Phan hai

THONG Kt TOAN HOC

Chasing IV
MAU NGAU NHIEN, HAM PHAN PHOI MAU
VA CAC SO DAC TRUING MAU
Nhiing not dung chinh trong chuong :
Khai niem mau nghu nhien.
*Ham phan p.1767 miu.
* Cac d4c trung
4.1. MAU NGAU NHIEN
4.1.1. Khai nirn v g m gt. , ngiu nhien
Gia sir ta can nghien cdu mot tinh chit nao do cita cac ca thd trong
mot dam dong Q. Tren thuc td so phan tir cita dam dOng rat Ian hoac vi
mot s6 kilo khan nao do ma ta khOng the khao sat chrqc tat ca cac phan tir
cua no, nhung lai mu6n co mot ket luan du chinh xac ye tinh chat cua cac
ca thd trong dam dOng do. Dd giai guy& van dd nay ta phai chon ra mot
tap hop cac phan tir dai didn cho dam dOng do. Tap cac phan tir dai din
nay duot goi IA tap mau.
Dd di. ddn mot Binh nghia chinh xac ve mau ngau nhien, ta xet mot
vi du sau : Dd do mot dai Wong chua bidt 0 nao do, ta tin hanh n thi
nghidm. Icet qua cita n thi nghidm nay &roc dac trong bOd day n bien neat"
nhien X1 , X2 ,..., Xn ma phan ph6i d6ng thed la. F(x1 , x2 , xn , 0) phu
thuOc vao sham s6 0. (X1 , X2 ,..., Xn ) dugc goi la mot mau ngau nhien tir
phan ph6i F(x, 0). (Doi khi nguai ta can goi la mau quan sat (X
1 ,..., Xn )).
Dinh nghia 4.1. Mau ngau nhien la 1 day n'bieh ngau nhien (X1 ,...,
Xn ) tir phan ph6i F(x, 0), n duqc goi 1a kich tit& mau. Cac gia tri cua
mau duqc ky hidu bang chfr thuOng x1 , xn . W mat hinh hoc, mot mau
117
(X1 ,..., duoc xem nhu 1 didm trong khOng gian Rn chi8u. KhOng gian
Rn duoc goi IA khOng gian mAu.
Chit y : ThOng thtthng noel ta hay xet rnh neat nhien (X
1 ,..., Xn ) l
day cac bien ngdu nhien ddc lap c6 ding phan phdi.
4.1.2. Phuting phap chon miu
Tay theo phuong phap thiet lap khac nhau ma ta duoc cac loai rndu
khac nhau. Ta c6 thd dtra ra 5 loai mdu thong dung sau, con cac phuong
phap khac, khi can ddc gid c6 thd tim tai lieu vier rieng ye cac pinion
pita') do.
a) Mau ngdtt nhien hoan lai.
Tir to hop tong quit (tap Om cac ddi
won ding loci) gom N phan to ta chon ngh nhien 1 phan tit, khao sat va
ghi lai ket qud X1 ; Sau d6 tra phan tut dO vao tap tong quit, roi chon ngdu
nhien phan tit thir hai kith) sat va ghi lai ket qua X2 . Sau d6 ta tra lai phdn
tit nay vAo tap t6ng quit va tiep tuc chon ngdu nhien phan tir thir ba v.v..
Lap lai nhu_ the den n .1an. Ta nhan duoc day ket qua (X
1 ,..., Xn ). Mdu
nedu nhien nay duoc goi IA mdu ngdu nhien hohn lai. Cac X
i duos chon
1
voi xac suit nhu nhau va bang
N
b) Mciu ngclu nhien khong hoan lai. Tut
tap t6ng gnat gom N phan tir,
ta chon ngdu nhien 1 phdn tit, khao sat va ghi lai ket qud X
1 . X1 .nhan
duoc v6i xac suit
1
Bo phan
ay ra ngoAi, ta lai chon ngdu nhien
N
phan tir thrr hai to tap con lai, kith) sat va ghi -ket qua X
2 ; X2 nhan
duoc v6i xac suit N
1
1 . Sau do ta b6 phan tit dO ra . ngoAi va tiep tuc

chon ngdu nhien phan tit thir 3 dr tap con lai va ctr tiep tuc nhu the den
Fan thur n. Ta nhan duoc mkt (X1 , X2 ,..., Xn
) vai xac suit ttrong ung
1 1
1
N N 1
N n + 1 .Mau ngdu nhien nay duoc goi l mAu ngh
nhien khong hoan lai. Hai loai mdu a) va mdu b) duoc mang mot ten
chunk l mdu neiu nhien clan gidn.
c) Mau du'ac chon theo phttring phap cc! hoc.
TrtiOng hop tap tong
quit c6 vO han phdn tir lam theo each a) va b) rat kh6 khan, ta phdi tien
hAnh bang phuong pita') sau : Dung may dd phan chia ngdu nhien tap
118
tang quit thanh cac tap nh6, roi tir nhang tap nh6 do ta chon ra met s6
phan tir dai dien roi hop nhat lai ta duoc met mau chung. Ngoai ra ta
c6 the dimg bang s6 ngau nhien de chon ; tut la ta co the danh so thir to
tat ca cac phan tir cita tap tang quit (thtrong cac s6 nay da duoc ghi tir
truck). Ta chon ngdu nhien 1 so trong bang so neat' nhien, sau do chon
nhitng phan tir nao cua tap tong quit CO so thir tit trimg vrn nhang.s6 ta
vita Iffy ra de khao sat. Phuong phap chon mau nay duoc goi la phtrong
pita') co hoc.
d) Mciu "dien hinh". Mau "dien hinh" la mau ma phan tir cita no
kitting chon tit toan bo tap tang quit ma tit b0 phan "dien hinh" cita no.
Tat nhien tir be phan "dien hinh" ta chon mau theo cach a) hoac cach b).
e) Phuang phap phan (lily (series) chia tap tang quit thanh nhieu day,
sau do tit mai day lai chon ra met matt con theo cach a) hoac b). Hop
nit& cac mau con lai ta duoc mau chung.
4.1.3. Sip xep s6 lieu thtfc nghlOm
Tir mau ngau nhien (X1 , X2 ,..., Xn) thu6ng c hai cach sap xep tien
loi cho viec ap dung cac tieu chuAn th6ng ke.
a) Sidi) xep theo cac gia tri khac nhau. Gia sir mau (X1 , X2 ,..., co
k quan sat khac nhau la X1 , X2 ,..., Xk, k n va Xi co tan s6 n1 , X2 c tan
s6 n2 , ..., Xk c tan s6 nk ; n t + n2 + + nk = n.
Vi du 4.1. Kiem tra ngdu nhien 50 hoc sinh bang 1 bai thi viet. Ket
qua cho 6 bang sau :
X 2 4 5 6 7 8 9 10
n.
4 6 2 0 10 5 2 2 1
b) Sdp xep chi& clang khodng. Neu mau ngau nhien (X1 , X2 ,..., co
nhieu quan sat khac nhau, khoang cach gicra cac quan sat kheng nhu nhau
hoac cac Xi , i = 1, n khac nhau rat it, ta khOng the sap xep theo phan a)
ma se sap xep chting duOi clang khoang thi viec xit ly s6 lieu th6ng ke se
thuan tien hon.
Ta tien hinh nhu sau : Khoang ()train, )(max) chira toan b0 cac quan sat
X1 , X2 ,..., X. Bay gi6 ta chia khoang ()train, xranx) thanh nhieu khoang
119
nh6, dO dai moi khoang khOng nhaI thiet phai bang nhau. Song de tien
tinh toan ta chia thanh cac khoang c dO dai nhu nhau. ta chting
minh &roc rang : s6 khoang dtroc chon t6i tru (dam bao dO chinh xac)
&roc tinh theo cong thirc :
S6 khoang = 1 + 3,32 2 lgn
h = Xmax Xmin
1 + 3,32 2 1g n
ThuOng chon dam mut trai cua khoang dau tien la xmin 2 = a1 , dau
mut kia a2 = a l + h, a3 = a2 + h, tip tuc lam cho tai hic mut dau cua
khoang cu6i ding khong bang hoac lon hon xrnax.
Vi du 4.2. Cho mail quan sat dual clang khoang (bang 4.1) :
Bang 4.1
Nang suat hang nam tinh r%
a clang kho5ng
S6 Wong con nh5n n;
, ni
Tgn suat
n
80 - 90
8 8/117
90 - 100 15 15/117
100 - 110
46 46/117
110 - 120 29 29/117
120 - 130
13 13/117
130 - 140
3 3/117
140 - 150
3 3/117
4.2. HAM PHAN PH61 MAU, DA GIAC TAN SUAT VA TO CHOC DO TAN SUAT
4.2.1. Ham pilau ph6i mau. Cho mau ngdu nhien (X1 , X2 ,..., Xn ) tir
phan phoi F(x) (hoac F(x, 0)
Dinh nghia 4.2. Ham phan ph6i matt (hay ham phan pilot thuc
nghiem) la ty s6 , trong dO n la kich thuOc mau, m la s6 gia tri mau
Xi <x;xER; va ky hieu :
Fn (x) = , x E R.
va dO dai khoang la :
12 0
+ 0 Fn (x) 1 vi 0 m n.
+ Fn (x) la ham dun diO tang theo x.
+ Fn(x) = 0 n6u x min (X1 ,..., Xn ).
1
st
Fn(x) = 1 nen x > max (X
1 ,..., Xn).
X 0
2
+ Fn(x) > F(x) khi n > oo theo nghia
r4t
Fn (x)
X
3
Xn
X
Vi du 4.3.
Kim tra ngau nhien 2 0 hoc sinh trong mot lOp bang 1 bai
toan. Ka qua cho 6 bang sau :
5 6 8
6 7 2
Ham phan ph6i matt la :
0 vOix 5 2
1/2 0 vii 2 < x < 3
3/2 0 vOi 3 < x < 4
Fn (x) = mn = 5/2 0 v6i 4 < x < 5
11/2 0 v6i 5 < x < 6
18/2 0 v6i 6 < x < 8
1
voix>8
Tinh chch cua hamphein phoi
mdu :
X 2 3 4
n.
1
1 2 2
xac

Hinh 4.1
Hinh anh th6ng ke ca ham phan phoi mau (Hinh 4.1).
4.2.2. Da giac On
suit va to chirc d6 tin suit
a) Da gide tan suit
Gia sir X1 c6 tan so n1
X2 c6 tan so n2
Xk c6 tan s6 nk
n = n1 + n2 + + nk
Dinh nghia 4.3.
Dung not cac didm (XI , 11-1 ), (X2 ,12-
duoc goi da giac tan mg.
12 1
1 3 5 6
Hinh 4.2
n i
n
0,10
0,8
0,6
0,4
0,2
1 5 9 13 17 2 1
Hinh 4.3
Vi du 4,4.
Kiem tra ngdu nhien 2 0 hoc sinh bang mot bai tap lam
van.
Ke't qua dirqc cho 6 bang sau :
n
Xi
1 3 5 6 8
0,4
0,3
ni
2 4 8 5 1
0,2
n i
n 0,1 0,2 0,4 0,35 0,05
0,1
0
Da giac tan suit mO to do thi ciia mat dO thuc nghiem (s6 lieu cho
dir6i clang gia tri khac nhau).
b)16 click do Mn suit. Dang nay ciing mo to do thi mat dO phan b6
thuc nghiem tren co s6 mau quan sat cho dtrOi clang khoang. TO chtic dO
tan suit la mot hinh bac thang gom nhieu hinh chu nhat c6 day trong v6i
truc hoanh. DO dai canh day hinh chit nhat thtr.i la dO dai khoang thtl
con chieu rOng vuOng g6c
n.
truc hohnh voi dO 16n IA , trong do h l
n h
dO dai 1 khoang thir i.

Dien tich hinh chit nhat thtl i la
n
x h = n
n h
Dien tich ca hinh bac thang
h 12 1 + h +...+hnk = 1
nh n h nh
Vi du 4.5.
Bang 4.2
S15 TT KhoAng h
Tgn s6 ni
ni
nh
1 1- 5 40 0,02
2
5 - 9 80 0,04
3
9 - 13 2 00 0,10
4
13 - 17 12 0 0,06
5
17 - 2 1 40 0,02
12 2
4.3. CAC So lEgC TRUNG MAU
a) Trung binh mau
Dinh nghia 4.4. goi X = )(1 + X2 + *** Xn la trung' binh matt n6u
n
mau ngau nhien . cho duOi dang :
X

Xl X2

ni n i n2 nk
Thi trung binh mau ducrc tit-1h theo cOng fink :

X =
n i Xi + n2 X2 + + nkXk
ni + n2 + + nk
N6u mau itgau nhien cho du6i clang khoang thi trung binh man cluqc
tinh theo c6ng thtic sau :
X =
n i X* 1 + + nkX*k
n l +n2 + + nk
. + X.

trong dO Xi* X = "+1

n
Xi la milt trai caa khoang thin i ;
Xi +
l
la mut phai cua khoang
S6 Ti' Khoang h
Tdn s6 ni
1
2
...
k
xi X2
X2 X3
...
Xk Xk + i
n i
n2

nk
b) Phu'o'ng sai mau :
CO hai cOng thtic d6 tinh phuang sai matt :
n N2 .\
Exi

5
2
2
,(x).-L(xi _x)
1 n
-x
2
i -(x)2 _
E
1
x
E
n
i=1
n
1=1

va Sn
*2
1
(X) = n 1 (Xi

R)2
1=1
Xk
12 3
Vi du 4.6.
Cho mdu new nhien
Xi

1 2 3 4
ni

2 0 15 10 5
Tim X, s2 (x), sn2 (x).
Gidi :
x 2 0 + 2 x 15 + 3 x 10 + 4 x 5 100
=
= =
2 0 + 15 + 10 + 5 50 2
= 2 0 x -I- 15 x 2 2 + 10 x 32 + 5 x 42
n
50
i=1
sn (X) =n1 (X)2 = 5 2 2 = 1
i=1
2 50 _
5
50
sn2 (x) =
50
n
S
2
(X) =
50
x 1 =
n 1 n 49 49
Vi du 4.7.
S6 lieu duac cho duan clang trong vi du 4.5. TInh X va
S2n (X) .
Gidi :
Xi = 2 = 3 ; X2 = 2
= 7
* 1+5 * 5 + 9 * 9+13
X3 2 = 11 ;
* 13 + 17
17 + 2 1 = 19.
x4 = 2 = 15 ; x __5 2
Ta c :
X
xl = 3 __3 = __4 = _ 15 _ x_5 = _ _ 19 X2 = 7 x 4 x
ni

40 80 2 00 12 0 40
40 x 3 + 80 x 7 + 2 00 x 11 + 12 0 x 15 + 40 x 19 5440
=
= 3 11,33
40 + 80 + 2 00 + 12 0 + 40 480
12 4
1 n 2
=
40 x 32 + 80 x 72
n i=1
7002 0 1167
480 8
+ 2 00 x 112 + 12 0 x 152 + x 192
480
145,8
1167 34
\2
2 55
S(X) = 8
3 72
Chit S7 4.1 : N6u m'au ngau nhien cho duo" dang
Al A2
Av
XII X12
Xiv
x2 2
X2 v
X

Xn2 2

Xnv v
n = n1 + n2 + + nv
Mau quan sat duoc chia thanh v nh6m. Ta phai tinh cac trung binh va
platting sai matt sau day :
Trung binh trong nhorn thtl j :
1 ni

= A.
i=1
Trung binh matt chung :
1 v
n
i
3c - x,
n
j=1 i=1
Phurong sai matt trong nh6m j :
1 ni
1 r
2
S~j(X) =
E
nj
1=1
..v
lj

\2
E
(y
vz a-kJ -
\
j
nj k=1
(Trueing hop (X1i, X2 i,..., Xnji )
c6 r khac nhau va tan s6 ttrong
n o, nri, ni
= n
ui + n2 i + + nri)
12 5
Phuong sai mau nh6m trong (nt nhom trong) :
1 v
Sn(X) =
n
.82
(X)
n

n j
J=1
1 v
Phirong sai mati nh6m gifra : S(X) = n
E n;(Ri X)2
=i
1 n j
Phirong sai chung : S(X) =
E (xi, - -X)2
n J=1 i=1
Ta c6 the chtIng minh duo'c rang S(X) = (X) +
S2nt (X)
Chi j) 4.2 :
Neu cac du' lieu &roc chia thanh timg nh6m va neu kh6ng
con gift dirot ket qua ban dau thi ta cho tat ca cac ket qua dia moi nhOm
lay ding mot gia tri 1a gia tri trung binh cua nhOm.
Neu cac nhOm co ding chieu dai h (cac quan sat X
i cach deu voi
khoang cach h) va net' tan suat cua cac
.
nh6m giam nhanh ve phia bien thi
nguoi ta hieu chinh gia tri tinh &roc cua phirang sai bang cach till di 1
2
luting la
h
2 ((bloc goi la hieu chinh Sep6t). Trong vi du 4.7, khoang cach
1
giira cac x
i * la h = 4. \Tay S
n (X) = 117
: 34
2
4
2
1159
( 3 ) 12 72
Vi du 4.8. Cho mau ngau nhien :
Nh6m 1
Nh6m
Xil
nir
Xi2
nir
2
4
5
1
7
2
3
8
2
3
TIM X1 , X
2 , X,
S2ni (X), S2 ,12 (X), Sn 2 t (X),
SG
(X), Sc (X)
Gidi :
lx 2 +7
1
x 4+ 2 x 5 x 2 3
5
+3x 8
= 4 ; X2 = = 6 ;
0
=
12 6
1 v ni 14
X =EE x, =
j=1 i=1
1
S2,1 (X) = E ni (Xi RI ) =
1 x (2 4)2 + 7(4 4)2 + 2 (5 4)2
= 0, 6
ni 1 1 10
2 (3 6)2 + 3(8 6)2
Tuong to S2n2 (X) = = 6
5
Phuong sai mau nhOrn trong :
2
2 2
(X) n2 S2
(X) = 10 x 0,6 + 5 x 6 12
Snt (X) = n
15 5
Phuong sai mau nhom ghia. :
id 2 2
i n (RI R)2 + n2 (R2
R)2 10(4-1 +5(
14
S2G (X) =
=
3

n 15
Phuong sai mau chung :
1. (2 _ ___ 14)2 +7(4 i ll
2
+ 2 (5 __i ll 2 (3 _ i 112 +3(8 i 14)
2
S(X) = 3 )
15
148
45
c) He s o- Wo ng quan mau
Cho mau nedu nhien (X1 , Y1 ), (X2 , Y2 ), ..., (Xn, Yn ) cloi vol cap bin
ngau nhien (X, Y).
He s6 tuong quan mau cua (X,. Y) &roc tinh theo cOng auk :
8
9
r=
(Xi X)(Yi Y)
r = 1=1 S
n (X)Sn (Y)
(iXi )(iYi )
i=1 i=1 i=1
nE)q - (Exi )2 1[nE Yi2 - (E Yi)2 ]
_ i=i i=i
12 7
VI du 4.9. Cho mau ngau nhien vai cap bin neau nhien (X, Y) l :
X 2 3 4 5 6 7 8 9
Y 3 7 8 9 13 17 16 17
Tim he s6 ttrong quan mau r.
Gidi :
Tit chi lieu tren to tinh duoc :
=2 +3+4+5+6+7 +8 +9=44
i=1
~Yi=3+7+8+9+13+15+16+17=88
i=1
= 4 + 9 + 16 + 2 5 + 36 + 49 + 64 + 81 = 2 84
i=i
Yi2 = 1142
i=i
Xi Yi =2 x 3+3 x 7+4 x 8+5 x 9+6 x 13+7x 15+
n=8
+8 x 16+9 x 17=568.
8 x 568 44 x 88
r = =0,98
V[8 x 2 84 442 ][8 x 1142 882 ]
Vi du 4.10. Cho mau quan sat voi cap bien ngau nhien (X, Y) la :
'\
1 2 3
2 10 2
3 1 8
4 2 7
Tinh he s6 tuong quan mau r cua X, Y.
Gidi :
Ta lap cac bang phu de tinh EXi, EYi, E E EXiYj
12 8
X; n; n;X;
-NT 2
ni z i
1 11 11 11
2 12 2 4 48
3
7 2 1 63
n = 30
EX
; = 56
EX? =12 2
Y; n; n;Y;
niYi2
2 12 2 4 48
3 9 . 2 7 81
4 9 36 144
EY; = 87 E yi2 = 2 73
X; y; n; n;X;Y;
1 2 10 2 0
1 3 1 3
2 2 2 8
2 3 8 48
2 4 2 16
3 4 7 84
EY; = 179
30x179-56x87 r-
0,87
V[30 x12 2 562 ][30 x 2 73-872 ]
Chip ji 4.3 : Neu cac quan sat Xi, Y; la cac s6 kha 16n hoac duOi dang
s6 thap phan pink tap gay kilo khan cho viec tinh toan thi ta nen dung
phep bier' d6i thich hop cid cac s6 lieu nh6 va don gian horn. ChAng han,
neu cac X;, i = 1, n , cach deu 1 khoang c6 do dai h i , con cac Yi , i = 1, n
cach deu nhau 1 khoang c6 dO dai h2 . Khi do ta dung phep hien d6i
Xi X. Yo
u =
, v; = , i = 1, n
h
1 h2
trong d6 X0
, Y. IA s6 chon thy y, sao cho nhan diroc cac gia tri cua u
; va
v; nh6 va thuan tien cho viec tInh toan.
Luc do cac s6 dac trong mdu co dang :
1 x-, 11 .._ x--. 11
= + , = + h2 V, u = Lui ,v = 2.4 vi
n . n .
1=1 1=1
n 1
va Sn (X) = h
2
i u
2
; (U)2
[
n i=i
n
S 2n ( Y ) = 113 [I NI?
CV)2
n
i=1
-Kt

12 9
n n n
n x E ui vi -(Eui )(E lid
va r =
i=1 1=1 i=1

n n n
Ill [n x E 4 - (E ui )2 lin x E vf - (E vi )2 ]

i=i i=i i=i i=i

Vi du 4.11. Cho mail ngau nhien :
X
Y
10 2 0 30 40 50 60
15. 5 7
2 5 2 0 2 3
35 30 47 2
45 10 11 2 0 6
55 9 7 3
Tinh hd s6 tuang quan matt r dm X, Y.
Gidi : Chon h1 = h2 = 10 ; X0= 40, Yo = 35.
Xi 40 _ 35
Dat ui =
10 vi 10
Ta nhan ducfc bang gia tri cua ui va vi nhu sau :
Ii v
3 2 1
0 1 2
2
5 7
1
2 0 2 3
0 30 47 2
1 10 11 2 0 6
2 9 7 3
n n
Lap cac bang phu dd tinh cac tong : E ui , E vi ,E ut, E v?,E ui vi
i=i
130
ui ni m
1
u.
1
2
n.
1 1
u.
-3 5 -15 45
-2 2 7 -54 108
-1 63 -63 63
0 67 0 0
1 2 9 2 9 2 9
2 9 18 36
n = 2 00 Eui = -85 E tq = 2 81
vi ni Iv ;
2
n.v.
1 1
-2 12 -2 4 48
-1 43 -43 43
0 79 0 0
1 47 47 47
2 19 38 76
Evi = 18 Evf' = 2 14
u.
1
v.
1
n.
1
nuv iii

-3 -2
5 30
-2 -2
7 2 8
-2 -1 2 0 40
-1
-1 2 3 ' 2 3
-1 0 30 0
-1 1
10
-10
0 0 47
0
0
1 11
0
0 2
9 0
1 0 2
0
1 1
2 0 2 0
1 2 7
14
2 1 6
12
2 2 3
12
E ui vi = 169
2 00 x 169 - (-85)(18)
r -
- 0,77
V[2 00 x 2 81 - 852 ][2 00 x 2 14 - 1821
131
d) Momen nicht
MOmen g6c mau bac k cfia dai Wong ngau nhien X duoc dinh nghia
nhu sau :
; n = n1 + n2 + + ns
MO men trung tam mall bac k caa dai luong neat' nhien X :
E ni (Xi 5- C)k
1 n
ak = -n E (X1 - X)k = i=i
i=1 E
n i
i= 1
Chic y : Trong twang hop k = 4, n6u ke de'n hien chinh Sespat ta pith
7h4 , x-1 11 7h
4
cOng them 2 40 , nghia la a k = 1

(Xi X)
k
h la khoang each

n i=i + 2 40
gift cac quan sat Xi.
e) Trung vi mau
Ne'u mau ngau nhien cho duai clang (X1 , X2 ,..., Xn ), thi ta sap x6p
cac quan sat Xi, i = 1, n , theo thin to tang dan
X(1) < X(2 ) < < X(cl l) < X(q) < X(q " < < X(n)
+ N.T6u n s6 chan, ttic n = 2 q thi trung vi :
X(q) + X(q+"
Xme =
2
+1 16u n la s6 le, tac la n = 2 q 1 thi :
xme = x(q)
VI du 4.12. Cho mat' ngau nhien khi tie'n hanh 100 till nghi4m do dai
luong X la :
1 2 3 4 5 6
n.
4 6 2 2 16 36 16
Tim s6 trung vi xme.
v l
Mk = 11
1=1
E n i
i=1
132
X(50) + x(51)
Gidi : Ta thay n = 100 l s6 chart. Do do xme=
2
. Nhin
\Tao matt tren ta thay co 48 gia tri Xi nh6 holt hoac bang 4 N/A 84 gia tri
Xi
5. Vay tix quan sat thCr 49 trq di den quan sat dal 84 co gia tri bang 5.
Do do X(50) = VI) = 5.
+ 5
Vay xme =
5
2 =5
- Neu mdu quan sat duqc cho dtroi clang khoang thi s6 trung vi dtrqc
tinh theo tong fink :
n
-2- - mMe
Xme = Am, + h x
n me
trong do : AMe l dau mut trai cua khoang trung vi ;
nme IA s6 Fan xuat hien khoang trung vi ;
mMe s6 tan xuat hien cac khoang try& khoang trung
Ttr s6 lieu trong vi du Cr bang 4.1, ta c :
h = 10, AMe = 100, nme = 46, mMe = 2 3, n = 117
117
- 2 3
Vay xme = 100 + 10 x
2 46
= 107,8.
g) MOt (mod).
Cong fink tinh mot (mod) mkt trong trtrong hop s6
hieu dirge cho diroi clang khoang IA :
XMod = Am
o h x
n mo - nmo_i
2 nmo nmo_i - nm0+1
trong do : Amo IA milt trai cua khoang M6t ;
nmo s6 tan xuat hien khoang Mot ;
nm0-1 s6 ran xuat hien cila khoang truck khoing M6t ;
nMo+1 l s6 lan xuat hien &la khoang sau khoang M6t.
Tit s6 lieu o bang 4.1 ta co :
nmo = 46, Amo = 100, nmo _ 1 = 15, nmo+1 = 2 9, h = 10
Vay xmod = 100 + 10 x
46 - 15= 106,5
2 x 46 - 15 - 2 9
133
Neu s6 lieu sap x6p theo cac gia tri khac nhau cua cac X; thi
XMod
chinh la gia tri cua X ma tan sat xua hi4'n gia tri do la 16n nhal.
Vi du 4.13. Cho radii quan sat cUa dai lutccng ngdu nhien X la :
X 1 2 3
n. 1 4 1
1 2 1
Ta thgy tan suat xuat hien gia tri 1, 2 , 3 won img la
6
,
3
,
6

2
Tan suat xuat hien X = 2 la
3
Ton nhat trong cac tan suat con lai. V4y
XMod
=
2 .
134
Chrio'ng V
ueic LIX5NG THAM SO
Nhang not dung chinh trong chtto'ng :
* Cac khai niem doc lacing diem.
* Pluto'ng phdp hop If cut
* Khang u'oc,Ido'ng cda xic suat, cda ky vong, hied
hai xlc salt, hieu hai kfr v ong.
5.1. LtIC LIKING DIEM
5.1.1. Cac khai niOm u' ac l acing d iem
Gia sir (X1 , X2 ,..., Xn
) l mau ngdu nhien tir phan phoi f(x, 0), tham
s6 E U.
Dinh nghia 5.1. Ifac Wang didm cua tham s6 0 l dai Wong ngdu
nhien Tn (X) = (p(Xi , Xn ) chi phu thuOc vAo cac quan sat Xi vA khOng
phu thuOc tham s6 0.
Vi du 5.1. Gia sir (X1 , X2 ,..., Xn) la mau ngau nhien dOc lap tir phan
phi chudn dang N(a ; a2 ).
I n
* Dai luting = E Xi IA vac Wong didm cua kS
, vong a. Ta thay
n
trong bidu thirc cua X khong c mat a ma chi chira cac X
1 , Xn .
n
* Dai luting Sn (X) = 1 E(xi R)2
n
n
hoc s*2 (x) =

E(xi 5- c )2 l cac uOc didm a2 . Ta thay

n 1
trong bidu thdc clad S2n (X), S:2 (X) khong c mat a2 , ma chi c cac quan
sat Xi , ..., Xn .
135
Dinh nghia 5.2 . 156c Wong Tn dttqc goi l trac lugng kh6ng chech
cuathamso8neuETn =8.
Vi du 5.2 . Mau ngau nhien cho trong vi du 5.1. Chting minh rang :
_ n
X = E Xi l u6c Wang khOng chech cita a.
n i _1

+ S*n2 (X) IA trac luvng kh6ng chech cua a2 .
Gidi :
+ Ta co E(X)
n n
= E y x _
n E
E(x; _
n
= a
1=1
i )i
n

