Lý thuyết xác suất thống kê

HC VIN CNG NGH BU CHNH VIN THNG
------- -------
SCH HNG DN HC TP
L THUYT
XC SUT V THNG K TON
Bin son : Ts. L B LONG
Lu hnh ni b
H NI - 2006
LI NI U
L thuyt xc sut thng k l mt b phn ca ton hc, nghin cu cc hin tng ngu
nhin v ng dng chng vo thc t. Ta c th hiu hin tng ngu nhin l hin tng khng
th ni trc n xy ra hay khng xy ra khi thc hin mt ln quan st. Tuy nhin, nu tin hnh
quan st kh nhiu ln mt hin tng ngu nhin trong cc php th nh nhau, ta c th rt ra
c nhng kt lun khoa hc v hin tng ny.
L thuyt xc sut cng l c s nghin cu Thng k - mn hc nghin cu cc cc
phng php thu thp thng tin chn mu, x l thng tin, nhm rt ra cc kt lun hoc quyt
nh cn thit. Ngy nay, vi s h tr tch cc ca my tnh in t v cng ngh thng tin, l
thuyt xc sut thng k ngy cng c ng dng rng ri v hiu qu trong mi lnh vc khoa
hc t nhin v x hi. Chnh v vy l thuyt xc sut thng k c ging dy cho hu ht cc
nhm ngnh i hc.
C nhiu sch gio khoa v ti liu chuyn kho vit v l thuyt xc sut thng k. Tuy
nhin, vi phng thc o to t xa c nhng c th ring, i hi hc vin phi lm vic c
lp nhiu hn, v vy cn phi c ti liu hng dn hc tp ca tng mn hc thch hp cho i
tng ny. Tp ti liu Hng dn hc mn ton xc sut thng k ny c bin son cng
nhm mc ch trn.
Tp ti liu Hng dn hc mn L thuyt xc sut v thng k ton c bin son theo
chng trnh qui nh ca Hc vin Cng ngh Bu Chnh Vin Thng dnh cho h i hc
chuyn ngnh Qun tr kinh doanh. Ni dung ca cun sch bm st cc gio trnh ca cc trng
i hc khi kinh t v theo kinh nghim ging dy nhiu nm ca tc gi. Chnh v th, gio trnh
ny cng c th dng lm ti liu hc tp, ti liu tham kho cho sinh vin ca cc trng i hc
v cao ng khi kinh t.
Gio trnh gm 8 chng tng ng vi 4 n v hc trnh (60 tit):
Chng I: Bin c ngu nhin v xc sut.
Chng II: Bin ngu nhin v quy lut phn b xc sut.
Chng III: Mt s quy lut phn b xc sut quan trng.
Chng IV: Bin ngu nhin hai chiu.
Chng V: Lut s ln.
Chng VI: C s l thuyt mu.
Chng VII: c lng cc tham s ca bin ngu nhin.
Chng VIII: Kim nh gi thit thng k.
3
Nm chng u thuc v l thuyt xc sut, ba chng cn li l nhng vn c bn ca

l thuyt thng k. iu kin tin quyt ca mn hc ny l hai mn ton cao cp i s v gii
tch trong chng trnh ton i cng. Tuy nhin, v s hn ch ca chng trnh ton dnh cho
khi kinh t, nn nhiu kt qu v nh l ch c pht biu, minh ha, ch khng c iu kin
chng minh chi tit.
Gio trnh ny c trnh by theo phng php ph hp i vi ngi t hc, c bit
phc v c lc cho cng tc o to t xa. Trc khi nghin cu cc ni dung chi tit, ngi hc
nn xem phn gii thiu ca mi chng, thy c mc ch, ngha, yu cu chnh ca
chng . Trong mi chng, mi ni dung, ngi hc c th t c v hiu c cn k thng
qua cch din t v ch dn r rng. c bit hc vin nn ch n cc nhn xt, bnh lun,
hiu su sc hn hoc m rng tng qut hn cc kt qu v hng ng dng vo thc t.
Hu ht cc bi ton trong gio trnh c xy dng theo lc : t bi ton, chng minh
s tn ti li gii bng l thuyt v cui cng nu thut ton gii quyt bi ton ny. Cc v d l
minh ho trc tip khi nim, nh l hoc cc thut ton, v vy s gip ngi hc d tip thu
bi hn. Sau cc chng c phn tm tt cc ni dung chnh, v cui cng l cc cu hi luyn
tp. C khong t 20 n 30 bi tp cho mi chng, tng ng vi 3 -5 cu hi cho mi tit l
thuyt. H thng cu hi ny bao trm ton b ni dung va c hc. C nhng cu hi kim tra
trc tip cc kin thc va c hc, nhng cng c nhng cu i hi hc vin phi vn dng
mt cch tng hp v sng to cc kin thc hc gii quyt. V vy, vic gii cc bi tp ny
gip hc vin nm chc hn l thuyt v t kim tra c mc tip thu l thuyt ca mnh.
Gio trnh c vit theo ng cng chi tit mn hc c Hc Vin ban hnh. Cc
kin thc c trang b tng i y , c h thng. Tuy nhin, nu ngi hc khng c iu
kin c k ton b gio trnh th cc ni dung c nh du (*) c coi l phn tham kho thm
(chng hn: chng 5 lut s ln v nh l gii hn trung tm (*), mc 6.6 chng 6 ).
Tuy tc gi rt c gng, song do thi gian b hn hp, nn cc thiu st cn tn ti trong
gio trnh l iu kh trnh khi. Tc gi rt mong nhn c s ng gp kin ca bn b,
ng nghip, cc hc vin xa gn. Xin chn thnh cm n.
Tc gi xin by t li cm n ti TS T Vn Ban, CN Nguyn nh Thc, c bn tho
v cho nhng kin phn bin qu gi v c bit ti KS Nguyn Ch Thnh ngi gip ti
bin tp hon chnh cun ti liu.
Cui cng, tc gi xin by t s cm n i vi Ban Gim c Hc vin Cng ngh Bu
Chnh Vin Thng, Trung tm o to Bu Chnh Vin Thng 1 v bn b ng nghip
khuyn khch, ng vin, to nhiu iu kin thun li chng ti hon thnh tp ti liu ny.
H Ni, u nm 2006.
TC GI
Chng 1: Bin c ngu nhin v xc xut
CHNG I: BIN C NGU NHIN V XC SUT

GII THIU
Cc hin tng trong t nhin hay x hi xy ra mt cch ngu nhin (khng bit trc kt
qu) hoc tt nh (bit trc kt qu s xy ra). Chng hn ta bit chc chn rng lng ca qu c
mu en, mt vt c th t trn cao chc chn s ri xung t... l nhng hin tng din
ra c tnh quy lut, tt nh. Tri li khi tung ng xu ta khng bit mt sp hay mt nga s xut
hin. Ta khng th bit c bao nhiu cuc gi n tng i, c bao nhiu khch hng n im
phc v trong khong thi gian no . Ta khng th xc nh trc ch s chng khon trn th
trng chng khon l nhng hin tng ngu nhin. Tuy nhin, nu tin hnh quan st kh
nhiu ln mt hin tng ngu nhin trong nhng hon cnh nh nhau, th trong nhiu trng hp
ta c th rt ra nhng kt lun c tnh quy lut v nhng hin tng ny. L thuyt xc sut
nghin cu cc qui lut ca cc hin tng ngu nhin. Vic nm bt cc quy lut ny s cho php
d bo cc hin tng ngu nhin s xy ra nh th no. Chnh v vy cc phng php ca l
thuyt xc sut c ng dng rng ri trong vic gii quyt cc bi ton thuc nhiu lnh vc
khc nhau ca khoa hc t nhin, k thut v kinh t-x hi.
Chng ny trnh by mt cch c h thng cc khi nim v cc kt qu chnh v l thuyt
xc sut:
-
Cc khi nim php th, bin c.
Quan h gia cc bin c.
Cc nh ngha v xc sut: nh ngha xc sut theo c in, theo thng k.
Cc tnh cht ca xc sut: cng thc cng v cng thc nhn xc sut, xc sut ca
bin c i.
Xc sut c iu kin, cng thc nhn trong trng hp khng c lp. Cng thc
xc sut y v nh l Bayes.
Khi nm vng cc kin thc v i s tp hp nh: hp, giao tp hp, tp con hc vin s
d dng trong vic tip thu, biu din hoc m t cc bin c.
tnh xc sut cc bin c theo phng php c in i hi phi tnh s cc trng hp
thun li i vi bin c v s cc trng hp c th. V vy hc vin cn nm vng cc phng
php m - gii tch t hp ( c hc lp 12). Tuy nhin thun li cho ngi hc chng
ti s nhc li cc kt qu chnh trong mc 3.
Mt trong nhng kh khn ca bi ton xc sut l xc nh c bin c v s dng ng
cc cng thc thch hp. Bng cch tham kho cc v d v gii nhiu bi tp s rn luyn tt k
nng ny.
5
NI DUNG
1.1. PHP TH V BIN C
1.1.1. Php th (Experiment)
Trong thc t ta thng gp nhiu th nghim, quan st m cc kt qu ca n khng th d
bo trc c. Ta gi chng l cc php th ngu nhin.
Php th ngu nhin thng c k hiu bi ch C . Tuy khng bit kt qu s xy ra nh
th no, nhng ta c th lit k c hoc biu din tt c cc kt qu ca php th C . Mi kt
qu ca php th C c gi l mt bin c s cp. Tp hp tt c cc bin c s cp ca php
th c gi l khng gian mu, k hiu .
V d 1.1:
Php th tung ng xu c khng gian mu l = {S, N } .
Vi php th tung xc xc, cc bin c s cp c th xem l s cc nt trn mi mt xut
hin. Vy = {1, 2, 3, 4, 5, 6} .
Php th tung ng thi 2 ng xu c khng gian mu l:
= {( S , S ), ( S , N ), ( N , S ), ( N , N )}.
Ch rng bn cht ca cc bin c s cp khng c vai tr c bit g trong l thuyt xc
sut. Chng hn c th xem khng gian mu ca php th tung ng tin l = {0, 1}, trong 0
l bin c s cp ch mt sp xut hin v 1 ch mt nga xut hin.
1.2.1. Bin c (Event)
Vi php th C ta thng xt cc bin c (cn gi l s kin) m vic xy ra hay khng
xy ra hon ton c xc nh bi kt qu ca C . Cc bin c ngu nhin c k hiu bng cc
ch in hoa A, B, C, Mi kt qu ca C c gi l kt qu thun li cho bin c A nu A
xy ra khi kt qu ca C l .
V d 1.2: Nu gi A l bin c s nt xut hin l chn trong php th tung xc xc v
d 1.1 th A c cc kt qu thun li l 2, 4, 6.
Tung hai ng xu, bin c xut hin mt mt sp mt mt nga (xin m dng) c cc kt
qu thun li l ( S , N ) ; ( N , S ) .
Nh vy mi bin c A c ng nht vi mt tp con ca khng gian mu bao gm
cc kt qu thun li i vi A .
Mi bin c ch c th xy ra khi mt php th c thc hin, ngha l gn vi khng gian
mu no . C hai bin c c bit sau:
Bin c chc chn: l bin c lun lun xy ra khi thc hin php th, bin c ny trng
vi khng gian mu .
6

Bin c khng th: l bin c nht nh khng xy ra khi thc hin php th. Bin c
khng th c k hiu .
Tung mt con xc xc, bin c xut hin mt c s nt nh hn hay bng 6 l bin chc
chn, bin c xut hin mt c 7 nt l bin c khng th.
1.2. NH NGHA XC SUT
Vic bin c ngu nhin xy ra hay khng trong kt qu ca mt php th l iu khng th
bit hoc on trc c. Tuy nhin bng nhng cch khc nhau ta c th nh lng kh nng
xut hin ca bin c, l xc sut xut hin ca bin c.
Xc sut ca mt bin c l mt con s c trng kh nng khch quan xut hin bin c
khi thc hin php th.
Da vo bn cht ca php th (ng kh nng) ta c th suy lun v kh nng xut hin
ca bin c, vi cch tip cn ny ta c nh ngha xc sut theo phng php c in.
Khi thc hin nhiu ln lp li c lp mt php th ta c th tnh c tn sut xut hin
(s ln xut hin) ca mt bin c no . Tn sut th hin kh nng xut hin ca bin c, vi
cch tip cn ny ta c nh ngha xc sut theo thng k.
1.3. NH NGHA C IN V XC SUT
1.3.1. nh ngha v v d
Gi s php th
tho mn hai iu kin sau:
(i) Khng gian mu c mt s hu hn phn t.

(ii) Cc kt qu xy ra ng kh nng.
Khi ta nh ngha xc sut ca bin c A l
P(A) =
s trng hp thun li i vi A
s trng hp c th
(1.1)
Nu xem bin c A nh l tp con ca khng gian mu th
P( A) =
A
s phn t ca A
=
s phn t ca
(1.1)
V d 1.3: Bin c A xut hin mt chn trong php th gieo con xc xc v d 1.1 c 3
trng hp thun li ( A = 3 ) v 6 trng hp c th ( = 6 ). Vy P ( A) =
3 1
= .
6 2
tnh xc sut c in ta s dng phng php m ca gii tch t hp.

7

1.3.2. Cc qui tc m
1.3.2.1. Qui tc cng
Nu c m1 cch chn loi i tng x1 , m 2 cch chn loi i tng x 2 , ... , mn cch
chn loi i tng x n . Cc cch chn i tng xi khng trng vi cch chn x j nu i j
th c m1 + m2 +
+ mn cch chn mt trong cc i tng cho.
1.3.2.2. Qui tc nhn

Gi s cng vic H gm nhiu cng on lin tip H1 , H 2 , ..., H k v mi cng on
H i c ni cch thc hin th c tt c n1 n2 nk cch thc hin cng vic H .
1.3.2.3. Hon v
Mi php i ch ca n phn t c gi l php hon v n phn t. S dng quy tc nhn
ta c th tnh c:
C n ! hon v n phn t.
1.3.2.4. Chnh hp
Chn ln lt k phn t khng hon li trong tp n phn t ta c mt chnh hp chp
k ca n phn t. S dng quy tc nhn ta c th tnh c s cc chnh hp chp k ca n phn
t l:
Ank =
n!
(n k )!
(1.2)
1.3.2.5. T hp
Chn ng thi k phn t ca tp n phn t ta c mt t hp chp k ca n phn t.
Cng c th xem mt t hp chp k ca n phn t l mt tp con k phn t ca tp n phn t.
Hai chnh hp n chp k l khc nhau nu:
c t nht 1 phn t ca chnh hp ny khng c trong chnh hp kia.
cc phn t u nh nhau nhng th t khc nhau.
Do vi mi t hp chp k ca n phn t c k! chnh hp tng ng. Mt khc hai
chnh hp khc nhau ng vi hai t hp khc nhau l khc nhau.
Vy s cc t hp chp k ca n phn t l
Ank
k
Cn =
=
k!
n!
k!( n k )!
(1.3)

V d 1.4: Tung mt con xc xc hai ln. Tm xc sut trong c 1 ln ra 6 nt.
Gii: S cc trng hp c th l 36. Gi A l bin c trong 2 ln tung con xc xc c 1
ln c mt 6. Nu ln th nht ra mt 6 th ln th hai ch c th ra cc mt t 1 n 5, ngha l
c 5 trng hp. Tng t cng c 5 trng hp ch xut hin mt 6 ln tung th hai. p dng
quy tc cng ta suy ra xc sut ch c mt ln ra mt 6 khi tung xc xc 2 ln l
10
.
36
V d 1.5: Mt ngi gi in thoi qun mt hai s cui ca s in thoi v ch nh c

rng chng khc nhau. Tm xc sut quay ngu nhin mt ln c ng s cn gi.
Gii: Gi A l bin c quay ngu nhin mt ln c ng s cn gi. S cc trng hp
c th l s cc cp hai ch s khc nhau t 10 ch s t 0 n 9. N bng s cc chnh hp 10
2
chp 2. Vy s cc trng hp c th l A10
= 10 9 = 90 . S cc trng hp thun li ca A l
1. Do P( A) =
1
.
90
V d 1.6: Mt cng ty cn tuyn 2 nhn vin. C 6 ngi np n trong c 4 n v 2

nam. Gi s kh nng trng tuyn ca c 6 ngi l nh nhau. Tnh xc sut bin c:
a. Hai ngi trng tuyn l nam
b. Hai ngi trng tuyn l n
c. C t nht 1n trng tuyn.
Gii: S trng hp c th = C62 = 15 .
a. Ch c 1 trng hp c 2 nam u trng tuyn do xc sut tng ng l P = 1 / 15 .
b. C C 42 = 6 cch chn 2 trong 4 n, vy xc sut tng ng P = 6 / 15 .
c. Trong 15 trng hp c th ch c 1 trng hp c 2 nam c chn, vy c 14
trng hp t nht 1 n c chn. Do o xc sut tng ng P = 14 / 15 .
1.4. NH NGHA THNG K V XC SUT
nh ngha xc sut theo c in trc quan, d hiu. Tuy nhin khi s cc kt qu c th v
hn hoc khng ng kh nng th cch tnh xc sut c in khng p dng c.
Gi s php th C c th c thc hin lp li nhiu ln c lp trong nhng iu kin
ging ht nhau. Nu trong n ln thc hin php th C , bin c A xut hin k n (A) ln th t s:
f n ( A) =
k n ( A)
n
c gi l tn sut xut hin ca bin c A trong n php th.

Ngi ta chng minh c (nh l lut s ln) khi n tng ln v hn th f n (A) tin n
mt gii hn xc nh. Ta nh ngha gii hn ny l xc sut ca bin c A , k hiu P(A) .
9
P ( A) = lim f n ( A)
(1.4)
Trn thc t P(A) c tnh xp x bi tn sut f n (A) khi n ln.

