Professional Documents
Culture Documents
GTToan XSuat Thong Ke
GTToan XSuat Thong Ke
Ths.L C VNH
GIO TRNH
XC SUT THNG K
H NI - 2006
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..2
(n k ).......2.1
n!
=
(n k )......2.1 (n k )!
k.
tnh A
n
6.T hp: Cc khi nim trn lun n trt t ca tp hp ta ang quan st. Tuy
nhin trong thc t c nhiu khi ta ch cn quan tm ti cc phn t ca tp con ca mt
tp hp m khng cn n cch sp xp tp con theo mt trt t no. T y ta
c khi nim v t hp nh sau
6.1 nh ngha: Mt t hp chp k ca n phn t l mt tp con gm k phn t ly t n
phn t cho.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..3
A kn
n!
=
k! k!(n k )!
7.T hp lp:
7.1 nh ngha: Mt t hp lp chp k ca n phn t l mt nhm khng phn bit th t
gm k phn t, mi phn t c th c mt n k ln ly t n phn t cho.
V d: Cho tp {a,b,c} gm 3 phn t
Cc t hp lp ca tp hp trn l {a,a},{a,b},{a,c},{b,b},{b,c},{c,c}
k
7.2 S cc t hp lp chp k ca n phn t k hiu l:. C
n
12
8. Nh thc Newton
Ta c: (a + b) 2 = a 2 + 2ab + b 2 = C 02a 2 b 0 + C12a 1b1 + C12 a 0 b 2
(a + b) 3 = a 3 + 3a 2 b + 3ab 2 + b 3 = C 03 a 3 b 0 + C13a 2 b1 + C 32 a 1b 2 + C 33a 0 b 3
M rng ra:
(a + b) n = C 0n a n b 0 + C1n a n 1b1 + ........ + C kn a n k b k + ................ + C nn a 0 b n
Cng thc trn gi l cng thc nh thc Newton.
Ta chng minh cng thc nh thc Newton theo qui np..
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..4
=>
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..5
2. S kin:
Cc kt qu c th c ca mt php th ng vi mt b cc iu kin xc nh no gi
l cc s kin ngu nhin hoc n gin gi l cc s kin hoc cc bin c.
Ta thng ly cc ch ci A, B, C, D. . .. . . hoc Ai, Bj, Ck, Dn.. . . ch cc s kin.
V d 1: Tung mt con xc xc cn i v ng cht c th c cc s kin sau:
A: S kin xut hin mt chn
B: S kin xut hin mt l
Ai: S kin xut hin mt c i chm.
V d 2: Trong mt gi ng hoa qu c cha 1 qu cam, 1 qu qut, 1 qu o v 1
qu l. Chn ngu nhin ra 2 qu c th c cc s kin sau:
A: Hai qu c chn gm 1 cam 1 qut
B: Hai qu c chn gm 1 cam 1 o
C: Hai qu c chn gm 1 cam 1 l
D: Hai qu c chn gm 1 qut 1 l
E: Hai qu c chn gm 1 qut 1 o
G: Hai qu c chn gm 1 o 1 l
3. S kin tt yu v s kin khng th c
S kin tt yu hoc s kin chc chn l s kin nht thit phi xy ra sau khi php th
c thc hin. Ta k hiu s kin ny l ..
S kin khng th c hoc s kin bt kh hoc s kin rng l s kin khng bao gi
xy ra sau khi th. Ta k hiu s kin ny l .
V d: ng ti H Ni nm mt hn
S kin ri xung a gii Vit Nam l s kin tt yu
S kin ri xung i Ty Dng l s kin bt kh.
4. Quan h gia cc s kin, hai s kin bng nhau
S kin A c gi l ko theo s kin B nu A xy ra th B cng xy ra v k hiu
A B ( hoc A B).
Nu A ko theo B v B ko theo A th ta ni A bng B v vit A = B. Trong xc sut hai
s kin bng nhau c coi l mt
V d: Mt hc sinh thi ht mt mn hc
A l s kin hc sinh (t im t 5 ti 10)
B l s kin hc sinh trung bnh hoc kh (t im t 5 ti 8)
C l s kin hc sinh kh hoc gii
G l s kin hc sinh gii (t im 9, 10)
K l s kin hc sinh d kh (t im 7, 8)
TB l s kin hc sinh trung bnh (t im 5, 6)
Ai l s kin hc sinh t i im (i = 0, 1, . . . .,9, 10).
Ta c: G A ; B A ; C A ; A 6 A ; A 9 G ; A 7 B ; A 7 K ; A 5 TB...
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..6
Hnh 1
Da vo hnh v trn c th thy C xy ra khi:
A xy ra v B khng xy ra.
B xy ra v A khng xy ra.
C A v B cng xy ra.
V vy c thni hp ca hai s kin A v B l mt s kin C xy ra khi t nht 1 trong 2
s kin A, B xy ra.
V d: Mt sinh vin thi ht mt mn hc
Gi : A l s kin sinh vin khng phi thi li (im thi t 5 n 10)
B l s kin sinh vin t im trung bnh kh (im thi t 5 n 8)
C l s kin sinh vin t im kh gii ( im thi t 7 n 10)
Ta c: A = B C .
5.2 Php giao: Giao ca 2 s kin A v B l s kin D, s kin D xy ra khi c A v B
cng xy ra.
K hiu: A B = D hoc AB = D v c l A giao B bng D hoc A nhn B bng D
Hnh v sau m t giao ca 2 s kin A v B
Hnh 2
V d: Quay li v d mc 5.1
Gi K l s kin sinh vin t im kh (im thi t 7 n 8)
Ta c: K = B C
Nu A B = ta ni A v B l 2 s kin xung khc vi nhau. Khi A xung khc vi B th
hp ca 2 s kin A v B c k hiu l A + B v c l A cng B.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..7
5.3 Php tr. S kin i lp: Hiu ca s kin A tr s kin B l s kin E, s kin E
xy ra khi A xy ra v B khng xy ra.
K hiu: A\B= E v c l A tr B bng E
Ta cng c th m t hiu ca s kin A tr s kin B bng hnh v sau:
Hnh 3
D nhn thy rng: Nu A B = th A \ B = A
__
* Nu A khng xy ra th A xy ra v ngc li
Hai s kin i lp nhau xung khc vi nhau mnh m theo kiu c anh th khng c
ti nhng khng c anh th phi c ti.
V d: Mt t hc sinh gm 3 hc sinh nam 3 hc sinh n. Chn ngu nhin 2 ngi.
Gi : A l s kin 2 hc sinh c chn l cng gii
B l s kin 2 hc sinh c chn u l nam
C l s kin 2 hc sinh c chn u l n
D l s kin 2 hc sinh c chn c mt nam mt n
Ta c A \ B = C, D = A .
Hnh sau m t s kin i lp ca s kin A
Hnh 4
5.4 Tnh cht
A ; A A
1/
2/
A = A ; A = ; A = ; A = A
3/
Nu A B ; B C th A C
4/
A B = B A ; AB = BA
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..8
5/
A (B C) = (A B) C ; A (BC) = (AB)C
6/
A (B C) = AB AC ; A (BC) = (A B)(A C)
7/
A \ B= A B
8/
A B = A B ; AB = A B
__
________
__ __
____
__
__
Vic chng minh cc tnh cht trn kh d dng xin dnh cho bn c. Chng ti ch
chng minh tnh cht 8 phn 1 nh l mt v d minh ho cho vic chng minh cc s
kin bng nhau:
_______
__ __
Ta chng minh: A B = A B
_______
=> A B . xy ra.
_______
__ __
Vy ta c: A B A B
(1)
__ __
__
__
__ __
________
(2)
__ __
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..9
7. H y cc s kin
7.1 H y cc s kin: H cc s kin A1, A2,. ... An gi l mt h y cc s kin
nu:
1/ Ai vi mi i = 1, 2 . . . . n
2/
A i A j = vi mi i khc j
3/ A1+ A2+.. . . . . .+ An =
V d: em hai c th th h F1 mang gen Aa, Aa lai vi nhau. Cc c th con th
h F2 c th c 1 trong 4 kiu gien AA, Aa, aA v aa. Chn 1 c th con trong cc c th
ni trn.
Gi: A l s kin c th con l ng hp t (mang gen AA hoc aa)
B l s kin c th con l d hp t (mang gen Aa hoc aA)
C l s kin c th con c mang gen tri (AA, Aa, aA)
A1 l s kin c th con ch mang gen tri (AA)
A2 l s kin c th con ch mang gen ln (aa)
Ta c: A, B l mt h y cc s kin
C, A2 cng l mt h y cc s kin
B, A1, A2 cng l mt h y cc s kin
Nh vy: vi mt php th cho c th c nhiu h y cc s kin khc nhau.
7.2 Phn chia mt s kin theo h y .
Gi s A1, A2, . ...An l mt h y cc s kin. A l mt s kin khc rng no . Ta
c:
A= A = A(A1 + A 2 + .......... + A n ) = AA1 + ....AA i + .....AA n
Khi ta ni A c phn chia gin tip nh h y cc s kin: A1, A2 , A3 ,..., An.
Nh bit vi mi php th c th lp ra nhiu h y cc s kin v vy mi s
kin khc rng A cng c th phn chia theo nhiu cch khc nhau. Mc ch ca vic
phn chia s kin A ra mt s s kin n gin hn nhm nh gi kh nng xy ra ca
s kin A nh cc s kin n gin ny.
8. i s v - i s cc s kin
Xt l mt tp hp khc rng m ta gi l s kin chc chn. C l mt h cc tp con
no ca .Mi tp con A ca , A C gi l mt s kin. H C c gi l
i s cc s kin nu:
1/ C .
__
2/ Nu A C th A C
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..10
Bi tp chng 1
1. Mt on gen gm 2 gen X, 2 gen Y, 2 gen Z, 2 gen T lin kt vi nhau theo mt hng
dc.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..11
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..12
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..13
c. C 0n +
1 1
1
1
2 n +1 1
C n + ...... +
C kn + ..... +
C nn =
2
k +1
n +1
n +1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..14
Chng 2 : Xc sut
Vic a ra nhng s o thch hp nh gi kh nng khch quan xy ra ca mi s
kin c trnh by trong phn u ca chng ny. Cc dng nh ngha xc sut t cc
nh ngha c in ti nh ngha xc sut theo h tin gip ngi hc hnh dung c
s pht trin v tnh phong ph, a dng ca mn xc sut. Cc tnh cht cc nh l v
xc sut c trnh by mc ti thiu ngi hc khi cm thy nng n khi tip thu
chng. Nhng v d a ra gip ngi hc thy c nhng p dng thc thc t ca
mn xc sut v qua cc v d ny ngi hc c th hiu cch lm cc bi ton xc sut.
I. Cc nh ngha ca xc sut
1. M u: Khi tin hnh mt php th, c th c mt trong nhiu s kin s xy ra, mi
s kin l mt c tnh nh tnh, vic ch ra s o kh nng xy ra ca mi mt s
kin l iu cn thit. Ta c th hiu xc sut ca mi s kin l s o kh nng xy ra
ca s kin . Vic gn cho mi s kin mt s o kh nng xy ra ca n phi m
bo tnh khch quan, tnh hp l v tnh phi mu thun. Trong mc ny chng ta s a
ra cc nh ngha ca xc sut. Mi dng c nhng u v nhc im nht nh. Tuy
vy, qua cc dng nh ngha ny c th hnh dung ra s pht trin ca mn xc sut, mt
mn hc c ngun gc xut pht t nhng sng bc nhng nh s t hon thin trong
qu trnh pht trin nn mn xc sut khng nhng c y cc yu t c bn ca mt
ngnh khoa hc chnh xc m cn l mt trong nhng ngnh ca Ton hc c th h tr
cho tt c cc lnh vc khoa hc khc t khoa hc t nhin n khoa hc k thut v k c
nhng ngnh tng nh xa l vi Ton hc l cc ngnh khoa hc x hi.
2. nh ngha xc sut theo quan nim ng kh nng.
2.1 Php th ng kh nng: Mt php th ng kh nng l mt php th m cc kt
qu trc tip (cn gi l s kin s cp) ng vi php th ny c kh nng xut hin nh
nhau sau khi th. Chng hn khi ta gieo mt con xc xc cn i v ng cht th vic
xut hin mt trong cc mt c s chm t 1 n 6 l c kh nng nh nhau hoc khi
chn ngu nhin hai trong nm ngi A, B, C, D, E th vic chn c AB hoc CD . . .
DE l c kh nng xut hin nh nhau.
2.2 nh ngha xc sut theo quan nim ng kh nng:
Xt mt php th ng kh nng. Gi s sau php th ny c mt trong n s kin s cp
n
c th xy ra v c mt trong nA s kin s cp xy ra ko theo A xy ra. Ta thy ly A
n
lm s o khch quan xy ra s kin A l hp l. V vy ta c nh ngha sau:
n
nh ngha: Xc sut ca s kin A l s P(A) = A
n
* n l s kt qu ng kh nng sau php th
* nA l s kt qu xy ra ko theo A xy ra hoc s kt qu thun li cho s kin A hay
s kt qu hp thnh s kin A
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..15
Vic tnh xc sut da trn nh ngha trn phi thc hin theo trnh t sau:
* Xt php th ang quan st c phi l php th ng kh nng khng
* Nu php th l ng kh nng th phi tm s s kin ng kh nng n
* tnh xc sut ca s kin A ta phi tm s kt qu ko theo A sau s dng nh
ngha
n
P(A) = A
n
2.3 Cc v d
V d 2.1: Gieo hai ng tin cn i v ng cht. Tnh xc sut c hai cng xut
hin mt quc huy.
Gi A l s kin c hai ng tin cng xut hin mt quc huy.
Ta c: S s kin ng kh nng: n = 4
1
S s kin ko theo A:
nA = 1 .Vy P (A) =
4
V d 2.2: Mt n g c bn con g ri gm hai mi hai trng v su con g tam
hong gm hai trng bn mi. Chn ngu nhin hai con g
Gi A l s kin hai con g c chn u l trng
B l s kin hai con g c chn gm mt trng mt mi
C l s kin hai con g c chn l g mi ri
Hy tnh xc sut ca cc s kin A, B, C
2
= 45
Ta c: S s kin y kh nng l C10
S s kin ko theo A l C 24 = 6
S s kin ko theo B l C14 C16 = 24
S s kin ko theo C l C 22 = 1
1
6 2
24 8
= , P(B) =
= , P(C) =
45 15
45 15
45
V d 2.3: C ba gen X, Y, Z v ba gen x, y, z xp ngu nhin theo mt dy dc. Tnh
xc sut cc gen x, y, z xp lin nhau.
Gi A l s kin cn tnh xc sut
S s kin ng kh nng: n = 6! = 720
144 1
=
S s kin ko theo A: nA = 3!4! = 144. Vy: P(A) =
720 5
V d 2.4: Hai c th b v m cng c kiu gen AaBb. Tnh xc sut c th con c
kiu gen ging kiu gen ca b m. Ta c bng lin kt gen sau:
Vy:
P(A)=
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..16
AB
Ab
aB
ab
AABb
AaBB
AaBb
B
AB
AABB
Ab
AABb
AAbb
AaBb
Aabb
aB
AaBB
AaBb
aaBB
aaBb
ab
AaBb
Aabb
aaBb
aabb
S ln tung 1 ng tin
Tn s mt sp
Tn sut mt sp
Buffon
4040
2040
0.5080
Pearson
12000
6010
0.5010
Pearson
24000
12012
0.5005
Ta nhn thy rng khi s ln tung tin n tng ln, tn sut xut hin mt sp n nh dn
v gi tr 0,5 c ly lm xc xut xut hin mt sp khi tung mt ng tin cn i v
ng cht.
3.2 nh ngha: Xc sut ca mt s kin l tr s n nh ca tn sut khi s php th
tng ln v hn.
Vic khng nh tn sut ca mt s kin n nh (hay tin ti) mt gi tr xc nh khi
s php th tng ln v hn c m bo bi nh l Bernoulli s c pht biu v
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..17
chng minh trong chng sau. Tuy nh ngha xc sut bng tn sut khng ch ra gi tr
c th xc sut ca s kin nhng trong thc t khi s ln th n l ln ta thng ly tn
xut fn(A) thay cho xc sut ca s kin A. Vo cui th k 19 nh ton hc Laplace theo
di cc bn thng k v dn s trong vng 10 nm ca London, Peterbua, Berlin v nc
22
. Khi
Php ng ta tm ra tn sut sinh con trai ca ba vng trn v c nc Php l
43
22
25
xem xt t l sinh con trai ca Paris ng tm c tn sut
, tn sut ny nh hn
.
49
43
Ngc nhin v s khc nhau , Laplace iu tra thm v tm ra hai iu th v sau:
Mt l: Vo thi by gi cc tr em ra khng ghi tn cha trong giy khai sinh th
d sinh Marseille, Bordeaux hay bt c ni no trn t Php u c trong bn thng
k tr sinh Paris.
Hai l: Phn ln nhng a tr ni trn u l con gi.
Sau khi loi nhng a tr khng sinh Paris ra khi danh sch ny th t l tr trai
22
Paris tr v con s
.
43
Qua v d nu trn chng ti mun cc nh nng hc tng lai khi quan st hoc th
nghim thy c mt s liu no khc vi s liu bit th cn phi tm nguyn do s
khc bit ny xut pht t u, rt c th qua ta c th pht hin c nhng iu b
ch phc v cho chuyn mn.
4. nh ngha xc sut bng hnh hc
Vi nhng php th ng kh nng m s kt qu sau mt php th l v hn th vic s
dng nh ngha xc sut mc 2 tnh xc sut ca mt s kin l khng thc hin
c. khc phc hn ch ny ngi ta a ra nh ngha xc sut bng hnh hc.
4.1 o ca mt min: Gi s D l mt min hnh hc no chng hn D l mt on
thng, mt hnh phng hay mt khi khng gian. S o di, din tch, th tch tng
ng c gi l o ca min D v k hiu l m(D)
4.2. nh ngha :
Xt mt php th vi v hn kt qu ng kh nng, gi s c th thit lp s tng ng
mt - mt mi kt qu vi mt im thuc min G c o l m(G) . Mi kt qu ko
theo s kin A tng ng vi mi im thuc min D G c o m(D).
m ( D)
Xc sut ca s kin A l s P(A) =
m(G )
V d 1: Mt ng dy cp quang ni H Ni vi thnh ph H Ch Minh di 1800
km gp s c k thut lm tc nghn vic thng tin lin lc. S c k thut c th xy ra
bt c mt v tr no trn ng cp quang trn vi cng mt kh nng. Tnh xc sut
s c k thut xy ra cch H Ni khng qu 300km.
Min G y l ng cp quang ni H Ni- thnh ph H Ch Minh c m(G) = 1800.
Min D tng ng vi s kin cn tnh xc sut l on cp quang t H ni ti v tr
cch H Ni 300 km, m(D) = 300.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..18
300 1
= .
1800 6
V d 2: Hai ngi A, B hn gp nhau ti mt a im trong qung thi gian t 12
gi n 13 gi theo qui c, ngi n trc i ngi n sau khng qu 15 pht. Tnh
xc sut hai ngi gp c nhau. Bit rng mi ngi c th n im hn vo bt
c thi im no trong qung thi gian ni trn.