1=1
na
Vay X IA trac Wong khOng chech cita a.
+ Ta c6 :
n

S:2 (X)
1
=
n 1
E (X
i
- X)2 =
n
1
1
E (Xi - a + (a k))2
i=i i=i
1

n I
E {(X
1
a)
2
+ (Xi a)(a + (a 5)2 1
i=1
n
Ta biet a =--- (X1 a)
n
1=1
(a X)2 = [i 1T (Xi a)2 + E - a)(Xj a)]
n 1=1
i#j
\Tay 42 (X)= --1{ (Xi 02 (Xi a)2 k a)(Xi a)+

n-1
1=1
n n
k=1
k*i
-F
1
[E (X. a)2 + - a)(Xj a)]}
2
n i.=1
1 V
{
(32 _2_ 02 _ 0 +incy2 + 0i)
n 1
i=1
n
2 1
1 {2 a2 nal a2 2 *2
ESn (X) = E a
n 1
1=1
n 1 =a
(
ES*2 (X) =
136
\Tay S:2 (X) l u6c luting khOng ch6ch cua a2 .
Ta cling de clang suy ra S2n (X) kh6ng IA trac Wong kh6ng chech cUa
a2 . Vi :
ESn
2
(X) = n 1*2 ESn (X) = n 1 62
# 2
n
Dinh nghia 5.3. If6c Wong Tn cua tham s6 0 dircic goi l irac lugng
vung cua tham so 0 n6u Tn > 0 theo xac suit khi n > co, nghia l
> 0 cho tru6c tuy y c6 bin P[I Tn 0 1< 6]= 1.
n>co
Vi du 5.3. Gia sir (X1 , Xn ) l mau ngau nhian dOc lap tir phan ph6i
n
chuan dang N(a, a2 ). Chang minh rang X = E xi l trac lacing vung
n i=1
cUa a.
Gidi :
Vi X1 , X2 ,..., Xn l day bi6n ngau nhien dOc lap co EX1 = EX2 = =
EXn = a va DX1 = a2 , = a2 . Theo 116 qua 1 cila Dinh ly Tsebusep
to c X P > a khi n > co. Theo dinh nghia trOc luong vung, X IA trerc
Wong vung cita a.
Vi du 5.4. Gia sir k l s6 tan xuit hi6n bi6n c6 A trong day n phep thir
Bernoulli. P(A) l xac suit xuit hi6n bi6n c6 A trong moi phep thir,
kh6ng dOi N/A bang p.
Chung minh rang
k
l trac Wong yang cila p.
Gidi : Goi Xi
l s6 Mn xuit hien bi6n c6 A trong phep thir thfr i. Vay
k = XI + X2 + + Xn .
Ta bi6t rang X1 , X2 ,..., Xn l dOc lap vA Xi co phan ph6i xac suit l :
X 0 1
1 p
Ta co EX; = p ; DX; p(1 p) .
137
Vay day X,, X2 ,..., Xn dQc lAp EX, = EX2 = = EX. = p DX, ,
1
DX2
1
, DX. lc. . Theo he qud 1 cira dinh ly Tsebusep ta co
X, + + X. p
khi n 00, nghia la
n
--
p
> p khi n a). VAy
k
la trOc Wong \fang caa p.
Dinh nghia 5.4. U. Wong Tn cua tham s6 0 duot goi la uac luang
khOng chech tot nhAt neu :
+ E(T.) = 0.
+ DT. Di., Tn la It& Wong khOng chech bgt 1(5, cila 0.
5.1.2. Phuting phap hlp Iy cut dai tim u' etc lu' Ing
Dinh nghia 5.5. (Ham hop 15)
Gia sir (X1 , X2 ,..., X.) la mau ngdu nhien dOc lAp tit phap ph6i f(x, 0),
0 E U.
Goi tich L(X/0) = f(X1 , 0) f(X2 , 0) ..., f(X., 0) la ham h9p I5,.
Dinh nghia 5.6. (lick lugng hop 15 cuc dai)
IS& lugng X1 , X,,) du9c goi IA troc luang hop 15 cuc dai cua
tham s6 0 neu L(X/0 (X)) L(X/0) voi moi 0 E U.
Tir Binh nghia trac Wong hop 15, cuc dai ta rut ra phuong phap Cam trac
Wong nhu sau :
Tim gia tri 8 (X) dm 0 sao cho L(X/0) dat cuc dai tai 0 (X).
Truong him 0 IA mot so :
8L(X / 0) _
80 u
Giai phuong trinh (5.1) tim ducic 0 . Sau do xet d'au cita L8 hoac
xem 0 co phai la diem a L(X/0) dat cuc dai hay khOng. Neu tai 0 ma
L(X/0) dat cuc dai thi la trac Wong phai tim. Neu f(x, 0) > 0 thl L(X/0)
> 0. Ta c the via :
1 8L = 0 <=>
a lnIL 0 <=> En a ln f(Xi , 0) _
(5.2 )
L ao ao
as
Ta tim :
(5.1)
138
Giai phuong trinh (5.2 ) ta duqc El (X). aing 15 r luan nhu tren ta nhan
duqc troc Wong phai tim.
Vi du 5.5. Gia stir (X1 , X,,) la mau ngAu nhien dOc lap dr phan ph6i
Poisson voi tham s6 > 0.
Tim u6c Wong hop Ur cuc dai dm X.
Gidi :
Tinh f(Xi, X) =
X. I ,
= 0, 1, 2 ,...E

lnf(X1 , ?) = XilnX X lnXi !
alnf(Xi ;k) = Xi
ax x 1
Thay vao phuong trinh (5.2 ) ta c
Ta suy ra E Xi = 0 . Vay
i=1
Xet cuc dai cUa L :
n
n
Ex,
Ta co
2 = = `--1
< 0 voi moi X, vi cac Xi 0 nen
i=, x2
I Xi O. VI v4y = Xi la u6c Wong phai tim.
1=o
n i=i
TruOng hop 0 = (Os , 02 , ..., Or) :
Lam tong tut nhu truong hop tham s6 la 1 s6. cS day CO ran, do do ta
phai lap duoc he r phuong trinh :
aL 0
a15 7
(5.3)
at,
=0
Ur
giai N nay ta tim duqc 0 = 01 , ..., 0r
) thu6ng hay gap ham mat dO c dang
ham mu. Do do dao ham dm ham mu lay thira van con clang ham s6 mu.
=0
139
Viec giai phuang trinh c chira ham s6 mu thuong phtic tap. VI vay, gi6ng
nhu trugng hap tham s6 la 1 s6, ta ding nhan dugc he r phuang trinh :
i
a ln f(Xi,01,...,0r) 0
i=1
a01
(5.4)
-
x--, n a ln f(Xi , 0)
ar
= 0
i=1
Giai he (5.4) ta tim dugc 0 (x) = (6, (X), ..., e
r (X)) .
VI du 5.6. Gia sir (X1 , X2 , ..., Xn )
la matt ngdu nhien dOc lap tit phan
ph6i chtran dang N(a ; a2
). Tim trot lugng hop ly cut dai cila (a ; 62 ).
Gidi :
lnf(Xi ; a, 62 ) = in
I
1
V
2 Tra2
(Xi a)2
2 02
(X1 -a)2
e
2 (32
1
ln(2 7c)
2
In 62
2
a In f Xi a a In f(Xi a)2 1
as
a2 a(0.2 ) 2 (a2 )2
2 6
2
Thay vao he phuang trinh (5.4) ta c6 :
=
0-2
0
{",,
a
n
=
1=1
i=1
.4=>
n (X - a)2
2 62
5.2. UtIC LLIQNG KHOANG
Gia sir (X1 , X2 ,..., Xn ) l mdu neat' nhien d'Oc lap tir phan ph6i
f(x, 0), 0 E U.
n (Xi - a)2 1
2 (a2 )2
= 0
a2 = In (xi _ x)2
n
1=1
140
Dinh nghia 5.7. Khoang (0 1 (X1 , Xn ) ; 02 (X1 , xn)), ,< 02 ),
cluqc g9i 1a khoang u6c luqng cua tham s6 0 v6i do tin cay 1 a n6u
P[ 1 (x) < e < 9 2 (x)]= 1 a (5.5)
Dua vao dinh nghia nay ta co thd tim duqc cac khoang
u6c luqng caa
cac tham so trong mot s6 phan ph6i thong dung.
5.2 .1. Khoang die in'Ing dia kjf vong a
Gia sir (X1 , X2 ,..., Xn ) la mau ngau nhien tir phan ph6i chudn dang
N(a, a2
). Tim khoang u6c Wong cua a v6i do tin cay 1 a.
Giiii :
TruOng hop a dd. bi&
X a
a
Xet xac swat P[IR al <c]= 1 a= P
6,[171
= 1 a
a
yn
Vi co su phan ph6i chudn dang N a;
N
nen
X6 a
c6 phan
ph6i chu'an dang N(0 ; 1). Dat xa
= EV-1-
1, ta c6 :
a
r I R a I -Tr;
P]I 3( a l< c]=
P L
a
> xa = 2 0(xa) 1 = 1 a.
Vay D(xa) = 1 1. Tit day ta tim xa bang cach tra bang gia tri ham
phan ph6i chudn N(0 ; 1).
( .,. I R a)-/r-i I
Gm

< xa, ta nhan duqc

a
X - x,
a
< a < + x,
6
(5.6)
Vn
hoac c6 th6 vi6t a = X xa 6
Day la khoang troc luting phai tim.
141
Tru6ng harp a chua bi6t
Ta cling xet xac sudt P[I X a 1< 8]= 1
Ta co P[I a l< = P
[
I (5C a)..,/171
<
a
S:(X)
= c.
.11- n
. mai lacing
(X * a).../r7
trong d6 ta c phan ph6i Student voi
Si, (X) Si, (X)
n 1 bac tty do. Vay P [
I g . a I -vit
(X) S
< ta ]= 2 94, n 1) 1 = 1 a
,,
Vay cp(t ; n 1) = 1 2 a t co the tra & bang phan ph6i Student voi
n 1 bac to do va mix y nghia a (bang fieu chudn hai phia). Theo dinh 1Yr
gioi han trong tam (3( a)ji co phan pilot tiem can la phan ph6i chudn
Si, (X)
N(0 ; 1). VI vay voi n kha Ion, n > 30, ta co the tra 6 bang phan ph6i
chudn N(0 ; 1) sao cho (1a(ta) = 1
I (R a)J1 I
Giai

< ta ta ducic :
S: (X)
5
0: (X) <
c
< a A
taS:(X)

(5.7)
S: (X)
*2
1
(X )
2
n
n-1
i
R hoac vi6t a =

s
+ Nen n 30 thi ta tra 6 bang phan ph6i chudn N(0 ; 1) sao cho
(13(ta) = 1
2.
+ N6u n < 30 thi ta tra i bang phan ph& Student voi n 1 bac ttr do
va mac y nghia cc (bang tieu chudn hai phia).
142
Vi du 5.7.
Tim khoang troc Wong cita ky vong a voi dO tin cay 0,95.
Biet rang mdu (X1 , ..., X.) dOc lap tit phan ph6i chudn N(a ; 2 5) va
X = 14, n = 2 5.
Gidi : O
day 1 a = 0,95 ta suy ra a = 0,05. Tra bang gia tri cila ham
phan ph6i chudn N(0 ; 1) ta tim dttqc xa
= 1,96. Vay khoang arc cila a
voi dO tin cay 0,95 la :
5
5
a 14 1,96 x ,< < 14 + 1,96 x
2 5
2 5
12 ,04 < a < 15,96
Vi du 5.8.
Tien hanh kiem tra neau nhien 10 hoc sinh bang 1 bai vat
1$r. Ket qua di6m cita 10 hoc sinh duoc cho bCti bang sau.
X : 5 4 3 5 6 7 6 2 8 5
Gia sit cac quan sat nay c phan ph6i chudn dang tong quit N(a ; a
2 ).
Tim khoang troc Wong cila a v(ri di) tin cay 0,95.
Gidi
day o..chtta biet, n = 10. VI vay ta
tra b bang phan ph6i Student voi
9 bac ter do va mac a = 0,05 (Bang tieu chudn 2 phia), t(5%, 9) = 2 ,2 6.
5 + 4 + 3 + 5 + 6 + 7 + 6 + 2 + 8 + 5
X=
=5,1
10
*2
1
Sn (X) =
9
[(5 5,1)
2
+ (4 5,1)
2
+ (3 5,1)
2
+ 2 (5 5,1)
2
+
+ 2 (6 5,1)2 + (7 5,1)
2
+ (2 5,1)2 + (8 5,1)2 ]3,2 1
Vay khoing troc Wong dm a voi di) tin cay 0,95 la :
5,1 2 ,2 6 x 3,2 1 < a < 5,1 + 2 ,2 6 x 3,2 1
10
1/10
3,71 < a < 6,39.
5.2.2. Khoing ttd c l u' ong cua phttang sai a
2 trong rniu tit phan ph6i chuin
Ngtred ta tim &roc khoang troc Wong cua phtrong sai
.2
voi do tin cay
1 a la :
143
(n 1)S*n2 (X)
< a2
< (n 1)S:2 (X)
t2 t i
(5.8)
trong do t1 , t2 tra trong bang phan ph6i x2 voi n 1 bac tkr do sao cho
a
P[X,
2
-2- > ti ] = 1 ; PLX
2
> t2 l = a
S* 112 (X) = 1 E (xi - 50
2
n 1 i=1
Trong vi du 5.8, tim khoang u6c Wong cfra tham s6 a2 voi dO tin ea), 0,90.
Gidi :
1 cc = 0,90, ta suy ra a = 0,10.
tra bang phan ph6i x
2
ta tim duoc t i (95% ; 9) = 3,32 5 ; t2 = (5% ; 9) = 16,919.
Khoang trot luting cna a2 voi dO tin cay 0,90 la :

9 x 3,2 1 2 9 x 3,2 1
16,919
< <
3,32 5
1,5 < a2 < 8,6
5.2.3. Khoing utic l u' Ing cua hieu hai trung binh cua hai nib d 6c 14p tit phan
ph6i chugn
Gia sir (X1 , X2 ,..., Xn ) 1a rndu neau nhien dOc lap dr phan ph6i chudn
N(a, va (Y1 , Y2 ,..., Yrn ) la mdu ngdu nhien d'Oc lap tir phan ph6i
chudn N(a2 , ). X, Y la dOc lap.
Nguoi ta tim khoang u6c luting cira hiOu hai ky vong a l a2 nhu sau
Tru6ng hap a l , a2 da bier
Khoang u6c luting *dia. hieu 2 trung binh a l a2 voi dO tin cay 1 a la :
a l a2 = x (5.9)
xa tra 6 bang phan phoi chudn N(0 ; 1) sao cho c13(xa) = 1
144
Trugng hap DX, DY chua bi6t, ta phai gia thi6t DX = DY.
Khi do khoang uOc 'urging cua hien hai trung binh a l a2 voi d6 tin
cay 1 a la
a l a2 =- ta 3\i
n
+
1
m
(5.10)
1
(E
Y')2 n
(E Xi )2
)q.
i=1
E y
i2 i=1
trong dO S2 =
1

n + m 2 _i=i
i=i
+ Ne-u n + m 60 thi ta tra & bang phan phoi Student vai n + m 2
bac to do va mdc a. (Bang tieu chudn hai phia).
+ Nal n + m > 60 thi ta
tra bang phan ph6i chudn sao cho (1) (ta) =
a
1-2.
Vi du 5.9.
Cho hai mdu nedu nhien clOc lap tir phan ph6i chudn
X : 15,7 10,3 12 ,6 14,5 12 ,6 13,8 11,9
Y : 12 ,3 13,7 10,4 11,4 14,9 12 ,6
Gia S EX = a l , EY = a2 , DX = DY.
"Tim khoing trgc lugng caa hien hai trung binh a
1 a2 vai c10 tin cay
0,90.
Gidi
Theo gia thie't cua bai town ta co n = 7, m = 6, a = 0,10.
Tra bang phan ph6i Student ta tim dirge t (10%, 11) = 1,796. Ta tinh
dugc X = 13,06, Y = 12 ,55 va S2 = 2 ,89.
Suy ra S = V2 ,89 = 1,7
4
-7- 1 + 6
= 1,7 x 0,5562 97 = 0,9458
ta.S.\ 11 + 1
= 1,796 x 0,9458 = 1,699
m n
145
10 GTXS&TKE
Xet xac slat P [

n
P

=P
n
<EX =1-a p(
1 p)
<61 = 1 a
k np
Vnp(1 p)
k np
< xa ta nhan duot : giai
Vnf)(1 13)
Vay khoang uOc luvng cua hieu 2 trung binh a l a2 la :
a l a2 = I 5c - - i7 I = 0,51 1,699
5.2.4. Khoing Vac Itrd ng od a xac sal p trong phan ph6i nhi thire
I n
Dat xa = s
PO P)
Ta bi& P ,
k np
< xa c(xa) (Dinh 157 girn han trung tam
Vnp(1 p)
cUa Laplace), 1(x) la ham phan phoi chuan N(0 ; 1).
Vay P[ ,
k np
< xa r-z-; 2 0(xa) 1. = 1
Vnp(1 p)
Ta suy ra D(xa) = 1 Vay xa tra & bang phan ph6i chuan N(0 ;1)
sao cho c13(xa) = 1 2
a
Thay p trong Jnp(1 p) bang tan sudt p =
n
va
x
a \
113(1 < p <P + x
a\
I P P) (5.11)
Vi du 5.10. Gieo 400 hat gi6ng &au Wang thy c6 5 hat khong nay
mdm. Hay tim khoang u6c luting cua xac sudt khOng nay mdm p cua moi
hat v6i d6 tin cay 0,999.
Gidi :
a
Theo tren ta c c(xa) = 1
2
, ma 1 a = 0,999 nen a = 0,001. Vay
1(xa) = 1 0,0005 = 0,9995.
Tra bang phan ph6i chuan N(0 ; 1) ta tim dirge xa = 3,3.
146
Thay vao bi6u fink (5.11) ta duqc :
5
5 ( 5 )
400 ( A 400 )
5 400 1 400
400 < P < 400 + 3' 3i 400
5
400 3'3\
0,058 < p < 0,0308. Vi xac suit khOng am nen ta lay khoang
0 p < 0,0308.
5.2.5. Khoang u' ac l u' d ng od a Mau hai xac suit trong hai d ay phep thet B ernoul l i
Xet hai day pile') thir Bernoulli. Day thd nhat c6 n phep thir ; xac swat
d6
bi6n c6 A xuat hien trong m6i phep thir cila day I la P(A) = p
i ; X la s6
lin xuat hien bin c6 A trong day I. Day thir II c6 m phep thir ; Y la s6
lin xuat hien bin c6 A trong day that II ; xac suit d6 bi6n c6 A xuat hien
trong moi phep thir 6 day II la p
2 = P(A).
Ngued ta tim duic khoang trot Wong cua hieu hai xac suit p
i p2 v6i
dO tin cay 1 a la :
131 132 xa 11131(1 131)
132 (l 132 )
< Pi P2 < 131 132 +
x
\113i (1 13'1)
+
132 (1 132 )
(5.12 )
a
Vi du 5.11. D6 danh gia chat ltr6ng san phdm do 2 nha may san xuat
ra, ngtr6i ta ki6m tra ngdu nhien 2 00 san phdm 6 nha may I thy c6 2 0
ph6 phdm Ira 300 san phdm cna nha may II thgy c6 15 ph6 phdm. Tim
khoang 'roc luvrig dm lieu hai xac suit de tim san phdm la ph6 phdm cita
2 nha may vai dO tin cay 0,95.
Gidi :
a = 0,05, tra bang phan ph6i chudn ta tim &roc x
a = 1,96.
131 22o0 0
0,1, 1)2 = -31 -t- 50 = 0,05.
Thay vao (5.12 ) ta dugc :
0,1 0,05 0,0483 < p
i 132 < 0,1 0,05 + 0,0483
0,0017 < pi p2 < 0,0983
147
Bai tap chilling IV va cluing V
1. Tim ham phan ph6i man, trung binh mau, phirang sai mau dia dai
*mg ngau nhin X. Bi6t rang mat' ngau nhien da cho la.
a) Xi
1 4 6
ni 10 15 2 5
b) Xi
2 5 7 8
ni 1 3 2 4
c) Xi 4 7 8
n. 5 2
2 . Xay di.rng cac da giac tan suit Wang 1mg voi cac mau da cho sau :
a) Xi
1 4 5 7
n
i
2 0 10 14 6
b) Xi
2 3 5 6
n.
1
10 15 5 2 0
c) Xi
15 2 0 45 30 35
ni
10 15 30 2 0 2 5
3. Xay dung to
chiic do tan suit tuong Ling vai cac mau da cho sau day :
SO TT Khoang h Tan s6 ni
1 2 7
5
2 7 12 10
3 12 17 2 5
4 17 2 2 6
5 2 2 2 7
4
SO TT Khoang h Tan s6 ni
1 10 15
2
2 15 2 0
4
3 2 0 2 5
8
4 2 5 30
4
5 30 35
2
Tim trung binh mau va phirong sai mau 1mg vdi s6 lieu da cho & tren.
148
4. Tim N s6 tuong quan mau cUa (X, Y) tren co s& cac matt cho sau day :
a) X 1 2 4 5 6 7
Y 2 3 8 12 12 13
.\1
1 2 3
2 9 1
3 2 8
4 3 7
5. Cho mail ngau nhien clOc lap (X1 , X2 ,..., Xn ) tir phan ph6i
b)
X 1 0
P
1 p
, 0 <p<1
a) Tim u6c Wong hop lY cuc dai cita p.
b) Xet xem trac luong tim dtroc c phai la u6c luong kh6ng chech,
u6c luong vihkg khOng ?
6. Gia sir (X1 , X2 ,..., Xn ) la mau ngau nhien dOc lap tir phan ph6i
f(x, 0) =
e
1
e vol x > 0, > 0
0
0 voi x 0

a) Tim tr6c Wong hop ly ckrc dai dm 0.
b) Xet xem u6c luong tim diroc cc-) phai 1a trot luong kh6ng chech,
kr6c luong viing khOng ?
7. Ta gia sir rang dai Wong ngau nhien X bang san luong tinh ra ta/ha
cita loai lua da cho trong mot mien xac dinh co phan ph6i chuan, co
kY vong town bang a va phuong sai la a2 . Tim u6c ltrqng diem cUa a,
cUa a'. Tim khoang ix& luqng cita a, cila cr
2 vai (10 tin ca'y 0,90. Bia
rang cac ket qua thu duqc tren 10 manh dal la :
Manh 1 2 3 4 5 6 7 8 9 10
San Wong 51 48 56 57 44 52 50 60 46 47
149
8. DO cao cua tre em tuan theo phan ph6i chudn dang N(a, a
2 ). Tim ugc
lugng diem &la a, cila (32 neu nhu do ngdu nhien 10 em ta nhan du is
ket qua nhu sau : (don vi met)
1 2 3 4 5 6 7 8 9 10
1,5 1,55 1,49 1,51 1,50 1,52 1,45 1,6 1,5 1,46
9. Gieo 60 hat &au arcing thdy c6 15 hat khOng nay mam. Tim ugc luang
diem ciia xac suat kh6ng nay main p. Tim khoang trac luang cua p
vgi do tin cay 0,95.
10. Ban 10.000 vien dan dee lap vao mot muc tieu thdy c6 7.000 vien
trung dich. Tim khoang ugc lugng cila xac suat trung filch p cua m6i
vien dan vOi do tin cay 0,95.
11. Ap dung hai phuong phap dieu tri. Theo phuong phap A, dieu tri 180
ngirgi c6 150 ngirgi khOi benh ; Theo phuong phap B, diet' tri 2 66
ngugi c6 160 nguii khOi benh.

Hay tim khoang irgc lugng cUa hieu hai xac suat khOi benh cira m6i
ngirgi then hai phuong phap do voi do tin cay 95%.
12 . Nguefi ta do ngdu nhien 10 san phdm &la nha may I va 12 ,san phdm
cira nha may II. Ket qua nhu sau :
Kich thuac
Xi 3,4 3,5 3,7 3,9
Tan s6
Kich thugc
ni 2 3 4 1
Yi 3,2 3,4 3,6
Tan s6 ni
2 2 8
Gia sir cac Xi, Yi clOc lap va c6 phan ph6i chudn EX = a l , EY = a2 ,
DX = DY. Tim khoang trot *frig cila hieu hai trung binh cUa 2 mau
cla cho yeti do tin cay 0,95.
13. Cho hai mau ngdu nhien dgc lap
X : 15,7 10,3 12 ,6 14,5 12 ,6 13,8 11,9
Y : 12 ,3 13,7 10,4 11,4 14,9 12 ,6
Gia sir X, Y c6 phan ph6i chudn dang N(a i , a2 ) va N(a2 , a2 ) tuang
ring. Tim khoang ugc luang cira hieu hai trung binh cUa hai mau vai
do tin cay 0,90.
150
Hitting d in va tra Id i hal tap Wincing IV va V
4. a) EX; = 2 5, EYi = 50, E)q = 131, E NI/ = 534, = 2 63,
r = 0,97.
b) EX; = 56, EY; = 90, EXfr = 12 2 , E Yi2 = 2 90, EXiYj = 184,
r = 0,86.
5.
psi-xi ,
Huang &On f(xi, p) = pxi (1 - xi = 0 hoac 1
1
Dap sa : a) =
n
E xi =
n
i=1
b) NO la uac luqng khOng ch4'ch, uac luqng viIng cita p.
n
6. a) 0(X) = E xi = 5(
n
b) O(X) = X l uac luting khOng ch"ch va uac luqng \Tang dm 0.
7. U.& luqng didm ciia a la a = 51,5 ; uac luqng didm cita a2 la
62 = 2 7,61,6. = 5,2 55.
Khoang uac luting cita a vai dO tin cay 0,90 la a = 51,5 3,04.
8. a) U'ac Wang cita a la a= 1,508, uac luqng didm cua a
2 , 8-2 = 0,00184.
b) Khoang uac luqng da a vai dO tin cay 0,95 la a = 1,508 0,0306
khoang uac luqng caa a2
vai dO tin CO 0,95 la 0,00087 < a2 < 0,0061.
9.
ac Wang didm cua p lap = 0,2 5. Khoang uac luqng caa p vai dO
tin cay 0,95 la p = 0,2 5 0,1095.
10.
Uac lacing didm cua p lap = 0,7. Khoang uac Wong cua p vai dO tin
cay 0,95 1a p = 0,7 0,00898.
11.
Khoang uac luqng cua hi4thai xac sual vai dO tin cay 0,95 :
pi - p2 = 0,2 318 0,0801.
12 .
Khoang trac luqng cua hi4t hai trung binh vai dO tin cay 0,95 la
a i - a2 = 0,1 0,1748.
13.
Khoang uac luting cua hien hai trung binh cita kich thttac san phdm
do 2 nha may san xugt To la a1 - a2 = 0,51 1,702 .
151
C.htio'ng VI
KIM DINH GIA THIgT
Nhiing not dung c.hinh trong chilling :
* Kie'm Binh ye; trung bin& ye xac salt p trong phan ph& nhi thdc.
* So sanh hai trung binh, so sdnh hai xac suat.
Tieu chudn / kie'm Binh ve phan ph& da cho ; tieu chun
2kie2 n-7 Binh
tinh d0c lap va tinh thudn nhai.
Tieu chun COnm6g6r6P, Satiecndp kie'rn Binh ve phan ph6i da cho va
clink tinh thudrz nha-t.
Tieu c.hudn Wilcoxon, Mann- Whitney kiim Binh tinh thudn nhdt
- cda 2
ma u cf0c lap.
" Tieu thudn Wilcoxon kie'rn Binh tinh thudn nhat
- cda hai rrau phu thu0c.
*Phan tich p.hu'o'ng sai theo mOt t6; hai yeU
6.1. THIET LAP B AI TOAN
Gia thidt thong ke : Gia sir dai Wong ngdu nhien X c6 phan phOi
F(x) (hoac F(x, 8), 0 E U).
Nhiing gia thidt vd phan ph6i F(x) duoc goi la gia thi& th6ng ke va ky
hieu la Ho.
Nhiing gia thi6t cling vd phan ph6i F(x) nhung khac voi gia thi& H
o
&roc goi la d6i thidt (hoac gia thi& chon), 14 hieu la K.
Khi phan phoi F(x ; 0) phu thu0c vao tham s6 0 thi nhilng gia thi& ye
phan ph6i F(x ; 0) duqc chuydn sang gia thi& ye tham s6 0.
Vi du 6.1.
NOu binneat nhien X c6 phan ph6i ch.uan dang N(a ; 1)
thi gia thidt ye phan ph6i chuan &roc chuydn sang gia thidt v6 tham s6 a.
Vi du 6.2. a) HO : a = 5 vai K : a # 5
b) Ho
: a = 5 hoac a = 7 voi K : 5 < a < 7
c) Ho : a 5 v6i K : a > 5
NOu tap gia thiet Ho
c6 mot phan tit (H : tap hop cac menh de) thi H
o
ducic goi la gia thi& don (bai town a va c). NOu tap H
o
c6 2 phan tit thi
Ho
cluoc goi IA gia thiet hop (bai town b).
152
Hinh 6.1
Thong tur, n6u tap K co 1 phan tix thi K &roc goi la d6i thi6t don (bai
wan b va c). Neu tap K c6 2 phan tir thi K &roc goi la d6i thi6t hop (bai
toan a).

Kim dinh gia thi6t th6ng ke : Kim dinh gia thi6t th6ng ke la vi6c,
chon mgt trong hai quy6t dinh la bac 136 gia thi6t Ho hoac chap nhan gia
thi6t Ho.

Tieu chudn kidm dinh gia thi6t : D c6 dixoc quy6t dinh chap nhan
hoac bac 136 gia thi6t Ho
ta phai dtra tren mot tieu chudn nao do. Vay tieu
chudn kidm dinh gia thi6t dirge hi6u nhu sau :
Tieu chudn kidm dinh gia thi6t la mgt dai Wong ngau nhien Z phu
thuOc vao cac quan sat X1 , X2 ,..., Xn
va khong phu thuOc tham s6 0,
nghia la Z = Z(X1 , X0
) xac dinh tren khong gian mau R
n , nh6 no ta c6
th6 kidm dinh diroc gia thi6t.
VI Z(X) xac dinh tren khong gian mau R
n , nen Rn duoc chia thanh
hai 130 phan. MOt bO phan W cila R
n ma
mau (X1 , Xu
) roi vao do thi ta bac b6
gia thi6t Ho. W &roc goi la mien tieu chudn
(hinh 6.1).
Vay mien tieu chudn W la 130 phan cua
Rn ma ta bac b6 gia thi6t.
Tieu chudn kidm dinh gia thi6t thd hi6n & mot trong ba dang sau day :
Dat X = (Xi , ...,
[X E W]<=> Z(X) > Cu bac 1)6 gia thi6t H
o.
[X E W]<=> Z(X) < C,, bac 1)6 gia thi6t H
o.
[X E W]<=> Z(X) > C
u
hoac Z(X) < bac b6 gia thi6t H
o.
Cu
, C &roc goi la dim tieu chudn.
Hai tieu chudn dau &roc goi la tieu chudn mgt phia (co 1 didm tieu
chudn).
Tieu chudn

ba dirge goi la tieu chudn hai phia.