V d 1.7: Mt cng ty bo him mun xc nh xc sut mt ngi M 25 tui s b
cht trong nm ti, ngi ta theo di 100.000 thanh nin v thy rng c 798 ngi b cht trong
vng 1 nm sau . Vy xc sut cn tm xp x bng 0,008.
V d 1.8: Thng k cho thy tn sut sinh con trai xp x 0,513. Vy xc sut b trai ra
i ln hn b gi.
Nhn xt: nh ngha xc sut theo thng k khc phc c hn ch ca nh ngha c
in, n hon ton da trn cc th nghim quan st thc t tm xc sut ca bin c. Tuy nhin
nh ngha thng k v xc sut cng ch p dng cho cc php th m c th lp li c nhiu
ln mt cch c lp trong nhng iu kin ging ht nhau. Ngoi ra xc nh mt cch tng
i chnh xc gi tr ca xc sut th cn tin hnh mt s ln n ln cc php th, m vic ny
i khi khng th lm c v hn ch v thi gian v kinh ph.
Ngy nay vi s tr gip ca cng ngh thng tin, ngi ta c th m phng cc php th
ngu nhin m khng cn thc hin cc php th trong thc t. iu ny cho php tnh xc sut
theo phng php thng k thun tin hn.
1.5. QUAN H GIA CC BIN C
Trong l thuyt xc sut ngi ta xt cc quan h sau y cho cc bin c.
1.5.1. Quan h ko theo
Bin c A ko theo bin c B , k hiu A B , nu A xy ra th B xy ra.
1.5.2. Quan h bin c i
Bin c i ca A l bin c c k hiu l A v c xc nh nh sau: A xy ra khi
v ch khi A khng xy ra.
1.5.3. Tng ca hai bin c
Tng ca hai bin c A, B l bin c c k hiu A B (hoc A + B ). Bin c A B
xy ra khi v ch khi c t nht A hoc B xy ra.
Tng ca mt dy cc bin c {A1 , A2 , ..., An } l bin c
t nht mt trong cc bin c Ai xy ra.
10
Ai . Bin c ny xy ra khi c
i =1

1.5.4. Tch ca hai bin c
Tch ca hai bin c A, B l bin c c k hiu AB . Bin c AB xy ra khi v ch khi
c hai bin c A , B cng xy ra.
Tch ca mt dy cc bin c {A1 , A2 , ..., An } l bin c
Ai . Bin c ny xy ra khi tt
i =1
c cc bin c Ai cng xy ra.

1.5.5. Bin c xung khc
Hai bin s A, B gi l xung khc nu bin c tch AB l bin c khng th. Ngha l hai
bin c ny khng th ng thi xy ra.
Ch rng cc bin c vi php ton tng, tch v ly bin c i to thnh i s Boole do
cc php ton c nh ngha trn c cc tnh cht nh cc php ton hp, giao, ly phn b
i vi cc tp con ca khng gian mu. Chng hn php ton tng tch cc bin c c tnh giao
hon, kt hp, tng phn b i vi tch, tch phn b i vi tng, lut De Morgan
1.5.6. H y cc bin c
Dy cc bin c A1 , A2 , ... , An c gi l mt h y cc bin c nu:
(i) Xung khc tng i mt, ngha l Ai A j = vi mi i j = 1, ..., n ,
n
(ii) Tng ca chng l bin c chc chc, ngha l
Ai = .
i =1
c bit vi mi bin c A , h A, A l h y .
V d 1.9: Mt nh my c ba phn xng sn xut ra cng mt loi sn phm. Gi s rng
mi sn phm ca nh my ch do mt trong ba phn xng ny sn xut. Chn ngu nhin mt
sn phm, gi A1 , A2 , A3 ln lt l bin c sn phm c chn do phn xng th nht, th
hai, th ba sn xut. Khi h ba bin c A1 , A2 , A3 l h y .
1.5.7. Tnh c lp ca cc bin c
Hai bin c A v B c gi l c lp vi nhau nu vic xy ra hay khng xy ra bin c
ny khng nh hng ti vic xy ra hay khng xy ra bin c kia.
Tng qut hn cc bin c A1 , A2 , ... , An c gi l c lp nu vic xy ra hay khng xy
ra ca mt nhm bt k k bin c, trong 1 k n , khng lm nh hng ti vic xy ra hay
khng xy ra ca cc bin c cn li.
11

V d 1.10: Ba x th A, B, C mi ngi bn mt vin n vo mc tiu. Gi A, B, C ln
lt l bin c A, B, C bn trng mc tiu.
i. Hy m t cc bin c: ABC , A B C , A B C .
ii. Biu din cc bin c sau theo A, B, C :
D : C t nht 2 x th bn trng.
E : C nhiu nht 1 x th bn trng.
F : Ch c x th C bn trng.
G : Ch c 1 x th bn trng.
iii. Cc bin c A, B, C c xung khc, c c lp khng ?
Gii:
i. ABC : c 3 u bn trng. A B C : c 3 u bn trt. A B C : c t nht 1 ngi
bn trng.
ii. D = AB BC CA .
C nhiu nht mt x th bn trng c ngha l c t nht hai x th bn trt, vy:
E = AB BC C A .
F = ABC . G = ABC ABC ABC .
iii. Ba bin c A, B, C c lp nhng khng xung khc.
1.6. CC TNH CHT V NH L XC SUT
1.6.1. Cc tnh cht ca xc sut
Cc nh ngha trn ca xc sut tha mn cc tnh cht sau:
1. Vi mi bin c A :
0 P( A) 1 .
(1.5)
2. Xc sut ca bin c khng th bng 0, xc sut ca bin c chc chn bng 1.
P() = 0, P() = 1
(1.6)
1.6.2. Qui tc cng

1.6.2.1. Trng hp xung khc
Nu A, B l hai bin c xung khc th
P( A B) = P( A) + P( B) .
12
(1.7)

Tng qut hn, nu {A1 , A2 , ..., An } l dy cc bin c xung khc tng i mt th
n n
P Ai = P( Ai ) .
i =1 i =1
(1.7)
T cng thc (1.6) v (1.7) ta c h qu: Nu {A1 , A2 , ..., An } l mt h y th

n
P( Ai ) = 1
(1.8)
i =1
1.6.2.2. Trng hp tng qut
Nu A, B l hai bin c bt k th
P( A B) = P( A) + P( B) P( AB)
(1.9)
Nu A, B, C l ba bin c bt k th
P( A B C ) = P( A) + P( B) + P(C ) P( AB) P( BC ) P(CA) + P( ABC) (1.9)
Nu {A1 , A2 , ..., An } l dy cc bin c bt k
n
n
P Ai = P ( Ai ) P ( Ai A j ) + P ( Ai A j Ak )
i< j
i< j <k
i =1 i =1
+ (1) n1 P ( A1 A2 ... An ) . 1.9)
V d 11: Mt l hng c 25% sn phm loi I, 55% sn phm loi II v 20% sn phm loi
III. Sn phm c cho l t cht lng nu thuc loi I hoc loi II. Chn ngu nhin 1 sn
phm tm xc sut sn phm ny t tiu chun cht lng.
Gii: Gi A1 , A2 , A3 ln lt l bin c sn phm c chn thuc loi I, II, III. Ba bin c
ny xung khc tng i mt. P ( A1 ) = 0,25 , P( A2 ) = 0,55 , P( A3 ) = 0,20 . Gi A l bin c sn
phm c chn t tiu chun cht lng. Vy A = A1 A2 .
P( A) = P( A1 ) + P( A2 ) = 0,25 + 0,55 = 0,8 .
p dng cng thc (1.8) cho h y A, A ta c quy tc xc sut bin c i

1.6.3. Quy tc xc sut ca bin c i
Vi mi bin c A :
P( A ) = 1 P( A) .
(1.10)
1.6.4. Xc sut c iu kin

Xc sut ca bin c B c tnh trong iu kin bit rng bin c A xy ra c gi
l xc sut ca B vi iu kin A . K hiu P (B A) .
13

Tnh cht
Nu P( A) > 0 th:
P(B A) =
P( AB)
.
P( A)
(1.11)
Khi c nh A vi P( A) > 0 th xc sut c iu kin P (B A) c tt c cc tnh cht
ca xc sut thng thng (cng thc (1.5)-(1.10)) i vi bin c B .

Chng hn:
( )
P B A = 1 P (B A), P (B1 B2 A) = P (B1 A) + P (B2 A) P (B1 B2 A) .

V d 12: Gieo ng thi hai con xc xc cn i. Tnh xc sut tng s nt xut hin
trn hai con xc xc 10 bit rng t nht mt con ra nt 5.
Gii: Gi A l bin c " t nht mt con ra nt 5".
2
( )
11
5
P ( A) = 1 P A = 1 =
.
36
6
Gi B l bin c "tng s nt trn hai con 10 "
Bin c AB c 3 kt qu thun li l (5,6), (6,5), (5,5).
Vy P( AB) =
3
3 11 3
P ( B A) =
= .
36 36 11
36
1.6.5. Quy tc nhn

1.6.5.1. Trng hp c lp
Nu A, B l hai bin c c lp th
P( AB) = P( A) P( B) .
(1.12)
Nu {A1 , A2 , ... , An } l cc bin c c lp th
P( A1 A2 ... An ) = P( A1 )P( A2 )...P( An ) .
(1.13)
1.6.5.2. Trng hp tng qut
14
P ( AB ) = P ( A) P (B A)
(1.14)
P ( A1 A2 ... An ) = P ( A1 ) P ( A2 A1 ) P ( A3 A1 A2 ) ... P ( An A1 A2 ... An 1 ) .
(1.15)

V d 1.14:
Ti I cha 3 bi trng, 7 bi , 15 bi xanh.
Ti II cha 10 bi trng, 6 bi , 9 bi xanh.
T mi ti ly ngu nhin 1 bi. Tm xc sut 2 bi c rt t 2 ti l cng mu.
Gii: Gi At , A , Ax ln lt l bin c bi c rt t ti I l trng, , xanh.
Bt , B , B x ln lt l bin c bi c rt t ti II l trng, , xanh.

Cc bin c At , A , Ax c lp vi cc bin c Bt , B , B x . Vy xc sut 2 bi c
rt cng mu l:
P ( At Bt A B Ax Bx ) = P ( At Bt ) + P ( A B ) + P ( Ax Bx ) (do xung khc)

= P ( At ) P ( Bt ) + P ( A ) P ( B ) + P ( Ax ) P ( Bx ) (do c lp)
3 10 7 6 15 9 207
+
+
=
0,331 .
25 25 25 25 25 25 625
V d 1.15: Mt th kho c mt chm cha kha gm 9 chic, b ngoi chng ging ht

nhau nhng trong ch c ng 2 chic m c kho. Anh ta th ngu nhin tng cha (cha no
khng trng th b ra). Tnh xc sut m c kho ln th ba.
Gii: K hiu Ai l bin c "th ng cha ln th i". Vy xc sut cn tm l
( ) (
) (
P A1 A2 A3 = P A1 P A2 A1 P A3 A1 A2 =
762 1
= .
987 6
1.6.6. Cng thc xc sut y

nh l 1.3: Nu { A1 , A2 , ..., An } l mt h y cc bin c. Vi mi bin c B (trong
cng 1 php th) ta c
n
P( B ) = P ( Ai ) P ( B Ai )
(1.16)
i =1
1.6.7. Cng thc Bayes

nh l 1.4: Nu { A1 , A2 , ..., An } l mt h y cc bin c. Vi mi bin c B (trong
cng 1 php th) sao cho P( B) > 0 ta c :
P ( Ak B ) =
P ( Ak ) P ( B Ak )
P ( Ak B )
.
= n
P( B)
P( Ai ) P ( B Ai )
(1.17)
i =1
15

Gii thch: Trong thc t cc xc sut { P ( A1 ), P ( A2 ), ..., P ( An )} bit v c gi l
cc xc sut tin nghim. Sau khi quan st bit c bin c B xy ra, cc xc sut ca Ak c
tnh trn thng tin ny (xc sut c iu kin P ( Ak B ) ) c gi l xc sut hu nghim. V vy
cng thc Bayes cn c gi l cng thc xc sut hu nghim.
V d 1.16: Mt trm ch pht hai tn hiu A v B vi xc sut tng ng 0,85 v 0,15. Do
c nhiu trn ng truyn nn 1/7 tn hiu A b mo v thu c nh tn hiu B cn 1/8 tn hiu
B b mo v thu c nh A.
a. Tm xc sut thu c tn hiu A.
b. Gi s thu c tn hiu A. Tm xc sut thu c ng tn hiu lc pht.
Gii: Gi l A bin c "pht tn hiu A" v B l bin c "pht tn hiu B". Khi {A, B}
l h y . Gi l T A bin c "thu c tn hiu A" v l TB bin c "thu c tn hiu B".
P( A) = 0,85 , P( B) = 0,15 ; P(TB A) =

a.
1
1
, P(T A B ) = .
7
8
p dng cng thc xc sut y ta c xc sut thu c tn hiu A:
P(T A ) = P( A) P(T A A) + P( B) P(T A B ) = 0,85

b.
6
1
+ 0,15 = 0,7473
7
8
p dng cng thc Bayes ta c
P(A T A ) =
P ( A) P (T A A)
P (T A )
6
7 = 0,975 .
=
0,7473
0,85
V d 1.17: Ngi ta dng mt thit b kim tra mt loi sn phm nhm xc nh sn

phm c t yu cu khng. Bit rng sn phm c t l ph phm l p% . Thit b c kh nng
pht hin ng sn phm l ph phm vi xc sut v pht hin ng sn phm t cht lng
vi xc sut . Kim tra ngu nhin mt sn phm, tm xc sut sao cho sn phm ny:
a.
c kt lun l ph phm (bin c A ).
b.
c kt lun l t cht lng th li l ph phm.
c.
c kt lun l ng vi thc cht ca n.
Gii: Gi H l bin c sn phm c chn l ph phm. Theo gi thit ta c:
P ( H ) = p, P ( A H ) = , P A H = .
a.
p dng cng thc y cho h y H , H ta c:
( ) (
P ( A) = P ( H ) P ( A H ) + P H P A H = p + (1 p )(1 ) .
16
b.
c.
P H A =
P HA
( )
P A
)=
p(1 )
.
p (1 ) + (1 p)
( ) (
P ( AH ) + P A H = P ( H ) P ( A H ) + P H P A H = p + (1 p ) .
V d 1.18: Trc khi a sn phm ra th trng ngi ta phng vn ngu nhin 200
khch hng v sn phm v thy c 34 ngi tr li s mua, 97 ngi tr li c th s mua
v 69 ngi tr li khng mua. Kinh nghim cho thy t l khch hng thc s s mua sn
phm tng ng vi nhng cch tr li trn tng ng l 70%, 30% v 1%.
a.
Hy nh gi th trng tim nng ca sn phm .
b. Trong s khch hng thc s mua sn phm th c bao nhiu phn trm tr li s
mua.
Gii: Gi A l bin c ngi c phng vn s mua sn phm.
Gi H1 , H 2 , H 3 ln lt l 3 bin c tng ng vi 3 cch tr li ca khch hng c
phng vn:
H 1 - ngi tr li s mua
H 2 - ngi tr li c th mua
H 3 - ngi tr li khng mua

H1 , H 2 , H 3 l mt h y cc bin c vi xc sut tng ng
34 97 69
,
,
.
200 200 200
Cc xc sut iu kin P (A H 1 ) = 0,7 ; P ( A H 2 ) = 0,3 ; P ( A H 3 ) = 0,01 .

a. Theo cng thc xc sut y
P( A) =
34
97
69
0,7 +
0,3 +
0,01 = 0,268
200
200
200
Vy th trng tim nng ca sn phm l 26,8%.

b. Theo cng thc Bayes
P (H 1 A) =
P( H1 ) P(A H 1 )
P( A)
0,17 0,7
= 0,444 = 44,4% .
0,268
1.7. NGUYN L XC SUT LN, XC SUT NH

Mt bin c khng th c xc sut bng 0. Qua thc nghim v quan st thc t, ngi ta
thy rng cc bin c c xc sut nh s khng xy ra khi ta ch thc hin mt php th hay mt
vi php th. T ta tha nhn nguyn l sau y, gi l Nguyn l xc sut nh: Nu mt
17

bin c c xc sut rt nh th thc t c th cho rng trong mt php th bin c s khng
xy ra.
Chng hn mi chic my bay u c mt xc sut rt nh b xy ra tai nn. Nhng trn
thc t ta vn khng t chi i my bay v tin tng rng trong chuyn bay ta i s kin my bay
ri khng xy ra.
Hin nhin vic quy nh mt mc xc sut th no c gi l nh s ph thuc vo tng
bi ton c th. Chng hn nu xc sut my bay ri l 0,01 th xc sut cha th c coi
l nh. Song nu xc sut mt chuyn tu khi hnh chm l 0,01 th c th coi rng xc sut ny
l nh.
Mc xc sut nh ny c gi l mc ngha. Nu l mc ngha th s = 1 gi
l tin cy. Khi da trn nguyn l xc sut nh ta tuyn b rng: Bin c A c xc sut nh
(tc l P(A) ) s khng xy ra trn thc t th tin cy ca kt lun trn l . Tnh ng
n ca kt lun ch xy ra trong 100 % trng hp.
Tng t nh vy ta c th a ra Nguyn l xc sut ln: Nu bin c A c xc sut gn
bng 1 th trn thc t c th cho rng bin c s xy ra trong mt php th. Cng nh trn,
vic quy nh mt mc xc sut th no c gi l ln s ty thuc vo tng bi ton c th.
TM TT
Php th
Trong thc t ta thng gp nhiu th nghim, quan st m cc kt qu ca n khng th d
bo trc c. Ta gi chng l cc php th ngu nhin. Mi kt qu ca php th C c gi
l mt bin c s cp. Tp hp tt c cc bin c s cp ca php th c gi l khng gian mu,
k hiu .
Bin c
Mi bin c A c ng nht vi mt tp con ca khng gian mu bao gm cc kt
qu thun li i vi A .
Xc sut
Xc sut ca mt bin c l mt con s c trng kh nng khch quan xut hin bin c
khi thc hin php th.
nh ngha c in v xc sut
Xc sut ca bin c A l P( A) =
s trng hp thun li i vi A
s trng hp c th
nh ngha thng k v xc sut

Xc sut ca bin c A l P( A) f n ( A) =
18
k n ( A)
n

trong k n (A) s ln xut hin bin c A trong n php th.
Quan h ko theo
Bin c A ko theo bin c B , k hiu A B , nu A xy ra th B xy ra.
Quan h bin c i
A l bin c i ca A . A xy ra khi v ch khi A khng xy ra.

Tng ca hai bin c
Bin c A B tng ( A + B ) ca hai bin c A, B xy ra khi v ch khi c t nht A hoc
n
B xy ra. Bin c tng
Ai ca mt dy cc bin c {A1 , A2 , ..., An } xy ra khi c t nht mt

i =1
trong cc bin c Ai xy ra.

Tch ca hai bin c
Bin c AB ca hai bin c A, B xy ra khi v ch khi c hai bin c A , B cng xy ra.
n
Bin c tch
Ai ca dy cc bin c {A1 , A2 , ..., An } xy ra khi tt c cc bin c

i =1
Ai
cng xy ra.
Bin c xung khc
Hai bin s A, B gi l xung khc nu AB l bin c khng th.
H y cc bin c
Dy cc bin c A1 , A2 , ... , An c gi l mt h y cc bin c nu chng xung khc
tng i mt v tng ca chng l bin c chc chc.
Tnh c lp ca cc bin c
Hai bin c A v B c gi l c lp vi nhau nu vic xy ra hay khng xy ra bin c
ny khng nh hng ti vic xy ra hay khng xy ra bin c kia.
Tng qut cc bin c A1 , A2 , ... , An c gi l c lp nu vic xy ra hay khng xy ra
ca mt nhm bt k k bin c, trong 1 k n , khng lm nh hng ti vic xy ra hay
khng xy ra ca cc bin c cn li.
Qui tc cng
Trng hp xung khc: P( A B) = P( A) + P( B) .
n n
P Ai = P ( Ai ) .
i =1 i =1
19

Trng hp tng qut: P( A B) = P( A) + P( B) P( AB)
P( A B C ) = P( A) + P( B) + P(C ) P( AB) P( BC ) P(CA) + P( ABC)

n
n
P Ai = P ( Ai ) P ( Ai A j ) + P ( Ai A j Ak ) +
i< j
i< j <k
i =1 i =1
+ ( 1) n1 P ( A1 A2 ... An ) .
Quy tc xc sut ca bin c i
P( A ) = 1 P( A) .
Xc sut c iu kin
Xc sut ca bin c B c tnh trong iu kin bit rng bin c A xy ra c gi l
xc sut ca B vi iu kin A , k hiu P (B A) .
Quy tc nhn
Trng hp c lp:
P( AB) = P( A) P( B) ; P( A1 A2 ... An ) = P( A1 )P( A2 )...P( An ) .