Gi x l thi im A n ch hn, y l thi im B n ch hn, 0 x , y 60
Vy xc sut cn tnh P =
Hnh 1
Ta c min G l hnh vung OABC, min D l hnh ODEBGH.
m(G) = 602 , m(D)= 602- 452.
Vy xc sut cn tnh P =
m(D) 60 2 45 2
9
7
=
= 1 =
2
m(G )
60
16 16
5. H tin Kolmogorop
Mc d ra i t th k 17 nhng do ngun gc xut pht v nhng khi nim c nu
ra c tnh m t thiu nhng lun c khoa hc nn c mt qung thi gian di t th k 17
n trc nhng nm 30 ca th k 20 xc sut khng c coi l mt ngnh ton hc
chnh thng. Mi ti nm 1933 khi nh ton hc Nga A.N Kolmogorop xy dng h tin
cho l thuyt xc sut th xc sut mi c cng nhn l mt ngnh ton hc chnh
thng snh ngang hng vi nhiu ngnh ton hc khc nh s hc, hnh hc, i s, gii
tch...
Tuy c chp nhn mun mng nhng xc sut c mt trong hu ht cc lnh vc
khoa hc t khoa hc t nhin , khoa hc k thut dn khoa hc x hi. V l mt gio
trnh dnh cho cc ngnh khng chuyn v ton chng ti ch c nh trnh by s lc
h tin v l thuyt xc sut do A.N Kolmogorop a ra
Xt C l mt - i s cc s kin . Xc sut P l mt hm xc nh trn C tho mn :
1/ P(A) 0 A C
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..19
2/ P() = 1
3/ Nu A1, A2 , ... ,An,.. . . . . . . ... xung khc tng i, An C , n =1,2,... th
P ( A i ) = P ( A i )
i =1
i =1
II Cc tnh cht v cc nh l
1. Cc tnh cht.
n gin, ta ch s dng nh ngha theo quan im ng kh nng chng minh
cc tnh cht s nu trong mc ny. Tuy nhin cc tnh cht cng ng vi mi dng
nh ngha xc sut khc.
n
n
1/ 0 P(A) 1 v 0 n A n 0 A = P(A) = 1
n
n
2/ P( ) = 0, P() = 1 v n = 0, n = n suy ra iu cn chng minh.
3/
n AB n A + n B n AB
=
n
n
n A n B n AB
+
i =1
i =1
nA nB
= P(B)
n
n
2. Xc sut c iu kin
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..20
(1)
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..21
Hnh 2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..22
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..23
Pn(k1,k2) = Pn (k ) =
k = k1
k2
C p q
k
n
n k
k = k1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..24
V d 5.3: Xc sut mi cy sng sau thi gian trng l 0,8. Trng 1000 cy, Tm s
cy c kh nng sng cao nht
Ta c n =1000, p = 0,8, q = 0,2 np - q = 799,8
Vy s cy c kh nng sng cao nht k0 = 800
6. Cng thc xc sut ton phn
Xt A1, A2,..., An l mt h y cc s kin, A l mt s kin no .
Ta c:
A= A = A(A1 + A 2 + ... + A n ) = AA1 + AA 2 + ... + AA n
P(A) = P(AA1 + AA 2 + ... + AA n )
S dng cng thc cng v nhn xc sut ta c
P(A) = P(A1)P(A/A1)+ P(A2)P(A/A2)+...+ P(An)P(A/An)
Cng thc trn c gi l cng thc xc sut ton phn
V d 6.1: Mt kho hng c 10 kin hng trong c 4 kin do my A sn xut,
3 kin do my B sn xut v 3 kin cn li do my C sn xut. T l sn phm loi hai do
cc my sn xut ln lt l 0,02; 0,03; 0,05. Ly ngu nhin t kho ra mt kin hng ri
t ly ra mt sn phm. Tnh xc sut sn phm ly ra l sn phm loi hai
Gi: A l s kin sn phm ly ra l sn phm loi hai
Ai l s kin sn phm ly ra do my i sn xut
Khi A1, A2, A3 l mt h y A = AA1 + AA 2 + AA 3
Theo cng thc xc sut ton phn ta c
P(A) = P(A1)P(A/A1)+ P(A2)P(A/A2)+ P(A3)P(A/A3)
4
3
3
= .0,02 + .0,03 + .0,05 = 0,032
10
10
10
V d 6.2: Mt loi sinh vt c cc kiu gen AA, Aa, aa theo t l: 1 : 2 : 1.
Nu c th b (m) c kiu gen AA lai vi cc th m (b) c kiu gen AA th cc c th
con u c kiu gen AA.
Nu c th b (m) c kiu gen AA lai vi cc th m (b) c kiu gen Aa th c th con
c kiu gen AA, Aa theo t l 1 : 1.
Nu c th b (m) c kiu gen AA lai vi cc th m (b) c kiu gen aa th c th con
ch c cc kiu Aa. Chn mt c th con t c th m c kiu gen AA.
1/ Tnh xc sut c th con c kiu gen AA
2/ Tnh xc sut c th con c kiu gen Aa
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..25
Gi:
p.1
1
2
2p
1+ p
1
2
V d 7.2: T l ngi n khm ti mt bnh vin mc bnh A l 60%, trong s
nhng ngi mc bnh A c 50% mc c bnh B, cn trong s nhng ngi khng mc
bnh A c 70% mc bnh B.
1/ Khm cho mt ngi th thy ngi mc bnh B. Tnh xc sut ngi
c khm cng mc bnh A.
2/ Nu ngi c khm khng mc bnh B tm xc sut ngi khng mc
bnh A.
Gi : A l s kin ngi chn i khm mc bnh A
B l s kin ngi chn i khm mc bnh B
p.1 + (1 p)
V vy ta c: B = BA +B A
Xc sut cn tnh phn 1 l P(A/B) =
P(A)P(B / A)
P(B)
P ( A ) P( B / A )
P(B)
Ta c:
Suy ra:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..27
P(C1 / C ) =
P(C 2 / C ) =
P(C 2 ) P(C / C 2 ) 90
=
0,1552
P(C )
580
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..28
Bi tp chng II
1.Tung ng thi 3 ng tin. Tnh xc sut c 3 ng tin cng xut hin mt sp.
2. Mt t hc sinh c 4 nam, 4 n. Chn ngu nhin 3 hc sinh.
a.Tnh xc sut trong 3 ngi c chn c 2 nam, 1 n.
b. Tnh xc sut trong 3 ngi c chn u l n.
3. C 6 tm th nh s t 1 n 6. Rt ln lt 3 tm ri t t tri qua phi
a.Tnh xc sut s lp c l s chn
b. Tnh xc sut s lp c chia ht cho 3
c. Tnh xc sut s lp c chia ht cho 5
4. C n ngi xp theo mt hng dc (n >5)
a.Tnh xc sut 2 ngi A, B ng lin nhau
b.Tnh xc sut 2 ngi A, B ng cch nhau ng 3 ngi
5. Mt hc sinh c 5 quyn sch Ton, 3 quyn sch Vn v 2 quyn sch Ngoi ng.
Hc sinh ny xp ngu nhin cc quyn sch ny trn mt ngn ca gi sch.
a. Tnh xc sut 5 quyn sch Ton ng lin nhau
b. Tnh xc sut khng c 2 quyn sch Ton no xp lin nhau
6. Chn ngu nhin 10 hc sinh, tnh xc sut khng c 2 hc sinh no c cng sinh
nht.
7. Cho mt l hng c n sn phm trong c m ph phm. Ly ngu nhin k sn phm
(k < n, k < m ). Tnh xc sut trong k sn phm ly ra c l ph phm (l < k).
8*. Mt on tu vo ga gm c 4 toa, trn sn ga c 8 hnh khch i ln tu. Cc hnh
khch ny c ln mt trong bn toa trn mt cch ngu nhin
a. Tnh xc sut mi toa c ng 2 hnh khch mi ln
b. Tnh xc sut mi toa c ng 4 hnh khch mi ln
c. Tnh xc sut mt toa c ng 5 hnh khch mi ln 3 toa cn li mi toa c 1 hnh
khch ln.
9. Ti mt tri ln ging c 4 con ln ni thuc cc loi A, B , C, D cho phi ging vi 4
ln c cng thuc 4 loi trn mt cch ngu nhin .
a. Tnh xc sut cc cp ln cng loi phi ging vi nhau
b. Tnh xc sut khng c cp no cng loi phi ging vi nhau
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..29
10. Trong 10 ht u ging c 4 ht u hoa vng thun chng, 3 ht u hoa vng khng
thun chng v 3 ht u hoa trng. Chn ngu nhin 3 ht u
a. Tnh xc sut 3 ht u c chn gm 3 loi khc nhau
b. Tnh xc sut 3 ht u c chn l u cho hoa mu vng
c. Tnh xc sut 3 ht u c chn c t nht mt ht cho hoa mu trng
11. Mt on thng c chiu di 2l c b ngu nhin thnh 3 on. Tnh xc sut 3
on ny lp thnh mt tam gic.
12. Do thiu kinh nghim mt nhn vin th tinh nhn to cho b ch chun on c
b s rng trng trong khong 0h sng n 24h cng ngy. Bit rng trng v tinh trng
c th sng trong t cung khng qu t gi (t < 12).
a. K thut vin tin hnh th tinh nhn to vo lc 12h. Tnh xc sut vic th tinh
thnh cng.
b. K thut vin tin hnh vic th tinh nhn to mt cch ngu nhin trong qung thi
gian t 10h n 14h. Tnh xc sut vic th tinh thnh cng.
13. Lai g lng mu nu vi g lng mu trng g con th h F1 c lng mu nu, mu
xm v mu trng theo t l: 1 : 2 : 1. Chn ngu nhin 5 qu trng th h F1 em p
v c 5 qu trng u n. Tnh xc sut :
a. C ng 3 g con c lng mu nu.
b. C 2 g con c lng mu nu v 3 g con c lng mu xm.
c. C 1 g con c lng mu nu, 2 g con c lng mu xm, 2 g con c lng mu trng.
14. Bit t l ngi c nhm mu O, A, B v AB trong cng ng tng ng l:
34%, 37%, 21%, 8%. Ngi c nhm mu O, A, B ch c th nhn mu ca ngi cng
nhm vi mnh hoc nhn t ngi c nhm mu O, cn ngi c nhm mu AB c th
nhn mu t bt c mt ngi c nhm mu no. C mt ngi cn tip mu v mt
ngi cho mu. Vic truyn mu c thc hin.
a. Tnh xc sut ngi nhn mu c nhm mu A
b. Tnh xc sut ngi nhn mu c nhm mu B
15. Mt cng ty c hai phng chc nng. Phng A gm 3 nhn vin nam, 2 nhn vin n.
Phng B gm 3 nhn vin nam, 3 nhn vin n. kim tra nng lc lm vic ca mi
phng, gim c cng ty quyt nh chn mi phng 2 nhn vin kim tra chuyn
mn. Bit rng mi nhn vin phng A c th vt qua k kim tra vi xc sut 0,8 i
vi nam v 0,7 i vi n. Mi nhn vin phng B c th vt qua k kim tra vi xc
sut 0,7 i vi nam v 0,8 i vi n.
a. Tnh xc sut 4 nhn vin c chn u l nam.
b. Tnh xc sut 4 nhn vin c chn u qua k kim tra
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..30
Hnh 3
in c cung cp t E ti khu tiu dng F qua nm trm bin p A, B, C, D, G. Cc
trm bin p ny lm vic c lp, xc sut mi trm bin p A, B, C c s c k thut
sau mt thi gian hot ng l 0,1. Xc sut trn vi hai trm D, G l 0,05.
a. Tnh xc sut F mt in.
b. Bit F b mt in.Tnh xc sut c 2 trm D, G c s c.
19. Cho A, B l hai s kin c P(A) = 0,45; P(B) = 0,30; P(A B) = 0.60. Hy tnh cc
xc sut sau:
a. P( A B) ; b. P(B/A) ; c. P(AB) ; d. P(A/B)
20. Cho P(A) = 3/14; P(B) = 1/6; P(C) = 1/3; P(AC) = 1/7; P(B/C) = 5/21.
Tnh: a. P(A/C) ; b. P(C/A) ; c. P(BC) ; d. P(C/B)
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..31
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..32
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..33
33. (Bi ton Buffon) Trn mt phng c mt di cc ng thng song song cch u
nhau mt khong 2a. Gieo ngu nhin mt ci kim c chiu di 2l (l < a). Tnh xc sut
ci kim ct mt trong nhng ng thng trn.
34. Hai tu thu cp vo mt cng tr hng mt cch c lp trong vng 24h. Bit
rng thi gia bc d hng ca tu th nht l 2h, ca tu th hai l 3h Tnh xc sut
mt trong hai tu trn phi ch cp bn.
35. C n vin bi b ngu nhin vo m ci hp (n > m).
a. Tnh xc sut c ng 1 hp khng cha vin bi no.
b. Tnh xc sut c 1 hp cha c n vin bi.
c. Tnh xc sut mi hp c t nht 1 vin bi.
36. (Bi ton Banach) Mt nh ton hc c 2 bao dim, mi bao c n que. ng ta mi
bn ti 1 bao. Khi s dng nh bc hc rt ngu nhin 1 bao ri rt ra 1 que dng.
Tm xc sut khi ng pht hin 1 bao ht dim th bao kia cn k que.
37. C k thng ht ging gm k loi khc nhau c gi n mt trung tm bo qun
ging. Trung tm ny c k phng c nh s t 1 n k mi phng bo qun mt loi
ht ging. Do ngi ph trch k thut ca trung tm vng mt, nhn vin bo v nh
xp tm mi thng ht ging vo mt phng.
a. Tnh xc sut khng thng no ng v tr.
b. Tnh xc sut cc thng u ng v tr.
38*. Trn mt toa tu c 30 hnh khch. n ga tip theo mi hnh khch c th xung
tu vi xc sut 0,3. Ti ga ny mi hnh khch mi c th ln toa tu trn vi xc sut
0,5. Tnh xc sut khi ra khi ga toa tu vn cn 30 hnh khch.
39. Mt ca hng bn mt loi sn phm trong 30% do nh my A sn xut, 40% do
nh my B sn xut, 30% do nh my C sn xut.
T l sn phm loi mt ca ba nh my trn ln lt l: 0,9 ; 0,8 , 0,9.
a. Mua ngu nhin mt sn phm ti ca hng. Tm xc sut sn phm mua c l
loi mt.
b. Bit sn phm mua cl loi mt. Tnh xc sut sn phm do nh my A sn
sut.
40. Ti mt vng dn c, t l ngi nghin ht thuc l l 0,2. Bit rng t l vim hng
trong s ngi nghin thuc l l 0,7 v vi ngi khng nghin l 0,2. Khm ngu
nhin 1 ngi th thy ngi b vim hng. Tnh xc sut ngi nghin thuc l.
41. C 8 ngi rt thm chn cc cn h trong mt chung c t tng 8 n tng 15,
mi tng c 8 cn h.
a. Tnh xc sut c 8 ngi trn u nhn c cc cn h trong cng mt tng.
b. Tnh xc sut 8 ngi trn nhn c 8 cn h trn 8 tng khc nhau.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..34
Loi th hai l loi bin ngu nhin m n c th nhn cc gi tr trong mt khong hoc
mt s khong thc no . Loi bin ngu nhin th nht gi l bin ngu nhin ri rc.
Loi bin ngu nhin th hai gi l bin ngu nhin lin tc.
Vic a ra mt nh ngha thun tu ton hc v bin ngu nhin khng c trnh by
y. Ngi c mun bit c th tham kho cc ti liu dn ra cui gio trnh ny.
3. Bng phn phi xc sut ca mt bin ngu nhin ri rc.
3.1. nh ngha: Bng phn phi xc sut ca mt bin ngu nhin ri rc X l mt bng
gm hai dng
Dng trn ghi cc gi tr c th c ca bin ngu nhin X, dng di ghi cc xc sut
tng ng. Nu X nhn 1 s hu hn cc gi tr th bng phn phi xc sut ca X l:
X
x1
x2 ...
xi ... xn
p1
p2 ...
pi ...
pn
x1
x2 ...
xi ...
xn ...
p1
p2 ...
pi ...
pn ...
= 1 i vi bng th nht
i =1
= 1 i vi bng th hai.
i =1
3.2. Cc v d
V d 1: Mt ngi chi tr chi n tin bng cch tung ng thi 2 ng tin cn i
v ng cht. Nu c hai xut hin mt sp anh ta c 100 ng, nu c hai xut hin
mt nga anh ta mt 40 ng cn xut hin mt sp mt nga anh ta mt 30 ng. Gi X
l s tin anh ta nhn c sau mt vn chi. Lp bng phn phi xc sut ca X
Nhn thy X c th nhn cc gi tr - 40, - 30, 100 tng ng vi vic mt 40 ng , mt
30 ng v c 100 ng.
1
1
1
Ta c P(X = - 40) = , P(X = 30) = , P(X = 100) =
4
2
4
Vy bng phn phi xc sut ca X l
X
- 40
1
4
- 30
1
2
100
1
4
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..36
phng th nghim trn tit kim c. Lp bng phn phi xc sut ca Y bit cc th
nghim l c lp vi nhau v xc sut tm ra chng vi rt mi ln th nghim l 0,3.
Ta thy Y c th nhn mt trong ba gi tr 0, 1, 2. Vi xc sut tng ng
P(Y= 0 ) = 0,72 = 0,49; P( Y = 1 ) = 0,7.0,3 = 0,21; P( Y = 2 ) = 0,3.
Vy bng phn phi xc sut ca Y l
Y
0,49
0,21
0,3
1
p
2
qp
...
...
i-1
n
n-1
q p
q p
...
...
0,3
0,4
0,3
F
(
x
)
=
Ta c
0,7
1
khi x 0
khi 0 < x 1
khi 1 < x 2
khi x > 2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..37
th ca F(x)
Hnh 1
V d 2: th sc chu nn ca mt loi vt liu ngi ta tin hnh theo ba mc sau:
Mc 1: Tin hnh th vi p lc 200 kG / cm 2 . Nu vt liu chu c p lc ny th
chuyn sang mc hai
Mc 2: Tin hnh th vi p lc 230 kG / cm 2 . Nu vt liu chu c p lc ny th
chuyn sang mc ba
Mc 3: Tin hnh th vi p lc 250 kG / cm 2
Bit cc ln th c lp vi nhau v xc sut loi vt liu chu c cc mc th trn
tng ng l 0,90; 0,60; 0,40. Gi X l s ln th. Y l s ln th thnh cng. Hy tm
hm phn phi xc sut ca X v ca Y
Ta thy: X c th nhn cc gi tr 1, 2, 3
Y c th nhn cc gi tr 0, 1, 2, 3.
P( X = 1) = 0,1; P( X = 2) = 0,9.0,4 = 0,36; P( X = 3) = 0,9.0,6 = 0,54
Vy hm phn phi xc sut ca X l
0 khi x 1
FX ( x ) =
0,46 khi 2 x < 3
1
khi x > 3
P(Y = 0) = 0,1; P(Y = 1) = 0,9.0,4 = 0,36; P(Y = 2) = 0,9.0,6.0,6 = 0,324
P(Y = 3) = 0,9.0,6.0,4 = 0,216
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..38
khi
x 0
0
0,1
khi 0 x < 1
FY ( x) = 0,46
khi 1 x < 2
0,784 khi 2 x < 3
1
khi
x>3
5. Cc tnh cht ca hm phn phi: Hm phn phi F(x) ca bin ngu nhin X c cc
tnh cht sau
Tnh cht 5.1:
0 F ( x) 1
Tnh cht ny suy ra t nh ngha ca hm phn phi xc sut .
