p p
i =1 i =1 n

Ai i

Bi i

Trong , qi = qAi + qBi: Khi lng sn phm cng loi hai th trng A v B. V d 2.17: Tnh hnh tiu th mt hng X v Y ti hai ch A v B. Hy tnh s bin ng v gi c hai th trng trn. Mt hng X Y Ta c: QX = qAX + qBX = 480 + 520 = 1.000 QY = qAY + qBY = 300 + 200 = 500
I p (A / B) =
=

Th trng A Lng bn 480 300 Gi n v 12.000 10.000 520 200

Th trng B Lng bn Gi n v 10.000 18.000

p p

Ai i

q p AXq X + p AYq Y = = p BXq X + p BYq Y Bi q i

(12.000x1.000) + (10.000x 500) 17.000.000 = = 89,5% (10.000x1.000) + (18.000x500) 19.000.000

V s tuyt i: (17.000.000 - 19.000.000) = -2.000.000 Kt lun: Ni chung gi c hai mt hng th trng A thp hn th trng B l 10,5%.gi tr tiu th thj trng A thp hn th trng B 2.000.000. 4.2. Ch s tng hp nghin cu s bin ng ca ch tiu khi lng hai th trng A v B: Trong trng hp ny c th c cc quyn s khc nhau l cc ch tiu cht lng, chng hn nh gi c nh cho tng mt hng (p) hoc tnh gi trung bnh tng mt hng hai th trng).

42

Iq (A / B) =

q q
i =1 i =1 n

Ai i

Bi i

Trong : pi l gi c nh cho mt hng i Nu ta chn gi c nh l gi trung bnh ca hai mt hng tng th trng, ta c:
I q ( A / B) =

q q

Ai Bi

pi pi

pi : Gi trung bnh ca mt hng i hai th trng.

V d 2.18: S dng s liu ca v d 2.17, hy tnh s bin ng v khi lng hng tiu th hai th trng trn. Mt hng X Y 480 300 Th trng A Lng bn Gi n v 12.000 10.000 520 200 Th trng B Lng bn Gi n v 10.000 18.000

S dng s bnh qun gia quyn ta tnh gi c nh ca hai mt hng.

pX = pY = (12.000x 480 ) + (10.000x 520 ) = 10.960 480 + 520 (10.000x 300 ) + (18.000x 200 ) = 13.200 300 + 200

I q ( A / B) =

q q

Ai Bi

pi pi

q AX p X + q AY p Y q BX p X + q BY p Y

(480x10.960) + (300x13.200) 9.220.800 = = 110,6% (300x10.960 ) + (200x13.200) 8.339.200

V s tuyt i: 9.200.800 - 8.339.200 = 881.600. Kt lun: Ni chung lng hng tiu th th trng A cao hn th trng B l 10,6%, lm tng gi tr tiu th ca th trng A cao hn th trng B l 881.600. 5. H thng ch s lin hon 2 nhn t Phng php ch s gip nghin cu s thay i ca hin tng kinh t qua thi gian. Ngoi phng php ch s cn c th phn tch mi lin h gia cc nhn t v mc nh hng ca cc nhn t n s thay i mt ch tiu kinh t tng hp. V d, doanh s bn ca mt cng ty bin ng l do nh hng ca hai nhn t: gi bn v khi lng hng tiu th, sn lng thu hoch ca mt loi cy trng do nh hng ca hai loi nhn t: nng sut thu hoch v din tch gieo trng,... Gi s cn phn tch tng mc hng ha tiu th bin ng qua hai thi k nghin cu trong mt lin h gia hai nhn t: gi c v khi lng hng ha tiu thu. H thng ch s th hin mi lin h gia cc ch tiu trn nh sau: Ipq = Ip x Iq Trong : Ipq: Ch s tng mc hng ha tiu th Ip: Ch s gi c xc nh theo phng php Paasche
43

Iq: Ch s khi lng c xc nh theo phng php Laspeyres

p p
i =1 i =1 n

i (1)

q i (1) q i (0 )

p p
i =1 i =1 n

i (1)

q i (1) x q i (1)

p p
i =1 i =1 n

i (0 )

q i (1) q i (0 )

i (0 )

i (0 )

i(0)

V s tuyt i:

p
i =1

i (1)

q i (1) p i ( 0 ) q i ( 0 ) = ( p i (1) q i (1) p i ( 0 ) q i (1) ) + ( p i ( 0 ) q i (1) p i ( 0 ) q i ( 0 ) )

i =1 i =1 i =1 i =1 i =1

V s tng i so vi gi tr tiu th k gc:

p
i =1

i (1)

q i (1) p i ( 0 ) q i ( 0 )
i =1 n i(0)

p
i =1

p
i =1

i (1)

q i (1) p i ( 0 ) q i (1)
i =1 n i(0)

q i(0)

p
i =1

p
i =1

i (0 )

q i (1) p i ( 0 ) q i ( 0 )
i =1 n i (0 )

q i(0)

p
i =1

q i (0 )

V d 2.19: T s liu v d 2.11, nghin cu s nh hng ca gi bn v lng bn n doanh s bn. Ta c bng s liu: TT Mt hng Gi c (1.000) 2000 (pi(0)) 1 Sa (hp) 2 La (kg) 3 Du (lt) 4 My tnh b ti (chic) Tng Nhn xt v s tng i: 3,0 1,6 2,4 40,0 2005 (pi(1)) 5,0 Lng hng tiu th 2000 (qi(0)) 2005 (qi(1)) 950.000 150.000 288.000 160.000 105.000 160.000 570.000 192.00 864.000 168.00 pi(1)qi(1) pi(0)qi(0) pi(0)qi(1)

50.000 190.000

2,4 100.000 120.000 25,0 4.000 4.200

3,6 200.000 360.000 1.296.000 480.000

2.639.000 950.000 1.794.000

p p
i =1 i =1 n

i (1)

q i (1) q i (0 )

p p
i =1 i =1 n

i (1)

q i (1) x q i (1)

p p
i =1 i =1 n

i (0 )

q i (1) q i (0 )

i (0 )

i (0 )

i(0)

2.639.000 2.639.000 1.794.000 = x 950.000 1.794.000 950.000

277,8% = 147,1% x 188,8% (tng 177,8%) (tng 47%) (tng 88,8%) Nhn xt v s tuyt i:

p i (1) q i (1) p i (0 ) q i (0 ) = ( p i (1) q i (1) p i (0 ) q i (1) ) + ( p i (0 ) q i (1) p i (0 ) q i (0 ) )

i =1 i =1 i =1 i =1 i =1 i =1

(2.639.000-950.000)=(2.639.000-1.794.000)+(1.794.000-950.000) 1.689.000=845.000+844.000
44

Kt lun: Tng mc tiu th hng ha tnh chung 4 mt hng nm 2005 so vi nm 2000 bng 277,8% (tng 117,8%), mc tng l 1.689.000 ngn ng l do nh hng ca 2 nhn t lin quan: - Do gi c nm 2005 so vi nm 2000 tng 47,1% lm tng gi tr tiu th l 845.000 ngn ng. - Do khi lng cc mt hng bn ra ni chung tng 88,8% lm tng gi tr tiu th l 844.000 ngn ng. H thng lin hon hai nhn t ngi ta c th m rng ra thnh h thng lin hon nhiu nhn t v chng ta cng thc hin theo nguyn tc ch s cht lng th s dng phng php Paasche cn ch s s lng th s dng phng php Laspeyres. Tuy nhin, vic m rng ny t ra khng hiu qu cao v n c th lm cho vic phn tch qu phc tp.

45

PHN III
THNG K SUY LUN CHNG III PHN PHI CHUN V PHN PHI MU
i vi cc khi nim v tnh cht c lin quan n phn phi ca tng th chng ta nghin cu mn hc xc sut thng k ton. y ch mang tnh cht nhc li mt cch khi qut nht. I. PHN PHI CHUN Phn phi chun chim mt v tr rt quan trng trong l thuyt thng k n lin quan n cc kt lun thng k suy lun sau ny. Trong thc t, nhiu bin ngu nhin tun theo qui lut phn phi chun hoc gn chun, chng hn nh trng lng v chiu cao ca ngi ln, mc thng minh ca tr em, im thi ca cc th sinh, lc chu ng ca mt thanh st, cc sai s o c, . Do , vic nhc li l rt cn thit. 1. nh ngha Phn phi chun l phn phi ca i lng ngu nhin lin tc X c min xc nh t - n + vi hm mt xc sut:
fx = 1 . 2
( x ) 2

22

, trong : e = 2,71828, =3,1415

K hiu: X ~ N(,2) Tnh cht ca hm phn phi chun:

+ ( x ) 2

1 2

22

.dx = 1 . Chnh l din tch gii hn bi th f(x) v trc honh.

- th i xng vi nhau qua ng thng x= - X c trung bnh l v phng sai l 2

46

47

2. Phn phi chun tc (n gin) nh ngha: l phn phi chun c =0 v =1. f t =

1 2 e
t2 2

Ta c th dng phng php i bin t=(x-)/ i vi phn phi chun thnh phn phi chun tc.

Bng phn phi chun tc (n gin): Hm s (z ) =

0 z

1 2

t2 2

c gi l hm tch phn Laplace

Tnh cht ca hm tch phn Laplace: - (Z) = p(0 < t < Z) - (z) l hm s l: (-z)= -(z)
+ t2 2

1 e 2

= 0,5

48

 tm c (Z) ta c th tra bng phc lc 1 bng phng php ta . V d tm (1,08) ta thc hin nh sau: Z 0,00 0,01 0,02 0,03 0,04 0,05 0,06 0,07 0,08 0,09 0,0 0,0000 0,0040 0,0080 0,0120 0,0160 0,0199 0,0239 0,0279 0,0319 0,0359 0,1 0,0398 0,0438 0,0478 0,0517 0,0557 0,0596 0,0636 0,0675 0,0714 0,0753 0,2 0,0793 0,0832 0,0871 0,0910 0,0948 0,0987 0,1026 0,1064 0,1103 0,1141 0,3 0,1179 0,1217 0,1255 0,1293 0,1331 0,1368 0,1406 0,1443 0,1480 0,1517 0,4 0,1554 0,1591 0,1628 0,1664 0,1700 0,1736 0,1772 0,1808 0,1844 0,1879 0,5 0,1915 0,1950 0,1985 0,2019 0,2054 0,2088 0,2123 0,2157 0,2190 0,2224 0,6 0,2257 0,2291 0,2324 0,2357 0,2389 0,2422 0,2454 0,2486 0,2517 0,2549 0,7 0,2580 0,2611 0,2642 0,2673 0,2704 0,2734 0,2764 0,2794 0,2823 0,2852 0,8 0,2881 0,2910 0,2939 0,2967 0,2995 0,3023 0,3051 0,3078 0,3106 0,3133 0,9 0,3159 0,3186 0,3212 0,3238 0,3264 0,3289 0,3315 0,3340 0,3365 0,3389 1,0 0,3413 0,3438 0,3461 0,3485 0,3508 0,3531 0,3554 0,3577 0,3599 0,3621 1,1 0,3643 0,3665 0,3686 0,3708 0,3729 0,3749 0,3770 0,3790 0,3810 0,3830 1,2 0,3849 0,3869 0,3888 0,3907 0,3925 0,3944 0,3962 0,3980 0,3997 0,4015 (1,08) = 0,3599 Chng ta c th s dng hm NORMSDIST() trong Excel, tuy nhin trong Excel l bng 1, cn ph lc ca ta l bng 0,5. Do c kt qu chnh xc ta s dng (NORMSDIST(Z) 0,5). 3. Khi nim Z Z l mt s sao cho p(Z>Z) = . y chnh l xc sut sai lm m ta thng dng trong thng k. Ta c th tm gi tr Z bng hm NORMSINV(1- ) trong Excel. Mt vi gi tr c bit: Z 0,005 2,575 0,010 2,330 0,025 1,960 0,050 1,645 0,100 1,280

4. Mt vi cng thc xc sut thng dng Cch tnh xc sut ca bin ngu nhin X c phn phi chun tc: a) p(X>a) =0,5 - (a) b) p(X<b) = 0,5 + (b) d) p(a<X<b) = ((b) - ((a), vi a<b e) p(X<a, X>b) = p(X<a)+p(X>b), vi a<b, X - phn phi chun II. PHN PHI CA MT VI I LNG THNG K 1. Phn phi Chi bnh phng Nu x1, x2, ... xn l i lng ngu nhin c chn t tng th phn phi chun th S2 ( n 1) 2 c phn phi Chi bnh phng bc t do (n-1).
S2 K hiu: ( n 1) 2 ~ 2 n 1

Khng ging nh hm phn phi chun, hm chi bnh phng khng i xng. N c cc tnh cht sau: E(2df) = df
49

Var(2df) = 2df Hm phn phi 2 c th gn ging nh th hm phn phi chun nhng khng i xng nhau qua cc tr. Tuy nhin, nu n ln th phn phi Chi bnh phng s sp s phn phi chun. Phn phi 2 do Karl Pearson a ra vo nm 1900.
2 2 2 Khi nim 2 n 1; : n 1; l mt s sao cho p( > n 1; ) = . nh ngha ny

tng t nh i vi Z. Mun tm gi tr ny ta c th tra bng ph lc 3 cng bng phng php ta hoc s dng hm CHIINV(,df) trong Excel. Trong , df l bc t do.
PEARSON Karl London 1857 London 1936 Nh ton hc thng k ngi Anh ny tng hc ti Kings College Oxford. Nm 1884 ng c b nhim ph trch b mn Ton ng dng v C hc ti University College London. Nm 1901 ng thnh lp phng th nghim v sinh trc v cng nm y vi s ti tr ca Galton, ng cho ra i tp ch Biometrika v ng iu hnh tp ch ny cho n khi mt. Nm 1911 ng ph trch lun b mn Eugnisme (Gio s o Duy Anh dch l Nhn chng ci lng hc, u sinh hc) cho n khi ng v hu nm 1933. K tc cng trnh ca Galton, ng l mt trong nhng ngi sng lp ngnh Ton hc thng k hin i. ng nghin cu l thuyt tin ho theo m hnh thng k ton hc ca ng. Ngoi nhng giy phc mit mi vi khoa hc, ng cn dnh thi gian cho thi ca v hot ng chnh tr.

2. Phn phi Student Nu x1, x2, ... xn l i lng ngu nhin c chn t tng th phn phi chun th x c phn phi Student bc t do (n-1). t= S n K hiu: t =
x S n

~ tn-1

Khi nim tn-1;: tn-1; l mt s sao cho p(t>tn-1;) = . nh ngha ny tng t nh i vi Z. Mun tm gi tr ny ta c th tra bng ph lc 2 cng bng phng php ta hoc s dng hm TINV(2,df) trong Excel. Hm phn phi t c th gn ging nh th hm phn phi chun nhng nhn thp hn. Tuy nhin, nu n ln th phn phi phi Student s sp s phn phi chun.
GOSSET Wiliam Sealy Canterbury 1876 - Beaconsfied (Ngoi lun n) 1937 Thng thng ngi ta bit ng di dng bit hiu Student. ng l nh thng k ngi Anh. Thi tr, ng hc ton New college (Oxford). Nm 1899 ng vo lm vic xng sn xut bia cho Guinness Brewery Dublin. Nh my mun gim gi thnh sn xut , nng cao cht lng la i mch v cy Hublon sn xut bia nn thnh lp mt phng th nghim nghin cu. Mt bi ton t ra l lm sao t nhng mu nghin cu phng th nghim rt ra c nhng kt lun xc ng. Gosset t nguyn tham gia nghin cu bi ton ny: l thuyt cc mu nh t rt ra kt lun. Gosset lao vo ti t ra, cng Karl Pearson Lun n mit mi trong 2 nm 1906, 1907. Nm 1908 ng a ra mt testn - sau ny gi l test Gosset - dng la chn i la mch. bo mt, nh my yu cu Gosset du tn tht, ch dng bit hiu Pupil hay Student. V nh chng ta bit, Gosset dng hiu th 2.

2.3. Phn phi Fisher (F) Gi s c hai mu c lp c nx, ny quan st ly t hai tng th c phn phi chun, phng sai tng th v phng sai mu ln lt l 2x , 2y , S2x , S2y th khi 2 S2 x x c phn phi Fisher bc t do ca t (nx-1) v bc t do ca mu (ny-1). F= 2 Sy 2 y
50

K hiu: F ~ Fv1,v2 Trong thc t khi kim nh s bng nhau ca hai phng sai tng th v khi :
F= S2 x S2 y

Khi nim Fv1;v2;: Fv1,v2; l mt s sao cho p(F>Fv1;v2;) = . nh ngha ny tng t nh i vi Z. Mun tm gi tr ny ta c th tra bng ph lc 4 cng bng phng php ta hoc s dng hm FINV(,df1,df2) trong Excel.
FISHER Ra nald Aylmer Londres 1890 - Adlaide 1962 ng l mt chuyn gia v L thuyt tin ha, nh Di truyn hc ngi Anh ny c cng pht trin cc phng php thng k so snh nhng trung bnh ca hai mu nh xc nh s khc bit ca chng c ngha hay khng.

III. PHN PHI MU 1. Khi nim Mc ch ca phn tch thng k l s dng s liu thu thp t mu nh trung bnh v t l mu c lng gi tr thc ca tng th. Qu trnh khi qut qu kt qu nghin cu ca mu cho tng th chung c gi l suy lun thng k. V l thuyt, c th s dng cc thng tin mu suy lun cc tham s ca tng th chung, ta nn da vo kt qu nghin cu ca nhiu mu nu c th. Nu iu ny c thc hin, phn phi ca cc kt qu t mu c gi l phn phi mu. Nhng v mt thc hnh vic c lng cho cc tham s ca tng th ch cn c vo kt qu c th ca mt mu. Cho nn khi nim v phn phi mu cn phi c xem xt c th ng dng l thuyt v xc sut cho qu trnh suy lun thng k. Phn phi mu c 3 trng hp: - Phn phi ca trung bnh mu c lng trung bnh ca tng th; - Phn phi ca phng sai mu c lng phng sai tng th; - Phn phi ca t l mu c lng t l ca tng th. 2. nh l gii hn trung tm Trong thc t thng gp l ta khng bit v phn phi ca tng th hoc tng th khng c phn phi chun. Trong nhng trng hp nh l gii hn trung tm gip ta gii quyt vn khi xem xt phn phi mu. nh l: Khi c mu n ln th phn phi ca trung bnh mu X s xp x phn phi chun, bt chp hnh dng phn phi ca tng th. nh l: Mt bin ngu nhin l tng ca ca nhiu bin ngn nhin khc s c phn phi xp x phn phi chun. iu ny rt hu ch trong kinh t lng bi v ta c th coi sai s ca mt m hnh l tng ca nhiu tc ng ngu nhin. 3. Cc tnh cht ca phn phi mu - Nu X c phn phi 2m th nX cng c phn phi 2nm - Nu X c phn phi chun N(, 2) th: 1). nX cng c phn phi chun N(n, n2) v X ~N(, 2/n)

51

2). Vi kch thc mu kh ln (n30), th phn phi ca trung bnh mu s xp x x phn phi chun v z = c phn phi chun tc. x / n 3).
(n 1) S 2

2 ~ n 1

4). X v S2 c lp vi nhau.

52

CHNG IV C LNG KHONG TIN CY

(Confidence Interval Estimation)
Chng ny s cp n vic suy lun cc c trng ca tng th da trn cc c trng ca mu. Cc c trng ca tng th c th l gi tr trung bnh, phng sai hoc t l cc n v tng th c mt tnh cht no . V d, ta quan tm n thu nhp trung bnh ca lao ng mt ngnh ngh no . Vn t ra l c lng cc c trng ca tng th (cha bit) t cc c trng ca mu d liu thu thp c. Trong khi nim c lng c 2 khi nim l c lng im v c lng khong, tuy nhin trong ni dung ny chng ta ch i su vo vn c lng khong bi v y l mt mt ni dung rt quan trng trong bi ton c lng m chng ta mong mun gii quyt mt vn thc t. I. KHI NIM Vn c lng y ni ring v thng k ni chung c chng ta xem xt ton din theo quan im ca xc sut, c ngha l ta xem xt kh nng xy ra cao nht ch khng xem xt trong tng trng hp c th y l mt vn c th khng chnh xc lm nhng n cng gy ra s hiu nhm t nhiu trong vic nh gi tnh hiu qu ca thng k. Vi quan im trn, cc nh ton hc a ra khi nim c lng khong nh sau: Gi l c trng ca tng th cn c lng. Gi s da vo mu quan st, ta tm c 2 bin ngu nhin A, B sao cho: P(A<<B)=1- Trong , (1-) l tin cy Gi s a, b l gi tr c th ca A, B. Khong (a,b) c gi l khong c lng vi tin cy (1-)100% ca , hay ni ngn gn l khong tin cy (1-).100% ca . II. C LNG TRUNG BNH TNG TH thc hin ta chn mt mu ngu nhin n quan st x1, x2,... xn t tng th X c trung bnh l , phng sai 2, trung bnh mu l x , phng sai mu S2, tin cy (1-). Ta c lng trung bnh tng th nh sau: 1. Khi bit phng sai 2 iu kin tng th c phn phi chun hoc c c mu ln (n30)
x z / 2 n <<x+ z / 2 n

vi z c phn phi chun tc. T cng thc trn ta nhn thy: (1). Nu tin cy v lch chun c nh, kch thc mu cng ln th khong c lng cng hp, tc l chnh xc ca c lng cng cao. (2). Nu tin cy v kch thc mu c nh, lch chun cng ln th khong c lng cng rng, tc l chnh xc ca c lng cng thp. (3). Nu lch chun v kch thc mu c nh, tin cy cng cao th khong khong c lng cng rng, tc l chnh xc ca c lng cng thp.
53

V d 4.1: xc nh trng lng trung bnh ca cc bao bt m c ng bng my t ng, ngi ta chn ngu nhin 15 bao v tnh c trng lng trung bnh 39,8kg. Tm khong tin cy 99% ca trng lng trung bnh cc bao bt m. Gi s trng lng bao ng c phn phi chun v phng sai l 0,144. Gi l trng lng trung bnh mt bao ng. Ta c: n=15; x = 39,8, 2 = 0,144, =1% => Z0,5%=2,575.
39,8 2,575 0,144 15 < < 39,8 + 2,575 0,144 15

39,55 < < 40,05 Kt lun, vi tin cy 99%, trng lng trung bnh ca mi bao bt m c c lng trong khong t 39,55kg n 40,05kg. 2. Khi cha bit phng sai 2: a) Trng hp c c mu ln (n30): Trong trng hp ny chng ta p dng nh trng hp 1 nhng chng ta dng phng sai ca mu thay cho phng sai ca tng th c lng, chng ta khng cn iu kin v phn phi chun ca tng th.
x z / 2S n <<x+ z / 2S n

b) Trng hp c c mu nh (n<30): Trong trng hp ny ta s dng phn phi Student c lng v iu kin tng th phi c phn phi chun.
x t n 1, / 2 s n < < x + t n 1, / 2 s n

Vi tn-1 c phn phi Student vi n-1 bc t do. V d 4.2: Mt cng ty in thoi mun c lng thi gian trung bnh ca mt cuc in thoi ng di vo ngy cui tun. Mu ngu nhin 20 cuc gi ng di vo ngy cui tun cho thy thi gian trung bnh l 14,8 pht, lch chun 5,6 pht. c lng thi gian trung bnh ca mt cuc gi ng di vo ngy cui tun, vi tin cy 95%. Gi l thi gian trung bnh ca mt cuc gi ng di vo ngy cui tun. Ta c: n=20; x =14,8; S=5,6; tn-1,/2=t19, 0,025= 2,093 p dng cng thc:
x t n 1, / 2 14,8 2,093 s n < < x + t n 1, / 2 s n

5,6 5,6 < < 14,8 2,093 20 20

12,1792 < < 17,4208 Vy, vi tin cy 95%, thi gian trung bnh ca mt cuc in m ng di vo cui tun c c lng trong khong t 12,1792 n 17,4208 pht

54

III. C LNG T L TNG TH Trong nhiu trng hp ta c th quan tm n t l cc n v c mt tnh cht no trong tng th. Chng hn, t l khch hng s dng mt loi sn phm no hoc t l ph phm trong sn xut,... Khi , ta thc hin c lng cho t l p ca tng th.
l t l cc quan st c tnh cht A no Gi s c mu ngn nhin n quan st v p . Vi mu ln (n40), khong tin cy (1-)100% ca t l p cc quan st c tnh cht A ca tng th c xc nh bi:

p z / 2

^ p(1 p ) < p < p + z / 2 n

p (1 p ) n

V d 4.3: Mt nghin cu c thc hin nhm c lng th phn ca sn phm ni a i vi mt hng bnh ko. Kt qu iu tra chn mu ngu nhin 100 khch hng cho thy c 34 ngi dng sn phm ni a. Tm khong tin cy 95% cho t l khch hng s dng bnh ko ni a. Gi p l th phn ca sn phm ni a i vi mt hng bnh ko. Ta c: n=100, p =0,34; z/2=z0,025=1,96 p dng cng thc ta c:
0,34 1,96 0,34(1 0,34) 0,34(1 0,34) < p < 0,34 + 1,96 100 100
^

0,2472 < p < 0,4328 Vy, Khong tin cy 95% cho t l khch hng s dng bnh ko ni a l khong t 24,72% n 43,28%. IV. C LNG PHNG SAI TNG TH xem xt ng u ca d liu hoc cht lng ca sn phm, trong mt s trng hp ta c th s dng c lng phng sai ca tng th xem xt. thc hin bi ton ny ta thc hin nh sau: Chn mt mu ngu nhin n quan st c phn phi chun, vi tin cy 1- ta c c lng phng sai:
(n 1).S 2
2 n 1; / 2

< 2 <

(n 1).S 2

n21;1 / 2

V d 4.4: Mt nh sn xut quan tm n bin thin ca t l tp cht trong mt loi hng liu c cung cp. Chn ngu nhin 15 mu hng liu cho thy lch chun v t l tp cht l 2,36%. Vi khong tin cy 95%, c lng lch chun v t l tp cht. Gi l lch chun v t l tp cht. Ta c: n = 15, S=2,36%, =5% => 214;2,5% = 26,119, 214;97,5% = 5,629
(15 1).2,36 2 (15 1).2,36 2 < 2 < 26,119 5,629

2,99 < 2 < 13,85 => 1,73 < < 3,72 Vy, vi tin cy 95%, lch chun v tu l tp cht c c lng trong khong t 1,73 3,72%.
55

V. C LNG CHNH LCH HAI TRUNG BNH TNG TH Trong nhiu trng hp ta c th quan tm n s khc bit gia trung bnh 2 tng th. Chng hn, khc bit v doanh s trung bnh trong tun t hai phng php trnh by hng ha, cho hng khc nhau hoc s khc bit gia nng sut cy trng do s dng hai loi phn bn khc nhau,... Phng php so snh trung bnh hai tng th ph thuc vo cch thc ly mu: mu phi hp tng cp (mu ph thuc) hoc mu c lp. 1. c lng khong tin cy d trn s phi hp tng cp (Matched pair) phng php ny, cc n v mu c chn tng cp t hai tng th. Thng thng mu phi hp tng cp bao gm cc trng hp sau y: - So snh gia trc v sau, chng hn nh mu th nht: doanh s bn trc khi thc hin chin dch khuyn mi; mu th hai: doanh s bn sau khi thc hin chin dch khuyn mi. y, mu phi hp tng cp theo ngha l tng cp doanh s thu thp cng mt ca hng. - So snh gia cc n v v mt c im no , chng hn mu th nht: tin lng ca nhn vin nam cng ty A; mu th hai: tin lng ca nhn vin n cng ty A. - So snh gia cc n v phi hp tng cp theo khng gian, chng hn mu th nht: doanh s bn ca mt loi nc gii kht A ca hng X; mu th hai: doanh s bn ca mt loi nc gii kht B ca hng X. y mu phi hp tng cp theo ngha c hai doanh s ca hai nhn hiu A, B c thu thp trn cng mt ca hng. - So snh gia cc n v phi hp tng cp theo thi gian, chng hn mu th nht: doanh s bn ca nh hng X vo thng 5/2001; mu th hai: doanh s bn ca nh hng Y vo thng 5/2007. y mu phi hp tng cp trong cng mt thi gian. * Khong tin cy cho s khc bit gia trung bnh hai tng th: Gi s ta c mu n cp quan st t hai tng th X v Y. Gi x , y l trung bnh ca X, Y; d v Sd l trung bnh v lch chun ca n s khc bit (xi-yi). Gi s rng phn phi ca nhng khc bit ny l phn phi chun, khong tin cy (1-)100% ca (x , y) c xc nh nh sau:
d tn 1, / 2 sd s < x y < d + tn 1, / 2 d n n

d=
n

di
i =1

(x y )
i i i =1

= i =1 n 1 n 1 vi tn-1 c phn phi Student vi n-1 bc t do.