Cu c6 th6 la +co, Cv c6 thd 1a oo.
153
Mu6n tim mien tieu chudn W hay tieu chudn thong ke Z(X) ta dua
tren hai load sai lam sau day :

Sai lam lc* I. Neu gia thiet H. la gia thiet dung ma bac 136 H. thi ta
mac sai lam. Sai lam do duqc goi la sai lam loai I. P[W/H0 dung]l xac
suat mac sai lam 1.
Sai lam loai II. Neu gia thiet H. la gia thiet sai ma chap nh4n gia thiet
thi cling mac sai lam. Sai lam do duot goi la sai lam loai II. P[Rn W/H0
sai]la xac mat mac sai Mm loai II.
tim fieu chudn kiem dinh gia thie't ta phai citing thoi han ch6 tai
mire tai thieu kha nang mac hai loai sai lam tren, nghia la ta phai dung
thbi cure tieu hoa cac xac suat sai lam loaf I va xac suat sai Mm loai II.
Song viec lam nay rat kho khan. ThirCmg trong thuc to ngtroi ta cho phep
&rot mac sai lam loai I a in& xac suat a nao do (thy theo tam quan trong
cua sai lam lo4i I). Sau dO cut tieu xac suat sai lam loai II.
6.2. MOT SO B AI TOAN K1tM DINH GIA THIET
6.2.1. Kik d inh v0 xac suat p trong phan phai nh! thOc (4%10 phan tram)
Bai town. Gia sir trong day n phep thir Bernoulli bin c6 A xua' t hien
X lan. Goi p = P(A) l xac suat de A xuat hien trong mai phep thir.
Kiemdinh gia thiet H. : p = p. voi K :
p # po o mut a.
Gidi :
Ngtroi ta tim throe fieu chudn de kiem dinh gia thiOt H. vai doi thi6t
K \TA fieu chudn nay clugc phat bieu nhu sau :
GM thiet H. bi bac boo mix a n'eu
IZI =
X np. I
> xa (6.1)
Vnp.(1 p.)
COn IZI < xa thi chap nh4n H.,
trong do xa tra o bang gia tri cita ham phan ph6i chudn N(0 ; 1) sao cho
D(xa) = 1 1.
154
Vi du 6.3. Gieo 300 hat dAu tuong. Kel qua l 2 61 hat nay main.
Ngued ta not rang : tS, le nay mdm cita dAu wow IA 0,90. Dieu nhAn dinh
do cc-) dung khong ? Tai sao ? Cho mire kidm dinh a =
Gidi :
Ta xem viec gieo 300 hat dAu nhu tien hanh 300 pile') thin
Bernoulli. Goi p IA xac suAt nay mdm caa m6i hat dAu tuong. Ta kidm
dinh gia thiet Ho : p = 0,9 v6i K : p 0,90.
Ta thAy a = 0,05 nen C(xa) = 1 13 2("
-- = 0,975. Tra bang chuAn tim
duqc xa = 1,96.
Bay gi6 tinh IZI = ,
I X npo I 1 2 61 300 x 0, 9 1 , 1,73
\inp
o (1 p.)
V300 x 0,9 x 0,1
Ta nhAn thAy IZI = 1,73 < x = 1,96. VAy ta phai chAp nhAn gia thidt ;
nghia IA tY' le nay mam cua dAu tuong l 0,90.
X
* Tieu chuan mot phia. Neu tan suAt
1 -T > po. Ta di den kidm dinh gia
thi6t Ho : p = po v6i K : p > po mtic a.
Gidi : .
Tieu chuAn nay dirge phat bidu nhu sau :
Gia thiet Ho bi bac b6 6 mile a neu
Z = ,
X npo
>
(6.2 )
.VIIPo (1 Po)
Con Z < xa ; chAp nhAn gia thiet H
o ; trong do xa
tra o bang gia tri
ham phan ph6i chuAn N(0 ; 1) sao cho (I)(x
a) = 1 a.
Neu tan suAt
X
< po
thi ta di den kidm dinh gia thiet :
Ho : p = po v6i K : p < po 6 mire a.
Tuong to nhu truong hop d6i thiet don K : p > p
o. Ta cling tim &Lux
tieu chuan dd kidm dinh gia thiet Ho : p = po vOi K : p < po nhu sau :
155
Gia thi6t H. bi bac boo in& a n6u
Z= np. X
Vnpo(1 po)
> xa (6.3)
n6u Z < xa thi chgp nhdn gia thi6t H., trong d6 xa tra 6 bang phan phOi
chuan N(0 ; 1) sao cho D(xa) = 1 a.
Vi du 6.4. Ngu6i. ta cho bi6t ty le ph6 phdm trong mot 16 hang 0,02 .
Ta kiem tra ngau nhien 480 san phdm thay c6 12 ph6 phdm. Xet xem tS,
le ph6 pham da cOng b6 c6 thing khong ? Tai sao ? Cho intic kiem dinh
a = 0,05.
Gidi : Ta nhan thgy n = 480 ; X = 12 .
X12

= = 0
'
02 5 > 0,02
n 480
Vay ta di d6n bai toan kiem dinh gia thi6t
Ho : p = 0,02 voi K : p > 0,02 mut a = 0,05.
Tit-1h Z = X np
o 12 480 x 0, 02
=
0,784 ,

Vnpo(1 po) J480 x 0, 02 x 0,98

(1)(xa) = 1 a = 1 0,05 = 0,95, tra bang phan ph6i chart ta tim
duoc xa = 1,65. Ta nhan thgy Z = 0,784 < xa. Vay ta phai chgp nhan gia
thief Ho, nghia la t5, le ph6 pliant trong 16 hang la 0,02 .
Bai toan kiem dinh ve xac suat p trong phan ph6i nhi thdc thu6ng sir
dung tot trong viec giai nhieu bai toan co lien quan d6n day phep thir
Bernoulli. VI du : Xac dinh t5, le ph6 phdm trong mot nha may san xuat
hang hoa ; tS7 le con trai tren hanh tinh cita chung ta ; t57 le hoc sinh do
khi n thi sinh tham du thi ; ty le khoi benh cita cac benh nhan khi du'oc
diet' tri theo phuong phap cai tin nao d6 v.v...
6.2.2. So sanh hai xac suat trong phan ph6i nhi thitt
Tieu chudn nay chit y6u ap dung giai cac bai toan so sanh tS, le xugt
hien dac tinh A ciia cac ca the trong 2 dam dOng khac nhau.
Bai toan : Xet hai day phep thif Bernoulli. Day I g6m n phep thin, X
s6 Ian xugt hien bi6n c6 A trong day I, pi = P(A) la xac suat de A xugt
156
hien trong m6i phep thin cua day I. Day II gom m phep this ; Y la s6 Fan
xuat hien bi'en co A trong day II, p2 = P(A) la xac suat de A xua't hien
trong moi phep thir ciia day II. Hay so sanh hai xac suat pi , p2 6 mix a.
Ta data ve kiem dinh gia thiet
Ho : pi = p2 vai K : pi p2 11111C CC.
Gidi : NgirOi ta
minh dir6c rang : ton tai tieu chua'n de kiem
dinh . gia thiet Ho : pi = P2 voi K : pi p2 6 mile a. Tieu chudn nay (kw
phat bieu nhu sau :
Gia thiet Ho bi bac b6 6 mut
IZI =
a neu
X Y
n m
> xa (6.4)
n m)
7 1
+
1 \ l X+Y \4
1
n + m )
X+Y)
n + m )
Con ne-u IZI < xa thi chap nhan gia thiet Ho, trong do xa tra 6 bang
phan ph6i chua'n N(0 ; 1) sao cho cl)(xa) = 1 .
2
Vi du 6.5. CO hai phirung phap gieo hat : theo phirang phap A gieo
100 hat thay co 80 hat nay mam, theo phuang phap B gieo 12 5 hat tidy
co 90 hat nay marn. Hay so sanh hi'eu qua cua hai phirang phap 6 nulc
a = 0,05.
Gidi
: Ta thay 6 day n = 100, X = 80, m = 12 5, Y = 90, a = 0,05,
((xa
) = 1 2 = 0,975. Tra bang gia tri cim ham phan ph6i chua'n
N(0 ; 1) ta tim dir6c xa = 1,96.
Tinh gia tri cua IZI trong (6.4) ta c :
80 90
100 12 5
IZI =
= 1,387
1 1 80 + 90 80 + 90
\i
r
100 12 5 100 + 12 5
100 + 12 5
Ta nhan thay IZI = 1,387 < x
a = 1,96. \Tay chap nhan gia thi6t H
o,
nghia la hieu qua cua hai phuang phap la ttrong duong.
157
> a
1 yx+ y)(1 x+Y)
n m ti+n1) n+m
Z
X Y
n m
(6.5)
Tieu chudn mot phia :
+ N6u X > Y thi dua v6 bai toan kidm dinh gia thi6t :
n m
Ho : Pt = P2 ved K Pi >
P2 mut a.
Gidi :
Day la gia thi6t don va d6i thi6t don. Nguai ta cluing minh
duoc rang ton tai lieu chudn dd kidm dinh gia thi6t H. : pi = p2 v6i K :
Pi > p2 va lieu chudn nay duoc ph& bidu cluoi dang :
Gia thi6t H. bi bac bei mdc a n6u :
Con n6u Z < xa
thi chap nhan gia thi6t H. ; trong do xa tra bang gia
tri cila ham phan ph6i chudn N(0 ; 1) sao cho (1)(x
a) = 1 a.
+ N6u X < Y
thi dua ve bai toan kidm dinh gia thi6t :
n m
H. : pi = p2 v6i K : Pi < p2 a mut a.
Tuang tax nhu phan tren, nguai ta cling chi ra duoc rang ton tai tieu
chudn dd ki6m dinh gia thi6t H. : p
i = p2 vizi K : pi < 1)2 va tieu chudn
nay duoc phat bi6u duai dang :
Gia thi6t H. bi bac bet a mut a n6u :

Y X
m

> xa (6.6)


(
1 + 1 )(X+Y)(1 X+Y)
n m)) n+mA n+m)

Con n6u Z < xa thi chap nhan gia thi6t H., trong do xa tra c bang gia
tri cua ham phan ph6i chudn N(0 ; 1) sao cho c13(xa) = 1 a.
Vi du 6.6.
D danh gia chat luong san phdm do hai nha may san xuat
ra, nguai ta kidm tra ngau nhien 100 san phdm tit nha may I thay c 2 0
158
ph6 phdm va 150 san phdm tit nha may II thdy c6 15 ph6 phdm. Hay so
sanh chdt luqng san phdm cita hai nha may a mtic a = 5%.
X 2 0 Y
Gidi :
n 100
= = 0
'
2
Y
m 150
=
5
= 0,1.
X
Ta thgy
n
> 17- 1 . Ta di d6n
bai toan kidm dinh gia thi6t Ho : pi =132 vOi K : pi > P2 or mut a = 5%. VI
a day a = 0,05 nen (13(xa) = 1 a = 0,95.
Tra trong bang gid tri cita ham phan ph6i chudn N(0 ; 1) ta tim duqc
xa = 1,65.
Tinh Z :
X Y
Z =

n m
L
1 1 X+Y X+Y
7-n)(n+mk' n+m)
0,2 0,1
1
'1111
00
1 )

2 0
150(100
+ 15
)(
2 0 + 15 )
+ 150 L 100 + 150
Z = , 2 ,2 32 .
VO, 002 0
Ta nhdn thgy Z = 2 ,2 32 > xa = 1,65. Vdy gia thi6t Ho bi bdc 136,
nghia la tSi le ph6 phdm & nha may I cao han ty le ph6 phdm a nha may II.
6.2 .3. Kik dinh vg trong binh
Gia sir (X1 , X2 ,..., Xn ) la matt ngdu nhien dOc ldp tir phan ph6i chudn
N(a, 0.2 ),
Kim dinh gia thi6t Ho : a = ao v6i K : a ao a mtic a.
Gidi :
Nguai ta chtIng minh duqc rang : ton tai tieu chudn de kidm
dinh gia thi6t Ho : a= ao vOi K : a ao a milt a.
Tieu chudn nay duqc phat bidu &add ttang sau :
Twang hop a da bi6t :
Gia thi6t Ho bi bdc 1)6 mtit a n6u :
2 1=
IXa
0
I
> xa (6.7)
a
0,1
159
Neu IZI < xa
thi chap nhan gia thidt H. ; trong do xa tra 6 bang gia tri
dm ham phan ph6i chuan N(0 ; 1) sao cho c(xa) = 1
a
2
TruOng hop a chua bidt :
Gra thidt H. bi bac 66 6 mitt a ndu :
I X - a. I -fit
> ta
(6.8)
1Z1=
S:(X)
Ndu IZI < ta thi crap nhan gia thidt H.,
n
*

trong do Sn
2
(X) = n 1 L.., (Xi X)
2
con ta thi tra bang nhu sau :
i=1
+ Ndu n > 30 thi ta
trao bang gia tri ham phan ph6i chuan N(0 ; 1)
sao cho L(ta) = 1 1.
+ Ndu n 5 30 thi ta
tra o bang phan ph6i Student voi n 1 bac tit do
va mitt y nghia a (bang gia tri tieu chuan hai phia).
VI du 6.7. Gia sir (X1 , X2 ,..., Xn
) la mdu ngau nhien dOc lap tir
phan ph6i chuan N(a ; 4) va X = 15, n = 100. Hay kidm dinh gia thidt
Ho : a= 16,5 v6i K : a# 16,5 6 mdc a = 5%.
Gidi day ta bidt a = 2 , a = 0,05, n = 100, R = 15, theo cong thCrc
(6.7) ta c :
I 5C a I Nfr- 1 115 16,5 I V100
IZI =
0
= 7,5
2
Tra bang phan ph6i chuan t(xa
) = 1 2 = 0,975 ta tim &roc
xa = 1,96. Ta nhan thay IZI = 7,5 > xa
= 1,96. Vay ta bac b6 gia thidt H.,
nghia la trung binh a # 16,5.
Vi du 6.8. Sau mot dot huan luyen, ngtroi ta kidm tra ngau nhien 15
hoc sinh v6i lc& qua didm cho o bang sau :
X: 2 3 7 6 9 7 6 6 1 2 7 8 6 5 6
160
Gia sir X tuan theo phan ph6i chuan dang N(a ; a2 ).
Hay kidm dinh gia thiet Ho
: a = 6 voi K : a # 6 6 milt a = 0,05.
Gidi
: O day a chua biet va n = 15 < 30, ta phai Ai) dung cOng thirc (6.8).
Tra trong bang gia tri tieu chudn Student ta tim dirge t(5% ; 14) = 2 ,14.
TInh trung binh matt :
2 +3+7+6+9+7+6+6+1+2 +7+8+6+5+6
=
=
15
81=5,4
15
Phuong sai matt :
1
S2(X)
= 14
[2 (2 5,4)2 + (3 5,4)2 + 3(7 5,4)2 + 5(6 5,4)2 +
+ (9 5,4)2 + (5 5,4)2 + (1 5,4)2 + (8 5,4)2 ]
77, 2
= 5'5 14
Ta suy ra Sn (X) = 5, 5 = 2 ,35
(5, 4 6)../13
IZI = 0,987
2 ,35
Ta thSy IZI = 0,987 < ta
= 2 ,14. Vay ta phai chSp nhan gia thiet H
o,
nghia la trung binh a = 6.
* Tieu chuan mot phla
Neu X > a0
thi ta dua den bai toan kidm dinh gia thiet :
H : a = ao vai K : a > ao 6 mtic a.
Ngtroi ta chting minh duot rang ton tai tieu chudn de kiern dinh gia
thiet Ho : a = a0 v6i K : a > ao.
Tieu chuan nay dtroc phat bie'u du6i dang :
Truong hop a da biet :
Gia thiet Ho bi bac boo mirc a neu :
ad-Jr Z = (X a
> xa,
(6.9)
a
trong dO xa
tra o bang phan ph6i chudn N(0 ; 1) sao cho c(x
a) = 1 a.
Neu Z < xa thi chgp nhan Ho.
161
11 GTXS&TKE
Trugng hop 6 chua bier :
Gia thiet H. bi bac b6 mdc a n6u :
(X a
Z =
* ) ri-
> ta
Sn (X)
N6u Z < ta thi chap nhan gia thiet H. ;
(6.10)
*2
1
L oc
,
i - R tr o ng do Sn (X) = )2 , ta tra nhu sau :
- n 1
+ Neu n > 30 thi ta
tra & bang gia tri ham phan ph6i chuan sao cho
c(ta) = 1 a
+ N6u n < 30 thi ta
tra & bang gia tri tidu chuan Student (bang tidu
chuan 1 phia) vgi n 1 bac to do va auk SInghia a.
N6u X < a ta di d6n bai toan kidm dinh gia thiet :
H : a = a. vgi K : a < a. 6 mile a.
Cling tuong ter nhu trugng hop tren, ngirgi ta cling chirng minh dugc
rang : ton tai tidu chudn dd kidm dinh gia thi6t H. a = a. vgi K : a < a

va tieu chudn kidm dinh dugc phat bidu dui dang :
Trugng hop a da bi6t :
Gia thiet H. bi bac b6 & mdc a n'eu :
(a R),/171
Z = > xa
(6.11)
COn n61 Z < xa thi chap nhan gia thiet H..
xa tra & bang phan phi chuan N(0 ; 1) sao cho c(x
a) = 1 a.
Trugng hop a chua biet :
Gia thiet H. bi bac 136 6 mix a neu :
Z (a. X)j -i
s: (x)
> t
a
(6.12 )
162
Con n6u Z < ta
thi chap nhan gia thi6t Ho ;
trong do ta tra nhu sau :
+ N6u n > 30 thi t
a
tra & bang phan ph6i chudn sao cho (13(ta) = 1 a.
+ N6u n < 30 thi ta
tra & bang gia tri tieu chudn Student (bang tieu
chudn mot phia) vari n 1 bac to do va more y nghia a.
Vi du 6.9. ad kiern tra chat luong san phdm cua mot nha may, nguai
ta kidm tra ngdu nhien 2 0 san phdm. Kich thuot cua cac san phdm la :
Kich thuac san phdm
:
34,8 34,9 35 35,1 35,3
Tan s xuat hien ni
2 3 4 5 6
Hay kidm dinh gia thi6t :
Ho : a = 35 voi K : a > 35 er mtic a = 0,05.
Gia sir cac quan sat nay dOc lap va cc!, phan ph6i chudn N(a ; a
2 ).
Gidi :
6
day a = 0,05, n = 2 0, a chua bi6t, ta ap dung cong thilt (6.10). Tra
bang phan ph6i Student ta tim ducc t(5%, 19) = 1,73 (tieu chudn mot pi
- 11a).
Tinh':
2 x 34,8 + 3 x 34, 9 + 4 x 35 + 6 x 35,1 + 5 x 35,3
2 0
= 35,07
sn
2
= -N [2 (34,8 35,07)2 + 3(34,9 35,07)2 + 4(35 35,07)2 +
+ 6(35,1 35,07)2 + 5(35,3 35,07)2 ]= 0,02 7
S: = VO, 02 7r.4, - 0,16
ao)j (35, 07 35),56
Z =
1,96
S:
0,16
Ta thay Z = 1,96 > ta = 1,73. Vay gia thi6t Ho bi bac 136 a milt a ;
nghia la a > 35.
6.2.4. So sanh trung binh cua hai mau On rap
Ta can nghien ciru mat tinh trang X dm cac ca th6 trong hai dam
dOng. Ta chon mau (X1 , X2 ,..., Xn ) tir dam dOng I va mot mau (Y1 , Y2 ,...,
163
Yn
) tit darn (long II. Gia sir hai mau nay dOc lap va c phan ph6i chuan
Bang tong quat tuong ting N(a
l , a?) va N(a
2 , nghia EX =
a , EY =
a2 , DX = izq , DY = csi .
Kidm dinh gia thidt H. : a
l = a2 voi K : a l # a2 o mirc a.
Gidi
Ngu6i ta chi:mg minh duqc rang : ton tai tieu chuan dd kidm dinh gia
thidt H. : a l = a2 vai K : a l # a2
va tieu chuan nay du6c phat bidu du ii
Bang sau :
Tru6ng hcfp phuung sai DX, DY da cho truac :
Gia thidt H. bi bac b6 o mirc a ne/u :
IX I
\i
IZI = >
(6.13)
" 1_ + '2
n m
Con ndu IZI < xa
thi chap nhan gia thief H., trong do x
a tra o bang
phan phoi chuan sao cho '1 (xa) = 1
2
Tru6ng hyp DX, DY chua bidt ta phai gia thi6t DX = DY :
Gia thidt HO
bi bac bo 6 mirc a ne'u :
IX YI
IZI =
> ta
(6.14)
Si +
n m
Con ndu IZI < ta thi chap nhan gia thidt H. ;

trong do S2 =
1

n + m 2

(Xi - R) 2 E (Y1
i = I i =1


ta tra nhu sau :
+ Ndu n + m > 60 thi ta
tra 6 bang phan ph6i chuan sao cho c1 (ta) = 1 13c .
+ Neu n + m < 60 thi ta
tra 0 bang phan phoi Student v6i n + m 2
bac to do va nnic a (bang tieu chuan hai pi-11a).
164
Vi du 6.10. Gia sir (X1 , X2
,..., ;) 1a mai ng5u nhien dQc lap tir phan
ph6i chudn N(a i , a) vA (Y1 , Y2 ,..., Ym) la mdu ngau nhien dQc lap dr
phan phoi chuan N(a2
, cd ), X va Y la dQc lap. Bidt rang X = 130, Y =
140, DX = 80, DY = 100, n = 40, m = 50. So sanh hai 1(5/ vong EX va EY
miic a = 0,01.
Gicii : Ta di ddn viec kidm dinh gia thiet Ho : a l = a2 voi K : a l # a2 vi
n + m = 40 + 50 = 90 > 60, nen ta tra o bang phan ph6i chudn sao cho
(I)(ta) = 1 - 2 = 0,995 ta nhan ducic ta = 2 ,58.
Tinh gia tri IZI :
IX-Y! I 130 - 140 I
= 5
DX DY \I80 100
n 50
+ m
40 +
Ta thaly IZI = 5 > ta = 2 ,58. \fay bac bo gia thidt Ho : a l = a2 K:
a l # a2 ; nghia la trung binh a l , a2 la khac nhau.
B6 sung : Tieu chuan 1 phia (trang 249)
Vi du 6.11. De danh gia chit lacing san phdm cUa hai nha may, ngued
ta kidm tra ng5u nhien 7 san ph5m caa nha may I va 6 san phdm cira nha
may II. Ke't qua &rot cho et bang sau day :
X

15,7 10,3 12 ,6 14,5 12 ,6 13,8 11,9

Y

12 ,3 13,7 10,4 11,4 14,9 12 ,6

Gia sir X, Y ddu c phan ph6i chudn clang N(ai,
0.2 ),
N(a2 , a2 ) ) nghia
IA EX = a l , EY = a2 , DX = DY = cy2 .
Hay so sanh hai trung binh cua hai m'au o mdc a = 0,1.
Gidi : VI n + m = 7 + 6 = 13 < 60. Dd tip dung tieu chudn (6.14), ta
lan Wert tInh cac clai luting :
X = 13,06, Y = 12 ,55
S
2
= -
1
1
1
[(15,7 - 13,06)2 + (10,3 - 13,06)2 + 2 (12 ,6 - 13,06)2 + (14,5 - 13,06)2
+ (13,8 - 13,06)2 + (11,9 - 13,06)2 + (12 ,3 - 12 ,55)2 + (13,7 - 12 ,55)2
+ (10,4 - 12 ,55)2 + (11,4 - 12 ,55)2 + (14,9 - 12 ,55)2 + (12 ,6 - 12 ,55)2 ]
S
2
= 2 ,89.
IZI =
165
Tinh IZI :
I 1 13,06 12 ,55 1
IZI

0,54
s 11n m
. \1
2 , 89 ( 1 +6 )
tra bang gia tri tieu chuan Student ta c t(0,1 ; 11) = 1,796. Ta nhan thAy
IZI = 0,54 < ta = 1,796.
Vay chAp nhan gia thi6t Ho, nghia la kich thu6c trung binh cila 2 mau
l nhu nhau.
Chu S) : Khi nhan cluot cac k6t qua till nghiem IA hai mau ngdu nhien
clOc lap (X1 , Xn) va (Y1 , Y2 ,..., Ym) to phan ph6i chuan, nhung chua
bi6t gl ve phuong sai DX, DY, de so sanh cluqc su bang nhau cua hai
trung binh EX, EY bang tieu chuan (6.14) ta phai xet xem hai phucmg sai
DX, DY c6 bang nhau hay khOng. Mu6n vay ta phai giai bAi town kiem
dinh gia thi6t Ho : DX = DY v6i K : DX # DY 6 mitc a.
Gidi : Gia thi6t Ho bi bac b6 a mirc a n6u :
Z = S:2 (X)
*in
> , n 1, m 1 (6.15) )
'bang 2
S(Y)
( a
trong do bang 2 n 1, m 1) tra 6 bang phan ph6i F v6i n 1, m 1
bac to do va mix a.
VI du 6.12. De danh gia chAt luong thtic an cho gia stic, ngu6i ta
kiem tra ngau nhien 10 con lqn durot an fink an loai A va 12 con duqc an
thac an loai B. S6 lieu do duqc sir tang trong tinh ra kg voi th6i gian 1
thang cho 6 bang du6i day :
Thdc an loai A :
Xi 3,4 3,5 3,7 3,9
n. 2 3 4 1
Thtic an loai B :
Yi 3,2 3,4 3,6
mi 2 2 8
. Gia sit cac quan sat Xi,Yi d6c lap va c6 phan phoi chuan v6i EX = a
1 ,
EY = a2 va pinging sai DX, DY chua bi6t. Hay so sanh hai trung binh EX,
EY 6 mire a = 0,02 .
166
Gidi :
Tux& hdt ta kidm dinh gia thidt H. : DX = DY voi K : DX # DY
T1nh X = 3,6, Y = 3,5 va phtrong sai mkt S:2 (X) = 0,02 67,
S*2 (X) 0 02 67
S*m2 (Y) = 0,02 55. Tir do suy ra Z = n = ' = 1,05. Tra bang phan
S*2 (y) 0, 02 55
phol F ta tim &roc fbang(0,01, 9, 11) = 4,63. Ta thay Z = 1,05 < fbang = 4,63.
Vay chap nhan gia thidt H., nghia la DX = DY.
Bay gief ta tfer ve bai toan so sanh hai trung binh. Truck hdt ta tInh :
IZI
15ZYI \Inm(n + m 2 )
S 11 + 1 J(n 1)S:2 (X) + (m 1)S*m2 (Y)
n + m
Nn m
3, 6 3, 5 V10 x 12 (10 + 12 2 )
1,45
Vf9 x 0, 02 67 + 1 1 x 0, 02 55
10 + 12
Tra bang gia tri fiat' chuan phan ph& Student ta tim &roc
t(0,02 ; 2 0) = 2 ,53.
Ta nhan thay IZI = 1,45 < ta = 2 ,53
Vay chap nhan gia thidt H., nghia la chat Wong cua hai loci fink an
do la arcing throng.
6.2.5. So sanh hai trung binh d m 2 mau phu thu6c tit phan ph6i chud n
Gia sir (X1 , X2 ,..., X0) va (Y1 , Y2 ,..., Ym) la hai mau ngau nhien tit
phan ph6i chuan. X, Y la phu thu0c. Hay so sanh hai trung binh EX va
EY mire oc.
De giai quydt van dd nay ta dua Mit bai toan kidm dinh gia thidt H. :
EX = EY v6i. K : EX # EY Ci nnic a,.
Dd giai bai man nay ta tidn hanh theo cac buot sau day :
Tinh cac di = Xi Yi, i = 1, n .
(
n
,- n n
=
n
di va Sd
2 n 1
=
E (d. d)2 =
.
i=1 i=t
1

(E di )2
E 4 i=l
n
\i=1
n 1


167
Ket luan
Gia thiet Hn bi bac bo ff mac a neu :
d-11- 1
IZl = > to
od
(6.16)
COn neu IZI < to thi chgp nhan gia thiet Ho, trong do to tra o bang phan
phoi Student voi n 1 bac ter do va milc a (bang tieu chuan hai pi-11a).
Vi du 6.13. Cho rnau quan sat d6i vdi cap bier' ngau nhien X, Y nhu sau :
X 2 4 7 2 5 6 7 6
Y 8 4 10 5 8 8 9 9
Hay so sanh hai trung binh cila 2 mau o ram a = 0,05.
Gidi :
n = 8, di = 2 8 = 6, d2 = 4 4 = 0, d3 = 7 10 = 3,
d4 = 2 5 = 3, d5 = 5 8 = 3, d6 = 6 8 = 2 , d7 = 7 9 = 2
d8 = 6 9 = 3, d = 6 + 0 3 3 3 2 2 3 = 2 2
=i
2
d = 2 = 2 ,75
8
=36+9 +9 +9 +4 +4+9 =80
1=1
(
(2 2 )
2 I
S2d =
7 80

8
= 2 ,7857 ; Sd = 1,669.
I dVn I 2 , 75 x
Vay IZI = 4,66.
Sd 1, 669
Tra bang gia tri tieu chuan Student to tim duoc t(5% ; 7) = 2 ,36. Ta
dig)/ IZI = 4,66 > to = 2 ,36. Vay bac bo gia thiet Ho, nghia la trung binh
EX va EY la khac nhau.
Tieu chuan nay c the dp dung de giai cac loai bai toan, vi du : can
danh gia hieu qua dia 1 phucmg phap tac dOng den cac ca the ciia mot
168
darn dOng, hoac tic dOng cua 1 loai thirc an gia sac..., ma X
i , i = 1, n , IA
ket qua do Ian thcr nhit khi chua chiu tic dOng cUa phtrong pita') do, hoac
chug cho an loai thtic an do vA Yi, i = 1, n lit ket qua till nghiem (kiem
tra) ch1nh cac ca the nay trong dam dOng sau khi chiu tic dOng cira
phuong phap d6... Ngoai ra no con c the dp dung cho bai toan so sanh
hai dac tfith nao dO caa 1 ca the trong dam dOng. VI du : nang lac hoc
toan X va nang, ltrc hoc vat ly Y cira hoc sinh 6 kh6i nao do.
6.2 .6. Tiou chugn X2 (khi binh phu'dng) kigm dinh vg phan ph6i
Gia sir dai luong ngAu nhien X nhan gia tri trong khOng gian S nao
do. Ta chia kh6ng gian S thanh q phan roi nhau, khong nhit thiet phai
bang nhau Si , S2 , ..., Sq (Si S2 Sq = S).
Gia sir (X1 , Xn ) IA mAu quan sat d6i v6i dai lacing ngAu nhien X.
Goi nk s6 cac gia tri mdu Xi
cha bien nedu nhien X roi vao 1)0 phan
Sk. Ta c n1 + n2 + + nk = n.
VA pk IA )(de suit de mot gia tri x cira X roi vao bO phan S
k (nghia to
Pk = : X E Ski).
Hay kiem dinh gia thiet :
Ho : Pi = Pi, P2 = 1)(1
K : pi # p(i), p2 p2 , pq #pq
6 mire cc, trong do cac 1)1' CO the l cac con s6, hoac c the l cac phan
phOi da cho, chang han nhu phan phOi chuan, phan ph6i nhi auk, phAn
ph6i Poisson v.v.
Tru6ng hop cac 131' , i = 1, q IA nhiing con s6. Ngu'ed to cluing minh
&roc rang : ton tai lieu chuan de kidm dinh gia thiet H
o.
Tieu chuan &rot phat bidu (lath clang :
Gia thidt Ho bi bac b6 a mac a neu :
q 2
Z = (nk nPok n + E nk
k=1 nI4
k=1 nPk
> Ca (6.17)
169
Con ndu Z < Ca thi chap nhan gia thidt H..
Ca l hang s6 tra 6 bang phan ph6i x2 v6i q 1 bac to do va mtic 57
nghia a.
Tru6ng hop cac p(i) , IA nhimg phan ph6i da ch.o va gia sir pk = 1)1) ,(0),
0 = (01 , ..., Or).
Trong tru6ng hop nay ta phai ti6n hanh cac bu6c sau :
+ Tim u6c luting cita tham so 0 (co thd dung phuung phap hop ly
cue dai).
+ Tinh tick Wong cita p`k) (0) : pk = 17.' 1) ,(6).
+ Kdt luan :
Gia thidt H. bi bac b6 or mire a n6u :
Ao 2 2
Z = q
E (nk nPk ) nk
= n + > Ca (6.18)
k=1
fif4
Con nd'u Z < do, thi chap nha. 'n gia thidt H:=. 1 ni5Z
Ca tra or bang phan ph6i x2 vol q 1 r bac to do \TA mire a.
Vi du 6.14. Gieo mOt con xtic xac 6000 lan. S6 lan xuat hien cac mat
c s6 chain bang 1, 2 , 3, 4, 5, 6 arcing ling l :
S6 cha'm 1 2 3 4 5 6
n.
1045 942 1016 1064 988 945
CO thd coi con xlic xac 46 la xiic xac that khOng ? Nghia l xac suat
dd m6i mat xuat hien bang . Cho a = 5%,
Gidi : Dd giai bai toan nay ta di d'dn kidm dinh gia thi& :
1 1 1 1 1 1
110 Pi = P2 = 9 P3 P4 = , P5 = 6 P6 =
K : pi # 6, i = i, 6 .
Theo gia thidt n = 6000, n1 = 1045, n2 = 942 , n3 = 1016, n4 = 1064,
n5 = 988, n6 = 945.
170
Tinh gia tri cua Z :
(1045 - 6000 x 12
6 (942 -1000)2 (1016 -1000)2
Z=
6000 x -
1 1000 1000
6
(1064 - 1000)2 (988 - 1000)2 (945 - 1000)2
12 ,91
1000 1000 1000
'7,-

Tra bang phan phoi khi binh phuong ta tim duoc C(5% ; 5) = 11,07.
Ta tha'y Z = 12 ,91 > Ca = 11,07. Vay gia thi& Ho bi bac b6, nghia la con
xtic xac do la xuc xac gia.
VI du 6.15. Ngtr6i ta dieu tra ngdu nhien 1600 gia dinh c6 4 con. K6t
qua cho 6 bang sau day :
S6 con trai trong mot gia dinh 0 1 2 3 4
111 367 576 42 8 118
S6 gia dinh
Hay kie'm dinh su dung clan cUa tap hop hai gia thiel sau day 6( a = 0,05 :
Ho : "Mc suk de mot tre em la con trai bang 1/2 ".
HO : "Giesi di-
1h cac tre em trong cang 1 gia dinh c6 tinh dOc lap".
N6u ta guy& dinh loai 136 tap hop hai gia thi& tren thi hay kidm dinh
su cluing dan cua gia thi& Ho & muc a = 0,05.
Gidi
a)
Ta hay kidm dinh su dUng dan cua hai gia thiel Ho va Ho .
Goi pi
, i = 0, 1, 2 , 3, 4, la xac suk de mot gia dinh 4 con 66 i con trai.
Theo c6ng thlic xac suk nhi thirc va gia thi& Ho , Ho ta c6 :

Pi =

1 1
\ 4-i
1 .
j 1 - = C4
i
, 1 = 0, 1, 2 , 3, 4.
2
Vay gia thi& Ho va Ho
Wong duong voi gia thi& Ho :

1 1 3 1 1
H P = - P2 := 71- P4 = 16
171
Ap dung fiat chudn (6.17) ta c6 :
Z = (111 - 100)2 (367 - 400)2 (576 - 600)2 (42 8 - 400)2
100 400 600 400
(118 - 100)2
10,09.
100
Tra bang phan ph6i khi binh phi/mg ta tim dugc C(5% ; 4) = 9,49. Ta
nhan thiy Z = 10,09 > C
2 = 9,49. Vay bac b6 gia thia H., nghia la tap
hgp 2 gia thiet Ho va Ho bi bac b6.
b)
Bay gig ta ki.dm dinh su thing clan cua gia thidt H
fl . Truck ha ta
gia sir xac suit sinh con trai la 0, 0 < 0 < 1. Dui gia thin H
o thi xac
suit old trong gia dinh 4 con c6 i con trai bang p
i = C40 (1 - 0)4-i , i = 0,
1, 2 , 3, 4.
Ta kidm dinh gia thia Ho :
pi = Ci 4 0i (1- 0)4-i i = 0, 1, 2 , 3, 4.
- Ta tr6c luting 0 bang cach sau : (phirang phap hgp tS cut dai)
x 367 + 2 x 576 + 3 x 42 8 + 4 x 118
-051 ,
6400
Thay gia tri 0 = 0,51 dd tinh cac Pi :
15 i = C14 (0, 51)i (0, 49)4-i , i = 0, 1, 2 , 3, 4. Ta c6 :
Po
= 0,057 ; F
l
= 0,2 3 ; P2 = 0,37 ; 153 = 0,2 6 ; P4 = 0,07.
Tinh gia tri cira Z :
Z =
(n i - 402 (111 - 96)2 (367 - 384)2 (576 - 592 )2
i=o np
- i 96 - 384 592
(42 8 - 416)2 (118 - 112 )2
= 4,18.
416 112
Tra bang phan ph6i khi bInh phu6ng ta tim duqc
C(5% ; 3) = 7,81.
Ta thiy Z = 4,18 < C2 = 7,81. Vay chip nhan gia thidt
172
Tom Lai : Xac sufit sinh con trai la 0,51 va gioi tinh cua cdc tre em
trong 1 gia dinh co tinh dOc lap.
6.2 .7. Tieu chub x2 (khi binh phtking) ki4th dinh tinh d'c lap va tinh thugn nhit
a) Kiem dinh tinh clot lap.
Ta xet n phep thir d6c lap, trong m6i phep
thu c6 mot va chi mot trong cdc Wen c6 A1, A2 , ..., A
r va mot trong cdc
bien co Bi , B2 , ..., By xay ra.
Dat P(Ai , Bi) = pii ; i = 1, r ; j = 1, v
Ta c6 the vier day xac silk nay dtroi dang bang sau :
Bit B2 ... By
T6ng
Al
A2

Ar
P11
P2 1
...
Prt
P12
P2 2
...
Pr2

-.
...