Tnh cht 5.1: lim F( x ) = 0 ; lim F( x ) = 1
x
Vic chng minh tnh cht ny vt ra khi kin thc ca gio trnh ny. Tuy nhin nu
t
lim F( x ) = F() ; lim F( x ) = F()
x
V d: Cho
F( x ) = 1 cos x
khi
x 0
x>
2
khi 0 < x
khi
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..39
1/ Chng minh rng F(x) l hm phn phi xc sut ca bin ngu nhin X no
2/ Gi X l bin ngu nhin c hm phn phi F(x).
)
4
Ta c: lim F( x ) = 0 ;
Tnh: P( 0 X <
x
lim F( x ) = 1
2
2 2
0 =
) = F ( )- F(0) = 14
2
2
4
6. Hm mt xc sut
nh ngha: Nu hm phn phi F(x) ca bin ngu nhin X c o hm x R th
F( x ) = f ( x ) c gi l hm mt xc sut ca bin ngu nhin X
P( 0 x <
ca X
Tht vy do F(x) l mt nguyn hm ca f(x) nn:
x
f (t )dt = F( t )
= F( x ) F() = F( x )
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..40
f ( x)dx = F ( x)
b
a
b a
P[a X < b] = P[a <X b]= P[a< X < b]= P[a X b] = f ( x )dx
a
+
f (x )dx = 1 V:
f (x )dx = F( x )
= F(+) F() = 1
8. Cc v d:
nu x [0, ]
0
V d 1: Cho f ( x ) =
A sin x nu x [0, ]
1/ Tm A f(x) l hm mt xc sut
2/ Tm hm phn phi xc sut tng ng
+
f (x )dx = 1 .
T f(x) 0 suy ra A 0.
+
Xt
= 1 2A = 1 A =
1
2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..41
nu x 0
0
1 1
C F(x) = f ( t )dt = cos x nu 0 < x
2 2
nu x >
1
A
V d 2: Cho f ( x ) =
1+ x 2
1/ Tm A f(x) l hm mt xc sut ca bin ngu nhin X no
2/ Tm hm phn phi xc sut tng ng
3/ Tnh P[0<X<1]
f(x) l hm mt xc sut A 0 v
x
1+ x
dx = 1 Aarctgx |+ = 1 A = 1 A =
F(x) =
dt
.1 + t
1
1
arctgt |x = (arctgx + )
2
1
1
arctg1 =
II. Cc s c trng
Khi bit bng phn phi xc sut hay hm phn phi xc sut i vi bin ngu nhin
ri rc, bit hm phn phi xc sut hay hm mt xc sut i vi bin ngu nhinlin
tc l hon ton xc nh c qui lut xc sut ca bin ngu nhin. Tuy nhin, trong
thc t, gii quyt mt vn no nhiu khi khng cn phi bit mt trong cc loi
hm nu trn m ch cn bit mt s gi tr c trng tng ng vi bin ngu nhin ang
xt. Cc gi tr c trng ny c chia thnh hai nhm mt nhm c trng cho v tr v
mt nhm c trng cho mc phn tn ca bin ngu nhin.
1. K vng
1.1.Cc nh ngha
Nu bin ngu nhin X c bng phn phi xc sut
X
x1
x2 ...
xi .... .xn
p1
p2 ...
pi .................. pn
th k vng ton ( hoc vng s) ca X l s k hiu l M(X) hay E(X) cho bi:
n
E(X) =
p x
i
i =1
x1
x2 ...
xi ... xn ...
p1
p2 ...
pi ...
pn ...
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..42
v nu
n =1
E(X) =
xn
n =1
| x | f ( x )dx
hi t th k
xf ( x)dx
1,62
1,66
1,70
1,74
0,3
0,2
0,2
0,3
10
11
12
13
14
15
0,05
0,10
0,15
0,25
0,20
0,15
0,10
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..43
10
11
12
13
14
15
360
360
360
360
360
360
360
300
400
400
400
400
400
400
240
340
440
440
440
440
440
180
280
380
480
480
480
480
120
220
320
420
520
520
520
60
160
260
360
460
560
560
0
100
200
300
400
500
600
0,05
0,10
0,15
0,25
0,20
0,15
0,10
X
9
10
11
12
13
14
15
Vic quyt nh mua cc lng hoa hng ngy c th thc hin theo cc phng n sau:
Phng n 1: Mua vo 9 lng, tin li trung bnh l:
E1 = 360
Phng n 2: Mua vo 10 lng, tin li trung bnh l:
E2 = 300. 0,05 + 400. 0,95 = 395
Phng n 3: Mua vo 11 lng, tin li trung bnh l:
E3 = 240. 0,05 + 340. 0,10 + 440. 0,85 = 420
Phng n 4: Mua vo 12 lng, li nhun l:
E4 = 180. 0,05 + 280. 0,1 + 380. 0,15 + 480. 0,70 = 430
Phng n 5:Mua vo 13 lng, li nhun l:
E5 = 120. 0,05 + 220. 0,1 + 320. 0,15 + 420. 0,25 + 520. 0,45 = 415
Phng n 6: Mua vo 14 lng, li nhun trung bnh l:
E6 = 60. 0,05 + 160. 0,1 + 260. 0,15 +360. 0,25 + 460. 0,20 + 560. 0,25 = 380
Phng n 7: Mua vo 15 lng, li nhun trung bnh l:
E7 = 0. 0,05 + 100. 0,1 +200. 0,15 + 300. 0,25 + 400. 0,2 + 500. 0,15 + 600. 0,1 = 330
T cc kt qu trn ta thy khi ca hng mua vo 12 lng hoa th li nhun trung bnh l
cao nht.
V d 3: Mt x th nhm bn vo mt mc tiu cho ti khi trng mc tiu th dng.
Cc ln bn c lp, xc sut trng mc tiu ca mi ln bn l 0,8. Gi X l lng n
phi dng. Tnh k vng ca X
X c bng phn phi xc sut sau
X
P
1
0,8
2
0,2.0,8
...
...
...
n-1
0,2 0,8
...
n.0,2
.0,8 hi t th gi tr
n 1
n =1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..44
f ( x ) = nx n 1
n =1
Mt khc
n =1
x
1 x + x
1
x
=
) =
nx n 1 = (
2
1 x
1- x
(1 x )
(1 x ) 2
n =1
1
0,8
E( X ) =
= 1,25
2
0,8
0,8 2
1
(1 + x 2 )
Ta c:
| x | f ( x)dx =
2
x
dx
1 + x 2
nu x [0, ]
0
f (x ) = 1
2 sin x nu x [0, ]
p (kx ) = k p x
i
= kE(X)
p z = p (x + y ) = p x + p y = x p + y p
= p x + p y = E(X) + E(Y)
= P(X = x ) = p ; p = P(Y = y ) = p
E(Z) =
ij ij
p i
ij
ij
ij
ij
ij
j=1
H qu 1:
ij
ij
i =1
E(aX + b) = aE(X) + b
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..45
i =1
i =1
E( a i X i ) = a i E(X i )
H qu 2:
.x i p j y j = E(X).E(Y)
p (x )
i
Nu X c hm mt f(x) th Y c hm mt f(x) vy
+
E(Y) =
( x )f ( x)dx
2. Phng sai
Xt bin ngu nhin X c k vng E(X)
2.1 . nh ngha: Phng sai ca bin ngu nhin X l s k hiu l
D(X) hoc VarX v D(X) = E[X-E(X)]2
T nh ngha trn ta thy:
* Nu X c phng sai th X phi c k vng
* Phng sai cn c gi l lch bnh phng trung bnh ca X i vi k vng ca
n.
* Phng sai cng nh th X cng tp trung xung quanh k vng E(X)
Vy phng sai l i lng c trng cho mc phn tn ca bin ngu nhinquanh
gi tr trung bnh l thuyt ca n.
Xt: D(X) = E[X-E(X)]2 = E{X2-2XE(X) + [E(X)]2}
= E(X2)-2E(X)E(X) + E[E(X)]2 = E(X2)-[E(X)]2
t [E(X)]2 = E2(X) ta c D(X) = E(X2) - E2(X)
2.2 Cc v d
V d 1: Bin ngu nhin X c bng phn phi xc sut
X
0,3
0,4
0,3
Tnh D(X).
C: D(X) = E(X2) - E2(X)
E(X) = 0.0,3 +1.0,4 + 2.0,3 = 1
E(X2) = 0.0,3 + 12.0,4 +22.0,3 = 1,6. Vy D(X) = 1,6 - 12 = 0,6
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..46
k.0,2
E(X) =
k 1
k =1
Xt chui:
k =1
k =1
k =1
x k = f (x ) vi x (0,1) f (x) = kx k1
Mt khc f(x) =
E( X ) =
1
x
1 x + x
1
f ( x ) =
=
2
2
1 x
(1 x )
(1 x )
0,8 2
k =1
1
= 1,25
0,8
E(X ) =
k =1
k =1
k =1
= 0,8.0,2 k (k 1).0,2 k 2 +
k =1
1
0,8
k =1
k =1
f ( x ) = k (k 1) x k 2
k =1
f ( x) =
1
2
2
f ' ' ( x) =
f ' ' (0,2) = 3 = k (k 1).0,2 k 2
2
3
(1 x)
(1 x)
0,8
E(X2) = 0,8.0,2
2
1
0,4
1
1,2
+
= 2 +
= 2
3
0,8 0,8
0,8 0,8
0,8
D(X) = E ( X 2 ) E 2 ( X ) =
1,2
1
0,2
=
0,3125
2
2
0,8
0,8
0,8 2
f (x ) = 1
2 sin x nu x [0, ]
+
Tnh D(X).
1
Ta c: E(X) = xf ( x )dx = x sin xdx =
20
2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..47
E(X2) =
2
x f ( x)dx =
2
1 2
x
sin
xdx
=
1
2 0
2
2
2 2
1
=
1
2
4
4
2.3 Cc tnh cht ca phng sai
1/ Phng sai ca hng s bng 0
Tht vy: D(C) = E(C2) - E2(C) =C2 - C2 = 0
2/ Hng s a ra ngoi du phng sai phi bnh phng ln
V:
D(kX) = E(k2X2) - [E(kX)2] = k2E(X2) - k2E2(X)
= k2[E(X2) - E2(X)] = k2D(X)
3/ Nu X c lp vi Y th D(X+Y) = D(X) + D(Y)
Ta c: D(X + Y) = E[(X+Y)2] - [E(X +Y)]2
= E( X2 +2XY + Y2) - [E(X) + E(Y)]2
= E(X2) + 2E(XY) + E(Y2) - E2(X) - 2E(X)E(Y) - E2(Y)
= E(X2) + E(Y2) - E2(X) - E2(Y) = D(X) +D(Y)
H qu 1: D(aX +b) = a2D(X)
Vy: D(X) =
Hai h qu trn suy trc tip t ba tnh cht va nu. Minh ho cho s hu ch ca h qu
2 ta xt v d sau.
V d: Gieo ng thi 10 con xc xc cn i v ng cht
Gi X l tng s chm cc mt trn. Tnh D(X)
Gi Xi l s chm mt trn ca con xc xc th i
X=
10
X i Do cc Xi l c lp vi nhau nn D(X) =
D(X )
i =1
i =1
10
1
6
1
( 1 + 2 + ... + 6) =3,5
6
1
91
91 21 2 546 441 105 35
; D( X i ) =
E( X i2 ) = (1 + 4 + ... +36) =
( ) =
=
=
6
6
6
6
36
36 12
1050 350 175
=
=
Vy: D(X) =
36
12
6
E(Xi) =
3. lch chun
Vic dng phng sai o mc phn tn ca bin ngu nhin quanh gi tr k vng
ca n s tr nn khng thch hp i vi bin ngu nhin c th nguyn (c n v o i
km) bi nu X c th nguyn bc nht th phng sai D(X) li c th nguyn bc hai.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..48
( X ) = D( X )
* lch chun cng th nguyn vi X nu X l bin c th nguyn
* Bin ngu nhin X c lch chun khi v ch khi X c phng sai
3.2. Tnh cht
1/ (X) 0
2/
(kX) =| k | (X)
3/ Nu X c lp vi Y th :
( X Y ) = D( X ) + D( Y ) ( X ) + ( Y )
Vic chng minh cc tnh cht trn kh d dng nn dnh cho ngi c
4. Mt s gi tr c trng khc
Ngoi cc gi tr c trng l k vng, phng sai hoc lch chun ngi ta cn a ra
mt s gi tr c trng khc
4.1 Mmen: Mmen cp k ca bin ngu nhin X i vi a l s
k(a) = E(X - a)k
* Nu a = 0 th k(0) gi l m men gc cp k ca X
* Nu a = E(X) th k(a) gi l m men trung tm cp k ca X v k hiu l k
Ta c (0) = E(X), 2 = D(X), 1 = 0 vi mi bin ngu nhin
Mt khc khi X c phn phi i xng qua k vng E(X) th k = 0 vi k l s t nhin l.
V vy ta c th s dng 3 xt xem phn phi xc sut ca X c i xng hay khng.
Tuy nhin, nu X l i lng c th nguyn th 3 c th nguyn bc ba so vi X, v vy
5
0,1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..49
Hnh 3
ModX l honh im cc i ca hm mt f(x)
4.3. Phn v:
Phn v mc 1 - ca bin ngu nhin X l s X xc nh bi:
P(X < X ) 1 - P ( X X )
Nu = 0,5 th X0,5 gi l trung v ca X
Hnh 4
III. Mt s qui lut xc sut ri rc thng gp
1. Phn phi nh thc
1.1 nh ngha
Bin ngu nhin X c gi l c phn phi nh thc nu X c bng phn phi xc sut
sau:
X
P
0
C 0n p 0 q n
1 . . .
C1n p q n 1
k . . .
C kn p k q n k
n
C nn p n q 0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..50
Vi 0 < p < 1, q = 1 - p
Khi X c phn phi nh thc ta k hiu X B(n , p), n, p gi l cc tham s ca phn phi
Phn phi nh thc vi n = 1 cn gi l phn phi Bernoulli
T nh ngha trn ta thy: S ln xut hin s kin A trong mt lc Bernulli c phn
phi nh thc.
1.2 K vng v phng sai
X B(n,p) ta c E(X) =
n
Xt: ( C kn x k q n k ) =
k =1
k =0
k =1
k C kn p k q nk = p k C kn p k 1q nk
k C x
k
n
k 1
q nk
k =1
n
k =0
k =0
C kn x k q n k = (q + x ) n nn ( C kn x k q n k ) = n (q + x) n 1
Mt khc
k C x
k
n
k 1
q n k = n(q + x)n-1
k =1
n
Phng sai:
E(X2) =
k 2 C kn p k q nk = p2 k (k-1) C kn p k 2 q n k +
k C p q
k =0
k =1
k =0
k
n
k (k-1) C x
k
n
k 2
nk
q n k
k =1
k =0
Thay x = p ta c: n(n - 1) =
k (k-1) C p
k
n
k 2
q n k .
k =1
Mt khc
k C p q
k
n
nk
k =0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..51
C kM C nNkM
P(X = k) =
Nh vy quy lut siu bi ph thuc vo ba tham s N, M, n.
C nN
2.2 Bng phn phi xc sut ca quy lut siu bi, k vng, phng sai ca phn phi
siu bi.
T cng thc xc sut: P(X=khng =
C kM C nNkM
ta c bng phn phi xc sut ca phn
C nN
phi siu bi l:
X
C 0M C nNM
C nN
1 ...
C1M C nN1M
C nN
k
...
...
C kM C nNkM
C nN
...
n
C nM C 0NM
C nN
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..52
p(1-p)
3 .k.n
p(1-p)2
p(1-p)k-1
p(1-p)n-1.
3.2 Cc s c trng:
Xt chui:
k =1
k =1
k.q k 1 . p = p k . p k 1
t q = 1 p => E(X) =
k =1
k =1
x k = f (x ) vi x (0,1) f (x) = kx k1
1
x
1 x + x
1
=
f ( x ) =
k .q k 1 = f ' (q) = 2
2
2
1 x
(1 x )
(1 x )
p
k =1
Mt khc f(x) =
E( X ) =
E(X2) =
1
p
k 2 .q k 1 . p = p k 2 . p k 1
k =1
k =1
k =1
k =1
= p k (k 1).q k 1 + p k .q k 1
= p.q k (k 1).q k 2 +
k =1
1
p
k =1
k =1
f ( x ) = k (k 1) x k 2
k =1
f ( x) =
1
2
2
f ' ' ( x) =
f ' ' (q) = 3 = k (k 1).q k 2
2
3
(1 x)
(1 x)
p
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..53
E(X2) = pq
2 1 2 q 1 2q + p
+ =
+ =
p3 p p2 p
p2
D(X) = E ( X 2 ) E 2 ( X ) =
2q + p 1
2q + p 1 q
= 2
2 =
2
p
p
p2
p
1!
2
2!
...
...
...
n
...
n!
4.2 Cc s c trng
P(X = k + 1)
= 1 k T y ta c
Xt:
P( X = k )
k
Nu khng l s nguyn th ModX = [ ]
Nu l s nguyn th ModX = hoc ModX = -1
E(X) =
ne .
n =1
n
n 1
= e .
= e .e =
n!
(
n
1
)!
n =1
P1 (t )
P (t )
= ; lim 2
=0
t 0
t 0
t
t
Vic nhn in thoi ti mt trm in thoi l mt qu trnh Poisson. S ln cc cuc
in thoi gi n trm in thoi ny l bin ngu nhin c phn phi Poisson. Qu trnh
phn r cc nguyn t phng x cng l mt qu trnh Poisson v s nguyn t b phn
hu trong mt qung thi gian cng l mt bin ngu nhin c phn phi Poisson.
lim
P(Ai) = pi ,
i =1
=n
i =1
j = 1, n nn mt trong nhng kt
n
nk
n!
.Vy xc sut cn tnh l:
n 1!n 2 !...n k !
P(X1 = n1 , X2 = n2 , , Xk = nk) =
n!
n
n
n
. p1 1 p 2 2 ....p k k
n 1!n 2 !...n k !
f (x ) = 1
nu x [a, b]
b - a
c gi l bin ngu nhin c phn phi u trn on [a,b]
Nu X c phn phi u trn on [a,b] th hm phn phi xc sut ca X l
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..55
0
x - a
F( x ) =
b - a
1
nu x < a
nu a x b
nu x > b
Hnh 5
1.2. K vng v phng sai ca phn phi u
+
K vng :
E(X) =
xf (x )dx =
Hnh 6
a+b
x
dx =
2
ba
C: E(X2) =
2
x f ( x )dx =
1
x2
dx = .(b 2 + ab + a 2 )
3
ba
1 2
(a + b) 2 ( b a ) 2
(b + ab + a 2 )
=
3
4
12
2. Phn phi m
2.1. nh ngha: Bin ngu nhin c hm mt
Vy D(X) =
0 nu x < 0
f ( x ) = -x
nu x 0
e
>0
nu x < 0
0
F( x ) =
-x
nu x 0
1 - e
th ca hm mt xc sut v hm phn phi xc sut ca phn phi
m l cc hnh sau:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..56
Hnh 7
Hnh 8
1
2
Phn phi m l phn phi c trng cho thi gian lm vic ca cc linh kin in t
hoc bn dn.