2 Sd = i =1

(di d ) 2

2 i

n.d

V d 4.5: Cng ty in lc thc hin cc bin php khuyn khch tit kim in. Lng in tiu th ghi nhn 12 h gia nh trc v sau khi c bin php khuyn khch tit kim in nh sau: H gia nh 1 2 Lng in tiu th trc v sau khi khuyn khch tit kim (Kwh) Trc 73 50 Sau 69 54
56

H gia nh 3 4 5 6 7 8 9 10 11 12

Lng in tiu th trc v sau khi khuyn khch tit kim (Kwh) Trc 83 78 56 74 74 87 69 72 77 75 Sau 82 67 60 73 75 78 64 72 70 63

Vi tin cy 95%, hy c lng lng in tiu th trung bnh ca h gia nh trc v sau khi thc hin bin php khuyn khch tit kim in. Gi x, y l lng in tiu th trung bnh ca h gia nh trc v sau khi thc hin bin php khuyn khch tit kim in. Ta tnh cc tham s cn thit: H gia nh Lng in tiu th trc v sau khi khuyn khch tit kim (Kwh) Trc (xi) 1 2 3 4 5 6 7 8 9 10 11 12 Tng Ta c:
d= 41 = 3,4167 12

di=(xi-yi)

(di- d )2

Sau (yi) 69 54 82 67 60 73 75 78 64 72 70 63 4 -4 1 11 -4 1 -1 9 5 0 7 12 41 0,3402 55,0074 5,8404 57,5064 55,0074 5,8404 19,5072 31,1732 2,5068 11,6738 12,8400 73,6730 330,9167

73 50 83 78 56 74 74 87 69 72 77 75

sd =

[d

d ]2 =

n 1

330,9167 = 5,4848 12 1
57

tn-1,/2=t11,0,025=2,201 Gi s rng cc khc bit gia lng in trc v sau khi khuyn khch tit kim c lch chun. p dng cng thc ta c:
d t n 1, / 2 sd n < x y < d + t n 1, / 2 sd n

3,4167 2,201

5,4848 5,4848 < X Y < 3,4167 + 2,201 12 12

-0,0682 < X-Y < 6,9016 Vy, khong tin cy 95% ca s khc bit gia lng in tiu th trc v sau khi khuyn khch tit kim c c lng t -0,0682 n 6,9016 (Kwh). 2. c lng khong tin cy da vo mu c lp Gi nx, ny l s quan st ca cc mu ngu nhin c lp x1, x2, ... xnx, y1, y2, ... yny t hai tng th X v Y c trung bnh x, y v phng sai 2x, 2y. Vi trung bnh mu x , y , phng sai mu l S2x, S2y, vi tin cy (1-) ta c lng nh sau: 2.1. Bit phng sai hai tng th: ny 30) iu kin hai tng th phi c phn phi chun hoc chn c mu ln (nx,
2 2 y x + } nx ny

x y {(x y ) z / 2

2.2. Cha bit phng sai tng th: a) C phng sai khc nhau: * Nu nx, ny 30: ta thay phng sai tng th bng phng sai mu.
x y {(x y ) z / 2 S2 S2 y x + } nx ny

* Nu nx hoc ny < 30: Gi s X, Y c phn phi chun:

x y {(x y ) t n ; / 2 ( S2 S2 y x + )} nx ny

vi Bc t do n =

2 2 (s 2 x nx + sy n y ) 2 2 (s 2 (s 2 y ny ) x nx ) + nx 1 ny 1

b) C phng sai bng nhau:

x y ((x y ) t nx + ny 2; / 2 S 2 ( 1 1 + )) nx ny

Trong : S =
2

2 ( n x 1).S 2 x + ( n y 1).S y

(n x + n y 2)

V d 4.6: Mt cng ty ang mun xem xt thi gian sn xut ca hai dy chuyn sn xut mi v c.
58

 dy chuyn mi: 40 sn phm c c sn xut vi thi gian trung bnh 46,5 pht/ sn phm, lch chun l 8 pht. dy chuyn c: 38 sn phm c sn xut vi thi gian trung bnh l 51,2 pht/sn phm, lch chun l 9,5 pht. Hy c lng khang tin cy 95% cho s khch bit v thi gian sn xut gia hai dy chuyn. Gi x, y l thi gian sn xut trung bnh mt sn phm ca dy chuyn c v dy chuyn mi. Ta c: dy chuyn mi: x =46,5 dy chuyn c: y =51,2 sY=9,5 nY=38 z/2=z0,025=1,96 Gi s ta c 2 phng sai khc nhau, p dng cng thc ta c:
(x y ) z / 2 2 2 2 2 y y x x + < x y < (x y ) + z / 2 + nx ny nx ny 8 2 9,52 8 2 9,52 + < x y < (46,5 51,2) 1,96. + 40 38 40 38

sX=8

nX=40

(46,5 51,2 ) 1,96.

-8,6077 < X-Y < -0,7923 Vy, Vi tin cy 95%, ta c lng dy chuyn sn xut mi rt ngn thi gian trung bnh sn xut mt sn phm trong khong t 0,7923 n 8,6077 pht. VI. C LNG HAI CHNH LCH T L TNG TH (trng hp n40) Gi s ta c hai mu nx v ny c chn ngu nhin c lp t hai tng th X v Y c t l mu l p X , p Y . Ta c khong tin cy (1-)100% ca s khc bit (px - py) c xc nh nh sau:
( px p y ) z / 2
^ ^
^ ^

px (1 px ) p y (1 p y ) + nx ny

V d 4.7: Kt qu iu tra t mu ngu nhin 1000 ngi mt thnh ph cho thy nm 2007, t l tht nghip thnh ph X l 7,5%, thnh ph Y l 7,2%. Hy c lng khong tin cy 99% cho s khc bit v t l tht nghip gia hai thnh ph. p dng cng thc ta c:
( px p y ) z / 2
^ ^ ^ ^

px (1 px ) p y (1 p y ) + nx ny

(0,075 0,072) 2,575

0,075(1 0,075) 0,072(1 0,072) + 1000 1000

-0,027 < pX - pY < 0,033 Vy, vi tin cy 99%, c th ni rng t l tht nghip thnh phi X t thp hn 2,7% n cao hn 3,3% so vi thnh phi Y. VII. C LNG C MU (Estimating the sample size)

59

 tng chnh xc ca c lng, theo nh chng ta nghin cu nhng phng php c lng khong tin cy, th ch c mt hng t c l cn xc nh c mu c kch thc ti thiu. 1. C mu trong c lng khong tin cy ca trung bnh tng th Xut pht t cng thc: x
z / 2 n <<x+ z / 2 n

Gi s mt mu ngu nhin gm n quan st t mt tng th c phng sai ta c. Mt khong tin cy (1-)100% ca trung bnh tng th l , gi l mt na chiu rng ca khong tin cy = z / 2 . T y ta d dng suy ra: n
2 n = z /2

2 2

2. C mu trong c lng khong tin cy ca t l tng th Xut pht t cng thc: p z / 2

^ ^ p(1 p ) p(1 p ) < p < p+ z / 2 n n ^ ^ ^ ^

Gi s rng mt mu ngu nhin gm n quan st, mt khong tin cy (1-)100% cho t l tng th p cho bi cng thc trn. Gi l mt na chiu rng ca khong tin (1 p ) p cy = z / 2 , t ta xc nh kch thc mu ti thiu nh sau: n
n = z / 2
2
^ ^

p(1 p) 2
^

Tt nhin ta cha th bit p , song p (1- p ) khng vt qu 0,25. Do , ta c cng thc:

2 n = z /2

0,25 2

60

CHNG V KIM NH GI THUYT

I. MT S KHI NIM: Bn cnh vic c lng cc c trng ca tng th - ni chng trc - cc d liu thu thp t mu cn c th dng nh gi xem mt gi thuyt no v tng th l ng hay sai, gi l kim nh gi thuyt. Ni cch khc, kim nh gi thuyt l da vo cc thng tin mu a ra kt lun bc b hay chp nhn v cc gi thuyt ca tng th. Tuy nhin, chng ta phi hiu chp nhn hay bc b gi thuyt phi hiu theo ngha xc sut. 1. Cc loi gi thuyt trong thng k Gi thuyt H0 (null hypothesis): Gi l mt c trng cha bit ca tng th (gi tr trung bnh, phng sai, t l). Ta hnh thnh gi thuyt H0 v so vi gi tr 0 c th no . Gi thuyt H1 (alternative hypothesis): Gi thuyt H1 l kt qu ngc li ca gi thuyt H0, nu gi thuyt H0 ng th gi thuyt H1 sai v ngc li. Trong thng k H0 c kim nh da trn c s i chng H1, H1 l gi thuyt th hin cc tnh hung khng nm trong H0. - Kim nh dng hai ui (two-tailed):
H 0 : = 0 H1 : 0

- Kim nh dng mt ui (one-tailed):

H 0 : 0 H1 : > 0 H 0 : 0 H1 : < 0

Mt ui phi Mt ui tri

2. Cc loi sai lm trong kim nh gi thuyt (1). Sai lm loi 1: Gi thuyt H0 ng nhng qua kim nh ta li kt lun gi thuyt sai, v do vy bc b gi thuyt H0 mc ngha no . C ngha l ta bc b gi thuyt ng. (2). Sai lm loi 2: Gi thuyt H0 sai nhng qua kim nh, ta li kt lun gi thuyt ng, v do vy chp nhn gi thuyt H0 mc ngha no . C ngha l ta chp nhn mt gi thuyt sai. Ty theo qua im v tnh cht m ngi ta cho sai lm loi 1 hoc loi 2 l nghim trng hn. Tuy nhin, thng thng th ngi ta s cho rng sai lm loi 1 l nghim trng hn m thng k cn trnh. 3. Qui trnh tng qut trong kim nh gi thuyt Mc ch chng ta trong vic gii thiu v phng thc kim nh gi thuyt tng qut l nhm i tm hiu ni dung c bn trong php suy din thng k. t n quyt nh cui cng, mt phng thc c h thng s c lp ra vi cc bc nh sau:

61

Bc 1: Xy dng gi thuyt. Ta bt u kim nh gi thuyt vi mt gi nh v mt vi tham s tng th v s dng d liu mu kim tra tnh logic ca gi nh . Ni cch khc, ta bt u bng cch gi nh c mt gi tr tng th no v kt lun bng quyt nh bc b hay khng bc b gi nh theo cc s liu mu. Vic thit lp gi thuyt ty thuc vo bn cht ca tnh hung c nh hng hay khng nh hng. Nu tnh hung khng c nh hng sai bit, th gi thuyt l 2 ui, nu c tnh nh hng th ta c gi thuyt 1 ui. xc nh gi thuyt 1 ui phi hay 1 ui tri chng ta da vo nguyn tc trnh sai lm loi 1. Tuy nhin cn nh rng s tht bi trong vic loi H0 khng ng ngha vi vic bn chng minh c H0 ng, m ch l bn khng bng chng thng k loi b m thi. Bc 2: Chn mc ngha mong mun. Kh nng phm sai lm loi 1 nh ta trnh by c gi l mc ngha v c k hiu l . Trn thc t, c 3 mc ngha thng dng nht l 0,1, 0,05 v 0,01 tng ng vi tin cy l 0,90, 0,95, 0,99. Vic la chn l bao nhiu ph thuc vo tnh ch quan ca ngi nghin cu chp nhn ri ro mc no. C mt c tnh cht kinh nghim chng ta tham kho: - Nu ni dung nghin cu i hi chnh xc cao th nn chn mc nh, thng thng l 1%. - Nu ni dung nghin cu s liu bin ng ln, thu thp thng tin kh chnh xc th ta nn chn ln, tuy nhin ta khng nn tng qu ln s lm tng kh nng b sai lm loi 2 v thng thng theo s thng nht chung ca cc nh thng k mc ngha ti a l 10%. - Nu khng quan tm qu nhiu n mc ngha th ta nn chn theo mc thng thng l 5%. Bc 3: Tnh tr s thng k hay gi tr thc t ca kim nh. Trong bc ny, da vo cc l thuyt thng k m chng ta la chn cng thc ph hp qui phn phi mu v phn phi no . Mt s phn phi thng gp l phn phi chun, phn phi Student, phn phi Chi bnh phng, phn phi Fisher,... Gi tr thc t ca kim nh l c s quyt nh chp nhn hay bc b gi thuyt khng. Bc 4: Rt ra kt lun lin quan n gi thuyt khng. Tng ng vi mc ngha v phn phi c xc nh bc 3 ta tm c gi tr l thuyt ca kim nh, thng thng l ta tra bng hoc s dng phn mm my tnh tm c (Z, tdf,, Fv1,v2,,....). Sau chng ta so snh gia gi tr thc t v gi tr l thuyt ca kim nh c kt lun ph hp vi gi thuyt khng. Bc 5: Kt lun.Ty thuc vo ni dung nghin cu chng ta s a ra kt lun ph hp vi mc ch v yu cu ca vn t ra. II. KIM NH THAM S 1. Kim nh trung bnh tng th thc hin kim nh ny gi s ta c mt mu ngu nhin n quan st x1, x2,... xn t tng th X c trung bnh l , phng sai 2, trung bnh mu l x , phng sai mu S2, mc ngha kim nh v gi tr cho trc l 0. Kim nh gi thuyt c thc hin nh sau: a) Trng hp bit phng sai tng th: iu kin p dng cho trng hp ny l tng th X c phn phi chun hoc c c mu n30, cc bc kim nh nh sau: Mt ui phi Mt ui tri Hai ui
62

1. t gi thuyt 2. Gi tr kim nh

H 0 : 0 H1 : > 0

H 0 : 0 H1 : < 0
z= x 0 n

H 0 : = 0 H1 : 0

3. Quyt nh bc b H0 khi:

Z > Z

Z < -Z

Z > Z/2; Z < -Z/2

i vi trng hp ny ta s dng phn phi chun thc hin kim nh gi thuyt thng k, ta c th gi tt l kim nh Z v nguyn tc ny u ging nhau ch c gi tr kim nh l khc nhau. khi phi nh nhiu ta c nguyn tc bc b H0 trong kim nh Z nh sau : Bc b gi thuyt H0 1 ui nu : Z>Z Bc b gi thuyt H0 2 ui nu : Z>Z/2 V d 5.1: Mt nghin cu c thc hin xc nh mc hi lng ca khch hng sau khi cng ty in thoi, ci tin mt s dch v khch hng. Trc khi thay i, mc hi lng ca khch hng tnh trung bnh l 77 im, theo thang im t 0 n 100. 20 khch hng c chn ngu nhin gi bng iu tra xin kin sau khi cc thay i c thc hin, mc hi lng trung bnh tnh c l 80. C th kt lun khch hng c lm hi lng mc cao hn hay khng vi mc ngha 1%. Cho bit tng th c phn phi chun vi lch chun l 8. Gi l im trung bnh v mc hi lng ca khch hng. Ta c. n=20, x =80, 0=77, =8, =1%.
H : 77 (1). t gi thuyt: 0 H 1 : > 77

(2). Gi tr kim nh: Z =

x 0

/ n

80 77 = 1,68 20 20

(3). Quyt nh: Z=1,68 < Z1% = 2,33: Chp nhn gi thuyt H0 (4). Kt lun: Vi mc ngha =1% s liu ca mu khng bng chng bc b gi thuyt H0, ngha l mc hi lng ca khc hng khng tng ln. a) Trng hp cha bit phng sai tng th: Trng hp n 30: Trng hp ny ta khng c phng sai tng th th s dng phng sai ca mu tnh gi tr thc t ca kim nh. Ngoi ra, da vo nh l gii hn trung tm trong trng hp ny ta khng nht thit tng th phi c phn phi chun. Ta c kim nh Z, vi Z =
x 0 Sx n

Trng hp c n<30: Trong trng hp ny iu kin tng th phi c phn phi chun. Ta c dng tng qut kim nh nh sau:
63

Mt ui phi 1. t gi thuyt 2. Gi tr kim nh

H 0 : 0 H1 : > 0

Mt ui tri
H 0 : 0 H1 : < 0
t= x 0 Sx n

Hai ui
H 0 : = 0 H1 : 0

3. Quyt nh bc b H0 khi:

t > tn-1,

t < - tn-1,

t > tn-1,/2; t < -tn-1,/2

Tng t nh i vi kim nh Z, ta c th gi trong trng hp ny l kim nh Student v ta c th tm tt nguyn tc bc b H0 nh sau: Bc b gi thuyt H0 1 ui nu : t>tn-1, Bc b gi thuyt H0 2 ui nu : t>tn-1,/2 V d 5.2: Mt loi n chiu c nh sn xut cho bit c tui th trung bnh thp nht l 65 gi. Kt qu kim tra t mu ngn nhin 21 n cho thy tui th trung bnh l 62,5 gi, vi lch chun l 3. Vi = 0,01, c th kt lun g v li tuyn b ca nh sn xut? Cho bit tui th ca bng n c phn phi chun. Gi l tui th trung bnh ca bng n. Ta c: n=21, x =62,5, =65, S=3, =1%.
H : 65 (1). t gi thuyt: 0 H1 : < 65

(2). Gi tr kim nh: t =

x 0 62,5 65 = = 3,82 Sx 3 / 21 n

(3). Quyt nh: t = 3,82 >2,528 = t20, 0,01 => Gi thuyt H0 b bc b. (4). Kt lun: Vi =1%, ta c th kt lun rng li tuyn b ca nh sn xut l sai. 2. Kim nh t l p tng th
ln lt l t l cc n v c Gi s ta c mu ngn nhin n quan st. Gi p, p tnh cht no m ta quan tm ca tng th v ca mu, p0 l s t l cho trc. iu kin c mu n 40.

Trong trng hp ny ta c kim nh phn phi chun: Mt ui phi 1. t gi thuyt 2. Gi tr kim nh

H 0 : p p 0 H1 : p > p 0

Mt ui tri
H 0 : p p 0 H1 : p < p 0
Z= x p0 p p0 (1 p0 ) n

Hai ui
H 0 : p = p 0 H1 : p p 0

3. Quyt nh bc b H0 khi:

Z > Z

Z < -Z

Z > Z/2; Z < -Z/2

V d 5.3: Gi s sn phm ca mt cng ty sn xut v xe t chim c th phn 42%. Hin ti, trc mt cnh tranh ca i th v nhng iu kin thay i ca mi trng kinh doanh, ban lnh o mun kim tra li xem th phn ca cng ty c cn l
64

42% hay khng. Chn mt mu ngu nhin 550 t trn ng, kt qu cho thy c 219 xe s dng v xe ca cng ty. C th kt lun g, mc ngha =0,1? Gi p l t l xe s dng v xe ca cng ty.
=219/550 = 0,398, p0=0,42, =10%. Ta c, n=550, p

H : p 0,42 (1). t gi thuyt: 0 H1 : p < 0,42

(2). Gi tr kim nh: Z =

px p0 p 0 (1 p 0 ) n

219 / 550 0,42 0,42(1 0,42 ) / 550

= 1,037

(3). Quyt nh:Z = 1,037 < 1,28 = Z0,1. Chp nhn gi thuyt H0. (4). Kt lun: mc ngha 10%, ta c th ni rng hin ti cng ty chim t nht 42% th trng v v xe t. 3. Kim nh phng sai Chn mt mu ngu nhin n quan st c chn ngu nhin t tng th phn phi chun. Gi S2 l phng sai ca mu, kim nh gi thuyt v phng sai ca tng th c thc hin nh sau: Mt ui phi 1. t gi thuyt 2. Gi tr kim nh 3. Quyt nh bc b H0 khi:
2 2 n 1 > n 1,
2 H 0 : 2 0 2 2 H1 : > 0

Mt ui tri
2 H 0 : 2 0 2 2 H1 : < 0

Hai ui
2 H 0 : 2 = 0 2 2 H1 : 0

2 n 1 =

( n 1).S 2
2 0

2 2 n 1 < n 1,1

2 2 n 1 > n 1, / 2 ; 2 2 n 1 < n 1,1 / 2

V d 5.4: B phn gim st cht lng quan tm n ng knh mt loi chi tit sn phm. Qu trnh sn xut cn c xem l tt v chi tit sn phm sn xut ra c chp nhn nu phng sai ca ng knh ti a khng qu 1, nu phng sai vt qu 1, phi xem xt li my mc v sa cha. Vi mu ngu nhin 31 chit tit, phng sai ng knh tnh c l 1,62. mc ngha =0,05, ta c th kt lun nh th no v qu trnh sn xut? Gi 2 l phng sai ca ng knh sn phm. Ta c, n=31, S2=1,62, 20=1, =5%
H : 2 1 (1). t gi thuyt: 0 2 H1 : > 1
2 (2). Gi tr kim nh: 30 =

( n 1).S 2 (31 1).1,62 x = = 48,6 2 1 0

2 2 (3). Quyt nh: 30 = 48,6 > 43,77 = 30 , 0 , 05 , bc b gi thuyt H0.