Trng hp khng c lp:
P ( AB ) = P ( A) P (B A) ;
P ( A1 A2 ... An ) = P ( A1 ) P ( A2 A1 ) P ( A3 A1 A2 ) ... P ( An A1 A2 ... An1 ) .
Cng thc xc sut y

Gi s { A1 , A2 , ..., An } l mt h y . Vi mi bin c B ta c:
n
P( B ) = P ( Ai ) P ( B Ai ) .
i =1
Cng thc Bayes

Nu { A1 , A2 , ..., An } l mt h y v vi mi bin c B sao cho P( B) > 0 ta c :
P ( Ak B ) =
P ( Ak ) P ( B Ak )
P ( Ak B )
.
= n
P( B)
P( Ai ) P ( B Ai )
i =1
Nguyn l xc sut nh
Nu mt bin c c xc sut rt nh th thc t c th cho rng trong mt php th bin c
s khng xy ra.
Nguyn l xc sut ln
Nu bin c A c xc sut gn bng 1 th trn thc t c th cho rng bin c s xy ra
trong mt php th.
20
CU HI N TP V BI TP
1.1 Ta c th c hai khng gian mu cc bin c s cp cho cng mt php th
ng
Sai
C?
1.2 Cc bin c A v A B l xung khc.

ng
Sai
1.3 Hai bin c A v B l xung khc th P( A B) = P( A) + P( B) .

ng
Sai
1.4 Thng tin lin quan n vic xut hin bin c B lm tng xc sut ca bin c A , tc l
P ( A B ) P ( A) ?
ng
Sai
1.5 Hai bin c xung khc l hai bin c c lp.

ng
Sai
1.6 Cc bin c i ca hai bin c c lp cng l c lp.

ng
Sai
1.7 Xc sut ca tng hai bin c c lp bng tng xc sut ca hai bin c ny.
ng
Sai
1.8 Xc sut ca tch 2 bin c xung khc bng tch 2 xc sut.

ng
Sai
{ }
1.9 H 2 bin c A, A l h y .
ng
Sai
1.10 Cho = {a, b, c, d } trong cc bin c s cp l ng kh nng. Bin c A = {a, b} v
B = {a, c} l ph thuc v chng cng xy ra khi bin c s cp a xy ra.

ng
Sai
1.11 Trong mt hm ng 10 chi tit t tiu chun v 5 chi tit l ph phm. Ly ng thi 3 chi
tit. Tnh xc sut:
a) C 3 chi tit ly ra thuc loi t tiu chun.
b) Trong s 3 chi tit ly ra c 2 chi tit t tiu chun.
1.12 Thang my ca mt ta nh 7 tng xut pht t tng mt vi 3 khch. Tm xc sut :
a) Tt c cng ra tng bn.
21

b) Tt c cng ra mt tng
c) Mi ngi ra mt tng khc nhau.
1.13 Mt ngi gi in thoi cho bn nhng li qun mt 3 ch s cui v ch nh rng chng
khc nhau. Tm xc sut ngi quay s mt ln c ng s in thoi ca bn.
1.14 Ta kim tra theo th t mt l hng c 10 sn phm. Mi sn phm thuc mt trong hai loi:
Tt hoc Xu. K hiu Ak ( k = 1,10 ) l bin c ch sn phm kim tra th k thuc loi xu.
Biu din cc bin c sau theo Ak :
a) C 10 sn phm u xu.
b) C t nht mt sn phm xu.
c) C 6 sn phm kim tra u l tt, cc sn phm cn li l xu.
d) C 6 sn phm kim tra u l xu.
1.15 Hai ngi cng bn vo mt mc tiu. Kh nng bn trng ca tng ngi l 0,8 v 0,9. Tm
xc sut:
a) Ch c mt ngi bn trng mc tiu.
b) C ngi bn trng mc tiu.
c) C hai ngi bn trt.
1.16 C cu cht lng sn phm ca nh my nh sau: 40% l sn phm loi I, 50% l sn phm
loi II, cn li l ph phm. Ly ngu nhin mt sn phm ca nh my. Tnh xc sut sn
phm ly ra l ph phm.
1.17 Tn hiu thng tin c pht i 3 ln c lp nhau. Xc sut thu c tin ca mi ln pht l
0,4. Tnh xc sut thu c thng tin .
1.18 C 1000 v s trong c 20 v trng thng. Mt ngi mua 30 v, tm xc sut ngi
trng 5 v.
1.19 c nhp kho, sn phm ca nh my phi qua 3 vng kim tra cht lng c lp nhau.
Xc sut pht hin ra ph phm cc vng ln lt theo th t l 0,8; 0,9 v 0,99. Tnh xc
sut ph phm c nhp kho.
1.20 Mt th kho c mt chm cha kha gm 9 chic trng ging ht nhau trong ch c mt
chic m c kho. Anh ta th ngu nhin tng cha kha mt, chic no c th th
khng th li. Tnh xc sut anh ta m c ca ln th th 4.
1.21 Mt l hng c 9 sn phm. Mi ln kim tra cht lng ly ngu nhin 3 sn phm. Sau khi
kim tra xong tr li vo l hng. Tnh xc sut sau 3 ln kim tra l hng, tt c cc sn
phm u c kim tra.
22

1.22 Mt nh my t c ba phn xng I, II, III cng sn xut ra mt loi pt-tng. Phn xng
I, II, III sn xut tng ng 36%, 34%, 30% sn lng ca nh my, vi t l ph phm
tng ng l 0,12; 0,1; 0,08.
a) Tm t l ph phm chung ca nh my.
b) Ly ngu nhin mt sn phm kim tra v c sn phm l ph phm. Tnh xc sut
ph phm l do phn xng I, II, III sn xut.
1.23 C bn nhm x th tp bn. Nhm th nht c 5 ngi, nhm th hai c 7 ngi, nhm th
ba c 4 ngi v nhm th t c 2 ngi. Xc sut bn trng ch ca mi ngi trong
nhm th nht, nhm th hai, nhm th ba v nhm th t theo th t l 0,8; 0,7; 0,6 v 0,5.
Chn ngu nhin mt x th v bit rng x th ny bn trt. Hy xc nh xem x th ny
c kh nng trong nhm no nht.
1.24 Bn hai ln c lp vi nhau mi ln mt vin n vo cng mt bia. Xc sut trng ch ca
vin n th nht l 0,7 v ca vin n th hai l 0,4 . Tm xc sut ch c mt vin
n trng bia (bin c A). Sau khi bn, quan trc vin bo c mt vt n bia. Tm xc
sut vt n l vt n ca vin n th nht.
1.25 Mt trm ch pht hai tn hiu A v B vi xc sut tng ng 0.85 v 0.15 . Do c nhiu trn
ng truyn nn 1 7 tn hiu A b mo v thu c nh tn hiu B cn 1 8 tn hiu B b
mo v thu c nh A.
a) Tm xc sut thu c tn hiu A.
b) Gi s thu c tn hiu A. Tm xc sut thu c ng tn hiu lc pht.
1.26 Mt nh my sn xut mt chi tit ca in thoi di ng c t l sn phm t tiu chun
cht lng l 85%. Trc khi xut xng ngi ta dng mt thit b kim tra kt lun sn
phm c t yu cu cht lng hay khng. Thit b c kh nng pht hin ng sn phm
t tiu chun vi xc sut l 0,9 v pht hin ng sn phm khng t tiu chun vi xc
sut l 0,95. Tm xc sut 1 sn phm c chn ngu nhin sau khi kim tra:
a) c kt lun l t tiu chun.
b) c kt lun l t tiu chun th li khng t tiu chun.
c) c kt lun ng vi thc cht ca n.
23
Chng II: Bin ngu nhin v lut phn b xc xut
CHNG II: BIN NGU NHIN V LUT PHN B

XC SUT
GII THIU
Trong chng ny ta kho st cc bin c gn vi cc gi tr no , khi cc gi tr ny thay
i ta c cc bin ngu nhin.
Khi nim bin ngu nhin (cn c gi l i lng ngu nhin) v cc c trng ca
chng l nhng khi nim rt quan trng ca l thuyt xc sut.
i vi bin ngu nhin ta ch quan tm n vn bin ngu nhin ny nhn mt gi tr
no hoc nhn gi tr trong mt khong no vi xc sut bao nhiu. Ni cch khc bin
ngu nhin X c th c kho st thng qua hm phn b xc sut ca n F ( x ) = P { X < x} .
Nh vy khi ta bit qui lut phn b xc sut ca mt bin ngu nhin th ta nm c ton b
thng tin v bin ngu nhin ny.
Khi bin ngu nhin ch nhn cc gi tr ri rc th hm phn b xc sut hon ton c
xc nh bi bng phn b xc sut, l bng ghi cc gi tr m bin ngu nhin nhn vi xc
sut tng ng. Khi bin ngu nhin nhn gi tr lin tc th hm phn b xc sut c xc nh
bi hm mt xc sut.
Cc bin ngu nhin c bit thng gp s c xt trong chng sau.
Ngoi phng php s dng hm phn b xc nh bin ngu nhin, trong nhiu trng
hp bi ton ch i hi cn kho st nhng c trng c bn ca bin ngu nhin.
Cc c trng ca bin ngu nhin c chia thnh hai loi sau:
Cc c trng cho v tr trung tm ca bin ngu nhin nh: K vng, Trung v, Mt.
Cc c trng cho phn tn ca bin ngu nhin nh: Phng sai, lch chun, H
s bin thin, H s bt i xng v H s nhn.
Trong cc bi ton thc t k vng c s dng di dng li nhun k vng cn phng
sai tnh mc ri ro ca quyt nh. Trong k thut lch chun biu din sai s ca php o.
hc tt chng ny hc vin phi nm vng nh ngha xc sut, bin c v cc tnh cht
ca chng.
Cc c trng ca bin ngu nhin c xc nh thng qua tnh tng ca cc s hng no
(trng hp bin ngu nhin ri rc) hoc tnh tch phn xc nh (trng hp bin ngu nhin
lin tc). V vy hc vin cn n tp v tch phn xc nh.
24
NI DUNG
2.1. NH NGHA V PHN LOI BIN NGU NHIN
2.1.1. Khi nim bin ngu nhin
nh ngha 2.1: Bin ngu nhin X l i lng nhn cc gi tr no ph thuc vo
cc yu t ngu nhin.
Ngi ta thng k hiu cc bin ngu nhin bng cc ch in hoa X , Y , Z ,... v cc ch
thng k hiu cc tr s ca chng. V vy vi bin ngu nhin X v vi mi gi tr thc x
th {X < x} l mt bin c ngu nhin.
i vi bin ngu nhin ngi ta ch quan tm xem n nhn mt gi tr no hoc nhn
gi tr trong mt khong no vi mt xc sut bao nhiu.
V d 2.1: Cc i lng sau l bin ngu nhin:
S nt xut hin khi gieo mt con xc xc.
Tui th ca mt thit b ang hot ng.
S khch hng vo mt im phc v trong 1 n v thi gian.
S cuc gi n mt tng i.
Sai s khi o lng mt i lng vt l
2.1.2. Phn loi
Ngi ta phn cc bin ngu nhin thnh hai loi:
Bin ngu nhin ri rc nu n ch nhn mt s hu hn hoc v hn m c cc gi
tr. Ngha l c th lit k cc gi tr thnh mt dy x1 , x 2 , ... .
Bin ngu nhin lin tc nu cc gi tr ca n c th lp y mt hoc mt s cc
khong hu hn hoc v hn v xc sut P{X = a} bng khng vi mi a.
V d 2.2:
Gi X l s nt xut hin khi gieo mt con xc xc th X l bin ngu nhin ri rc
nhn cc gi tr 1, 2,3, 4,5, 6 .
Gi Y l tui th ca mt thit b ang hot ng th Y l bin ngu nhin lin tc nhn
gi tr trong mt khong.
Gi Z l s khch hng vo mt im phc v trong 1 n v thi gian, Z l bin ngu
nhin ri rc nhn cc gi tr 0,1, 2,...
S cuc gi n mt tng i l bin ngu nhin ri rc nhn cc gi tr 0,1, 2,...
25

Sai s khi o lng mt i lng vt l Y no l bin ngu nhin lin tc nhn gi tr
trong mt khong.
2.2. QUY LUT PHN B XC SUT CA BIN NGU NHIN
Bin ngu nhin nhn cc gi tr no ph thuc vo yu t ngu nhin v vy c th s
dng cc phng php sau xc nh lut phn b xc sut ca bin ngu nhin.
2.2.1. Hm phn b xc sut
nh ngha 2.2: Hm phn b xc sut (cumulative distribution function, vit tt CDF) ca
bin ngu nhin X l hm s F (x) xc nh vi mi x bi cng thc:
F ( x) = P{X < x}; < x <
(2.1)
Hm phn b c cc tnh cht sau:

a. 0 F ( x) 1 vi mi x ,
(2.2)
b. F (x) l hm khng gim, lin tc bn tri. Nu X l bin ngu nhin lin tc th F (x)
l hm lin tc.
c. F ( ) = lim F ( x ) = 0 ; F ( + ) = lim F ( x) = 1 ,
(2.3)
d. P{a X < b} = F (b) F (a ) .
(2.4)
x+
2.2.2. Bng phn b xc sut ca bin ngu nhin ri rc

Gi s bin ngu nhin X ch nhn cc gi tr x1 , x 2 , ... vi xc sut tng ng
pi = P{X = xi } . pi > 0 v
pi = 1 .
i
Bng phn b xc sut ca X c dng sau:
X
P
x1
p1
x2
p2
(2.5)
Nu bin ngu nhin ri rc X nhn v hn cc gi tr x1 , x 2 , ... th hm phn b c

dng:
0
F ( x) =
p1 + p2 +
nu
+ pk 1 nu
x x1
xk 1 < x xk , k > 1
(2.6)
th ca F (x) l hm bc thang c bc nhy ti x1 , x 2 , ...
Nu X ch nhn cc gi tr x1, x2 , ..., xn th cc bin c
{X
26
= x1} , { X = x2 } , ..., { X = xn }
(2.7)

lp thnh h y cc bin c.
Hm phn b c dng:
F ( x) = p1 + p2 +
1
nu
+ pk 1 nu
x x1
xk 1 < x xk , 1 < k n
(2.8)
x > xn
nu
V d 2.3: Chn ngu nhin 3 bi t mt ti c 6 bi en, 4 bi trng. Gi X l s bi trng trong 3 bi

va chn th X l mt bin ngu nhin ri rc. Tm bng phn b v hm phn b ca bin ngu
nhin X .
Gii: P { X = 0} =
P { X = 3} =
C43
3
C10
C63
3
C10
1
.
30
Bng phn b xc sut:
Hm phn b:
th:
C 2C1 15
C1C 2 9
5
, P { X = 1} = 6 4 =
, P { X = 2} = 6 4 =
,
3
3
30
30
30
C10
C10
X
P
5 / 30 15 / 30 9 / 30 1 / 30
0
5 / 30
F ( x) = 20 / 30
29 / 30
nu x 0
nu 0 < x 1
nu 1 < x 2
nu 2 < x 3
nu x > 3
y
30 / 30
29 / 30
20 / 30
5 / 30
x
27

2.2.3. Hm mt phn b xc sut ca bin ngu nhin lin tc
nh ngha 2.3: Gi s X l mt bin ngu nhin lin tc c hm phn b F (x) . Nu tn
ti hm f (x) sao cho vi mi x
x
F ( x) =
f (t )dt
(2.9)
th f (x) c gi l hm mt ca bin ngu nhin X (probability density function, vit tt

PDF).
Nh vy gi tr ca hm F (x) bng din tch hnh phng gii hn bi th hm mt
f (x) , trc honh v ng thng song song vi trc tung c hong l x .

f ( x)
F (x)
Tnh cht ca hm mt
a. F ' ( x) = f ( x) ti cc im x m f (x) lin tc.
b.
(2.10)
f ( x) 0 vi mi x ,
(2.11)
c.
f ( x)dx = 1 ,
(2.12)
d. P{a < X < b} = P{a X b} = P{a < X b} = P{a X < b} = f ( x)dx .

a
V d 2.4: Gi s hm phn b xc sut ca bin ngu nhin lin tc X c dng:
F ( x) = kx 2
1
28
vi x 0
vi 0 < x 1
vi x > 1
(2.13)

a) Xc nh h s k ;
b) Tm hm mt xc sut f (x) .
Gii:
a) V hm phn b xc sut F (x) lin tc, do ti x = 1 1 = F (1) = kx 2
x =1
=k.
b) Theo tnh cht (2.10) ca hm mt xc sut ta c
f ( x ) = 2 x
0
vi x 0
vi 0 < x 1
vi x > 1
V d 2.5: Bin ngu nhin lin tc X c hm mt dng
f ( x) = k
2
x
vi x < 1
vi x 1
Hy xc nh:
a) H s k ;
b) Hm phn b F (x) ;
c) Xc sut P{2 < X < 3} ;
d) Xc sut trong 4 php th c lp bin ngu nhin X u khng ly gi tr trong
khong (2, 3) .
Gii:
a) Da vo tnh cht (2.12) ta c:
1=
f ( x)dx =
k a
= k , t k = 1 .
=
dx
lim
x2
a x 1
1
b) T cng thc (2.9) xc nh hm mt ta c
vi x < 1
0
F ( x) = f (t )dt = x 1
vi x 1
x
c) T cng thc (2.13) ta c P{2 < X < 3} = F (3) F (2) =
2 1 1
= .
3 2 6
29
1 5
= .
6 6
Vy xc sut trong 4 php th c lp bin ngu nhin X u khng ly gi tr trong khong
d) Xc sut X khng ly gi tr trong khong (2, 3) trong mt php th bng 1
4
5
(2, 3) bng 0,48 .
6
2.3. CC THAM S C TRNG CA BIN NGU NHIN
2.3.1. K vng ton
2.3.1.1. nh ngha
K vng hoc gi tr trung bnh (average, mean value, expected value) ca bin ngu nhin
X k hiu l E X v c xc nh nh sau:
(i) Nu X ri rc nhn cc gi tr xi vi xc sut tng ng pi = P{X = xi } th
E X = xi pi
(2.14)
(ii) Nu X lin tc c hm mt f (x) th
EX =
xf ( x)dx
(2.15)
K vng E X tn ti nu chui (2.14) (trng hp ri rc) hi t tuyt i hoc tch phn