( x )2
2 2
X~ N( ; )
x
1
2
(t )2
2 2
dt
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..57
Hnh 9
Hnh 10
z2
2
By gi chng ta s s dng tch phn Euler - Poisson tnh k vng v phng sai ca
phn phi chun
+
1
E(X) = x.
e
2
( x ) 2
22
dx . t z =
x
dx
dz =
1
2
( + z)e
z2
2
dz =
2
z2
2
dz +
2
ze
z2
2
dz
1
Xt: E(X ) = x .
e
2
1
E(X ) =
2
2
2
=
2
z2
2
= 2 +
( x ) 2
( + z)
22
z2
2
dz
2
dz +
2
+
z2
2
2
z e
ze
z2
2
2
dz +
2
z e
2
z2
2
dz
dz (1)
Xt tch phn : z e
2
z2
2
dz = I . t z = u dz = du, ze
z2
2
dz = dv v = e
z2
2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..58
Ta c I = lim (ze
a +
z2
2
)|
+ e
z2
2
dz = 0 + 2 .Thay vo (1) ta c
E (X2) = 2 + 2 D(X) = 2.
2
Nu: x 4 th (x) 0
x
Hm (x) =
(0) = 0,5; (1) = 0,2420; (2) = 0,0540; (3) = 0,0044; (3,9) = 0,0001
Hnh 11
Hnh 12
2
1
P[a X b] =
e
a 2
( x ) 2
22
x
z=
ta c P[a X b] =
b a
(z)dz =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..59
< = 2 ( ) - 1.
P[ |X- | < ] = P
Vi = ta c: P[ |X- | < ]= 2 (1) - 1 = 0,6826
Vi = 2 ta c: P[ |X- | < 2
]= 2 (2) - 1 = 0,9544
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..60
Hnh 13
V mt hnh hc F(x, y) l xc sut im ngu nhin M(X, Y) ri vo min gch hnh
v trn.
2.2. Tnh cht
1/ lim F( x , y) = 1
lim F( x, y) = lim F( x, y) = 0
x +
y +
y1
yj
ym
x1
p11
p1j
p1m
xi
pi1
p j
pim
xk
pk1
pkj
pkm
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..61
ij
j=1
i =1
= 1, p ij = p i = P(X = x i ), p ij = p j = P(X = y j )
i =1 j=1
x1
x2 ...
xi ...
xk
p1.
p2 . ...
pi . ...
pk .
y1
y2 ...
yj ...
ym
p. 1
p. j ...
p.m
p. 2
...
0,1
0,2
0,3
0,1
0,1
0,2
Ta c: P( X = 0) = 0,6; P( X = 1) = 0,4
P( Y = 0 ) = 0,2; P( Y = 1) = 0,3; P( Y = 2) = 0,5
Vy bng phn phi xc sut ca thnh phn X, Y ln lt l:
X
0,6
0,4
0,2
0,3
0,5
f (u, v)dudv vi mi
1/ f(x, y) 0 vi mi (x, y) R 2
F( x, y)
2/ f(x, y) =
yx
++
3/
f (x, y)dxdy = 1
4/ P[ (X, Y) D ] = f ( x, y)dxdy
D
1
= 2
1 1
1
dx
dy
1
1
=
dxdy = 2
2
2
2
2
0 1+ x 0 1+ y
16
(1 + x )(1 + y )
0 0
+
f X ( x) =
dy
1
1
=
tng t f Y ( y) =
2
2
2
(1 + y 2 )
(1 + x )(1 + y ) (1 + x )
cov(X, Y)
D( X ) D( Y )
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..63
.j
P X /Y =yj
x1
x2
xi
xk
p1 j
p2j
p ij
p kj
p. j
p. j
p. j
p. j
P Y / X= x i
y1
y2
yj
ym
p i1
p i.
pi2
p i.
p ij
p im
p i.
p i.
i =1 p . j
m
p ij y j
j=1
p i.
f ( x , y)
gi l hm mt c iu kin ca Y vi iu kin X = x.
f x (x)
x(x / y)dx
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..64
V d 1: Vect ngu nhin (X,Y) c bng phn phi xc sut ng thi sau:
X
0,1
0,2
0,1
0,2
0,1
0,1
0,05
0,1
0,05
0,35
0,40
0,25
0,4
0,4
0,2
P(X/Y=1)
0,40
0,40
0,20
0,25
0,25
P(Y/X=2)
0,5
1
2 X Y 1 2
x
1
X
2 (1 2 ) X
y Y
+
Y
2
( x X )( y y )
X Y
1
X
( x X ) 2
22X
; fY(y) =
1
Y
( y Y ) 2
2 2 Y
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..65
(x/y) =
(y/x) =
1
2 X 1 2
1
2 Y 1 2
X
x X ( y Y )
Y
2 X (1 )
Y
y Y ( x X )
X
2 Y (1 )
E(Y/X=x) =
X
(x- X) + Y
Y
E(X/Y=y)=
Y
(y- Y) + X
X
Hnh 14
+ z x
Vy FZ(z) = P[M(X,Y) D ] =
[ f ( x, y )dy]dx
FZ(z) = fz(z) =
f ( x, z x)dx
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..66
FZ(z) = fz(z) =
f ( x, z x)dx =
f ( z y, y)dy
Trng hp X c lp vi Y ta c
+
fZ(z) =
f X ( x) f Y ( z x)dx =
( y ) f X ( z y )dy
{ X n } gi l hi t hu chc chn
h . c .c
Xn
X .
P
Xn
X.
1.3 Hi t theo quy lut : Dy cc bin ngu nhin { X n } gi l hi t theo quy lut ti
bin X nu dy hm phn phi {Fn ( x )} ca dy { X n } hi t ti hm phn phi F(x) ca
X.
Ngi ta chng minh c rng nu mt dy bin ngu nhin hi t hu chc chn ti X
th n cng hi t theo xc sut ti X. Mt dy bin ngu nhinhi t theo xc sut ti X
th cng hi t theo quy lut ti X.
2 Lut s ln v cc nh l v lut s ln.
2.1 S qua v lut s ln: Dy cc bin ngu nhin
1 n
1 n
P
nu X a
0 ; X = X i ; a = EX i .
n i =1
n i =1
Dy cc bin ngu nhin
hcc
X a
0; X =
1 n
1 n
X i ; a = EX i .
n i =1
n i=1
3.2 Bt ng thc Chebyshev: Cho bin ngu nhin X c E(X) = a, D(X) = b2.
Vi mi > 0 ta c P[| X- a | < ] 1
b2
.
2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..67
f ( x)dx =
1
2
2
( x a ) f (x )dx
( x a ) 2 2
f (x )dx
( x a ) 2 2
x a
(1)
1
2
2
( x a ) f ( x)dx =
b2
(2)
2
b2
T (1) v (2) suy ra P[| X- a | < ] 1 2 , iu phi chng minh
X=
1 n
2
ta
c
E(
X
)
=
,
D(
X
)
=
.
X
i
n
n i =1
2
2
.
Do
lim
(
1
) = 1 nn
n
2n
2n
3. Cc nh l gii hn.
Cc nh l v lut s ln lin quan ti s hi t theo xc sut ca dy cc i lng ngu
nhin. Phn ny chng ti trnh by khng chng minh cc nh l v s hi t theo quy
lut ca dy cc bin ngu nhin.
3.1 .nh l gii hn i phng Moivre -Laplace.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..68
k2
Pn(k1, k2) =
k
n
p k q n k .
k = k1
k np
1
lim Pn (k )
.
( x k ) = 0, xk=
n
npq
npq
x k1 =
(t )dt ] = 0
x k1
k np
k 1 np
, x k2 = 2
, (t) =
npq
npq
1 t 2 / 2
e
.
2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..69
k0 n
0,5 2n
__
X a
1 n
c cng k vng a v phng sai b2. X = X i , Z n =
n
b
n i=1
__
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..70
n
n
Y An
1 n
.
X i , A n = a i , B 2n = b i2 , Z n = n
Bn
n i=1
i =1
i =1
1
n B 2
n
x dF (x )
2
= 0 vi mi > 0 th dy cc
k =1 |x| Bn
bin ngu nhin Z1 , Z2 , .., Zn hi t theo qui lut ti phn phi chun tc.
Ngi c mun tm hiu k hn v cc nh l gii hn c th c cc sch tham kho
c nu cui gio trnh.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..71
Bi tp chng III.
1.Mt ngi tung ng tin 3 ln, gi X l s mt sp pha trn ca 3 ng tin va
tung.
a. Lp bng phn phi xc sut ca X.
b.Tm hm phn phi xc sut ca X.
c. Tnh E(X), D(X).
2. Mt ngi tung ng thi hai con xc xc cn i v ng cht. Gi tng s chm
hai mt trn l X. Nu X 4 anh ta mt 100 ng. Nu 5 X <10 anh ta mt 50 ng.
Nu X > 10 anh ta c 200 ng. Gi Y l s tin anh ta nhn c sau mt ln chi.
a. Lp bng phn phi xc sut caY
b. Tm hm phn phi xc sut ca Y
c, Tnh k vng ca Y. C kt lun g v tr chi ny
3. Mt ngi c 3 vin n nhm bn vo bia cho ti khi trng bia hoc ht n th dng.
Cc ln bn c lp, xc sut trng bia mi ln bn l 0,8. Gi Y l s n phi dng
a. Lp bng phn phi xc sut ca Y
b.Tm hm phn phi xc sut ca Y v v th ca hm phn phi.
c.Tnh E(Y), D(Y).
4. Hai cu th bng r ln lt nm bng vo r cho ti khi c mt ngi nm trng hoc
c hai ngi nm ht 3 lt th dng. Xc sut nm trng r ca ngi th nht l 0,8,
ca ngi th hai l 0,6, cc ln nm c lp. Gi X l s ln nm ca ngi th nht, Y
l s ln nm ca ngi th hai, Z = X + Y.
a. Hy lp bng phn phi xc sut ca X, Y, Z.
b. Tnh E(X), E(Y), E(Z)v D(X), D(Y), D(Z).
5. Mt kho hng c 6 l hng do nh my A sn xut v 4 l hng do nh my B sn
xut. Ly ngu nhin t kho hng ra 3 l hng. Gi X l s l hng do nh my A sn
xut trong 3 l hng c ly ra.
a. Lp bng phn phi xc sut ca X.
b.Tnh E(X), D(X).
6. Khi lai u hoa thun chng vi u hoa trng thun chng th h F1 cc cy u
u c hoa mu . th h F2 cc cy u c hoa mu v mu trng theo t l 3: 1.
Chn ngu nhin 4 cy u th h F2. Gi X l s cy u c hoa mu trong 4 cy
trn.
a. Lp bng phn phi xc sut ca X.
b. Tnh E(X), D(X).
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..72
7. Mt ca hng kinh doanh thc phm ti sng ti mt khu dn c qua mt thi gian
iu tra th trng nhn thy lng tiu thu tht ln X ( kg/ngy) c bng phn phi xc
sut sau:
X
100
105
110
115
120
125
0,1
0,20
0,20
0,30
0,12
0,08
Gi tht ln mua vo 25000 ng/kg bn ra 30000 ng/ kg cui ngy tiu th khng ht
phi bn vi gi 15000 ng/ kg . Nu l ch ca hng, anh (ch) nn quyt nh hng
ngy nn nhp lng tht ln l bao nhiu c li nhun trung bnh l cao nht.
8. iu tra lng sa ti ng chai X bn ra hng ngy ca mt ca hng c bng
phn phi xc sut nh sau:
X
10
11
12
0,1
0,15
0,20
0,30
0,15
0,1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..73
khi x < 0
0
16. Cho f(x) =
x
Axe khi x 0
a. Tm A f(x) tr thnh hm mt xc sut.
b. Tm hm phn phi xc sut tng ng.
c. Tnh E(X).
17. Cho f(x) = Ae-|x|
a. Tm A f(x) l hm mt xc sut ca bin ngu nhinX.
b. Tm hm mt xc sut ca Y = X2.
c. Tnh xc sut P [ Y 1 ].
18. Cho X, Y l 2 bin ngu nhin c lp c bng phn phi xc sut sau:
X
P
0,2
0,5
0,3
a. Hy lp bng phn phi xc sut ca Z = X + Y.
b. Hy lp bng phn phi xc sut ca U = X.Y
0,3
0,5
0,2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..74
n n
i =1
0
24. Cho: f ( x ) = 2 2 x
Ax e
x <0
x 0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..75
x<0
0
25. Cho: f ( x ) = x
ke 2
x0
a. Tm k f(x) l hm mt l hm mt xc sut ca bin ngu nhinY no .
b. Tm hm phn phi xc sut tng ng.
c. Tm k vng v phng sai ca Y.
31. Nng sut la X mt a phng l bin ngu nhin c phn phi chun vi k vng
60 t v lch chun l 5 t/ha. Gt ngu nhin 5 tha rung.
a. Tnh xc sut trong 5 tha rung c gt c 2 tha rung c nng sut lch khi k
vng khng qu 2 t.
b.Tnh xc sut trong 5 tha rung c gt c t nht 1 tha rung c nng sut lch
khi k vng khng qu 2 t.
32. Cc khch hng mua xe hi ti mt i l nu v l do no khng va , chic xe
mua c tr li trong vng 2 ngy sau khi mua v c ly nguyn tin. Mi xe b tr
li nh vy i l b thit hi 5 triu ng. T l xe b tr li l 10 %. C 100 xe mi c
bn ra.
a. Tm k vng v lch chun s xe b tr li.
b. Tm k vng v lch chun ca s tin i l b thit hi.
33. Bin ngu nhin X c phn phi Poisson vi = 10. Tnh xc sut X khng vt
qu 3.
34. S ln trc trc ca mt mng my tnh mt trng i hc trong mt thng c phn
phi Poisson vi = 2. Tnh xc sut trong mt thng c 5 my b trc trc.
35. Bin ngu nhinX c phn phi m vi k vng l 2. Hy tnh xc sut X nhn gi
tr nh hn 3.
36. Mt ci bia hnh ch nht c chiu di 6m, chiu rng 4m. Mt ngi nhm bn vo
bia, Gi X, Y ln lt l khong cch gia im chm ca vin n vi mt phng cha
bia ti 2 trc i xng ca bia. Bit X c phn phi chun vi k vng l 2 m v lch
chun 0,9m. Y c phn phi chun vi k vng l 1,5m v lch chun 0,6m v X c
lp vi Y. Tnh xc sut vin n c bn trng bia.
37. Cho vect ngu nhin 2 chiu c bng phn phi xc sut ng thi sau:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..77
0,05
0,10
0,05
0,10
0,01
0,05
0,10
0,10
0,05
0,10
0,05
0,15
Y=2
X =1
v tnh E( X
v tnh E( Y
Y=2
X =1
).
).
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..78
Chng 4:
Nhng khi nim c bn m u v thng k.
Thng k ton hc c th coi l mt phng php khoa hc phn tch v x l d liu
c c nh cc th nghim, cc cuc iu tra nghin cu cc hin tng t nhin, cc
vn k thut cng nh cc vn x hi. Nhng d liu y c th l nhng c
tnh nh tnh, cng c th l nhng c tnh nh lng. T nhng d liu thu thp c,
da vo cc quy lut xc sut a ra nhng quyt nh, nhng nh gi v cc d bo
v nhng hin tng ang c th nghim hoc ang c quan st l mc ch ca
thng k ton hc.
I. Tng th v mu.
1.Tng th v kch thc ca tng th.
Khi nghin cu hoc quan st mt hoc mt s c tnh ca cc phn t trong mt tp
hp no th tp hp cc phn t ny c gi l tng th hoc m ng, mi phn t
thuc tp hp ny c gi l cc c th ca tng th hoc c th ca m ng. Chng
hn nh khi nghin cu chiu cao ca thanh nin Vit Nam ( c tui t 15 n 30) th
tng th gm tt c cc thanh nin Vit Nam thi im bt u nghin cu, c tnh m
ta nghin cu l mt c tnh nh lng l chiu cao ca mi c th trong tp hp
thanh nin Vit Nam. Khi iu tra mt loi bnh mi xut hin trn gia cm ti cc tnh
thuc ng bng Bc B th tng th l ton b gia cm ang c chn nui ti ng
bng Bc B. c tnh m ta quan tm ti trong trng hp ny l mt c tnh nh tnh
xt mi c th gia cm trong tng th c hoc khng c loi bnh m ta quan tm. S
lng cc c th trong mt tng th c gi l kch thc ca tng th . Ngi ta
thng dng ch hoa N ch kch thc ca tng th .Thng thng kch thuc tng
th rt ln. Chnh v vy vic xt mt hoc mt s cc c tnh ca tt c cc c th trong
tng th s tn km v thi gian, cng sc cng nh tin ca. Trong nhiu trng hp
vic nghin cu tt c cc c th ca tng th l khng kh thi v s lng c th tng
th c mt trong thi gian nghin cu lun bin ng. Chng hn vic xt tui th ca tt
c cng dn Vit Nam l mt vic lm khng kh thi. Trong nhiu trng hp khc vic
nghin cu tt c cc c th ca tng th li l mt vic lm khng c ngha. Nu cn
nh gi cht lng bia ca nh my bia H Ni sn xut trong mt thng m em m
tt c cc chai bia ny ra kim tra th khng th chp nhn c v sau khi kim tra s
khng cn bia bn.
2. Mu v kch thc mu.
Mt tp hp cc c th ly ra t tng th gi l mu. S lng c th c mt trong mt
mu gi l kch thc ca mu. . Ngi ta thng dng ch n ch kch thc mu.
Kch thc ca mu thng nh hn rt nhiu so vi kch thc ca tng th. T tng
th cho ta c th ly ra nhiu mu khc nhau vi cng mt kch thc n. Tp hp tt
c cc mu c th ly ra c t tng th c gi l khng gian mu. Nu c tnh m
ta nghin cu l c tnh nh lng X th vi mt mu c th c kch thc n, c th th
i trong mu c c tnh X = xi th b s
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..79
.
n
N
3.4: Ly mu theo chu k : Trong vic kim tra cht lng cc sn phm cng nghip
c sn xut theo dy chuyn vic ly mu ngu nhin s gp kh khn v tn km.
Phng php ly mu theo chu k t ra thun li trong nn sn xut cng nghip hin
i. C sau mt chu k gm T sn phm ta ly ra mt sn phm a vo mu.
trnh s trng lp ca chu k sn xut ra cc sn phm tt, xu ca dy chuyn vi chu k
ly mu ta c th thay i chu k T trong cc t ly mu khc nhau vi mc ch mu
phi i din mt cch khch quan nht cho tng th .
Cc phng php ly mu trn l cc phng php ph bin trong vic thu thp cc d
liu.Vic ly mu tt, xu theo ngha c khch quan hay khng nh hng rt ln ti vic
a ra kt lun c chnh xc hay khng v cc c tnh c mt trong tng th .
II. B tr mu v phn phi mu.
Khi nghin cu c tnh nh lng X tng th bng cc phng php ly mu ta nhn
c mt mu c kch thc n gm n s liu:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..80
fi
ni
x1 x2
Hnh 1
xk-1 xk
x1 x2
xk-1 xk
Hnh 2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..81
ni
x1 x2
xk-1 xk
x1 x2
Hnh 3
Hnh 3 v hnh 4 l cc hnh v a gic tn s v a gic tn sut.
xk-1
xk
Hnh 4
2. Sp xp s liu theo cc lp: Khi kch thc mu ln thun tin cho vic phn
tch v x l s liu ta c th chia mu ra lm k lp k tip vi cng rng
gi tr ln nht ca mu - gi tr nh nht ca mu
l=
k
Khi mu c sp xp theo bng sau:
Lp
Tn s ni
Tn sut fi
[x1, x1+l)
n1
f1
[x1+l, x1+2l)
n2
f2
...