(4). Kt lun: mc ngha 5%, ta cn phi xem xt, sa cha my mc. 4. Gi tr p ca kim nh (probability value p-value)
65

Trong v d 5.1, ta c nhn xt nh sau: - Vi =1% : Z=1,677 < Z1%=2,33 => Chp nhn H0 - Vi =10% : Z=1,677 < Z10%=1,28 => Bc b H0 Nh vy vi mi mc ngha khc nhau chng ta c th kt lun khc nhau v theo khuynh hng nu mc ngha cng tng th kh nng bc b gi thuyt H0 cng tng, t xut hin gi tr p l gi tr trung gian gia 2 min ca thnh min chp nhn v min bc b H0. 0 1% Chp nhn H0 p 10% Bc b H0

nh ngha: Gi tr p ca kim nh l mt s sao cho vi mi >p th gi thuyt H0 b bc b. Gi tr p ng vai tr rt quan trng trong kim nh bi v n tin dng hn khi quyt nh v gi thuyt v cho chng ta c gi tr ti hn m gi thuyt cn c th chp nhn c. V mt tnh ton th chng ta khng th tnh ton bng phng php th cng c m hin nay cc my tnh x l thng k u cho chng ta kt qu ny mt cch d dng. Chng ta c th tm gi tr p trong trng hp kim nh Z bng cch tra bng: - Trng hp kim nh 1 ui: p = 0,5 - (Z) - Trng hp kim nh 2 ui: p = 2(0,5 - (Z)) C hai nhn xt quan trng i vi gi tr p: - Nu p qu nh (p0): Gi thuyt H0 s b bc b hon ton - Nu p qu ln (p>10%): Gi thuyt H0 s c chp nhn hon ton. Trong trng hp p qu ln hoc qu nh chng ra kt lun kim nh thng k c th khng cn cp n mc ngha. 5. Kim nh s khc nhau ca 2 phng sai tng th Chn 2 mu ngu nhin c lp c nX, nY quan st t 2 tng th X,Y c phn phi chun. Gi s Sx2 > SY2, ta c gi thuyt:
2 2 H : x = y Gi thuyt: 0 2 2 H1 : x > y

Bc b GT H0: F =

S2 x > Fn x 1;n x 1; S2 x

Vic gi s Sx2 > SY2 iu ny khng lm mt tnh tng qut ca bi ton, khi ta s chn X l tng th c phng sai ln. V d 5.5: Mt cng ty chuyn cung cp dch v in thoi di ng mun kho st c s khc bit trong bin ng ha n in thoi trung bnh hng thng ca khch hng l nh kinh doanh nam hay n hay khng. H tin hnh thu thp mt mu ngu nhin 20 khch hng nam v mt mu ngu nhin 10 khch hng n. Tnh ton cc tham s lch chun mu nh sau: Khch hng nam 146.000; Khch hng n 164.000. C kt lun g vi mc ngha 5%. Gi 2x , 2y l phng sai v bin ng chi ph in thoi ca n, nam. Ta c: nx=20, ny=10, Sx=164.000, Sy=146.000, =5%.
66

2 2 H : x = y (1). Gi thuyt: 0 2 2 H1 : x > y

(2). Gi tr kim nh: F =

164.0002 = 1,26 146.0002

(3). Quyt nh: F = 1,26 < F9,19,5%=2,42 => Chp nhn H0 (4). Kt lun: Vi =5%, khng bng chng chng minh rng chi tiu in thoi ca nam v n l khc nhau. Thc hin trn Excel x l: Cc bc thc hin nh sau: (1). Tools Data Analysis F-Test Two-Sample for Variances (2). Cch nhp liu c th tham kho mc 2.6.1. 6. Kim nh s khc nhau ca hai trung bnh tng th 6.1. Kim nh da trn phi hp tng cp: Chn mt mu ngu nhin c n cp quan st (xi,yi) t hai tng th X, Y c phn phi chun. D0 l mt gi tr cho trc, ta thc hin cc bc kim nh nh sau: Mt ui phi 1. t gi thuyt 2. Gi tr kim nh Mt ui tri Hai ui
H 0 : x y = D0 H1 : x y D0

H 0 : x y D0 H 0 : x y D0 H1 : x y > D0 H1 : x y < D0

t=

d D0 Sd n

3. Quyt nh bc b H0 khi: Trong :

t > tn-1,

t < - tn-1,

t > tn-1,/2; t < -tn-1,/2

d=
n

di
i =1

(x
i =1 n

yi )

2 Sd =

(d i d ) 2
i =1

n 1

d
i =1

2 i

n.d

n 1

V d 5.6: Mt cng ty nc gii kht mun xem xt nh hng ca chin dch khuyn mi n vic tng doanh s. 15 ca hng trong h thng phn phi sn phm ca cng ty c chn ngu nhin vi s liu v doanh s bn trong tun l trc v sau chin dch khuyn mi c ghi nhn bng sau. mc ngha 0,05, c th kt lun chin dch khuyn mi lm tng doanh s hay khng? Cho bit doanh s bn c phn phi chun. Ca hng 1 2 3 4 Doanh s trong tun (triu ng) Trc khuyn mi 57 61 12 38 Sau khuyn mi 60 54 20 35
67

5 6 7 8 9 10 11 12 13 14 15

12 69 5 39 88 9 92 26 14 70 22

21 70 1 65 79 10 90 32 19 77 29

Gi x, y l doanh s bn trung bnh trc v sau khau khi khuyn mi. Ta tin hnh tnh ton th cng nh sau: Ca hng 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Doanh s trong tun (triu ng) Trc khuyn mi (X) 57 61 12 38 12 69 5 39 88 9 92 26 14 70 22 Cng Ta c: n=15, d = -3,2, D0=0, Sd=8,43, =5%
H 0 : x y 0 (1). t gi thuyt: H1 : x y < 0

di 3 -7 8 -3 9 1 -4 26 -9 1 -2 6 5 7 7 -48

d i2 9 49 64 9 81 1 16 676 81 1 4 36 25 49 49 1.150

Sau khuyn mi (Y) 60 54 20 35 21 70 1 65 79 10 90 32 19 77 29

(2). Gi tr kim nh: t =

d D0 3,2 0 = = 1,47 Sd 8,43 / 15 n

68

(3). Quyt nh: t=1,47 < t14, 0,05 = 1,761 => Chp nhn H0 (4). Kt lun: mc ngha =5%, khng th cho rng sau chin dch khuyn mi doanh s ca cng ty tng ln so vi trc. Thc hin trn Excel x l: Cc bc thc hin nh sau: (1). Tools Data Analysis t-Test: Paired Two Sample for Means (2). Nhp d liu: - Nhp s liu theo ct - Variable 1 Range: Chn vng x l ca mu 1 - Variable 2 Range: Chn vng x l ca mu 2 - Hypothesized Mean Difference: Gi tr D0 - Labels: Vng x l c tn bin khng.

69

Kt qu x l nh sau: t-Test: Paired Two Sample for Means X Mean Variance Observations Pearson Correlation Hypothesized Mean Difference df t Stat P(T<=t) one-tail t Critical one-tail P(T<=t) two-tail t Critical two-tail 40,93 887,21 15 0,96 0 14 -1,47 0,082 1,761 0,164 2,145 Y 44,13 Ch thch Trung bnh mu

791,98 Phng sai mu 15 S quan st H s tng quan D0 Bc t do Gi tr kim nh Gi tr p 1 ui Gi tr t tra bng 1 ui Gi tr p 2 ui Gi tr t tra bng 2 ui

6.2. Kim nh da trn mu c lp: Gi nx, ny l s quan st ca cc mu ngu nhin c lp x1, x2, ... xnx, y1, y2, ... yny t hai tng th X v Y c trung bnh x, y v phng sai 2x, 2y. Vi trung bnh mu x , y , phng sai mu l S2x, S2y, vi mc ngha . 6.2.1. Nu bit phng sai tng th: iu kin trong trng hp ny hai tng th c phn phi chun hoc mu c c mu ln (nx, ny 30). Ta c kim nh Z nh sau: Mt ui phi Mt ui tri Hai ui

70

1. t gi thuyt 2. Gi tr kim nh

H 0 : x y D 0 H 1 : x y > D 0

H 0 : x y D 0 H1 : x y < D 0

H 0 : x y = D 0 H1 : x y D 0

Z=

( x y ) D0

x2
nx

2 y

ny

3. Quyt nh bc b H0 khi:

Z > Z

Z < - Z

Z > Z/2; Z < -Z/2

X l trn Excel: Tools Data Analysis Z-Test: Two Sample for Means 6.2.2. Nu cha bit phng sai tng th, gi s 2 phng sai khc nhau: a) Trng hp c c mu ln (nx, ny 30): ta vn s dng cng thc trn vi phng sai mu thay cho phng sai tng th v khng cn iu kin phn phi chun. Da vo nh l gii hn trung tm ta khng cn iu kin phn phi chun ca tng th, khi cha bit phng sai ca tng th ta s dng phng sai ca mu tnh gi tr kim nh. Ta c kim nh Z: Mt ui phi 1. t gi thuyt 2. Gi tr kim nh
H 0 : x y D 0 H 1 : x y > D 0

Mt ui tri
H 0 : x y D 0 H1 : x y < D 0

Hai ui
H 0 : x y = D 0 H1 : x y D 0

Z=

( x y ) D0
2 S x2 S y + nx n y

3. Quyt nh bc b H0 khi:

Z > Z

Z < - Z

Z > Z/2; Z < -Z/2

b) Trng hp mu nh (nx < 30 hoc ny < 30), vi gi nh c hai tng th X v Y u c phn phi chun, ta vn s dng phng sai mu thay cho phng sai tng th, nhng khi tiu chun kim nh theo phn phi Student vi bc t do c xc nh bi cng thc sau: Mt ui phi 1. t gi thuyt 2. Gi tr kim nh
H 0 : x y D0 H1 : x y > D0

Mt ui tri
H 0 : x y D0 H1 : x y < D0

Hai ui
H 0 : x y = D0 H1 : x y D0

t=

( x y ) D0
2 S x2 S y + nx n y

, Bc t do n =

2 2 (S 2 x n x + Sy n y ) 2 2 (S 2 (S 2 y ny ) x nx ) + nx 1 ny 1

3. Quyt nh bc b H0 khi:

t > tn,

t < - tn,

t > tn,/2; t < -tn,/2

X l trn Excel: Tools Data Analysis t-Test: Two-Sample Assuming Unequal Variances.

71

Trong trng hp ny my tnh khng phn bit gia mu ln v mu nh v u s dng phn phi Student kim nh, bi v khi mu ln th phn phi Student v phn phi chun xp x nhau. 6.2.3. Gi s 2 phng sai bng nhau: Trng hp ny thun li cho trng hp mu nh v ta cn phi c iu kin phn phi chun ca hai tng th. Kim nh t, bc t do (nx+ny-2): Mt ui phi 1. t gi thuyt 2. Gi tr kim nh
H 0 : x y D0 H1 : x y > D0

Mt ui tri
H 0 : x y D0 H1 : x y < D0

Hai ui
H 0 : x y = D0 H1 : x y D0

t=

2 (n 1).S x2 + (n y 1).S y ( x y ) D0 , Trong S 2 = x nx + n y 2 1 1 S2( + ) nx n y

3. Quyt nh bc b H0 khi:

t > tnx+ny-2,

t < - tnx+ny-2,

t > tnx+ny-2,/2; t < -tnx+ny-2,/2

X l trn Excel: Tools Data Analysis t-Test: Two-Sample Assuming Equal Variances. V d 5.7: Mt nghin cu v hai nhn hiu pin X v Y (cng chng loi) ca hai nh sn xut khc nhau c thc hin. Chn ngu nhin mi nhn hiu 100 pin, kt qu c ghi nhn nh sau: Pin X c thi gian s dng trung bnh l 308 pht, lch chun 84 pht; cc ch s tng ng ca pin Y ln lt l 254 pht v 67 pht. C th kt lun thi gian s dng trung bnh ca pin X ln hn pin Y t nht l 45 pht c khng vi mc ngha =0,1. Trong bi ton ny cha cp n vic phng sai ca hai tng th ny c phng sai ging nhau hay khc nhau. gii quyt trng hp ny nu chng ta c thng tin trc v phng sai ca tng th th ta cn c vo la chn cng thc ph hp. C th trong trng hp ny nu cha bit, chng ta c th thc hin kim nh v phng sai trc: Kim nh phng sai:
2 H 0 : 2 x = y (1). Gi thuyt: 2 2 H1 : x > y

(2). Gi tr kim nh: F =

84 2 = 1,57 67 2

(3). Quyt nh: F = 1,26 < F99,99,10%=1,295 => Chp nhn H0 (4). Kt lun: vi =10%, phng sai hai tng th l bng nhau. Kim nh trung bnh: Ta c: nx=ny=100, x =308, y =254, D0=45, Sx=84, Sy=67, =10%.
H 0 : x y 45 (1). t gi thuyt: H1 : x y > 45

72

(2). Gi tr kim nh: z =

(x y ) ( x y ) S + nx ny
2 x

S2 y

308 254 45 84 2 67 2 + 100 100

= 0,838

(3). Quyt nh: Z=0,838 < Z0,1=1,28, chp nhn gi thuyt H0. (4). Kt lun: mc ngha 10%, khng chng c kt lun thi gian s dng trung bnh ca pin X ln hn pin Y t nht l 45 pht. 7. Kim nh s khc bit ca hai t l tng th (vi c mu ln 40) Chn 2 mu ngu nhin c lp t 2 tng th X, Y c c mu ln c t l tng th v t l mu ln lt l px, py, p x, p y. Gi tr kim nh cho trc l p0 v mc ngha . Ta c cc trng hp sau: 7.1. Trng hp 1: Chnh lch hai t l bng p0=0. Mt ui phi 1. t gi thuyt 2. Gi tr kim nh
Z=
^

Mt ui tri
H 0 : px p y 0 H1 : p x p y < 0
( px py ) p(1 p)(
^ ^ ^

Hai ui
H 0 : px p y = 0 H1 : p x p y 0

H 0 : px p y 0 H1 : p x p y > 0

1 1 + ) nx n y

3. Quyt nh bc b H0 khi:
^

Z > Z
^

Z < -Z

Z > Z/2; Z < -Z/2

Trong : Nu p x =
^

p=

nx p y + n y p y nx + n y

^ m m + my mx ^ , p y = y => p = x my mx nx + n y

7.2. Trng hp 2: Chnh lch hai t l bng p00 Mt ui phi 1. t gi thuyt 2. Gi tr kim nh
Z=
^

Mt ui tri
H 0 : px p y p0 H1 : px p y < p0

Hai ui
H 0 : px p y = p0 H1 : px p y p0

H 0 : px p y p0 H1 : px p y > p0

( p x p y ) p0 p x (1 p x ) p y (1 p y ) + nx ny
^ ^ ^

3. Quyt nh bc b H0 khi:

Z > Z

Z < -Z

Z > Z/2; Z < -Z/2

V d 5.8: Mt cng ty nc gii kht ang nghin cu vic a vo mt cng thc mi ci tin sn phm ca mnh. Vi cng thc c, khi cho 500 ngi dng th th c 120 ngi t ra a thch n. Vi cng thc mi, khi cho 1000 ngi khc dng th th c
73

300 ngi t ra a thch n. Hy kim nh xem cng thc mi a vo c lm tng t l nhng ngi a thch nc gii kht hay khng vi =5%? Gi px, py l t l ngi a thch sn phm c, mi. Ta c: nx=500, ny=1.000, p x=120/500=0,24, p y=300/1000=0,3, p0=0, =5%. (1). t gi thuyt: H1 : p x p y < 0 (2). Gi tr kim nh: Ta c: p =
z=
^

H 0 : p x p y 0

120 + 300 = 0,28 500 + 1500

(px py ) 1 1 p (1 p)( + ) nx n y
^ ^ ^ ^

0,24 0,3 1 1 0,28(1 0,28)( + ) 500 1.000

= 2,44

(3). Quyt nh:z = 2,44 >1,645 = Z0,05, bc b H0. (4). Kt lun: Vi =5%, ta c th kt lun xu hng khch hng a chung sn phm vi cng thc mi hn. III. KIM NH PHI THAM S: phn II, chng ta ni n kim nh gi thuyt v cc c trng - trung bnh, t l, phng sai - ca tng th v thng gi nh tng th phn phi chun. Trong phn ny, cng vi gi thuyt H0 v tham s tng th, chng ta s cp n cc kim nh m phn ln khng gn lin ti tham s no ca mu, v v vy, chng c gi l kim nh phi tham s. Kim nh phi tham s thng khng yu cu iu kin gi nh phn phi chun ca tng th, do c nhiu ng dng hn. Tuy nhin, phng php kim nh phi tham s kh m rng v km chnh xc hn so vi kim nh tham s. 1. Kim nh Willcoxon (Kim nh T) Kim nh Wilcoxon c p dng trong trng hp chng ta kim nh v s bng nhau ca hai trung bnh tng th i vi mu phi hp tng cp. Trc khi i vo phng php gii quyt ta nh ngha hng (rank) ca phn t. Gi s ta c mt dy cc s thc c xp theo th t tng dn, trong dy ny khng c gi tr no bng nhau: x1 < x2 < ... < xn Khi rank(x1) = 1, rank(x2) = 2, ..., rank(xn) = n Trong trng hp cc phn t c gi tr bng nhau th hng ca n l hng trung bnh ca cc hng lin tip. a) Trng hp mu nh (n 20): Chn ngu nhin n cp quan st (xi,yi) t hai tng th X, Y. Vi mc ngha ta c cc bc kim nh sau: (1). t gi thuyt: H1 : x y 0 (2). Gi tr kim nh: - Tnh cc chnh lch gia cc cp: di = xi - yi
74

H 0 : x y = 0

- Xp hng gi tr tuyt i cc chnh lch di theo th t tng dn, cc gi tr bng nhau s nhn hng trung bnh, b qua trng hp chnh lch bng 0. - Gi n+ l s cc di0 - Tm tng cc hng c xp ca di mang du dng T + = rank ( d i )
di > 0

- Tm tng cc hng c xp ca di mang du m T = rank ( d i )

di < 0

- Kim nh T=min(T+, T-) (3). Qui tc quyt nh: mc ngha , bc b H0 nu T<Tn+,, vi Tn+, l gi tr ca kim nh Wilcoxon, n+ l s cp quan st c di0. V d 5.9: Mu 9 khch hng c chn ngu nhin v yu cu h cho bit s thch v 2 sn phm cng loi A, B thng qua thang im t 1 (thp nht) n 5 (cao nht). Gi thuyt cho rng khng c xu hng nghin v loi no trong s thch ca 2 loi kem nh rng A, B vi =5%. Kt qu thu thp s liu nh sau: Khch hng Sn phm A Sn phm B 1 4 3 2 5 5 3 2 5 4 3 2 5 3 5 6 1 5 7 3 3 8 2 5 9 2 5

(1). t gi thuyt: H1 : x y 0 (2). Gi tr kim nh: Khch hng Kem A Kem B Chnh lch Hng + Hng n+ = 7 1 4 3 1 1,5 2 5 5 0 3 2 5 -3 5

H 0 : x y = 0

4 3 2 1 1,5

5 3 5 -2 3

6 1 5 -4 7

7 3 3 0

8 2 5 -3 5

9 2 5 -3 5

3 25

T = min(T+, T-) = min(3, 25) = 3 (3). Quyt nh: T = 3< T7,5% = 4 => Bc b gi thuyt H0. (4). Kt lun: Vi =5%, c th kt lun rng c s khc bit trong vic a chung hai loi kem nh rng. b) Trng hp mu ln (n>20): Nu n ln th phn phi Wilcoxon gn nh phn phi chun, lc ny trung bnh v phng sai c tnh nh sau: Gi tr kim nh: Z = Trung bnh: T =
2 Phng sai: T =

T T T

n ( n + 1) 4 n ( n + 1)( 2 n + 1) 24

2. Kim nh Mann - Whitney (Kim nh U) Cng nh kim nh T, nhng kim nh U xem xt trng hp cc mu c lp.
75

Chn 2 mu ngu nhin c lp c n1, n2 quan st t hai tng th c trung bnh l 1, 2. Vi mc ngha , cc bc kim nh: (1). t gi thuyt
H 0 : 1 2 = 0 H 1 : 1 2 0

(2). Gi tr kim nh: - Xp hng tt c cc gi tr ca hai mu theo th t tng dn. Nhng gi tr bng nhau s nhn hng trung bnh hai hng lin tip. - Cng cc hng ca tt c cc gi tr mu th nht. K hiu: R1 - Gi tr kim nh:
U 1 = n 1 .n 2 + n 1 ( n 1 + 1) R1 2

U2 = n1n2 - U1

U = min (U1, U2) Khi c mu ln (n1, n2 10) phn phi U c xem l phn phi chun Gi tr kim nh: Z = Vi: U =
U U U

n1n 2 n 1 .n 2 ( n 1 + n 2 + 1) , 2 U = 2 12

V d 5.10: Ti mt trang tri nui ln ngi ta th p dng mt loi thuc tng trng b sung vo khu phn thc n ca 10 con ln, sau 3 thng ngi ta thu thp s liu v trng lng ca heo (X). Trong khi 15 con ln khc khng dng thuc tng trng c trng lng, sau 3 thng ngi ta thu thp s liu (Y). Hy kim tra xem trng lng c nh nhau hay khng khi th nghim vi =5%. Tng X Y 60 56 61 62 62 56 57 57 63 58 6 63 68 64 58 58 59 6 6 8,5 64 59 65 60 60 60 61 61 62 197,5

rank(x) 11,5 15 18 18 20,5 20,5 25 22,5 22,5 24 rank(y) 1,5 1,5 3,5 3,5 (1). t gi thuyt
H 0 : 1 2 = 0 H 1 : 1 2 0

8,5 11,5 11,5 11,5 15 15 18 127,5

(2). Gi tr kim nh:

U 1 = 10x15 + 10(10 + 1) 197,5 = 7,5 2

U2 = 10x15 7,5=142,5

U = min (U1, U2) = min(7,5; 142,5)=7,5

U = 10x15 10x15(10 + 15 + 1) = 75 , 2 = 325 U = 2 12

Z=

7,5 75 325

= 3,744

(3). Quyt nh: Z=3,744 > Z2,5%=1,96 => Bc b H0. (4). Kt lun: Vi =5%, trng lng c thay i khi s dng thuc tng trng.
76

3. Kim nh Kruskal Wallis y l trng hp m rng ca kim nh Mann Whitney, chng ta s thc hin bi ton kim nh v s bng nhau ca k trung bnh tng th. Chn k mu ngu nhin c lp c n1,...,nk quan st, gi n = ni. Xp hng tt c cc quan st theo th t tng dn, nhng gi tr bng nhau s nhn hng trung bnh. Gi R1,...,Rk l tng hng ca tng mu. (1). Gi thuyt: H1 : i j (i j) (2). Gi tr kim nh: W =
H 0 : 1 = 2 = ... = k

k R i2 12 3(n + 1) n ( n + 1) i =1 n i

(3). Quyt nh bc b H0: W> 2k-1, V d 5.11: Mt nh nghin cu mun xem xt tng gi tr sn phm sn xut ca 3 ngnh A, B, C c ging nhau khng, ngi ta chn mt s x nghip hot ng trong ngnh cc ngnh ny v c bng s liu sau: Ngnh A Ngnh B Ngnh C 1,38 2,33 1,06 1,55 2,50 1,37 1,90 2,79 1,09 2,00 3,01 1,65 1,22 1,99 1,44 2,11 2,45 1,11 1,98 1,61

C th kt lun g 0,5%. (1). Gi thuyt: H0: A=B=C (2). Gi tr kim nh: Ngnh A Ngnh B Ngnh C rank(A) rank(B) rank(C)
W=

1,38 2,33 1,06 6 16 1

1,55 2,50 1,37 8 18 5

1,90 2,79 1,09 11 19 2

2,00 3,01 1,65 14 20 10

1,22 1,99 1,44 4 13 7

2,11 2,45 1,11 15 17 3

1,98

1,61

Tng

12

79 103 28

79 2 1032 28 2 12 + + ) 3(20 + 1) = 13,54 ( 6 6 20(20 + 1) 8

(3). Quyt nh: W=13,54 > 22;0,5%=10,597 => Bc b H0 (4). Kt lun, vi =0,5%, tng gi tr sn phm trung bnh ca cc ngnh l khc nhau. 4. Kim nh s ph hp Kim nh s ph hp l kim nh xem gi thuyt v phn phi ca tng th v s liu thc t ph hp (thch hp) n mc no vi gi nh v phn phi tng th. a) Kim nh s ph hp trong trng hp gi nh bit cc tham s ca tng th: Gi thuyt H0 c phn phi xc sut pi (pi=1) mt quan st ri vo nhm i. Chn mt mu ngu nhin n quan st, c chia thnh k nhm khc nhau: mi quan st ch thuc vo mt nhm th i no (i=1,..,k). Oi l s lng quan st nhm th i. Vn t ra l kim nh gi thuyt H0 v phn phi ca tng th.
77

(1). Gi thuyt: H0: Tng th c phn phi xc sut pi (2). Gi tr kim nh: Gi tr kim nh: 2 =
i =1 k

(O i E i ) 2 Ei

vi Ei=n.pi

Kim nh s ph hp ch c ngha khi Ei 5 (3). Qui tc bc b gi thuyt H0: 2 > 2 k 1, V d 5.12: mt bar, c 4 nhn hiu bia khc nhau. 160 khch hng c chn ngu nhin cho thy s la chn v cc nhn hiu nh sau: Nhn hiu S khch hng A 34 B 46 C 29 D 51

C th kt lun s a chung ca khch hng v 4 loi bia l nh nhau c khng mc ngha 2,5%. Ta c bng sau: Nhn hiu (x) S khch hng (Oi) Gi thuyt Ho (pi) Ei=n.pi (0i-Ei)2/Ei (2). Gi tr kim nh: 2 = 7,85 Ei = 40>5 (i=1,..,4), kim nh c ngha
2 (3). Quyt nh: 7,85 = 2 < 2 k 1, = 3, 0 , 025 = 9,348 , chp nhn gi thuyt H0.