(2.15) (trng hp lin tc) hi t tuyt i.
V d 2.6: Tnh k vng ca bin ngu nhin X cho v d 2.3.
Gii: E X = 0
5
15
9
1 6
+ 1 + 2 + 3
= .
30
30
30
30 5
V d 2.7: Theo thng k, vic mt ngi M 25 tui s sng thm trn mt nm c xc

sut l 0,992, cn xc sut ngi cht trong vng mt nm ti l 0,008. Mt chng trnh
bo him ngh ngi bo him sinh mng cho 1 nm vi s tin chi tr 1000 la, cn tin
ng l 10 la. Hi li nhun ca cng ty bo him nhn c l bao nhiu?
Gii: R rng li nhun l bin ngu nhin X vi 2 gi tr l + 10 la (nu ngi bo
him khng cht) v 990 la (nu ngi cht). Bng phn b xc sut tng ng.
990
+ 10
0,008 0,992
Do k vng E X = (990) 0,008 + 10 0,992 = 2 . Ta thy li nhun trung bnh l mt

s dng v vy cng ty bo him c th lm n c li.
30

V d 2.8: Tui th ca mt loi cn trng no l mt bin ngu nhin X (n v l
thng) vi hm mt nh sau:
kx 2 (4 x) nu 0 x 4
f ( x) =
0
nu ngc li
Tm hm phn b v tm tui th trung bnh ca loi cn trng trn.
4
Gii: V
(4 x)dx =
64
3
k=
. Hm phn b xc sut
3
64
3
3x 4 x
F ( x) = f (t )dt =

64
3 4
nu
x0
nu 0 < x 4
nu
x>4
4
3
3 4 x 5
3
Tui th trung bnh E X =
=
x
x
dx
x
(
4
)
64 0
64
5
=
0
12
(thng).
5
2.3.1.2. ngha ca k vng

K vng mang ngha l gi tr trung bnh m bin ngu nhin nhn c. Gi s bin
ngu nhin X nhn cc gi tr x1 , x2 , ..., xm vi cc tn s tng ng r1 , r2 , ... , rm .
ri xi l tng gi tr X nhn c vi cng gi tr xi . Do r1 x1 + r2 x2 +

tng tt c cc gi tr X nhn c.
r x +r x +
Vy 1 1 2 2
n
+ rm xm
= f1x1 + f 2 x2 +
+ rm xm l
+ f m xm l gi tr trung bnh ca X , trong
ri
l tn sut nhn gi tr xi ca X . Trong trng hp tng qut th tn sut f i c
n
thay bng xc sut pi v ta c cng thc (2.14).
f i =
Trng hp bin ngu nhin lin tc php tnh tng ca gi tr trung bnh c thay bng
php tnh tch phn xc nh, cng thc (2.15).
Khi nim k vng c p dng rng ri trong nhiu lnh vc kinh doanh v qun l di
dng li nhun k vng hay doanh s k vng.
V d 2.9: Gi s mt ca hng sch d nh nhp mt s cun nin gim thng k. Nhu
cu hng nm v loi sch ny c cho trong bng phn b xc sut sau:
Nhu cu j (cun)
Xc sut Pj
20
0,3
21
22
23
0,25 0,18 0,14
24
0,1
25
0,03
31

Ca hng mua vi gi 7 USD/cun bn vi gi 10 USD/cun. Song n cui nm phi h
gi bn ht vi gi 4 USD/cun. Ca hng mun xc nh s lng nhp sao cho li nhun k
vng ln nht.
Gii: Gi i l s lng sch d nh nhp, j l nhu cu.
Lc li nhun c iu kin tng ng c xc nh bi:
10 j 7i + 4(i j ) nu j i 6 j 3i nu j i
E ij =
=
nu j > i 3i
nu j > i
10i 7i
Cc gi tr E ij c cho trong bng sau:
Nhu cu
Pj j
i
0,3
0,25
0,18
0,14
0,10
0,03
20
21
22
23
24
25
Lng
20
60
60
60
60
60
60
Hng
21
57
63
63
63
63
63
22
54
60
66
66
66
66
23
51
57
63
69
69
69
24
48
54
60
66
72
72
25
45
51
57
63
69
75
Nhp
Vi mi s lng nhp i li nhun trung bnh c tnh theo cng thc E i = Pj E ij .

j
Kt qu
S lng nhp i (cun)
20
21
22
23
24
25
Li nhun k vng E i
60
61, 2
60,9
59,52
57,3
54, 48
Vy ca hng nn nhp 21 cun.

2.3.1.3. Tnh cht
1) E (C ) = C vi mi hng s C.
2) E (CX ) = CE ( X ) vi mi hng s C.
3) E ( X 1 +
+ X n ) = E (X1 ) +
+ E (X n )
4) Cho hm s (x) , xt bin ngu nhin Y = (X ) th

32
(2.16)
( xi ) pi nu X ri rc c pi = P X = xi
i
EY =
(x)f(x)dx nu X li n tc c hm mt f ( x)

(2.17)
c bit ta c cc ng thc sau nu tng hoc tch phn sau tng ng hi t:
xi2 pi nu X ri rc
i
2
EX =
x 2 f(x)dx nu X li n tc c hm mt

5) Nu X 1 , ..., X n c lp th E ( X 1
X n ) = E (X1 )
(2.18)
f ( x)
E (X n ).
(2.19)
V d 2.10: Chn ngu nhin 3 bi t mt ti c 6 bi en, 4 bi trng.

a) Nu chn c 1 bi trng s c thng 200$. Gi Y l s tin nhn c. Tnh k vng
ca Y .
b) Nu chn c 1 bi trng s c thng 200$ v chn c 1 bi en s c thng
300$. Gi Z l s tin nhn c. Tnh k vng ca Z .
Gii: a) Gi X l s bi trng trong 3 bi va chn (xem v d 2.3) th Y = ( X ) = 200 X l
mt bin ngu nhin ri rc c bng phn b sau:
Y = ( X )
EY = 0
200
400
600
5 / 30 15 / 30 9 / 30 1 / 30
5
15
9
1
+ 200 + 400 + 600
= 240 = 200E X .
30
30
30
30
b) Z = 200 X + 300(3 X ) = 900 100 X
E Z = E (900 100 X ) = 900 100EX = 900 100
6
= 780$ .
5
V d 2.11: Tung con xc xc n ln. Tm k vng ca tng s nt thu c.

Gii: Gi X i (i = 1, ..., n) l s nt thu c ln tung th i , gi X l tng s nt thu
n
c trong n ln tung. Nh vy X = X i .
i =1
Theo cng thc (3.5) ta c E X = E X i .

i =1
33

Cc bin ngu nhin X i u c bng phn b xc sut nh sau
Xi
P
Do E X i =
1/ 6 1/ 6 1/ 6 1/ 6 1/ 6 1/ 6
1
(1 + 2 + 3 + 4 + 5 + 6) = 7
6
2
EX =
7
n.
2
2.3.2. Phng sai

2.3.2.1. nh ngha
Phng sai (variance) hay lch bnh phng trung bnh ca bin ngu nhin X l i
lng o s phn tn bnh phng trung bnh ca X xung quanh gi tr trung bnh EX .
Phng sai ca X c k hiu l DX hay var X v nh ngha nh sau:
DX = E ( X E X )
(2.20)
X = DX c gi l lch tiu chun (deviation) ca X .

Khai trin v phi cng thc (2.20) v p dng cc tnh cht ca k vng ta c th tnh
phng sai theo cng thc sau:
DX = E X 2 ( E X )
(2.21)
T cng thc (2.17) th phng sai c th tnh theo cng thc sau:
(i) Nu X ri rc nhn cc gi tr vi xc sut tng ng pi = P{X = xi } th
D X = ( xi E X )2 pi = xi2 pi (E X )2
i
(2.22)
(ii) Nu X lin tc c hm mt f (x) th
DX =
(x E X )
f ( x)dx =
f ( x )dx (E X )2
V d 2.12: Tnh phng sai ca bin ngu nhin xt trong v d 2.7.

Gii: E X 2 = (990) 2 0, 008 + 102 0,992 = 7940
DX = EX 2 ( EX ) = 7940 4 = 7936 X = DX = 7936 89,08 .

2
iu ny ni ln rng mc d kinh doanh bo him c li nhng ri ro kh ln.

34
(2.23)

V d 2.13: Tnh phng sai ca bin ngu nhin xt trong v d 2.8.
4
3
3 4 x 5 x 6
4
Gii: E X =
x (4 x)dx =
64 0
64 5
6
DX = EX 2 (EX )2 =
=
0
32
5
32 12
16
4
X = .
=
5 5
25
5
2.3.2.2. ngha v ng dng thc t ca phng sai

Phng sai ca bin ngu nhin X l lch bnh phng trung bnh quanh gi tr trung
bnh E X . Trong k thut phng sai c trng cho mc phn tn ca cc chi tit gia cng hay
sai s ca thit b. Trong qun l v kinh doanh th phng sai c trng cho mc ri ro ca
cc quyt nh.
V d 2.8 cho thy u t bo him cho nhng ngi 25 tui l c li, nhng v d 2.12 cho
thy ri ro ca bo him rt ln.
V d 2.14: Mt nh u t ang cn nhc gia vic u t vo hai d n A v B trong hai
lnh vc c lp nhau. Kh nng thu hi vn sau 2 nm (tnh bng %) ca hai d n l cc bin
ngu nhin c bng phn b sau:
D n A
XA
P
65
67
68
69
70
71
73
0,04 0,12 0,16 0,28 0,24 0,08 0,08
D n B
XB
P
66
68
69
70
71
0,12 0,28 0,32 0,20 0,08
T cc bng phn b xc sut trn ta tm c
E X A = 69,16%; DX A = 3, 0944 ;
E X B = 68, 72%; DX B = 1,8016 ;
Nh vy nu chn phng n u t sao cho t l thu hi vn k vng cao hn th chn
phng n A, song nu cn chn phng n c ri ro thu hi vn thp hn th chn B.
2.3.2.3. Tnh cht
1) D( aX ) = a 2 D( X ) vi mi hng s a .
(2.24)
2) D( aX + b) = a 2 D( X ) vi mi hng s a, b .
(2.25)
35

3) Nu X 1 , ..., X n c lp c cc phng sai hu hn th
D ( a1 X1 +
+ an X n ) = a12 D ( X1 ) +
+ a 2n D ( X n ) .
(2.26)
Ni ring: Nu X , Y c lp v DX , DY hu hn th D ( X Y ) = DX + DY .
V d 2.15: Tung con xc xc n ln c lp nhau. Tm phng sai ca tng s nt xut hin.
n
Gii: Xt X = X i v d 3.4. V cc X i (i = 1, ... , n) c lp nhau, theo cng thc

i =1
(2.26) ta c DX = DX i .
i =1
Mt khc E X i =
do DX i =
7
1
91
; E X i2 = 12 + 2 2 + 3 2 + 4 2 + 5 2 + 6 2 = ,
2
6
6
35
91 7 2 35
2 = . Vy DX = n .
12
6 2
12
2.3.3. Phn v, Trung v

2.3.3.1. Phn v
Phn v mc ca bin ngu nhin X c hm phn b F (x) l gi tr v tha mn
P{X < v } P{X v }

F (v ) F (v + 0)
Hay
(2.27)
Nu F (x) lin tc tng cht th phn v v l nghim duy nht ca phng trnh
F (x) = , ngha l
v = F 1 ( )
Nu X ri rc c phn b:
X
P
x1
p1
x2
p2
m, m [xi , xi +1 ]
v =
xi +1
t Pi = p1 +
(2.27)
+ pi th
nu Pi = < Pi +1
nu Pi < < Pi +1
(2.27)
2.3.3.2.Trung v
Phn v mc 1/2 c gi l median hay trung v ca X , k hiu MedX . Nh vy trung v
l im phn chia phn b xc sut thnh hai phn bng nhau.
36

2.3.4. Mt
Mt (Mode) ca bin ngu nhin X l gi tr m bin ngu nhin X nhn vi xc sut ln
nht theo ngha sau:
X
P
Nu X ri rc c phn b:
x1
p1
x2
p2
th
pi0 = max { p1, p2 ,...}
(2.28)
f (c) = max{ f ( x) , x }.
(2.29)
xi0 = Mod X
Nu X lin tc c hm mt f (x)
c = Mod X
V d 2.16: bin ngu nhin X v d 2.3 c Mt, trung v v ModX = MedX = 1 .

V d 2.17: Tm trung v v Mt ca bin ngu nhin ri rc c bng phn b xc sut
20
21
22
23
24
0,3 0,25 0,18 0,14 0,13
Gii: D thy rng ModX = 20 .

Hm phn b xc sut ca X
0
0,3
0,55
F ( x) =
0,73
0,87
nu
nu
nu
nu
nu
nu
x 20
20 < x 21
21 < x 22
22 < x 23
23 < x 24
x > 24
T suy ra MedX = 21 .
V d 2.18: Tm MedX v ModX ca bin ngu nhin lin tc X xt trong v d 2.4
Gii: MedX l nghim ca phng trnh F ( x) = x 2 =
Hm mt f ( x) = 2 x
0
1
1
MedX =
.
2
2
vi x 0
vi 0 < x 1 t cc i ti x = 1 , vy ModX = 1 .
vi x > 1
V d 2.19: Tm MedX v ModX ca bin ngu nhin lin tc X c hm mt xc

nh nh sau:
37
3
x(2 x )
f ( x) = 4
0
vi 0 x 2
nu tri li
Gii: Hm phn b xc sut:
vi x 0
0
x3
3
F ( x) = x 2 vi 0 < x 2
3
4
1
vi x > 2
MedX l nghim ca phng trnh F ( x) =
1
x 3 3 x 2 + 2 = 0
. T MedX = 1 .
2
0 < x 2
3
(1 x )
Hm mt f (x) c o hm f ' ( x) = 2
0
vi 0 < x < 2
i du t dng sang
nu tri li
m khi i qua x = 1 , do t cc i ti im ny. Vy ModX = 1 .

2.3.5. Moment, h s bt i xng, h s nhn
mk = EX k ; k = 1, 2, ...
(2.8)
Moment quy tm cp k
k = E ( X EX )k ; k = 1, 2, ...
(2.9)
3)
H s bt i xng
3 =
4)
H s nhn
4 =
1)
Moment gc cp k
2)
3
3
4
4
vi = DX .
(2.10)
(2.11)
Nhn xt:
m1 = EX , 1 = 0 , 2 = DX .
3 o mc bt i xng ca lut phn b :
Nu 3 < 0 th phn b xc sut v th ca hm mt s lch v bn tri hn.
3 = 0 th phn b xc sut v th ca hm mt i xng.

3 > 0 th phn b xc sut v th ca hm mt s lch v bn phi hn.
H s nhn 4 c trng cho nhn ca th hm mt so vi th hm mt
ca phn b chun.
38

Vi bin ngu nhin c phn b chun th 4 = 3 .
4 > 3 th th hm mt s nhn hn so vi th hm mt chun.

4 < 3 th th hm mt s t hn so vi th hm mt chun.
Khi phn b ca X i xng hoc gn i xng th dng k vng nh v l tt nht,
song nu phn b ca X qu lch th nn dng Median v Mode nh v.
TM TT
Bin ngu nhin
Bin ngu nhin X l i lng nhn cc gi tr no ph thuc vo cc yu t ngu
nhin, ngha l vi mi gi tr thc x th {X < x} l mt bin c ngu nhin.
Ngi ta phn cc bin ngu nhin thnh hai loi:
Bin ngu nhin ri rc nu n ch nhn mt s hu hn hoc v hn m c cc gi
tr. Ngha l c th lit k cc gi tr thnh mt dy x1 , x 2 , ... .
Bin ngu nhin lin tc nu cc gi tr ca n c th lp y mt hoc mt s cc
khong hu hn hoc v hn v xc sut P{X = a} = 0 vi mi a.
Hm phn b xc sut
Hm phn b xc sut ca bin ngu nhin X l hm s F (x) xc nh vi mi x bi
cng thc: F ( x) = P{X < x}; < x < .
Bng phn b xc sut ca bin ngu nhin ri rc
Gi s bin ngu nhin X ch nhn cc gi tr x1 , x 2 , ... vi xc sut tng ng
pi = P{X = xi } . pi > 0 v
pi = 1 . Bng phn b xc sut ca
X c dng sau:
X
P
x1
p1
x2
p2
Hm mt phn b xc sut ca bin ngu nhin lin tc

Gi s X l mt bin ngu nhin lin tc c hm phn b F (x) . Hm mt ca bin
ngu nhin X l hm f (x) sao cho vi mi x , F ( x) =
f (t )dt .
K vng
K vng hoc gi tr trung bnh ca bin ngu nhin X c nh ngha v k hiu nh
sau:
39

ri rc nhn cc gi tr vi xc sut tng ng pi = P{X = xi } th
Nu X
E X = xi p i
i
Nu X lin tc c hm mt f (x) th E X =
xf ( x)dx .
Khi nim k vng c p dng rng ri trong nhiu lnh vc kinh doanh v qun l di
dng li nhun k vng hay doanh s k vng.
Phng sai
Phng sai hay lch bnh phng trung bnh ca bin ngu nhin X l i lng o s
phn tn bnh phng trung bnh ca X xung quanh gi tr trung bnh EX . Phng sai ca X
c k hiu l DX hay var X v nh ngha nh sau: DX = E ( X E X ) .
2
lch tiu chun
X = DX c gi l lch tiu chun ca X .

Phn v
Phn v mc ca bin ngu nhin X c hm phn b F (x) l gi tr v tha mn:
P{X < v } P{X v } hay F (v ) F (v + 0)

Trung v
Phn v mc 1/2 c gi l median hay trung v ca X , k hiu MedX . Nh vy trung v
l im phn chia phn b xc sut thnh hai phn bng nhau.
Mt
Mt (Mode) ca bin ngu nhin X l gi tr m bin ngu nhin X nhn vi xc sut
ln nht.
Nu X ri rc c phn b:
X
P
x1
p1
x2
p2
th xi0 = Mod X pi0 = max{p1 , p 2 , ...}

Nu X lin tc c hm mt f (x) th:
c = Mod X f (c) = max{ f ( x) , x } .

Moment, h s bt i xng, h s nhn
Moment gc cp k : mk = EX k ; k = 1, 2, ...
40

Moment quy tm cp k : k = E ( X EX )k ; k = 1, 2, ...
H s bt i xng : 3 =
H s nhn: 4 =
4
4
3
3
vi = DX .
H s bt i xng 3 o mc bt i xng ca lut phn b.