[x1+(i-1)l, x1+il)
ni
f2
...
[x1+(k-1)l, xk]
nk
fk
din tch bng ni . Mi hnh ch nht vi y l x1+( i1)l ; x1+il trong hnh 6 c din tch
l fi. Nu ni trung im cc cnh pha trn ca cc hnh ch nht lin k ta c a gic
tn s v a gic tn sut tng ng .
xi
fi
x1
f1
x2
f2
xi
fi
xk
fk
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..82
ni
x x
fi
xk-1 xk
Hnh 5
x x
xk-1 xk
Hnh 6
f
khi x1 x < x 2
1
.....
Fn ( x) =
khi xi x < xi +1
f 1 + f 2 + ..... + f i
.....
1
khi x x k
Nhn thy rng: hm phn phi mu ph thuc vo mu v kch thc ca mu. Vi hai
mu c cng kch thc c th nhn c hai hm phn phi mu khc nhau. Gi s c
tnh nh lng X tng th c hm phn phi F(x) .
nh l Glivenco-Katelli ch ra rng: vi mi s thc x, Sup |Fn(x) - F(x)| hi t hu
chc chn ti 0 khi n tin ra v cng. iu ny c ngha l vi n ln ta c th ly phn
phi mu thay cho phn phi xc sut cha bit ca tng th.
III. Mu ngu nhin v cc c trng mu.
1. Mu ngu nhin.
Gi s c trng bin X mi c th tng th l mt i lng ngu nhin c hm
phn phi xc sut F(x), ta tin hnh mt php ly mu ngu nhin c kch thc n. Gi
Xi l bin ngu nhin ch gi tr X ca c th th i trong mu, ta thy cc Xi l cc bin
ngu nhin c cng phn phi xc sut vi X. Vi mi mu c th Xi s c gi tr xc
nh l xi. Do vic ly mu l c lp nn dy
X1, X2, ..., Xn l cc i lng ngu nhin c lp.
Ta c th hiu vct ngu nhin ( X1, X2, .. Xi,.., Xn ) trong Xi c lp vi Xj khi i j
v cc Xi c cng phn phi xc sut vi X c gi l mt mu ngu nhin ly t tng
th cho.
Vi mi mu c th ta c mt b n s thc (x1, x2, ..., xi, ..., xn), b s ny ny gi l
mt th hin ca mu ngu nhin ( X1, X2, ...Xi,.., Xn ) ng vi mu ang xt.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..83
n 1 i=1
1 n
s2 =
( x i x ) 2 cng c gi l phng sai mu hiu chnh tng
n 1 i=1
ng vi mu cho.
phn bit trong phn cn li ca gio trnh ta s dng cc ch vit hoa ch cc thng
k ca mu ngu nhin v cc ch khng vit hoa ch cc th hin tng ng,
Thng k : S gi l lch chun mu cha hiu chnh v s l th hin ca S vi mu
cho.
Thng k : S gi l lch chun mu hiu chnh v s l th hin ca S vi mu
cho.
Khi nim cha hiu chnh v hiu chnh ca phng sai mu s gii thch chng
sau. Ta c th tnh cc thng k trn theo cng thc sau:
2
n 2
1 n
S 2 = X 2 X ; S 2 =
S vi X 2 = xi2
n 1
n i =1
Thng k: S2 =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..84
50
2
52
3
54
3
56
2
1
(2.50 + 3.52 +3.54 + 2.56 ) = 53
10
1
[2(50- 53)2 +3(52 -53)2 + 3(54-53)2 +2(56-53)2] = 4,2
10
1
14
s2 = [2(50- 53)2 +3(52 -53)2 + 3(54-53)2 +2(56-53)2] =
9
3
s = 4,2 2,05 , s = 2,16.
Trong thc hnh chng ta ch tnh cc th hin ca thng k ng vi mt mu c th,
thun li cho vic tnh ton ta a ra mt cng thc khc tnh
1 n
1 n
s 2 = ( x i x ) 2 = ( x i x )
n i=1
n i=1
s 2 =
s 2 =
1
n
x 2i
i =1
1
1 n 2
2x n
+
x )=
x
i
n
n i=1
n i =1
i =1
2
1
x 2 i ta c s 2 = x 2 x , ta cng c
n i =1
2
n
n
s2 =
s 2 suy ra s2 =
( x2 x )
n 1
n 1
2.3 Mt s c trng mu khc: Do cc c trng nu ra di y khng c s dng
ph bin trong phn cn li ca chng trnh nn chng ti ch nu ra cc th hin ca
cc c trng mu ngu nhin tng ng vi mt mu c th.
1 n k
M men mu cp k l s mk(0) = xi
n i =1
1 n
M men trung tm mu cp k l s mk = ( x i x ) k
n i=1
m
H s bt i xng mu l s: h3 = 3k
s
m
H s nhn mu l s :
h 4 = 44 3
s
t x 2 =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..85
1
X = ( X1+ X2+ ... +Xn ) l bin trung bnh ca dy bin ngu nhin chun
n
X1, X2, ..., Xn.
1.3 nh l 4: Nu X1, X2, ..., Xn; Y1, Y2, ..., Ym l dy cc bin ngu nhin chun, c
lp, Xi N( X , 2X) i= 1, n; Yj N( Y, 2y) j = 1, m th bin
X Y ( X Y )
c phn phi chun tc.
Z=
2X 2Y
+
n
m
X l trung bnh ca dy cc bin: X1, X2, ..., Xn
Y l trung bnh ca dy cc bin: Y1, Y2, ..., Ym
2.Phn phi khi bnh phng 2.
2.1. nh ngha: Nu X1, X2, ..., Xn l cc bin ngu nhin c lp c phn phi chun
n
2
i
i =1
1
1
z 2 e 2 khi z > 0 ,
f (z) = n
2 2 ( n )
2
+
Trong hm:
( x ) = t x 1e t dt , x > 0.
0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..86
Hnh 7
Hnh 8
2.4 nh l 3: Nu X1, X2,. . . . . Xi,. . Xn l cc bin ngu nhin chun, c lp,
n 1
Xi N( , 2) th bin Z = 2 S2 l bin ngu nhin c phn phi n21
1 n
1
(X i X) 2 , X = ( X1+ X2+ ... +Xn )
n 1 i=1
n
Khi coi vec t ngu nhin (X1, X2, ..., Xn) l mu ngu nhin ca bin X tng th c
phn phi chun vi k vng v phng sai 2 th S 2 l phng sai mu hiu
S2 =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..87
Hnh 9
3.4 nh l 3: Nu X1, X2, ..., Xn l cc bin ngu nhin c lp, Xi c phn phi chun
tc vi k vng v phng sai 2 th bin ngu nhin
X
n c phn phi Student vi n - 1 bc t do.
S
3.5 nh l 4: Nu X1, X2, ..., Xn; Y1, Y2, ..., Ym l dy cc bin ngu nhin c lp,
E(Xi) = X,, i= 1, n; E(Yj ) = Y , j = 1, m,
X Y ( X Y )
D(Xi) = D(Yj) , i= 1, n, j = 1, m th bin ngu nhin Z =
c
1 1
+
S
n m
phn phi Student vi n + m - 2 bc t do.
1 n
X = X i l bin ngu nhin trung bnh ca dy cc bin:
n i =1
X1, X2, .. ..,Xi , Xn
1 m
Y = Yj l bin ngu nhin trung bnh ca dy cc bin
m j=1
Y1, Y2, ...,Ym
Z=
(X
S2 =
i =1
X ) 2 + ( Yj Y ) 2
j=1
n+m2
, S = S2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..88
z0
0 nu
n
n+m
n + m n 2 n 2
n
f (z) = 2 m .z 2 (1 + z) 2 nu z > 0
m
n m
2 2
m
2m 2 (n + m 2)
, D( Z) =
4.3 nh l 2: Vi m > 4 , E(Z) =
m2
n (m 4)(m 2) 2
m
cn D(Z) khng
m2
tn ti. Hm mt v hm phn phi ca phn phi Fn , m ph thuc vo n v m. Hnh
v sau cho hm mt ca phn phi Fisher - Senedecor trong cc trng hp n = 6, m =
6; n = 12, m = 6; n = 6 ,m = 60.
Hnh 10
Hnh 11
1
4.4 nh l 3: Nu Z Fn, m th
Fm, n .
Z
4.5 nh l 4: Nu X1, X2, ..., Xn; Y1, Y2, ..., Ym l dy cc bin ngu nhin chun c
lp,
Xi N( X ; X2 ) i = 1, n; Yj N( Y ; Y2 ) j = 1, m
S 2X =
1
n 1
(X i X) 2 , S Y2 =
i =1
1
m 1
(Y Y)
i
j=1
SX
c phn phi Fisher - Senedecor vi n-1, m-1 bc t do.
2
SY
5. Phn v mc 1- .
Cho X l bin ngu nhin c hm phn phi F(x), l mt s thc thuc khong (0, 1) .
Phn v mc 1- ca bin ngu nhin X l mt s X tho mn
P( X < X ) 1 P(X X )
T tnh cht ca hm phn phi ta c:
F( X ) 1 F(X +0 ) ,v l do X cng l phn v mc 1- ca hm phn phi
F(x). X0,5 chnh l trung v ca bin ngu nhin X.
Nhn thy rng nu X l bin ngu nhin lin tc vi hm mt f(x) th
Z=
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..89
F( (X ) = f ( x )dx =1
1-
, n
Hnh 12
Nu bin ngu nhin X c phn phi Student vi n bc t do th phn v mc 1- ca X
c k hiu l t , n hoc t( , n)
Ch 2: Mt s tc gi dng k hiu: t n , hoc t (n , )
Hnh 13
Nu bin ngu nhin X c phn phi Fisher -Snederco th phn v mc 1- ca X c
k hiu l F , n , m hoc F( , n , m)
Ch 3: Mt s tc gi dng k hiu:
Fn , m , hoc F (n , m , )
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..90
F , n , m
Hnh 14
6.Gii thiu cch tra bng trong ph lc
tm U ta s dng bng 2 l bng cho gi tr ca hm Laplace.
* (0, 1), nhn trong bng gi tr ca hm (x) xem gi tr no gn vi 1- nht.
* Hng cha gi tr ny ch phn n v v phn mi ca U .
* Ct cha gi tr ny ch phn trm ca U .
V d 1 : Vi = 0,01 , gi tr gn 1- = 0,99 nht trong bng gi tr hm (x) l
0,99010 . Gi tr ny nm hng 2,3 v ct 3. Vy U0,01 = 2,33.
Vi = 0,025 , gi tr gn 1 = 0,975 ny nm hng 1,9 v ct 6. Vy U0,025 = 1,96.
tm 2 , n ta tra bng 3.
* 2 , n l s nm trn hng n v ct .
2
0 , 01 , 30
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..91
Bi tp chng IV
1. iu tra nng sut la X (t/ha) trn 10 tha rung ta c bng s liu sau:
Tha s
1
2
3
4
5
6
7
8
9
X
45,5 46,0 47,0 45,5 47,5 46,0 48,0 48,0 44,0
a. Lp bng tn s v tn sut mu
b. Lp hm phn phi mu ( hm tn s cng dn)
c. Lp biu hnh que tn s v tn sut mu
d. V th ca hm phn phi mu
10
49,5
[1.70, 1.75]
8
d. 1 -Z = 0,975
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..92
7. Cho Z n . Tm phn v mc 1 - ca Z nu
a. 1 -Z = 0,95, n = 10 ; 1 = Z0,99 ;Z n = 10 ; b. 1 - = 0,05 ; n = 16
c. 1 -Z = 0,95 ; n
Z = 20 ; d. 1 - = 0,01 Z ; n = 8
8. Cho Z Tn. Tm phn v mc 1 - ca Z nu
Z = 14 ;
b. 1 - = 0,99 ; n = 20
a. 1 - 0,975 ; n
c. 1 - = 0,05 ; Zn = 16;
d. 1 - = 0,10 ; Z n = 19
9. Cho Z Fn, m . Tm phn v mc 0,95 ca Z nu
a. n = 12; m = 14;
b. n = 6; m = 15
c. n = 14; m = 24;
d. n = 10; m = 6.
10. Cho Z Fn, m . Tm phn v mc 0,99 ca Z nu
a. n = 8; m = 6;
b. n =12; m =16
c. n = 6; m = 4;
d. n =20; m =25.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Xc sut thng k..93
Chng 5
c lng tham s
1
S 2 = (X i X) 2 l mt c lng chch ca 2
n
1
1
Ta c S 2 = (X i X) 2 = [(X i ) (X )]2
n
n
1
= [ (X i ) 2 (X ) (2X i 2 X + )]
n
1
1
= (X i ) 2 (X )[2 X i n X + n)]
n
n
1
1
= (X i ) 2 (X )[2n X n X + n]
n
n
1
( X i ) 2 ( X ) 2
=
n
1
1
Xt: E(S 2 ) = E[ (X i ) 2 (X ) 2 ] = E(X i ) 2 E(X ) 2
n
n
2 n 1 2
2
2
2
2
2
2
nn E( S ) =
=
2 vy
Do E(Xi - ) = D(X) = , E( X ) =
n
n
n
S l c lng chch ca D(X) = 2
n 1 2
n 1 2
S ) = 2 . Vy S2 l mt c lng khng chch
Ta c S 2 =
S E(S 2 ) = E(
n
n
2
2
2
n
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..95
1
l c lng hiu qu ca .
)=
th G
Nu D(G
2
ln
f
(
x
,
)
nE
ln (X1,X2,. . .Xn, ) =
ln f (X , )
i
(6)
i =1
=G
(X1,X2,. . .Xn) (6) cc i tho mn phng trnh
Thng k G
d ln
= 0 (7).
d
Phng trnh (7) c gi l phng trnh hp l, mi nghim ca phng trnh ny
(6) cc i l c lng hp l nht ca .
V d 1: Gi s X tng th c phn phi chun N( ; 2 ) vi 2 bit. . Ta tm
c lng im ca
1
2 ( X i ) 2
1
Xt hm hp l mu: (X1,X2,. . .Xn, ) =
e 2
( 2 ) n
1
1
ln C= n ln
2 ( X i ) 2
2 2
d ln 1
Phng trnh hp l
= 2 ( X i ) = 0
d
1
( X i ) = 0 = X i = X
n
2
= X . Ta c d ln = n < 0 . Vy ti = X hm hp l t cc i, X l c
Vy G
d 2
2
lng hp l nht ca .
Trng hp i lng ngu nhin X tng th l ri rc ta lp hm :
(X1,X2,. . .Xn, ) = p j1 ( ) p j 2 ( )... p jn ( ) hm ny cng c gi l hm hp l
n
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..97
X = X i . Hm hp l
i =1
g1 (1 , 2 ,..., m ) = n X i
.....................................
1
k
g k (1 , 2 ,..., m ) = X i
n
....................................
g m (1 , 2 ,..., m ) = 1 X im
n
2
)
2
+ 2 = X 2
2 = X 2 X = S 2
2
Vy X l l c lng im ca , S 2 l c lng im ca tm c theo
phng php mmen.
Mmen gc mu cp 1 l X =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..98
,G
] tm
s a, b tho mn (1), nu tm c a1, b1 sao cho b1- a1 nh nht th khong [ G
1
2
c ng vi cp s a1, b1 ny cng c b rng l nh nht.
nh nht. Khi ta c
X
P[- U
n U ] = P P[ X -WC U
X+
XC U
]=P
n
n
2
2
2
2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..99
[ X -WC U
; X+
XC U
] (3).
n
n
2
2
Ch : vi mu c th ( x1, x2,....xn) th x =
1 n
x i l gi tr c th ca X ng vi mu
n i =1
;x+
XC U
] (3) cng c gi l khong tin cy ca k vng
[ x -WC U
n
n
2
2
tng ng vi mu (x1, x2,....,xn).
V d: Gi s bin X tng th c phn phi chun vi k vng cha bit v
phng sai 2 = 4. T mt mu c kch thc n = 16 ta tm c x = 12.
Vi tin cy P = 0,95, hy tm c lng khong ca .
Gii: ta c: 1 - P = 0,05 = ; U0,025 =1,96.
1
1
x C- U
= 12-1,96. = 11,02 ; x +C U
= 12+1,96. = 12,98.
2
2
n
n
2
2
Vy khong tin cy ca vi tin cy P = 0,95 l [11,02; 12,98]
2.2 Trng hp 2 cha bit.
X
1 n
Xt thng k Z =
n C Z Tn-1 S2 =
(X i X ) 2 . Vi tin cy P
S
n 1 i=1
cho ta cng tm c v s cp s a, b P [ a Z b] = P. Do phn phi Tn-1 l phn
v a = - t
th b - a = 2 t
nh nht, khi :
phi i xng nu ly b = t
2
P[- t
2
, n 1
, n 1
, n 1
, n 1
X
n t
]=P
,, n 1
S
2
S
]=P
, n 1
, n 1
n
n
2
2
Vy khong tin cy ca k vng trong trng hp phng sai cha bit l:
S
S
[ X - t
; X + t
]
(4)
, n 1
, n 1
n
n
2
2
Vi mu c th ( x1, x2,....xn) th khong:
s
s
; x + t
]
(4) cng gi l khong tin cy ca
[ x - t
, n 1
, n 1
n
n
2
2
khi 2 cha bit.
V d: iu tra nng sut ca mt ging la trn 10 tha rung ta c kt qa sau:
P[ X - t
xi
ni
4,4
1
X + t
4,5
1
4,6
3
4,8
3
4,9
1
5,0
1
1
(1.4,4+ 1.4.5 +3.4,6 +3.4,8+ 1.4,9+ 1.5,0) = 4,7.
10
1
s2 = (1.(-0,3)2+1.(-0,2)2+3.(-0,1)2+3.(0,1)2+1.0,12+0,32) = 0,071
9
Ta c: x =
s=
s
s
0,266
0,266
= 4,7-2,26.
= 4,5; x + t
= 4,7+ 2,26.
= 4,9
, n 1
, n 1
n
n
10
10
2
2
Vy khong tin cy ca nng sut vi tin cy P = 0,95 l [4,5; 4,9].
x - t
p1 p p 2 vi p1, p2 cho bi
n(f-p) p(1-p) U 2
2
p1 =
1
1
2
2
nf + U U nf (1 f ) + U
4 2
2 2
2
n +U
nf +
p2 =
1
1
2
2
U + U nf (1 f ) + U
2 2
4 2
2
n + U
nf +
1
1
2
2
U + U nf (1 f ) + U
4 2 ]
2 2
2
n + U
(5)
V d: iu tra 2000 gia nh gio vin cc tnh ng bng Bc B thy c1600 gia
nh c t nht 1 con ang hc hoc tt nghip i hc. Vi tin cy P = 0,95, hy
tm c lng khong t l p cc gia nh gio vin c con ang hc hoc tt nghip
i hc.
1600
Ta c: f =
= 0,8, 1- f = 0,2 ; 1- p = 0,05 ; U0,025 = 1,96.