A 34 0,25 40 0,90

B 46 0,25 40 0,90

C 29 0,25 40 3,03

D 51 0,25 40 3,03 7,85 160 1

(1). Gi thuyt H0: pA= pB= pC= pD=0,25

(4). Kt lun: mc ngha 2,5% s a chung ca khc hng v 4 nhn hiu bia l nh nhau. b) Kim nh s ph hp trong trng hp cha bit cc tham s ca tng th: phn a), l phng php kim nh s ph hp vi xc sut mt quan st ri vo nhm th i (pi) c nh r trong gi thuyt H0. Phn ny ta nghin cu vic kim nh gi thuyt cc quan st tun theo mt qui lut phn phi no . Trong trng hp ny ta phi xc nh pi xc sut mt quan st ri vo nhm th i. Sau p dng phng php tng t nh phn a). 5. Kim nh v s c lp, kim nh v mi lin h Trong phn ny, ta s cp n kim nh trong vic xt xem gia hai tiu thc ca tng th c mi lin h hay khng. V d, mi lin h gia gii tnh vi hnh vi tiu dng,... Gi s c mu ngu nhin gm n quan st, c phn nhm kt hp thnh 2 tiu thc vi nhau, hnh thnh nn bng phn nhm kt hp gm r hng v c ct. Gi nij l s lng quan st tng ng vi hng i v ct j. n l tng quan st ca r hng ng thi cng l tng quan st ca c ct. Phn nhm theo Phn nhm theo tiu thc th nht
78

tiu thc th hai 1 2 ... r Gi thuyt:

1 n11 n21 ... nr1 C1

2 n12 n22 ... nr2 C2

... ... ... ... ... ...

c n1c n2c ... nrc Cc

R1 R2 ... Rr n

H0: khng c mi lin h gia hai tiu thc H1: Tn ti c mi lin h gia hai tiu thc
r c

Gi tr kim nh: =
2 i =1 j =1

(nij Eij ) 2

Eij

Trong , E ij = C j

Ri n

Qui tc kim nh: mc ngha , bc b gi thuyt H0 khi: 2 > (2r 1)(c1), V d 5.13: Mt nghin cu c thc hin nhm xem xt mi lin h gia gii tnh v s a thch cc nhn hiu nc gii kht, mt mu ngu nhin 2.425 ngi tiu dng vi cc nhn hiu nc gii kht c a thch nh sau: Nhn hiu a thch Gii tnh Nam N Coca 308 502 Pepsi 177 627 7Up 114 697

Kim nh gi thuyt khng c mi lin h no gia gii tnh v s a thch nhn hiu nc gii kht mc ngha 0,5%. (1). Gi thuyt H0: Khng c mi lin h gia gii tnh v s a thch cc nhn hiu nc gii kht. (2). Gi tr kim nh: Gii tnh Nam E1,j (n1,j-E1,j)2/E1,j N E2,j (n2,j-E2,j)2/E2,j Cj
2 =
i =1 j=1 r c

Coke 308 200,08 58,21 502 609,92 19,10 810

(O ij E ) 2 E

Nhn hiu a thch Pepsi 7Up 177 114 198,60 200,33 2,35 37,20 627 697 605,40 610,67 0,77 12,20 804 811

Ri 599 599 1826 1826

2 97,76 32,07

2425

= 97,76 + 32,07 = 129,83

2 (3). Quyt nh: 129,83 = 2 > (221)(31),0,005 = 2 , 0 , 005 = 10,597 , bc b gi thuyt H0.

(4). Kt lun: mc ngha 0,5%, gi thuyt H0 b bc b, c ngha l c mi lin h gia gii tnh v s a thch cc nhn hiu nc gii kht. IV. PHN TCH PHNG SAI (ANOVA)
79

Phn tch phng sai thc cht l bi ton kim nh v s bng nhau ca nhiu trung bnh tng th, bi ton ny c gii quyt trong phn III nhng trong iu kin tng th khng c phn phi chun v phng sai bng nhau. y l iu kin lm cho bi ton ny kh c ng dng. Bi ton ny c gi l phn tch tch phng sai bi v khi gii quyt bi ton ny ngi ta ch yu da vo tnh cht ca phng sai. 1. Phn tch phng sai mt chiu: Phn tch phng sai mt chiu l phn tch da trn nh hng ca mt nhn t. Gi s ta c k nhm n1, ... , nk quan st c chn ngu nhin c lp t k tng th phn phi chun v phng sai bng nhau. Bng gi tr quan st sau: 1 x1,1 ... x1,n1 2 x2,1 ... x2,n2 ... ... ... ... k xk,1 ... xk,nk

Kim nh gi thuyt: H0: 1 = .... = k (Trung bnh theo ct bng nhau) Bc 1: Tnh s trung bnh.

- Trung bnh tng ct: x i =

k

x
j=1

ni

ij

ni
i i

(i=1,...,k)

- Trung bnh chung: x =

n x
i =1

v i n = n i
i =1

Bc 2: Tnh tng lch bnh phng. - Tng lch bnh phng c sinh ra bi yu t ct:
SSG = n i ( x i x ) 2
i =1 k

- Tng lch bnh phng sai s: + Tng lch bnh phong tng ct: SS i = (x ij x i ) 2
j=1 ni

+ Tng lch bnh phng ca k ct: SSW = SS i = (x ij x i ) 2

i =1 i =1 j=1

ni

- Tng lch bnh phng chung: SST = (x ij x ) 2

i =1 j=1

ni

SST = SSW + SSG ng thc trn th hin tinh thn ca bi ton phn tch phng sai: SST: Th hin s bin thin ca hin tng nghin cu SSG: Th hin s bin thin do yu t ct to ra SSW: Th hin s bin thin do cc yu t khc. Nh vy hin tng nghin cu ph thuc vo hai phn: do yu t ang xem xt v nhng yu t khc tc ng. Nu nh s tc ng ca yu ang nghin cu cng nh cc
80

yu t khc tc ng th ta c th kt lun hin tng nghin cu khng ph thuc vo yu t ang xem xt. iu ny dn n trung bnh theo ct bng nhau. Bc 3: Tnh phng sai: - Phng sai c sinh ra bi yu t ct: MSG =
SSG k 1 SSW nk

- Phng sai c sinh ra bi yu t ngu nhin khc: MSW = Bc 4: Gi tr kim nh:

F= MSG MSW

Bc 5: Bc b gi thuyt H0 khi F>Fk-1,n-k, Bng tng qut phn tch ANOVA Bin thin Gia cc nhm Trong ni b nhm Tng cng Tng lch bnh phng SSG SSW SST k-1 n-k n-1
MSG = MSW = SSG k 1 SSW nk F= MSG MSW

Bc t do

Phng sai

Gi tr kim nh

V d 5.14: Mt nghin cu c thc hin nhm xem xt nng sut la trung bnh ca 3 ging la c bng nhau hay khng. Kt qu thu thp qua 4 nm nh sau: Nm 1 2 3 4 A 65 74 64 83 B 69 72 68 78 C 75 70 78 76

Hy cho nhn xt vi mc ngha =5%. thc hin kim nh ny ta c th p dng cc cng thc trn gii quyt. Tuy nhin iu ny s mt kh nhiu thi gian, c bit l khi s lng quan st ln. Ta c th s dng phn mm Excel gii quyt rt n gin: Cc bc thc hin trn Excel: (1). Tools Data Analysis Anova: Single Factor (2). Nhp s liu: - Nhp s liu theo ct hoc hng. - Input Range: Chn tt c hng, ct a vo vng x l. - Grouped By: D liu c nhp theo ct/hng - Labels in First Row: Vng d liu c tn bin khng.

81

Kt qu x l ca Excel vi =5%. Anova: Single Factor ANOVA Source of Variation Between Groups Within Groups Total SS 26,167 332,500 df 2 9 MS 13,083 36,944 F 0,354 P-value 0,711 F crit 4,256

358,667 11 (1). Gi thuyt : Gi thuyt ta c th trnh by mt trong 3 cch sau: H0: Nng sut trung bnh ca cc ging la bng nhau H0: A=B=C H0: Nng sut khng ph thuc vo ging la

(2). Gi tr kim nh: Trong trng hp ny my tnh cho chng ta gi tr p do chng ta c th khng cn quan tm n cc gi tr F. Chnh v vy ta c th b qua bc 2. (3). Quyt nh: p=71,1%, qu ln => Chp nhn H0 hon ton. (4). Kt lun: Nng sut trung bnh ca 3 ging la l nh nhau.
82

Vi p=71,1% l qu ln dn n kt qu chp nhn gi thuyt H0. 2. Phn tch phng sai hai chiu Phn tch phng sai hai chiu l xt n hai yu t nh hng n hin tng nghin cu. 2.1. Trng hp c mt quan st trong cng mt : Trng hp ny tng ng vi s tc ng ca yu t ct v yu t hng chng ta ch chn mt quan st. y l trng hp m rng ca phn tch phng sai mt yu t, c ngha l ta va kim nh gi thuyt trung bnh theo ct bng nhau va kim nh trung bnh theo hng bng nhau. Kt qu chn mu c lp thnh bng kt hp 2 yu t nh sau: Yu t th hai (hng) 1 ... h 1 x1,1 ... x1,h Yu t th nht (ct) 2 x2,1 ... x2,h ... ... ... ... k xk,1 ... xk,h

Gi thuyt H0: - Trung bnh ca tng th theo ch tiu ct bng nhau, - Trung bnh ca tng th theo ch tiu hng bng nhau. Ta c cc bc sau: Bc 1: Tnh s trung bnh.
h

- Tnh trung bnh tng ct: x i =

x
j=1

ij

(i=1,...,k)

- Tnh trung bnh tng hng: x j =

x
j=1

ij

k
k h

(j=1,...,h)

- Tnh trung bnh chung:

x=

x ij
i =1 j=1

xi
i =1

k
k h

x
j=1

(n = k.h)

Bc 2: Tnh tng lch bnh phng. - Tng lch bnh phng chung: SST = (x ij x ) 2
i =1 j=1

- Tng lch bnh phng sinh ra bi yu t ct: SSG = h (x i x ) 2

i =1

- Tng lch bnh phng sinh ra bi yu t hng: SSB = k (x j x ) 2

j=1

- Tng lch bnh phng sai s: SSE = (x ij x i x j + x ) 2

i =1 j=1

SST = SSG + SSB + SSE

83

Tng t nh i vi phn tch phng sai mt chiu nhng by gi hin tng nghin cu ph thuc vo yu t ct, yu t hng v cc yu t ngu nhin khc. Nu s bin ng ca yu t ct cng nh i vi nhng bin ng ngu nhin khc th ta kt lut hin tng nghin cu khng ph thuc vo yu t ct v dn n trung bnh theo ct bng nhau. Tng t nh vy, ta s c kt lun i vi yu t hng. Bc 3: Tnh phng sai. - Phng sai sinh ra bi yu t ct - Phng sai sinh ra bi yu t hng - Phng sai sinh ra bi yu ngu nhin Bc 4: Gi tr kim nh t hai t s F - Kim nh theo ct: F1 =
MSG MSE MSB MSE SSG k 1 SSB h 1

: MSG = : MSB = : MSE =

SSE (k 1)( h 1)

- Kim nh theo hng: F2 =

Bc 5: Quyt nh bc b gi thuyt H0: - Bc b gi thuyt theo ch tiu ct: F1>Fk-1,(k-1)(h-1), - Bc b gi thuyt theo ch tiu hng: F2>Fh-1,(k-1)(h-1), Trong , Fv1,v2, c phn phi FISHER. Bng tng qut phn tch ANOVA Bin thin Gia cc ct Gia cc hng Sai s Tng cng Tng lch bnh phng SSG SSB SSE SST k-1 h-1 (k-1)(h-1) n-1
MSG = MSB = SSG k 1 SSB h 1

Bc t do

Phng sai

Gi tr kim nh F
F1 = F2 = MSG MSE MSB MSE

MSE =

SSE (k 1)( h 1)

V d 5.11: Mt nghin cu c thc hin nhm xem xt s lin h gia loi phn bn, ging la v nng sut. Nng sut la c ghi nhn t cc thc nghim sau: Loi phn bn A 1 2 3 4 65 74 64 83 Ging la B 69 72 68 78 C 75 70 78 76
84

Hy cho nhn xt vi mc ngha 5%. Thc hin bng Excel: (1). Tools Data Analysis Anova: Two-Factor Without Replication. (2). Nhp s liu: - Nhp s liu nu c tiu th phi c c hng v ct. - Input Range: Chn tt c hng, ct a vo vng x l. - Grouped By: D liu c nhp theo ct/hng - Labels in First Row: Nu chn th my tnh hiu rng hng u, ct u tin l tn bin, khng nm trong vng d liu tnh ton. Thc hin trn Excel:

Kt qu phn tch ANOVA t Excel =5% nh sau: Anova: Two-Factor Without Replication ANOVA Source of Variation Rows Columns Error SS 170,000 26,167 162,500 df 3 2 6 MS 56,667 13,083 27,083
85

F 2,092 0,483

P-value 0,203 0,639

F crit 4,757 5,143

Total

358,667 11 Gii thch kt qu: Ta s trnh by hai bi ton kim nh:

Kim nh theo ct: (1). Gi thuyt: Nng sut khng ph thuc vo ging. (2). Quyt nh: p=63,9%, qu ln => Chp nhn H0 hon ton. (3). Kt lun: Nng sut khng ph thuc vo ging. Kim nh theo hng: (1). Gi thuyt: Nng sut khng ph thuc vo phn bn. (2). Quyt nh: p=20,3%, qu ln => Chp nhn H0 hon ton. (3). Kt lun: Nng sut khng ph thuc vo phn bn. 3. Trng hp c hn mt tham s trong mt Trng hp tng ng vi mi yu t ct v yu hng ta c th chn nhiu qua st. Trong bi ton ny, ngoi vic kim nh v trung bnh theo ct bng nhau, trung bnh theo hng bng nhau m chng ta cn xem xt s tng tc gia yu t hng v yu t ct c nh hng n hin tng nghin cu hay khng. Ta c bng kt hp 2 tiu thc nh sau: Yu t th hai (hng) 1 ... h Yu t th nht (ct) 1 x111 x112 ... x11l ... x1h1 x1h2 ... x1hl 2 x211 x212 ... x21l ... x2h1 x2h2 ... x2hl ... ... ... ... k xk11 xk12 ... xk1l ... xkh1 xkh2 ... xkhl

Gi thuyt H0: - Trung bnh ca tng th theo ch tiu ct bng nhau. - Trung bnh ca tng th theo ch tiu hng bng nhau. - Khng c s tng tc gia yu t ct v hng. Ta c cc bc sau: Bc 1: Tnh s trung bnh.
h l

- Trung bnh tng ct: x i =

x
j=1 s =1

ijs

h.l

(i=1,...,k)

- Trung bnh tng hng: x j =

l

x
i =1 s =1

ijs

k.l
ijs

(j=1,...,h)

- Trung bnh tng : x ij =

k h l

x
s =1

l
ijs

- Trung bnh: x =

x
i =1 j=1 s =1

k.h.l
k h l

Bc 2: Tnh tng lch bnh phng. - Tng lch bnh phng chung: SST = (x ijs x ) 2
i =1 j=1 s =1

86

- Tng lch sinh ra bi yu t ct: SSG = h.l (x i x ) 2

i =1

- Tng lch sinh ra bi yu t hng: SSB = k.l (x j x ) 2

j=1

- Tng lch sinh ra bi s tng tc gia hng v ct:

SSI = l (x ij x i x j + x ) 2
i =1 j=1 k h

- Tng lch bnh phng sinh ra bi sai s: SSE = (x ijs x ) 2

i =1 j=1 s =1

SST = SSG + SSB + SSI + SSE Tng t nh hai bi ton trc, ta ch cn l gii thm i vi s tng tc. Nu s tng tc bin thin cng nh cc yu t ngu nhin khc th ta kt lun hin tng nghin cu khng ph thuc vo s tng tc gia yu t hng v yu t ct. iu ny c th kt lun thm yu t hng v yu t ct l c lp vi nhau trong s tc ng n hin tng nghin cu. Bc 3: Tnh phng sai. - Phng sai sinh ra bi yu t ct: MSG =
SSG k 1 SSB h 1

- Phng sai sinh ra bi yu t hng: MSB = - Phng sai sinh ra bi s tng tc: MSI =

SSI (k 1)( h 1) SSE k.h.(l 1)

- Phng sai sinh ra bi yu t ngu nhin: MSE = Bc 4: Gi tr kim nh t hai t s F - Kim nh theo hng: F1 = - Kim nh theo ct: F2 =
MSG MSE

MSB MSE MSI MSE

- Kim nh s tng tc hng v ct: F3 = Bc 5: Quyt nh bc b gi thuyt H0:

- Bc b gi thuyt theo ch tiu ct: F1>Fk-1,kh(l-1), - Bc b gi thuyt theo ch tiu hng: F2>Fh-1,kh(l-1), - Bc b gi thuyt khng c s tng: F3>F(k-1)(h-1),kh(l-1), V d 5.12: Mt nghin cu c thc hin nhm xem xt s lin h gia loi phn bn, ging la v nng sut. Nng sut la c ghi nhn t cc thc nghim sau: Loi phn bn 1 65 A 68 62 69 Ging la B 71 67 75 C 75 78
87

2 3 4

74 64 83

79 72 82

76 65 84

72 68 78

69 73 78

69 75 75

70 78 76

69 82 77

65 80 75

Hy cho nhn xt vi =5%. Thc hin bng Excel: (1). Tools Data Analysis Anova: Two-Factor With Replication (2). Nhp s liu: - Nhp s liu cng nh phn tch phng sai hai yu t c mt quan st nhng phi nhp s liu theo ct v phi c tiu hng, ct. - Input Range: Chn tt c hng, ct a vo vng x l bao gm tn tiu . - Grouped By: D liu c nhp theo ct/hng - Rows per sample: S quan st trong mt . Thc hnh trn Exel:

Kt qu phn tch ANOVA t Excel =5% nh sau:

88

Anova: Two-Factor With Replication ANOVA Source of Variation Sample Columns Interaction Within Total SS 389,000 57,556 586,000 df 3 2 6 MS 129,667 28,778 97,667 6,111 F 21,218 4,709 15,982 P-value 0,000 0,019 0,000 F crit 3,009 3,403 2,508

146,667 24 1179,222 35

Gii thch kt qu: Ta s trnh by ba bi ton kim nh: Kim nh theo ct: (1). Gi thuyt: Nng sut khng ph thuc vo ging (2). Quyt nh: =5% > 1,9% = p => Bc b H0. (3). Kt lun: Vi =5%, nng sut ph thuc vo ging. Kim nh theo hng: (1). Gi thuyt: Nng sut khng ph thuc vo phn bn. (2). Quyt nh: p=0%, qu nh => Bc b H0 hon ton. (3). Kt lun: Nng sut khng ph thuc vo phn bn. Kim nh v s tng tc: (1). Gi thuyt: Khng c s tng tc gia yu t ging v phn bn n nng sut. (2). Quyt nh: p=0%, qu nh => Bc b H0 hon ton. (3). Kt lun: C s tng tc gia yu t ging v phn bn n nng sut. C s tng tc c th gii thch rng khng phi khi s dng ging tt nht, phn tt nht th c th cho nng sut bi v c th phn bn ny s khng ph hp cho ging no .

89

CHNG VI TNG QUAN V HI QUI TUYN TNH

Trong chng ny ta s ni n vic nghin cu mi lin h gia hai hay nhiu bin ngu nhin vi hai phng php tng quan v hi qui. I. H S TNG QUAN H s o lng mc tuyn tnh gia hai bin khng phn bit bin no l ph thuc bin no l c lp. 1. H s tng quan Gi s X, Y l 2 bin ngu nhin h s tng quan tng th xy l khi nim dng th hin cng v chiu hng ca mi lin h tuyn tnh gia X v Y nu n thoi mn 5 iu kin sau: * -1 1 * < 0: Gia X v Y c mi lin h nghch, ngha l nu X tng th Y gim v ngc li. * > 0: Gia X v Y c mi lin h thun, ngha l nu X tng th Y tng v ngc li. * = 0: Gia X v Y khng c mi lin h tuyn tnh. *: cng ln th mi lin h gia X v Y cng cht ch. Trong thc t ta khng bit chnh xc c h s tng quan tng th m phi c lng t d liu mu thu thp c. Gi (xi,yi) l mu n cp quan st thu thp ngu nhin t X v Y. H s tng quan tng th xy c c lng t h s tng quan mu rxy. Rxy cn c gi l h s tng quan Pearson, c xc nh bi cng thc sau:
r=

( x x)( y
i i =1 n n i =1 i =1

y)

( xi x)2 ( yi y)2
2. Kim nh gi thuyt v mi lin h tng quan Gi s c mu n cp quan st chn ngu nhin t X v Y c phn phi chun. Kim nh gi thuyt v h s tng quan ca tng th = 0, tc l khng c mi lin h gia cc bin X v Y. Cc dng kim nh nh sau: Mt ui phi 1. t gi thuyt 2. Gi tr kim nh
H 0 : 0 H1 : > 0

Mt ui tri
H 0 : 0 H1 : < 0
t= r (1 r 2 ) ( n 2)

Hai ui
H 0 : = 0 H1 : 0

3. Quyt nh bc b H0 khi:

t > tn-2,

t < - tn-2,

t > tn-2,/2; t < -tn-2,/2

H s tng quan c mt vi ng dng quan trng trong vic kim nh m hnh hi qui tuyn tnh, do chng ta cng cn quan tm ng mc khi i su vo lnh vc kinh t lng.
90

II. M HNH HI QUI TUYN TNH N GIN Nh phn tng quan tuyn tnh dng o lng mc lin h tuyn tnh gia hai bin ngu nhin X v Y nhng trong X v Y c tnh i xng (tc l X ph thuc vo Y th Y cng ph thuc vo X). Trong phn ny ta cng nghin cu mi lin h tuyn tnh gia X v Y, trong X nh hng n Y v Y c xem l ph thuc vo X. Mi lin h gia X v Y c xc nh bng mt qui lut khch quan c. Mc tiu ca phn tch hi qui l m hnh ho mi lin h bng mt m hnh ton hc nhm th hin mt cch tt nht mi lin h gia X v Y. bt u, chng ta hy tm hiu cc khi nim c bn. 1. M hnh hi qui tuyn tnh mt chiu (tuyn tnh n gin) V d 6.1: Tm hiu mi lin h gia chi tiu (Y) v thu nhp sau khi tr thu ca h gia nh (X): Xi Y 55 60 65 70 75 65 70 74 80 85 88 E(Y/Xi) 65 77 89 79 84 90 94 98 80 93 95 103 108 113 115 101 113 125 137 102 107 110 116 118 125 110 115 120 130 135 140 120 136 140 144 145 135 137 140 152 157 160 162 149 161 137 145 155 165 175 189 150 152 175 178 180 185 191 173 80 100 120 140 160 180 200 220 240 260

Vi s liu trn ta c nhn xt, tng ng vi mi mc thu nhp cc h gia nh s c phn ng khc nhau vi mc thu nhp . Vic tm ra mi lin h qu l kh khn, ngi ta a ra khi nim k vng c iu kin xy dng mi lin h ny. Tc l ngi ta xy dng nn mi lin h gia thu nhp nh hng nh th no n mc chi tiu trung bnh. Nu ta biu din cc im (X, E(Y/Xi) ln h to , ta c th sau:
200 180 160 140 120 100 80 60 40 20 0 80 100 120 140 160 180 200 220 240 260

E(Y/Xi)

Vi kt qu trn chng ta nhn thy rng trung bnh c iu kin ca Y s ph thuc vo cc gi tr ca X, do ta c th biu din nh sau:
91

E(Y/Xi) = f(Xi) Hm s ny c gi l hm hi qui tng th. Nh vy hi qui l th hin mi quan h trung bnh ca Y ph thuc vo X. Mt vi khi nim cn ch : - Nu f(Xi) l mt hm tuyn tnh th ta gi l Hm hi qui tuyn tnh: E(Y/Xi) = f(Xi) = + Xi hoc Y = f(Xi) + Ui = + Xi + Ui - Nu f l hm 1 bin th ta gi l hm Hi qui tuyn tnh n gin, nu f l hm nhiu bin th ta gi l hm Hi qui tuyn tnh bi. - X, Y: c gi l bin. Trong : X c gi l bin gii thch (c lp). Y: bin c gii thch (ph thuc). - , : c gi l tham s ca hi qui. Trong : : c gi l tham s t do hay tham s chn. : c gi l tham s ca bin. - Ui: l bin ngu nhin v cn gi l yu t ngu nhin (nhiu). Thnh phn yu t ngu nhin c th bao gm: . Cc bin gii thch b b st hay l cc yu t khc m ta cha xem xt. . Sai s khi o lng bin ph thuc. . Tnh ngu nhin vn c ca bin ph thuc. - X,Y khng c mi quan h hm s m l mi quan h nhn qu v thng k, trong X l nguyn nhn v Y l kt qu. - X,Y khng c mi quan h hm s m l mi quan h thng k, c ngha l tng ng vi mi gi tr ca X ta c ngu nhin gi tr ca Y. - Hi qui tuyn tnh c hiu l hi qui tuyn tnh theo tham s, ta ang xem xt trng hp c bit va tuyn tnh vi bin, va tuyn tnh vi tham s. 2. Phng trnh hi qui tuyn tnh mu m ton hc ho mi lin h gia X v Y tc l ta phi tm c gi tr ca tham s hi qui, v ta cng ch c th thc hin c iu ny thng qua cc quan st mu. Gi s (xi,yi) l mu n cp quan st thu thp ngu nhin t X v Y. Ta mong mun tm gi tr a, b c lng cho cc tham s , . Ni cch khc, ta mong mun tm mt = a + bx ng thng y = a + bx thch hp nht i vi cc gi tr (xi,yi). ng thng y c xem l thch hp nht khi tng bnh phng cc chnh lch gia gi tr thc t yi i l nh nht. Sau y l phng php bnh phng b nht: vi y
f (a, b) = ei2 = ( y i y i ) 2 = ( y i a bxi ) 2 min
i =1 i =1 i =1 n n ^ n

T iu kin trn, ta xc nh cc h s a, b nh sau:

92

 f (a , b ) =0 a f (a , b ) = 0 b

Gii h phng trnh ta tm c a, b

b=

(x
i =1

x )( y i y )
2

(x i x )
i =1

x y
i =1 i

n.x.y n.x
2

x
i =1

2 i

a = y + bx
i = a + bxi c gi l ng hi qui tuyn tnh mu. ng thng y

Mt s tnh cht ca phng php bnh phng b nht: (1) a, b c xc nh l duy nht tng ng vi mu. (2) a, b l c lng im ca , .
i = a + bxi c cc tnh cht sau: y

(1) i qua trung bnh mu ( x , y )

i bng trung bnh ca quan st. (2) Trung bnh ca y

(3) Trung bnh ca cc phn d bng 0:

e = 0 e =0 i: y (4) Cc phn d khng tng quan vi y (5) Cc phn d khng tng quan vi Xi : x e = 0
i i i i i

Vi kt qu bnh phng b nht chng ta ch mi c lng im ca tham s hi qui, chng ta khng bit c cht lng ca cc ng lng ny nh th no, cht lng c lng ph thuc vo nhiu ni dung nh: - Dng hm ca m hnh hi qui c la chn. - Ph thuc vo Xi v Ui. - Ph thuc vo kch thc mu. y ta s ni n cc gi thuyt mang tnh cht ton hc i vi X v U m a, b bng phng php bnh phng nh nht l cc c lng tuyn tnh, khng chch, c phng sai nh nht. Gi thuyt 1: K vng ca yu t ngu nhin bng 0: E(ui)=E(u/Xi)0. Gi thuyt 2: Phng sai ca cc yu t ngu nhin khng i: Var(u/Xi)=Var(u/Xj)=2, vi mi ij Gi thuyt 3: Khng c s tng quan gia cc u. Gi thuyt 4: u v X khng c s tng quan. Gi thuyt 5: Cc bin gii thch l cc bin phi ngu nhin, tc l cc gi tr ca n c xc nh sn.