Pi v
P2 v
...
Pry
Pi.
P2 .
...
Pr.,
T6ng
P.1 13.1
...
P.v
1
Ta c P(A) = E pi; p(3i
) E . De xet tinh d0c lap cita A va B
i=t
to di den bai town
Kiem dinh gia thiet .
Ho : P(Ai Bp = P(A)P(Bi)
K : P(A1 l3i) # P(A)13(Bi)
3 ) B 1
B2 -
By T6ng
A l
X11
X1 2 -
Xlv Xi.
A2
X2 1 X2 2

X2 v X2 .
... ...
Ar Xrl Xr2
Xry
Xr.
T6ng
X.1 X.2
X.v
n
i =
j v
Goi Xii
la s6 Mn xuat hien bien c6 tich AiBi trong n phep thir.
Ta c6 bang quan sat sau
173
Ngu6i ta chting minh duqc rang : ton tai tieu chudn d6 ki6m dinh gia
thi6t H. : P(Ai Bi) = P(Ai)P(Bi) vad
K : P(AiBi) # P(Ai)P(Bj)
Tieu chudn ducic phat bi6u duai dang :
Gia thi6t H. bi bac b6 6 mtic a n6u :
x. x
r v X
ij
l'
n
Z =nxIE` > Caqr 1)(v 1)) (6.19)
i=1 j=1
n6u Z < Ca thl ch'ip nhan gia thi6t H..
Ca tra 6 bang phan ph6i x2 v6i (r 1)(v 1) bac tkr do va
nghia a.
Chu y : Tieu chudn nay ap dung tot trong tru6ng hqp mkt lon.
Xi.X.
Dam bao di6u ki6n 5 .
n
Vi du 6.16. De nghien sir phu thuOc gicra vi6c chia hoc sinh cac
nhOm d6 day v6i tinh trang kien thirc dm hoc sinh v6 mon Th6 duc, ngubi
ta chia 30 hoc sinh thanh 3 nhom. NhOm I Om cac em co nang khi6u dac
bi6t ; nhom II Om cac em hoc kha ; nhom III Om nhang em hoc luc
trung binh. Sau mot dart hudn luy6n, nguoi ta ti6n hanh kidm tra tree 30
hoc sinh 6 3 nhOm do. K6t qua kidm tra dtrqc cho o bang sau :
Tinh trang
ki6n fink
Trung
binh
KM Gi6i T6ng
I 3 3 4 10
Nhom II 4 4 2 10
III 2 8 10
Tong 9 15 6 30
Hay ki6m dinh gia thi6t H. : "Sir phan nhom theo trinh dO hoc sinh d6
day dOc lap v6ri tinh trang ki6n thtic dm hoc sinh" 6 mix a = 0,05.
Gidi
: Tra bang phan ph6i khi binh phuong ta tim duc C(5% ; 4) = 9,49.
'Firth gia tri dia. Z.
Xi.X.i
174
3 _ (x. _ Xi.X.i j-

3 ij
Z = n x II

Xi X j
= 30 x

i = 1
j=1 -
(3 10x9)
2
+
(2
k
(3 10x15)2
30 30
+
10x9
15x10 2
10x15
6x101
2
30 ) 30 )

15 x10 6 x10
+
(4
-106)2

(4 9x10)
2
(4
k 1 30 i
+

+ +
10x 6 9 x10
+
(.2 9 x1
0
0)
2
(8
k
+
15 x 101
2
+
(0
1
6 x10)
2
3 30 I 30
9 x 1 15 x 10 6 x 10
= 7,4
_
Ta nhan thiy Z = 7,4 < C(5% ; 4) = 9,49. Vay chip nhan gia thi6t H. ;
nghia la hai dac tinh A va B l dQc lap. Dieu nay c6 nghia la viec phan
chia nhOm hoc sinh theo nh6m cling trinh d0 khOng anh huang d6n tinh
trang ki6n thcrc dm hoc sinh.
Vi du 6.17. Trong dam dong Oc sen rung c6 hai dac tinh : dac tit-1h A
ye matt dia. v6 : c6 hai bi6n clang yang (A1 ) va hong (A2 ) ; dac tinh B la
s6 vach tren v6 tit 0 vach den 5 vach. Quan sat ngdu nhien 169 con Oc
sen. K6t qua duqc cho 6 bang sau :
SO vach
Mau
0
1 2 3 4 5
\Tang 35 6 13 32 4 2 5
H6ng 14 2 12 16 0 10
Co thd chip nhan hay khong gia thi6t H. : "trong dam dong Oc sen,
mau ciia v6 va so vach tren v6 dQc lap v6i nhau". Mtitc kidm dinh a = 0,05.
Gidi :
SO Oc sen co 1 vach va 4 vach qua nh6. Dd co thd sir dung tieu
chua'n khi binh phuang dam bao dQ chinh xac theo y muOn thi so
X X.

5 . Vay trong bang s6 lieu 6 tren to phai d6n 1 so cot vac) 1 cot.
Vi du : cot 1 va 2 , cot 3 va 4 thanh 1 cot, cu thd la :
S6 vach
Mau
0 1-2 3-4 5 T6ng
\Tang 35 19 36 2 5 115
Hong 14 14 16 10 54
T6ng 49 33 52 35 169
175
Trong vi du nay r = 2 , v = 4.
Tra bang phan ph6i khi binh plurong ta tim duqc (5% ; 3) = 7,81.
gia tri cUa Z :
Z
+
= 169
(
36
35
49 x 115 \2 1
19
33 x 115 2
169 169
49 x
52 x 115
115
2 (2 5
33
35 x 115
x 115
\2 (14
49 x 54)2
169 169 169 J
( 14
52 x 115
33 x 54 2 (16
35 x 115
52 x 54 )2
)
(
10
49 x 54
35 x 54
169 169 169 )
33 x 54 52 x 54 35 x 54
Z = 2 ,13
Ta nhan thiy Z = 2 ,13 < Ca = 7,81. Vay chip nhan gia thiet Ho,
nghia la mau cua v6 con 6c seri dOc lap v6i s6 vach & tren
vo.
b) Kiern dinh tinh thtan nhch
Neu mot thi nghiem c6 the thuc hien duqc trong nhung dieu kien
khac nhau thl no xac dinh cac phep thir khac nhau : G1 , G2 , ..., G, (cac
quy luat xac suit dia cac phep thir d6 khac nhau mot cach tien quyet).
Vin de dat ra la tim xem cac xac suit dm mOthe su kien day du A
i , A2 ,
..., A r c6 nhu nhau trong v phep thir, tuc la kiem dinh gia thiet.
Ho : "xac suit pig cua bien c6 Ai trong phep thir Gj la 1 s6 pi kh6ng
phu thu6c vao j" ;
hoac ta con xet su thuan nhit cua nhieu tap con. Xet dam dOng Q cac
ca the c6 cac Wen dang A1 , A2 , r cua mot dac tinh A va mot phep phan
hoach dam dong Q thanh v dam dOng nhO Q1 , Q2 , ..., Qv. Trong cac dam
dong Q1 , Q2 , ..., Q., dirqc goi 1a thuan nhit d6i vOi dac tinh A neu viec
khao sat (lac tit-1h do khOng cho phep ta phan biet duqc cac dam dOng nh6.
Chip nhan hay bac bO su thuan nhit cua Q tirc la kiem dinh gia thiet
Ho : "Xac suit pig cua cac ca the c6 bien dang Ai cua dac tinh A trong
dam dOng Qj la mot s6 pi kh6ng phu thuc j".
176
r v (11
tj
Z= nxEE
n
i= 1 j=1
X, .X \2
j
> Ca (6.2 0)
MQt cach tong quat, ta xet hai dac tinh A va B. Chia A thanh r mac
A i , A2 , ..., Ar va B thanh v mix B1 , ..., Bv. 1(57hieu P(Ai, = i = 1, r ;
j = 1, v .
Gia thiet Hove sir thuan nhat d6i ved B la :
Ho PI 1 = P12 = =Ply
k : pii # pi2 # piv, = 1, r .
Prl =Pr2 = = Pry
Kim dinh gia thiet Ho & intic a.
Nguai ta cling tinh duY cc tieu chuan d6 kiem dinh gia thiet Ho nhu sau
: gia thiet Ho bi bac b6 a milt a neu :
COn neu Z < Ca thi chap nhan gia thiet Ho.
Ca tra o bang phan phoi x2 vOi (r 1)(v 1) bac tu do va mire a. Ta
nhan thay led giai cua bai toan ki6m dinh tinh thuan nhat giong niar led
bai toan ki6m dinh tinh dQc lap.

Xet twang hap dac biet r = v = z.
Gia thi& Ho bi bac be, a mirc a neu :
(ad bc)2
Z = n x
(a + c)(b + d)(a + b)(c + d)
> Ca (1)
--------'---'-'-'------:.3
B1
B2
T6ng
A
Al
a
b
a + b
A2
c
d
c + d
Tong a + c b + d
n
Ca(1) tra a bang phan ph6i x2 1 bac ttr do va mix a.
(6.2 1)
12 GTXS&TKE

177
Vi du 6.18. Dd nghien ciru hieu qua cita mot phuong phap di8u tri
mai, ngueri ta chia benh nhan lam hai nhom. Nh6m I china theo phuong
phap cu, con nhom II chda theo phuong phap m6i. Dung cac tieu chuan
xac dinh ta c6 thd chi-fa qua trinh phat tridn benh ra lam hai loai nang
them Ira nhe di. Ka qua theo doi &roc cho & bang sau :
Nang them Nhe di T6ng
Nhom I 2 70 2 2 0 490
Nhom II 12 0 2 10 330
T6ng 390 430 82 0
So sanh hai phuong phap dieu tri do & mdc a = 0,05.
Gidi : Tra bang phan ph6i khi binh phuong ta tun &roc C(5% ; 1) = 3,84
82 0(2 70 x 2 10 2 2 0 x 12 0)2
Minh Z =

= 2 7,76
390 x 430 x 490 x 330
Ta nhan thay Z = 2 7,7 > Ca = 3,84. Ta bac b6 gia thia Ho, nghia la
tY le khai benh dm 2 phuong phap diet' tri khac nhau. Ty le kluii benh
diet' tri theo phuong phap mai cao bon phuong phap
OM 51 : Neu mot s6 cac Xii trong bang la qua nhO, sir dung tieu chudn
X,
2
khOng chinh xac, ta thay no bang tieu chudn sau day :
B1 B2
T6ng
Al
X11 X12
X1.
A2
X2 1 X2 2
X2 .
Tong
X.1 X.2
n
Gia thiet Ho vd tinh dOc lap cila A, B (hoac tinh thuan nhal cila 2
nhOm con A1 , A2 ) bi bac 136 & mire a nal :
X,1 ! X.2 !Xi. ! X2 ! a

EP[xii =411]=L
.
~1 X11
n 1 412 1 42 1 1 42 2 2
(6.2 2 )
178
trong t6ng tren ta lgy cac gia tri E 11 nhu sau :
N6u X1 1 X12 X12 X2 1 < 0 thi lgy cac gia tri 411 < X11 .
COn n6u X11 X2 2 X
12
X
2 1
> 0 thi lgy gia tri 411 > X11 .
Con cac 4 1 2
4 2 1 , 42 2
&roc xic Binh bai cac clang thulc sau :
411 + 12 Xl., 11 4 2 1 = X.1, 411 + 12 + 42 ,1 4 2 2 = n.
Vi du 6.19. Trong mot nha may, nguoi ta Ong hai loai may
a san
xugt, trong mot khoang th6i gian da cho (chang han 1 ngm), ngtr6i ta co
cac k6t qua sau day doi v6i s6 tho lam viec tren cac may do.
Bi tai nan KhOng bi tai nan
T6ng
Loai 1 5 2 45 2 50
Loai 2 1 2 99 300
T6ng 6 544 550
Co th6 k6t luan la mit trong hai loai may It nguy hiem hon loai kia
khong ? Cho a = 0,05.
Gidi :
Ta chon gia thi6t Ho
: "Su nguy him cua hai loai may la nhu nhau"
not cach khac dam dOng nhO gom cac tho lam viec tren hai loai may do,
thuan nhgt v6i dac tinh bi tai nan.
Xet tich_Xi1 X2 2 X
12
X
2 1
= 5 x 2 99 1 x 2 45 > 0
Khi tinh t6ng cac xac suit trong (6.2 2 ) ta lgy gia tri cua 4 ?_ . 5, tIrc la
gia tri 5 hoac 6 (chi co th6 la 2 gia tri do thOi, vi tong 6 cot tful I bang 6).
6!544!2 50!300!
= 0,062 8
550!5!2 45!1!2 99!
P[X11
=
6]=
6!544!2 50!300!
= 0,0086
550!6!2 44!0!300!

\Tay
P[X11 = = 5
]P[X11 = 6]= 0,0714.
a = 0,02 5. Ta thgy P[X11 > 4
11
]= 0,0714 > 2
a
= 0,02 5.
Vay P[X11 = 5]=
179
Vay gia thi6t Ho duqc chap nhan, nghia 1a ta kh6ng th6 quy6t dinh
cam dUng loci may thir nhk hoac la nen diing loci may nao.
6.2.8. Tieu chub Wil coxon ki4rn d inh tinh thugn nhit cua hai mau d oc 1413
Tieu chuan nay ki6m dinh tinh Oman nhat cua hai mau dOc lap (X1 ,
X2 ,..., va (Y1 , Ym) voi gia thi6t X, Y dOc lap va c6 phan ph6i lien
tuc. Tieu chuan nay thu6ng dung trong nghien ctiu tam 1Sr, xa hOi hoc,
khoa hoc gido duc v.v..
Bai toan dat ra nhu sau : Gia sir X c6 ham phan phoi F1 (x) va Y c6
ham phan ph6i F2 (x) ; F1 (x) va F2 (x) la lien tuc.
Kim dinh gia thi6t : Ho : F1 (x) = F2 (x) o mitt a.
K : F1(x) # F2 (x)
Nam 1945, Wilcoxon da tim duot tieu chuan de ki6in dinh gia thi6t
tren Ho nhu sau :
a) True hop kich thitac n, m < 25
Dd ki6m dinh gia thi6t H0 voi d6i thi6t K ta tin hanh theo cac
buOc sau :
D6n hai mkt X va mau Y thanh mot matt chung va sap xep thing
theo thir tu tang dan.
Gia sir kich thix6c cua man X nhO hon kich thiroc cua mau Y, nghia la
n < m (N6u m < n thi lai thay Yi cho Xi ). Ta goi W la tong cac chi s6 thir
tu (ducic goi la hang) cua cac quan sat Xi trong mau chung.
Ta tinh &roc E(W) =
n(n + m + 1)
va
, +
DW =
nm(n m + 1)
2 12
Tim di6m tieu chuan tren Wtren va di6m tieu chuan &raj Wduoi theo
tong thlic :
Wtren =
(n + m + 1)n Wduai
trong do :
Wda,i (Q ; n ; m) tim trong bang gia tri cua ham Q vOi Q =
K6t luan :
N - 61.1 W < waroi hoac w > Wtren thi bac 136 gia thi6t Ho.
a
2
180
Nguqc lai, Wdoi < W < Wutn thi chg.'? nhan Ho.
Vi du 6.2 0. Kim tra ngau nhien 6 hoc sinh 6 lop thd nhgt va 8 hoc
sinh 616p th(r hai bang 1 bai thi toan. Ket qua cho 6 bang sau :
X 15 2 3 2 5 2 6 2 8 2 9
Y
12 14 18 2 0 2 2 2 4 2 7 30
Xet xem 16p nao dat kha hon. Cho mdc ki6m dinh a = 0,05.
Gidi :
Goi F1 (x) la ham phan ph6i cua X, F2 (x) la ham phan ph6i cita Y. Ta
ki6m dinh gia thiet :
Ho : Fi (x) = F2 (y) voi K : F1 (x) # F2 (y) mirc a = 0,05.
Ta don 2 matt vao 1 mau Chung va sap xep chting theo thin to tang clan :
(1) (2 ) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12 ) (13) (14)
12 14 15 18 2 0 2 2 2 3 2 4 2 5 2 6 2 7 2 8 2 9 30
TacoW=3+ 7+ 9 + 10+ 12 + 13=54
Tra bang gia tri cila ham Q voi a = 0,05, n = 6, m = 8
ta c6 Wooi(0,02 5 ; 6 ; 8) = 2 9.
Wtren n(n m + 1) Wdoi = 6(6 + 8 + 1) 2 9 = 61
Ta thSy 2 9 < W < 61. Vay chgp nhan gia thiet H
o nghia la, phan b6
tinh trang kien thirc ctita hoc sinh ve mon toan cua hai 16p la nhu nhau.
+ Tieu chuan mot phia :
Neu xu the X < Y, nghia la F1 (x) > F2 (x) thi ta di den bai toan ki6m
dinh gia thiet :
Ho : F1 (x) = F2 (x) voi K : F1 (x) > F2 (x) 0 mire a.
Lai gidi : Gia thiet Ho bi bac b6 it mdc a neu W < W
doi.
Neu xu the X > Y, nghia la F
1 (x) < F2
(x), thi ta dua ve bai toan
ki6m dinh gia thiet Ho : F1 (x) = F2 (x) voi K : F1 (x) < F2 (x).
181
Lefi gidi : Gia thi6t Ho bi bac b6 6 mcrc a n6u :
W > Wtren ; trong do Wtren = n(n + m + 1) Wdtrat
b)Traang hop kich thithc mdu n, m > 25
Vi W c6 phan ph6i nhi thtic nen theo dinh ly gi6i han trung tam dia.
Laplace ta co P[W < k](I)
k E(W)
vOi n, m 16n. (130(x) la ham phan
l5\7 7
ph6i chudn N(0 ; 1).
Tieu chudn ki6m dinh gia thi6t Ho : F1 (x) = F2 (x) v.& K : F1 (x) #
F2 (x) giong nhu truong hop a) nhtmg Wthrot ducrc chon nhu sau :
[ n(n + m + 1) 1 \Inm(n + m + 1)

Wdtrat(Q ; n ; m) =
X2
2 12
trong do [a]la phan nguyen dia a.
xa tra trong bang chudn sao cho c(xa) = 1
Con trong truong hqp tieu chudn 1 phia v6i d6i thi6t
K : F1 (x) > F2 (x)
hoac K : F1 (x) < F2 (x) thi xa tra trong bang phan ph6i chudn sao cho
F(xa) = 1 a.
Vi du 6.21. Gia sir cho 2 mau (X1 , ..., Xo) va (Y1 , ..., Ym) clOc lap c6
kich thuOc n = 40, m = 50. Hay ki6m dinh gia thi6t :
Ho : F1 (x) = F2 (x) voi K : F1 (x) # F2 (x) & nnic a = 0,05.
Gia sir W = 1800.
Gidi :
a = 0,05 ta suy ra D(x2 ) = 1 = 0,975. Tra trong bang phan ph6i
chudn ta co xa = 1,96.
Tinh Wthrat nhu sau :
[ (40 + 50 + 1)40 1
1,96\
140 x 50(40 + 50 + 1)
w
allot =
2 12
= 1578
182
Wtren = (m n + 1)n Wthred = (40 + 50 + 1)40 1578 = 2 062 .
Ta day Wthroi = 1578 < W = 1800 < Wtren = 2 062
Vay chap nhan gia thi6t Ho.
Tieu chudn Mann Whitney (nam 1947) :
MannWhitney giai bai toan kidm dinh gia thi6t Ho dip tren th6ng k8
U. Ta van gia thi6t kich thus c n < m.
n(n + 1)
Dat U = nm +
2
nm nm(n + m + 1)
Ta suy ra EU = va DU =
2 12
Gia thi6t Ho bi bac b6 & mdc a n6u :
5 6 7 7 7 8 9
IZI =
nm
U
2
.\Inm(n + m + 1)
12
> xa (6.2 3)
Con n6u IZI < xa thi chap nhan gia thi6t Ho.
Chit )" : Neu trong mau c6 mot s6 quan sat trung nhau, d6 dam bao dO
chinh xac thl cac gia tri trung nhau trong ding 1 doan ducic gan dung 1
hang bang s6 trung binh cua cac hang ciia Chung. Trong bi6u thirc cua
plaiting sai cua W hoac phirang sai cua U trir di 1 Wang
K 1
, K =
1
12
3
n + m

1 , 1 la s6 cac gia tri trung nhau trong ding 1 doan.
1K la tong s6 trong cac doan khac nhau.
Vi du : Cho mau :
2 2 2 3 3 4444
mdu tren c6 4 doan c6 gia tri trung nhau.

33 3 2 3 2
l i = 3 ; Ki =
12 = 2 ; 12 = 2 ' K2 = 12 = '5 ;

43 4 33 3
13
= 4, K3= 12 =
5 ; 14 = 3' K4 = 12 = 2 '
EK = Ki + K2 + K3 + K4 = 2 + 0,5 + 5 + 2 = 9,5
183
6.2.9. Tieu chub Wil coxon kie' m B inh tinh than nhit cua hai mau phu thucic
Gia sir cho hai matt ngdu nhien (X1 , X2 ,..., Xn ) va (Y1 , Y2 ,..., Y0). X,
Y la khOng dOc lap, c6 phan ph6i lien tuc va phan phi cita no c6 tinh
chaTt d6i xung, nghia la :
P[X < c x]P[X c + x]
VI du : Trong nghien cdu ve gido duc, cac quan sat Xi c6 thd dugc
xem nhu ket qua Fan do thd nhal cua dac tinh A cila cac ca thd ; con Yi la
ket qua do ciing dac girth do trong Fan do thu hai.
Gia thiet Ho : "X va Y c6 phan b6 nhu nhau".
Ta c6 thd via dtrai dang Ho : P[X Y]= P[X Y]
Dat Di = Yi Xi. Cac cap (Xi , Yi) ma Xi = Yi thi khOng dugc kd t6i.
Goi m s6 cac cap (Xi, Yi ) ma Xi Yi, (m n).
Ta sap xep cac IDi l, i = 1, m theo thd to tang dan theo d6 16n. IDi I nh6
nha't dugc gan hang 1, sau d6 la hang 2 , ... va s6 cu6i cimg la hang m.
Neu c6 1 s6 cac 1Di l trung nhau thi nhung s6 do dugc gan ding 1 hang la
s6 trung binh cua cac hang cua chting.
Sau d6 m6i hang dugc mang d'au "+" neu ung yeti Di > 0 va dau ""
nett ung \Tad Di < 0. Gia thiet Ho dugc vidt lai :
Ho : P[Di > 0]= P[Di< 0], (ttic la so trung vi bAng 0),
hoac c6 thd via dang tuong duong :
Ho : "s6 trung vi cita Di = 0"
Bai toan kidm dinh gia thiet dirgc phat bidu nhu sau :
Kim dinh gia thiet Ho : P[Di > 0]= P[Di< 0]
K : P[Di > 0]P[Di < 0]
mdc a.
Ktii hieu Ri la hang ciia 11)1 1 va T la tong cita cac hang Ri cUa cac ID1 1
ma Di > 0, nghia la T = Ri .
Di >o
Wilcoxon d'a tim dugc nett chart dd kidm dinh gia thiet Ho v6i d6i
thiet K 0 tren.
184
Tien chuan duoc phat bidu duoi dang :
a)Tniong Op < 20
Gia thiet Ho bi bac boo mix a n6u :
T < Wa hoac T > W a
(6.2 4)
con Wa < T < W a thi chip nhan gia thief H
0, trong dO Wa , W a tra
2 1-2
o bang tieu chuan Wilcoxon vol m < 2 0.
Tieu chuan mot phia :
- Ndu Xi c xu th6 trOi hon Yi thi ta dua ye bai toan kiem dinh gia
thi6t :
Ho : P[Di > 0]= P[Di < 0]
K : P[Di > 0]< P[Di < 0], 6 mdc a.
LAN gidi :
Gia thi6t Ho bi bac 136 6 rmic a ne-u :
T < Wa

(6.2 5)
- Ndu Yi
co xu the trOi hem thi ta dua ve bai toan kidm dinh gia thidt :
Ho : P[Di > 0]= P[Di < 0]
K : P[Di > 0]> P[Di < 0], 6 mdc a.
LO'i gidi :
Gia thidt Ho bi bac 136 6 mut a ndu :
T> WI
-a

(6.2 6)
b) Tru'i'ng 1107 rn > 20
Ta nhan xet sau : Phan ph6i gi6i han cua th6ng ke T khi n > 00 la
phan ph6i chuan (xem trong [3]).
VI vay khi tim tieu chuan kidm dinh gia thidt :
Ho : P[Di> 0]= P[); < 0]
K : P[); > 0]# P[); < 0], mix a, ta chon :
185
m(m +.1) m(m + 1)(2 m + 1)
Wa = + x
4 2 4
2
m(m + 1)
Wi _a =
2
Wa
(6.2 7)
trong do xa la s6 tra a bang phan phoi chudn sao cho (I)
Gia thiet Ho bi bac mirc a ndu :
T < Wa hoac T > WI _ a
Tieu chua'n mot phla :
- Bai toan kidm dinh gia thidt :
Ho : P[Di > 0]= P[Di< 0]
K: P[Di > 0]< P[Di < 0], ink a.
Lai gidi : Gia thiet Ho bit bac b6 & ram a neu T < Wa.
- Bai toan kidm dinh gia thiet :
Ho : P[Di > 0]= P[Di< 0]
K: P[Di > 0]> P[Di < 0], 6 vatic a.
Lai gicii :
Gia thiet Ho bi bac. b6 6 mtic a neu :
T < WI _ a
Vi du 6.2 2 . Dd danh gia vidc tuyen truyen van dOng sinh de c 1c6
hoach, ngtr6i ta phOng van ngdu nhien 12 ngued bang 1 cau hOi dinh sari.
Sau do m& mot dcrt huan luyen ve n'Oi dung nay. Cuoi dot huan luyen,
ngiroi ta kidm tra lan thit hai aing tren 12 ngu'ed nay. Ket qua hai
kidm tra dirqc cho o bang sau :
S6 TT 1 2 3 4 5 6 7 8 9 10 11 12
Didrn KT lan I
3 8 5 4 2 1 6 7 1 3 4 2
Didm KT Ian 2 4 8 6 2 6 3 6 10 6 10 7 8
Hidu s6 didru 1 0 1 2 4 2 0 3 5 7 3 6
Hang R; 1,5 1,5 3,5 7 3,5 5,5 8 10 5,5 9
186
T= 1,5 + 1,5 + 7 + 3,5 + 5,5 + 8 + 10 + 5,5 + 9 = 51,5
m= 10, a = 0,05 ; WI _ a = 44 suy ra T > Wi _ a
Vay bac b6 gia thie't Ho
; nghia IA diem dot hai cao hon dat mot, tirc

l dot huSn luyen dO co kel qua lam chuyen bien clang ke nhan thirc cita
hoc vien ye van de 1c6 hoach h6a gia dinh.
Vi du 6.2 3. Vao d'au na.m hoc, gido vien kiem tra trinh dO ngfr phap
ciia hoc sinh bang mot bai chinh td. Sau do gido vien luyen tap cho hoc
sinh ve van de dO trong mot thang. Het Pt hoc, gido vier' cho hoc sinh
lam bai kiem tra dot hai. Ket qua hai lan kiem tra duoc cho & bang sau :
STI'
S6 16i lan I Seil6i lan 2 Hi'eu s6 Di Hang dm IDi l Ri
1 7
0 -7
2 5 -2 5,0
2 8 2 -6
2 3
-2 3,0
3 6
2 -4
16,5 -16,5
4 4 5 1
2 ,5 2 ,5
5 2 4 2 7,5
7,5
6 5 3 -2
7,5 -7,5
7 3 1 -2
7,5
-7,5
8
10 4 -6
2 3,0 -2 3,0
9 8 5 -3
12 ,5 -12 ,5
10 7
2 -5
2 0,0 -2 0,0
11 6
4 -2
7,5 -7,5
12 10 5 -5
2 0,0 -2 0,0
13 3
3 0
14 1
4
3 12 ,5 12 ,5
15 5
1 -4
16,5 -16,5
16 8
0 -8
2 6,0 -2 6,0
17 7
4
-3
12 ,5 -12 ,5
18 6
4 -2
7,5 -7,5
19 4 5
1
2 ,5
2 ,5
2 0 10
6 -4
16,5 -16,5
2 1 9 7 -2
7,5 -7,5
2 2 0 3
3 12 ,5
12 ,5
2 3 5
6
1
2 ,5.
2 ,5
2 4 7
2 -5
2 0,0 -2 0,0
2 5 8
2 -6
2 3,0 -2 3,0
2 6 3
4
1 2 ,5
2 ,5
2 7 5
9
4 16,5 16,5
187
Xet xem dot hukt luyen ngfr phap c hieu qua tot khong ? Cho a = 0,05.
Gicii :
Ta dua v6 ki6m dinh gia thi6t Ho : P[Di > 0]= P[Di< 0]
K : P[Di > 0]< P[Di < 0]
Tinh gia tri cita T :
T= Ri = 2 ,5 + 7,5 + 12 ,5 + 2 ,5 + 12 ,5 + 2 ,5 + 2 ,5 + 16,5 = 59
D; >0
m = 2 6, a = 0,05. Tra bang ta tim cluoc xa = 1,64.
Wa =
4
2 6(2 6 + 1)
1, 64\
12 6(2 6 + 1)(52 + 1)
110,93
2 4
Ta thdy Wa > T = 59. Vay bac b6 gia thi6t Ho, nghia l s6 16i chit-1h
ta dot ki6m tra lan 2 It hon lan 1. Vay dot hugn luyen co hieu qua tot.
6.2.10. Tiou chub Conmogor6p (kie' rn B inh y e phan phol )
Tieu chudn nay gitip ta tim duoc ham phan ph6i Fo tren co s5 mak
ngau nhien (X1 , X2 ,..., Xn )- da cho. Tim Fo bang cach ki6m dinh gia thi6t :
Ho : F(x) = Fo(x)
Bay gRi ta phat bi6u bai toan nhu sau :
Gia sir (X1 , X2 ,..., Xn ) la mau ngau nhien tit phan ph6i F(x). Ham
phan ph6i matt cita X l Fn (x) =
m
; cc < x < +co trong dO m l s6 cac
Xi < x, n kich tint& matt.
Gia sir Fo(x) la ham phan ph6i lY thuy6t dm X.
Hay ki6m dinh gia thiel :
Ho : F(x) Fo(x)
K : F(x) # Fo(x)
Voi gia thi6t Fo(x) IA ham lien tuc :
Dat Dm = sup IFn (x) Fo(x)I
-09<X<+00
188
ComOgOnCip chimg minh duqc :
+co
E (_ k e-2 k
2
x
2
= K(x) lim nDi, (x) < x]
(_1)k