2000
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..101
1600 +
1,96 2
1,96 2
1,96 320 +
4 = 0,78
2
2
2000 + 1,96
1,96 2
1,96 2
+ 1,96 320 +
4 = 0,82
2
Mt phi ca khong tin cy l
2
2000 + 1,96
Vy khong tin cy ca t l p vi tin cy P = 0,95 l [0,78; 0,82].
Vic s dng cng thc (5) tm khong tin cy ca p = P(A) kh cng knh v phc
f p
tp. Trong thc hnh nu c mu ln th thng k Z =
n c phn phi xp x
f (1 f )
chun. T ta c khong tin cy ca p l:
f (1 f )
f (1 f )
[f - U
; f + U
]
(6)
n
n
2
2
p dng (6) tm khong c lng ca t l p trong v d va nu.
f (1 f )
0,8.0,2
= 0,8 -1,96
= 0,78
Ta c: f - U0,025
n
2000
1600 +
f (1 f )
0,8.0,2
= 0,8 + 1,96
= 0,82
n
2000
Khi c mu n ln, s dng cng thc(5), (6) tm khong tin cy ca p ta c kt qu
tng t nhau.
f + U0,025
1 n
(n 1)S2
2
2
c
phn
ph
i
S
=
( X i X )2 .
n-1
n 1 i =1
n 1;1
; b = 2
n 1;
(n 1)S2
b] = P (5)
2
; = 1- P, ta c
P[ 2
1
P[
, n 1
(n 1)S
2 ] = P
2
, n 1
(n 1) S 2
(n 1) S 2
n 1
]=P
(6)
, n 1
, n 1
, n 1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..102
n 1
n 1
Ch :
S
S
(7) l khong tin cy ca vi tin cy P
2
2
, n 1
1 , n 1
2
2
1 n
Vi mu c th : ( x1, x2,....xn) , s2 =
( x i x ) 2 khong
n 1 i =1
[
(n 1) s 2
, n 1
(n 1) s 2
, n 1
tin cy P ng vi mu cho.
n 1
n 1
s
s
(7) l khong tin cy ca tng ng vi mu
2
2
, n 1
1 n 1
2
2
cho.
V d: Bit t l phn trm X ca mt nguyn t vi lng trong cc mu t thuc
chu th sng Hng c phn phi chun N( ; 2). Ngi ta tin hnh phn tch 15 mu
t v tm c s2 = 0,1%. Vi tin cy P = 0,95. Tm khong tin cy ca 2.
P = 0,95 nn = 0,05, 2 0,975 ,14 = 5,73; 2 0,025 ,14 = 26,12
(n 1) s 2
, n 1
(n 1) s
14.0, 001
= 0,000536 ; 2
26,12
1
14.0, 001
= 0,002487
5, 63
, n 1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..103
f (1 f )
p f +U
n
2
f U
2
f U
2
f (1 f )
n
f (1 f ) M
f +U
n
N
2
f (1 f )
n
f (1 f )
f (1 f )
] M N[ f + U
]
(8)
n
n
2
2
V d : Ti mt vng ni khu vc Ty Nguyn gm 10000 ngi. Tin hnh xt
nghim tm k sinh trng st rt ca 200 ngi thy c 40 ngi c k sinh trng st rt
trong mu. Hy tm khong tin cy ca s ngi c k sinh trng st rt trong mu vi
tin cy P = 0,95
f (1 f )
40
= 0,2 ; 1 f = 0,8 ;
= 0,028 ; U 0, 025 = 1,96
Ta c f =
n
200
N[ f U
f U
2
f + U
2
f (1 f )
= 0,2 1,96.0,028 = 0,1451
n
f (1 f )
= 0,2 + 1,96.0,028 = 0,2549
n
N[f U
2
f (1 f )
] = 10000.0,1451 = 1451
n
f (1 f )
] = 10000.0,2549 = 2549
n
2
Vi tin cy P = 0,95 , khong tin cy v s ngi c k sinh trng st rt trong nhm
mu vng ni Ty Nguyn l [1451 ; 2549]
N[f + U
(9)
f (1 f )
f (1 f )
f U
f +U
n
n
2
2
Bt ng thc cho bi (9) cho ta khong tin cy ca N vi tin cy P.
V d: iu tra s lng mt loi c trong h ngi ta nh bt 400 con c ri nh
du mi con c ny bng mt vng nhm nh sau th vo h. Sau mt thi gian ngi
ta bt li 150 con thy trong c 50 con c bt ln trc. Vi tin cy
P = 0,95 hy tm khong tin cy s lng n ca loi c ny.
50 1
2
Ta c f =
= ; 1 f = ; U 0,025 = 1,96 ; n = 150 ; M = 400
150 3
3
2
f (1 f ) 1
= 1,96.
= 0,3246
f U
150.9
n
3
2
f + U
2
2
f (1 f ) 1
= + 1,96.
= 0,3420
150.9
n
3
400
M
=
1170
f (1 f ) 0,3420
f + U
n
2
400
M
=
1232
f (1 f ) 0,3246
f U
n
2
Kt lun: Vi tin cy P = 0,95 ta c th tin rng loi c trn trong h vo khong t
1170 con n 1232 con.
2
2l = 2 U
. 2l 2 U
n U n U
(8)
2 2
n
n
2
2
2
Ch cn ly n l s t nhin nh nht tho mn (8) ta c 2l 2 .
V d 1: Bit X ~ N( , 0,16). Hy tm kch thc mu n vi tin cy P = 0,95
rng ca c lng khong 2l 0,2.Ta c U0.025 = 1,96,
= 0,1, p dng (8) n 1,962. 0,16 n 61, 4656 . Vy 2l 0,2 th ti thiu phi
0, 01
U
1
f (1 f )
2l = 2U
2
v f (1 f )
(Bt ng thc Caushy)
n
4
n
2
U
U
U2
2
2
2 n
n 22 (9)
Xt:
2
4
n
Vy khong c lng ca xc sut p c rng 2l 2 th s ln th n phi tho
mn (9).
V d 2: Phi tin hnh bao nhiu php th c lp vi tin cy P = 0,99 b rng
ca khong tin cy ca xc sut P(A) = p nh hn 0,1
2,26 2
Ta c U0.005 = 2,26, = 0,05. p dng (9) n
= 510,76
4.0,05 2
Vy tho mn yu cu phi tin hnh ti thiu 511 php th .
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..106
Bi tp chng V
1. Cho mu ngu nhin ( X1, X2,....Xn) bit Xi N( ; 2 )
X + X 2 + ... + X i
a. Chng minh rng: Z1= X1, Z2 = X1 + X 2 , Zi = 1
i
2
X1 + X 2 + ... + X n
u l cc c lng khng chch ca .
n
b. Trong cc c lng trn c lng no l tt nht.
Zn =
2. Cho mu ngu nhin X1, X2,....Xn bit Xi c phn phi m vi tham s hy chng
n 1
1 n
minh rng: Z =
vi X = X i l c lng khng chch ca .
nX
n i =1
3. Cho X1, X2,....Xn l mt mu ngu nhin ly t mt tng th c k vng v phng
sai 2. Xt hai thng k
X + X 2 + ... + X n
X + 2X 2 + ... + nX n
Z1 = 2 1
, Z2 = X = 1
n (n + 1)
n
a. Chng minh rng c hai thng k trn u l c lng khng chch ca .
b. Trong hai c lng trn c lng no tt hn.
4. Nng sut ng X ( t /ha) l i lng ngu nhin c phn phi chun N( ; 2). iu
tra nng sut ng ca 130 tha rung ta c kt qu sau:
40
45
46
49
51
53
57
Nng sut xi
S tha ni
2
5
9
35
43
22
14
a. Hy tm khong tin cy ca nng sut ng trung bnh vi tin cy P = 0,95.
b. Hy tm khong tin cy ca 2 vi tin cy P = 0,98.
5. Bit trng lng X ( g/ qu) ca mi qu trng c phn phi chun N( , 25) Cn mt
mu gm 100 qu trng ta c kt qu sau:
xi
150
160
165
170
175
180
185
ni
4
12
14
25
25
14
6
a. Vi tin cy P = 0,95 tm khong tin cy ca trng lng trng trung bnh .
b. Trng c khi lng ln hn 170 g l trng loi mt. Vi tin cy P = 0,95 hy tm
khong tin cy ca t l trng loi mt.
6.Bit khi lng X(kg/con) ca mi con g ti mt tri g c phn phi chun N( ; 2).
Bt ngu nhin 20 con g em cn ta c kt qu sau:
xi
ni
2,1
1
2,3
2
2,4
3
2,6
3
2,7
5
2,9
3
3,1
2
3,3
1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..107
Vi tin cy P = 0,95
a.Tm khong tin cy ca trung bnh
b.Tm khong tin cy ca phng sai 2.
7. Sc chu nn ti a ca mt loi vt liu l mt bin chun N( ; 2). Th 10 mu vt
liu ni trn ta c kt qu sau:
250
270
300
330
350
Sc chu nn ti a X(kg/cm2)
ni
1
2
4
2
1
Tm khong tin cy ca vi tin cy P = 0,95.
8. Theo di doanh thu hng thng ca 10 ca hng kinh doanh thc ging ti mt tnh ta
c kt qu sau:
Doanh thu X( triu ng)
30
31
33
35
37
39
40
ni
1
1
2
2
2
1
1
2
Bit X c phn phi chun N( ; ). Hy tm khong tin cy ca vi tin cy
P = 0,98.
9. Trng lng X ca cc gi m n lin tun theo phn phi chun. Kim tra 20 gi m
ta c x = 78,0 , s = 2,5 g. Vi tin cy P = 0.95 hy tm khong tin cy ca E(X).
10. Kim tra 1000 mu mu mt loi gia cm c 120 mu cha vi rt gy bnh A. Hy
tm khong tin cy ca t l gia cm cha vi rt gy bnh A trong mu vi tin cy
P = 0,95.
11. o chu lc X ca 250 mu b tng ta c kt qu sau:
180-190 190-200 200-210 210-220 220-230 230-240 240-250 250-260
X
12
15
30
58
65
35
20
15
Tn s ni
2
Bit chu lc X(kg/cm ) tun theo qui lut phn phi chun. Hy tm khong tin cy
ca E(X) vi tin cy P = 0,95.
12.o mt i lng 15 ln bng mt dng c o khng c sai s h thngta c s2 = 0,4.
Bit sai s X c phn phi chun, hy tm khong tin cy ca phng sai vi tin cy
P = 0,95.
13. Trng lng X ca mt ging ln khi xut chung l mt bin ngu nhin c phn
phi chun. Mt mu ngu nhin gm 9 con ln n thi gian xut chung c trng
lng cho bi bng sau:
129,8 ; 121,2 ; 138,6 ; 125,4 ; 122,6 ; 139,8 ; 129,9 ; 130,3 ; 125,8
Hy tm khong tin cy ca trng lng trung bnh E(X) vi tin cy P = 0,95.
14. kho st mc tiu th xng trung bnh ca mt loi t ngi ta cho chy th 20
xe loi ny trn on ng 100km. Mc xng tiu thu tng ng cho bi bng sau:
Mc xng X
7,5
8,0
8,5
9,0
9,5
S xe ni
3
4
6
5
2
Hy tm khong tin cy ca mc xng tiu th trung bnh vi tin cy P = 0,95.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..108
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..109
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..110
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..111
Hnh 1
Nu mu ( X1, X2, ... , Xn ) W ta quyt nh bc b gi thuyt H0
Nu mu ( X1, X2, ... , Xn ) W ta quyt nh chp nhn gi thuyt H0
Kim nh mt gi thuyt thng k khng phi l mt php chng minh v tnh ng
hoc khng ng ca gi thuyt. Kim nh mt gi thuyt thng k thc cht l xy
dng mt qui tc hnh ng da vo mu c a ra quyt nh la chn gi thuyt H0
hoc i thuyt H1
7. Cc loi sai lm: Vi mt qui tc hnh ng chp nhn hay bc b H0 ta c th mc
phi cc loi sai lm sau:
7.1. Sai lm loi 1: Bc b gi thuyt H0 khi H0 ng
iu ny c ngha l gi thuyt H0 ng nhng mu ( X1, X2, ... , Xn ) W nn ta bc b
H0. Tng ng vi sai lm loi 1 l xc sut sai lm loi 1: P(W/H0) =
7.2. Sai lm loi 2: Chp nhn gi thuyt H0 khi H0 sai. iu ny cng c ngha l:
Khi H0 sai ( tc l coi H1 ng) nhng mu ngu nhin ( X1, X2, ... , Xn ) W nn ta
chp nhn H0. Tng ng vi sai lm loi 2 l xc sut sai lm loi 2: P( W /H1) = .
Ta c nhn xt:
Xc sut sai lm loi 1: P(W/H0) = l xc sut bc b H0 m thc ra H0 ng c
gi l mc ngha ca bi ton kim nh. Khi xc sut chp nhn H0 khi H0 ng
l 1 - .
Xc sut sai lm loi 2: P( W /H1) = l xc sut chp nhn H0 khi H0 sai. Vy xc sut
bc b H0 khi H0 sai l 1 - . Gi tr 1 - c gi l lc lng ca php kim nh.
Mong mun ca ngi lm thng k l xy mt qui tc chp nhn hoc bc b mt gi
thuyt sao cho xc sut c hai loi sai lm cng nh cng tt. Tuy nhin ta c
P(W/H0) + P( W /H0) = 1 ; P(W/ H1) + P( W /H1) = 1
T y suy ra khi gim th tng v ngc li. Vi mu c kch thc c nh,
xy dng mt qui tc hnh ng chp nhn hoc bc b gi thuyt ta c th i theo mt
trong hai hng sau:
Hng th nht: C nh xc sut sai lm loi 1 xy dng mt qui tc sao cho xc
sut sai lm loi 2 l nh nht hoc c th chp nhn c.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..112
X 0
* Chp nhn H0 nu:
n U
X
n | > U t ] = t. Nu gi thuyt H0 ng th xc sut
Vi t (0, 1) xc sut P[|
Thng k Z =
P[|
X 0
n | > U t ] = t. Nu ly t = l mc ngha ca bi ton kim nh th
P[|
X 0
n | > U ] = .
Bt ng thc
X 0
n > U Mu ngu nhin ( X1, X2,....Xn)W.
iu ny c ngha l: P[
X 0
n > U ] = P(W/ H0) =
H0:
=0
i thuyt
H1:
0 .
vi mc ngha l:
Qui tc 1: Nu: ZT =
X 0
n > U quyt nh bc b H0.
X 0
n U quyt nh chp nhn H0.
2
Vi mu c th ( x1, x2,....xn) cho ta thc hin bi ton kim nh theo cc bc sau:
Nu: ZT =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..114
Bc 1: Tnh i lng ZT =
x 0
Bc 2: Tm U
2
Hnh 2
Cc gi tr - U v U l cc ngng so snh khi quyt nh chp nhn hay bc b H0.
2
Tnh ZT =
H0:
= 20
H1:
20.
x 0
n=
21,2 20,0
2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..115
H0 :
= 0 N
H1 :
> 0 vi mc ngha l:
Qui tc 2: Nu :
X 0
Nu:
X 0
Bc 1: Tnh ZT =
x 0
Bc 2: Tm U
Bc 3: Nu: ZT > U quyt nh bc b H0.
Nu: ZT U quyt nh chp nhn H0.
Min chp nhn v min bc b c m t bi hnh v sau:
Hnh 3N
=0
H1 :
< 0 vi mc ngha l:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..116
Qui tc 3: Nu: ZT =
X 0
Nu: ZT =
X 0
Bc 1: Tnh ZT =
x 0
n
Bc 2: Tm U
Hnh 4
Ta c ZT =
H0 :
N= 80
H1 :
> 80.
x 0
n=
82 80
.5 = 2,0 ; U0,05 =1,68.
5
5. Kim nh k vng ca phn phi chun khi khng bit phng sai
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..117
= 0
H1:
X
1 n
n , vi S 2 =
(X i X) 2
S
n 1 i =1
Xt thng k Z =
Do Z ~ Tn-1 nn t (0 ,1) ta c
P[
X
n > tt ] = t
, n 1
S
2
(1)
Nu H0 ng th:
P[
X 0
S
n > tt
2
, n 1
(2)
]=t
X 0
S
n > t
2
, n 1
]=
(3)
Bt ng thc:
X 0
P
> t =
, n 1
S
T y c quy tc kim nh
H0:
=0
H1:
0 vi mc ngha l
Qui tc 4: Nu
X 0
S
n > t
2
, n 1
quyt nh bc b H0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..118
Nu
X 0
S
n t
2
, n 1
ta chp nhn H0
Bc 1: Tnh ZT =
Bc 2: Tm t
2
, n 1
Bc 3: Nu ZT > t
n 1,
Nu ZT t
2
quyt nh bc b H0
, n 1
Hnh 6
V d 1: Nng sut la l mt i lng ngu nhin X c phn phi chun N( ; 2).
iu tra nng sut ging la trn 200 rung ta c bng cc s liu sau:
Nng sut t/ha
46
48
49
50
51
53
54
58
S tha rung
17
18
35
45
42
23
10
10
= 52
H1:
52
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..119
xi
ni
xini
nixi2
46
17
782
35972
48
18
804
41472
49
35
1715
84035
50
45
2250
112500
51
42
2142
109242
53
23
1219
64607
54
10
540
29160
58
10
580
33640
200
1
N 0032
5
N 10628
x = 50,16, s 2 = x 2 x 2 = 37,1144, s 2 =
ZT =
200s 2
= 37,3009 ; s = 6,11.
199
| 50,16 52,00 |
200 = 4,26, t 0,025 , 199 = U0,025 = 1,96
6,11
H0:
= 0
H1:
< 0
Qui tc 5: Nu Z =
X 0
S
n < - t , n 1
bc b H0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..120
Nu Z =
X 0
S
n - t , n 1
chp nhn H0
Hnh 7
Da vo qui tc 5, cc bc thc hin bi ton kim nh nh trng hp 1
5.3 i thuyt H1: > 0
Tng t nh trng hp 2, qui tc kim nh cp gi thuyt i thuyt
H0:
=0
H1:
>0
mc ngha
Qui tc 6: Nu: ZT =
Nu: Z =
X 0
S
X 0
S
n > t , n 1 ,
n t , n1
bc b H0
chp nhn H0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..121
Hnh 8
6.Kim nh phng sai ca phn phi chun
T mu ngu nhin (X1, X2, ... ,Xn) ca tng th c phn phi chun N( ; 2), vi mc
ngha xy dng qui tc kim nh cp gi thuyt , i thuyt :
Thng k Z =
P[
H0:
2 = 0
H1:
2 > 0
(n 1)S 2
2
c phn phi n1 , vi t (0,1) ta c
2
(n 1)S 2
> t2, n 1 ] = t
2
Nu H0 ng th P[
(n 1)S 2
0
(1)
> t2, n 1 ] = t
(2)
(n 1)S 2
0
> 2 , n 1 ] =
(3)
Bt ng thc:
(n 1)S 2
0
Qui tc kim nh H0 l:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..122
Qui tc 7: Nu
Nu
(n 1)S 2
0
(n 1)S 2
0
> 2 , n 1
bc b H0
2 , n 1
chp nhn H0
Hnh 9
T mu c th ( x1, x2,....xn) theo qui tc ta thc hin bi ton kim nh cp gi thuyt ,
i thuyt:
H0:
2 = 0
H1:
Bc 1: Tnh ZT =
(n 1)s 2
2
0
Bc 2: Tm 2 , n 1
Bc 3: Nu ZT > 2 , n 1 ta bc b H0
Nu ZT 2 , n 1 ta chp nhn H0
V d: Mt my sn xut cc tm cht do c thng xuyn theo di v dy ca
sn phm Bit dy X ca cc tm cht do tun theo qui lut chun N( ; 2 ). Nu
lch chun vt qu 0,3mm th cht lng sn phm khng c m bo v k thut.