H s nhn 4 cho php b sung thm thng tin v phng sai ca phn b.
CU HI N TP V BI TP
2.1 Bin ngu nhin lun lun nhn gi tr dng.
ng
Sai
2.2 Bin ngu nhin ri rc ch nhn mt s hu hn cc gi tr.

ng
Sai
2.3 Nu bin ngu nhin X ri rc ch nhn cc gi tr x1 , ..., xn th h cc bin c {X = x1 } ,

, {X = xn } lp thnh mt h y .
ng
Sai
2.4 Mt bin ngu nhin c th c hai hm phn b khc nhau.

ng
Sai
2.5 K vng ca bin ngu nhin ri rc l gi tr n ly thng xuyn nht.

ng
Sai
2.6 K vng ca tng hai bin ngu nhin lun lun bng tng cc k vng ca n.
ng
Sai
2.7 Hai bin ngu nhin c cng k vng s c cng phng sai.
ng
Sai
2.8 Phng sai ca tng hai bin ngu nhin ri rc lun lun bng tng phng sai ca n.
ng
Sai
2.9 Bin ngu nhin tn ti phng sai th cng tn ti k vng.

ng
Sai
2.10 Hm mt f (x) ca bin ngu nhin lin tc c tnh cht f ( x) 0 .

ng
Sai
.
41

2.11 Bin ngu nhin X c bng phn b
0, 4
0,3
0,1
0, 2
Tnh k vng EX v phng sai DX.

2.12 Bin ngu nhin ri rc X nhn ba gi tr c th c l x1, x2 , x3 . Bit x1 = 4, x2 = 0, 6 vi
xc sut tng ng p1 = 0,5 , p2 = 0,3 v c k vng EX = 8. Tm x3 v p3 .
2.13 Cho X 1 v X 2 l hai bin ngu nhin c lp c bng phn b xc sut nh sau:
X1
X2
0,3
0,5
0,2
0,2
0,8
a) Tnh EX 1 ; EX 2 ; DX 1 ; DX 2 .
b) Tnh E( X 1 + X 2 ) v D( X 1 + X 2 ) .
2.14 Cho X 1 , X 2 , X 3 l ba bin ngu nhin c lp c bng phn b xc sut nh sau:
X1
X2
X3
0,6
0,4
0,4
0.6
0,8
0.2
Lp X =
X1 + X 2 + X 3
. Tnh E ( X ) ; D( X ) .
3
2.15 Hai bin ngu nhin X , Y c lp. Tnh D(Z ) vi:

a) Z = 2 X + 3Y . b) Z = 3 X + Y .
Cho bit D( X ) = 4 , D(Y) = 5 .
2.16 Bin ngu nhin ri rc X nhn cc gi tr c th c l x1 = 1; x2 = 0 ; x3 = 1 . Tm cc
xc sut tng ng p1 ; p 2 ; p3 bit rng E( X ) = 0,1 v D( X ) = 0,89 .
2.17 Xp ngu nhin 5 hnh khch ln 3 toa tu I, II, III. Gi X l s khch ln toa I v Y l s
khch ln toa II v III.
a) Tnh xc sut c 3 toa u c khch.
b) Lp bng phn b xc sut ca bin ngu nhin X v bin ngu nhin Y .
2.18 Tnh k vng ca bin ngu nhin lin tc X c hm mt xc sut:
42
cos x
nu x ( / 2; / 2 )
f ( x) = 2
0
nu x ( / 2; / 2 )
2.19 . Cho bin ngu nhin X lin tc vi hm mt nh sau:
kx nu 0 x 1
f ( x) = k nu 1 x 4
0 nu tri li
a) Tm k v hm phn b F(x).
b) Tnh k vng EX v phng sai DX .
2.20 Tui th ca mt loi cn trng no l mt bin ngu nhin X (n v l thng) vi hm
mt nh sau:
kx 2 (2 x) nu 0 x 2
f ( x) =
nu tri li
0
a) Tm k .
b) Tnh xc sut cn trng cht trc khi n c mt thng tui.
c) Tm EX , DX .
2.21 Hai x th A v B tp bn. Mi ngi bn hai pht. Xc sut bn trng ch ca A trong mi
ln bn l 0,4; cn ca B l 0,5.
a) Gi X l s pht bn trng ca A tr i s pht bn trng ca B. Tm phn b xc sut
ca X , k vng EX v phng sai DX.
b) Tm phn b xc sut ca Y = X v k vng EY .
2.22 Mt x nghip c hai t vn ti hot ng. Xc sut trong ngy lm vic cc t b hng
tng ng bng 0,1 v 0,2. Gi X l s t b hng trong thi gian lm vic. Lp bng phn
b xc sut, tnh k vng EX v phng sai DX ca X .
2.23 Cho bin ngu nhin lin tc X c hm mt
kx 2 nu 0 x 3
f ( x) =
0 vi x cn li
a) Tm k.
b) Tnh k P { X > 2} . .
c) Tm hm phn b ca X.
43

d) Tm P { X < } =
3
4
2.24 Cho bin ngu nhin ri rc X c bng phn b xc sut
2k
2k
3k
k2
k2
k2 + k
a) Xc nh k.
b) Tnh xc sut P { X 5} v P { X < 3} .
c) Tnh k vng EX.
d) Tnh phng sai DX .
2.25 C 5 sn phm trong c 4 chnh phm v 1 ph phm. Ngi ta ly ra ln lt 2 sn phm
(ly khng hon li).
a) Gi X l "s ph phm c th gp phi". Lp bng phn b xc sut ca X.
Tnh k vng EX v phng sai DX.
b) Gi Y l "s chnh phm c th gp phi". Lp h thc cho bit mi quan h gia Y v X.
Tnh k vng EY v phng sai DY.
2.26 Mt nhm c 10 ngi trong c 6 nam v 4 n. Chn ngu nhin ra 3 ngi. Gi X l s
n c trong nhm c chn. Lp bng phn b xc sut ca X. Tnh k vng EX.
2.27 Cho bin ngu nhin lin tc X c hm mt :
kx 2 (1 x) nu 0 x 1
f ( x) =
0 vi x cn li
a) Tm k. Tnh P {0, 4 < X < 0, 6} .
b) Tnh k vng EX.
2.28 kinh doanh c li mt ca hng rau ti cn nhp mi ngy bao nhiu kg? Bit rng 1 kg
rau bn c li 50 ng, khng bn c th l 20 ng. Theo d kin trong 100 ngy th s
c 10 ngy khng bn c kg no, 30 ngy bn c 1000kg/ngy, 45 ngy bn c
2000kg/ngy v15 ngy bn c 3000kg/ngy.
44
Chng III: Mt s quy lut phn b xc sut quan trng
CHNG III: MT S QUY LUT PHN B XC SUT

QUAN TRNG
GII THIU
Trong chng ny chng ta s kho st mt s quy lut phn b xc sut quan trng:
- Quy lut khng mt A(p).
Quy lut ny thng gp trong cc bi ton xt s xut hin ca bin c A no trong
php th m xc sut xut hin l p . Trong thng k ta xt bin ngu nhin ny di dng tn
sut xut hin bin c A ca tng th, v d t l c tri b phiu cho ng c vin A no , t l
ph phm ca mt l sn phm, t l ny mm ca l ht ging
- Quy lut nh thc
Quy lut ny thng gp trong dy php th Bernoulli, tng ca cc bin ngu nhin c
lp c quy lut khng mt A(p).
- Quy lut Poisson
Quy lut ny thng gp trong bi ton v qu trnh m s xut hin bin c A no : s
cuc gi n mt tng i, s khch hng n 1 im phc v, s tai nn (xe c), s cc s c xy
ra mt a im trong mt khong thi gian xc nh no .
- Quy lut phn b u
Quy lut phn b u trn mt on l quy lut phn b xc sut ca bin ngu nhin lin tc
ng kh nng ly gi tr trong khong . Quy lut phn b u c ng dng rng trong thng k
ton. N c ngha to ln trong cc bi ton s dng phng php phi tham s.
- Quy lut chun
- Quy lut khi bnh phng
- Quy lut Student
- Quy lut Fisher Snedecor.
Phn b chun thng c gp trong cc bi ton v sai s khi o c cc i lng trong
vt l, thin vn ... Trong thc t, nhiu bin ngu nhin tun theo quy lut chun hoc tim cn
chun (nh l gii hn trung tm) chng hn: trng lng, chiu cao ca mt nhm ngi no ,
im thi ca th sinh, nng sut cy trng, mc li sut ca mt cng ty, nhu cu tiu th ca mt
mt hng no ...
45

Trong thng k quy lut chun v quy lut Student c ng dng gii quyt cc bi
ton v gi tr trung bnh v quy lut Fisher-Snedecor gii quyt cc bi ton v phng sai ca
bin ngu nhin c quy lut chun. Quy lut khi bnh phng c ng dng kim nh cc gi
thit v xc sut ca h y .
Vi mi quy lut xc sut ta s kho st bng phn b xc sut hoc hm mt cc tnh
cht v cc c trng ca n. V vy hc tt chng ny hc vin cn nm chc cc khi nim
v kt qu trong chng 1 v chng 2.
NI DUNG
3.1. QUY LUT KHNG - MT A(p)
3.1.1. nh ngha
Bin ngu nhin X gi l c phn b xc sut theo quy lut khng mt tham s p nu
X ch nhn hai gi tr 0 v 1 vi bng phn b xc sut nh sau:
; q = 1 p
(3.1)
Quy lut khng mt c k hiu A( p) .

Gi s ta tin hnh mt php th, trong xc sut xut hin ca bin c A bng p . Gi
X l s ln xut hin bin c A trong php th th X l bin ngu nhin ri rc c quy lut
khng mt A( p) .
3.1.2. Cc tham s c trng ca quy lut khng mt A(p)
EX = 0 q + 1 p = p ; EX 2 = 0 2 q + 12 p = p
Nh vy k vng, phng sai v lch chun ca bin ngu nhin X c phn b khng
mt tham s p c cho bi
EX = p ; DX = pq ; X =
pq
(3.2)
Trong thc t quy lut khng mt thng c dng c trng cho cc du hiu
nghin cu c tnh nh tnh trong mi c th ca tng th c du hiu ny hoc khng c du
hiu ny. Chng hn khi mun nghin cu gii tnh ca khch hng ta c th c trng cho gii
tnh bng bin ngu nhin vi 2 gi tr bng 0 (Nam) v bng 1 (N). Trong bi ton bu c nu
c tri no s b phiu cho ng c vin A ta cho nhn gi tr 1, ngc li ta cho nhn gi tr 0.
xc nh t l ph phm ca l hng ta xt bin ngu nhin c quy lut khng - mt, trong sn
phm l ph phm ta cho nhn gi tr 1 v ngc li cho nhn gi tr 0.
46

3.2. QUI LUT NH THC
B (n ; p)
3.2.1. nh ngha
Bin ngu nhin ri rc X nhn cc gi tr 0, 1, ... , n vi xc sut tng ng
P { X = k} = Cnk p k q nk
(3.3)
trong n l s t nhin v 0 < p < 1, q = 1 p , c gi l c phn b nh thc tham s n, p ,

k hiu X ~
B (n ; p) .
Bng phn b xc sut ca bin ngu nhin c quy lut nh thc
B (n ; p)
Cn0 p 0 q n
Cn1 pq n1
C nk p k q nk
Cnn p n q 0
3.2.2. Dy php th Bernoulli

Dy cc php th lp li, c lp, trong mi php th ch c 2 kt cc: A , A v xc sut
xut hin ca bin c A khng i P( A) = p , (0 < p < 1) c gi l dy php th Bernoulli.
p l xc sut thnh cng trong mi ln th.

K hiu H k l bin c " A xut hin ra ng k ln trong n php th".
t: Pn (k ; p) = P( H k ) .
nh l 3.1: Pn (k ; p ) = C nk p k (1 p) nk ; k = 0,1, ... , n .
(3.4)
Chng minh: H k l tng ca C nk cc bin c xung khc tng i nhn c bng cch
hon v cc ch A v A trong bin c tch sau:
A ... A A ... A
k ln nk ln
Mi bin c ny c xc sut P( A ... A A ... A ) = p k (1 p ) n k .

k ln n k ln
Vy Pn (k ; p ) = C nk p k (1 p ) nk .
nh ngha: Nu Pn (m ; p) = max Pn (k ; p ) th m c gi l gi tr chc chn nht ca
0 k n
s thnh cng hay gi tr c kh nng xy ra ln nht ca phn b nh thc.

47

nh l 3.2: Khi k tng t 0 n n th Pn (k ; p) mi u tng sau gim v t gi tr
ln nht ti k = m tho mn:
(n + 1) p 1 m (n + 1) p
(3.5)
Nh vy:
Khi (n + 1) p khng nguyn th m = [(n + 1) p ] (l phn nguyn ca (n + 1) p ).
Khi (n + 1) p nguyn th m = (n + 1) p 1 hoc m = (n + 1) p
Pmax = Pn (m 1; p) = Pn (m ; p)
(3.6)
H qu: Nu gi X l s thnh cng trong n php th Bernoulli vi xc sut thnh cng

ca mi ln th l p th X c phn b nh thc B (n ; p) v ModX = m .
V d 3.1: Tn hiu thng tin c pht i 3 ln c lp nhau. Xc sut thu c mi ln l
0.4.
a) Tm xc sut ngun thu nhn c thng tin ng 2 ln.
b) Tm xc sut ngun thu nhn c thng tin .
c) Tm gi tr chc chn nht ca s thnh cng.
d) Nu mun xc sut thu c tin 0,9 th phi pht i t nht bao nhiu ln.
Gii: C th xem mi ln pht tin l mt php th Bernoulli m s thnh cng ca php th
l ngun thu nhn c tin, theo gi thit xc sut thnh cng ca mI ln th l 0,4. Vy:
a) Xc sut ngun thu nhn c thng tin ng 2 ln l
P3 (2;0, 4) = C32 ( 0, 4 ) ( 0, 6 ) = 0, 288 .

2
b) Xc sut ngun thu nhn c thng tin l P = 1 (0,6 )3 = 0,784 .

c) (n + 1) p = (3 + 1)0, 4 = 1,6 m = 1.
d) Xc sut ngun thu nhn c thng tin khi pht n ln l P = 1 (0,6 )n .
Vy nu mun xc sut thu c tin 0,9 th phi pht i t nht n ln sao cho:
1 (0,6)n 0,9 (0,6)n 0,1 n
1
lg(0,1)
=
= 4,504 . Chn n = 5 .
lg(0,6) 1 = 0,778
Nhn xt:
1. Phn b nh thc
48
B (1; p) l phn b khng mt
A( p) .

2. Thc hin n php th Bernoulli vi xc sut thnh cng ca bin c A trong mi ln th
l p . Gi X 1 , X 2 , ... , X n ln lt l s ln xut hin ca bin c A trong ln th th
1, 2, ... , n . Cc bin ngu nhin X 1 , X 2 , ... , X n c lp c cng phn b khng - mt

A( p) . Gi X l s thnh cng trong n php th Bernoulli ny th
X = X1 + X 2 +
3. T (3.7) suy ra rng nu X ~
B (n1 ; p)
v Y ~
X +Y ~
+ X n ~ B (n ; p)
B (n2 ; p )
(3.7)
th
B (n1 + n2 ; p)
(3.8)
3.2.3. Cc tham s c trng ca quy lut nh thc

T cng thc (3.2) v (3.7) ta c cng thc tnh k vng, phng sai v lch chun ca
bin ngu nhin X ~ B (n ; p) :
EX = np ; DX = npq ; X = npq
(3.9)
T cng thc (3.5) v (3.6) ta c:
Nu (n + 1) p khng nguyn th
ModX = m tha mn (n + 1) p 1 m (n + 1) p .
(3.10)
Nu (n + 1) p nguyn th ModX nhn hai gi tr
ModX = m = np + p hoc ModX = m 1 = np q .
(3.10)
V d 3.2: Mt bu cc c 10 loi nht bo khc nhau, xc sut bn ht bo hng ngy cho

mi loi l 0,8. Vy nu trong mt nm vi 300 ngy m ca th c khong bao nhiu ngy bu
cc khng bn ht bo.
Gii: Trong mt ngy no ta c th xem vic bn ht mi loi nht bo l mt php th
Bernoulli, gi X l s loi bo bn ht trong ngy th X ~ B (n ; p) vi n = 10, p = 0,8 . Vy xc
sut mt ngy khng bn ht bo l:
P = P{X < 10} = 1 P{X = 10} = 1 0,810 = 0,8926 .

Tng t trong mt nm vi 300 ngy bn hng tng ng vi 300 php th Bernoulli m
kt qu ca mi ln th l ngy khng bn ht bo, gi Y l s ngy trong nm bu cc khng
bn ht bo th Y ~ B (n ; p) vi n = 300, p = 0,8926 . Vy s ngy trung bnh trong nm m
bu cc khng bn ht bo bng k vng ton:
EX = np = 300 0,8926 = 267,78 ngy.

3.3. PHN B POISSON
3.3.1. nh ngha
Bin ngu nhin X nhn cc gi tr k = 0, 1, 2, ... vi xc sut
49
P { X = k} = e
gi l c phn b Poisson tham s > 0 , k hiu X ~
k
k!
(3.11)
P ( ) .
Trong thc t vi mt s gi thit thch hp th cc bin ngu nhin l cc qu trnh m sau:

1) S cuc gi n mt tng i.
2) S khch hng n 1 im phc v.
3) S xe c qua 1 ng t.
4) S tai nn (xe c); s cc s c xy ra mt a im
trong mt khong thi gian xc nh no s c phn b Poisson vi tham s .
l tc trung bnh ca qu trnh din ra trong khong thi gian ny.

V d 3.3: mt tng i in thoi cc cuc gi n mt cch ngu nhin, c lp v
trung bnh c 2 cuc gi trong 1 pht. Tm xc sut :
a) C ng 5 cuc gi n trong 2 pht (bin c A).
b) Khng c mt cuc gi no trong 30 giy (bin c B).
c) C t nht 1 cuc gi trong 10 giy (bin c C).
Gii: Nu k hiu X (t ) l s cuc gi n tng i trong khong thi gian t pht. Theo gi
thit trung bnh c 2 cuc gi n tng i trong 1 pht, vy trung bnh c 2t cuc gi trong t
pht, do X (t ) ~ P (2t ) .
a) X (2) ~
P (4) , do P( A) = P{X (2) = 5} = e
45
0,156 .
5!
P (1) , do P( B) = P{X (1 / 2) = 0} = e 1 0,3679 .

X (1 / 6) ~ P (1 / 3) , do
b) X (1 / 2) ~
c)
P (C ) = P{X (1 / 6) 1} = 1 P{X (1 / 6) = 0} = 1 e 1 / 3 0,2835 .