n boo
k=-00
Gid tri ham K(x) duqc cho & phan Phu luc.
Tieu chudn kidm dinh gia thia H. duqc phat bidu dang :
Gia thia Ho bi bdc b6 milk a nd-u :
-\[171D,, >Ca
(6.2 8)
trong do Ca tra trong bang gid tri cua ham K(x) sao cho K(Ca ) = 1 a.
Neu n 100 c6 thd sir dung bidu thIrc (6.2 ) trong bang th6ng ke toan
BOnsep L.N va Smiecn6p N.V (Nha XB.M.1965) dd tinh Da sao cho
P[Dn (x) > Da]= a.
Trong dux hanh, dd tinh D,, to sir dung c6ng fink sau day :
Dn = max (13n , Dn + )
trong do : Dn + = max F. (Xi ) = max (Fn (X0+1)) F. (X(i)))
n 1<i<n
Dn
i 1)
= max (F0(X(,)) = max (F.(X(,1)) Fn (X(i)))
1<in
n
1<i<n
X(1) < X(2 ) < < X(n ) la matt thCr to duqc lap to (X1 , X2 ,..., Xn ).
Vi du 6.23. K6t qua do 1000 chi ti& may, duqc lam trim v6i dO chinh
xdc 0,5mm v4 duqc cho 6 bang sau day, trong do n, la tan s6 xudt hien
X(1). Hay diing tidu chudn COnm6g6r6p cld kidm dinh gia thia. :
H. : "phan phoi cita cdc quan sat la phan ph6i chuan N(100 ; 2 5 ; 1)".
i
X(,) n,
1 98,0 2 1
2 98,5 47
3 99,0 87
4 99,5 158
5 100,0 181
i
X
(i)
n.
1
6 100,5 2 01
7 101,0 142
8 101,5 97
9 102 ,0 41
10 102 ,5 2
189
Gidi : Dat Y =
X - E(X)
N6u X c6 phan phoi chan N(a ; 72 ) thi Y c phan ph6i chan N(0 ; 1)
vay ta co the gia thiet :
1 x
u2
2
Fo(x) = e 2 du
7E
Xac dinh ham phan ph6i mau :
F,i(X(0) =1000

n + 0, 5ni )
_.
Xay dung bang :
i X(i) - 100,2 5 Fo(X(0) F(X(i)) Fo(X(0) - Fn(X(0)
1 -2 ,2 5 0,012 3 0,0105 0,0018
2 -1,75 0,0401 0,0445 -0,0044
3 -1,2 5 0,1056 0,1115 -0,00059
4 -0,75 0,2 2 66 0,2 340 -0,00074
5 -0,2 5 0,4013 0,4035 -0,0002 2
6 +($.2 5 0,5987 0,5945 0,0042
7 .0,75 0,7734 0,7660 0,0074
8 1,2 5 0,8954 0,8855 0,0089
9 1,75 0,9599 0,9545 0,0054
10 2 ,2 5 0,9877 0,9875 0,0002
Khi do Dn(x) = max IFO(X(0) - Fn (X(i))1= 0,0089 va
11.0
VTIDn (X) = V1000 x 0,0089 = 0,2 81 ; C0,01 = 1,63 ta tha. 'y
VITIDn = 0,2 81 < Ca = 1,63. Vay ta chap nhan gia thiet H..
DX
190
6.2.11. Tien chugn Conmogor6p - Smiecn6p kik dinh tinh thugn nhal
cua
hai min
Cho hai mdu ngdu nhien dOc lap (X
1 , X2 ,..., Xn) va (Y1 , Y2 ,..., Yin).
Ham phan ph6i cita X la F1 (x), cua Y la F2
(x).Gia thi6t X, Y la dOc lap ;
F1 (x), F2 (x) la ham phdn ph6i lien tuc.
Hay ki6m dinh gia thi6t :
Ho : F1 (x) = F2 (x) v6i K : F1 (x) F2 (x) 6 mutt a.
Dat D*. = sup IFin(x) - F2 m(x)I
-.0<x<+.0
trong do Fin(x), Fan
(x) la phan ph6i mau dia. X, cua Y tuung ling. V6i
gia thi6t Ho, Smiecn6p chting duqc rang :
lim P
n,m--*oo
nm
1
2
n + m
D*
n,m <
= K(x)

Do do voi n, m dU 16n ta CO th6 tim xa sao cho :
nm )2 *
D. > xa = a.
n + m
56 xa tra 6 bang gill' tri- ciaa ham K(x) sao cho K(xa) = 1 - a.
Vay tieu. chudn ki6m dinh gia thi6t Ho la :
Gia thi6t Ho bi bdc boo mtic a n6u :
C
nm )2
*
n + mD
nm > xa
neu c dau bat dang thtic ngtrqc lai thi chap nhan H
o.
xa tra & bang gid tri cita ham K(x) sao cho K(x
a) = 1 - a.
VI du 6.24.
Hai may ding san xuat ra mot loci phu tong. D6 ki6m
dinh gia thi6t Ho
: "ca hai may do cho ta cdc phu ding ding loci" (co ding
dO chinh xdc v8 kich thtrac). Nguoi ta chon trong moi dam san phdm cua
191
tn6i may 60 phu ding va kdt qua kidm tra kich thurOc cua m6i loai dtrgc
cho trong bang sau day. Hay kidm dinh gia thid't HO & mac a = 0,05.
x
S6 cac
Xi < x
S6 cac
Yi < x
F
in
(x) F2 m(x) IF1.(x) - F2 m(x)I
71,95 1 0 0,1067 0 0,0167
72 ,11 1 1 0,1067 0,0167 0,0000
73,12 1 2 0,1067 0,0333 0,0166
... .... ... ... ....
...
72 ,54 46 52 0,7667 0,8667 0,1000
72 ,55 46 56 0,7667 0,9333 0,1667
72 ,56 49 57 0,8167 0,9500 0,1333
72 ,58 51 57 0,8500 0,9500 0,1000
.... ... ... ....
72 ,59 57 60 0,9500 1,000 0,0500
72 ,70 58 60 0,9667 1,000 0,0333
72 ,72 59 60 0,9833 1,000 0,0167
72 ,73 60 60 1,000 1,000 0,0000
Gidi : Nhin trong bang so lidu ta thiy trong cot Fin(x) - F2 m(x) co s6
0,1667 la kin nhaI. ray ilfnm = 0,1667.
Tr do suy ra :
1
( nm )2 *
D. = 0,9130
n + m
Tra trong bang gia tri dm ham K(x) ta tim dtrgc xa = 1,36.
Ta thgy ( nm D*.m < xa = 1,36. Vay ta chgp nhan gia thia H.,
n + m
nghia la "kich thuOc caa cac san pha'm do hai nha may san xuSt ra la
nhu nhau".
192
B at tap chitnng VI
1. Dqt kidm tra stic kh6e cua tre em o nha tre, ngudi ta kham ngau nhien
100 chat' thay co 2 0 chdu co hien ttrong coi xuang do suy dinh
du- 611g. Goi p la xdc suat 1 tre em mac cluing benh coi xtrang. Hay
kidm dinh gia thiet H. : p = 0,15 vai K : p 0,15 6.mtic a = 5%.
2 . T5/ le phd phAm trong mat kien hang dtrqc ghi IA 0,02 . Kim tra ngdu
nhien 480 san phdm tir kien hang thay c6 12 Old phdm. H6i t5r 1e Old
phdm ghi tren kien hang c6 dting kh6ng ? Tai sao ? Cho mtic kidm
dinh a = 0,05.
3. Ngudi ta can ngau nhien 10 tre em hai tuOi. Ket qua duqc cho 6 bang
sau (tinh ra kg) :
Kh6i ltrqng Xi
12 ,3 12 ,5 12 ,8 13,0 13,5
Tan s6 ni
1 2 4 2 1
Gia sir cdc quan sat Xi c6 phan phoi chudn N(a ; a2 ). a clura biet. Hay
kidm dinh gia thidt H. : a = 12 vOi K : a 12 6 mix 0,05.
4. Cho mau quan sat ddi vOi bidn ngdu nhien X tir phan phoi chudn voi
do lech chudn a = 5,2 va kich thy is mkt n = 100, trung binh mdu
X = 2 7,56.
Hay kidm dinh gia thiet H. : a= 2 6 vai K : a 2 6 6 mtic a = 5%.
5. Sau mot dqt bdi dudng nghiep vu su pham ngudi ta kidm tra ngdu
nhien 70 hoc Vien. Kdt qua cho 6 bang sau (thang didm bac 10) :
Xi
5 6 7 8 9 10
ni
5 10 15 2 0 12 8
Gia sir cac Xi tuan theo phan phdi chudn N(a a2 ). Hay kidm dinh gia
thiet : a = 8 vOi K : a = 8 nuic a = 0,05.
6. pd kidm tra chat lucing cdc san phdm do hai nha may san xuat, ngtrdi
ta kidm tra ngdu nhien 10 san phdm do nha may I san xuat va 12 san
phdm do nha may II san xuat. Ke't qua nhu sau :
13 GTXS&TKE

193
Kich thu6c Xi
3,4 3,5 3,7 3,9
Tan s6 ni
2 3 4 1
Kich thtroc 3,2 3,4 3,6
Tan s mi
2 2 8
GiA sir cac Xi, Yi dOc lap co phan ph6i chuAn dang tong quit va
DX = DY.
Hay kidm dinh giA thidt Hp : EX = EY voi K : EX EY 6 mac
a= 5%.
7. Mu6n so sanh kh6i Wang oc 6 nhfing ngurai tren va dtroi 50 tu6i,
ngtroi ta cla khao sat rnOt mau dtrac ghi trung bang sau day (cac clang
kit& Wang duck nhorn thanh cac lap cach nhau 50 g, m6i lop duac
xac dinh bC'ri trung didm cua no).
Tu6i 1175 12 2 5 12 75 132 5 1375 142 5 1475
Tren 50 6 15 2 7 2 5 2 8 18 8
Du& 50 15 36 42 50 54 44 2 4
Ta co the? cho la kh6i Wang trung binh cita 6c nguai tren 50 tuoi va
ngut6i chi& 50 tu6i la nhu nhau kitting ? cho a = 0,05.
8. NgtRci ta diet' tra ngdu nhien 2 50 ngtr6i 0 xa A tha'y c6 140 nit va 160
ngu6i 6 xa B thSy c6 80 nfr. Hay so sanh tsr le nfr 0 hai xa v6i mtic
a = 0,05.
9. Ap dung hai phuang phip gieo hat. Theo phtrang phap A gieo 180
thi co 150 hat nay mam ; theo phuang phap B gieo 2 56 hat thay co
160 hat nay mam. Hay so sanh hieu qua cita hai phuang pita') 0 mdc
a = 0,05.
10. Dd so sanh nang luc hoc toan va vat 1S,
dm hoc sinh, ngtr6i ta kidm tra
ngau nhien 8 em bang hai bai toan va vat 1St. K& qua dtrac cho o bang
dtr6i. day (X la didm toan, Y la didm vat 1Sr):
X 15 2 0 16 2 2 2 4 18 2 0
14
Y 15 2 2 14 2 5 2 9 2 0 2 4
16
GiA sir X, Y co phan ph6i chuan N(a i, a2 ) va N(a2 , a2 ) tuang Ong.
Hay so sanh didm Ming binh al , a2 0 rntic a = 5%.
194
11. Tren hai cach phan tich kh6i luong trong ding mat trinh tu, ngu6i ta
can 10 mAu Ma chat. Ka qua nhu sau :
Xi
2 5 30 2 8 50 2 0 40 32 36 42 38
Yi
2 8 31 2 6 52 2 4 36 33 35 45 40
GM sit cac X, Y tuan theo phan ph6i chudn.
Hay so sanh ket qua phan tich d mix a = 0,01.
12 . Dd xet phan b6 tinh trang kidn thtic cira hoc sinh Q hai kh6i A va B,
ngtrad ta tien hanh kidm tra ngau nhien 6 em c1 kh6i A va 8 em
kh6i B. Ket qua nhu sau :
Xi
3 4 6 10 13 17
Yi
1 2 5 8 16 2 0 2 2 2 3
Hay kidm dinh gia thidt Ho : F1 (x) = F2 (x) voi K : F1 # F2 (x) o mix
a = 5%, trong do F1 (x) la ham phan ph6i cim X, F2 (x) la ham phan
ph6i cila Y.
13. Ap dung hai phuong phap I va II dd san xuat cimg 1 loci san phdm,
ngu6i ta can ngiu nhien 6 san phdm duoc san xuat theo phuckig phap
I va 9 san phdm duoc san xuat theo phuong phap II.
Kel qua la :
Xi 0,2 0,3 0,5 0,8 1,0 1,3
Yi 0,1 0,4 0,6 0,7 1,4 0,9 1,7 1,8 1,9
Hay kidm dinh gia thidt Ho : "Hidu qua cua hai phuong phap do la
nhu nhau", o mtic a = 5%.
14. Ngueli ta not rang, nhcing ngtr6i an mat
Wong Ion cam quit co s6 lan
mac ()Oh cum it hon ngu6i binh thu6ng. Qua 5 nam thuc hidn trdn 12
ngtr6i. Ket qua ghi &roc '6 bang sau :
5 nam binh thu6ng
10 7 12 8 14 19 12 15 13 8 12 14
5 nam an luting 16n
cam, quit
Theo anh (chi) dieu nhan dinh do co dting kh6ng ? Cho mac kidm
dinh a = 0,01.
2 3 2 2 5 2 2 2 12 10 7 3
195
15.
De so sanh chat lucmg lop xe, ngueri ta do so km di diroc cua tirng loci
16p. K6t qua thuc nghiem tren hai loaf 16p nhu sau :
Loai Y 41 50 33 59 46 54 58 53 54 55 59
Loai X 38 54 30 35 36 50 52 45 47 46 40
Hay ki6m dinh gia thi6t Ho
: "Loai lop (X) co chat luong giOng nhu
loci 16p (Y)" b mix cc = 5%.
16.
Ta xet hai cap gen alen A, a va B, b, trong d6 ca A va B deu co tinh
trOi ; nhung bay gib ta khao sat su giao cua hai di hop tir kep AaBb.
N6u gia thi6t A va a cCing nhu B va b c6 kha nang song sot nhu nhau
va co su dOc lap dm cac dac tinh thi xac swat dm 4 ki6u hinh [AB],
[Ab], [aB], [ab]bang 9/16, 3/16, 3/16, 1/16.
Hay ki6m dinh gia thiet Ho & mirc a = 0,05.
Ho P([AB])
9
=
; P([Ab]) = 3/16, PqaBD = 3/16, P([ab]) =
16
n6u &roc cho b bang sau day :
Ki6u gen [AB] [Ab] [aB] [ab]
Tan s6 32 8 12 2 77 33
17. He
du bao sau benh cua canh dOng ngO, ngued ta ki6m tra ngatt nhien
500 hCic, m6i hoc hai cay. K6t qua ki6m tra nhu sau :
SO cay bi benh 2 cay bi benh 1 cay bi benh 0 cay bi benh
SO hoc 73
185
2 42
Hoi tinh hinh sau benh cua ngO nhu the da can bac) Ong chira ? Cho
mac ki6m dinh a = 0,05.
18.
Trong IcS7 thi tot nghiep dai hoc, hai nh6m thi sinh I va II da dat k6t
qua sau day :
I II
DO 92 119
Trucrt 12 7 108
Hay ki6m dinh gia thi6t Ho
: "K6t qua thi cua thi sinh o hai nhom I va
II la nhu nhau". Cho mut ki6m dinh a = 5%.
196
19. Dd
khao sat xem mau dm mat va toc c phai la cac dac tinh dOc lap
hay -khOng, ngirbi to quan sat mot mau Om 32 00 ngli6i va co ka qua
sau day :
Mau t6c
Wang Nau Den va hung
Mat
Xanh da troyi 872 380 112
Xanh la cay, Nau 500 815 52 1
Tir ket qua do suy ra duvc dieu gi ? cho ram kiem dinh a = 0,05.
2 0.
Nghien ciru tinh hinh lao &Ong nong nghiep b yang (X) ngithi to lay
s6 lieu Cr hai nam 1975 va 1995 nhu sau :
1975 1995
S6 lao dOng ming nghiep 2 8300 7840
S6 lao dOng chung khac 10000 42 60
Co the not gi ve lao dOng nOng nghiep & 2 th6i diem tren. Cho mdc
kiern dinh a = 0,05.
Hal ting d in va Ira l ei bal tap chtiong VI
1. n= 100, po = 0,15, X = 2 0, xa = 1,96; Z= 1,4 < xa = 1,96
Chap nhan Ho, tile la tS, le coi xtrung cua tre ern la 15%.
2 . n = 480, X = 2 0, po = 0,02 , xa = 1,96, Z = 0,78.
Chap nhan H0, nit la tS, le MI6 phdm cua kien hang 1a 0,02 .
3. S:2(X)= 0,11111, S:(X) = 0,33333, t(5% ; 9) = 2 ,2 6
IZI = 7,59. Bac b6 gia thiet Ho.
4. Z = 3 > xa = 1,96. Bac bO gia thiet Ho.
5. S:2(X)= 52 ,30, S:(X) = 7,2 3, xa = 1,96
IZI = 0,37. Chap nhan gia thiel Ho.
197
6. 3C = 3,6 ; Y = 3,5 , t(5% ; 2 00) = 2 ,09, IZI = 1,45.
IZI < ta = 2 ,09, chap nhan gia thiet Ho.
7. Chap nhan gia thiet Ho "kh6i lucmg Oc cua ngu6i tren va duOi 50 tu6i
la nhu nhau".
8. xa = 1,65, Z = 1,188, Z < xa ; chap nhan gia thiet Ho ttic la s6 nti 6
xa A va s6 nit & xa B c6 tY le =rig throng.
9. )(a = 1,65, Z = 4,72 5. Z > xa. Bac b6 gia thiet Ho, tilc la phucmg phap
A c6 hieu qua ham phirung phap B.
10. Ec1.1 = 16, E 4 = 66, S2d = 4,85 ; t(5% ; 7) = 2 ,36
Z = 2 ,57 ; Z > ta ; Bac b6 gia thi8t Ho.
11. Ecli = 9, E = 65, S2d =6,32 ; Z = 1,1338 ; t(1% ;9) = 3,2 5 ; Z< t
a.
Chap nhan gia thiet Ho.
12 . n = 6 ; m = 8 (n < m) ; W = 41 Wdoi = 2 9 ; Wtren = 61 ta c6 Wodi<
W < Wtren. Chap nhan gia thiet Ho.
13. W = 39, a = 0,05 ; Wthr6i =
31 ; Wtren = 65.
Wduai < W < Wtren. Chap nhan gia thiet Ho.
14. Bac b6 gia thiet H., tire 1a ngu6i an cam, quSit v6i s6 luting ion thi it
bi benh cum ham ngtr6i binh thu6ng.
15. Bac b6 gia thiet Ho ; ttic la loai 16p (X) c6 chat luong tea hon loai (Y).
16. C(5% ; 3) = 7,81, Z = 10,87 > Ca = 7,81. Bac b6 gia thiet Ho. Di8u do
CO nghia la so lieu di8u tra khong phu harp v6i gia thi8t Ho.
17. Bac b6 gia thiet Ho. Benh ngO Bang c6 lay lan. Do do can c6 bien
phap bao dOng ngan chan benh lay lan.
18. C(5% ; 1) = 3,84 ; z =4,85 > Ca = 3,84. Bac b6 gia thiet Ho. T57 le d6
6 hai kh6i khac nhau.
19. C(5% ; 2 ) = 6, n = 32 00 ; Z = 463,95 > Ca = 6. Bac b6 gia thiet Ho,
nghia la mau cua toc va mau cua mit co lien he, phu thuQc nhau.
2 0. n = 50400, Ca = 3,84, Z = 375,06 > Ca ; bac b6 gia thiet Ho, ttic la tY
le lao dQng nOng nghiep trong n'am 1975 cao hcm 1995.
198
C.htto'ng VII
PHAN TfCH PHLTCYNG SAI VA
PHAN TfCH HOI QUY
Nhdng not dung chinh trong chuung
* Phan tich phuong sai theo 1 yeit td
* Phan tich phuting sai theo 2 yeil td:
quy 1 Nen, quy tuyei) tinh nhieu biers.
* He so fuzing quan hai bi6n, he so" trung quan
he sd titang quan
7.1. DAT VAN e
Trong nhidu bai town kidm dinh gia thiet co quan he tali gia tri trung
binh cUa phan ph6i chudn va dac biet IA gia thilt tuyen tinh. Gia sir jay
X1 , X2 ,..., Xn dOc lop, co phan ph6i chudn vOi ky vong EX;= 4; va phuong
sai nhu nhau, DX; = a2 , i = 1, n . Cac trung binh 4; th6a man phuong trinh
E a ii4i = b1 , i = 1, 2 , ..., 13; ; i = 1, n , la nhfing hang s6 chua biet.
t=1
Gia thiet H. : a iA j = b; ; i = r + 1, s (r s < n). (Gia thiet H.
i=1
not v6 gia thiet cita to hop tuyen tinh cita cac trung binh 4;) duoc goi IA
gia thiet tuyen tinh. Trong truang hop dac biet no IA gia thiet ve cac trung
binh 4i, i = 1, 2 ... Nguoi ta cluing minh ducic rang ton tai tidu chudn dd
kin dinh gia thiet tuyen tinh H..
Bai town phan tich phuong sai va phan tich h6i quy (tuyen tinh) l ma
hinh dac biet ciia bAi town kidm dinh gia thiet tuydn tinh. Song ve mat ting
dung dm no lai rat lan va quan trong, cho nen ta xet rieng no trong
chuong nay. Dd dOc gia khong nghien cdu chuyen ye mon town co thd
hidu dugs thuc chat van de va bidt each van dung vAo link vuc nghien cau
cita minh, chting tai gioi thieu so bO Abu sau :
199
Trong nhimg linh vuc nghien ctlu ve : sinh vat, nOng nghiep, lam
nghiep, kinh to giao duc .v.v... ta quan tam teri nang sugt cita loaf ngu c6c
nao do, chat luting san phdm do nha may san xugt ra, chat luting hoc tap
dm hoc sinh v.v.. Mu6n dat duoc yeu cau d6 ta phai khao sat su anh
hu6ng cita cac yeti to co anh hamg den van de dang xet. Bai toan phan
tich phuang sai gitip ta giai guy& van de do, nghia la danh gia su anh
htrimg cita cac yeu t6 den nang sugt cita ngfi coc, den chat Wang san
phdm, den chat luang hoc tap cila hoc sinh v.v.. Quan diem cita phan tich
phuang sai la a
cho khai tridn phuang sai cua hien ngau nhien X thanh
tong cua nhitng phucrng sai cua nhang hien ngau nhien thanh phan d0c
lap, ma m6i cai trong chtIng clac trung sty anh hi/Zing cila yeti to nay hay
yeu to khac hoac tac dung chung gifra chting. Sii so sanh nhung phuang
sai nay cho phep ta danh gia slr ton tai anh hiking pita cac yeti to dOi voi
Bien neat nhien X dang xet.
Vi du : Gia sir X la hien ngau nhien duoc xet va gia sir chiu tac dOng
cua hai yeti to A va B, hieu X m (trong do m la kSr vong dm X) duoc
khai trien thanh tong :
Xm=U+V+W
trong do : U la do lech chiu tac Ong bai yeu to A,
V la d6 lech chiu tac dOng bai yeti t6 B,
W l dO lech chiu tac dOng b&i cac yeti t6 ngdu nhien khitc.
Gia sir U, V, W l nhang hien- ngau nhien dOc lap voi phuang sai
tuang tIng DU, DV, DW.
Ta c DX = DU + DV + DW
Su so sanh DU hoac DV voi DW cho biet muc c10 anh huong cila A
hoac B den X so voi sty anh huirng cua yeti t6 ngdu nhien khac tai X. Phan
tich phuang sai cho ta tieu chitin danh gia sty ton tai anh harng cua cac
yeu to do den dai luting ngau nhien X dang xet.
Duni day ta chi xet van de phan tich phuang sai theo mQt va hai yeu to.
7 .2. PHAN TECH PHUONG SA1
7 .2.1. Phan tich theo mot y tiu t6 tac d Ong
a) Phttang phdp chon ngeiu .nhien tang phdn to tit Cap tong
quat
Gia sir xet matt ngau nhien (lilac tao nen b&i mot yeu to A tac dOng
g6m v mix A1 , A2 , ... Av
duoc cho bCri bang sau :
2 00
A l

A2 .... Av
X12 .--

X2 1

X2 2
X2 v
Xn2 2
Xno,

Gia thi6t rang cac quan sat X
ii ; i = 1, ..., nj
; j = i, v, c6 phan phOi
chuAn N(mi ; (52 ) vOri ky vong EX0 = mi, DX0 = a2 . Neu dat bj = mj m,
1 "
trong do m =
n
E n jmj . Ta suy ra EX0 = m + va = m + b
j + Wij,
j.,
trong d6 W0 co phan phOi. chudn EW0 = 0 va DW0 = a
2
(7.1)
De
khao sat ski anh huoing cila ye'u to A, to xet sir anh hung cua timg
rink A,, A2 , ..., Av
. Neu tac dOng & timg mtic A
l , A2 , ..., Av MI X khic
nhau, thl c6 nghia la A co anh huang den X. VI vay bai town dua ve so
sinh cac trung binh cua cac quan sat trong timg mik veri nhau. Nd'u cac
trung binh nay khic nhau thi co nghia la A co tic thing ddn X.
Kidm dinh gia thiel H. : m1 = m2 = = my
K mi m2 *... mv mix a.
hoac co thd vier du6i dang twang ducmg
H. : bi = b2 = = bv = 0
K bi *1:12 * by 0
n

1 n,
1 n1
Tinh -= X- ; = Ex. ... R = E
n
j=11=1
1.1
X,,
n11.1 "" ." n
y 1=1
n = n1 + n2 + + nv.
n
j

v
n
Xet Q = EI(xi; -
v
X)2
E (xi; - X. + R . ; 3- 0 2

j=1 i=1
j=1 i=1

n
n

= iEj X. j)iEj (5(i -3-)2 +

j=1 i=1
j=1 i=1
n
J

v
+2 E E(x,
- R. ;)(3- c; - x-) 2
2
j=1 i=1
2 01
V
n
j
Da:.t QA = E ni(X.i X)2 ; QR = E(x,
J=1
j=1 i=1
S6 hang thd 3 a ye phai cua clang thtic tren bang 0.
V4Y Q = QA QR
trong do Q du6c goi l tong binh phtrang dQ lech toan the.
QA duqc goi l tong binh phuong dO tech nh6m glib.
QR dtrgc goi l tong binh phtrang dO lech nhOm trong.
Du6i gia thiet Ho ngtred ta chting minh duot rang :
QA /o.2 c6 phan ph6i x2 vOi v 1 bac tu do.
QR/152 c6 phan ph6i x2 v6i n v bac tu do.
QA, QR l dOc lap N/A FA = Q
A /(V 1)
QR /(n v)
n v bac tu do.
Tieu chuan kiem dinh gia thiet Ho.
Gia thiet Ho bi bac bo& mix a nett :
FA > fa (v 1, n v)
trong do fa l s6 tra trong bang phan ph6i F voi v 1, n v bac tu do ,va
mix a.
Ta cung nhan dugc 1 s6 trot luting cua cac tham s6 can thiet :
+ Uoc luting cua m IA X .
+ lacing cua mi la X Si.
+ U.& luting cua bj la R.i X.
Vi du 7.1. Ngtr6i ta tien hanh day till diem ba phuong phap bang
cach b6 trf day song song 3 lap ding loci d6i arcing nhu nhau (nhu nhau
ve trinh dO xuAt phat va thiet bi hoc tap). Sau khi day xong mot phan
chuang trinh, ngtrai ta kiem tra ca 3 lap, moi 16p 15 hoc sinh. (Diem cho
theo bac 2 0). Ket qua cho 6 bang sau day :
co phan ph6i F vai v 1,
(7.2 )
2 02
A B C
9 15 18
11 16 14
10 15 17
12 10 9
7 13 14
11 14 17
12 15 16
2 0 7 15
A B C
13 13 16
11 15 8
13 15 14
11 14 10
10 11 16
12 15 15
13 10 17
Xet su anh huang cua ba phuo'ng phap do den tinh tring kin thtrc cua
hoc sinh, cho mdc kiem dinh a = 0,01.
Gidi :
Dua vao bang di lieu tren ta tinh duuc
QA = 89,2 ; QR = 2 62 ;
X = 12 ,866 ; X,1 = 11 ; R.2 = 13,2 ; X. = 14,4 ; bl = -1,866 ;
b2 = 0,334 ; b = 1,534 ; FA
= QR
QA
4
12
2
= 7,15. Tra bang F ta tim duoc
/
f(0,01 ; 2 ; 42 ) = 5,15. Ta thay F
A> fa
. \Tay bac bo gia thie't H., nghia la
hieu qui cila 3 phuong phap do khac nhau.
Vi du 7.2 . Thit gian trong bung me cua 16 con be con thuOc gi6ng
cila 3 con be due, tinh ra ngay nhu sau :
Bo duc 1 Bo due 2 Bo due 3
2 92 2 81 2 82
2 89 2 89 2 95
2 99 2 92 2 92
2 96 2 81 2 87
302 2 86 2 92
2 89 2 80 2 85
2 88 2 91 2 84
2 93 2 88 2 84
BO dye 1
BO due 2 BO dkre 3
2 93
2 98 2 87
2 94
2 80 2 97
2 84 2 85 2 87
2 86 2 89 2 89
2 87 2 88
2 90
2 91
2 87
2 86
301
2 92
2 78
2 90
2 88 2 90
2 03
Ta c6 the coi thai gian trong bung
me la met dac al-1h c6 tinh di truy6n
hay khOng ? (Ta c6 thd coi thai gian
c6 china dm 1 con be cai la 1 Wen
ngau nhien chuan c6 phuong sai .2
dec lap yeti con be cai dang xet). Cho
muc kidm dinh cc = 0,05.
Giai : Ta cho rang con cua con
be duc tha i c6 met tired gian ngau
nhien u trong bung me c6 quy luat
chuan N(mi ; an). N6u dac tinh thai.
gian trong bung me la kh6ng di
truyen thi cac 1(5/ yang mi phai bang
nhau (gia thiet H.). Ta se kiem dinh
gia thiet H. va coi thai gian trong
bung me la dac tint" di truyen, 116u ta
bac be gia thiet H.. De tinh toan
thuan den ta dat = 2 90, di(
lieu dm Uo duoc cho a bang ben, ta
tinh duoc.
Be I Bet Be 3
2
9 --8
1 1
5
9 2 2
6
9 3
12
4
2
1 10 5
2
1
6
3
2 6
3 8
3
4
10
7
6 5 3
4 1 1
3 2 0
1 - 3
4
11 2
12
0
2
0
U.1 = 34 ; 0.1 = 2 ,12 5 ; U.2 = 45 ; U.2 = 2 ,812 5 ; U.3 = 2 ,187 ;
16 16
U.3 = 35 ; = 488 ; E = 499 ; E U1-3 = 431 ; tqj = 1418 ;
1=1 1=1 1=1 j
QA = 2 31,2 9 ; QR = 1142 ,63.
QA/2
2 31,2 9/2
TInh F = A = 4,55
QR/(n v) 1142 ,63/45
Tra bang F ta tim ducic f(0,05 ; 2 ,45) = 3,2 1
Ta thay FA > fa. Vay bac be gia thiet H., nghia la thai gian trong
bung me ciia cac be con la mat dac tinh di truyen.
b) Plutang phcip khoi (bloc) ngciu nhien
Trong muc a) ta lay ngau nhien timg doi arcing bat kY trong tap tong
quat de thl nghiem. Doi khi do yeu cau thuc td hay do hoan canh nhat
2 04
r V
= 116 1-ti.
v
1-ti
j
i=1 j=1 j=1
Dat
v
*j = r
i=1
dinh nao dO, ngtri/i to phan cac d6i tuong thi nghiem thanh ding kh6i
truck khi thi nghiem theo mot tieu chudn nao do. Phuang phap lam till
nghiem nhu the dtrqc goi la kh6i nein nhien.
M6i kh6i gom cac d6i urging thi nghiem khac nhau. Kich thtrac cita
moi kh6i (bloc) bang s6 cac d6i tuang thi nghiem. VI du c r kh6i, m6i
khOi co v d6i tuang thi nghiem. Gia sir ydu t6 A &roc phan lam v mac :
A1 , A2 , ..., Av. Ket qua till nghiem cho & bang sau day :
A
A l
Kh6i

A2 --- A,
Kh6i 1
Kh6i 2
Kh6i r
X1
X2 1
Xrl
X2
X2 2
Xr2
...
-
-
Xv
X2 v
Xry
Gia sir cac quan sat Xij co phan ph6i chudn a2 ) cO.14 vong
EXii = DXii = 62 .
va

ai = fli. bi '= 11,j

Vay

EXii = ai +
Suy ra

Xij -= + ai + + Wii

(7.3)
trong do Wii c phan ph6i chudn N(0 ; a2 ).
Trong mO hlnh (7.3), bi la thanh phan sinh ra do y'61 to A tac Ong Cr
mac Ai, con ai
la phin do kh6i dill i tao ra.
Do dO mu6n khao sat sty anh hung dm yeti to A den X, su anh huang.
cua viec phan kh6i de lam thi nghiem den X, can phai kidm dinh hai gia
thiet sau :
flo :bi =b2 =...=13,=0
Ho :a1 =a2 =...=ar =0
2 05
Truck khi di (la tidu chudn kidm dinh cac gia thi& tren, ta lam cac
phan b6 try sau :
r v
1 v
r
E X
u
..
;
k.