Ngi ta chn ngu nhin 10 tm cht do ri o dy ca mi tm v c kt qu
sau ( n v o mm)
22,0 ; 22,6 ; 23,2 ; 22,7 ; 22,5 ; 22,8 ; 22,5 ; 22,8 ; 22,9 ; 23,0.
T yu cu ca thc t vi mc ngha = 0,05 hy lp cp gi thuyt v i thuyt
thch hp nh gi tnh trng lm vic ca my sn xut cc tm cht do trn
lch chun mc cho php khng vt qu 0,3 mm tng ng vi phng sai 2
khng vt qu 0,09 mm2. Ta c cp gi thuyt i thuyt sau:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..123
H0:
2 = 0,09
H1 :
2 > 0,09
(n 1)s 2 9.0,1089
=
= 10,89
02
0,09
mc ngha 0,05 ta c:
92, 0,05 = 16,92; ZT =10,89 < 16,92 = 02, 05 , 9 quyt nh chp nhn H0, iu ny c
ngha l my sn xut cc tm do vn hot ng bnh thng.
Vi cp gi thuyt H0:
2 = 0
2
2 < 0
H1:
Ta c qui tc kim nh l
(n 1)s 2
Qui tc 8: Nu
< 12 , n 1 ta bc b H0
2
0
(n 1)s 2
12 , n 1 ta chp nhn H0
2
0
Min bc b v min chp nhn H0 cho bi hnh
Nu
H nh 10
Vi cp gi thuyt : H0:
2 = 0
H1:
2 0
Ta c qui tc kim nh l:
Qui tc 9: Nu
(n 1)s 2
(n 1)s 2
2
<
ho
c
> 2
2
2
1
,
n
1
, n 1
0
0
2
2
(n 1)s 2
2
Nu
2
1 , n 1
, n 1
0
2
2
2
bc b H0
chp nhn H0.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..124
Hnh 11
Nhn xt: Do phng sai l s do c trng cho sai s nn cc bi ton kim nh v
phng sai ngi ta thng kim nh vi i thuyt mt pha.
7. Kim nh xc sut .
Xc sut xut hin s kin A mi php th P(A) = p. Tin hnh n php th c lp c
nA ln xut hin A. Vi mc ngha ta xy dng qui tc kim nh cp gi thuyt, i
thuyt :
p = p0
H0:
p p0
H1:
n
f p
Xt thng k Z =
n , f = A , q =1 - p, thng k ny theo nh l gii hn trung tm
n
pq
c phn phi xp x chun tc. Nu H0 ng th
f p0
n c phn phi xp x chun tc. Ging nh bi ton kim nh k vng
Z=
p0q 0
ca phn phi chun, ta c qui tc kim nh cp gi thuyt i thuyt trn l:
Qui tc 10: Nu:
Nu:
f p0
p0q 0
f p0
p0q 0
n > U ta bc b H0
2
f p0
232
= 0,0232, ZT =
1000
p0q 0
n =
f 0,2
1000 = 2,53.
0,2.0,8
H0:
p = p0
H1:
p > p0
C qui tc kim nh sau:
f p0
n > U
bc b H0
Qui tc 11: Nu
p0q 0
f p0
N
N u
n U
chp nhn H0.
p0q 0
Ch 2: Vi cp gi thuyt i thuyt
H0:
p = p0
H1:
p < p0
Ta c qui tc kim nh sau:
f p0
n <- U
bc b H0
Qui tc 12: Nu
p0q 0
f p0
n U
chp nhn H0.
N
N u
p0q 0
V d: Mt kho bo qun ht ging c xem l cha m bo k thut nu t l ht
ny mm di 70%. Ngi ta ly 500 ht trong kho em gieo v thy c 340 ht ny
mm.Vi mc ngha = 0,05 hy lp gi thuyt v i thuyt thch hp xt xem
kho bo qun ht ging trn m bo k thut hay cha.
Yu cu trn tng ng vi vic kim nh cp gi thuyt i thuyt :
H0:
p = 0,7
H1:
p < 0,7
f p0
0,68 0,7
Ta c f = 0,68, 1 - p0 = 0,3 , ZT =
n=
500 = -1,79
0,7.0,3
p 0 (1 p 0 )
U0,025 = 1,96 ; ZT = -1,79 > -U0,025 = - 1,96
Vi kt qu trn ta cha c s kt lun tiu chun k thut ca kho bo qun ht
ging l c vn .
8. Kim nh s bng nhau ca hai k vng ca hai phn phi chun.
T hai mu ngu nhin c lp ly t hai tng th c phn phi chun N( X ; X2 )
N( Y ; Y2 ) ) ta xy dng qui tc kim nh cp gi thuyt, i thuyt:
H0:
X = Y
X Y
H1:
2
2
8.1: Trng hp X , Y bit.
X Y ( X Y )
Thng k Z =
c phn phi chun tc
2X 2Y
+
n
m
XY
c phn phi chun tc,
Nu H0 ng th Z =
2X 2Y
+
n
m
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..126
Khi : P[
XY
> U ] =
2X 2Y
2
+
n
m
T y c qui tc bc b H0 l:
XY
Qui tc 13: Nu
> U
quyt nh bc b H0
2X 2Y
2
+
n
m
XY
U
quyt nh chp nhn H0.
Nu
2X 2Y
2
+
n
m
Vi hai mu c th (x1, x2, ..., xn) v ( y1, y2,...ym) thc hin bi ton kim nh cp gi
thuyt , i thuyt trn theo cc bc sau:
xy
Bc 1: Tnh ZT =
2
2x y
+
n
m
Bc 2: Tm U .
2
Bc 3: Nu ZT > U
bc b H0
Nu ZT U
chp nhn H0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..127
i =1
j=1
(X i X ) 2 + (Yj Y ) 2
2
S =
n+m2
(n 1)S 2x + (m 1)S 2y
n+m2
XY
c phn phi Tn+m-2 v c qui tc kim nh cp gi
1 1
S
+
n m
thuyt, i thuyt mc ngha l:
X = Y
H0 :
H1 :
X Y
Nu H0 ng th Z =
Qui tc 15: Nu
Nu
XY
1 1
S
+
n m
XY
> t
2
n+ m 2
quyt nh bc b H0
t
quyt nh chp nhn H0
, n+ m 2
1 1
2
S
+
n m
Vi hai mu c th (x1, x2, ..., xn) v ( y1, y2,...ym) thc hin bi ton kim nh cp gi
thuyt , i thuyt trn theo cc bc sau:
xy
(n 1) s X2 + (m 1) sY2
Bc 1: Tnh ZT =
vi s 2 =
n+m2
1 1
s
+
n m
Bc 2: Tm t
2
, n+ m2
Bc 3: Nu ZT > t
2
, n+ m2
NNu ZT t
2
, n + m 2
quyt nh bc b H0
quyt nh chp nhn H0
V d: iu tra nng sut ca 8 tha rung trng ging la A v nng sut ca 10 tha
rung trng ging la B vi cng mt iu kin canh tc ta c kt qu sau:
X
40
38
40
42
44
41
36
39
Y
41
44
38
42
40
45
39
37
43
41
2
2
Bit rng XN( X ; ), YN( Y ; ). Vi mc ngha = 0,05 hy kim nh:
H0:
X = Y
H1:
X Y
Ta c x = 40, y = 41, s 2X =
42
= 6, s 2Y = 6,66, s2 = 6,375, s = 2,52.
7
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..128
xy
1
= 0,835.
1 1
1 1
+
s
2,52 +
n m
8 10
t0,025 , 16 = 2,12 ; ZT = 0,835< t 0,025 , 16 = 2,12. Chp nhn H0.
Ch 1: Bi ton kim nh cp gi thuyt v i thuyt trn cn c gi l bi ton
so snh s bng nhau v khc nhau hai k vng ca hai phn phi chun.
Ch 2: Trong thc t nhiu khi ta cn so snh k vng ca bin ngu nhin X vi k
vng ca bin ngu nhin Y cng thm mt hng s 0 khi ta c bi ton kim nh
cp gi thuyt i thuyt sau:
H0 :
X = Y + 0
ZT =
H1 :
X Y + 0
Khi gp bi ton ny c cc qui tc kim nh sau:
* Nu bit 2x , 2y qui tc kim nh cp gi thuyt, i thuyt trn l:
Qui tc 16: Nu:
Nu:
X Y 0
2
2x y
+
n
m
X Y 0
2
x
2y
quyt nh bc b H0
> U
2
+
n
m
Nu:
X Y 0
2
S 2x S y
+
m
n
X Y 0
2
S 2x S y
+
m
n
> U
quyt nh bc b H0
Nu:
X Y 0
1 1
S
+
n m
X Y 0
1 1
S
+
n m
> t
2
quyt nh bc b H0
, n+ m 2
t
2
, n+ m 2
2x = 2y
2
x 2y vi cng mc ngha .
H1:
Qui tc kim nh cp gi thuyt i thuyt ny s trnh by mc sau.
Nu H0 c chp nhn ta s dng qui tc nh nu mc 4.3.
Nu H0 b bc b th v mt l thuyt vic so snh hai k vng trn cha gii quyt
c. (Bi ton Behrens-Fisher).
9. Kim nh s bng nhau ca hai k vng vi i thuyt mt pha.
T hai mu ngu nhin c lp:
2
(X1, X2,....Xi,....Xn) ; Xi N( x, x ),
(Y1, Y2,Yj,Yn) ; Yj N( y, 2y ).
Ta xy dng qui tc kim nh cp gi thuyt i thuyt :
H0:
X = Y
X > Y
H1:
2
Thng k Z =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..130
XY
U
S 2 S 2
X
+ Y
m
n
Nu:
Nu:
X Y 0
2X 2Y
+
n
m
X Y 0
2X 2Y
+
n
m
> U quyt nh bc b H0
X Y 0
> U
S 2X S 2Y
+
n
m
X Y 0
Nu:
U
S 2 S 2
X
+ Y
n
m
quyt nh bc b H0
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..131
X Y 0
> t , n+m 2
quyt nh bc b H0
1 1
S
+
n m
X Y 0
Nu:
t , n+m 2
quyt nh chp nhn H0.
1 1
S
+
n m
V d: Theo di 10 tha rung trng ging la A vi nng sut X ta c:
x = 6,2 tn/ ha, s 2x = 0,16.
Theo di 8 tha rung trng ging la B vi nng sut Y ta c:
y = 5,4 tn/ ha, s 2y = 0,20.
Bit chi ph canh tc ging la A tn km hn ging la B qui ra thc l 0,4 tn/ ha. Vi
mc ngha = 0,05, xy dng gi thuyt v i thuyt thch hp khng nh ging
la A c hiu qu kinh t hn ging la B khng. Bit rng nng sut ca hai ging la
ny u c phn phi chun vi phng sai bng nhau v gi thnh ca hai loi la ny
l nh nhau.
Yu cu trn tng ng vi vic kim nh cp gi thuyt i thuyt sau:
X = Y + 0,4
H0 :
H1:
X > Y + 0,4
Qui tc 24: Nu :
Ta c s2 =
x y 0
1 n
Di = X Y ;
n i =1
S D2 =
1 n
( Di D)
n 1 i =1
Cp gi thuyt i thuyt:
X = Y + 0
H0 :
N
H1 :
X Y + 0
tng ng vi cp gi thuyt i thuyt:
V = 0
H 0 ':
N
H 1 ':
V 0
S dng quy tc 4 ta c:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..132
Nu Z T =
D 0
SD
Nu Z T t
2
, n 1
n > t
2
, n 1
ta quyt nh bc b H0.
Cp gi thuyt i thuyt:
X =Y + 0
H0 :
N
H1 :
X > Y + 0
tng ng vi cp gi thuyt i thuyt:
V = 0
H 0 ':
N
H 1 ':
V > 0
S dng quy tc 6 ta c:
D 0
Nu Z T =
n > t , n 1 ta quyt nh bc b H0.
SV
Nu Z T t , n 1 ta quyt nh chp nhn H0.
V d: Ti mt cu lc b thm m ngi ta qung co rng sau mt kha tp luyn
gim bo ngi tham gia tp luyn c th gim trng lng hn 5 kg. Mt mu ngu
nhin gm 10 ngi c o trng lng trc v sau khi tp luyn cho bi bng sau:
X
85
90
96
93
86
89
82
84
100 102
Y
80
86
90
86
81
81
78
81
91
93
Hy lp cp gi thuyt i thuyt thch hp kim tra tnh ng n ca vic qung co
ni trn. Bit rng X ~ N ( X , X2 ) , Y ~ N ( Y , Y2 ) .
Xt cp gi thuyt i thuyt:
H0 :
X = Y + 5
N
H1 :
X > Y + 5
t D = X Y , Di = Xi Yi , Di nhn cc gi tr sau:
Vi: 5 4 6 7 5 8 4 3 9 9
40
Ta c : d = 6, s v2 =
s d = 2,11 , t 0, 05 , 9 = 1,87
9
65
d 5
10 = 1,50
n=
ZT =
2,11
sv
Z T = 1,50 < 1,87 quyt nh chp nhn gi thuyt H0. iu ny c ngha vi mc
ngha = 0,05 trng lng ca nhng ngi tp luyn gim bo ch mc gim i nh
hn hoc bng 5 kg.
Phng php so snh cp i thng c s dng trong cc th nghim khoa hc.
xem mt phng php canh tc, mt ch cho gia sc n, mt loi thuc mi c tt
hn loi c hay khng, ngi ta s b tr n cp th nghim, mt thc hin theo phng
php c mt thc hin theo phng php mi, sau thi gian th nghim thu c n cp
d liu t a ra k lun.
11.Phng php loi b cc sai s th
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..133
Khi thu thp v kim tra cc s liu mu, do nhiu nguyn nhn ch quan v khch quan,
vic gp phi cc sai s l iu khng th trnh khi. Cc loi sai s thng gp trong
vic iu tra v thu thp cc s liu l :
11.1. Sai s th: L sai s xut hin do vi phm cc nguyn tc c bn ca vic o c
hoc do nhng s sut m ngi thu thp s liu gy ra mt cch c hoc v .
11.2. Sai s h thng: L nhng sai s do cc dng c o gy ra hoc do k thut vin
khng nm c qui tc vn hnh dng c o. Sai s loi ny d pht hin loi b.
11.3. Sai s ngu nhin: L sai s chu tc ng ca nhiu nguyn nhn, cc sai s ny
thng nh v khng chu s tc ng ca ngi thu thp s liu.
Trc khi tin hnh phn tch v x l s liu, vic loi b cc s liu d thng (cc sai
s th) ra khi tp cc s liu cn x l l iu cn ch , c nh vy cc thng tin thu
c sau x l mi m bo tnh chnh xc vi tin cy cao.
11.4. Phng php loi b sai s th:
Khi tin hnh loi b sai s th (s liu l) ta cn ch :
Trc tin cn kim tra xem c s sut hoc c vi phm cc nguyn tc c bn
khi thu thp s liu khng?
Th loi b x0 l s liu b nghi ng ri tin hnh x l s liu xem kt lun c
khc so vi khi gi li x0 hay khng? Nu khng c sai khc ng k th nn gi
li s liu x0.
Nn tham kho cc ti liu chuyn mn lin quan c th gii thch cho vic xut
hin s liu l ny sau mi quyt nh nn gi hay nn b.
Gi s ta c dy s liu: x0 , x1 ,..., xn x0 b nghi ng l s d thng (gi tr nh nht
hoc ln nht) trong dy s trn. Khi ta xt i lng: Z T =
ZT > t
2
, n 1
x0 x
s
ta quyt nh loi b gi tr x0 ra khi dy cc s liu trn.
Nu Z T t
2
, n 1
. Nu
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..134
* T mc ta tm C t bng 7
* So snh ZTM v ZTm vi C . Nu ZTM > C ta loi xmax . Nu ZTm > C ta loi b
xmin
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..135
| f1 f 2 |
0,005
=
0,23 ; U0,025 = 1,96
1 1
1
1
f (1 f )( + )
0,122.0,878(
+
)
n m
500 400
ZT = 0,23 < U0,025 = 1,96 ; gi thuyt c chp nhn.
ZT =
2
X
2
X
S
.
S
2
Y
2
Y
2
X
2
X
>
2
Y
mc ngha
2
Y
S2X
c phn phi
S2Y
S X2
> F , n 1, m 1 ) =
S Y2
T y ta c qui tc kim nh cp gi thuyt i thuyt
Fn-1, m-1.
P(
H1:
Qui tc 27: Nu
2
X
2
X
H0:
S
S
2
X
2
Y
=
>
2
Y
2
Y
mc ngha l
> F , n 1, m1 ta bc b H0
S2X
Nu 2 F , n 1, m1 ta chp nhn H0
SY
13.2 Trng hp i thuyt 2 pha H1:
Vi cp gi thuyt i thuyt
X2 = Y2
N
H0:
H1:
2
X
2
X
2
Y
2
Y
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..136
S2X
ta bc b H0
F
; F
2
SY
1 2 , n1, m1 2 , n 1, m1
S2
Nu: X2 F
ta chp nhn H0
; F
SY
1 2 , n1, m1 2 , n1, m1
V d: Mt mu gm 17 phn t ly t tng th c phn phi chun N( X ; X2 ) ta
c: s 2X =123,5.
Mt mu ngu nhin khc gm 15 phn t cng ly t tng th c phn phi chun
1 n1
1
X1 = X1 j ,..., X i =
n 1 j=1
ni
ni
X ij , ..., X k =
j=1
1
nk
nk
kj
j=1
SSi =
(X
ij
j=1
SSW =
SS
i =1
k
1 k
n i X i l trung bnh chung, n = n i l kch thc mu
n i=1
i =1
2
SSB = n i ( X i X ) l tng bnh phng lch gia cc nhm
X=
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..137
k ,ni
SST =
(X
ij
i , j=1
Qui tc 29: Nu
x 1n1
x2 n 2
Xk
xk1
xk2
x in i
x kn
i j i j
ss i , ssb =
n (x
i =1
i =1
x) 2
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..138
Bc 3: Nu ZT > F , k 1, n k quyt nh bc b H0
Nu ZT F , k 1, n k quyt nh chp nhn H0
V d: so snh nng sut ca 3 ging la A, B, C ngi ta thc hin th nghim
trn 20 tha rung, sau khi thu hoch ta c kt qu sau:
Ging la A trng trn 7 tha rung nng sut X1 ca tng tha rung l:
54 57 55 58 61 54 52.
Ging la B trng trn 6 tha rung nng sut X2 ca tng tha rung l:
50 55 58 54 61 52
G
N ing la C trng trn 7 tha rung nng sut X3 ca tng tha rung l
N
58 60 54 56 61 60 57
mc ngha = 0,05, hy kim nh gi thuyt
H0: Nng sut ca 3 ging la trn l nh nhau
Bit rng X1, X2, X3 l cc bin chun c cng phng sai
1
Ta c x1 = ( 54 + 57 + 55 + 58 + 61 + 54 + 52) = 56.