Quy lut Poisson c ng dng rng ri trong nhiu lnh vc thc t nh kim tra cht lng
sn phm, l thuyt qun tr d tr, l thuyt xp hng Hu ht cc qu trnh n trong l
thuyt xp hng, trong h phc v m ng, cc bi ton chuyn mch trong tng i thng
c xt l qu trnh n Poisson.
3.3.2. Cc tham s c trng ca quy lut Poisson
K vng v phng sai ca bin ngu nhin X c quy lut Poisson tham s u bng :
EX = ; DX = ; X =
50
(3.12)

Mt ca X l gi tr m0 = ModX tha mn:
1 m0
(3.13)
Nh vy
Nu nguyn th ModX nhn 2 gi tr l 1 hoc .
Nu khng nguyn th ModX bng phn nguyn ca .
Nu X 1 , X 2 l hai bin ngu nhin c lp c phn b Poisson tham s ln lt 1 , 2 th
X 1 + X 2 cng c phn b Poisson:

X1 + X 2 ~
P (1 + 2 )
(3.14)
Cc quy lut phn b xt trn l cc quy lut phn b quan trng ca bin ngu nhin ri
rc. Sau y ta xt mt vi quy lut phn b ca bin ngu nhin lin tc.
3.4. QUY LUT PHN B U U(a, b)
3.4.1. nh ngha
Bin ngu nhin X c gi l c phn b u trn [a , b] , k hiu X ~ U (a; b) nu hm
mt ca X xc nh bi:
f ( x) = b a
0
nu a x b
(3.15)
nu ngc li
Hm phn b:
nu x < a
0
x a
F ( x) = f (t )dt =
b a
1
x
nu a x b
(3.16)
nu x > b
Vy X c kh nng nhn gi tr trong khong [a , b] l u nhau v khng nhn gi tr
ngoi [a , b ] .
f (x)
F (x)
1
ba
th hm mt ca phn b u U(a, b)
51
F (x)
1
ba
th ca hm phn b u U(a, b)
3.4.2. Cc tham s c trng ca quy lut phn b u U(a, b)

Bng cch tnh tch phn xc nh ta nhn c cng thc k vng v phng sai ca bin
ngu nhin X ~ U(a, b) :
(b a ) 2
a+b
EX =
; DX =
2
12
T th ca hm mt (3.15) ta suy ra rng: MedX = EX =
m [a b].
(3.17)
a+b
v ModX = m ,
2
Quy lut phn b u c nhiu ng dng trong thng k ton nh m phng thng k, c
bit trong phng php phi tham s. Trong mt s l thuyt kt lun thng k ngi ta thng
xut pht t quy tc sau y: Nu ta khng bit g v gi tr ca tham s cn c lng th mi gi
tr c th c ca tham s l ng kh nng. iu dn n vic quan nim tham s cn c
lng nh mt bin ngu nhin c quy lut phn b u.
3.5. QUY LUT CHUN N ( ; 2 )
3.5.1. nh ngha
Bin ngu nhin lin tc X c phn b chun N ( ; 2 ) , k hiu X ~ N ( ; 2 ) , nu hm
mt c dng:
52
1
f ( x) =
e
2
( x )2
2 2
; x
(3.18)
Phn b chun c Gauss tm ra nm 1809 nn n cn c gi l phn b Gauss. Phn

b chun thng c thy trong cc bi ton v sai s gp phi khi o c cc i lng trong
vt l, thin vn ...
Trong thc t, nhiu bin ngu nhin tun theo quy lut chun hoc tim cn chun (nh l
gii hn trung tm). Chng hn: trng lng, chiu cao ca mt nhm ngi no , im thi ca
th sinh, nng sut cy trng, mc li sut ca mt cng ty, nhu cu tiu th ca mt mt hng no
...
3.5.2. Cc tham s c trng ca quy lut chun
T cng thc xc nh hm mt (3.18) ta suy ra cc tnh cht sau ca th:
-
Nhn trc x = lm trc i xng.
Tim cn vi trc honh khi x .
Din tch gii hn bi th v trc honh bng 1.
t cc i ti x = v c gi tr cc i bng
1
2
. C 2 im un ti x = .
Do khi tng ln th th dch sang phi, cn khi gim th dch sang tri.
Khi tng ln th th s thp xung, cn khi gim th cao ln v nhn hn.
ModX = MedX =
y
<1
=1
>1
x=
x
53
Bng cch tnh cc tch phn suy rng ta c th tnh c k vng v phng sai ca bin
ngu nhin lin tc X ~ N ( ; 2 ) :
E X = ; DX = 2 ; X = D X =
(3.19)
Nu X 1 , X 2 l hai bin ngu nhin c lp c phn b chun X 1 ~ N (1 ; 12 ) v
X 2 ~ N ( 2 ; 22 ) th t hp tuyn tnh bt k ca X 1 , X 2 cng c phn b chun. c bit:

X 1 + X 2 ~ N (1 + 2 ; 12 + 22 )
(3.20)
3.5.3. Phn b chun tc

Phn b chun N (0 ;1) vi k vng bng 0, phng sai bng 1 gi l phn b chun tc.
Hm mt ca N (0 ;1) :
1
( x) =
e
2
x2
2 ;
x
(3.21)
Hm phn b ca N (0 ;1) :
x
t 2
1
( x) = (t )dt =
e 2 dt ; x
(3.22)
C bng tnh sn cc gi tr ca ( x) v (x) (xem Ph lc I v Ph lc II).
y
1
2
(a)
1 (a)
O
th ca hm mt (x)
54

Cc tnh cht ca hm phn b (x)
1)
( x) + ( x ) = 1 , ( x ) = 1 ( x ) .
2)
Nu X ~ N (0 ;1) th
a > 0, P { X < a} = 2 ( a ) 1, P { X > a} = 2 (1 ( a ) ) .
(3.23)
nh ngha: Gi tr U gi l gi tr ti hn ca phn b chun tc mc nu
1 (1 ) = U .
(3.24)
y
1
2
U 1
Nu X ~ N (0 ;1) th
P { X > U } = ; P X > U = ; P X < U = 1

2
2
3)
Ngi ta chng minh c nu X ~ N ( ; 2 ) th
(3.25)
X
~ N (0 ;1) .
X x
x
T ta c F ( x) = P{X < x} = P
<
.
=

a
a X b
b
P{a < X < b} = P
<
<
.

=

(3.26)
(3.26)
Xc sut ca s sai lch gia bin ngu nhin c quy lut chun X ~ N ( ; 2 ) v k vng
ca n c tnh theo cng thc:

P { X < } = 2 1

(3.27)
55

V d 3.4: Gi s X ~ N ( ; 2 ) , = 2100, = 200 . Hy tm:
a) P{X > 2400}.
b) P{1700 < X < 2200}.
c) Xc nh a P{X > a} = 0,03 .
Gii:
2400 2100
a) P{X > 2400} = 1
= 1 (1,5) = 1 0,9332 = 0,0668 .
200
b) p dng cng thc (3.23):
1700 2100
2200 2100
P{1700 < X < 2200} =
= (0,5) (2) = 0,6688

200
200
a 2100
a 2100
c) P{X > a} = 1
= 0,97 .
= 0,03
200
200
Tra bng ta c 0,97 = (1,881)
a 2100
= 1,881 a = 2476,2 .
200
3.5.4. Quy tc hai xch ma v ba xch ma

Nu trong cng thc (3.27) ta t = 2 tc l bng hai ln lch chun ca X th
P { X < 2 } = 2 ( 2 ) 1 = 0,9544 . Vy
P { 2 < X < + 2 } = 0, 9544
(3.28)
P { 3 < X < + 3 } = 0,9973
(3.29)
Tng t thay = 3 ta c
Hai cng thc trn l c s ca quy tc hai xch ma v ba xch ma:

Nu X c phn b chun N ( ; 2 ) th c n 95,44% gi tr ca X nm trong khong
( 2 ; + 2 )
v hu nh ton b gi tr ca X nm trong khong ( 3 ; + 3 ) .
3.5.5. Tnh gn ng phn b nh thc

Gi s X 1 , X 2 , ... , X n c lp c cng phn b khng mt A( p) . Theo cng thc (3.7) ta c
U n = X1 + X 2 +
56
+ X n ~ B (n ; p) . Cng thc (3.3) cho php tnh xc sut P {U n = k } = Cnk p k q n k .

Tuy nhin khi n kh ln ta khng th p dng cng thc ny tnh m cn n cng thc
xp x.
3.5.5.1. Tnh gn ng phn b nh thc bng phn b chun
nh l Moivre Laplace:
Vi mi x :
U np
< x = ( x)
lim P n
n
npq
Do khi n ln
U np x np
x np
 20 .
Nu X ~ B (n ; p) th khi n ln ta c cng thc tnh xp x:
Pn (k ; p ) = P{X = k }
k np
1
=
npq npq
npq
( k np ) 2
2 npq
b np
a np
P {a < X < b}
npq
npq
(3.31)
(3.32)
V d 3.5: Gieo 3200 ln mt ng xu cn i v ng cht. Gi X l s ln xut hin mt sp

trong 3200 ln gieo .
a) Tm s ln xut hin mt sp c kh nng nht. Tnh xc sut tng ng.
b) Tnh xc sut P 5 2 + 1600 X 10 2 + 1600 .

Gii:
a) Ta c: n = 3200 , p = 0,5 (n + 1) p = 1600,5 . Vy s ln xut hin mt sp c kh
nng nht l 1600 vi xc sut tng ng:
P3200 (1600;0,5) =
3200!
0,53200 .
1600!1600!
Mt khc nu tnh gn ng ta c: xm =
1600 3200 0,5

= 0 . Do :
3200 0,5 0,5
57
P3200 (1600;0,5)
1
1
(0) =
0, 014 .
3200 0,5 0,5
40
X 1600
b) P 5 2 X 1600 10 2 = P 0, 25
0,5 (0,5) (0, 25) = 0, 09 .
20 2
3.5.5.2. Tnh gn ng phn b nh thc bng phn b Poisson

Khi npq b th xp x
B (n ; p)
bi N (np ; npq) khng tt. Tuy nhin trong trng hp
n > 50 v p < 0,1 ngi ta chng minh c rng c th xp x

P (np) tham s = np .
B (n ; p)
vi phn b Poisson
V d 3.6: Mt nh phn tch kinh t tin on 3,5% s cng ti nh trong 1 min A s b

thanh l ph sn trong nm ti. Vi 1 mu ngu nhin gm 100 cng ti c chn ra. Tm xc
sut t nht 3 cng ti trong mu y b thanh l ph sn trong nm ti (gi s rng tin on ca
nh phn tch trn l ng).
Gii: Gi X l s cng ti b ph sn trong nm ti ca 100 cng ti c ly mu th
X ~ B (n ; p) vi n = 100, p = 0, 035 . Ta c th xp x X ~ P (np) = P (3,5) .
Ta cn tnh:
3,5 3,52
P { X 3} = 1 P { X = 0} + P { X = 1} + P { X = 2} = 1 e3,5 1 +
+
1!
2!
= 1 [ 0, 0302 + 0,1057 + 0,1850 ] = 0, 697 69, 7% .

3.6. QUY LUT KHI BNH PHNG
3.6.1 nh ngha
Bin ngu nhin lin tc X c phn b Khi bnh phng n bc t do, k hiu
X ~ 2 (n) nu hm mt c dng:
x
n / 2 1
x
e2
f ( x ) = 2 n / 2 ( n / 2)
0
+
trong ( x) =
nu x > 0
(3.33)
nu x 0
x 1 t
e dt l hm Gamma.
C th chng minh c rng nu X 1 , X 2 , ... , X n l cc bin ngu nhin c lp c cng

phn b chun tc N (0,1) th:
58

n
X i2 = X 12 + X 22 +
+ X n2 ~ 2n
i =1
(3.34)
Phn b 2 do Karl Pearson a ra vo nm 1900.

T (3.34) suy ra rng nu X 1 , X 2 l hai bin ngu nhin c lp c phn b khi bnh
phng ln lt n1 v n2 bc t do th X1 + X 2 l bin ngu nhin c phn b khi bnh phng
n1 + n2 bc t do:
X 1 + X 2 ~ 2 (n1 + n2 )
(3.35)
3.6.2. Cc tham s c trng ca phn b Khi bnh phng n bc t do

C th chng minh c rng, k vng v phng sai ca bin ngu nhin Khi bnh
phng n bc t do 2 (n) c cng thc:
E 2 ( n ) = n ; D 2 ( n ) = 2 n
(3.36)
2
(n) , c nh ngha nh
Gi tr ti hn khi bnh phng n bc t do mc , k hiu
sau, vi 2 ~ 2 (n) :
P 2 > 2 (n) =
(3.37)
2
Bng cc gi tr ti hn
(n) c tnh sn trong bng Ph lc III.
2 (n)
59

3.7. QUY LUT STUDENT T(n)
Bin ngu nhin lin tc T c phn b Student n bc t do, k hiu T ~ T(n) , nu hm
mt c dng:
( n+1)
n +1

2 2
2 t
f (t ) =
1+
, < t < .
n
n(n / 2)
(3.38)
trong (x) l hm Gamma.

Ngi ta chng minh c rng nu Z ~ N (0 ;1) , V ~ 2 (n) ; Z v V c lp th
T=
Z
V n
~ T( n )
(3.39)
K vng v phng sai ca bin ngu nhin T c phn b Student n bc t do:
ET = 0 , DT =
n
n2
(3.40)
Gi tr ti hn mc ca phn b Student n bc t do, k hiu t (n) , tha mn:
P{T > t (n)} =
(3.41)
Bng tnh cc gi tr ti hn t (n) cho trong Ph lc IV.

Hm mt (3.38) l hm chn nn th i xng qua trc tung. Khi s bc t do tng
ln, phn b Student hi t rt nhanh v phn b chun tc N (0;1) . Do khi n ln ( n 30 )
c th dng phn b chun tc thay cho phn b Student. Tuy nhin khi n nh ( n < 30 ) vic thay
th nh trn s gp sai s ln.
f (t )
t 1 (n)
60
t (n)

3.8. QUY LUT FISHER-SNEDECOR F (n1 , n2 )
Bin ngu nhin lin tc F c phn b Fisher-Snedecor vi n1 v n2 bc t do, k hiu
F ~ F (n1 , n 2 ) , nu hm mt c dng:
n1 2
f ( x) =
x 2
C
n +n
(n + n x ) 1 2 2
2
1
nu x 0
nu x > 0
(3.42)
n + n2 n1 n2
1
n1 2 n2 2
2
.
trong C =
n1 n2

2 2
Ngi ta chng minh c rng nu U ~ 2 (n1 ) , V ~ 2 (n2 ) ; U v V c lp th:
U
F=
n1
~ F (n1 , n2 )
(3.43)
n2
K vng v phng sai ca bin ngu nhin F c phn b Fisher-Snedecor vi n1 v n2

bc t do:
EF =
n2
2n 2 (n + n 2)
, DF = 2 2 1 2 2
n2 2
n1 (n2 2) (n2 4)
(3.44)
Gi tr ti hn mc ca phn b Fisher-Snedecor vi n1 v n2 bc t do, k hiu
f (n1 , n2 ) , tha mn:

P{F > f (n1 , n2 )} =
(3.45)
Bng tnh cc gi tr ti hn f (n1 , n2 ) cho trong Ph lc Va, Vb, Vc, Vd.
TM TT
Quy lut khng mt A(p)
Bin ngu nhin X gi l c phn b xc sut theo quy lut khng mt tham s p nu
X ch nhn hai gi tr 0 v 1 vi bng phn b xc sut nh sau:
61
EX = p ; DX = pq ; X =
pq
Qui lut nh thc
; q = 1 p
B (n ; p)
Bin ngu nhin ri rc X nhn cc gi tr 0, 1, ... , n vi xc sut tng ng:
P{X = k } = C nk p k q n k
trong n l s t nhin v 0 < p < 1, q = 1 p , c gi l c phn b nh thc tham s
n, p , k hiu X ~
B (n ; p) .
EX = np ; DX = npq ; X = npq
Dy php th Bernoulli
Dy cc php th lp li, c lp v trong mi php th s xut hin ca bin c A c xc
sut P( A) = p , (0 < p < 1) khng i c gi l dy php th Bernoulli.
Khi m = [(n + 1) p ] th Pn ( m ; p ) = Cnm p m (1 p ) n m t gi tr ln nht. Gi m l gi tr
c kh nng xy ra ln nht ca dy php th Bernoulli.
Nu gi X l s thnh cng trong n php th Bernoulli vi xc sut thnh cng ca mi ln
th l p , theo nh l 3.1 th X c phn b nh thc B (n ; p) .
Nu X 1 , X 2 , ... , X n l cc bin ngu nhin c lp c cng phn b khng mt A(p) th
X = X 1 ,+ X 2 +
+ Xn ~
B (n ; p) .
Phn b Poisson
Bin ngu nhin X nhn cc gi tr k = 0, 1, 2, ... vi xc sut P{X = k } = e
c phn b Poisson tham s > 0 , k hiu X ~
k
k!
gi l
P ( ) .
EX = ; DX = ; X = ; 1 ModX .
Quy lut phn b u U(a, b)
Bin ngu nhin X c gi l c phn b u trn [a , b ] nu hm mt v hm phn b
62
f ( x) = b a
0
EX =
0
x a
F ( x) = f (t )dt =
b a
nu x < a
nu a x b
nu ngc li
nu a x b
nu x > b
a+b
(b a ) 2
a+b
; DX =
; MedX = EX =
v ModX = m , m [a b].
2
12
2
Quy lut chun N ( ; 2 )

Bin ngu nhin lin tc X c phn b chun N ( ; 2 ) , k hiu X ~ N ( ; 2 ) , nu
hm mt c dng f ( x) =
1
2
( x )2
2
e 2 ;
<x < .
Mod X = MedX = EX = ; DX = 2 ; X = DX = .
Phn b chun tc
Phn b chun N (0 ;1) vi k vng bng 0, phng sai bng 1 gi l phn b chun tc.
x2
1
e 2 ; x
Hm mt : ( x) =
2
x
t 2
1
Hm phn b: ( x) = (t )dt =
e 2 dt ; x .
Gi tr U tha mn 1 (1 ) = U gi l gi tr ti hn ca phn b chun mc .
Nu X ~ N (0 ;1) th P { X > U } = ; P X > U = .
X ~ N ( ; 2 ) th
X
~ N (0 ;1) .
X x
x
<
T P{X < x} = P
.
=

Quy lut khi bnh phng
Bin ngu nhin lin tc X c phn b khi bnh phng n bc t do, k hiu X ~ 2 (n) ,
nu hm mt c dng
63

x
x n / 2 1
e
f ( x ) = 2 n / 2 ( n / 2)
nu x > 0
nu x 0
Nu X 1 , X 2 , ... , X n l cc bin ngu nhin c lp c cng phn b chun tc N (0,1) th

n
X i2 = X 12 + X 22 +
i =1
+ X n2 ~ 2n
E 2 = n ; D 2 = 2n . Gi tr ti hn 2 ( n) c nh ngha: P 2 > 2 (n) = .