= ;
der
v r . u ry
i=1 j=1
j=1
i=1
V
Xet Q = E E(3(1; 5)2 .
1=1 j=1
Ta c thd tach Q thanh tong ba thanh phan nhu sau :
Q QA QB QR
trong do : QA = rj (Xej X)2 ; QB = yE (xi, )02
J-1
i=i
a
2
QR/a2 co phan ph6i khi binh phucmg v6i (r 1)(v 1) bac to do.
QA /(y 1)
FA =
QR/(r 1)(v
(r 1)(v 1) bac tu do.
QB/(r 1)
FB =
QR/(r 1)(v
(r 1)(v 1) bac tkr do.
Cac QA, QB, QR la dOc lap v6i nhau.
Tir do suy ra tieu chum kidm dinh gia thi& Ho va Ho nhu sau :
Gia thi& Ho bi bac boo mtic a n'ar :
FA > fa(v 1, (r 1)(v 1))
trong do fa tra o bang phan ph6i F v6i v 1, (r 1)(v 1) bac to do NIA
mtic a.
Ndu FA < fa thi chip nhan gia thi& Ho.
QR = Q QA QB = E

Xi.
+X)
2

Ngtrefi ta chung minh dtryc rang :
QA /a2 c phan ph6i khi binh phtrong v6i v 1 bac tu do.
QB c phan ph6i khi binh phuong v6i r 1 bac tu do.
QA
1)
=
QR
(r 1) co phan ph6i F voi (v 1),
1) QR
B
=
Q
(v 1) co phan ph6i F v6i (r 1),
(7.4)
2 06
Gia thidt Ho bi bac b6 & milt a ndu :
FB > fa (r 1, (r 1)(v 1)) (7.5)
Ndu FB < fa thi chgp nhan Ho .
f: tra & bang phan ph6i F voi (r 1), (r 1)(v 1) bac to do va mUc a.
lioc Wong cua u la X .
Ifac luong cua ai la ( ).
ifoc luong cua bj la (5C- X).
Vi du 7.3. Tidn hanh day thi didm ba phuong phap A1 , A2 , A3. HQC
sinh duoc phan thanh 15 mire B1 , B2 , ... B15. Kdt qua thi nghidm duoc cho
bang sau (X1i la didm kiem tra cho theo thang 100).
A,
Bj
Al
A2 A3 TOng Trung binh R i.
B1 13 15 16 44 14,66
B2
15 13 17 .45 15
B3 12 14 15 41
13,66
B4 14 15 16 45 15
B5 12 14 15 41
13,66
B6 13 13 17 43 14,33
B7 11 14 9 34 11,33
B8 13 12 13 38
12 ,66
B9 11 12 15 38 12 ,66
B10
12 14 13 39
13
B11 9 10 13 32 10,66
B12
11 14 14 39
13
B13 10 9 9 2 8 9,33
B14
7 9 14 30 10
B15 10 6
8 2 4
8
T6ng X.., 173
184 2 04 5.61 3C = 12 ,46
R ..1
11,533 12 ,2 66 13,6
2 07
Xet sty anh hueing cna ba phuong phap den chgt luting hoc tap cita hoc
sinh. Cho mtirc kiern dinh a = 0,01.
Gidi : Dua vao bang chi lieu dm dau bai ta tim duot X,1 , R.2 , R.3,
X1 ., X2 ,, X3., ... X15., X nhu trong bang va QA = 32 ,9, QB = 195,2 ;
Q = 303,2 ; QR = 75,1.
FA
B /14
= ,, B =
QR
/ 2 8 = 613 F
Q
Q
R
/ 2 8 = 5,2 .
Tra bang phan phi F ta tim duoc f0,01(2 ; 2 8) = 5,45 ; f(0,01 ; 14 ;
2 8) = 2 ,8.
Ta thgy :
- FA > fa. Vay gia thiet H. bi bac b, nghia la ha phuong phap A1 ,
A2 , A3 co hieu qua khac nhau. tra'c Wong diem trung binh cila 3 lop
= 11,533 ; 5- (.2 = 12 ,2 66 ; R.3 = 13,6 .
- FB> ft:r . Vgy 1-10 bi bac 136 6' mtic a, nghia la viec chia cac mtic
(trinh dO), B1 , ..., B15 cling c anh hu6ng den chgt Wong hoc dm hoc sinh.
c) Hinh vuOng Latinh
Trong trueing hop co r loci d6i turong va s6 rrnic ctia hai yeu t6 A va B
deu bang r. Dang ly ra chting ta pith can den r x r x r = r3 don vi thi
nghiem dd nghien ctlu tat ca cac truCfng hop c6 thd. Nhung viec lam do
nhieu khi dan den lang phi Ong suc va tien cita lam thi nghiem, song ket
qua ding khOng chinh xac hon bao nhieu. Duai" day ta se trinh bay
phuong pita') lam s6 thi nghiem It hon nhung van dam bao duoc cac lc&
Juan co dO chinh xac mong muCin. D6 la phuong phap 136 tri thi nghiem
theo hinh vuOng Latinh.

Dinh nghia 7.1. Xet hinh vuOng nhting s6 142 , r}, trong do r la
s6 chieu cita hinh vuOng. Goi hinh vuOng Latinh la hinh vuOng ma moi s6
trong hinh chi co mat mot lin trong moi hang trong r hang va mot Fan
trong moi cot trong r cOt.caa hinh vuOng do.

1 2 3

VI du: 2 3 1

3 1 2
2 08
Gia sir mau quan sat duqc cho dtrOi clang hInh vuong sau day :
Kh6i cOt 1 Kh6i cot 2 ... Kh6i cOt r
Kh6i hang 1
yil (1)
Y12 (2 ) ...
Yi, (r)
Kh6i hang 2
Y2 1(2 ) y2 2 (
1
)
...
Y2 r(r-1)
-
Kh6i hang r
Yri(r) Yr2 (r 1)
...
Yrr(1)
Trong do yii (k) la quan sat xuat hien or 6 (i,j) la lam tren d6i tugng k.
Vi du 7.4. CO ba loai 136 A, B, C chia thanh 3 nhom theo Ida tu6i va
cho an theo ba ch6 dO 1, 2 , 3. yki(k) la lugng sita dm con b6 k q tu6i i va
the d6 an j.
Ta c matt quan sat :
Mdc an 1 Mdc an 2 Mk an 3
Tu6i 1
Tu6i 2
Tu6i 3
Y11(C)
Y2 1(B)
Y31(A)
Y12 (B)
Y2 2 (A)
Y32 (C)
Yi3(A)
Y2 3(C)
Y33(B)
Gia sit yii(k) c phan ph6i chuan N(ptij(k) ; 62 ), Eyii(k) =
Dyij(k) = (5.2 .
1 1
Dat
1
=
=

_, ; .j
. = pii (k) ;
r i, j(k)
j(k)
r i(k)
(i,j)
dat ai = [ti.. bi =11.j. 11 ; Coo =
Ta c th6 viet Eyij(k) = + ai + bj + C(k).
Tit do suy ra yij(k) = + ai + bj + c(k) + wij (k)

(7.6)
trong chi Wij(k) co phan ph6i chuan voi IcS1 \Tong bang 0 va phuong sai la 62 .
2 09
14 GTXS&TKE
Trong do : la trung binh toan the?:
ai la hieu qua rieng theo kh6i hang i.
bi la hieu qua rieng theo kh6i cot j.
c(k) la hieu qua rieng cua dOi tuong k.
Wij(k)
do yeti to ngdu nhien khac gay nen. No CO phan ph6i
chudn Arai ky vong bang 0 va phuang sai bang a
2 .
y 1
Oc lugng u l = L L
Yij(k)
r J(k)
U.& Wong cua ai la yi., y.
frac lugng cua bJ la y.
156c ltivng cila C(k) la 3-7..(k) y.
Trong vi du 7.4 ta tinh cac trung binh mdu :
Y..A =
1
.
A
)
\
0113k1-1 Y2 2 (A) Y3I(A))
1
Y
3 -
= (Yii(C) Y2 i(B) Y3t(A))
1
571.
*
=
3
(Yii(C) Y12 (B) Y13(A))
Viec xet sty anh hugng cua viec phan mire theo cot va theo hang ta d'a
xet or muc b) ; bay
ta chi xet sty anh hugng den ttmg loci d6i arcing till
nghiem cu the. Mu6n giai quy& yin de nay ta di den bai town kiem dinh
gia thiet :
Ho : C1 = C2 = = Cr = O.
Neu chdp nhdn gia thiet Ho nay, nghia 1a hieu qua tic &Ong len cac
doi Wong la nhu nhau.
giai guy& bai town nay ta tien hanh theo cac buck sau :
Phan tich :
Q = EE(Yij(k) )2 = QH Qc QD QR
trong do :
QH =()71. Y)2 Qc = rE (Y. J. - Y)2
i=i
i=1
Q0 = r E(Y..(k) 57)2
2 10
QH
dac trung anh huang cua khai hang.
Qc dac trung anh Ir&ng cua khai cot.
QD dac trung anh htrang dai v6i timg d6i tugng.
QR Q - QH QC QD = E E (Yu(k) - Yi.. - Y. j. - Y..(k) + Y)2
i j(k)
Ngtroi ta churng mirth dugc rang :
QD/a2 c phan ph6i x2 vai r 1 bac tu do.
QR/a2 co phan ph6i x2 vai (r 1)(r 2 ) bac to do ; QD, QR la dOc
lap v6i nhau.
QD /(r 1)
co phan phai F v6i r 1, (r 1)(r 2 ) bac tu do.
QR /(r 1)(r 2 )
Ta rut ra tieu chudn kidm dinh gia thi6t H
o nhu sau : gia thi6t Ho bi
bac 1)6 & mdc a n6u :
F > fa(r 1 ; (r 1)(r 2 )) (7.7)
n6u F < fa thi chap nhan gia thi6t
Trong do fa
(r 1 ; (r 1)(r 2 )) tra & bang phan ph6i F v6i r 1,
(r 1)(r 2 ) bac ter do va mdc a.
Vi du 7.5. Mu6n so sanh chat liro.ng cao su cua ba loai 16p ngtrOi ta
lam till nghiem nhu sau : MOt trong ba loai 16p A, B, C ducic sir dung &
mot trong ba loai xe : ea() con ; OtO CO tai trong trung binh, CAC) c tai
trong 16n va cho di tr6n mot trong ba loai duimg. Di cho tai khi hang 16p.
Nguoi ta ghi ducic mot s6 km di dirge & bang sau :
Ott, con OtO TB OtO lon
Duong loai 1 A : 17 B : 2 2 C : 2 8
DuOng loai 2 C: 2 4 A: 16 B: 17
Throng loai 3 B : 15 C : 2 3 A : 15
ad tien cho vi6c tinh toan ta lam ph6p bi6n dai :
Dat Zij(k) = Yij(k) 17.
2 11
Ta co A : 0

B : 5

C : 11
C : 7

A : -1

B : 0
B : -2

C : 6

A : -2
Ta tinh &rex Q = EE 4k) 9Z2 ; = 2 4
9
Q=02 +2 5 +12 1 +49+1+0+ 4+36 +4-9 x
Q = 2 40 - 64 = 176
QD
=
3 (E 2 2 .k - 3Z2
)
Z..A
= 1 (0 - 1 - 2 ) = -1
Z.. /3 =-i- 1 (-2 +5 + 0)=1
Z..c 3- 1 (7+6+11)=8
2 2..k = "2 + 12 + 82 = 66
QD = 3(66 - -3- 64 = 134
( 2 4 2
9 )
QH = 3(E
1
=
= 1
32 2 )
16 1
+5 +11)=-T,2 2 ,, = 3(7 -1+
6
(-2 + 6 - 2 ) = 2 QH = 3(4 + -9
8
)
0)= 2
34,7
Qc = 3(
j. - 3Z2
)
j=i
5
Zd. = -
1
(+7 - 2 ) = -
3 3
=,
=1
v11 + 0 -

= 3

=
Z.2.

-;
=
2 2
1
-
3
=
(5 1
2 5
-9-
+ 6)
100
10
=
3 "
+ 9 =
9

12 5
+9 =22,89
+
14
Qc =
3
4,7
2 12
QR = Q - Qc - QD = 176 134 34,7 4,7 = 2 ,6
/2

Cu6i ding ta tinh dugc F = Q

D
134/2 = 51,5.
QR/2 2 ,6/2
Tra bang phan ph6i F ta tim dugc f(0,05 ; 2 ; 2 ) = 19.
Ta nhan thay F = 51,9 > fa = 19.
Vay bac be gia thi6t H., nghia la chat luting cao su d6i vii tirng loci
16p khac nhau.
D6 dinh lugng su khac nhau ta tim trot lining cua C(A), C(B), C(C)
tttc la Y..(A) Y Y..
(B) -
Y Y..(c) -
Y
7 .2.2. Phan tich phu' cing sai theo hai y 6u to tac thing
Gia sir c6 hai y6u t6 A, B tac Ong. Y6u t6 A dugc phan lam r mtic
A1, A2 , ... Ai., dm y6u t6 J3 clugc phan lam v mirc
B1, B2 , ..., Bv.
Gia sir moi 6 (i, j) chiu tac ding bei A
il3j c6 s6 quan sat nhu nhau va
bang s.
Gia sir cac quan sat Xiig, i = 1, r ; j = 1, 2 , ..., v ; g = 1,2 , s, c
phan ph6i chudn N(mii, 6'2 ) co kST vong EXijg = mij va DXijg = a2 .
v l r I r v
D'a:t Mi

=
v
m
; rriGi 7- mii ; m
=
I I
mij v4. dat
J=1
i=1
i=1 j=1
ai = mi. m ; bj = m.j m
Fij = mij mi. bj = mij m.j ai
Tir do ta c6 EXijg = m + ai + bj + Fij
va suy ra Xijg = m + bi+ Fij + Wijg
trong do ai sinh ra do Ai tac Ong ; bj sinh ra do 13j tac dOng ; Fij sinh
ra do su tac long chung AiBi ;
Wijg sinh ra do tac Ong cua cac y6u t6 ngAu nhien khac. No co phan
ph6i chudn vii kS, \Tong bang 0 va phuang sai bang a2 .
De bi6t cluqc cac y6u t6 A, B co tac dung d6n X khOng va gifra A, B
co sinh ra luc tac dung coy nghia d6n X khOng, ta di d6n bai toan kidm
dinh ba gia thi6t sau day :
(7.8)
2 13
H0 : a l = a2 = = a, = 0
Ho : b1 = b2 = = bv = 0
H'. : Fii = 0 vai i = 1, r , j = 1, v .
s
1 s xr 1 v 7, 1 1:
Xij = E Ai;g,
v
= E
=1
r
1=1
i=1
1 r v

X =
ry
EEXii
i=1 j=1
r V S
Xet :

Q = EEE

- x>2
i=1 j=1 g=1
Ta phan tich Q thanh tong :
Q QA QB QAB+ QR
r =
trong do : QA = SVE (Xi. X)2 (dac trung sir anh htthng cila A).
i=1
v =
QB = srE (X.i X)2 (dac trung su anh huong cua B).
1=1
r v
= =
QAB =
sI E (xi.; X. x.; )02
i=1 j=1
(dac trung sir anh hung chung ciia AB)
DuOi gia thi6t H., Ho, Ho ngued to cluing minh duqc rang :
QA, QB, QAB
, QR
la dOC lap va :
QA/62 co phan ph6i x2 Arai r 1 bac tu do ;
QB/62 c phan ph6i x2 voi v 1 bac tu do ;
QAB/a2 CO phan phoi x2 voi (r 1)(v 1) bac tu do ;
QR/d2 co phan ph6i X2 voi rv(s 1) bac tu do.
F
A =
Q
A
/(r 1)
co phan ph& F voi r 1, rv(s 1) bac tu do.
QR / rv(s 1)
FB = QB /(17 1)
c phan ph6i F voi v 1, rv(s 1) bac tu do.
QR / rv(s 1)
Dat :
2 14
QAB
/(v 1)(r

1)
FAB = QR
rv (s
1)
co' phan phOl F vth (r 1)(v 1), rv(s
1)
b4c to do.
Ta suy ra cac lieu chuSn sau :
* Gia thi6t Ho bi bac 136 & in& a n6u
FA> fa(r 1, rv(s 1))
* Gia thi6t HO bi bac b6 6 mitc a n6u :
FB > fa (v 1, rv(s 1))
* Gia thi6t HO' bi bac b6 iY nnic a n6u :
FAB > f' c'c
((r 1)(v 1), rv(s 1))
(7.8)
(7.9)
(7.10)
trong d6 fa, fa, fa la s6 tra tit bang phan ph6i F v6i s6 bac ay do ttrung
ungr-1,rv(s-1),
v 1, rv(s 1),
(r 1)(v 1), rv(s 1)
va mirc y nghia a.
VI du 7.6. Nghien cdu sty tac Ong caa hai y6u to A va B d6n X &
link a = 0,05, dt.ra tren bang quan sat sau :
'''-'--<3 A
B1 B2
Al
190 2 60 170 170 170 190 150 2 10 150 150
A2
150 2 50 2 2 0 140 180 2 30 190 2 00 190 2 00
A3
190 185 135 195 195 150 170 150 170 180
Gidi :
Odayr=3,v=2 ,s=5.
=
X2 1 =
X31
192
188
180
:
,
;
12 170 ;
X2 2 = 2 02 ;
X32 =164.
= 181 ; X2 . = 195
X.1 = 186,7 ; X.2 =
; X3. =
178,7 ;
172
X = 182 ,7
2 15
QA = 2 686,6 ; QB = 480 ; QAB
= 186
0
; QR = 2 2 360.
FA = 2 ,88 ; FB = 0,2 6 ; FAB
= 0,999. Cho a = 0,05, tra bang phan ph6i F
ta tim duqc f(0,05 ; 2 ; 2 4) = 3,4 ; f(0,05 ; 1 ; 2 4) = 4,2 6 ; f' (0,05 ; 2 ; 2 4) = 3,4.
Ta thay FA < fa, FB < fa, FAB
< C . Vay cac gia thiet H., 1-1.,1-1.
duqc chgp nhan, nghia la A, B, AB khOng co tac dOng coy nghia teii X.
7.3. PHAN TECH HOI QUY
7.3.1. Khai niem ham h6i quy va phttqng phap binh phuting be nhit
a)
Co nhieu bai toan trong cac linh vire sinh hoc, kinh te, giao due,
khi tuqng hoc v.v.. Khi bier durqc mot so gia tri thuc nghiem cita cac dai
vi du : X1 , Y1 , ..., Xn , Yn , can bieu thi dai Wong Y thOng qua X
(hoac nguqc 14i), nghia la ta phai tim ham y = f(x) + (104C x = y(y) + 6
1 ).
Ham y = f(x) + c tim duqc nhu th6, thueng duqc goi la ham hoi quy cua
dai Wong ngau nhien Y theo dai Wong ngau nhien X. Trong muc nay ta
Binh nghia ham h6i quy tren quan diem kST vong c6 dieu kien.
Dinh nghia 7.2. Goi ky vong
dieu kien E(Y/X) la ham hoi quy cita
dai lacing ngau nhien Y theo dai luting ngau nhien X.
Ky hieu y = E(Y/X = x) = (p(x).
'Nang to goi kS7vong co dieu kien E(X/Y=y) = w(y) la ham h6i quy
cita dai lacing ngau nhien X theo dai luting ngau nhien Y.
Dinh nghia 7.3.
Ham h6i quy cua Y theo X &rot goi la tuyen tinh
ne-
u E(Y/X) = aX + b, trong do a, b la hang s6. Thong to : Ham h6i quy
cua X theo Y duqc goi 1a tuyen tinh neu :
E(X/Y) = cY + d, trong do c, d la hang s6.
b)
Phvang phap binh phuvng be nhat
Phuong phap nay dtra tren menh de sau :
Minh de : E(Y q)(X))2 * min khi cp(X) = E(Y/X).
Cluing mink :
E(Y y(X))2
= E(Y E(Y/X) + E(Y/X) (p(X))2 =
= E(Y E(Y/X))2 + E(E(Y/X) y(X))2
+ 2 E(Y E(Y/X)(E(Y/X) (p(X))
S6 hang thd ba bang 0, con hai s6 hang con lai
0. Ta 116 di s6
E(E(Y/X) (p(X))2
, not cach khac, neu chon 9(X) = E(Y/X) thi s6 hang
d6 triet tieu. Vay ta c6 :
2 16
E(Y y(X))2 > min khi rp(X) = E(Y/X)
Tir menh de nay ta rut ra phuong phap tim ham hoi quy.
Tim y(X) de sao cho E(Y p(X))2 > min. Phuong phap nay duqc
goi la phuong phap binh phuong be nhat.
Ta se 'In dung phuong phap nay de tim ham hoi quy tuyen tinh.
Tim a va b sao cho Q = E(Y aX b)2 dat ctfc tidu. Dao ham cua Q
theo a, theo b va cho bang 0 ta duqc he phuong trinh :
2 E(Y aX b)X = 0
<=> aE(X
2 ) + bE(X) = E(XY)
2 E(Y aX b) = 0
aE(X) + b = E(Y)
Giai he nay ta tim duqc :
a = E(XY) E(X)E(Y)
b = E(Y) aE(X).
E(X2 ) (EX)2
DY
Ta suy ra a = p(X, Y) DX
Tuong to ta cling tit-
1h diroc ham h6i quy tuyen tinh caa X theo Y :
X=cy+d,
trong do
,
c =
E(XY) E(X)E(Y)
d = E(X) cE(Y)
E(Y
2
) (EY)
2
Neu cho mau ngau nhien (X1 , Y1 ), (X2 , Y2
), ..., (X., Y.) thi ta trot
lurqng duqc cac he s6 a, b, c, d nhu sau :
a
1 n
n
XY
X? (X)2
"
6 =
va ham hoi quy tuyen tinh mau cua Y theo X la :
5 r = ax +13
Thong ter, ta cling nhan duqc ham h6i quy tuyen tinh man cua X theo
Y la :
= Cy + a, trong do :
2 17
1 n
n n

n
E Xi Yi 5 ? nE Xi Yi (E Xi )(E Yi )
= 1 = 1 1 1
n
1 In yi2 67
k
- ,E ,2
n 1 1 I )
1
a =
Chit
Ta c6 thd tim trkrc tiep a,f),o,a bang each buOc dieu kien
E (Y1 aXi b)2 va E (xi _ cYj d)2 dat ckrc tidu.
i=i i=i
7.3.2. n s6 tu' cing quan v a di)sai du' bao
\I D(E(
DY
Y / X)) , ,
ar
Dinh nghia 7.4. Neu DY > 0 thl goi
la ty so cing
quan Y voi X va l4 lieu :
Kx(Y)
\ID(E(DYy/ X))
Nguel ta cluing minh duoc rang :
0 Kx(Y) 1
Trong link vkrc dkr bao, nguii ta goi E(Y/X) la ham du bao cua Y theo
X va goi 5 = E(Y E(Y/X))
2 la dO sai du bao.
Tit tinh chaTt cua ky vong c6 dieu kien va (tang fink :
DY = E(Y E(Y/X))2 + D(E(Y/X)) ta suy ra :
5 = DY(1 lq(Y)) (7.11)
Trong truerng hop hoi quy tuydn tinh E(Y/X) = aX + b thi :
Kx(Y) = p(X, Y)
Thkrc \Tay, ta bier a = p(X, Y)
DY
, b = E(Y) aE(X).
DX
Ta suy ra :
E(Y (aX + b))2 = E(Y E(Y) a(X E(X))2
= E(Y E(Y))2
2 aE(Y E(Y))(X E(X)) + a2 E(X E(X))2
= DY 2 DYp2 (X, Y) + DYp2 (X, Y)
2 18
E(Y (aX + b))2 = DY(1 p2 (X, Y)) (7.12 )
UT (7.11) ta suy ra trong tru6ng hop E(Y/X) = aX + b rang :
E(Y (aX + b))2 = DY(1 Ki(Y))
(7.13)
So sanh (7.12 ) va (7.13) fa nhin duqc p(X, Y) = K
x(Y). Vay khi h6i
quy E(Y/X) = aX + b thi dO sai du bao la :
6 = DY(1 p2 (X, Y))
(7.14)
Khi biet mau quan sat (X1 , Y1 ), ..., (X., Y.) ta uoc Wong dO sai du
bao :
= Sn (Y)(1 r2 )

(7.15)
Vi du
7.7. WA s6 lieu trong vi du 4.9. Tim ham h6i quy tuyen tinh
mau cUa Y theo X. Tinh dO sai du bac. luau cua Y theo X.
Ta da tinh duqc trong vi du 4.9 :
= 44 ; E Yi = 88 ; E X ? = 2 84 ; E =1142 ; EXiYj = 568
r = 0,98. Ta tinh a va 6 :
a n E Xi Yi (E Xj )(E Yi ) 8 x 568 44 x 88
2 ,00
8 x 2 84 442
DO sai du bac) : A = s2n (Y)(1 r2 ) = 2 1,75(1 0,982 )
A = 0,8613
7 .3.3. Khoing utic l u' Ing va kid m d inh gia thigt
vg hg s6 h6i quy
a) Ta bi6t rang u6c luting diem dm he s6 hoi quy a la :
. ,
=
S (Y)
a

S. (X) r
v6i n kha lon thi phan ph6i caa a xSp xi voi phan phi chuin c ky vong
(
2

bang a va phuong sai bang an =
n() 1 r2
. Do do khoang u6c
S.( X)
Wong cua a vai dO tin cay 1 a la :
n (X)2
= 0,00
Ham h6i quy tuyen tinh mau cua Y theo X lay = 2 x .
2 19
S,,(Y) 1 - r2 Sn (Y) 1 - r2
(7.16) a - sn (x) . 1_ 1 <a < a + Ica sn (x) . --
trong do xa tra & bang phan ph6i chudn sao cho cD(xa) = 1 - -2- a .
* V6i klch thir6c mau be n < 30 thi khoang trac Wong cua a vol dO tin
cay 1 - a :
t
S
n (Y) - r2 < a <a _f_ t sn (Y) - r2
(7.17)
a Sn (X) - 2
Sn (X) - 2
trong do to tra & bang phan ph6i Student v6i n - 2 bac to do.
Vi du 7.8. V6i s6 lieu cho trong vi du 4.10. Viet phuong trInh h6i
quy tuye-n tinh rridu cUa Y theo X va tim khoang ur6c Wong cila he s6 hoi
quy a vai dO tin cay 95%.
Gidi : Ta da tinh &roc trong vi du 4.10 :
= 56 ; EYi = 87 ; E = 12 2 ; E Yi2 = 2 73 ; EXiYi = 179
X = 1,87 ; 17 = 2 ,9 ; r = 0,87.
Ta tinh a =
30 x 179 - 56 x 87
0,95.
30 x 12 2 - (56)2
b = 2 ,9 - 0,95 x 1,87 = 1,12 35
Phuong trinh hoi quy tuyen tinh matt cua Y theo X la :
57= 0,95x + 1,12
1
872
Tinh S2 ,,(Y) = 30 (2 73 - 30 = 0,69 ; Sn(Y) = 0,83.
56
2
Sn (X) = 12 2 - 3t) = 0,58 ; Sn(X) = 0,76. Tra bang to co xa = 1,96.
Vay khoang trOc Wong cUa he s6 hoi quy a voi dO tin cay 95% la:
872 83 1 - 0
a = 0,95 1,96 0
0
:76 . = 0,95 0,095
30
b) Kie'm clink gid thiet ye he so hoi guy :
: a = ao K : a an 6 mica.
2 2 0
Lai gidi : Gia thiet H. bi bac b6 6 mtic a neu
I (a I
IZI =

> ta
(7.18)
SI
trong do M = E (xi 502
i=i
Si = (Y. - Y - a(xi X))2
n - 2 E

(



Yi )2
1

1
n - 2
E y2
_ 1
a2


si c6 phan phOi x2 vai n - 2 bac to do.
ta
tra trong bang phan ph6i Student v6i n - 2 bac tu do va mire a (bang
tieu chudn hai phia).
7 .3.4. Hoi quy khong tuy gn tinh
X& ham h6i quy dang :
'i= E(Y/X) = akXk
+ ak-iXk-1 + ... + a
1 X + a.
Gia sir cho mau ngau nhien (X
1 , Y1 ), ..., (Xe, Ye). Tim a., a l , ..., an
bang phuong phap binh phuong be nhat.
n
Dat Q = E (Yi a. - aiX; - ... - a k Xk )2
i=i
Dao ham cita Q theo cac bien a., a
l , ..., ak va
cho bang 0 ta ducic he
phuong trinh de tim a., ..., a
k.