93

Cc gi thuyt y ch mang tnh cht gii thiu, trong phn kinh t lng s gii quyt vn ny mt cch c th hn. y ta gi s rng cc iu kin trn c tho mn. 3. Khong tin cy ca cc h s hi qui - c lng khong ca vi tin cy (1-)100% l:
b t n 2 , / 2 S b < < b + t n 2 , / 2 S b

Trong :
S =
2 b 2 Se

(x i x )
i =1 2 Se =

=
2

2 Se

x
i =1

2 i

nx

e
i =1

2 i

n2

SSE n2

- c lng khong ca vi tin cy (1-)100% l:

a t n 2 , / 2 S a < < a + t n 2 , / 2 S a

1 Trong : S = S .( + n
2 a 2 e

x
i =1

2 i

nx

4. Kim nh tham s hi qui tng th () Kim nh v mi quan h gia X v Y. Trng hp =0 th X v Y khng c mi quan h no, trng hp >0 (<0) gia X v Y c mi quan h thun (nghch). mc ngha , gi thuyt H0 kim nh cc trng hp sau: Gi thuyt Gi tr kim nh Bc b H0 t>tn-2,
H 0 : 0 H 0 : > 0 H 0 : 0 H 0 : < 0
t= b Sb

H 0 : = 0 H 0 : 0

T<-tn-2,

t>tn-2,/2; t<-tn-2,/2

2.5. Phn tch phng sai hi qui: a) H s xc nh: R2 l h s nhm xc nh mc quan h gia X v Y c quan h hay khng, hoc bao nhiu phn trm s bin thin ca Y c th gii thch bi s ph thuc tuyn tnh ca Y vo X. Gi tr thc t yi = a + bxi + ei Gi tr d on theo phng trnh hi qui: y = a + bxi yi = y i + ei Vy ei l s khc bit gia gi tr thc t vi gi tr d on ca phng trnh hi qui tuyn tnh. Nh vy, ei th hin phn bin thin ca Y khng th gii thch bi mi lin h tuyn tnh gia Y v X. Ta c:
94
^ ^

 (y

y ) 2 = ( y i y ) 2 + e i2

hay SST = SSR + SSE * SSR cng ln th m hnh hi qui tuyn tnh cng c tin cy cao trong vic gii thch s bin ng ca Y.
SSR SSE l phn trm bin ng ca Y c = 1 SST SST gii thch bi mi quan h tuyn tnh ca Y vo X.

* H s xc nh R 2 =

b) Phn tch phng sai: Kim nh gi thuyt v mi quan h tuyn tnh gia X v Y, tc l gi thuyt H0: c s tn ti mi lin h tuyn tnh gia X v Y. Bng ANOVA trong phn tch hi qui tuyn tnh n gin: Bin thin Hi qui Sai s Tng cng Tng lch bnh phng SSR SSE SST 1 n-2 n-1
MSR = MSE = SSR 1 SSE n2

Bc t do

Phng sai

Gi tr kim nh F
F= MSR MSE

Qui tc bc b gi thuyt H0: F>F1,n-2,(trong F1,n-2 c phn phi F). V d 6.2: Nghin cu mi quan h gia s tin chi tiu trong h gia nh trong mt nm vi thu nhp ca h nh th no. Ta c s liu sau: Thu nhp X 9.098 9.138 9.094 9.282 9.229 9.347 9.525 9.756 10.282 10.662 11.019 Chi tiu Y 5.492 5.540 5.305 5.507 5.418 5.320 5.538 5.692 5.871 6.157 6.342 Thu nhp X 11.307 11.432 11.449 11.697 11.871 12.018 12.523 12.053 12.088 12.215 12.494 Chi tiu Y 5.907 6.124 6.186 6.224 6.496 6.718 6.921 6.471 6.394 6.555 6.755

Thc hin trn Excel x l: Cc bc thc hin nh sau: (1). Tools Data Analysis Regression. (2). Nhp d liu: - Nhp s liu theo ct, mi ct mt bin. - Input Y Range: Chn vng x l ca bin ph thuc.
95

- Input X Range: Chn vng x l ca bin c lp, nu nhiu bin th chn nhiu ct. - Labels: Vng x l c tn bin khng. - Constant is Zero: y l trng hp hi vi vi =0. - Confidence Level: tin cy.

96

Kt qu x l ca Excel nh sau: Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations r = 0,9587 th hin mi tng quan thun gia thu nhp v chi tiu l cht ch. R2 = 0,9191 c ngha l 91,91% s bin thin ca chi tiu c th c gii thch t mi lin h tuyn tnh gia chi tiu vi thu nhp. ANOVA df Regression Residual Total 1 20 21 SS 4961434,406 436126,9127 5397561,318 MS 21.806,35 F Significance F 2,1713E-12 4.961.434,41 227,52 0,9587488 0,9191993 0,9151592 147,66972 22

V gi tr p qu nh (Sig.F=2,1713E-12), do ta c th kt lun gia X v Y c mi quan h tuyn tnh. Coefficients Intercept X 1922,39 0,3815
^

Standard Error 274,9493 0,025293

t Stat 6,991 15,08

P-value Lower 90,0% Upper 90,0% 9E-07 2E-12 1448,18 0,33789 2396,60 0,42514

Phng trnh hi qui tuyn tnh gia X v Y:

y = 1922,39 + 0,3815x

Da vo phng trnh ny ta bit c mc v mi lin h gia chi tiu v thu nhp da vo h s a v b. H s b: da vo du ca h s ny ta c th bit c gia X v Y c mi lin h thun hay nghch v da v ln ca b ta bit c cng hay l mc nh hng ca X n Y ln hay nh. H s a: y l h s kh phc tp trong vic gii thch, n ph thuc vo bn cht ca ni dung nghin cu, ph thuc vo m hnh v trong mt s trng hp ta khng th gii thch c hoc nu c gii thch ch l n gin khi X=0 th Y=a (chnh iu ny m ngi ta cn gi a l h s chn). Do , tu tng trng hp m ta cc cch gii thch c th. 6. D bo trong phng php hi qui tuyn tnh n gin - c lng khong gi tr thc ca yn+1 vi tin cy (1-):
y t n2, / 2 S e 1 +
^

1 ( xn+1 x) 2 + 2 n n 2 xi n x
i =1

- c lng khong gi tr trung bnh ca yn+1 vi tin cy (1-):

97

y t n 2, / 2 S e

1 ( xn+1 x) 2 + 2 n n 2 xi n x
i =1

7. M rng m hnh hi qui 2 bin 7.1. M hnh tuyn tnh logarit: Trong sn xut, ngi ta thng xem xt lng u ra ph thuc vo cc yu t u vo v ngi ta thng dng m hnh hi qui m nh sau: Y = X eU Ta c th vit li nh sau: lnY = ln + lnX + U Nu t Y*=lnYi, * = ln, X*= lnXi khi ta c th vit li di dng tuyn tnh n gin: Y* = * + X* + U M hnh ny c gi tn l log log hoc log kp. Vi h s co gin chnh l . 7.2. M hnh bn logarit (similog) : Trong l thuyt ti chnh tin t v ngn hng ngi ta s dng cng thc tnh li sut gp: Y = Y0(1+r)t Ta vit li di dng logarit: lnY = lnY0 + tln(1+r ) Nu t =lnY0, =ln(1+r ), ta c th vit li di dng: lnY = + t + U 7.3. Mt s m hnh khc: - M hnh lin log: Y = + lnX + U - M hnh nghch o: Y = + (1/X) + U III. HI QUI TUYN TNH BI 1. M hnh hi bi Gi s Y ph thuc vo vo k bin c lp X1....Xk. Nu gi tr ca ca k bin c lp X1....Xk m hnh hi qui bi di dng tuyn tnh sau: Y = + 1X1+2X2+....+kXk+U j : c gi l cc h s hi qui ring, th hin mc bin thin Y khi bin Xj thay i mt n v, cc bin cn li khng i. U: l sai s. Tng t nh i vi hi qui n gin. 2. Phng trnh hi qui bi ca mu Gi cc h s a, b1,....bk c lng cho , 1, .... k c xc nh bi phng php bnh phng b nht:
f = ( y i a b1 x 1i ... b k x ki ) 2 min
i =1 n

T iu kin trn ta c h:
98

f / a = 0 f / b = 0 1 ... f / bK = 0

Gii h phng trnh ta s tm c nghim (a, b1,..., bk) Phng trnh y = a + b1x1 + ... + bkxk c gi l phng trnh hi qui bi ca mu. Chng ta cng c th tm c nghim (a, b1,..., bk) bng phng php ma trn, tuy nhin d phng php no i na th vic tm nghim bng phng php th cng l rt phc tp. Vi cng ngh my tnh pht trin, cc phn mn thng k c pht trin th vic tm nghim tr nn d dng hn. Chnh v vy, chng ta khng nn qu quan tm n vic tm nghip bng phng php th cng nh th no. Tng t nh i vi hi qui tuyn tnh n gin, phng php bnh phng b nht phi tho mn 5 iu kin, ngoi ra cn phi tho mn thm iu kin: - U c phn phi chun N(0,2) - Cc bin Xj c lp vi nhau 3. Khong tin cy ca cc h s hi qui M hnh hi qui bi c dng: Y = + 1X1+2X2+....+kXk+U Tng t nh i vi hi qui n gin, c lng khong ca cc h s nh sau: - c lng khong ca (i vi tin cy (1-)100% l:
b i t n k 1, / 2 S bi < i < b i + t n k 1, / 2 S bi
^

- c lng khong ca ( vi tin cy (1-)100% l:

a t n k 1, / 2 S a < < a + t n k 1, / 2 S a

4. Kim nh tng tham s hi qui tng th (i) Tng t nh i vi kim nh ca hi qui n gin. Trng hp i=0 th Xi v Y khng c mi quan h no, trng hp i>0 (i<0) gia Xi v Y c mi quan h thun (nghch). mc ngha , gi thuyt H0 kim nh cc trng hp sau: Gi thuyt Gi tr kim nh Bc b H0 t>tn-k-1,
H 0 : i 0 H 0 : i > 0 H 0 : i 0 H 0 : i < 0
t= bi S bi

H 0 : i = 0 H 0 : i 0

t<-tn-k-1,

t>tn-k-1,/2; t<-tn-k-1,/2

y l mt phng php xy dng m hnh hi qui, c gi l phng php loi bin dn. Chng ta s loi tng bin mt da vo gi tr p kim nh ln ra trc. 5. Phn tch phng sai hi qui a) H s xc nh:
99

Tng t nh i vi Hi qui n gin, ta c * H s xc nh R 2 =

SSE SSR = 1 SST SST

Nhng y, h s R2 l ni ln tnh cht ch gia bin ph thuc Y v cc bin c lp Xi, tc l n th hin phn trm bin thin ca Y c th c gii thch bi s bin thin ca tt c cc bin Xi. i vi ngi nghin cu th h mong mun h s R2 cng ln cng tt, tuy nhin R l mt hm khng gim theo s lng bin a vo. iu ny c th dn n mt tr chi v s R2 bng cch a vo m hnh cng nhiu bin c h s R2 ln. khc phc nhc im ny, ngi ta a ra h s xc nh iu chnh nh gi mc ph thuc ca Y vo cc bin X chnh xc hn.
2

* H s xc nh iu chnh:
R =
2

SSR /( n k 1) n 1 = 1 (1 R 2 )( ) SST /( n 1) n k 1
2

Xt v mt ngha th gia R2 v R l nh nhau, thng thng th hai h s ny chnh lch nhau khng nhiu. Trong mt s trng hp s lng bin X tng i ln so vi n, khi ta nn dng h s xc nh c iu chnh o lng mc thch hp ca m hnh hi qui bi. y cng l mt phng php xy dng m hnh hi qui, c gi l phng php a bin vo dn. Chng ta s a ln lt cc bin c tr tuyt i h s tng quan ry,xi 2 ln vo trc, nu R tng ln th ta chp nhn bin, cn ngc li th ta loi ra v kt thc qu trnh. b) Phn tch ANOVA hi qui bi: t gi thuyt: H0: 1 = 2 =..=k H1: Khng phi tt c i = 0 Bng ANOVA trong phn tch hi qui tuyn tnh bi: Bin thin Hi qui Sai s Tng cng Tng lch bnh phng SSR SSE SST Bc t do k n-(k+1) n-1 Phng sai
SSR k

Gi tr kim nh F
F= MSR MSE

MSR =

MSE =

SSE n (k + 1)

Qui tc bc b gi thuyt H0: F>Fk,n-k-1, , trong Fk,n-k-1, c phn phi F. * Trong trng hp ta c h s xc nh R2 gi tr kim nh c tnh bi cng thc sau:
F= n k 1 R2 . k 1 R 2

V d 6.2: Tc pht trin nn kinh t (Y) ph thuc vo tc pht trin ca nng nghip (X1), tc tng trng ca kim ngch xut khu (X2) v t l lm pht (X3) c thu thp 48 nc di y:
100

Y 1,3 1,0 0,4 4,9 9,8 -2,1 2,0 5,8 5,2 -1,1 0,2 1,1 -12,0 -1,6 0,5 2,2 8,0 6,5 0,2 7,8 2,5 -0,2 6,1 2,9

NN 3,4 1,4 0,1 1,8 5,6 2,2 2,3 3,0 2,9 -2,3 0,3 1,4 4,8 -0,4 1,9 -3,5 3,1 3,3 0,1 5,3 2,3 3,1 10,3 -0,6

XK -2,7 -6,0 -3,6 13,6 27,3 2,6 -9,5 4,4 9,2 -6,3 12,0 -7,2 -5,5 -2,5 1,6 4,7 10,9 -0,6 8,4 10,4 4,9 7,9 -19,0 5,4

LP 13,0 10,5 15,9 3,2 5,4 5,2 8,7 1,4 3,0 14,9 20,3 19,8 8,6 11,3 19,0 1,9 37,3 8,9 29,5 8,1 22,6 20,2 -1,3 7,5

Y 4,1 -5,0 2,1 7,7 9,3 -1,7 5,8 3,9 5,6 6,9 -4,6 -2,6 1,1 4,6 -0,6 8,2 4,1 12,6 4,1 0,6 2,0 0,0 -2,6 -3,4

NN 2,3 1,2 2,7 3,0 3,3 2,0 4,7 -3,9 3,9 1,3 0,8 1,7 3,9 3,0 2,5 1,9 0,9 7,9 2,8 2,8 0,5 0,4 -1,3 7,9

XK 8,7 -2,0 5,6 2,0 6,2 -1,7 -0,2 -2,5 6,4 11,6 -9,8 -6,6 3,8 -3,5 2,0 3,8 1,3 11,7 -0,9 -2,1 -3,1 6,9 3,4 -7,9

LP 9,5 1,1 11,2 8,9 7,5 18,2 2,1 3,4 13,9 6,4 21,5 6,7 7,7 8,6 11,5 7,8 5,6 3,8 9,9 23,3 33,5 32,6 7,7 45,4

Kt qu x l ca Excel nh sau: Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 0,6088296 0,3706735 0,3277648 3,6899289 48

R2= 0,37 c ngha l 37% s bin thin ca tc pht trin kinh t c th c gii thch t mi lin h tuyn tnh gia tc pht trin kinh t vi tc bin thin ca nng nghip, xut khu v lm pht.

101

ANOVA df Regression Residual Total 3 44 47 SS 352,8613631 599,0853036 951,9466667 MS 117,6205 13,61558 F 8,63867 Significance F 0,000127635

Vi gi tr p=0,0001 l rt nh, ta c th bc b gi thuyt H0, c ngha l c tn ti mi lin h tuyn tnh gia tc pht trin kinh t vi t nht mt trong cc yu t: nng nghip, xut khu v lm pht. Coefficients Intercept NN XK LP 2,033019 0,500738 0,268085 -0,10474
^

Standard Error 0,993121 0,205653 0,068954 0,053080

t Stat 2,0471

P-value 0,046649

Lower 95% Upper 95% 0,031514 0,086269 0,129117 -0,21172 4,034525 0,915206 0,407054 0,002229

2,434859 0,019021 3,887867 0,000337 -1,97337 0,054755

Phng trnh hi qui bi:

y = 2,033 + 0,5007xi + 0,268x2 - 0,1047x3

T phng trnh hi qui bi ta c nhn xt: - Nu tc tng trng ca xut khu v lm pht khng i, 1% tng trng nng nghip s lm tng 0,5007% tng trng ca nn kinh t. - Nu tc tng trng ca nng nghip v lm pht khng i, 1% tng trng xut khu s lm tng 0,268% tng trng ca nn kinh t. - Nu tc tng trng ca nng nghip v xut khu khng i, t l lm pht tng 1% s lm cho nn kinh t gim 0,1047%. - Nu tc tng trng ca nng nghip, xut khu, lm pht bng 0 th nn nn kinh t tng trng 2,033%. Tm li, Hi qui tuyn tnh l mt ni dung rt rng v su, c ng dng trong nhiu lnh vc. Tuy nhin hiu mt cch y th trong phm vi ca mn hc khng th trnh by y c m s m rng ny thuc phm vi ca mt mn hc khc l Kinh t lng. Chnh v vy, y ch giii thiu mang tnh cht nhp mn khng i su v mt l thuyt v k thut.

102

CHNG VII DY S THI GIAN

Trong chng ny s ni n phng php phn tch bin ng ca hin tng qua thi gian. Nh trong chng trc, chng ta s dng m hnh hi qui tuyn nh d bo, phng php ny cn c gi l phng php d bo d vo ni suy, c ngha l ta d bo da vo bn cht ca hin tng. Tuy nhin, i vi phng php ny chng ta khng th no a tt c cc yu t nh hng n hin tng vo m hnh c bi n qu nhiu v cng khng th bit ht. Phng php d bo d vo dy s thi gian l chng ta quan st hin tng bin i qua thi gian ri tm ra qui lut v dng qui lut suy lun, phng ny gi l phng php d bo da vo ngoi suy. Trong thc t c rt nhiu hin tng ph thuc vo thi gian nh: Lng tiu th lng thc thc phm ph thuc vo tui, chu k sng ca sn phm,... vi l lun nh vy ta c th xem thi gian nh l mt bin c lp tc ng n hin tng nghin cu. Nh vy, ta c th xem nghin cu dy s thi gian nh l chng ta c thm mt phng n la chn d bo. I. DY S THI GIAN 1. nh ngha Dy s thi gian l mt dy cc gi tr ca hin tng nghin cu c sp. ti yi 2. Phn loi Cn c vo c im thi gian ngi ta thng chia dy s thi gian thnh hai loi: - Dy s thi k: l dy s biu hin s thay i ca hin tng qua tng thi k nht nh. V d, gi tr hng xut khu ca mt quc gia vo cc nm t 1990 n 1995. - Dy s thi im: l dy s biu hin mt lng ca hin tng vo mt thi im nht nh. V d, tng gi tr ti sn ca doanh nghip vo cc thi im cui nm 31/12/19xx. 3 Phng php lun d bo thng k xy dng mt m hnh d bo th ngi nghin cu cn thu thp s liu v vn cn d bo. Phng php thu thp d liu v tin hnh d bo ph thuc vo nhiu nhn t c m t s sau: -----------------D liu lch s---------------Y1------Mu------- Yn D bo li
-------- Y Y 1 m 11

t1 y1

t2 y2

tn yn

Yn+1---------------YN D bo hu nghim
-------------- Y Y N n +1

D bo trong mu
------------------ Y Y 1 n

D bo tin nghim
------------ Y Y N +1 N+k

D liu lch s: l d liu mi nht ca chui thi gian thu thp c Mu: D liu dng xy dng m hnh Giai on d bo c chia thnh d bo hu nghim v d bo tin nghim.
103

- D bo hu nghim, c trng quan trng ca n l c cc gi tr quan st thc t ca i tng d bo, n cho php cc nh nghin cu nh gi c chnh xc ca m hnh. - D bo tin nghim: cc gi tr thc t khng c do khng xc nh c chnh xc ca nhng d bo tin nghim. - D bo li: chng ta cng c th d bo li cho nhng thi k trc. D bo li nhm to ra cc gi tr b sung cho dy s lch s trong qu trnh phn tch. 4. o lng chnh xc ca d bo Sai s d bo l thc o phn nh gi tr d bo gn vi gi tr thc t bao nhiu. Sai s d bo l chnh lch gia gi tr d bo v gi tr thc t tng ng: ei = yi - y i Sai s tuyt i trung bnh: MAE =
^

e
t =1

Phn trm tuyt i: MAPE =

Y
t =1

et
t

Phng sai: MSE =

e
t =1

2 t

lch chun: RMSE = MSE 5. S la chn cng thc tnh sai s d bo 1). Nu d liu c mt vi sai s d bo ln th khng nn s dng MSE. 2). Cc sai s xp x bng nhau th nn dng MSE. 3). Khi c ng thi MAE, MSE, RMSE th chn ch tiu no c gi tr nh nht. II. MT S CH TIU C BN V DY S THI GIAN 1. Mc trung bnh theo thi gian 1.1. Mc trung bnh ca dy s thi k:
x + x 2 + ... + x n = x= 1 n

x
i =1

1.2. Mc trung bnh ca dy s thi im: - Nu khong cch gia cc thi im bng nhau:
1 1 x 1 + x 2 + ... + x n 2 x= 2 n

- Nu khong cch gia cc thi im khng bng nhau:

x=

x t
i =1 n

i i

t
i =1

ti: di thi gian c mc xi

104

2. Lng tng gim tuyt i L ch tiu biu hin s thay i v gi tr tuyt i ca hin tng gia hai thi k hoc hai thi im nghin cu. 2.1. S tuyt i tng k (lin hon): Biu hin lng tng gim tuyt i gia hai thi k k tip nhau.
i = x i x i 1

2.2. S tuyt i nh gc: Biu hin lng tng gim tuyt i gia k nghin cu v k c chn lm gc.
'i = x i x (1)

x(1): k c chn lm gc.