Quy lut Student T(n)
Bin ngu nhin lin tc T c phn b Student n bc t do, k hiu T ~ T(n) , nu hm
( n +1)
n +1

2 2
2 1 + t
, < t < ..
mt c dng: f (t ) =
n
n(n / 2 )
Nu Z ~ N (0;1) , V ~ 2 (n) ; Z v V c lp th T =
Z
V n
~ T( n )
n
. Gi tr ti hn mc ca phn b Student n bc t do k hiu
n2
t (n) tha mn: P{T > t (n)} = .
ET = 0 , DT =
Quy lut Fisher-Snedecor F (n1 , n2 )

Bin ngu nhin lin tc F c phn b Fisher-Snedecor vi n1 v n2 bc t do, k hiu
F ~ F (n1 , n 2 ) , nu hm mt c dng:
n1 2
f ( x) =
x 2
C
n +n
(n + n x ) 1 2 2
2
1
nu x 0
nu x > 0
n + n2 n1 n2
1
n1 2 n2 2
2
trong C =
.
n1 n2

2 2
U
Nu U ~
64
2n1
, V ~
2n2
; U v V c lp th F =
n1
n2
~ F (n1 , n2 ) .
EF =
2n 2 (n + n 2)
n2
, DF = 2 2 1 2 2
.
n2 2
n1 (n 2 2) (n2 4)
Gi tr ti hn mc ca phn b Fisher-Snedecor vi n1 v n2 bc t do k hiu
f (n1 , n2 ) tha mn: P{F > f (n1 , n2 )} = .
CU HI N TP V BI TP
3.1 Tng ca n bin ngu nhin c lp phn b theo quy lut khng mt A(p) l mt bin
ngu nhin phn b theo quy lut nh thc B (n ; p) .
ng
Sai
3.2 Tng ca hai bin ngu nhin phn b theo quy lut nh thc bt k lun lun l mt bin
ngu nhin phn b theo quy lut nh thc.
ng
Sai
3.3 Bin ngu nhin phn b theo quy lut Poisson l bin ngu nhin ri rc nn ch nhn mt s
hu hn cc gi tr.
ng
Sai
3.4 Nu X l bin ngu nhin phn b theo quy lut nh thc
B (n ; p)
th X ch nhn mt gi
tr ModX = m tha mn (n + 1) p 1 m (n + 1) p .
ng
Sai
3.5 Nu X l bin ngu nhin phn b theo quy lut Poisson tham s >0 th k vng, phng
sai v mt ca X u bng .
ng
Sai
3.6 Nu bin ngu nhin X phn b theo quy lut chun N (; 2 ) th xc sut sai lch gia X
v k vng ca n tha mn P { X < } = 2
ng
Sai
1 .
3.7 Nu bin ngu nhin X phn b theo quy lut chun N (; 2 ) th
X
phn b theo quy
lut chun tc N (0;1) .

ng
Sai
3.8 Ta c th tnh gn ng quy lut nh thc B (n ; p) bng phn b chun nu n ln v p >

0,1. Khi n > 50 v p < 0,1 th xp x bng phn b Poisson.
65

ng
Sai
3.9 Bin ngu nhin phn b theo quy lut Student ch nhn nhng gi tr dng.
ng
Sai
3.10 Bin ngu nhin lin tc F ~ F (n1 , n 2 ) phn b theo quy lut Fisher-Snedecor vi n1 v n2
bc t do c tnh cht i xng i vi n1 v n2 .
ng
Sai
3.11 Hai kin tng bng bn ngang sc thi u vi nhau. Hi thng 2 trong 4 vn d hn hay
thng 3 trong 6 vn d hn.
3.12 Mt n cng nhn qun l 12 my dt. Xc sut mi my trong khong thi gian T cn
n s chm sc ca n cng nhn l 1/3. Tnh xc sut:
a) Trong khong thi gian T c 4 my cn n s chm sc ca n cng nhn.
b) Trong khong thi gian T c t 3 n 6 my cn n s chm sc ca n cng nhn.
3.13 Trong mt l hng c 800 sn phm loi 1 v 200 sn phm loi 2. Ly ngu nhin ra 5 sn
phm theo phng thc c hon li. Gi X l s sn phm loi 1 ly c.
a)
X tun theo quy lut phn b g? Vit biu thc tng qut ca quy lut.
b) Tm k vng v phng sai ca X .

c) Tm mt ca X v tnh kh nng xy ra iu .
3.14 Xc sut sn phm sn xut ra b hng bng 0,1.
a) Tm xc sut trong 5 sn phm sn xut ra c khng qu 2 sn phm hng.
b) Tm s sn phm hng trung bnh trong 5 sn phm .
c) Tm s sn phm hng c kh nng xy ra nhiu nht.
3.15 Mt bi thi trc nghim gm c 10 cu hi, mi cu hi c 5 phng n tr li, trong ch
c mt phng n ng. Gi s mi cu tr li ng c 4 im v cu tr li sai b tr 2
im. Mt hc sinh km lm bi bng cch chn h ho mt phng n cho mi cu hi.
Tnh xc sut :
a) Anh ta c 4 im.
b) Anh ta b im m.
3.16 Tn hiu thng tin c pht i 5 ln c lp nhau. Xc sut thu c tin ca mi ln pht l
0,7. Tnh xc sut:
a) Thu c tn hiu ng 2 ln ;
b) Thu c tn hiu nhiu nht 1 ln ;
66

c) Thu c tin.
3.17 Trong mt cuc thi bn, mi x th c bn 5 pht vo bia. Xc sut bn trng bia ca x
th A l 0,8. Tinh xc sut:
a) A bn trng bia ng 2 ln ;
b) A bn trng bia nhiu nht 2 ln ;
c) A bn trng bia.
3.18 Mt cu th ni ting v pht n, xc sut vo gn l 4/5. C ngi cho rng c st
5 qu th chc chn rng c 4 qu vo li. iu khng nh c ng khng? Tm xc sut
trong 5 ln st c ng 4 ln bng vo li.
3.19 mt tng i bu in cc cuc in thoi gi n xut hin mt cch ngu nhin, c lp
vi nhau v trung bnh c 2 cuc gi trong mt pht. Tnh xc sut :
a) C t nht mt cuc gi trong khong thi gian 10 giy.
b) Trong khong thi gian 3 pht c nhiu nht ba cuc gi.
c) Trong khong thi gian 3 pht lin tip mi pht c nhiu nht mt cuc gi.
3.20 S cuc gi in thoi n mt trm in thoi A trong mt pht l mt i lng ngu
nhin (bin ngu nhin) X c phn b Pot-xng vi tham s = 1,5 . Tnh xc sut trong
mt pht:
a) Trm in thoi A khng nhn c cuc gi no.
b) Trm in thoi A nhn c nhiu nht 2 cuc gi.
c) Trm in thoi A nhn c t nht 4 cuc gi.
3.21 S khch hng vo mt siu th trong mt gi l bin ngu nhin tun theo quy lut Poisson
vi tham s = 8 (8 l s khch hng n trung bnh trong mt gi). Tm xc sut trong
mt gi no c hn 4 khch vo.
3.22 Bin ngu nhin X tun theo quy lut chun vi k vng = 10 v phng sai 2 = 4 .
Tnh xc sut X nhn gi tr trong khong (8; 12).
3.23 Bin ngu nhin X tun theo quy lut chun vi k vng = 10 . Xc sut X nhn gi
tr trong khong (10; 20) l 0,3. Tm xc sut X nhn gi tr trong khong (0; 10).
3.24 Trng lng sn phm X do mt my t ng sn xut l mt bin ngu nhin tun theo
quy lut chun vi = 100 gam v lch chun = 1 gam. Sn phm c coi l t tiu
chun k thut nu trng lng ca n t t 98 n 102gam.
a) Tm t l sn phm t tiu chun k thut ca nh my.
b) Tm t l ph phm ca nh my.
c) Gii thch bng th kt qu tm c phn a).
67

3.25 Chiu cao ca nam gii khi trng thnh mt vng dn c l bin ngu nhin phn b
chun vi k vng = 160 cm v lch chun = 6 cm. Mt thanh nin b coi l ln nu
c chiu cao nh hn 155 cm.
a) Tm t l thanh nin ln vng .
b) Tm xc sut ly ngu nhin 4 ngi th c t nht 1 ngi khng b ln.
3.26 Cho X i ( i = 1, n )l cc bin ngu nhin c lp, cng tun theo quy lut chun vi
E( X 1 ) = E( X 2 ) = ... = E( X n ) = ; D( X 1 ) = D( X 2 ) = ... = D( X n ) = 2
Lp cng thc tnh P X <

chun, > 0 ty .
68
bit rng X =
1 n
X i v cng tun theo quy lut
n i =1
Chng IV: Bin ngu nhin hai chiu
CHNG IV: BIN NGU NHIN HAI CHIU
GII THIU
Khi nim bin ngu nhin hai chiu hay cn gi l vc t ngu nhin hai chiu l trng
hp ring ca bin ngu nhin nhiu chiu bao gm nhiu bin ngu nhin lp thnh mt b c
th t. Mi bin ngu nhin l mt thnh phn ca n.
Tng t bin ngu nhin, quy lut bin ngu nhin nhiu chiu c kho st thng qua
hm phn b. Bin ngu nhin nhiu chiu c cc bin ngu nhin thnh phn ri rc gi l bin
ngu nhin nhiu chiu ri rc. Nu tt c cc bin ngu nhin thnh phn lin tc th bin ngu
nhin nhiu chiu tng ng gi l lin tc. Bin ngu nhin nhiu chiu ri rc c xc nh
bi bng phn b xc sut ng thi, cn bin ngu nhin lin tc c xc nh bi hm mt
xc sut.
Trong chng ny ta ch xt bin ngu nhin hai chiu ri rc.
T bng phn b xc sut ng thi ca bin ngu nhin hai chiu ri rc, da vo cng thc
cng xc sut y ta c th tm c bng phn b xc sut ca hai bin ngu nhin thnh phn.
p dng cng thc tnh xc sut c iu kin suy ra quy lut phn b xc sut c iu kin
ca cc bin ngu nhin thnh phn.
Ngoi cc c trng k vng, phng sai ca hai bin ngu nhin thnh phn, bin ngu
nhin hai chiu ri rc cn c c trng bi hip phng sai v h s tng quan. H s tng
quan o mc ph thuc tuyn tnh ca hai bin ngu nhin thnh phn, h s tng quan cng
gn 1 th mc ph thuc tuyn tnh cng cht. Hai bin ngu nhin thnh phn khng tng
quan th h s tng quan bng 0.
p dng cng thc xc sut c iu kin ta xy dng phn b xc sut c iu kin. T
c th tnh k vng c iu kin ca bin ngu nhin thnh phn ny i vi bin ngu nhin
thnh phn kia v xy dng hm hi quy tng quan.
hc tt chng ny hc vin cn nm vng cc tnh cht c bn ca xc sut, xc sut
c iu kin v phn b xc sut ca bin ngu nhin ri rc.
NI DUNG
1. KHI NIM BIN NGU NHIN NHIU CHIU
Trong cc chng trc ta xt cc bin ngu nhin m gi tr chng nhn c c th biu
din bng mt s, l cc bin ngu nhin mt chiu. Tuy nhin trong thc t c th gp cc i
68

lng ngu nhin m gi tr nhn c l mt b gm hai, ba, , n s. Nhng i lng ny
c gi mt cch tng ng l bin ngu nhin hai chiu, ba chiu, , n chiu v c gi
chung l bin ngu nhin nhiu chiu. Cc bin ngu nhin hai chiu, ba chiu, , n chiu cn
c gi l vc t ngu nhin hai chiu, ba chiu, , n chiu.
Mt bin ngu nhin n chiu l mt b ( X 1 , X 2 , ... , X n ) vi cc thnh phn X 1 , X 2 , ... , X n
l cc bin ngu nhin. Ta k hiu bin ngu nhin hai chiu l ( X , Y ) , trong X l bin ngu
nhin thnh phn th nht v Y l bin ngu nhin thnh phn th hai.
V d 4.1: Mt nh my sn xut mt loi sn phm. Nu kch thc ca sn phm c o
bng chiu di X v chiu rng Y th ta c bin ngu nhin hai chiu, cn nu xt thm c chiu
cao Z na th ta c bin ngu nhin ba chiu. Nu ta ch quan tm n trng lng v th tch ca
sn phm ta cng c bin ngu nhin hai chiu.
Bin ngu nhin n chiu ( X 1 , X 2 , ... , X n ) l lin tc hay ri rc nu tt c cc bin ngu
nhin thnh phn X 1 , X 2 , ... , X n l lin tc hay ri rc.
Trong chng ny ta ch xt bin ngu nhin hai chiu ( X , Y ) ri rc.
2. BNG PHN B XC SUT CA BIN NGU NHIN RI RC HAI CHIU
2.1. Bng phn b xc sut ng thi
Bng phn b xc sut ng thi ca bin ngu nhin ri rc hai chiu ( X , Y ) l bng lit
k tt c cc gi tr ca n v cc xc sut tng ng.
y1
y2
yj
ym
x1
p( x1, y1)
p( x1, y2 )
p ( x1, y j )
p( x1, ym )
p( x1 )
x2
p( x2 , y1 )
p( x2 , y2 )
p ( x2 , y j )
p( x2 , ym )
p( x2 )
p( xi , ym )
p( xi )
xi
p( xi , y1 )
p( xi , y2 )
p ( xi , y j )
xn
p( xn , y1)
p( xn , y2 )
p ( xn , y j )
p( xn , ym )
p( xn )
p( y1 )
p ( y2 )
p( y j )
p( ym )
Trong xi ( i = 1, n ) l cc gi tr c th c ca thnh phn X ; y j ( j = 1, m ) l cc gi

tr c th c ca thnh phn Y . p ( xi , y j ) l xc sut ng thi ca bin ngu nhin hai chiu
( X , Y ) nhn gi tr ( xi , y j ) , ngha l:
69
p ( xi , y j ) = P X = xi , Y = y j ,
cc xc sut ny tha mn:
p ( xi , y j ) 0 , i = 1, n , j = 1, m
n m
p ( xi , y j ) = 1
i =1 j =1
(4.1)
2.2. Bng phn b xc sut bin

p dng cng thc xc sut y (1.16) cho h { X = x1} , { X = x2 } , ..., { X = xn } (xem
cng thc 2.7) ta c:
p ( y j ) = P Y = y j = P X = xi , Y = y j = p ( xi , y j ) ; j = 1, m
i =1
(4.2)
i =1
p ( xi ) = P{ X = xi } = P X = xi , Y = y j = p( xi , y j ) ; i = 1, n
j =1
(4.3)
j =1
Nh vy t bng phn b xc sut ng thi ca ( X , Y ) , nu ta cng cc xc sut theo ct

th ta c cc xc sut tng ng vi cc gi tr ca Y , nu ta cng cc xc sut theo hng ta
c cc xc sut tng ng vi gi tr ca X . T nhn c phn b xc sut ca bin ngu
nhin thnh phn Y v bin ngu nhin thnh phn X .
x1
p ( x1 )
y1
p ( y1 )
x2
xi
xn
p( x2 )
p ( xi )
p( xn )
y2
yj
ym
p( y 2 )
p( y j )
p( y m )
V d 4.2: Gieo 3 ng tin cn i A, B, C. Gi X l s mt nga xut hin ca 2 ng

tin A, B v Y l s mt nga xut hin ca c 3 ng tin A, B, C. Hy lp bng phn b xc
sut ng thi ca X , Y .
Gii: Chng ta c bng 8 kt qu ng kh nng ca vic gieo 3 ng tin cn i v tnh cc
gi tr ca X , Y tng ng, trong N l k hiu mt nga xut hin cn S l mt sp.
70
S dng cng thc tnh xc sut c in (1.1) ta c:
P{X = 2, Y = 3} =
1
1
2
; P{X = 2, Y = 2} = ; P{X = 1, Y = 2} =
8
8
8
Vy bng phn b xc sut ng thi ca X v Y l:
1/8
1/8
2/8
2/8
2/8
4/8
1/8
1/8
2/8
1/8
3/8
3/8
1/8
Cng cc ct ta c phn b xc sut ca bin ngu nhin thnh phn X :
2/8
4/8
2/8
Cng cc hng ta c phn b xc sut ca bin ngu nhin thnh phn Y :
1/8
3/8
3/8
1/8
V d 4.3: C hai hp, mi hp ng 6 bi.

71

Hp I c 1 bi mang s 1, 2 bi mang s 2, 3 bi mang s 3.
Hp II c 2 bi mang s 1, 3 bi mang s 2, 1 bi mang s 3.
Rt ngu nhin t mi hp 1 bi. Gi X , Y ln lt l s ghi trn bi rt c t hp I v hp II.
Hy lp bng phn b xc sut ng thi ca X , Y .
Gii: Mi hp c 6 bi cho nn s cc trng hp c th c ca php th l 6 6 = 36 , trong
c 2 trng hp (1,1) , 3 trng hp (1, 2) , 4 trng hp (2,1) ,
Vy bng phn b xc sut ng thi ca X , Y nh sau
2/36
3/36
1/36
1/6
4/36
6/36
2/36
2/6
6/36
9/36
3/36
3/6
2/6
3/6
1/6
2.3. Quy lut phn b xc sut c iu kin ca cc thnh phn

p dng cng thc tnh xc sut c iu kin (1.11) v (1.11) ta suy ra rng bin ngu
nhin thnh phn X vi iu kin bin c Y = y j
} xy ra nhn cc gi tr
x1 , x2 , ..., xn vi
bng phn b xc sut iu kin tng ng:
X Y = yj
x1
x2
xi
xn
p ( x1 y j )
p( x2 y j )
p ( xi y j )
p( xn y j )
trong :
p ( xi y j ) =
p ( xi , y j )
p( y j )
; i = 1, n , j = 1, m .
(4.4)
Tng t ta cng c bng phn b xc sut c iu kin ca Y vi iu kin {X = xi }
72
Y X = xi
y1
y2
yj
ym
p ( y1 xi )
p ( y 2 xi )
p ( y j xi )
p ( y m xi )

trong :
p ( y j xi ) =
p ( xi , y j )
p ( xi )
; i = 1, n , j = 1, m .
(4.5)
T cng thc xc sut c iu kin (4.4)-(4.5) ta c cng thc tnh xc sut ng thi:
p ( xi , y j ) = p ( xi ) p ( y j xi ) = p ( y j ) p ( xi y j ) ; i = 1, n , j = 1, m .
(4.6)
V d 4.4: Phn b xc sut c iu kin ca bin ngu nhin Y vi iu kin {X = 1} ca

v d 4.2.
Y X =1
2/4
2/4
2.4. Tnh c lp ca cc bin ngu nhin

Hai bin ngu nhin X v Y gi l c lp nu mi bin ngu nhin nhn gi tr ny hay
gi tr khc khng nh hng g n phn b xc sut ca bin ngu nhin kia.
Vy bin ngu nhin hai chiu ri rc ( X , Y ) vi phn b xc sut (4.1) l c lp khi v
ch khi:
p( xi , y j ) = p( xi ) p( y j ) i = 1, n , j = 1, m .
(4.7)
Mt du hiu nhn bit hai bin ngu nhin c lp l bng phn b xc sut ng thi
c tnh cht:
Hai hng bt k t l.
Hai ct bt k t l.
V d 4.5: Hai bin ngu nhin X v Y ca v d 4.2 khng c lp v P{X = 2} =
P{Y = 1} =
2
,
8
3
nhng P{X = 2, Y = 1} = 0 .
8
Hai bin ngu nhin X v Y ca v d 4.3 c lp v tha mn iu kin (4.7).