7
1
x 2 = ( 50 + 55 + 58 + 54 + 61 + 52) = 55.
6
1
x 3 = ( 58 + 60 + 54 + 56 + 61 + 60 + 57) = 58.
7
1
( 7.56 + 6.55 + 7.58 ) = 56,4.
x=
20
ss1 = (54 - 56)2+(57 - 56)2 +(55 - 56)2 +(58 - 56)2 +(61 - 56)2 +(54 - 56)2 +(52 - 56)2 = 55
ss2 = (50 - 55)2 + (55 - 55)2 + (58 - 55)2 + (54 - 55)2 + (61 - 55)2 + (52 -55)2 = 80
ss3 = (58 - 58)2+(60 - 58)2+(54 - 58)2 +(56 - 58)2 +(61 - 58)2 +(60 - 58)2 +(57 - 58)2 = 38
ssw = ss1 + ss2 + ss3 = 173
ssb = 7. (56 - 56,4)2 + 6. (55 - 56,4)2 +7. (58 - 56,4)2 = 30,8
ssg 30,8
ssw 173
=
= 10,18
msb =
=
= 15,40 , msw =
k 1
2
n k 17
ZT =
msb 15,40
=
= 1,51 Fk-1,n-k,0,05 = F2,17,0,05 = 3,59
msw 10,18
A1
A2
...
Ai ...
Ak
Tn s
n1
n2
...
ni
nk
...
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..139
np
i =1
i
V d 1: Hai c th th h F1 (cng mang kiu gen Aa) em lai vi nhau. Cc c th
th h F2 c mt trong 3 kiu gen AA, Aa, aa. iu tra 200 c th th h F2 c:
k
Nu
Kiu gen
AA
Aa
aa
S c th
40
105
55
mc ngha = 0,05 kim nh cp gi thuyt , i thuyt
H0: Kiu gen th h F2 tun theo lut Mendel
N
H1:N Kiu gen th h F2 khng tun theo lut Mendel
1
2
1
Gi thuyt H0 tng ng vi P(AA) = , P(Aa) = , P(aa) =
4
4
4
S dng qui tc 1 ta thc hin bi ton kim nh theo cc bc sau:
3
(n np i ) 2
(40 50) 2 (105 100) 2
(55 50) 2
+
Bc 1: Tnh ZT = i
=
++
= 2,75
np i
50
100
50
i =1
Bc 2: Tm 02, 05 , 2 = 5,99
Bc 3: ZT = 2,75 < 5,99 = 20, 05 , 2 . Theo qui tc1 gi thuyt H0 c chp nhn iu
ny c ngha l mu cho ph hp vi qui lut Mendel
k
k
(ni npi ) 2
ni2 2ni npi + n 2 pi2
=
Ch : Xt ZT =
npi
npi
i =1
i =1
k
k
k
ni2
ni2
=
2 ni + npi =
n (1)
i =1 np i
i =1
i =1
i =1 np i
k
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..140
n
p
i =1
i
(n i np i ) 2
2 , k r 1 ta chp nhn H0
n
p
i =1
i
V d 2: xem c s ly lan ca bnh nm mm t cy ny sang cy khc cc
cy c du hay khng ngi ta trng 500 cp cy c du vo 500 hc ti mt vn m
cy. Sau mt thi gian kim tra ta thu c kt qu sau:
k
Nu
C 2 cy b bnh
1 cy b bnh
0 cy b bnh
73
185
242
Vi mc ngha = 0,05 kim nh cp gi thuyt i thuyt
Khng c s ly bnh t cy ny sang cy khc
H0:
H1:
C s ly bnh t cy ny sang cy khc
Gi p l xc sut mi cy c du b bnh nm mm
Nu gi thuyt H0 ng th:
Xc sut c hai cy b mc bnh p2 = p2.
Xc sut mt trong hai cy b mc bnh p1 = 2p(1 - p).
Xc sut khng cy no mc bnh p2 = (1 - p)2
Gi thuyt H0 tng ng vi gi thuyt p2 = p2, p1 = 2p(1 - p), p0 = (1 - p)2. Bi ton
kim nh thc hin theo cc bc:
2.73 + 185
= 0,331
Bc 1: c lng xc sut p bi tn sut f =
1000
p 0 = ( 1- 0,331)2 = 0,44754; p1 =2.0,331 ( 1- 0,331) = 0,4429; p 2 = 0,3312 = 0,10956
(73 500p 0 ) 2 (185 500p1 ) 2 (242 500p 2 ) 2 18,22 2 36,45 2 18,232
+
+
=
+
+
= 12,55
500p 0
500p1
500p 2
54,78
22,15 223,77
Bc 2: Tm 02.05 ,1 = 3,84
Bc 3: ZT = 12,55 > 3,84 = 02.05 ,1
Gi thuyt H0 b bc b, c s ly lan bnh nm mm t cy ny sang cy khc.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..141
<x1
x1- x2
xi-1- xi
xk-1
Tn s
n1
n2
ni
nk
l c lng im ca i.
im ca 1 , 2 ,..., r theo phng php hp l nht. Gi s
i
Ta c p = F( x , ,.... ) , p = F( x , ,.... ) F( x , ,.... )
1
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..142
x1 x
1
) = x1 = 15,42
s
7
x x
2
x2 l s tho mn ( 2
) = x2 = 16,61
s
7
x x
3
) = x3 = 17,53
x3 l s tho mn ( 3
s
7
x4 x
4
x4 l s tho mn (
) = x4 = 18,37
s
7
x5 x
5
x5 l s tho mn (
) = x5 = 19,29
s
7
x x
6
) = x6 = 20,48
x6 l s tho mn ( 6
s
7
Cc s liu mu c xp vo cc lp theo bng sau:
x1 l s tho mn (
Lp < x1
ni
[x1 ; x2 )
[x 2 ; x 3 )
[x 3 ; x 4 )
[x 4 ; x 5 )
[x 5 ; x 6 )
x6
4
02,05 , 4 = 9,448 .
Bc 3: ZT = 3,666 < 9,488 = 02, 05 , 4 mu cho ph hp vi gi thuyt.
(ni np i ) 2 k ni2 2ni np i + n 2 p i2
=
np i
np i
i =1
i =1
k
Ch : ZT =
k
k
k
ni2
ni2
n
n
p
+
=
n (2)
2
i i
i
i
i
i =1 np
i =1
i 1
i =1 np
Khi s dng qui tc 2 ta c th tnh ZT theo cng thc cho bi (2)
k
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..143
B1
B2
Bj
Bm
A1
A2
n11
n21
n12
n22
n1j
n2i
n1m
n2m
Ai
ni1
ni2
nij
nim
B
A
Ak
nk1
nk2
nkj
nij l s c th c c tnh A = Ai v c tnh B = Bj trong mu.
T mu trn xy dng qui tc kim nh cp gi thuyt, i thuyt
H0 :
A c lp vi B.
A khng c lp vi B mc ngha .
H1 :
nkm
Ta c
ij
= ni. l s c th c c tnh A = Ai
j =1
k
ij
= n. j l s c th c c tnh B = Bj
i =1
k ,m
n = n = n
ij
i , j =1
.j
i.
i =1
=n
j =1
k,m
ij
i , j =1
n ij
n
ta c qui tc bc b gi thuyt mc ngha l:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..144
k ,m
Qui tc 3: Nu
(nij
n
ni n j
i , j =1
k ,m
Nu
ni n j
(n ij
i , j=1
)2
n
n i n j
n
n i n j
)2
n
cho ph hp vi gi thuyt A c lp vi B.
Ch : Khi s dng qui tc 3 kim nh tnh c lp ca hai c tnh A, B cn p
n i n j
ng yu cu
5.
n
V d: Xt mt n c sn rng, c tnh A l mu v gm mu vng (A1) v mu
hng (A2). c tnh B l s vch trn v gm : 0 vch(B0), 1 hoc 2 vch (B1), 3 hoc 4
vch (B2) v 5 vch (B3). Bt ngu nhin 169 con c sn rng thuc n c sn ni trn
ta c bng sau:
0 (B0)
1-2 (B1)
3-4 (B2)
5 (B3)
S vch
Mu v
Vng(A1)
35
19
36
25
Hng(A2)
14
14
16
10
Vi mc ngha = 0,05 hy kim nh gi thuyt
H0:
Mu v c lp v di truyn vi s vch trn v
N
H^N :
Mu v khng c lp v di truyn vi s vch trn v
Ta c: n1 = 115, n 2 = 54, n 1 = 49, n 2 = 33, n 3 = 52, n 4 = 35, n = 169
n i n j
115.52 2
115.33 2
115.49 2
)
)
(36
)
(19
169
169
169
n
=
+
+
ZT =
115.52
115.33
115.49
n i n j
i , j=1
169
169
169
n
54.35 2
54.52 2
54.33 2
54.49 2
115.35 2
)
)
(10
)
(16
)
(14
)
(14
(25
169
169
169
169
169
+
+
+
+
+
= 2,13
54.35
54.52
54.33
54.49
115.35
169
169
169
169
169
2
2
, ( k 1)( m 1) = 0,05 , 3 = 7,81
ZT = 2,13 < 7,81 = 2 0, 05 , 3 . Ta quyt nh chp nhn H0 mu v v s vch trn v
c lp vi nhau v di truyn.
ni. n. j 2
) k ,m nn 2
k ,m
k , m ( nij
1 k ,m
ij
n
Ch 1: ZT =
=
2 nij + ni. n. j
ni. n. j
n i , j =1
i , j =1
i , j =1
i , j =1 ni. n. j
n
2, 3
(n ij
)2
(35
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..145
m
k ,m nij2
1 k
n
n
n
=
1
(3)
i. . j
n i =1 j =1
i , j =1 ni . n. j
i , j =1 ni. n. j
Khi s dng qui tc 3 c th tnh ZT bng cng thc cho bi (3)
Ch 2: Vic xy dng qui tc kim nh tnh thun nht ca m ng cng c
trnh by nh tiu chun va nu. Tiu chun a ra cng ging nh tiu chun va nu.
k ,m
= n
nij2
2n +
3.Quy tc du
Xt n cp mu ngu nhin : ( X 1 , Y1 ), ( X 2 , Y2 ),...., ( X n , Yn )
Xi c cng phn phi vi X c hm mt f(x)
Yi c cng phn phi vi Y c hm mt g(x)
Nu X, Y l cc bin chun th vic so snh k vng ca X v Y c trnh by trong
phng php so snh cp i. By gi ta a ra quy tc kim nh trong trng hp tng
qut cp gi thuyt i thuyt.
H0:
X c cng phn phi vi Y
X v Y c phn phi khc nhau.
H1:
t D = X - Y , Di = Xi Yi.
Nu H0 ng ngi ta c th chng minh rng P(D > 0) = P(D < 0) = 0,5.
1
Gi M l s cc gi tr m Di > 0 ta thy M c phn phi nh thc B( n, ). Cp gi
2
thuyt i thuyt nu trn tng ng vi cp gi thuyt i thuyt.
1
H0:
M c phn phi nh thc B( n, )
2
1
H1:
M khng c phn phi nh thc B( n, )
2
M 0,5n
c phn phi gii hn chun tc ta c quy
S dng nh l gii hn: Bin Z =
0,5 n
tc kim nh cp gi thuyt H0 v H1 l :
M 0,5n
bc b H0
> U
Qui tc 5: Nu ZT =
0,5 n
2
Nu Z T U
chp nhn H0
2
1,57
1,59
1,75
1,77
1,63
1,60
1,65
1,61
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..146
n (n + m + 1)
nm(n + m + 1)
; D( V ) =
2
12
n (n + m + 1)
V
2
Khi thng k Z =
c phn phi xp x chun tc .
nm(n + m + 1)
12
T y ta c quy tc kim nh cp gi thuyt i thuyt
X c cng phn phi xc sut vi Y
H0:
H1:
X v Y c phn phi khc nhau
mc ngha l :
E(V) =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..147
n (n + m + 1)
2
Quy tc 6: Nu Z T =
> U ta bc b H0.
nm(n + m + 1)
2
12
Nu Z T U ta chp nhn H0.
V
Kch thc mu n = n j .
j=1
ni
2
i
R
12
3(n + 1)
n (n + 1) i=1 n i
Nu k 3, n i 6 th Z c phn phi xp x phn phi khi bnh phng vi k-1 bc t do.
Da vo quy lut phn phi xp x ca bin Z vi mc ngha ta c quy tc kim
nh cp gi thuyt i thuyt
H0: Dy cc s liu trn thu thp t mt tp c bn
H1: Dy cc s liu trn khng thu thp t mt tp c bn
Xt thng k: Z =
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..148
Quy tc 7: Nu Z T =
k
Ri2
12
3(n + 1) > 2 , k 1 bc b H0
n(n + 1) i =1 ni
n (n + 1) i=1 n i
N
Z T = 4,77 < 5,99 gi thuyt H0 c chp nhn, iu nay c th hiu l 3 loi thc
n trn c tc dng nh nhau vi vic tng trng ca ln.
Ch : Cc qui tc kim nh phi tham s c u im l khng cn bit trc kiu
dng phn phi xc sut ca cc c trng tng th, nhng do lng lng thng tin
thu c t tng th khng nhiu nn lc lng ca php kim nh ca cc qui tc ny
khng cao.
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..149
Bi tp chng VI
1. Bit chu lc X ca cc mu b tng c phn phi chun N( ; 2 ). o chu lc
ca 210 mu b tng ta c kt qu sau:
chu lc Xi(kg/cm2)
S mu b tng ni
195
13
205
18
215
46
225
74
235
34
245
15
Nhiu
Va
t
Vng
Thnh ph
48
26
26
Ven ni
38
34
28
Huyn
16
10
74
C th coi mc xem phim ba vng l nh nhau c khng? Mc ngha 0,05.
11. Kho st mu mt v mu tc ca 6800 ngi Php ta c kt qu sau:
Mu tc
Vng
Nu
en
Hung
Mu mt
Xanh
1768
807
189
47
en
946
1387
746
53
Nu
115
438
288
16
Vi mc ngha 0,05 hy kim nh gi thuyt:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..151
H0:
H1:
Mu tc c lp vi mu mt.
Mu tc khng c lp vi mu mt.
A1(nghin nh)
A0(khng nghin)
B
B0(huyt p bt)
B1(huyt p cao)
50
30
A2(nghin nng)
25
35
28
32
A
58
102
B
102
118
C
65
75
Gy
Bo
Trung bnh
Chng
Gy
24
12
12
Bo
10
40
15
Trung bnh
20
12
115
Vi mc ngha: = 0,05 hy kim nh cp gi thuyt i thuyt:
H0:
Th trng v mi quan h v chng c lp vi nhau.
H1:
Th trng v mi quan h v chng c lin quan vi nhau.
17. Mt gi m n lin t yu cu v trng lng nu c trng lng 80 gam. Kim tra
mu gm 20 gi m c x = 78,5 , s = 2,5. Vi mc ngha 0,05 hy xy dng gi
thuyt v i thuyt thch hp v khu ng gi m n lin ca nh my t yu cu
khng?
18. o ch s m sa X ca 130 con b lai F1 ta c kt qu sau
X 3,0- 3,6 3,6- 4,2 4,2 4,8 4,8 5,4 5,4 6,0 6,0 6,6 6,6 7,2
ni
2
8
35
43
22
15
5
Bit ch s m sa trung bnh ca ging b thun chng l 4,95. Vi mc ngha 0,01.
Hy a ra kt lun v vic lai to ging bit rng ch s m sa X c phn phi chun.
19. Phn tch hm lng mn trong mt loi t theo hai phng php ta c kt qu sau:
Phng php 1: 27,5 27,0 27,3 27,6 27,8 ( n v %)
Phng php 2: 27,9 27,2 26,5 26,3 27,0 27,4 27,3 26,8 (n v %)
Vi mc ngha 0,05 hy xy dng gi thuyt v i thuyt thch hp v a ra kt lun.
20. Ngi ta chiu x liu 3000 Rnghen vo mt qun th rui dm thy trong s 805
con th h F1 c 80 con b t bin. Trong khi cng chiu x vo mt qun th rui
dm khc c cho n km theo mt loi ng th trong s 2756 con th h F1 c 357
con b t bin . Vi mc ngha 0,05 hy xy dng cp gi thuyt i thuyt thch hp
v a ra kt lun.
21. so snh hai loi thc n i vi vic tng trng ca ln ngi ta tin hnh th
nghim trn hai mu :
Mu I cho 8 con ln n loi thc n A sau 1 thng c kt qu sau:
X : 12,3 13,4 14,6 11,0 16,1 11,3 12,9 10,7
Mu II cho 7 con ln n loi thc n B sau 1 thng c kt qu sau:
Y : 13,2 14,3 16,8 13,1 14,5 15,7 14,5
Vi mc ngha 0,05 hy a ra cp gi thuyt i thuyt thch hp ri a ra kt lun.
22. kho st tc dng ca vic bn phn cho ng 70 n v m/ha, ngi ta trng
lin nhau mnh i chng ( khng bn m) v mnh thc nghim trn 15 tha rung
sau khi thu hoch c kt qu sau:
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..153
30,1
51,0
37,8
68,8
28,9
48,0
39,7
68,8
21,2
28,3
57,3
42,4
47,7
77,0
55,1
66,1
0,05. Hy xy dng cp gi thuyt
0
8
24. S tai nn giao thng xy ra mi ngy X ti mt thnh ph c ghi trong bng sau:
X
0
1
2
3
4
5
6
7
8
ni
10
32
46
35
20
9
2
1
1
Vi mc ngha = 0,05 hy kim nh gi thuyt : S tai nn giao thng khng xy ra
trong ngy tun theo lut Poisson.
25. Chiu cao X ca cy du sau 6 thng tui quan st c cho bng sau:
X
24 - 30
30 - 36
36 - 42
42 - 48
48 - 54
54 - 60
ni
12
24
35
47
43
32
Vi mc ngha = 0.05 hy kim nh gi thuyt X c phn phi chun.
60 - 66
7
26. Mt loi hoa hng c 4 mu : , hng, bch v vng. Vi mu gm 200 bng hoa
hng thuc loi hoa trn ta c bng s liu sau:
Mu hoa
hng
bch
vng
S hoa
27
65
75
33
Vi mc ngha 0,05 hy kim nh gi thuyt H0 : Cc mu hoa , hng, bch, vng
theo t l 1 : 2 : 2 : 1.
27. Chi ph v vn ho X (n v 100000/nm) v chi ph v i li Y
(n v 100000 ng/nm) ca 15 gia nh cho bi bng sau:
X
12 6,5 6,2 8,8 4,5 7,0 7,1 20 15 7,5 8,5 10,9 8,2 8 10,5
Y
5,9 6,7 4,5 4,8 10 5,5 5,2 15 7,0 4,0 5,5 8,2 5,4 8,4 7,0
S dng tiu chun v du kim nh gi thuyt: X v Y c cng qui lut xc sut vi
mc ngha 0,05.
28. Mc tiu th xng ca 3 loi xe A, B, C ( lt/100km) ln lt l X , Y, Z. Ngi ta
cho chy th 7 xe A, 7 xe B v 8 xe C cc s liu thu c cho bng sau:
X : 10,5 8,7 7,5 9,6 8,4 9,0 8,7
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..154
Trng i hc Nng nghip H Ni Gio trnh Gio trnh Ton xc sut thng k..155