* Mi lin h gia s tng gim tuyt i lin hon v nh gc:

i=2

= 'i

2.3. S tuyt i trung bnh:

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

3. Tc pht trin (ln, %) L ch tiu biu hin s bin ng ca hin tng xt v mt t l. 3.1. Tc pht trin tng k (lin hon): Biu hin s bin ng v mt t l ca hin tng nghin cu qua hai thi k lin tip nhau:
ti = xi x i 1

3.2. Tc pht trin nh gc: Biu hin s bin ng v mt t l ca hin tng gia k nghin cu vi k c chn lm gc:
t 'i = xi x (1)

* Mi lin h gia tc pht trin tng k v nh gc:

t
i=2

= t 'n

3.3. Tc pht trin trung bnh:

t = n 1 t i = n 1 t 'n = n 1
i =2 n

xn x (1)

4. Tc tng gim L ch tiu biu hin s tng ln hay gim xung v mt t l ca hin tng nghin cu. 4.1. Tc tng gim tng k:
ai = x i x i 1 = ti 1 x i 1

4.2. Tc tng gim nh gc:

105

a 'i =

x i x (1) x (1)

= t 'i 1

4.3. Tc tng gim trung bnh:

a = t 1

5. Gi tr tuyt i ca 1% tng gim Ch tiu ny biu hin mi quan h gia ch tiu lng tng gim tuyt i v ch tiu tiu tc tng gim. Ngha l xem xt 1% tng gim ca hin tng s tng ng vi mt lng gi tr tuyt i tng gim l bao nhiu.
gi =
i i x = = i 1 i 100 ai x100 x i 1

III. MT S M HNH D BO 1. D on da vo lng tng gim tuyt i trung bnh Phng php ny thng c s dng khi hin tng bin ng vi mt lng tuyt i tng i u, ngha l cc lng tng gim tuyt i tng k xp x bng nhau. Cng thc d on:
y n + L = y n + L.
^ ^

y n+L

: Gi tr d on thi im n+L : Gi tr thc t thi im n

yn

: Lng tng gim tuyt i trung bnh : Tm xa d on 2002 2,0 2003 2,2 2004 1,7 2005 1,5 2006 2,8 2007 2,9

L Nm Gi tr xut khu (t ng)

V d 7.1: Gi tr xut khu mt hng X ca quc gia trong cc nm nh sau:

D on gi tr xut khu nm 2008 v 2009 da vo lng tng gim tuyt i trung bnh.
=

i=2

n 1

0,9 = 0,18 6 1

* D on gi tr xut khu nm 2008:

y 2008 = y 2007 + 1. = 2,9 + 1.0,18 = 3,08
^

* D on gi tr xut khu nm 2009:

y 2009 = y 2007 + 2. = 2,9 + 2.0,18 = 3,26
^

2. D on da vo tc pht trin trung bnh Phng php ny thng c s dng khi hin tng bin ng vi mt nhp tng i n nh, ngha l tc pht trin tng k xp x nhau. Cng thc d on:
106

y n + L = y n .( t ) L
^

y n+L

: Gi tr d on thi im n+L : Gi tr thc t thi im n : Tc pht trin trung bnh : Tm xa d on

yn
t

V d 7.2: S dng s liu v d 7.1 d on gi tr xut khu nm 2008 v 2009 da vo tc pht trin trung bnh.
t = n 1 xn 2,9 = 61 = 1,0771 x (1) 2,0

- D on tc pht trin nm 2008:

y 2008 = y 2007 .(t )1 = 2,9.1,0071 = 3,1235
^

- D on tc pht trin nm 2009:

y 2009 = y 2007 .(t ) 2 = 2,9.(1,0071) 2 = 3,3644
^

3. Phng php lm phng s m n gin Phng php ny dng d on dy s thi gian khng c xu hng hoc tnh thi v r rt. Bc 1: Lm phng dy s bng cng thc:
y t = (1 )y t + (1 )y t 1 + 2 (1 )y t 2 + ... y t : Gi tr ca dy s c lm phng thi im t.

0 < < 1: hng s lm phng. Cng thc c th vit:

y t = y t 1 + (1 )y t

(*)

Bc 2: Cng thc d on:

y t+n = y t
^
^

(**)

y t+n: Gi tr d on thi im t+n

y t : Gi tr c lm phng thi im t.

Cch la chn : + Nu dy s c nhiu bin ngu nhin th hin cc mc ca dy s ln xung bt thng: ta chn ln. + Nu dy s c t bin ngu nhin: ta chn nh. + Nu cng mt ti liu phi chn gia nhiu , th ta chn c sai s nh nht.
MSE =

(y
i=2

yi )2
107

n 1

V d 7.3: D bo s lng bn trong mt ngy, vi h s lm phng =0,4. Nu chn =0,6, hy xem xt h s lm phng no tt hn. Ngy Doanh s 925 940 924 925 912 908 910 912 915 924 943 962 960 958 955 D on
y t = y t 1 + (1 ) y t

( y i y i )2

=0,4 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 925,00 934,00 928,00 926,20 917,68 911,87 910,75 911,50 913,60 919,84 933,74 950,69 956,28 957,31 955,92 TNG

=0,6 925,00 931,00 928,20 926,92 920,95 915,77 913,46 912,88 913,73 917,84 927,90 941,54 948,92 952,55 953,53

=0,4 225,00 100,00 9,00 201,64 93,70 3,50 1,57 12,25 108,16 536,39 798,86 86,59 2,97 5,34 2.184,98

=0,6 225,00 49,00 10,24 222,61 167,75 33,31 2,14 4,50 105,54 633,23 1.162,70 340,74 82,36 5,98 3.045,11

* D on doanh s ngy 16 vi =0,4

y 11 = y 15 = 955,92
^

* Nhn vo kt qu ta c MSE vi =0,4 nh hn MSE vi =0,6, do h s lm phng =0,4 tt hn. 4. D bo bng hm xu hng Tu theo tnh cht ca hin tng nghin cu hoc kt hp vi kinh nghim ta c th xy dng hoc chn mt hm s ph hp biu hin s bin ng ca hin tng qua thi gian. Ta c th tham kho mt s m hnh sau: Hm tuyn tnh: y t = b 1 + b 2 t Hm Parabol: y t = b 1 + b 2 t + b 3 t 2 Hm bc 3: y t = b 1 + b 2 t + b 3 t 2 + b 4 t 3 ^ b Hm Hyperbol: y t = b 1 + 2 t
t Hm m: y t = b 1 b 2 .... ^ ^ ^ ^

Cng thc d on: y n + L = f (n + L) tm c cc h s bi chng ta bin i cc phng trnh trn thnh phng trnh Hi qui tuyn tnh v s dng Excel. Mt s tc gi trnh by tng trng hp c th tm bng phng php th cng, tuy nhin n c th khng cn ph hp trong thi bui cng ngh my tnh vt tri. V d 7.4: Vi s liu v d 7.3. S dng hm hi qui tuyn tnh n gi d bo ngy 16. Ta tm c hm hi qui mu nh sau:
108

y =909,4 + 2,8t D bo s lng bn ngy 16: y =909,4 + 2,8x16 = 953,7

^

IV. PHN TCH TNH THI V CA DY S THI GIAN 1. Cc yu t nh hng n bin ng ca dy S thi gian - Tnh xu hng (T): th hin chiu hng bin ng, tng hoc gim, ca hin tng trong mt thi gian di. - Tnh chu k (C): Bin ng ca hin tng c lp li vi mt chu k nht nh. Thng ko di t 2 n 10 nm v tri qua 4 giai on: phc hi v pht trin, thnh vng, suy thoi, nh tr. - Tnh thi v (S): L s bin ng ca hin tng mt s thi im no trong nm c lp i lp li qua nhiu nm. - Tnh ngu nhin hay bt thng (I): L bin ng khng c qui lut v hu nh khng d on c. Gi Xi l gi tr ca hin tng thi gian i, ta c: Xi = Ti . Ci . Si . Ii 2. Phn tch ch s thi v Trong m hnh d bo, i lng ngu nhin I ta khng d on c, v yu t chu k cng kh xc nh. Do , ta ch yu d on s nh hng ca ch s thi v da vo 2 yu t T v S. V d 7.4: Trng phng kinh doanh ca mt cng ty mun phn tch tnh cht thi v trong hot ng ca cng ty d bo cho nhng nm ti. Doanh s bn hng qu t nm 2004- 2007 c thu thp. Nm 2004 Qu I II III IV I II III IV Doanh s 170 148 141 150 161 137 132 158 Nm 2006 Qu I II III IV I II III IV Doanh s 157 145 128 134 160 139 130 144

2005

2007

2.1 Tnh xu hng ca dy s thi gian (T): Da vo cc m hnh ton hc, c th lm tuyn tnh hoc hm phi tuyn tnh. Nhng thng thng ta s dng hm tuyn tnh theo thi gian.
y = b 0 + b1 t Ta chn bin t=1 - 16, ta tm c hm hi qui tuyn tnh nh sau:

y = 155,275 1,1059t

2.2. Tnh thi v ca dy s thi gian (S): L s bin ng ca dy s thi gian trong mt nm, nn ta c th xem xt theo thng (12 thng) hoc qu (4 qu) a) S trung bnh di ng: S trung bnh di ng c tnh t nhm m mc c tnh nh sau:

109

x* i + ( m 1) / 2 =

1 m 1 . x i + j m j=1

S trung bnh loi b tt c cc yu t bt thng, v s trung bnh ca cc s hng lin tip th hin xu hng ca dy s thi gian lm cho dy s tr nn phng hn, n s b cc yu t bt thng v yu t ngn hn: X* = TC * Trng hp nhm mc l s chn: Sau khi tnh trung bnh m mc ta tnh thm trung bnh 2 mc . Nm 2004 Qu I II III IV 2005 I II III IV 2006 I II III IV 2007 I II III IV Doanh s 170 148 141 150 161 137 132 158 157 145 128 134 160 139 130 144 Trung bnh 4 mc Trung bnh 2 mc (x*)

152,25 150,00 147,25 145,00 147,00 146,00 148,00 147,00 141,00 141,75 140,25 140,75 143,25

151,13 148,63 146,13 146,00 146,50 147,00 147,50 144,00 141,38 141,00 140,50 142,00

b) Tnh ch s thi v (SI) theo thi gian trong nm:

SI = TCSI x = * TC x

Nm 2004

Qu I II III IV I II III IV

Doanh s (x=TCSI) 170 148 141 150 161 137 132 158 157

TC (x*)

SI=x/x*(%)

151,13 148,63 146,13 146,00 146,50 147,00 147,50

93,3 100,9 110,2 93,8 90,1 107,5 106,4

110

2005

2006

II III IV 2007 I II III IV

145 128 134 160 139 130 144

144,00 141,38 141,00 140,50 142,00

100,7 90,5 95,0 113,9 97,9

c) Tnh ch s thi v iu chnh (S): Nm 2004 2005 2006 2007 Tng Ch s thi v trung bnh (SI) Ch s thi v iu chnh (S) * Theo qu 110,2 106,4 113,9 330,5 110,17 110,15 : 93,8 100,7 97,9 292,4 97,47 97,45 273,9 91,30 91,28 303,4 101,13 101,12 400,07 Qu I Qu II Qu III 93,3 90,1 90,5 Qu IV 100,9 107,5 95,0

Ch s thi vu 400 = (SI) x iu chnh Tng ch s thi vu TB Ch s thi vu 1.200 = (SI) x iu chnh Tng ch s thi vu TB

* Theo thng :

5.23. Tnh chu k:

C= TC x * = T T Qu t

Nm 2004

Doanh s 170 148 141 150 161 137 132 158 157 145

x*=TC

T y = 155,275 - 1,1059t

C(%)

I II III IV I II III IV

1 2 3 4 5 6 7 8 9 10

151,13 148,63 146,13 146,00 146,50 147,00 147,50 144,00

151,96 150,85 149,75 148,64 147,53 146,43 145,32 144,22

99,46 98,53 97,59 98,22 99,30 100,39 101,50 99,85

111

2005

2006

I II

Nm

Qu III IV

t 11 12 13 14 15 16

Doanh s 128 134 160 139 130 144

x*=TC 141,38 141,00 140,50 142,00

T y = 155,275 - 1,1059t 143,11 142,00 140,90 139,79

C(%) 98,79 99,29 99,72 101,58

2007

I II III IV

T kt qu va tnh ta c th s dng d bo cho cc qu trong nm 2008.

112

CHNG VIII PHNG PHP CHN MU1

I. IU TRA CHN MU Qu trnh nghin cu thng k gm cc giai on: Thu thp s liu, x l tng hp v phn tch, d bo. Trong thu thp s liu thng p dng hai hnh thc ch yu: Bo co thng k nh k v iu tra thng k. Bo co thng k nh k l hnh thc thu thp s liu thng k c tin hnh thng xuyn, nh k theo ni dung, phng php cng nh h thng biu mu thng nht, c quy nh thnh ch bo co do c quan c thm quyn quyt nh v p dng cho nhiu nm. iu tra thng k l hnh thc thu thp s liu c tin hnh theo phng n quy nh c th cho tng cuc iu tra. Trong phng n iu tra quy nh r mc ch, ni dung, i tng, phm vi, phng php v k hoch tin hnh iu tra. iu tra thng k c p dng ngy cng rng ri trong iu kin nn kinh t th trng c nhiu thnh phn kinh t. iu tra thng k c phn thnh iu tra ton b v iu tra khng ton b. iu tra ton b nhm tin hnh thu thp s liu tt c cc n v ca tng th. Trong khi iu tra khng ton b ch tin hnh thu thp s liu ca mt b phn cc n v trong tng th. Trong iu tra khng ton b cn chia ra iu tra trng im, iu tra chuyn v iu tra chn mu. iu tra trng im v iu tra chuyn khc vi iu tra chn mu ch kt qu ca n khng dng suy rng cho tng th. Kt qu ca iu tra chn mu c dng m t c im ca tng th. 1. iu tra chn mu, u im, hn ch v iu kin vn dng: 1.1. Khi nim iu tra chn mu: iu tra chn mu l loi iu tra khng ton b, trong ngi ta chn mt cch ngu nhin mt s ln n v i din trong ton b cc n v ca tng th iu tra ri dng kt qu thu thp c tnh ton, suy rng thnh cc c im ca ton b tng th. V d: c nng sut v sn lng la ca mt a bn iu tra no ngi ta ch tin hnh thu thp s liu v nng sut v sn lng la thu trn din tch ca mt s h gia nh c chn vo mu ca huyn iu tra thc t, sau dng kt qu thu c tnh ton v suy rng cho nng sut v sn lng la ca ton huyn. iu tra chn mu c ng dng rt rng ri trong thng k kinh t - x hi nh: iu tra nng sut, sn lng la; iu tra lao ng - vic lm; iu tra thu nhp, chi tiu ca h gia nh; iu tra bin ng thng xuyn dn s; iu tra cht lng sn phm cng nghip. Ngoi ra, trong t nhin, trong i sng sinh hot ca con ngi, trong y hc, v.v... chng ta cng gp rt nhiu v d thc t p dng iu tra chn mu; chng hn: Khi o lng nc ma ca mt khu vc no ngi ta ch chn ra mt s im trong khu vc v t cc ng nghim o lng nc ma qua cc trn ma trong tng thng v c nm, sau da vo kt qu nc ma o c t mu l cc ng nghim tnh ton suy rng v lng nc trung bnh cc thng v c nm cho c khu vc; khi nghin cu nh
1

Chng c tham kho t ti liu Mt s vn phng php lun thng k, nm 2005 ca Vin Khoa hc thng k. 113

hng ca ht thuc l i vi sc kho con ngi, ngi ta chn ra mt s lng cn thit ngi ht thuc l kim tra sc kho v dng kt qu kim tra t mt s ngi kt lun v nh hng ca ht thuc l ti sc kho cng ng, v.v... 1.2. u im ca iu tra chn mu: Do ch tin hnh iu tra trn mt b phn n v mu trong tng th nn iu tra chn mu c nhng u im sau: - Tin hnh iu tra nhanh gn, bo m tnh kp thi ca s liu thng k. - Tit kim nhn lc v kinh ph trong qu trnh iu tra. - Cho php thu thp c nhiu ch tiu thng k, c bit i vi cc ch tiu c ni dung phc tp, khng c iu kin iu tra din rng. Nh kt qu iu tra thu c s phn nh c nhiu mt, cho php nghin cu cc mi quan h cn thit ca hin tng nghin cu. - Lm gim sai s phi chn mu nh: sai s do cng c o lng, tnh trung thc v trnh ca phng vn vin, d liu bin ng,. Trong thc t cng tc thng k sai s phi chn mu lun lun tn ti v nh hng khng nh n cht lng s liu thng k, nht l cc ch tiu c ni dung phc tp, vic tip cn thu thp s liu kh khn, tn nhiu thi gian trong qu trnh phng vn, ghi chp v c bit hn l i vi cc ch tiu iu tra khng c sn thng tin m i hi phi hi tng nh li. i vi nhng loi thng tin nh trn, ch c tin hnh iu tra mu mi c iu kin tuyn chn iu tra vin tt hn; hng dn nghip v k hn, thi gian dnh cho mt n v iu tra nhiu hn, to iu kin cho cc i tng cung cp thng tin tr li chnh xc hn, tc l lm cho sai s phi chn mu t hn. - Cho php nghin cu cc hin tng kinh t - x hi, mi trng... khng th tin hnh theo phng php iu tra ton b: V d nh nghin cu tr lng khong sn, thu sn, kim tra ph hu, 1.3. Hn ch ca iu tra chn mu: - Do iu tra chn mu ch tin hnh thu thp s liu trn mt s n v, sau dng kt qu suy rng cho ton b tng th nn kt qu iu tra chn mu lun tn ti sai s ta gi l sai s chn mu - Sai s do tnh i din. Sai s chn mu ph thuc vo ng u ca ch tiu nghin cu, vo c mu v phng php t chc chn mu. C th lm gim sai s chn mu bng cch tng c mu phm vi cho php v la chn phng php t chc chn mu thch hp nht. - Kt qu iu tra chn mu khng th tin hnh phn nh theo mi phm vi v tiu thc nghin cu nh iu tra ton b, m ch thc hin c mc nht nh tu thuc vo c mu, phng php t chc chn mu v ng u gia cc n v theo cc ch tiu c iu tra. 1.4. iu kin vn dng ca iu tra chn mu: iu tra chn mu thng c vn dng trong cc trng hp sau: - Thay th cho iu tra ton b trong nhng trng hp quy m iu tra ln, ni dung iu tra cn thu thp nhiu ch tiu, thc t ta khng kinh ph v nhn lc tin hnh iu tra ton b, hn na nu iu tra ton b s mt qu nhiu thi gian, khng m bo tnh kp thi ca s liu thng k nh iu tra thu nhp, chi tiu h gia nh, iu tra nng sut, sn lng la, iu tra vn u t ca cc n v ngoi quc doanh...; hoc khng tin hnh c iu tra ton b v khng th xc nh c tng th nh iu tra nh gi mc nhim mi trng nc ca mt s sng, h no , - Qu trnh iu tra gn lin vi vic ph hu sn phm nh iu tra nh gi cht lng tht hp, c hp, y t ly mu ca bnh nhn xt nghim, v.v... Cc trng hp trn y
114

nu iu tra ton b th sau khi iu tra ton b sn phm sn xut ra c th lm tng ch ph v gim cht lng hng ho hoc lng mu c trong c th ca bnh nhn s b ph hu hon ton. y l iu kh cho php thc hin trong thc t. - thu thp nhng thng tin tin nghim trong nhng trng hp cn thit nhm phc v cho yu cu ca iu tra ton b. V d: thm d mc tn nhim ca cc ng c vin vo mt chc v no th ch c th iu tra chn mu mt lng c tri nht nh v phi c tin hnh trc khi bu c chnh thc th mi c ngha. - Thu thp s liu kim tra, nh gi v chnh l s liu ca iu tra ton b. Trong thc t c nhng cuc iu tra ton b c quy m ln hoc iu tra rt phc tp nh Tng iu tra Dn s v Nh , Tng iu tra Nng thn, Nng nghip v Thu sn... th sai s do khai bo, thu thp thng tin thng xuyn tn ti v nh hng ng k n cht lng s liu. V vy cn c iu tra chn mu vi quy m nh hn xc nh mc sai s ny, trn c s tin hnh nh gi tin cy ca s liu v nu mc cn thit c th phi chnh l li s liu thu c t iu tra ton b. 2. Sai s chn mu v phm vi sai s chn mu: 2.1. Sai s chn mu: Sai s chn mu l s khc nhau gia gi tr c lng ca mu v gi tr ca tng th. Sai s chn mu cn gi l sai s do tnh i din. Sai s ny ch xy ra trong iu tra chn mu do ch iu tra mt s t n v m kt qu li suy cho c tng th. Sai s chn mu c hai loi: - Sai s c h thng: Sai s xy ra khi p dng phng php chn c h thng, lm cho kt qu iu tra lun b lch so vi s thc t v mt hng. - Sai s ngu nhin: Sai s ch xut hin trong trng hp cc n v ca tng th c chn theo nguyn tc ngu nhin, khng ph thuc vo nh ca ngi iu tra. 2.2. Phm vi sai s chn mu: Phm vi sai s chn mu (k hiu l x, Lx, x) bng tch ca h s tin cy (t) v sai s chn mu (x) x = t.x Trong : H s tin cy l xc sut gi tr thc t ca ch tiu nghin cu (: tham s t . ). Trong , l tham s mu. tng th) cn nm trong khong tin cy ( x ngha ca hm xc sut ny c biu hin nh sau: =1 P x

2.3. ngha ca vic tnh ton sai s chn mu: - Sai s chn mu dng c lng ch tiu nghin cu theo khong tin cy. - Sai s chn mu dng nh gi tnh i din ca ch tiu nghin cu qua tnh ton t l sai s chn mu (CV) nh sau: CV = 100 x CV cng nh th ch tiu c tnh i din cng cao v ngc li. - L c s xc nh c mu cho cc cuc iu tra c tin hnh v sau. 3. n v chn mu, dn chn mu: 3.1. n v chn mu:

115

n v chn mu l cc n v c bn hoc nhm n v c bn c xc nh r rng, tng i ng u v c th quan st c, thch hp cho mc ch chn mu. V d: Doanh nghip, h gia nh, n v din tch gieo trng, x, phng, xm, bn... Nu chn mu mt cp th c mt loi n v chn mu, cn nu chn mu nhiu cp th s c nhiu loi n v chn mu. Tc l lc chn mu theo bao nhiu cp th c by nhiu loi n v chn mu. 3.2. Dn chn mu: Dn chn mu c th l danh sch cc n v chn mu vi nhng c im nhn dng ca chng hoc l bn ch ra ranh gii ca cc n v c dng lm cn c tin hnh chn mu. Khi t chc iu tra thng k. Trong tng th nghin cu, tu thuc vo lc chn mu m s c cc loi dn chn mu khc nhau. Nu iu tra mu mt cp (gi nh iu tra cc h trn a bn huyn) th dn chn mu l danh sch cc h gia nh ca tt c cc x trong huyn. Cn nu iu tra mu hai cp, cp I l x v cp II l h gia nh th c hai loi dn chn mu: Dn chn mu cp I l danh sch tt c cc x trong huyn, cn dn chn mu cp II l danh sch cc h gia nh ca nhng x c chn mu cp I. 4. Cc hnh thc v phng php chn mu: 4.1. Cc hnh thc thu thp s liu thng k:

S 8.1. Cc hnh thc thu thp s liu thng k

a) Chn mu phi xc sut:

116

- Chn mu thun tin: Cc n v mu c chn ti mt a im v vo mt thi gian nht nh. V d: Chn mu nhng ngi i mua sm siu th METRO Cn Th v tip cn h khi h bc vo siu th hoc khi h va mua sm mn hng m ta mun kho st. Cch chn mu ny l khng ngu nhin v khng phi tt c mi ngi dn Cn Th u c xc sut nh nhau c chn vo mu. (1) u im: d dng tp hp cc n v mu. (2) Nhc im: khng t c xc thc cao. - Chn mu phn on: Cc n v mu c chn da vo s phn on ca ngi nghin cu m h ngh rng nhng mu ny c th i din cho tng th. V d: Chn mu mt s t lin doanh ln c th chim phn ln tng sn lng ngnh cng nghip c nc. Cch chn mu ny c dng ph bin khi nghin cu nh tnh (nghin cu khch hng cng nghip hay knh phn phi). (1) u im: Chn c ng mt s phn t rt quan trng ca tng th vo trong mu. (2) Nhc im: C kh nng pht sinh nhng sai lch ln. - Chn mu ch nh: L chn mu theo t l gn ng ca cc nhm i din trong tng th hoc theo s mu c ch nh cho mi nhm. V d: Chn 100 phn t cho mi nhn hiu nc gii kht so snh kt qu thng k v thi khch hng. Hoc tng th nghin cu bao gm 1.000 cng ty, trong 600 cng ty va v nh, 300 trung bnh v 100 qui m ln. S mu ch nh l 10% trn tng th, ta s chn 60 cng ty va v nh, 30 trung bnh v 10 cng ty ln. (1) u im: m bo c s mu cn thit cho tng nhm trong tng th phc v cho phn tch. (2) Nhc im: C th cho kt qu sai lch. - Chn mu theo mng quan h: Ngi nghin cu s thng qua ngi tr li u tin tip cn nhng ngi tr li k tip. V d: Phng vn An, khong gn kt thc phng vn c th ngh An gii thiu mt hoc hai ngi na c th am hiu v ch kho st.

+ u im: gip cho ngi nghin cu chn c cc mu m h cn nghin cu. b) Chn mu xc sut: Da vo l thuyt xc sut ly mu ngu nhin. - Chn mu ngu nhin n gin: L cch chn mu m mi phn t trong tng th c cng c hi c chn vi xc sut nh nhau. chn c mu, ngi nghin cu phi c danh sch tng th nghin cu.