I
n
n
aon + a i E xi + ... + a k E xi

1
1
y = ao
+ do( xk
n n
n
n
aoE xr +a1 E xri + ... + a k E xrc = E xrYi

11
1
i=i
Giai he phuong trinh nay ta tim duqc
a., ..., a k
va phuong trinh hoi
quy mau cita Y theo X la :
2 2 1
VI du 7.9. Cho luau quan sat d6i vai cap hien ngau nhien X, Y la :
1 2 3 4
5
1
4
3 6 6
3 3 8 6 3
2 5
4 3
1 2
Tim ham hoi quy mau cua Y theo X dang :
y = a. + a i x + a2 x
2
Gidi
: Dd tinh toan d8 clang ta lap bang phu sau day
X( Y
1 2 3
4 n
y
nyy n
xy
xy n
xy
x2 y
5
1 1 5 2 0 80
4
3 6 6 15 60 192 648
3 3 8 6 3 2 0 60 147 411
2 5 4 3 12 2 4 44 96
1 2
2 2 2 2
nx 10 15 15 10 50 151 405 12 37
nxx
10 30 45 40 12 5
nx x
2
10 60 135 160 365
nx x
3
10 12 0 405 640 1175
n
x
x
4
10
2 40 12 15 2 560 402 5
Trong throng hop vi du nay ta c6 he pluming trinh :
50a0 + 12 5a1 + 365a2 = 151
12 5a0 + 365a1 + 1175a2 = 405
365a0 + 1175a1 + 402 5a2 = 12 37
Giai ra ta rim duqc
ao = 1,407 ; a l = 0,815 ; a2 = 0,058.
Vay phuung trinh dung h6i quy mau cua Y theo X la :
y = 1,407 + 0,815x 0,058x2
2 2 2
7.3.5. Hoi quy tuygn tinh nhigu bign
Dinh nghia 7.5. Goi ky vong c dieu kien E(Y/X1 , ..., Xn ) la ham h6i
quy cila bien ngau nhien Y theo cac bien ngau nhien X1 , ..., Xn.
Dinh nghia 7.6. Ham hoi quy cila Y theo X1 , X2 ,..., Xn duqc goi la
tuyen tinh net' E(Y/X1 , ..., Xn) = a. + a1 X1 + a2 X2 + ... + anXn cling nhu
tinting hqp ham hoi quy cila Y theo X, ta cling c6 the ap dung phuong
phap binh phuong be nhat de tim cac he s6 a0, a l , ..., an.
Gia sir cho mat' ngau nhien :
(Y1, X11, ..., Xn1), --- (YN, X1N, --, XnN).
Tim
ao,
al, ..., an sao cho
N
Q. = E (Yi a. a iXii ... a n Xni )2 dat cuc tidu. Dao ham Q. theo cac
i=i
bien a0, ..., an va cho bang 0 ta duot he phuong trinh de tim a0, a l , ..., an .
N N N
Na. + a i I Xii + ... + a n E Xni = E Yi
i=1 i=1 i=1
N N N N
a0E xni xlixni a n E Xni = E Xni Yi
i=1
Giai he nay ta duqc a., al , ..., a n va ham hoi quy tuyen tinh man cua
Y theo XI , Xn la :
ao aixi aoxo
De tinh town don gian ta thueng dOi Nen s6 de dua ve phuong trinh
dang chinh tAc va ta duqc dang moi cua phuong trinh h6i quy
Y EYX
1
EX
1
Xn EXn
Dat z
DY = DX1 -
t
V

DX 1 -1 7 Y
Phuang trinh h6i quy tuyen tinh cloi voi bien med :
= P i ti + (32 t2 + + pntn
Dung phuong phap binh phuong be nhat de tim (31 , ..., P.
ta c6 a, = 13
DY D.
, trong do 13 =
DXi D
2 2 3
1
r12 rin
, Di nhan diro'c tit D bang cach 136 di
cot i thay bang cot he s6 ter do.
Ta c6 the chi tier hoa viec tim cac Pi, ..., On nhu sau :
N
Dat Q0 = E (Yi 13i tii Pn t ni )2
i=1
dao ham Q. theo cac va cho bang 0 ta dtrqc :

N N
1/II ql + + i/n E tni li =
E
N
tn zi

i.t i=1 i=1

N N N

E rI n Ls . " t ni =E tni Zi

1=1 i=1 i=1

N N
Dat hi = E zi t ii ; gii = E tiktik
1=1 k=1
he phuang trinh tren dua v6 dang :
{
g11111 + - + giniln = h1
.... ,
gniPi + + gnnCin = hn

N N
Giai he nay ta duvc 131 = E a ilhi ,..., Pn = I ain h n
i=1 i=1
trong do ao th6a man dieu kien :
* Khoang trac lugng cila he s6 hoi quy Pi voi dO tin cay 1 a la :
ta VaTi S < R
i
< N
i
+ ta lc s, 1 = 1, n
to tra 6' bang phan phoi Student voi N n bac tkr do.
S2 = Q
N n
D
r2 1

1
rnl

rn2

1
E = {0
voi r i

1 voi r = i
r=1
2 2 4
* Kim dinh gia thiet ve he s6 hoi quy pi , i = 1,n
Ho :

i = 1, n
K 13i 13,)
Loi gidi :
Gia thidt Ho bi bac b6 mire a neu :
IZI =
I
"

>t,
cTi s
con ndu IZI < to thl nocic lai.
7.3.6. HO so tong quan
a) He s e; twang quan clia X, Y
He s6 tong quan radii tha X, Y :
1 Xi y 56?
i
r =
=1

Sn (X)Sn (17)
n n
n x Xi Yi (E Xi )(E Yi )
. .1 i=i
_ _
nE - (E x1 )2 nE Yi2 (E Yi )21
_ i=t i=i _ _ i=1 i=1
VOi kich thlrac mau n rat lon, r c phan ph6i xgp xi phan ph6i chudn
2
(1 1'
2 )2
vOi ky vong p va phirong sai dr =
n
Khoang u6c Wong cua he so ttrong quan voi dO tin cay 1 a la :
1 r
2
1 r
2
r xa < p < r +
trong do xa tra bang phan ph6i chudn N(0 ; 1) sao cho c(xa) = 1
* Throng hop kich think mau be n < 30 :
Dat r = thZ (tang hyperbolic cila Z), trong do Z la bidn ngau nhien co
phan ph6i khong phu thuOc vao p va n ; neu n > 00 thl phan ph6i Z tien
toi phan ph6i chudn vOi ky vong :
1 1 p p
EZ = ln +
2 1 p 2 (n 1)
va phirong sai DZ 1 voi Z = 1 In
1 r
1 + r (ham ngagc).
n 3 2
2 2 5
15 GTXS&TKE
1 + p
Tir do suy ra khoang trac Wong cila
2
In voi dO tin cay 1 a la :
r Xa 1 in 1 + p X
a
2 (n 1) n 3
<
2 1 p <Z 2 (n I) n 3
trong do x
a tra a bang phan ph6i chudn N(0 ; 1) sao cho (13(xa) = 1
Kim dinh gia thi6t v6116 s6 twang quan :
H0 : p= 0 v6iK:p#Oamirca
Lei gidi :
Gia thi6t Ho bi bac ba or mac a new :
IZI =
r
> xa, con IZI < xa thi chgp nh4n Ho.
dr
xa
tra bang phan ph& chudn N(0 ; 1) sao cho c1)(xa) = 1
Vi du 7.10.
V6i s6 lieu cho trong vi du 4A 1. Tim khoang u6c Wong
cua h6 s6 tuang quan p vai clO tin cay 95%. Ki6m dinh gia thi6t Ho p = 0
v6i K:p#0a auk a = 5%.
Gidi
* Trong vi du 4.11 ta da" tim ducic r = 0,77 ; n = 2 00 va tra a bang
phan ph6i chudn ta tim du6c xa = 1,96. Vay khoang trac luting cua he s6
tuong quan p v6i dO tin cay 95% la :
1 0 772 1 0,772
0,77 1,96 p , < < 077 + 1,96
2 00 -4670
0,7136 < p < 0,82 64
* Ki6m dinh gia thi6t Ho : p = vai K # a mirc a = 5%.
N6u 1Z1 =
I
> xa thi bac ba gia thia HD hogc Irl > xadr thi bac 66
dr
gia thi6t Ho.
Tinh xadr = 1,96. 1 0,77
2
0,0564
/2 00
Ta thgy r = 0,77 > xadr = 0,0564. Vdy gia thi6t Ho bi bac 66.
a
2
2 2 6
b) He s6 wring quan bOi (Wong quan nhieu chieu)
D(E(Y / X1 , Xn ))
Dinh nghia 7.7. Goi can bac hai cita tS7 s6
DY
la he
s6 tuong quan bOi cita Y theo X1 , Xn va 147 hieu :
ID(E(Y / Xi , Xn )) \
R =
DY
Nguoi to chting minh duqc rang :
+ 0 < R 1
+ R = Vpi ryxi +
P2 ryx2
+ + Pn ryxn
+R=VA*/A
1
r12 Tin
trong do : A = (-1)n I
r2 1 1
r2 n
rn
1 rn2
1
Dinh thirc A* nhan dttqc tit A bang cach b6 sung them 1 hang 6 tren
cang va 1 cot & ngoai ding ben trai phan tit cila no la nhiing he s6 arcing
quan dOi mot giita Y va Xi, i = 1, n .
c) He so' twang quan rieng
Dinh nghia 7.8. He s6 taong quan gicra Y va X1 , ..., Xp khi c6 Binh
Xp 1, Xn daqc goi la he s6 tuong quan rieng cua Y, X1, ..., Xp
1(57hiett
ryx]...xp.xp+1...xn
(hoac via tat r012 ... p. (p +1)n)
Ta c6 cOng Mac :
r. k =
1120(1 ,k)
rid rik rjk
16-GTXS&TKE
227
B ai tap chil l ing VII
1. Dd khao sat de thuan nhat vd mat huong cita met canh dong
ngtthi ta ngan ra 3 bang song song va trong moi bang lay ra 5 manh
met each ngau nhien, moi manh c6 di'en tich met a (100m2 ). Vi lY do
khac nhau (strong gid, cay c6 moc to nhien, ky sinh trang), ket qua
cUa 3 manh &roc coi la vO gid tri va bi loai be. Cdc ket qua gill lai la :
San lurong cdc manh
1 46 42 48
Bang 2 57 53 43 54 48
3 50 41 47 42
Gia sir cdc quan sat tren co phan ph6i chuan, co phuong sai Chung sT2 ;
mei quan sato m6i bang c6 ding ky vong town. Hay kidm dinh gia
thidt Ho : "Canh (long thuan nhat theo haat-1g vuong g6c v6i cdc bang"
o mire a = 0,05.
2 . Dd nghien cat' hieu qua dm met loai thdc an cho tre em, ngtr6i ta
chia lam 5 ch'd de an khac nhau : A1 , A2 , A2 , A4, A5. Kdt qua dm
thtic an the hien 6' de tang trong cua tre em. S6 lieu do dtroc o 14
chau nhu sau :
Mcrc an
A t A2 A3 A4 A5
7,3 5,4 6,4 7,9 7,1
7,6 7,1 8,1 9,5
8,3 7,4 9,6
8,3
8,4
Xet xem thdc an c6 tdc dung tang trong cho tre em kh6ng ? Cho mire
a = 0,05.
3. D nghien ant hieu qua cita ba phuong phap day tre 6 met nha tre,
ngtrOi ta chia cac chau lam 4 nhOm theo lira tuoi. Sau met ky giang
2 2 8
day, ngubi ta tien hanh kiem tra six phat trien to duy, phat trien von tix
vung. Ket qua kiem tra daqc cho o bang sau :
Phkrung phap A B C
1 30 2 0 2 1
Nhom
2
3
36
35
2 4
2 6
2 2
31
4 31 30
34
HOi hieu qua cda ba phuong phap do c gi6ng nhau khOng ? Cho mire
= 5%.
4. De nghien cdu skr anh Inking efia trinh dO van minh, kien fink van
hoa den sky phat trien dan s6, ngtroi ta thi nghiem tren 4 lop nglthi c
trinh dO khac nhau A, B, C, D 0 tren 4 vimg khac nhau, co muc song
kinh to khac nhau. Ket qua tilde nghiem chive cho o bang sau :
Kinh to I Kinh to II
Kinh to III Kinh to IV
Vimg 1 A : 52 B : 40 C : 30
D : 65
Wing 2 B : 49 C : 55 D : 40
A : 60
Viing 3 C : 40 D : 40 A : 50
B:45
Vimg 4 D : 35 A : 55 B : 36
C : 55
Sir dung plikrong phap hinh vuOng Latinh de kiem dinh gia thiet H
o :
"Trinh dO van minh va kien tilde van Ma, muc kinh to khOng anh
hir0ng den sir phat trien dan s6". Cho mire a = 5%.
5. De so sanh san ltrqng sua ciia 4 loai bo A, B, C, D, ngtreli ta lam thi
nghiem o 4 yi -
1g va cho an theo 4 mirc khac nhau. Ket qua do duve
(tint' ra lit) trong met khoang th6i gian nhgt dinh ducfc cho 6 bang sau
day :
Thdc an I
Tilde an II
Thirc an III Tilde an IV
Vimg 1 C : 2 19
D : 166
D : 2 38,3
A : 2 17,7
Vimg 2
D : 190 C : 2 14,3
A : 2 45,2
B : 2 03
Viing 3
A: 2 32
B: 181,8 D : 2 2 1,8
C: 190
Wing 4 B : 191,3
A : 2 19,5
C : 190,3
D : 2 03,3
2 2 9
Sir dung phuong phap hinh vuong Latinh de' kiem Binh gia thiet H
o :
"San Wong sfra cita 4 loai be la nhu nhau". Cho a = 0,05.
6. D nghien cuu nang suit cua ca chua (tinh ra kg) ngtrei ta xet hai yeti
to : gi6ng va phan. Ngtrei ta thi nghiem tren 2 loai gi6ng A
1 , A2 va 2
mcrc phan B1 , B2 . Ket qua till nghiem dtrqc cho 6 bang sau day :
Gi6ng A
Phan B
Bi
B2
A l
12 0 12 3 118 119
A2
12 5 12 3 118 118
Xet six anh htreng cita yeti t6 gi6ng (A) den nang suit ca chua. Xet
six anh htrong cita phan (B) den nang suit ca chua. Xet sit anh
hueng chung ca phan va giong den nang suit ca chua. Cho mitc kiem
dinh a = 5%.
7. D nghien can str anh htreng cita thtIc an B va sir phan nh6m de' chan
nuOi den six tang trong cita km, ngtrei ta lam thi nghiem tren 45 con
lqn. Ket qua tang trong sau 3 tuan noel ta can cluqc nhtt sau :
Thirc an
Nhorn
B1 B2
B3
A l
8 6 4 5 9 5 4 4 6 3 2 1 0 1 2
A2
5 6 5 5 6 4 3 4 4 5 3 4 3 4 4
A3
7 6 7 7 8 4 3 2 3 4 2 0 1 2 1
Kiem dirth cac gia thiet sau :
Ho : "Thirc an kh6ng anh hi/Ong den sir tang trong cita km".
Ho : "Viec phan nhom kh6ng anh luteng den str tang trong cita ion".
Ho : "Viec phan nharn va thitc an khOng anh htraing den six tang trong
cita lon". Cho mix a = 0,05.
2 30
Hoi quy va tuung quan :
8.
Tim ham hoi quy tuya tinh mau cua Y theo X va tinh he s6 tuong
quan mAu ciia X, Y tren ca s& cdc mAu quan sat sau :
a)
b)
X 2 3 7 6 5
Y
Y
X
5
1
6 15
3
13
5
10
2
3
4
10
5
2
5
8 10
Y
X
5 10 15 2 0 2 5 30 35 40
100 2 1
12 0 3 4 3
140 5 10 8
160
6 1 1
180
4 1
9. 'Tim hoi quy bac hai Y theo X, 9 = ax2 + bx + c va he s6 ttrong
quan mau cila X Y dua tren mau quan sat sau day
2

5
2 5

2 0
45

30
110

48
10.
Tim ham hoi quy tuya tinh mau cua Z theo X, Y dim tren mau quan
sat sau day :
1
3
2
3
0
2
(X, Y) =
1 2
2 3
3 2
4 2
2 1
2 2

c)
2 31
Hiking d in Va tra Id i hal tap enticing VII
1. fo,(5% ; 2 ; 9) = 4,2 6 ; X.1 = 45, 33,X,2 = 51, 00 ; bi = - 2 ,2 5 ;
b, = 3,417 ; Q = 2 94,92 ; Q
A = 100,2 5 ; QR = 194,67 ;
FA = 2 ,32 < fa = 4,2 6 ;
X.3 = 45,00 ; b3
= - 2 ,583. Chap nhan gia thi& Ho.
2 . f(5% ; 4 ;10) = 3,48 ; X = 7,743 ; R.1 = 7,98 ; R.2 = 6,633
X.3 = 7,2 5 ; X. 4 = 9,00 ; R.5 = 7,10 ; b1
= 0,2 37 ; b, = -1,11 ;
b3 = -0,493 ; b4 = 1,2 57 ; b5 = -0,643 ; Q = 16,19 ; Q
A = 9,61 ;
QR = 6,58 ; FA = 3,2 9 < fa = 3,48. Chgp nhan gia thie't H
o.
3. fA(5% ; 2 ; 6) = 5,14 ; fB(5% ; 3 ; 6) = 4,76 ; X = 2 8,33 ; X
1 , = 2 3,67 ;
X2 . = 2 7,33 ; R3. = 30,67 ; Y(4. = 31,67 ; = 33 ; X.2 = 2 5 ;
X.3 = 2 7 ; b1 = 4,67 ; b, = -3,33 ; b3 = -1,33 ; a l = -4,63 ;
a, = -1,00 ; a3 = 2 ,33 ; a4 = 3,33 ; Q = 342 ,67 ; Q
A = 138,67 ;
QB = 118,00 ; QR = 86,00.
FA = 4,84 < fA = 5,14. Chap nhan gia thia. Ho.
FB = 2 ,74 < fB = 4,76. Chgp nhan gia thia Ho .
4.
fp (5% ; 3 ; 6) = 4,76 ; X = 46,687 ; Q = 1475,44 ; Q
H = 117,19 ;
Qc = 633,69 ; QD = 32 1,69 ; QR = 402 ,87 ;
FD = 1,6 < fp = 4,76. Cha
-p nhan gia thi6t Ho.
5.
X = 2 07,719 ; Q = 7191,84 ; QH = 32 4,73 ;
Qc = 172 6,04 ; QD = 2 505,96 ; QR = 2 635,12 ;
FD = 1,90 < f0 = 4,76. Chgp nhan gia thie't H
o.
6. n = 8, r = 2 , v = 2 , s = 2
= 12 1,5
X11
X2 1 = 12 4
X12 = 118,5
X2 2 = 118
X1. = 12 0
X2 . = 12 1
X.1 = 12 2 ,75 X.2 = 118,2 5
X = 12 0,5
2 32
Q = 54 ; QB = 40,5 ; QA = 2 ,00 ; QAB =
4,5 ; QR = 7, ;
FA = 1,14 < fa
= 7,71. Chgp nh4ri gia thiel Ho ;
FB = 2 3,14 > fa = 7,71. Bac 136 gia thia HO ;
FAB = 2 ,57 < fa = 7,71. Chap nhan Ho .
7. r = 3 ; v = 3 ; s =
fA(5% ; 2 ; 36) =
5
3,2 7 ; f. B(5%; 2 ; 36) = 3,2 7 ; fA
"
B (5% ; 4 ; 36) = 2 ,65
= 6,4
X12 = 4,4 X13 = 1,2
Xi. = 4,0
X2 1 = 5,4 3(2 2 = 4,0 X2 3 = 3,6
X2 . = 4,33
X31 = 7,0 X32 = 3,2 X33 = 1,2
X3. = 3,8
X.i = 6,2 7
X.2 = 3,87 X.3 = 2 ,0 X = 4,04
Q = 2 03,91 ; QB = 137,2 4 ; QA
= 2 ,18 ; QAB = 2 7,2 9 ; QR = 37,2
F
a
= 1,05 < fa = 3,2 7. Chgp nh4n gia thitl Ho ;
FB =
66,71 > fa = 3,2 7. Bac b6 gia thin HO ;
FAB = 6,60 < f, = 2 ,65. Bac b6 gia thia HO .
8.
a) X = 4,6 ; Y = 9,8 ; r = 0,99 ; 9 = 2 ,07x + 0,2 8
b)
X = 2 ,75 ; Y = 3,15 ; r = 0,78 ; y = 0,43x + 1,98
c) X = 2 1,02 ; Y = 140,82 ; r = 0,91 ; 9 = 1,92 x + 100,36.
9. S, = 2 ,94x2 + 7,2 7x - 1,2 5.
10. 2 = 16,3x+ 1,46y - 0,92 .
2 33
PHII LUC
Bdng 1. Gia tri ham $2 13(x) =
1
u
2
e 2 du