117

V d: Chn 100 mu sinh vin trong tng s 4.000 sinh vin khoa kinh t & QTKD. S dng my tnh gieo mt s gm 4 ch s. Mi ln gieo, s no xut hin s c chn vo mu. - Chn mu c h thng: L cch chn mu m mu u tin l ngu nhin, sau c cch k n v ta li chn mt phn t. Vi k = N/n (N: ln tng th v n kch c mu). V d: Nh v d chn mu ngu nhin n gin, danh sch sinh vin khng sn c trn my tnh, ta s s dng cch chn mu h thng. Tnh k = 4.000/100 = 40. Ta s gieo s ngu nhin trong khong 1 n 40. V d c s 18. Mu c chn l 18. Cc mu tip theo s l 18 + 40 = 58, 58 + 40 = 98 - Chn mu ngu nhin phn tng: L phn chia cc i tng nghin cu thnh cc nhm, tng theo cc c tnh, sau ly mu theo tng, nhm. V d: Chng ta mun bit chi tiu cho nc gii kht gia sinh vin v ging vin trong khoa KT & QTKD. Chng ta cn n nh trc s mu cho mi nhm. Chng hn, s mu gm 70 sinh vin v 30 ging vin. Sau ta s chn mu theo phng php ngu nhin n gin t 2 nhm c lp 4.2. Cc phng php chn mu thng c s dng: a) Phng php chn mu ngu nhin (Probability Sampling Methods): - Chn mu ngu nhin n gin: Chn mu ngu nhin n gin l chn cc n v t tng th vo mu hon ton h ho. Cch n gin nht ca chn mu ngu nhin l rt thm hoc s dng bng s ngu nhin. - Chn mu h thng (Systematic Sampling): Chn mu h thng l chn cc n v t tng th vo mu theo mt khong cch c nh sau khi chn ngu nhin mt nhm no trn c s cc n v iu tra c sp xp th t theo mt tiu thc nht nh. V d: Trng i hc X c 2000 sinh vin (N = 2000). Cn chn 100 sinh vin (n = 100) iu tra mc sng ca h. Nu chn h thng s tin hnh nh sau: - Lp danh sch 2000 sinh vin ca trng theo th t no , chng hn theo vn A, B, C... ca tn gi. - Chia tng s sinh vin ca trng thnh 100 nhm u nhau v s c s sinh vin mi nhm l 20 sinh vin: (K = N: n = 2000: 100). - Chn ngu nhin mt sinh vin nhm th nht, chng hn ri vo sinh vin c s th t 15. - Mi nhm khc cn li s chn 1 sinh vin c s th t: nhm 2: (15+K), nhm 3: (15+2K)...; nhm 100: (15+99K). Mt nhc im ca chn mu h thng l c th dn n mu c chn c th b lch mt cch c h thng. L do, nu danh sch cc phn t c b tr theo mt kiu tun hon trng hp vi khong cch ly mu, c l l mt mu b lch c th c la chn. V vy, trong vic xem xt mt mu c h thng cn phi kho st thn trng bn cht ca danh sch. Tuy nhin, phng php ly mu c h thng c th to ra mt mu ngu nhin n gin. N s m bo c s i din t cc khong cao nht n thp nht (nu dn chn mu c sp xp th t theo mt tiu ch no ). Mt mu ngu nhin n gin kh thc hin c nh vy. - Chn mu theo t: thc hin theo phng php ny, trc ht phi phn t cc n v tng th chung thnh nhiu t theo tiu thc c lin quan trc tip n ni dung nghin cu. Sau , sau xc nh c mu cho tng t. Vic phn chia ny c thc hin mt trong ba phng php:
118

- S quan st iu tra trong tng t c chia u, tc l c mu bng nhau cc t. - S quan st c chia theo t l s lng n v tng th ca tng t trong tng th chung. - S quan st c chia theo t l s lng n v tng th ca tng t trong tng th chung v lch chun ca tng t. - Chn mu theo khi (chm) (Cluster Sampling): Theo phng php t chc chn mu ny th trc tin cc n v ca tng th c chia thnh R khi vi s lng n v bng nhau hoc khng bng nhau. T R khi chn ra r khi ngu nhin theo phng php ngu nhin n gin hoc h thng v iu tra tt c cc n v ca r khi. Chn c khi c u im l t chc gn nh, gim c kinh ph. Song v s n v c chn iu tra ch tp trung vo mt s khi nn c th c sai s ln nu gia cc khi c s khc bit nhau. - Chn mu ngu nhin phn tng (Stratified Random Sampling): Phng php chn mu phn tng (cn c gi l chn mu nhiu cp) l phng php chn mu phi thng qua t nht hai cp chn trung gian. u tin cn phi xc nh cc n v mu cp 1, sau l cc n v mu cp 1 li c chia thnh cc n v chn mu cp 2 v c nh th cho n cp cui cng. V bn cht, phng php ny l s bin th ca phng php chn mu khi. Tht vy, nu iu tra chn mu hai cp th cp 1, tng th c chia thnh cc khi, sau chn mu ngu nhin mt s khi nht nh. cp 2, thay v iu tra ton b cc n v ca cc chm c chn ra, ngi ta ch chn v iu tra mt s n v ca cc chm m thi. Kt qu chn c 100 sinh vin nh vy c gi l chn h thng. - Chn mu theo phng php phn tch chuyn gia l chn mu trn c s phn tch xem xt ch quan ca ngi iu tra. Cch chn ny thng p dng cho tng th c t n v mu hoc tr s ca ch tiu nghin cu gia cc n v mu chnh lch nhau nhiu. b) Phng php chn mu phi ngu nhin (Nonprobability Sampling Methods): iu tra chn mu phi ngu nhin l iu tra chn mu m trong cc n v ca tng th c chn ra trn c s phn tch c im ca hin tng v kinh nghim thc t. Do , m bo cht lng ca ti liu iu tra, cn phi gii quyt tt cc vn sau y: - Phn tch chnh xc hin tng nghin cu: Hin tng nghin cu thng c kt cu phc tp, gm nhiu t, nhiu b phn v tnh cht khc nhau. Trn c s phn t chnh xc hin tng nghin cu, cc n v c c im v tnh cht ging nhau (hoc gn ging nhau) s c a vo mt t. T mi t s chn ra cc n v i din (cn gi l in hnh) cho t . Tp hp cc n v i din ca cc t to thnh tng th mu. - La chn cc n v iu tra: Cc n v c la chn iu tra thc t thng l nhng n v c mc ca tiu thc xp x vi mc trung bnh ca t. Khi la chn cc n v iu tra thc t cn phi thng qua vic phn tch, bn bc tp th ca nhng ngi c kinh nghim, am hiu tnh hnh thc t. - Suy rng kt qu iu tra: Sau khi thu thp c d liu cc n v iu tra th tin hnh tnh ton suy rng trc tip cho ton b hiu tng. V cc n v iu tra c la chn i din cho tng t nn khi suy rng phi ch n t trng ca mi t chim trong ton b hin tng. 4.3. Cc phng php t chc chn mu: C nhiu phng php, t chc chn mu khc nhau. Mi phng php c nhng u, nhc im ring v c p dng trong nhng iu kin nht nh. Tuy nhin gi l phng php ny hay phng php kia l ng trn nhng gic khc nhau v cng ch c ngha tng i.
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a) Xt theo cp chn mu: C phng php t chc chn mu mt cp v t chc chn mu hai cp hay nhiu cp: - Chn mu mt cp: L t mt loi danh sch ca tt c cc n v thuc tng th, tin hnh chn mu mt ln trc tip n cc n v iu tra khng qua mt phn on no khc. Chn mu mt cp ch c mt loi n v chn mu v mt dn chn mu. i vi mu mt cp c th dng cch chn ngu nhin, nhng cng c th dng cch chn h thng hoc chn theo phng php chuyn gia. Tuy nhin, trong thc t nu l iu tra mu mt cp th ph bin l dng cch chn ngu nhin v thng c gi tt l chn mu ngu nhin n gin. Chn mu ngu nhin n gin m bo s mu c ri trn ton a bn iu tra nn sai s chn mu s nh. Song kh khn l vic lp danh sch cc n v (dn chn mu) tin hnh chn mu kh ln, tn nhiu thi gian v cng sc. Hn na khi t chc iu tra phi thc hin a bn rt rng. - Chn mu nhiu cp: L tin hnh iu tra theo nhiu cng on, trong mi cng on l mt cp chn mu. C bao nhiu cp iu tra th c by nhiu loi n v chn mu cng nh c by nhiu loi dn chn mu. Phng php t chc chn mu nhiu cp thun tin cho vic lp dn chn mu v t chc iu tra: cp sau ch phi lp dn chn mu cho cp trong phm vi mu cp trc c chn, phm vi iu tra c thu hp sau mi cp iu tra. Tuy nhin, vi phng php t chc chn mu nhiu cp s liu thu thp c thng c tin cy thp hn so vi chn mu ngu nhin n gin. b) Xt theo chn mu phn t: Nu trc khi chn mu, tin hnh phn chia tng th thnh nhng t khc nhau theo mt hay mt s tiu thc no lin quan n tiu thc iu tra, sau phn b c mu cho tng t v trong mi t lp mt danh sch ring v chn s mu phn b cho t . Cch chn nh vy gi l chn mu phn t: - Phng php chn mu phn t: Nu vic phn t c tin hnh khoa hc th tng th mu s c kt cu gn tng th, do sai s chn mu s gim i, tnh cht i din ca tng th mu c nng cao. Tuy nhin, chn mu phn t cng kh khn trong vic lp dn chn mu nh chn mu ngu nhin n gin. Hn na t chc iu tra phi tin hnh trn a bn rng, thm ch cn phc tp hn c chn mu ngu nhin n gin. Nu iu tra chia thnh nhiu cp, cc cp tin hnh trc th chn tng n v mu, nhng cp cui cng khng chn ra tng n v, m chn c nhm cc n v iu tra. Cch chn nh vy gi l chn mu chm (hay chn mu c khi). Nu cng c mu nh nhau, chn mu chm so vi cc phng php t chc chn mu nu trn s thun tin nht cho vic lp dn chn mu v t chc iu tra. Tuy nhin, tin cy ca s liu thu thp c s thp hn; tc l c sai s chn mu ln nht. 5. Xc nh c mu, phn b mu v tnh sai s chn mu: 5.1. Xc nh c mu (s n v mu): Xc nh c mu (s n v mu) chnh l xc nh s lng n v iu tra trong tng th mu tin hnh thu thp s liu. Yu cu ca c mu l va va m bo tin cy cn thit ca s liu iu tra va m bo ph hp vi iu kin v nhn lc v kinh ph v c th thc hin c, tc l c tnh kh thi. Di y s trnh by cch xc nh c mu n thun theo l thuyt v vic xc nh c mu trong thc t cc cuc iu tra thng k. a) Xc nh c mu theo cc cng thc l thuyt: Mt tng th khi tin hnh iu tra khng chia thnh cc tng th nh (cc t) th ch c mt cch xc nh c mu trn c s thng tin v quy m v phng sai ca tng th. i
120

vi mt tng th khi iu tra c chia thnh cc tng th nh c hai cch xc nh c mu: Cch th nht xc nh c mu nh trng hp khng phn t, sau phn b s mu chung cho cc t theo nguyn tc phn b mu. Cch th hai xc nh c mu trn c s quy m v phng sai ca tng t. Sau y s gii thiu cng thc xc nh c mu theo hai cch ni trn nhng ch cho trng hp t chc chn mu ngu nhin n gin hoc c phn t v c p dng cho nghin cu ch tiu bnh qun vi cch chn khng lp lm v d. - Cch th nht xc nh c mu trn c s cc thng tin v quy m v phng sai ca tng th:
2 N .t .S 2 n= 2 N .2x + t .S 2

Trong : N - S n v tng th; n - S n v mu; t - H s tin cy; x - Phm vi sai s chn mu; S2 - Phng sai ca tng th. - Cch th hai xc nh c mu trn c s cc thng tin v quy m v phng sai ca cc t t:
n=

w S
t =1 j 2 x 2

2 j

1 k + wj S 2 j t N j =1

Trong : N - S n v tng th; n - S n v mu; t - H s tin cy; x - Phm vi sai s chn mu; Wj - T trng s n v ca t t trong tng th; k - S lng t (j = 1, 2...k);
S2 j - Phng sai tng th ca t j.

T cc cng thc trn, xc nh c mu trong qu trnh chun b phng n iu tra phi c c nhng thng tin sau: N: S n v tng th. Ch tiu ny c y phn ln cc cuc iu tra thng k; wj: T trng s n v ca t t trong tng th. i lng ny xc nh c trn c s so snh s n v tng t (Nj) vi s n v ton b tng th (N); t, x: H s tin cy v phm vi sai s chn mu l nhng thng tin ca ch tiu iu tra v c n nh t trc do yu cu thuc ch quan ca nhng ngi qun l v t chc iu tra;
S2 j : Phng sai ca tng t j. S liu tnh cc phng sai trn, cn c trc khi iu

tra, song thc t li khng c, do vy thng phi dng s liu iu tra ton b ca cc cuc
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iu tra trc (nu c). Trng hp khng c s liu ca cc cuc iu tra trc th phi tin hnh iu tra mu nh. Tuy nhin, vic iu tra mu nh cng kh phc tp, mt nhiu thi gian, nhiu khi cn nh hng n tin thc hin ca cuc iu tra chnh. Mt kh khn na l trong mt cuc iu tra chn mu thng tin hnh thu thp thng tin v nhiu ch tiu. Cc ch tiu khc nhau s c quy lut phn phi v bin thin khc nhau, tc l c phng sai khc nhau. V do vy, mi ch tiu tnh ra s c mt c mu ring (mc d yu cu v tin cy ca cc ch tiu iu tra nh nhau). Ni cch khc, c bao nhiu ch tiu iu tra th phi tnh by nhiu c mu, sau s chn ra c mu ln nht dng chung cho iu tra tt c cc ch tiu. Vi nhiu c mu i hi phi tnh nhiu phng sai nn cng vic tnh ton cng tr nn phc tp, tn nhiu cng sc, kh thc hin. V nhng c im trn y, trong thc t iu tra chn mu cn t khi p dng mt cch trc tip cc cng thc trn xc nh c mu. Trong thng k c mt s cuc iu tra chn mu m cc chuyn gia chn mu da vo thng tin ca cc cuc iu tra c lin quan trc xc nh c mu theo cng thc l thuyt. Song kt qu thu c cn khim tn. b) Xc nh c mu theo kinh nghim iu tra thc t: Trong thc t nhiu khi cc chuyn gia thng k thng cn c vo c mu ca cc cuc iu tra c iu kin v quy m tng t thc hin thnh cng trc trong nc hoc trn th gii xc nh c mu cho cuc iu tra sau. C nhiu cch xc nh c mu nhng ph bin nht vn da vo t l mu chung c iu tra v b sung thm mt t l mu d phng no . Cch lm ny n gin, nhanh chng v d thc hin, tc l c tnh kh thi cao. Tuy nhin lm nh vy ch yu vn l theo ch ngha kinh nghim v gn nh cha tnh n mc bin ng ca cc ch tiu nghin cu. c) Xc nh c mu da theo c mu ca cuc iu tra thc hin: C iu kin, quy m tng t v c tin hnh thnh cng, nhng c iu chnh (tng ln hoc gim i) trn c s phn tch t l sai s chn mu ca mt s ch tiu ch yu. Qu trnh ny c tin hnh theo hai hng: (1) Trc ht lit k nhng ch tiu ch yu cng c t chc thu thp s liu trong c 2 cuc iu tra (cuc iu tra trc hon chnh v cuc iu tra ln ny ang chun b); trong chn ra mt ch tiu trong cuc iu tra ln trc c t l sai s chn mu ln nht (t y ch tiu c chn gi l ch tiu nghin cu). (2) Tip theo, tin hnh xem xt t l sai s chn mu ca ch tiu nghin cu tnh c ca cuc iu tra ln trc v x l nh sau: - Nu t l sai s chn mu ln hn mc cho php th phi iu chnh c mu ca cuc iu tra ln ny tng ln so vi cuc iu tra trc; - Nu t l sai s chn mu nh hn mc cho php th c th iu chnh c mu gim i. Ch : - So snh t l sai s chn mu l cn c quan trng iu chnh c mu. Song khng phi l cn c duy nht, m thc t cn phi da vo mt s yu t khc nh s thay i v quy m tng th, thay i v s lng ch tiu iu tra... - iu kin p dng cch iu chnh c mu trn y l trong cuc iu tra k trc phi tnh c t l sai s chn mu cho cc ch tiu ch yu.

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Cch c lng ny n gin v thun tin hn nhiu so vi cch tnh c mu theo l thuyt, nhng li c c s chc chn hn so vi cch xc nh c mu c tnh cht c on thun tu theo kinh nghim. d. Cch xc nh c mu ch yu da vo kh nng v kinh ph: Cng thc xc nh c mu (n) trong trng hp ny nh sau:
n= C C0 Z

Trong : C - Tng kinh ph c cp; C0 - Kinh ph chi cho cc khu chun b, tp hun nghip v thu thp, x l v cc chi ph chung khc; Z - Chi ph cn thit cho tt c cc khu iu tra tnh cho mt n v iu tra. 5.2. Phn b mu: Nu a bn iu tra c chia thnh cc khu vc hoc cc t khc nhau v tin hnh iu tra trn tt c cc khu vc hoc cc t th phi thc hin phn b mu cho tng khu vc hoc tng t . C nhiu cch phn b mu khc nhau, di y ch gii thiu mt s cch phn b ch yu. a) Phn b mu t l thun vi quy m tng th: Cng thc xc nh c mu ca tng t t (nt) nh sau:
nj = Nj N n = Nj f

Trong : j - Ch s th t t (t = 1, 2...k) n - S n v mu chung nj - S n v mu ca t j N - S n v ca tng th Nj - S n v ca t t n f - T l mu ( f = ) N Cch phn b mu t l thun vi quy m thng c p dng khi quy m ca cc t tng i ng u, phng sai v chi ph cho cc t khng khc nhau nhiu. Cch phn b ny c u im: D lm, khng phi tnh li theo quyn s thc t khi suy rng kt qu l ch tiu bnh qun hoc t l cho tng th. Tuy nhin, khi quy m ca cc t khc nhau nhiu th phn b t l thun vi quy m d lm cho cc t c quy m nh thng khng s lng mu i din cho t , ngc li cc t c quy m ln li "tha" c mu. Mt khc, vic t chc iu tra cng nh kinh ph cn thit cho iu tra cc t c quy m ln s rt nng n, cn vic t chc iu tra cng nh kinh ph cn thit cho iu tra cc t c quy m nh li qu nh nhng. b) Phn b mu t l vi cn bc hai ca quy m tng th: Cng thc tnh s n v mu (nt) ca t t nh sau: nj = n. wj Trong : N: S n v ca tng th wj: T l gia cn bc hai s n v ca t t ( N j ) v tng cn bc hai s n v
123

ca tt c cc t ( N j ).
j =1

Nh vy cng thc s bin i nh sau:

n j = n.w j = Nj

j =1

Nj

Cch phn b ny s khc phc nhc im ca phn b t l vi quy m tng th nhng khi suy rng phi tnh li theo quyn s thc t. c) Phn b Neyman: Phn b Neyman c coi l phn b ti u theo ngha thng k thun tu. C mu va tnh theo t l ca quy m, va tnh n s khc nhau v bin ng ca ch tiu nghin cu cc t. Cng thc xc nh c mu (nt) cho t t nh sau:
n j = n. N jS j

N S
j =1 j

vi (j = 1, 2... k)
j

Trong : Nj - Tng s n v ca t j; Sj - lch chun ca t th j. Cng thc trn cho thy quy m mu ca cc t t l thun vi quy m v phng sai ca chng. T c phng sai ln s c phn nhiu n v mu hn t c phng sai nh, t c quy m ln s c phn nhiu n v hn cc t c quy m nh. d) Phn b mu ti u: y l cch phn b mu ti u y hn v n khng nhng cp ti s khc bit v quy m, s bin ng ca ch tiu c nghin cu gia cc t m cn cp ti kh nng kinh ph ca tng t. Cng thc phn b mu ti u c dng:
N jS j / cj n j = n . k N jS j / cj j =1 vi j = 1, 2... k

Trong : cj - Chi ph iu tra cho t j. Cng thc trn cho thy quy m mu ca cc t t l thun vi quy m v phng sai ca chng. Mt khc t l nghch vi cn bc hai ca chi ph c th c thc hin iu tra trn phm vi ca t. V vy, phng php phn b mu ny thng c p dng khi quy m, phng sai v kh nng kinh ph ca cc t tng i khc nhau. e) Phn b mu c u tin cho cc t c nh gi l quan trng: Cch phn b mu ny thng c p dng khi c s khc nhau ng k gia cc t v hm lng thng tin cn thit. Theo nguyn tc ny, cc t c hm lng thng tin thp c phn b c mu nh. T tng ny thng ng dng trong iu tra cc doanh nghip. Cc doanh nghip thuc t c quy m ln (c sn lng hoc s lng cng nhn chim t trng ln trong tng sn lng hoc tng s cng nhn ca cc doanh nghip) th phn b theo t l mu ln hn. Ngc li cc doanh nghip c quy m nh hn th phn b t l mu nh hn.
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Tm li, phn b mu trong thc t cn da vo vic phn tch c im c th ca cc ch tiu thng k cn thu thp tng t. Mt khc, cng cn xt ti iu kin thc t din ra tng t. iu ny c bit cn lu trong khi phn b c mu cho iu tra nhiu cp. 5.3. Cch tnh sai s chn mu: Di y s trnh by cng thc tnh sai s chn mu tng ng vi cc phng php t chc chn mu ngu nhin n gin, mu phn t, mu 2 cp v mu chm. Cch trnh by cng thc tnh sai s chn mu c bt u t mt v d gi nh v danh sch cc x, phng (XP) a phng Y vi s h gia nh c vn u t cho sn xut, kinh doanh nh sau: Bng 8.1. Danh sch cc x, phng a phng Y vi s h c u t sn xut, kinh doanh TT 1 2 3 4 5 6 7 8 9 10 Tn XP S h A I D B K Y C L V M 18 20 22 22 24 24 18 20 22 20 Khu vc 1 2 3 1 1 2 3 2 1 1 TT 11 12 13 14 15 16 17 18 19 20 Tng s a) Phng php t chc chn mu ngu nhin n gin: * T chc chn mu: Khi tin hnh chn mu ngu nhin n gin ch vic lp danh sch cc h gia nh c tn ch h, a ch v km theo s th t t 1 n 432 ca chung 20 x, phng k trn. Sau dng bng s ngu nhin hoc rt thm chn ngu nhin khng lp li t danh sch c lp trong bng c s h cn iu tra ( y l chn 40 h). * Cch tnh sai s chn mu: Gi i l s th t ca h gia nh trn a bn iu tra. i = 1, 2....... N (N = 432 - Tng s h ca a bn iu tra) i = 1, 2....... n (n = 40 - S h chn mu trn a bn) xi: Vn u t sn xut, kinh doanh ca h th i T c cng thc: Vn u t bnh qun mt h:
x= 1 n xi n i =1
125

Tn XP N E P F G Q Z J H S

S h 20 26 22 22 24 18 20 16 26 28 432

Khu vc 2 1 3 2 1 3 2 1 1 2

Phng sai mu:

s2 = 1 n (xi x )2 n 1 i =1

Sai s chn mu:

s2 n 1 n N

b) Phng php t chc chn mu phn t: * T chc chn mu: Tr li v d bng 8.1 phn cc x, phng thnh 3 khu vc 1,2,3. Cc khu vc ny c iu kin kinh t x hi khc nhau v do c mc u t cho sn xut, kinh doanh ca dn c cng khc nhau. Nh vy, vic phn chia cc x, phng theo khu vc s lin quan nhiu n vn u t cho sn xut kinh doanh ca dn c. Gi j l s th t ca cc t (j = 1, 2... k = 3 - S t ca a bn iu tra); T 1: j = 1 (khu vc 1); T 2: j = 2 (khu vc 2); T 3: j = 3 (khu vc 3) Nj: S h gia nh t (vng) j N: Tng s h gia nh ca a bn iu tra ( N = N j )
j =1 k

nj: S h chn mu ca t (khu vc) j n: Tng s h chn mu ca a bn ( n = n j )

j =1 k

C mu mi t (nj) c th c chn theo t l u nhau hoc chn khng theo t l u n nhau. Nu chn theo t l u nhau th t l chn mu cc t u bng f ( f = ). N * Cch tnh sai s chn mu: Gi i l s th t ca h gia nh trong mi t i = 1,2....... Nj i vi tng th i = 1,2....... nj i vi tng th mu xij - Vn u t ca h th i thuc t j T ta c cng thc tnh: Vn u t bnh qun ca cc n v thuc t j:
xj = 1 nj

x
j =1

nj

ij

Vn u t bnh qun ca tt c cc n v iu tra: - Chn theo t l:

x = 1 j x jnj n j =1

- Chn khng theo t l:

x = 1 j xjN j N j =1

Phng sai mu ca cc n v trong t j:

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s2 j =

j 1 2 (xij x j ) n j 1 i=1

Sai s chn mu: - Chn theo t l:

s j2 n 1 n N

Trong : s j2 =

s n
j =1 k 2 j

n
j =1

- Chn khng theo t l:

1 N

s2 n j 1 j N 2 N j j =1 n j j
k

c. Phng php t chc chn mu 2 cp: * T chc chn mu: Cng s liu cho bng 8.1 tin hnh chn mu 2 cp nh sau: t danh sch 20 x, phng chn ngu nhin khng lp ly 4, tc l 20% s x, phng (chng hn chn c cc x, phng s 1, 5, 12 v 19). Cc x phng c chn l mu cp I. Tip theo lp danh sch cc h gia nh ca 4 x, phng ny, ri t cc danh sch chn ngu nhin khng lp ra s h u nhau cho mi x, phng (10 h) tin hnh iu tra. Nh vy tng s h c chn l 40 (h l mu cp II). * Cch tnh sai s chn mu: Gi j l s th t ca n v mu cp I (x, phng) j = 1, 2, 3..., M (M = 20 - Tng s x, phng ca a bn iu tra) j = 1, 2, 3..., m (m = 4 - S x, phng c chn vo mu cp I) i: S th t ca n v cp II (H gia nh) n: Tng s n v mu cp II (H gia nh) n*: S n v mu cp II trong mi n v mu cp I (cc n v mu cp I c s n v mu cp II bng nhau: n* = n: m). xij: Vn u t ca h gia nh (n v mu cp II) th i thuc x, phng (n v mu cp I) th j. Ta c cng thc tnh: Vn u t bnh qun ca cc n v mu cp II thuc mu cp I th j: 1 n x j = xij n i =1 Vn u t bnh qun ca tt c cc n v iu tra:
1 m 1 m n x = x j = xij m j =1 n j =1 i =1 Phng sai mu cp II (h) thuc tng n v mu cp I (x, phng) th j:
n 1 (xij x j )2 s = (n 1) i=1 Bnh qun cc phng sai mu cp II: 2 j

127

s j2 =

1 m 2 sj m j =1

Phng sai mu cp I:
2 sb =

1 m 2 (x j x ) m 1 j =1

Sai s chn mu:

2 2 sb m sj n 1 1 + m M m.n N

Trong : S n v cp II thc t c bnh qun trong mi n v cp I (N): N* = N: M. d. Phng php t chc chn mu chm: Trong mu chm c hai loi: Mu chm c kch thc bng nhau v mu chm c kch thc khc nhau. S khc nhau v kch thc ca mu chm lin quan n s khc nhau v cch t chc chn mu v cng thc tnh cc tham s chn mu. * T chc chn mu: Tip tc nghin cu v d 8.1. Nu xc nh chm l mt x, phng v cng tin hnh iu tra c mu n = 40 h gia nh th cch tin hnh nh sau: - Vi c mu c kch thc cc chm bng nhau (do ngi t chc iu tra n nh) th s chm (m) cn chn c xc nh bng cch chia tng s mu cn iu tra (n) cho s mu qui nh trong mt chm (n*), tc l n: n* = m. Cng vi v d trn, cn iu tra 40 h (n = 40) v gi s qui nh mi chm chn 20 h (n* = 20) th s chm (x, phng) phi iu tra: m = 40: 20 = 2 chm. Sau khi xc nh c s chm cn chn, ta lp danh sch tt c cc chm ri chn ngu nhin khng lp li t danh sch lp cho 2 chm (x, phng) tin hnh iu tra thc t cc n v thuc cc chm . - Vi c mu c kch thc cc chm khc nhau th qu trnh chn mu c tin hnh qua cc bc sau y: Chia tng s h gia nh ca a bn iu tra cho s x, phng xc nh s h bnh qun c trong mt chm: N* = 432: 20 22 Chia s mu (H gia nh) cn chn cho s h c trong mt chm xc nh s chm cn iu tra (m): m = 40: 22 2 chm Trn c s danh sch cc x, phng bng 8.1, tin hnh chn 2 chm, ri t chc iu tra thc t ton b s h gia nh ca 2 chm . Khi chn mu chm c kch thc khc nhau iu tra s c nhng trng hp sau y: Nu 2 chm c va 20 h gia nh th iu tra ht 20 h. Nu 2 chm c s h gia nh ln hn 20 th iu tra ht 20 h, s d ra b li khng iu tra tip. Nu 2 chm c s h gia nh nh hn 20 th iu tra ht s h gia nh 2 x, phng chn. Sau chn thm mt x, phng th ba trong s 18 x, phng cn li v iu tra thm s h cho 20. * Cch tnh sai s chn mu:
128

Gi j l th t cc chm (x, phng), y: j = 1, 2, 3..., M (M = 20 - ton b s x, phng c trong a bn iu tra) v j = 1, 2, 3..., m (m = 2 - s chm chn mu). Gi i l s th t ca h gia nh, y i = 1, 2, 3..., nj (nj l s h c ca mt chm x, phng).
B B B B

Trong :

n
j =1

= n (n l s mu iu tra).
B B

Nu chn mu chm c kch thc bng nhau th cc nj bng nhau v bng n * (n* l s n v trong mt chm). Gi xij: Vn u t ca h th i thuc chm j.
B B

Ta c cng thc tnh cho hai trng hp: - Chm c kch thc bng nhau: Vn u t bnh qun ca cc n v trong mi chm th j.
1 n xij n i =1 Vn u t bnh qun ca tt c cc n v iu tra
xj =

1 m xj m j =1 Phng sai gia cc chm

x=

2 sb =

1 m 2 ( xj x) m 1 j =1
2 sb m 1 m M

Sai s chn mu

- Chm c kch thc khc nhau: Vn u t bnh qun ca cc n v trong mi chm th j:

1 xj = nj
m

x
i =1

nj

ij

Vn u t bnh qun ca tt c cc n v iu tra:

x=

x n
j =1 m j

n
j =1
m

1 m j xij n j =1 i=1

Phng sai gia cc chm:

2 = sb

n n j =1 m

(x

x) nj
2

II. SAI S TRONG IU TRA THNG K Trong iu tra thng k c hai loi sai s: Sai s chn mu (sai s do tnh i din ca s liu v ch chn mt b phn cc n v iu tra) v sai s phi chn mu (sai s thuc v li ca cc quy nh, hng dn, gii thch ti liu iu tra, do sai st ca vic cn ong, o m, cung cp thng tin, ghi chp, nh m, nhp tin...) t y gi l "sai s iu tra".
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Sai s chn mu ch pht sinh trong iu tra chn mu khi tin hnh thu thp mt b phn cc n v tng th (gi l mu) ri dng kt qu suy rng cho ton b tng th. Sai s chn mu ph thuc vo c mu (mu cng ln th sai s cng nh), vo ng u ca ch tiu nghin cu ( ng u cao th sai s chn mu cng nh) v phng php t chc iu tra chn mu. Cn sai s iu tra xy ra c trong iu tra chn mu v iu tra ton b. Trong thc t cng tc iu tra thng k hin nay, phng php chn mu c p dng ngy cng nhiu v c hiu qu. S liu thu c t iu tra chn mu ngy cng phong ph, a dng v phc v kp thi cc yu cu s dng. Bn cnh cht lng s liu ca iu tra chn mu cng cn nhng hn ch nht nh. C mt s kin hin nay nh gi khng cng bng v thiu khch quan v kt qu iu tra chn mu, cho rng s liu cha st vi thc t v ch iu tra mt b phn ri suy rng cho tng th. Tt nhin cng phi thy rng l iu tra chn mu th khng th trnh khi sai s chn mu nhng mc sai s chn mu ca phn ln nhng ch tiu trong cc cuc iu tra thng k hin nay thng l phm vi cho php nn chp nhn c. Hn na khi cn thit ta c th ch ng gim c sai s chn mu bng cch iu chnh c mu v t chc chn mu mt cch khoa hc, tun th ng nguyn tc chn mu. iu ng ni v cn quan tm hn trong iu tra thng k chnh l sai s phi chn mu. Loi sai s ny xy ra c ba giai on iu tra, lin quan n tt c cc i tng tham gia iu tra thng k v nh hng ng k n cht lng s liu thng k. Di y s i su nghin cu v sai s phi chn mu - sai s iu tra, xy ra trong c ba giai on nhng ch cp n sai s lin quan ti nhng cng vic, nhng i tng thng gp nhiu hn. 1. Sai s trong qu trnh chun b iu tra thng k: Trong cng tc iu tra thng k, chun b iu tra gi mt vai tr cc k quan trng. Cht lng ca khu chun b iu tra s nh hng c n qu trnh thu thp s liu v cui cng l n cht lng ca s liu iu tra. Mt cuc iu tra c chun b k lng, chu o v y s l c s u tin gim sai s iu tra nhm nng cao cht lng ca s liu thng k. 1.1. Sai s iu tra lin quan ti vic xc nh mc ch, ni dung v i tng iu tra: Xc nh mc ch iu tra l lm r yu cu ca cuc iu tra phi tr li nhng cu hi g, t c nhng mc tiu no ca cng tc qun l. Yu cu ca mc ch iu tra phi r rng, dt khot v chnh l cn c xc nh ni dung cng nh i tng iu tra mt cch ng n, y , ph hp, khng b chch hng. Cng mt n v iu tra, nu c mc ch iu tra khc nhau vi cch tip cn thu thp thng tin khc nhau th s c ni dung cng nh i tng iu tra khc nhau. Xc nh ng ni dung v i tng iu tra, mt mt lm cho s liu thu thp c s p ng nhng yu cu s dng, s liu m bo "va ". Mt khc, xc nh ng ni dung v i tng iu tra l c s thit k bng hi mt cch khoa hc v c iu kin thun li tip cn vi i tng cung cp thng tin, m bo thng tin thu c ph hp v phn nh ng thc t khch quan. Tm li vic xc nh ng mc ch, ni dung v i tng iu tra lm cho cuc iu tra thc hin ng hng, ng yu cu l mt trong nhng iu kin tin quyt m bo cht lng s liu, gim sai s trong iu tra thng k. 1.2. Sai s lin quan ti vic xy dng cc khi nim, nh ngha dng trong iu tra: Khi nim, nh ngha dng trong iu tra gip cho hiu r ni dung, bn cht cng nh phm vi xc nh thng tin ca s liu thng k cn thu thp.
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Nh ta bit thng k nghin cu mt lng trong quan h mt thit vi mt cht ca hin tng kinh t - x hi s ln. Chnh cc khi nim, nh ngha l phn nh v mt cht ca hin tng, l c s nhn bit, phn bit hin tng ny vi hin tng khc cng nh xc nh phm vi ca hin tng nghin cu. Nu khi nim, nh ngha chun xc, r rng, c gii thch y , cn k l c s xc nh v thu thp s liu thng k phn nh ng thc t khch quan. Ngc li nu khi nim, nh ngha khng ng, mp m, thiu r rng th vic xc nh, o tnh (lng ho) hin tng s b sai lch. V d: Khi iu tra cn b khoa hc cng ngh c trnh sau i hc, xt v cht, sau i hc phi l nhng ngi tt nghip v c bng thc s, tin s v tin s khoa hc. Trong thc t c cuc iu tra thng k nc ta ch a ra khi nim sau i hc cn chung chung, thiu c th. iu ny lm cho nhng ngi tham gia iu tra (k c iu tra vin ln i tng tr li) hiu khi nim cn b khoa hc cng ngh c trnh sau i hc rt khc nhau. Mt s t ngi hiu ng vi ngha trnh sau i hc phi gm nhng ngi c bng thc s, tin s v tin s khoa hc; phn ng cn li hiu khng ng v cho l sau i hc gm nhng ngi tt nghip i hc sau c i thc tp sinh sau i hc v thm ch cn c nhng ngi tt nghip i hc nhng ch c i tp trung o to bi dng thm v nghip v mt vi thng. Thc t ny lm cho s liu iu tra c v cn b khoa hc cng ngh c trnh sau i hc tng ln hn hai ln so vi s thc t c ti thi im iu tra. Nh vy, nhng li trong vic xy dng cc khi nim, nh ngha v ni dung thng tin v tiu thc, ch tiu thng k s nh hng trc tip n cht lng s liu thng k. y l hin tng kh ph bin trong iu tra thng k nc ta hin nay. c s liu tt, gim bt sai s iu tra, mt vn c tnh cht nguyn tc l phi chun ho cc khi nim, nh ngha v cc tiu thc, ch tiu ca iu tra thng k. ng thi phi gii thch r rng, y v c th ho cc khi nim, nh ngha cho ph hp vi tng cuc iu tra ring bit. 1.3. Sai s iu tra lin quan ti thit k bng hi, xy dng cc bng danh mc v m s dng trong iu tra: Trong iu tra thng k, bng hi l vt mang tin, l cng c gip iu tra vin in thng tin hoc nh du, nh m vo cc , dng, ct ph hp theo ni dung tr li ca cc cu hi tng ng vi cc tiu thc ghi bng hi dng trong iu tra. Nu cc cu hi phc tp, kh hiu, kh tr li, kh xc nh hoc kh in thng tin th khi thng tin thu c s km chnh xc, khng p ng yu cu ca s liu iu tra. Cng vi bng hi, cc bng danh mc v cc m s c vai tr quan trng trong qu trnh tng hp s liu thng k. Thng tin thu c d m bo tin cy cn thit, nhng nu bng danh mc dng cho iu tra khng chun xc, cc m s khng r rng, kh p dng dn ti vic nh sai, nh nhm v tt nhin nh vy s liu tng hp s b sai lch. gim sai s iu tra, bng hi phi c thit k mt cch khoa hc, p ng y nhu cu thng tin theo ni dung iu tra c xc nh, bo m mi lin h logic v tnh thng nht gia cc cu hi. Mt khc, cc cu hi phi n gin, d hiu, d tr li, d ghi chp, ph hp vi trnh ca iu tra vin v c im v ngun thng tin ca tng loi cu hi. Thit k bng hi cn phi m bo thun li cho vic p dng cng ngh thng tin. Cc bng danh mc phi c ni dung ph hp vi nhng thng tin cn thu thp v c m ho mt cch khoa hc theo yu cu tng hp ca iu tra. Danh mc va phi ph hp vi yu cu ca tng cuc iu tra, va phi p ng v thng nht vi danh mc phc v cho tng hp chung ca cng tc thng k. Ni dung bng danh mc v cch m ho phi c gii thch y v hng dn c th. 1.4. Sai s iu tra lin quan ti vic la chn iu tra vin v hng dn nghip v:
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iu tra vin l ngi trc tip truyn t mc ch, ni dung, yu cu iu tra n cc i tng cung cp thng tin, ng thi trc tip phng vn, la chn thng tin ghi vo bng hi (nu l iu tra trc tip). V vy, iu tra vin c vai tr rt quan trng trong vic m bo cht lng s liu trong iu tra. Nu iu tra vin khng nm vng mc ch ca cuc iu tra, khng hiu ht ni dung thng tin cn thu thp th s truyn t khng ng cc yu cu cn thit cho i tng tr li. Ngay c khi iu tra vin nm c nghip v, nhng nu thiu thc trch nhim, ch phng vn v ghi chp cho xong vic, hoc cch tip cn vi i tng iu tra khng tt th cng s dn n kt qu s liu iu tra thu c khng theo mun. Nh vy, vic la chn iu tra vin khng tt cng l nguyn nhn khng km phn quan trng lm cho sai s iu tra tng ln, nh hng n cht lng s liu. V vy, mun gim bt loi sai s iu tra ny, cn tuyn chn iu tra vin c trnh nht nh, nm c nghip v, c kinh nghim thc t v iu tra thng k, ng thi phi c thc v tinh thn trch nhim cao. Sau khi la chn c iu tra vin cn t chc tp hun nghip v y v thng nht. Trong lp tp hun bn cnh gii thch biu mu iu tra cn cung cp thm nhng kin thc v x hi, ph bin nhng kinh nghim thc t v cch tip cn i tng iu tra, cch ng x trong thc t. i vi cc cuc iu tra thng k c ni dung phc tp v quy m ln, cn tin hnh iu tra th kp thi rt kinh nghim, m bo hng dn nghip v gn vi iu tra thc a. Trong iu tra chn mu, khi hng dn nghip v cn ch r l trnh iu tra theo tng cp chn mu, xc nh a bn iu tra, lp danh sch a bn v i tng iu tra chn mu (c a ch c th), quy nh r nhng trng hp mt mu phi thay i nh th no, thay i n u trnh tnh trng iu tra vin thay i mu tu tin theo ch quan ca h, v.v... 2. Sai s trong qu trnh t chc iu tra: 2.1. Sai s iu tra lin quan n quan h gia yu cu v ni dung thng tin v qu thi gian, cc iu kin vt cht cn cho thu thp s liu: Nu trong cc cuc iu tra thng k phi thu thp qu nhiu ch tiu c ni dung thng tin phc tp, tn nhiu thi gian gii thch, phng vn v ghi chp; trong khi qu thi gian v kinh ph dnh cho cng vic ny li khng tng xng, lm cho iu tra vin khng iu kin tip cn tm hiu tnh hnh thc t, gii thch mt cch y , cn k v mc ch, yu cu v ni dung iu tra, ..., cho ngi cung cp thng tin th c th h s khng khai bo, hoc khai bo qua loa, sai vi thc t. c bit c nhng loi thng tin phi hi tng th cng khng thi gian nh li. Tt c nhng iu lm cho s liu thu thp c sai s nhiu, khng phn nh ng thc t khch quan. nng cao cht lng s liu thng k, gim sai s khi t chc iu tra, phi cn i gia nhu cu thu thp thng tin vi kh nng v iu kin kinh ph v qu thi gian dnh cho iu tra. Khng nn t chc mt cuc iu tra i hi thu thp qu nhiu ch tiu; c bit phi gii hn nhng ch tiu thu thp qu kh v tnh ton phc tp. Hn na tu thuc vo c im v ni dung thng tin ca cc ch tiu khc nhau, thuc cc i tng khc nhau c cch tip cn thu thp thng tin cho hp l. C th ch tiu ny cn thu thp t nhng ni dung chi tit ri tng hp chung li, nhng ch tiu kia ch cn ly s liu khi qut. Khng nn cho rng bt k ch tiu no, ni dung thng tin no cng phi ly t s liu chi tit mi l chnh xc. 2.2. Sai s iu tra lin quan n iu tra vin: Nh trn ni nng cao cht lng s liu, gim sai s iu tra, mt trong nhng yu cu l phi chn nhng ngi iu tra tiu chun v chuyn mn v tinh thn trch nhim.
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Ngoi nhng yu cu trn, iu tra vin khi c phn cng v a bn iu tra, cn i hi phi lm quen vi a bn, tm hiu thc t v phong tc, tp qun, v iu kin i li, sinh hot ca a phng. Khi iu tra, iu tra vin phi kt hp c kin thc chuyn mn v iu tra c hng dn vi tnh hnh thc t a bn iu tra, va phi gi ng nguyn tc quy nh cho iu tra, va phi c c nhng x l linh hot v hi ho. Phn ln nhng thc mc ca i tng iu tra, iu tra vin phi t mnh tm ra hng gii p. Ch nhng trng hp cn thit mi ghi li xin kin v cch x l ca cp ch o cao hn. 2.3. Sai s iu tra lin quan n thc, tm l v kh nng hiu bit ca ngi tr li: y vic tr li cu hi c th khng tt do ba nguyn nhn thuc ngi cung cp thng tin nh sau: - V thc ca ngi tr li: Nu h khng c tinh thn trch nhim cao, cho l cung cp thng tin th no cng c, ni cho xong vic th c th khi iu tra, ngi cung cung cp thng tin s ly l do ny, l do khc khng tr li hoc tr li khng ht, khng ng s tht. Khng t trng hp ngi tr li cn c tnh khai khng ng v li ch kinh t v mc ch khc. - V tm l, nhiu ngi cung cp thng tin khng mun tr li nhng cu hi lin quan n i t, n mc sng, n s b mt kn o ca h, ca n v h. V d: khi iu tra thu thp thng tin mc thu nhp ca h gia nh, phn ln cc ch h nht l nhng ngi c thu nhp cao thng khng mun ni tht, ni ht mc thu nhp ca mnh. Mt v d khc mt ngi ph n i ph thai trong trng hp giu gia nh h s khng mun khai v khng mun cho nhng ngi thn trong gia nh bit n. - V nhn thc ca ngi tr li, nhiu ngi do nhn thc c hn, khng thy r c mc ch, yu cu iu tra, khng hiu c ni dung cu tr li... do vy h khng th tr li hoc tr li khng ng vi yu cu cu hi. Qua y cho thy, gim bt sai s iu tra, iu tra vin phi c cch tip cn hp l vi tng loi i tng iu tra, ngoi kin thc chuyn mn cn phi hiu bit v x hi, gii thch cho ngi c phng vn v mc ch, ngha, v nguyn tc cung cp v bo mt thng tin ring, v trch nhim v quyn hn ca ngi cung cp thng tin, gii thch cho h hiu ni dung cu hi mt cch thun tin nht, gi cho h nhng cch tr li i n c c s liu tht. 2.4. Sai s iu tra lin quan n cc phng tin cn, ong, o lng: Tt c cc khu khc chun b tt, nhng nu cc loi phng tin nh cn, thc o, dng c o huyt p... dng cho cc ch tiu phi thc hin kim tra, o, m trc tip m khng c chun b tt th cng s sai st dn n sai s trong iu tra. V d: iu tra xc nh mc suy dinh dng ca tr em. Nu ta dng loi cn khng chun th s cn khng chnh xc, dn n s liu tng hp v t l tr em suy dinh dng s khng ng, hoc l cao hn, hoc l thp hn thc t. Nh vy, vic chun b tt cc phng tin o lng, s dng n v o lng tiu chun, trnh s dng n v o lng a phng khi iu tra cng l bin php cn thit gim sai s iu tra. 3. Sai s lin quan n qu trnh x l thng tin: Sai s iu tra cn c th xy ra v sai st trong khu nh m, nhp tin trong qu trnh tng hp, x l s liu. S liu thu v phi c kim tra s b trc khi nh m, nhp thng tin. Vic kim tra ny c th pht hin ra nhng trng hp hiu ng nhng ghi chp sai nh nhm n v tnh: 1 ci ghi sai thnh 1 ngn ci, 1 ng thnh 1 ngn ng; in sai v tr ca thng tin,
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v.v. Bng kinh nghim ngh nghip cng nh quan h logic tnh ton gia cc cu hi, ngi kim tra c th pht hin c nhng loi sai st kiu ny. Kim tra s b cn c th pht hin nhng trng hp c "s liu l" (qu cao hoc qu thp so vi mc bnh qun chung). Nhng loi sai st trn y nhn vin kinh t c th t iu chnh hoc nu trong nhng trng hp cn thit phi kim tra xc minh li. Lm tt khu kim tra s b cng l cng vic gp phn quan trng gim sai s iu tra. Cn kim tra s b cng on nh m v nhp thng tin. S liu ghi ng, ghi y c kim tra k lng, nhng nu nh m sai, hoc nhp thng tin sai th cng dn n kt qu tng hp sai. Sai st trong nh m c th l la chn m khng ph hp vi ni dung ca thng tin, hoc l do bng m khng c th, kh xc nh, hoc l kh nng lin h vn dng m ca ngi nh m khng tt; , nh m sai (m ny ln vi m kia) hoc c m ng nhng ln s (v d 51 thnh 15), v.v... khc phc sai st trong khu nh m, trc ht phi c bng m tt, c th, ph hp vi ni dung thng tin cn thu thp. Bn cnh nhng m c th cn c nhng m chung cho ngi nh m c c s vn dng cho nhng trng hp thc t xy ra nhng cha c m trong danh mc m c th (gi l cc trng hp khc). Mt khc, ngi nh m phi c hng dn y v yu cu, nguyn tc v k thut nh m, khi thc hin phi bit vn dng v x l linh hot nhng tuyt i khng c tu tin, ngi nh m cn kt hp cht ch vi cc b phn khc trong cng khu tng hp, x l s liu. Sau nh m l khu nhp thng tin v khu ny cng thng xuyn xy ra sai s. Loi sai st ny thng xy ra trong cc trng hp sau: Nhp tin p hoc b qua khng nhp thng tin, nhp m sai, n ln s, v.v... khc phc nhng sai st khi nhp tin, thng trc ht phi la chn nhng nhn vin nhp tin c kh nng nhp tt, t nhm ln, c tinh thn trch nhim cao, tun th nghim tc nhng quy trnh v nguyn tc nhp thng tin c hng dn thng nht. Trn gc cng ngh thng tin, phi c chng trnh nhp hp l, khoa hc, c c nhng lnh cho php t kim tra pht hin nhng li nhp thng tin. Trong nhiu trng hp phi phn cng cho nhp thng tin hai ln ri so snh i chiu s liu nhp tm ra nhng trng hp khng thng nht thuc v li nhp thng tin. i vi cc cuc iu tra thng k thc t hin nay, nhng li nhp thng tin nh hng n sai s iu tra khng phi l nh. Tuy nhin, sai s do li nhp thng tin, nu c chun b tt hon ton c kh nng khc phc.

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TI LIU THAM KHO

o Hu H (2001), Xc sut thng k, NXB i hc quc gia H Ni. Hong Trng, Chu Nguyn Mng Ngc (2007), Thng k ng dng trong kinh t x hi, NXB Thng k. Khoa d bo v pht trin Trng i hc Kinh t Quc dn (2003), Gio trnh D bo pht trin kinh t - x hi, NXB Thng k. Nguyn nh Hng (1999), Thng k ng dng trong qun l, NXB Thanh nin. Nguyn Khc Minh (2002), Cc phng php phn tch v d bo trong kinh t, NXB Khoa hc v k thut. Nguyn Thnh Long (2005), Gio trnh d don kinh t, i hc Nng. Trn B Nhn, inh Thi Hong (1998), L thuyt thng k ng dng trong qun tr, kinh doanh v nghin cu kinh t, NXB Thng k. Trn Ngc Pht, Trn th Kim Thu (2006), Gio trnh L thuyt thng k, NXB Thng k. Vin Khoa hc thng k (2005), Mt s vn phng php lun thng k. V Th Thanh Lc (2000), Thng k ng dng v d bo trong kinh doanh v kinh t, NXB Thng k. Joseph F. Healy (2002), Statistics: A tool for Social Research, Wadsworth Publishing Company (An International Thomson Publishing Company).

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