x
c1)(x)
x
(13(x)
x
(1)(x)
x (1)(x)
0,00 0,0000 0,2 0 0,0793 0,40 0,1554 0,60 0,2 2 57
0,01 0,0040 0,2 1 0,0832 0,41 0,1591 0,61 0,2 2 91
0,02 0,0080 0,2 2 0,0871 0,42 0,162 8 0,62 0,2 32 4
0,03 0,012 0 0,2 3 0,0910 0.43 0,1664 0,63 0,2 357
0,04 0.0160 0,2 4 0,0948 0,44 0,1700 0.64 0,2 389
0.05 0,0199 0,2 5 0,0987 0,45 0,1736 0,65 0,2 42 2
0,06 0,02 39 0,2 6 0,102 6 0,46 0,1772 0,66 0.2 454
0,07 0,02 79 0,2 7 0,1064 0,47 0,1808 0,67 0,2 486
0,08 0,0319 0,2 8 0,1103 0,48 0,1844 0,68 0,2 517
0.09 0,0359 0,2 9 0.1141 0,49 0,1879 0,69 0,2 549
0,10 0,0398 0,30 0,1179 0,50 0,1915 0,70 0,2 580
0,11 0,0438 0,31 0,12 17 0,51 0,1950 0,71 0,2 611
0,12 0,0478 0,32 0,12 55 0,52 0,1985 0,72 0,2 642
0,13 0,0517 0,33 0,12 93 0,53 0,2 019 0,73 0,2 673
0,14 0,0557 0,34 0,1331 0,54 0,2 054 0,74 0,2 703
0,15 0,0596 0,35 0,1368 0,55 0,2 088 0,75 0,2 734
0,16 0,0636 0,36 0,1406 0,56 0,2 12 3 0,76 0,2 764
0.17 0,0675 0,37 0,1443 0,57 0,2 157 0,77 0,2 794
0.18 0,0714 0.38 0,180 0,58 0,2 190 0,78 0,2 82 3
0,19 0,0753 0,39 0,1517 0,59 0,2 2 2 4 0,79 0,2 852
2 34
Ti bcing 1
x
0(x) x
(11(x) x
cD(x) x (I)(x)
0.80 0.2881 1.01 0.3438 1.22 0.3883 1.43 0.4236
0.81 0.2910 1.02 0.3461 1.23 0.3907 1.44 0.4251
0.82 0.2939 1.03 0.3485 1.24 0.3925 1.45 0.4265
0.83 0.2967 1.04 0.3508 1.25 0.3944 1.46 0.4279
0.84 0.2995 1.05 0.3631 1.26 0.3962 1.47 0.4292
0.85 0.3023 1.06 0.3554 1.27 0.3980 1.48 0.4306
0.86 0.3051 1.07 0.3577 1.28 0.3997 1.49 0.4319
0.87
0.3078 1.08 0.3599 1.29 0.4015 1.50 0.4332
0.88 0.3106 1.09 0.3621 1.30 0.4032 1.51 0.4345
0.89
0.3133 1.10 0.3643 1.31 0.4049 1.52 0.4357
0.90
0.3159 1.11 0.3665 1.32 0.4066 1.53 0.4370
0.91 0.3186 1.12 0.3686 1.33 0.4082 1.54 0.4382
0.92 0.3212 1.13 0.3708 1.34 0.4099 1.55 0.4394
0.93 0.3238 1.14 0.3729 1.35 0.4115 1.56 0.4406
0.94 0.3264 1.15 0.3749 1.36 0.4131 1.57 0.4418
0.95 0.3289 1.16 0.3770 1.37 0.4147 1.58 0.4429
0.96
0.3315 1.17 .03790 1.38 0.4162 1.59 0.4441
0.97
0.3340 1.18 0.3010 1.39 0.4177 1.60 0.4452
0.98
0.3365 1.19 0.3830 1.40 0.4192 1.62 0.4463
0.99 0.3389 1.20 0.3849 1.41 0.4207 1.63 0.4474
1.00
0.3413 1.21 0.3869 1.42 0.4222 1.64 0.4484
235
Ti ep bang 1
x 0(x)
x 1(x) x (1)(x) x c1)(x)
1.64 0.4495 1.88 0.4699 2.24 0.4875
2.72
0.4967
1.65 0.4505 1.89 0.4706 2.26 0.4881 2.74
0.4969
1.66 0.4515 1.90 0.4713 2.28 0.4887 2.76 0.4971
1.67 0.4525 1.91 0.4719 2.30 0.4893 2.78
0.4973
1.68 0.4535 1.92 0.4726 2.32 0.4898 2.80
0.4974
1.69 0.4545 1.93 0.4732 2.34 0.4904 2.82 0.4976
1.70 0.4554 1.94 0.4738 2.36 0.4909 2.84
0.4977
1.71 0.4564 1.95 0.4744
2.38 04913 2.86 0.4979
1.72 0.4573 1.96 0.4750 2.40 0.4918 2.88 0.4980
1.73 0.4582 1.97 0.4756 2.42 0.4922 2.90 0.4981
1.74 0.4591 1.98 0.4762 2.44 0.4927 2.92
0.4982
1.75 0.4599 1.99 0.4767
2.46 0.4931
2.94 0.4984
1.76 0.4608 2.00 0.4772 2.48 0.4934 2.96
0.4985
1.77 0.4616 2.02 0.4783 2.50 0.4938
2.98 0.4986
1.78 0.4625 2.04 0.4793 2.52 0.4941
3.00 0.49865
1.79 0.4633 2.06 0.4803 2.54 0.4945
3.20 0.49931
1.80 0.4641 2.08 0.4812 2.56 0.4948
3.40 0.49966
1.81 0.4649 2.10 0.4821 2.58 0.4951 3.60
0.499841
1.82 0.4656 2.12 0.4830 2.60 0.4953
3.80 0.499928
1.83 0.4664 2.14 0.4838 2.62 0.4956 4.00 0.499968
1.84 0.4671 2.16 0.4846
2.64 0.4959 4.50 0.499997
1.85
0.4678 2.18 0.4854 2.66 0.4961 5.00 0.499997
1.86 0.4686 2.20 0.4861 2.68 0.4963
1.87 0.4693
2.22 0.4868 2.70 0.4965
2 36
Bdng 2. Phan ph6i Student P[ITI > Ta]= a
SO bac td do Mdc y nghia a (tieu chuan hal phla)
k 0.10 0.05 0.02 0.01 0.002 0.001
1 6.31 12 .7 31.82 63.7 318.3 637.0
2 2 .92 4.3 6.97 9.92 2 2 .33 31.6
3 2 .33 3.18 4.54 5.84 10.2 2 12 .9
4 2 .13 2 .78 3.75 4.60 7.17 8.61
5 2 .01 2 .57 3.37 4.03 5.89 6.86
6 1.94 2 .45 3.14 3.71 5.2 1 5.96
7 1.89 2 .36 3.00 3.50 4.79 5.40
8 1.86 2 .31 2 .90 3.36 4.50 5.04
9 1.83 2 .2 6 2 .82 3.2 5 4.30 4.78
10 1.81 2 .2 3 2 .76 3.17 4.14 4.59
11 1.80 2 .18 2 .72 3.11 4.03 4.44
12 1.78 2 .16 2 .68 3.05 3.93 4.32
13 1.77 2 .14 2 .65 3.01 3.85 4.2 2
14 1.76 2 .13 2 .62 2 .98 3.79 4.14
15 1.75 2 .12 2 .60 2 .95 3.73 4.07
16 1.75 2 .11 2 .58 2 .92 3.69 4.01
17 1.71 2 .10 2 .57 2 .90 3.65 3.96
18 1.73 2 .09 2 .55 2 .88 3.61 3.92
19 1.73 2 .09 2 .54 2 .86 3.58 3.88
2 0 1.73 2 .08 2 .53 2 .85 3.55 3.85
2 1 1.72 2 .07 2 .52 2 .83 3.53 3.82
2 2 1.72 2 .07 2 .51 2 .82 3.51 3.79
2 3 1.71 2 .06 2 .50 2 .81 3.49 3.77
2 4 1.71 2 .06 2 .49 2 .80 3.47 3.74
2 5 1.71 2 .06 2 .49 2 .79 3.45 3.72
2 6 1.71 2 .05 2 .48 2 .78 3.44 3.71
2 7 1.71 2 .05 2 .47 2 .77 3.42 3.69
2 8 1.70 2 .05 2 .46 2 .76 3.40 3.66
2 9 1.70 2 .04 2 .46 2 .76 3.40 3.66
30 1.70 2 .02 2 .42 2 .75 3.39 3.65
40 1.68 2 .02 2 .42 2 .70 3.31 3.55
60 1.67 2 .00 2 .39 2 .66 3.2 3 3.46
12 0 1.66 1.98 2 .36 2 .62 3.17 3.37
co
1.64 1.96 2 .33 2 .58 3.09 3.2 9
0.05 0.02 5 0.01 0.005 0.001 0.0005
Mdc y nghia a (tieu chudn mot phia)
2 37
17- GTXS&TKE
Bdng 3. Phan phi khi binh phirong voi n bac to do P [X > Ca]=
134c
to
do
Xac swat
n
0,99 0,98 0,95 0,90 0,80 0,70 0,50 0,30 0,2 0 0,10 0,05 0,02 0,01 0,005 0,002 0,001
1 0,0001 0,00060,0009 0,016 0,064 0,148 0,455 1,07 1,64 2 ,7 3,81 5,5 6,6 7,9 9,5 10,83
2 0,02 0 0,040 0,103 0,2 11 0,446 0,713 1,386 2 ,41 3,2 2 4,6 6,0 7,8 9,2 11,6 12 ,4 13,8
3 0,115 0,185 0,352 0,584 1,005 0,42 4 2 ,366 3,66 4,64 6,3 7,8 9,8 11,3 12 ,8 14,8 16,3
4 0,30 0,43 0,71 0,06 1,65 2 ,19 3,36 4,9 6,0 7,8 9,5 11,7 13,3 14,9 16,9 18,5
5 0,55 0,75 1,14 1,61 2 ,34 3,00 4,35 6,1 7,3 9,2 11,1 13,4 15,1 16,3 18,9 2 0,5
6 0,187 1,13 1,63 2 ,2 0 3,07 3,83 5,35 7,2 8,6 10,6 12 ,6 15,0 16,8 18,6 2 0,7 2 2 ,5
7 1,2 4 1,56 2 ,17 2 ,83 3,82 4,67 6,34 8,4 9,8 12 ,0 14,1 16,6 18,5 2 0,3 2 2 ,6 2 4,3
8 1,65 2 ,03 2 ,73 3,49 4,59 5,53 7,34 9,5 11,0 13,4 15,5 18,2 2 0,1 2 1,9 2 4,3 2 1,6
9 2 ,09 2 ,53 3,32 4,17 5,38 6,39 8,35 10,7 12 ,2 14,7 16,9 19,7 2 1,7 2 3,6 2 6,1 2 7,9
10 2 ,56 3,06 3,94 4,86 6,18 7,2 7 9,34 11,8 13,4 16,0 18,3 2 1,2 2 3,2 2 5,2 2 7,7 2 9,6
11 3,1 3,6 4,6 5,6 7,0 8,1 10,3 12 ,9 14,6 17,3 19,7 2 2 ,6 2 4,7 2 6,8 2 9,4 31,3
12 3,6 4,2 5,2 6,3 7,8 9,0 11,3 14,0 15,8 18,5 2 1,0 2 4,1 2 6,2 2 8,3 31,0 32 ,9
13 4,1 4,8 5,9 7,0 8,6 9,9 12 ,3 15,1 17,0 19,8 2 2 ,4 2 5,5 2 7,7 2 9,8 32 ,5 34,5
14 4,7 5,4 6,6 7,8 9,5 10,8 13,3 16,2 18,2 2 1,1 2 3,7 2 6,9 2 9,1 31,0 34,0 36,1
15 5,2 6,0 7,3 8,5 10,3 11,7 14,3 17,3 19,3 2 2 ,3 2 5,0 2 8,3 30,6 32 ,5 35,5 37,7
16 5,8 6,6 8,0 9,3 11,2 12 ,6 15,3 18,4 2 0,5 2 3,5 2 6,3 2 9,6 32 ,0 34,0 37,0 39,2
17 6,4 7,3 8,7 10,1 12 ,0 13,5 16,3 19,5 2 1,6 2 4,8 2 7,6 31,0 33,4 35,5 38,5 40,8
18 7,0 7,9 9,4 10,9 12 ,9 14,4 17,3 2 0,6 2 2 ,8 2 6,0 2 8,9 32 ,3 34,8 37,0 40,0 42 ,3
19 7,6 8,6 10,1 11,7 13,7 15,4 18,3 2 1,7 2 3,9 2 7,2 30,1 33,7 36,2 38,5 41,5 43,8
2 0 8,3 9,2 10,9 12 ,4 14,6 16,3 19,3 2 2 ,8 2 5,0 2 8,4 31,4 35,0 37,6 40,0 43,0 45,3
2 1 8,9 9,9 11,6 13,2 15,4 17,2 2 0,3 2 3,9 2 6,2 2 9,6 32 ,7 36,3 38,9 41,5 44,5 46,8
2 2 9,5 10,6 12 ,3 14,0 16,3 18,1 2 1,3 2 4,9 2 7,3 30,8 33,9 37,7 40,3 42 ,0 46,0 48,3
2 3 10,2 11,3 13,1 14,8 17,2 19,0 2 2 ,3 2 6,0 2 8,4 32 ,0 35,2 39,0 41,6 44,0 47,5 49,7
2 4 10,9 12 ,0 13,8 15,7 18,1 19,9 2 3,3 2 7,1 2 9,6 33,2 36,4 40,3 43,0 45,5 48,5 51,2
2 5 11,5 12 ,7 14,6 16,5 18,9 2 0,9 2 4,3 2 8,1 30,7 34,4 37,7 41,6 44,3 47,0 50,0 52 ,6
2 6 12 ,2 13,4 15,4 17,3 19,8 2 1,8 2 5,3 2 9,3 31,8 35,6 38,9 42 ,9 45,6 48,0 51,5 54,1
2 7 12 ,9 14,1 16,2 18,1 2 0,7 2 2 ,7 2 6,3 30,3 32 ,9 36,7 40,1 44,1 47,0 49,5 53,0 55,5
2 8 13,6 14,8 16,9 18,9 2 1,6 2 3,6 2 7,3 31,4 34,0 37,9 41,3 45,4 48,3 51,0 54,5 56,9
2 9 14,3 15,6 17,7 19,8 2 2 ,5 2 4,6 2 8,3 32 ,5 35,1 39,1 42 ,6 46,7 49,6 52 ,5 56,0 58,3
30 15,0 16,3 18,5 2 0,6 2 3,4 2 5,5 2 9,3 33,5 36,3 40,3 43,8 48,0 50,9 54,0 57,5 59,7
2 38
Bdng 4.
Phan ph6i F (Fisher - Snedecor), muc y nghia a = 0,01
Ki
1 2 3 4 5 6 7 8 9 10 11 12
1 4052 4999 5403 56.2 5 57.64 5889 59.2 8 5981 602 2 6056 6082 6106
2 98.49 99.01 99.17 99.2 5 99.30 99.33 99.34 99.36 99.38 99.40 99.41 99.42
3 34.12 30.81 2 0.48 2 7.71 2 3.2 4 2 7.91 2 7.67 2 7.49 2 7.34 2 7.2 3 2 7.13 2 7.05
4 2 1.2 0 18.00 16.69 15.98 15.52 14.2 1 14.98 14.80 14.66 14.55 14.45 14.37
5 16.2 6 13.2 7 12 .06 11.30 10.97 10.67 10.45 10.2 7 10.15 10.05 9.96 9.89
6 13.74 10.92 9.78 9.15 8.75 8.47 8.2 6 8.10 7.98 7.87 7.79 7.72
7 12 .2 5 9.55 9.45 7.89 7.46 7.19 7.00 6.84 6.71 6.62 6.54 6.47
8 11.2 6 8.65 7.59 7.01 6.63 6.37 6.19 6.03 5.91 5.82 5.74 5.67
9 10.56 8.02 6.99 6.42 6.06 5.80 5.62 5.47 5.35 5.2 6
5.18 5.11
10 10.04 7.56 6.55 5.99 5.64 5.39 5.2 1
5.06 4.95 4.85 4.78 4.71
11 9.85 7.2 0 6.2 2 5.67 5.32 5.07 4.88 4.74 4.63 4.54 4.46 4.40
12 9.33 6.93 5.95 5.41 5.06 4.82 4.65 4.50 4.39 4.30 4.2 2 4.16
13 8.86 6.51 5.56 5.03 4.69 4.46 4.2 8 4.14 4.03 3.94
3.86 3.80
16 8.53 6.2 3 5.2 9 4.77 4.44 4.2 0 4.03 3.89 3.78 3.69 3.61 3.55
2 0 8.10 5.85 4.94 4.43 4.10 3.87 3.71
3.56 3.45
3.37 3.30
3.2 3
2 4 7.82 5.61 4.72 4.2 2 3.90 3.67 3.50 3.36 3.2 5 3.17 3.09
3.03
30 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.06 2 .98
2 .90 2 .84
40 7.31 5.18 4.31 3.83 3.51 3.2 9
3.12 2 .99
2 .88 2 .80 2 .73
2 .66
50 7.17 5.06 4.2 0 3.72 3.41 3.18 3.02
2 .88 2 .78 2 .70 2 .62 2 .56
70 7.01 4.92 4.08
3.60 3.2 9 3.07 2 .91 2 .77
2 .67 2 .59 2 .51 2 .45
100 6.90 4.82 3.98 3.51 3.2 0 2 .99 2 .82 2 .69 2 .59
2 .51 2 .43
2 .36
2 00 6.76 4.71 3.88 3.41 3.11 2 .90 2 .73 2 .60
2 .50 2 .41
2 .34 2 .2 8
400
6:70 4.66 3.83 3.36 3.06 2 .85 2 .69
2 .55 2 .46
2 .37 2 .2 9
2 .2 3
x. 6.64 4.60 3.78 3.32
3.02 2 .80 2 .64 2 .51
2 .41 2 .32 2 .2 4
2 .18
2 39
F - Phdn phoi a = 0,01 (Fisher - Snedecor)
Tie)) bdng 4
K2
14 16 2 0 2 4 30 40 50 75 100 2 00 500 co
1 6142 6169 62 08 62 34 62 58 62 86 6302 632 3 6334 6352 6361 6366
2 99.43 99.44 99.45 99.46 99.47 99.48 99.48 99.49 99.49 99.49 99.50 99.50
3 2 6.92 2 6.83 2 6.69 2 6.60 2 6.50 2 6.41 2 6.35 2 6.2 7 2 6.2 3 2 6.18 2 6.14 2 6.12
4 14.2 4 14.15 14.02 13.93 13.83 13.74 13.69 13.61 13.57 13.52 13.48 13.46
5 9.77 9.68 9.55 9.47 9.38 9.2 9 9.2 4 9.17 9.13 9.07 9.04 9.02
6 7.60 7.52 7.39 7.31 7.2 3 7.14 7.09 7.02 6.99 6.94 6.90 6.88
7 6.35 6.2 7 6.15 6.07 5.98 5.90 5.85 5.78 5.75 5.70 5.67 5.65
8 5.56 5.48 5.36 5.2 8 5.2 0 5.11 5.11 5.06 5.00 4.96 4.88 4.86
9 5.00 4.92 4.80 4.73 4.46 4.56 4.51 4.45 4.41 4.36 4.33 4.31
10 4.60 4.52 4.41 4.33 4.2 5 4.17 4.12 4.05 4.01 3.96 3.93 3.91
11 4.2 9 4.2 1 4.10 4.02 3.94 3.86 3.80 3.74 3.70 3.66 3.62 3.60
12 4.05 3.98 3.86 3.78 3.70 3.61 3.56 3.49 3.46 3.41 3.38 3.36
13 3.70 3.62 3.51 3.43 3.34 3.2 6 3.2 1 3.14 3.11 3.06 3.02 3.00
16 3.45 3.37 3.2 5 3.18 3.01 3.01 2 .96 2 .89 2 .86 2 .80 2 .77 2 .75
2 0 3.13 3.05 2 .94 2 .86 2 .77 2 .69 2 .63 2 .56 2 .53 2 .47 2 .44 2 .42
2 4 2 .93 2 .85 2 .74 2 .66 2 .58 2 .49 2 .44 2 .36 2 .33 2 .2 7 2 .2 3 2 .2 1
30 2 .74 2 .66 2 .55 2 .47 2 .38 2 .2 9 2 .2 4 2 .16 2 .13 2 .07 2 .03 2 .01
40 2 .56 2 .49 2 .37 2 .2 9 2 .2 0 2 .11 2 .05 1.97 1.94 1.88 1.84 1.81
50 2 .46 2 .39 2 .2 6 2 .18 2 .10 2 .00 1.94 1.86 1.82 1.76 1.71 1.68
70 2 .35 2 .2 8 2 .15 2 .07 1.98 1.88 1.82 1.74 1.69 1.62 1.56 1.53
100 2 .2 6 2 .19 2 .06 1.98 1.89 1.79 1.73 1.64 1.59 1.51 1.46 1.43
2 00 2 .17 2 .09 1.97 1.88 1.79 1.69 1.62 1.53 1.48 1.39 1.33 1.2 8
400 2 .12 2 .04 1.92 1.84 1.74 1.64 1.57 1.47 1.42 1.32 1.2 4 1.19
x 2 .07 1.99 1.87 1.79 1.69 1.59 1.52 1.41 1.36 1.2 5 1.15 1.09
2 40
Bang phan ph6i F (Fisher-Snedecor), mac y nghia a = 0,05
Tie" bdng 4
K1
1 2 3 4
K-7
5 6 7 8 9 10 11
1 161 2 00 2 16 2 2 5 2 30 2 .34 2 37 2 39 2 41 2 42 2 43
2 18.5 19.00 19.16 19.2 5 19.30 19.33 19.36 19.37 19.38 19.39 19.40
3 10.13 9.55 9.2 8 9.12 9.01 8.94 8.88 8.84 8.81 8.78 8.76
4 7.71 6.94 6.59 6.39 6.2 6 6.16 6.09 6.04 6.00 5.96 5.93
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.78 4.74 4.70
6 5.99 5.14 4.76 4.53 4.39 4.2 1 4.15 4.10 4.10 4.06 4.03
7 5.59 4.74 4.35 4.12 3.97 3.79 3.73 3.68 3.68 3.63 3.60
8 5.32 4.46 4.07 3.84 3.69 3.50 3.44 3.39 3.39 3.34 3.31
9 5.12 4.2 6 3.86 3.63 3.48 3.2 9 3.2 3 3.18 3.18 3.13 3.10
10 4.96 4.10 3.71 3.48 3.2 2 3.14 3.07 3.02 3.02 2 .97 2 .94
11 4.84 3.98 3.59 3.36 3.2 0 3.09 3.01 2 .95 2 .90 2 .86 2 .82
12 4.75 3.88 3.49 3.2 6 3.11 3.00 2 .92 2 .85 2 .80 2 .76 2 .72
14 4.60 3.74 3.34 3.11 2 .96 2 .85 2 .77 2 .70 2 .65 2 .60 2 .56
16 4.49 3.63 3.2 4 3.01 2 .85 2 .74 2 .66 2 .59 2 .54 2 .49 2 .45
2 0 4.35 3.49 3.10 2 .87 2 .71 2 .60 2 .52 2 .45 2 .40 2 .35 2 .31
2 4 4.2 6 3.40 3.01 2 .78 2 .62 2 .51 2 .43 2 .36 2 .30 2 .2 6 2 .2 2
30 4.17 3.32 2 .92 2 .69 2 .53 2 .42 2 .34 2 .2 6 2 .2 1 2 .16 2 .12
40 4.08 3.2 3 2 .84 2 .61 2 .45 2 .34 2 .2 5 2 .18 2 .12 2 .07 2 .04
50 4.03 3.18 2 .79 2 .56 2 .40 2 .2 9 2 .2 0 2 .13 2 .07 2 .02 2 .98
70 3.98 3.13 2 .74 2 .50 2 .35 2 .2 3 2 .14 2 .07 2 .01 2 .97 1.93
100 3.94 2 .09 2 .70 2 .46 2 .30 2 .19 2 .10 2 .03 1.97 1.93 1.88
2 00 3.89 3.04 2 .65 2 .41 2 .2 6 2 .14 2 .05 1.98 1.92 1.87 1.83
400 3.86 3.02 2 .62 2 .39 2 .2 3 2 .12 2 .03 1.96 1.90 1.85 1.81
x 33.84 2 .99 2 .60 2 .37 2 .2 1 2 .09 2 .01 1.94 1.88 1.83 1.79
2 41
Bang phan ph6i F (Fisher-Snedecor), m>zc y nghia a = 0,05
Tzep bdng 4
K
K
12 1.3 16 20 30 40 50 7 5 100 200 500
1 244 245 246 248 250 251 252 253 253 254 254 2.54
2 1941 19.42 19.43 19.44 19.46 19.47 19.47 19.48 19.49 19.49 19_50 19.50
3 8.7 4 8.7 1 8.66 8.66 8.02 8.00 8.58 8.57 8.59 8.54 8.54 8.53
4 5.91 5.87 5.84 5.80 5.7 4 5.7 1 5.7 0 5.68 5.66 5.65 5.64 5.63
5 4.68 4.64 4.60 4.56 4.50 4.46 4.44 4.42 4.40 4.38 4.38 1.14
6 4.00 3.96 3.92 3.87 3.81 3.7 7 3.7 5 3.7 2 3.7 1 3.69 3.68 3.67
7 3.57 3.52 3.49 3.44 3.38 3.34 3.32 3.29 3.28 3.25 3.24 3.23
8 3.28 3.23 3.20 3.15 3.08 3.05 3.03 3.00 2.98 2.96 2.94 2.93
9 3.07 3.02 2.98 2.93 2.86 2.82 2.80 2.7 7 2.7 6 2.7 3 2.7 2 2.7 1
10 2.91 2.86 2.82 2.7 7 2.7 0 2.67 2.64 2.61 2.59 2.56 2.55 2.54
11 2.7 9 2.7 4 2.7 0 2.65 2.57 2.53 2.50 2.47 2.45 2.42 2.41 2.40
12 2.69 2.64 2.60 2.54 2.46 2.42 2.40 2.36 2.35 2.32 2.30 2.30
13 2.53 2.48 2.44 2.39 2.31 2.27 2.24 2.21 2.19 2.16 2.14 2.13
16 2.42 2.37 2.33 2.28 2.20 2.16 2.13 2.09 2.07 2.04 2.02 2.01
20 2.98 2.23 2.18 2.12 2.04 1.99 1.96 1.92 1.90 1.87 1.85 1.84
24 2.18 2.13 2.09 2.02 1.94 1.89 1.86 1.82 L80 1.76 1.74 1.73
30 2.09 2.04 1.99 1.93 1.84 1.7 9 1.7 6 1.7 2 1.69 1.66 1.64 1.62
40 2.00 1.95 1.90 1.84 1.7 4 1.69 1.66 1.61 1.59 1.55 1.53 1.51
50 1.95 1.90 1.85 1.7 8 1.69 1.63 1.60 1.55 1.52 1.18 1.46 1.44
7 0 1.89 1.84 1.7 9 1.7 2 1.62 1.46 1.53 1.47 1.45 1.40 1.37 1.35
100 1.85 1.7 9 1.7 5 1.68 1.51 1.51 1.48 1.42 1.39 1.34 L30 1.28
200 1.80 1.7 4 1.69 1.62 1.45 1.45 1.42 1.35 1.32 1.26 1.22 1.19
400 1.78 1.72 1.67 1.60 1.42 1.42 1.38 1.32 1.28 1.22 1:16 1.13
x 1.75 1.69 1.64 1.57 1.40 1.40 1.35 1.28 1.24 1.17 1.11 1.00
2 42
Bdng
5. Gia tri heti chudn Wilcoxon voi n 2 0 (so sanh cap
Ti'du
chudn mot phia
n
a = 0,05 a = 0,02 5 a = 0,01 a = 0,005
Wa W1-a Wa WI -a Wa WI -a Wa WI -a
6 3 17 1 2 0 0 2 1 0 2 1
7 4 2 4 3 2 5 0 2 1 0 2 1
8 6 30 4 32 2 34 I 35
9 9 36 6 39 4 41 2 43
10 11 44 9 36 6 49 4 51
11 14 52 11 55 8 58 6 60
12 18 60 14 64 10 68 8 70
13 2 2 69 18 73 13 78 10 81
14 2 6 79 2 2 83 16 89 13 92
15 31 89 2 6 94 2 0 100 16 104
16 36 100 30 106 2 4 112 2 0 116
17 42 III 35 118 2 8 12 5 2 4 12 9
18 48 12 3 41 130 33 138 2 8 143
19 54 136 47 143 38 152 33 157
2 0 61 149 53 157 44 166 38 172
a = 0,1
Wa WI
Tien chudn hai phia :
a = 0,05
Wa W a
T
a= 0,01
IN W
2 1 T
Bdng 6.
Didrn tieu chudn cua tieu chudn Wilcoxon
Kich
thu6c mdu
Q
Kich
thu6c trirtu
n , n 2 0,005 0,01 0,02 5 0,05 n , n, 0,005 0,01 0,02 5 0,05
6 6 2 3 2 4 2 6 2 8 7 2 0 52 56 62 67
7 2 4 2 5 2 7 30 2 1 53 58 64 69
8 2 5 2 7 2 9 31 2 2 55 59 66 72
9 2 6 2 8 31 33 2 3 57 61 68 74
10 2 7 2 9 32 35 2 4 58 63 70 76
11 2 8 30 34 37 2 5 60 64 72 78
12 30 32 35 38 8 8 43 45 49 51
13 31 33 37 40 9 45 47 51 54
2 43
Tiep bdng 6
Kich
thtrdc mriu
Q
Kich
thtrac mdu
Q
n, n 2 0,005 0,01 0,02 5 0,05 n, n, 0,005 0,01 0,02 5 0,05
14 32 34 38 42 10 47 49 53 56
15 33 36 40 44 11 49 51 55 59
16 34 37 42 46 12 51 53 58 62
17 36 39 43 47 13 53 56 60 64
18 37 40 45 49 14 54 58 62 67
19 38 41 46 51 15 56 60 65 69
2 0 39 43 48 53 16 58 62 67 72
2 1 40 44 50 55 17 60 64 70 75
2 2 42 45 51 57 18 62 66 72 77
2 3 43 47 53 58 19 64 68 74 80
2 4 44 48 54 60 2 0 66 70 77 83
2 5 45 50 56 62 2 1 68 72 79 85
7 7 32 34 58 39 2 2 70 74 81 88
8 34 35 38 41 2 3 71 76 84 90
9 35 37 40 43 2 4 73 78 86 93
10 37 39 42 45 2 5 75 81 89 , 96
11 38 40 44 47 9 9 56 59 62 66
12 40 42 46 49 10 58 61 65 69
13 41 44 48 52 11 61 63 68 72
14 43 45 50 54 12 63 66 71 75
15 44 47 52 56 13 65 68 73 78
16 46 49 54 58 14 67 71 76 81
17 47 51 56 61 15 69 73 79 85
18 49 52 58 63 16 72 76 82 87
19 50 54 60 65 -
9 17 74 78 84 90 11 2 0 114 119 12 8 135
18 76 81 87 93 2 1 117 12 3 131 139
19 78 83 90 96 2 2 12 0 12 6 135 143
2 0 81 85 93 99
2 3 12 3 12 9 139 147
2 1 83 88 95 102 2 4 12 6 132 142 151
2 2 85 90 98 105
2 5 105 136 146 155
2 3 88 93 101 108 12 12 112 109 115 12 0
2 4 90 95 1,04 1 1 1
13 115 113 119 12 5
2 5 92 98 107 114 14 119 116 12 3 12 9
10 10 71 74 78 82
15 12 2 12 0 12 7 133
11 73 77 81 86 16 12 5 12 4 131 138
12 75 79 84 89
17 12 9 12 7 135 142
13 79 82 88 92 18 132 131 139 146
14 81 85 91 96 19 136 134 143 150
15 84 88 94 99 2 0 139 138 147 155
2 44
Tie'' !ing 6
Kich
thtrac mdu
Q
Kich
flunk mdu
Q
n, n, 0,005 0,01 0,02 5 0,05 n, n, 0,005 0,01 0,02 5 0,05
16 86 91 97 103 2 1 142 142 151 159
17 89 93 100 106 2 2 146 145 155 163
18 92 96 103 110 2 3 149 149 159 168
19 94 99 107 113 2 4 12 5 153 163 172
2 0 97 102 110 117 2 5 12 9 156 167 176
2 1 99 105 113 12 0 13 13 133 130 136 142
2 2 102 108 116 12 3 14 136 134 141 147
2 3 105 110 119 12 7 15 140 136 145 152
2 4 107 113 12 2 130 16 144 142 150 156
2 5 110 116 12 6 134 17 151 146 154 161
11 11 87 91 96 100 18 144 150 188 166
12 90 94 99 104 19 148 154 163 171
13 93 97 103 108 2 0 151 158 167 175
14 96 100 106 112 2 1 155 162 171 180
15 99 103 110 116 2 2 159 166 176 185
16 102 107 113 12 0 2 3 163 170 180 189
17 105 110 117 12 3 2 4 166 174 185 194
18 108 113 12 1 12 7 2 5 170 178 189 199
19 111 116 12 4 134
14 14 147 152 160 166 16 2 0 2 15 2 2 3 2 34 2 43
15 151 156 164 171 2 1 2 2 0 2 2 8 2 39 2 49
16 155 161 169 176 2 2 2 2 5 2 33 2 45 2 55
17 159 165 174 182 2 3 2 30 2 38 2 51 2 61
18 163 170 179 187 2 4 2 35 2 40 2 56 2 67
19 168 174 183 192 2 5 2 40 2 49 2 62 2 73
2 0 172 178 188 197 17 17 2 2 3 2 30 2 40 2 49
2 1 176 183 193 2 02 18 2 2 8 2 35 2 46 2 55
2 2 180 187 198 2 07 19 2 34 2 41 2 52 2 62
2 3 184 192 2 03 2 12 2 0 2 39 2 46 2 58 2 68
2 4 188 196 2 07 2 18 2 1 2 44 2 52 2 64 2 74
2 5 192 2 00 2 12 2 2 3 2 2 2 49 2 58 2 70 2 81
15 15 171 176 184 192 2 3 2 55 2 63 2 76 2 82
16 175 181 190 197 2 4 2 60 2 69 2 82 2 94
17 180 186 195 2 03 2 5 2 65 2 75 2 88 300
18 184 190 2 00 2 08 18 18 2 52 2 59 2 70 2 80
19 189 195 2 05 2 14 19 2 58 2 65 2 77 2 87
2 0 193 2 00 2 10 2 2 0 2 0 2 63 2 71 2 83 2 94
2 1 198 2 05 2 16 2 2 5 2 1 2 69 2 77 2 90 301
2 2 2 02 2 10 2 2 1 2 31 2 2 2 75 2 83 2 96 307
2 3 2 07 2 14 2 2 6 2 36 2 3 2 80 2 89 303 314
2 4 2 11 2 19 2 31 2 42 2 4 2 86 2 95 309 32 1
2 5 2 16 2 2 4 2 37 2 48 2 5 2 92 301 316 32 8
2 45
Tie-p bdng 6
Kich
thaetc milt,
Q
Kich
thaw mAti
Q
n, n 2 0,005 0,01 0,02 5 0,05 n, n 2 0,005 0,01 0,02 5 0,05
16 16 196 2 02 2 11 2 19 19 19 2 83 2 91 303 313
17 2 01 2 07 2 17 2 2 5 2 0 2 89 2 97 309 32 0
18 2 06 2 16 2 2 2 2 31
2 1 2 95 303 316 32 8
19 2 10 2 18 2 2 8 2 37 2 2 301 310 32 3 335
19 2 3 307 316 330 342 2 1 2 4 370 381 396 410
2 4 313 32 3 337 350 2 5 377 388 404 418
2 5 319 32 9 344 357 2 2 2 2 386 396 411 42 4
2 0 2 0 315 32 4 337 348 2 3 393 403 419 432
2 1 32 2 331 344 356
2 4 400 411 42 7 441
2 2 32 8 337 351 364 2 5 408 419 435 450
2 3 335 344 359 371 2 3 2 3 42 4 434 451 465
2 4 341 351 366 379 2 4 431 443 459 474
2 5 348 358 373 387 2 5 439 451 468 483
2 1 2 1 349 359 373 385 2 4 2 4 464 475 492 507
2 2 359 366 381 393 2 5 472 484 501 517
2 3 363 373 388 401 2 5 2 5 505 517 536 552
2 46
Bdng 7.
Phan ph6i giOi han cua th6ng Ice D,
i(x) cua COrn6gOrOp
Lim P[/i-IDn < x]= K(x)
n -> oo
x K(x) x K(x)
x K(x)
0.2 8 0.000001 0.58 0.110395
0.88 0.579070
0.2 9 0.000004 0.59 0.112 760 0.89 0.593316
0.30 0.000009 0.60 0.135718 0.90 0.6072 70
0.31 0.00002 1 0.61 0.1492 2 9 0.91 0.62 092 8
0.32 0.000046 0.62 0.1632 55 0.92
0.6342 86
0.33 0.000091 0.63
0.177753 0.93 0.647338
0.34
0.000171 0.64
0.192 677 0.94 0.660082
0.35
0.000303 0.65 0.2 07987 0.95 0.672 516
0.36 0.000511 0.66 0.2 2 3637 0.96 0.684636
0.37 0.00082 6 0.67 0.2 39582 0.97 0.696444
0.38 0.0012 85 0.68 0.2 55780 0.98 0.707940
0.39 0,00192 9 0.69 0.2 72 189 0.99 0.70912 6
0.40
0.003972 0.70
0.2 88765 1.00 0.730000
0.41 0.003972 0.71 0.305471 1.01 0.740566
0.42 0.005476 0.72 0.32 2 2 65 1.02 0.75082 6
0.43 0.007377 0.73 0.339133 1.03 0.760780
0.44 0.009730 0.74 0.355981 1.04 0.770434,
0.45 0.012 590 0.75 0.372 833 1.05 0.779794
0.46 0,016005 0.76 0.389640 1.06 0.788860
0.47 0.02 002 2 0.77 0.406372 1.07 0.797636
0.48 0.02 4682 0.78 0.42 3002 1.08 0.80612 8
0.49 0.030017 0.79 0.439505 1.09 0.814342
G.50 0.036055 0.78 0.455857 1.10 0.814342
0.51 0.042 814 0.81 0.472 041 1.11 0.82 2 2 82
0.52 0.050306 0.82 0.488030 1.12 0.82 9950
0.53 0.058354 0.83 0.503808 1.13 0.844502
0.54 0.067497 0.84 0.519366 1.14 0.851394
0.55 0.077183 0.85 0.534682 1.15 0.848038
0.56 0.087577 0.86 0.549744 1.16 0.864442
0.57 0.098656 0.87 0.564546 1.17 0.870612
2 47
Ti e'p bdng 7
x K(x) x K(x) x K(x)
0.18 0.876548 1.47 0.973448 2 .04 0.999516
1.19 0.882 2 58 1.48 0.974970 2 .06 0.999588
1.2 0 0.887750 1.49 0.976412 2 .08 0.999650
1.2 1 0.893030 1.50 0.977782 2 .10 0.999705
1.2 2 0.898104 1.52 0.980310 2 .12 0.999750
1.2 3 0.902 972 1.54 0.982 578 2 .14 0.999790
1.2 4 0.707648 1.56 0.984610 2 .16 0.99982 2
1.2 5 0.912 132 1.58 0.98642 6 2 .18 0.999852
1.2 5 0.912 132 1.60 0.988048 2 .2 0 0.999874
1.2 6 0.916432 1.62 0.989492 2 .2 2 0.999896
1.2 7 0.92 0556 1.64 0.990777 2 .2 4 0.999912
1.2 8 0.92 4505 1.66 0.991917 2 .2 6 0.99992 6
1.2 9 0.92 82 88 1.68 0.992 92 8 2 .2 8 0.999940
1.30 0.931908 1.70 0.9932 2 3 2 .30 0.999949
1.31 0.935370 1.72 0.994612 2 .32 0.999958
1.32 0.938662 1.74 0.995309 2 .34 0.999965
1.33 0.941848 1.76 0.99592 2 2 .36 0.999970
1.34 0.944872 1.78 0.996460 2 .38 0.999976
1.35 0.947756 1.80 0.996932 2 .40 0.999980
1.36 0.950512 1.82 0.997346 2 .42 0.999984
1.37 0.953142 1.84 0.997707 2 .44 0.999987
1.38 0.955650 1.86 0.99802 3 2 .48 0.999991
1.39 0.958040 1.88 0.9982 97 2 .50 0.99999335
1.40
0.960318 1.90 0.998556 2 .55 0.99999956
1.41 0.962 486 1.92 0.998744 2 .60 0.99999974
1.43 0.966516 1.94 0.99892 4 2 .65 0.99999984
1.44 0.968382 1.96 0.999079 2 .70 0.99999990
1.45 0.970158 2 .00 0.99932 9 2 .90 0.999999990
1.46 0.971846 2 .02 0.99942 8 3.00 0.9999999997
2 48
S \11 + 1
n m
> ta
(n6u Z < xa thi chap nhan Ho)
Tru6ng hop 61 2 , 62 2 chuabi6t, ta gia thi6t 6
1 2 = 6 2 2 .
L6i giai:
Gia thi6t H bi bac bO- 6 mdc cx n6u Z =
X Y



S + --
1 1
n m
chap nhan H0), trong do xa va to tra nhu 6 phan
Phdn 136 sung : TIEU CHUAN MOT PHiA
N6u X < Y thi dua ve bai toan ki6m dinh gia thi6t
H : a l = a, v6i k: a, < a2
Tru6ng hop 6,2 , 62 2 da cho
L6i giai : gia thi6t Ho bi bac 136 6 mix a n6u
Y X
Z = > xo (n6u Z < xa thi chap nhan H0), trong do x, tra 6
2 9
62
n m
bang phan ph6i chudn N(0,1) sao cho cl)(xa) = 1 a.
Tru6ng hop
L6i giai : Gia thi6t Ho bi bac be) 6 milt a n6u Z =
Y X

(n6u Z < ta thi chap nhan Ho), trong do to tra nhu sau :
+ Neu n + m > 60 thi ta tra 6 bang phan ph6i chudn sao cho
'D(ta) = 1 - a.
+ N6u n +. m < 60 thi ta tra 6 bang phan ph6i Student v6i n + m 2
bac to do va mix a (bang tieu chudn mot phia).
i2
/ N6u X > Y thi dua ye bai toan kidm dinh gia thi6t Ho, a, = a2 voi k:
a, > a2 milt a
Twang hop 61 2 , 62 2 da cho.
Leri giai: gia thi6t Ho bi bac 1)6 6 muc a n6u Z =
X Y
>
cc
\11 2 2
al az
n m
> to (n6u Z < to thi
2 49
6,2 , 62 2 chua bi6t ta phai gia thi6t (3)2
= 6
2 2 .