3. CC THAM S C TRNG CA BIN NGU NHIN HAI CHIU
3.1. K vng v phng sai ca cc bin ngu nhin thnh phn
T bng phn b xc sut thnh phn (4.2)-(4.3) ta c cng thc tnh k vng v phng sai:
73

n
n m
i =1
i =1 j =1
EX = xi p( xi ) = xi p( xi , y j )
m
m n
j =1
j =1 i =1
EY = y j p( y j ) = y j p( xi , y j )
(4.8)
(4.9)
n m
DX = EX 2 (EX )2 = xi2 p( xi , y j ) (EX )2
(4.10)
i =1 j =1
m n
DY = EY 2 (EY )2 = y 2j p( xi , y j ) (EY )2
(4.11)
j =1 i =1
3.2. Hip phng sai

Hip phng sai (hay cn gi l Covariance) ca hai bin ngu nhin X , Y , k hiu cov( X , Y ) ,
l k vng ton ca tch cc sai lch ca cc bin ngu nhin vi k vng ton ca chng:
cov( X , Y ) = E ( X EX )(Y EY )
(4.12)
Nu X , Y ri rc c bng phn b ng thi (4.1) th:

m n
cov( X , Y ) = xi y j p( xi , y j ) E X E Y
(4.13)
j =1 i =1
Tnh cht
1)
cov( X , Y ) = E XY EX EY .
2)
cov( X , Y ) = cov(Y , X ) .
3)
cov( X , X ) = DX .
4)
cov(aX + c, bY + d ) = ab cov(Y , X ) vi mi hng s a, b, c, d .
5) Nu X , Y c lp th cov( X , Y ) = 0 nhng ngc li cha chc ng.

3.3. H s tng quan
H s tng quan ca hai bin ngu nhin X , Y k hiu v nh ngha bi cng thc:
X ,Y =
Tnh cht
1) 1 X ,Y 1 vi mi X , Y .
74
cov( X , Y )
X Y
(4.14)

2) Nu X , Y c lp th X ,Y = 0 , nhng iu ngc li cha chc ng.
3) Vi mi hng s a, b, c, d
X ,Y
aX +c,bY + d =
X ,Y
4)
nu ab > 0
nu ab < 0
(4.15)
Y = aX + b , a 0 khi v ch khi
1 nu a > 0
X ,Y =
1 nu a < 0
(4.16)
ngha ca h s tng quan:

H s tng quan o mc ph thuc tuyn tnh gia X v Y . Khi X ,Y cng gn 1 th
tnh cht quan h tuyn tnh cng cht, khi X ,Y cng gn 0 th s ph thuc tuyn tnh cng t,
cng lng lo.
Khi X ,Y = 0 ta ni X v Y khng tng quan.
3.4. K vng c iu kin, hm hi quy
T lut phn b iu kin (4.5), k vng ca bin ngu nhin Y vi iu kin {X = xi }
c k hiu v tnh theo cng thc sau:
m
E(Y X = xi ) = y j p y j xi
j =1
(4.17)
Khi cho gi tr xi thay i th k vng c iu kin ca Y ph thuc vo gi tr ca X gi

l hm hi quy ca Y i vi X .
f ( x ) = E (Y X = x )
(4.18)
Tng t ta c nh ngha k vng c iu kin ca X vi iu kin {Y = y} v hm hi

quy ca X i vi Y :
n
E ( X Y = y ) = x i p (x i y )
(4.19)
i =1
g ( y ) = E (X Y = y )
(4.20)
75

Hm hi qui (4.18) c min xc nh l min gi tr ca X , l tp {x1 , x2 , ... , x n } .
Tng t, hm hi qui (4.20) c min xc nh l min gi tr ca Y , l tp {y1 , y 2 , ... , y m } .

Khi X , Y lin tc th min xc nh ca hm hi qui l mt khong no .
V d 4.6: Thng k dn c ca mt thnh ph n tui trng thnh v thu nhp hng
thng X v la tui Y thu c kt qu trong bng sau.
Tm thu nhp trung bnh theo la tui.
Y
30
45
70
0,01
0,02
0,05
0,03
0,06
0,10
0,18
0,21
0,15
0,07
0,08
0,04
trong X =1, 2, 3, 4 tng ng ch thu nhp triu ng /thng.
Y = 30, 45, 70 ch tui ca ngi dn trong khong: 25-35, 35-55, 55-85.

Gii: Thu nhp trung bnh theo la tui l k vng c iu kin ca X theo Y .
Vi Y = 30 bng phn b xc sut iu kin tng ng:
X Y = 30
E( X Y = 30) = 0
0,01
0,29
0,03
0,29
0,18
0,29
0,07
0,29
1
3
18
7
+ 1
+ 2 + 3
= 2,069 .
29
29
29
29
Tng t E ( X Y = 45 ) = 1,946 ; E ( X Y = 70 ) = 1,529 .

Vy thu nhp trung bnh tui 30 l 2.069.000/thng, tui 45 l 1.946.000/thng
v tui 70 l 1.529.000 /thng.
TM TT
Bin ngu nhin nhiu chiu
76
( X 1 , X 2 , ..., X n )
Mt bin ngu nhin n chiu l mt b
vi cc thnh phn
X 1 , X 2 , ... , X n l cc bin ngu nhin. Bin ngu nhin n chiu l lin tc hay ri rc nu tt c
cc bin ngu nhin thnh phn X 1 , X 2 , ... , X n l lin tc hay ri rc.
Ta k hiu bin ngu nhin hai chiu l ( X , Y ) , trong X l bin ngu nhin thnh phn
th nht v Y l bin ngu nhin thnh phn th hai.
Bng phn b xc sut ng thi ca bin ngu nhin ri rc hai chiu
Bng phn b xc sut ng thi ca bin ngu nhin ri rc hai chiu ( X , Y ) l bng lit
k tt c cc gi tr ca n v cc xc sut tng ng, trong xi ( i = 1, n ) l cc gi tr c th c
X;
ca thnh phn
yj
p ( xi , y j ) = P X = xi , Y = y j
( j = 1, m ) l cc gi tr c th c ca thnh phn Y :
Bng phn b xc sut bin
p ( y j ) = P Y = y j = P X = xi , Y = y j = p( xi , y j ) ; j = 1, m
i =1
i =1
p ( xi ) = P{ X = xi } = P X = xi , Y = y j = p( xi , y j ) ; i = 1, n
j =1
j =1
Quy lut phn b xc sut c iu kin ca cc thnh phn
X Y = yj
x1
x2
xi
xn
p ( x1 y j )
p( x2 y j )
p ( xi y j )
p( xn y j )
p ( xi y j ) =
p ( xi , y j )
p( y j )
; i = 1, n , j = 1, m .
Y X = xi
y1
y2
yj
ym
p ( y1 xi )
p ( y 2 xi )
p ( y j xi )
p ( y m xi )
p ( y j xi ) =
p ( xi , y j )
p ( xi )
; i = 1, n , j = 1, m .
Tnh c lp ca cc bin ngu nhin

77

Hai bin ngu nhin X v Y gi l c lp nu mi bin ngu nhin nhn gi tr ny hay
gi tr khc khng nh hng g n phn b xc sut ca bin ngu nhin kia.
Trng hp hai bin ngu nhin X v Y ri rc nhn cc gi tr xi , y j ; i = 1, n , j = 1, m
th tnh cht c lp tng ng vi:
p( xi , y j ) = p( xi ) p( y j ) i = 1, n , j = 1, m .
K vng v phng sai ca cc bin ngu nhin thnh phn
n
n m
i =1
i =1 j =1
EX = xi p( xi ) = xi p( xi , y j )
m
m n
j =1
j =1 i =1
EY = y j p ( y j ) = y j p( xi , y j )
n m
DX = EX (EX ) = xi2 p( xi , y j ) (EX )2

2
i =1 j =1
m n
DY = EY 2 (EY )2 = y 2j p ( xi , y j ) (EY )2
j =1 i =1
Hip phng sai

m n
cov( X , Y ) = E ( X EX )(Y EY ) = xi y j p ( xi , y j ) E X E Y .
j =1 i =1
H s tng quan
H s tng quan ca hai bin ngu nhin X , Y k hiu v nh ngha bi cng thc:
X ,Y =
cov( X , Y )
X Y
K vng c iu kin
m
K vng c iu kin ca Y vi iu kin {X = xi } : E(Y X = xi ) = y j p y j xi .

j =1
K vng c iu kin ca X vi iu kin {Y = y}: E( X Y = y ) = xi p (xi y ) .

i =1
Hm hi quy
78

Khi cho gi tr xi thay i th k vng c iu kin ca Y ph thuc vo gi tr ca X gi
l hm hi quy ca Y i vi X :
f ( x ) = E (Y X = x ) .
Hm hi quy ca X i vi Y : g ( y ) = E ( X Y = y ) .
CU HI N TP V BI TP
4.1 Bng phn b xc sut ca X v Y cho php xc nh phn b xc sut ng thi ca
( X ,Y ) .
ng
Sai
4.2 Bng phn b xc sut ng thi ca ( X , Y ) xc nh phn b xc sut ca tng bin ngu
nhin thnh phn X v Y .
ng
Sai
4.3 Nu hai bin ngu nhin X , Y c lp th bng phn b xc sut ca X v Y cho php xc
nh phn b xc sut ng thi ca ( X , Y ) .
ng
Sai
4.4 Hai bin ngu nhin c lp c hip phng sai bng 0.

ng
Sai
4.5 Hai bin ngu nhin c hip phng sai bng 0 th c lp.
ng
Sai
4.6 Hip phng sai lun nhn gi tr dng.

ng
Sai
4.7 Nu Y = aX + b , a 0 th h s tng quan X ,Y lun lun bng 1.

ng
Sai
4.8 Nu {x1 , x2 , ... , x n } l tp gi tr ca X th { f ( x1 ), f ( x2 ), ..., f ( xn )} l tp gi tr ca hm

hi quy f ( x ) = E (Y X = x ) ca Y i vi X .
ng
Sai
4.9 Nu hai bin ngu nhin X , Y c lp th hm hi quy f ( x ) = E (Y X = x ) ca Y i vi
X v hm hi quy g ( y ) = E ( X Y = y ) ca X i vi Y l hai hm hng.

ng
Sai
4.10 Nu hip phng sai ca hai bin ngu nhin bng 0 th hai k vng ca chng bng nhau
( cov( X , Y ) = 0 th EX = EY ).
79

ng
4.11
Sai
Cho X , Y l hai bin ngu nhin c phn b xc sut ng thi nh sau
y1
y2
y3
x1
0,18
0,22
0,16
x2
0,08
0,16
0,20
Tm phn b xc sut ca hai bin ngu nhin thnh phn X , Y .

4.12
Y
X
1
0
1
1/6
1/6
1/6
1/4
1/8
1/8
Hy xc nh EX , EY , cov( X , Y ) = 0 v X ,Y .
4.13
4/15
1/15
4/15
1/15
2/15
1/15
2/15
Hy xc nh EX , EY , cov( X , Y ) = 0 v X ,Y . X , Y c c lp khng?
4.14 Cho X , Y l hai bin ngu nhin c phn b xc sut ng thi nh sau
0,12
0,15
0,03
0,28
0,35
0,07
a) Chng minh rng X , Y c c lp.

b) Tm quy lut phn b ca bin ngu nhin Z = XY .
c) Tnh cc k vng EX , EY , EZ .
80

4.15
Cho X , Y l hai bin ngu nhin c lp c phn b xc sut nh sau:
0,4
0,3
0,2
0,1
0,1
0,3
0,4
0,15
0,05
Tm phn b xc sut ng thi ca X , Y . Tnh xc sut P{X > Y } .

4.16
Cho X , Y l hai bin ngu nhin c phn b xc sut ng thi nh sau:
0,15
0,20
0,10
0,35
0,05
0,15
Hai bin ngu nhin X , Y c c lp khng. Tnh xc sut P{X = 1Y = 2} .

4.17
Gieo ng thi mt con xc xc v mt ng tin. Gi X l bin ngu nhin ch s chm
ca con xc xc v Y l bin ngu nhin ch mt sp (1) hay mt nga (0) ca ng tin. Lp
bng phn b xc sut ng thi ca X v Y .
4.18
Cho bng phn b xc sut ng thi ca X , Y :
26
30
41
50
23
0,05
0,08
0,12
0,04
27
0,09
0,30
0,11
0,21
Tm bng phn b xc sut iu kin ca Y khi X = 26 v ca X khi Y = 27 .

4.19
Cho bng phn b xc sut ng thi ca X , Y :
0,15
0,06
0,25
0,04
0,30
0,10
0,03
0,07
a) Tm k vng c iu kin ca Y khi X = 1 .

b) Tm cc k vng EX , EY v phng sai DX , DY .
4.20 Cho X , Y l hai LNN c phn b xc sut ng thi:
81
a) Tm . Tnh EX , EY .
b) Tnh cov( X , Y ), ( X , Y ) .
c)
82
X v Y c c lp khng.
Chng V: Lut s ln
CHNG V: LUT S LN (*)

GII THIU
L thuyt xc sut nghin cu kh nng xut hin ca cc bin c ngu nhin. Khi tung mt
ng xu ta s khng bit mt sp hay mt nga xut hin nhng nu tung nhiu ln th ta thy
rng s ln mt sp v mt nga xut hin l xp x gn bng nhau. Nh vy khi thc hin nhiu
ln php th ngu nhin ta s tm c quy lut xut hin ca bin c ngu nhin, y l ni dung
ca lut s ln. Lut s ln cng l c s nh ngha xc sut ca bin c thng qua tn sut
xut hin ca bin c .
Lut s ln nghin cu s hi t theo xc sut ca dy cc bin ngu nhin.
Lut s ln u tin ca James Bernoulli c cng b nm 1713. V sau, kt qu ny c
Poisson, Trbsp, Mckp, Liapunp m rng.
Trong chng ny ta xt hai nh l v lut s ln. nh l Trbsp l dng tng qut ca
lut s ln cn nh l Bernoulli l trng hp n gin nht cho cc bin ngu nhin c phn b
khng mt.
chng minh nh l Trbsp ta s dng bt ng thc Trbsp.
NI DUNG
5.1. BT NG THC TRBSP
nh l 5.1: Cho Y l bin ngu nhin khng m c k vng hu hn. Khi vi mi
a > 0 ta c:
P {Y > a}
EY
.
a
Chng minh:
a) Trng hp Y ri rc c tp gi tr V = { y1, y2 ,...} .
t V1 = { yi V , yi a} ; V2 = { yi V , yi > a} . Khi
EY =
yiV
yi P {Y = yi } =
yiV2
82
yiV1
yi P {Y = yi } a
yi P {Y = yi } +
yiV2
yi P {Y = yi }
P {Y = yi } = aP {Y > a} .
yiV2
(5.1)
Chng V: Lut s ln
P {Y > a}
Suy ra
EY
.
a
b) Gi s Y lin tc c hm mt f (x) . Ta c
EY =
Suy ra
xf ( x)dx = xf ( x)dx +
P {Y > a}
xf ( x)dx
xf ( x)dx a
f ( x)dx = aP{Y > a} .
EY
.
a
H qu: Nu X l bin ngu nhin c k vng v phng sai hu hn th vi mi > 0 ta c:
P { X EX > }
P { X EX } 1
cng vy:
DX
DX
(5.2)
(5.3)
Chng minh: p dng cng thc (5.1) cho bin ngu nhin Y = ( X EX )2 v a = 2 ta c:
P { X EX > } = P Y >
} 2 =
EY
E ( X EX )
DX
Bt ng thc (5.2)-(5.3) c gi l bt ng thc Trbsp.

Bt ng thc Trbsp c nhiu ng dng. Trc ht n cho php ta nh gi cn trn
hoc cn di xc sut bin ngu nhin X nhn gi tr sai lch so vi k vng E X khng qu
. Bt ng thc Trbsp c ngha to ln v mt l thuyt, n c s dng chng minh

cc nh l ca lut s ln.
V d 5.1: Mt ca hng mun c lng nhanh chng sai s ca s vi bn ra trong mt
thng ca mnh. Bit rng s vi ca mi khch hng c lm trn bi s nguyn M gn nht
(v d trong s ghi 195,6 m th lm trn l 196m).
Gii: K hiu X i l sai s gia s mt vi thc bn v s mt vi lm trn ca khch
hng th i. Cc sai s X1, X 2 ,..., X n l cc bin ngu nhin c lp c phn b u trn on
1
. Sai s tng cng trong c thng l S = X1 + " + X n
12
(trong n l s khch hng mua hng trong thng). Ta c:
[ 0, 5; 0,5] . Khi
EX i = 0, DX i =
i =1
i =1
ES = EX i = 0, DS = DX i =
n
.
12
Theo bt ng thc Trbsp, xc sut sai s vt qu mt s c nh gi bi:

83
Chng V: Lut s ln
P{ S > }
DS
n
12 2
Gi s c n = 104 khch hng trong thng. xc sut P { S > } b hn 0,01 ta phi c
n
12
0, 01 hay
n
= 288, 67 .
12 0, 01
Vy ta c th kt lun: Vi xc sut 0,99 sai s gia s vi thc bn vi s vi tnh trn

khng vt qu 289 m, nu s khch hng l 1 vn.
5.2. LUT S LN
5.2.1. Hi t theo xc sut
nh ngha 5.1: Dy cc bin ngu nhin X1, X 2 ,... gi l hi t theo xc sut v bin ngu
P
nhin X , k hiu X n X , nu:

n
> 0
lim P { X n X > } = 0 .
(5.4)
Nh vy dy cc bin ngu nhin X1, X 2 ,... hi t theo xc sut v bin ngu nhin X th
vi n ln, thc t ta c th coi rng X n khng khc my so vi X .
5.2.2. Lut s ln Trbsp
nh l 5.2: Gi s X1, X 2 ,... l dy cc bin ngu nhin c lp, c cc k vng hu hn
v phng sai u b chn trn bi hng s C ( DX i C; i = 1, 2,... ). Khi :
X + " + X n EX1 + " + EX n
lim P 1
> = 0
n
n
n
Chng minh: Xt bin ngu nhin Sn =
X1 + " + X n
. T gi thit c lp ca dy cc
n
bin ngu nhin X1, X 2 ,... ta suy ra:
ESn =
EX1 + " + EX n
DX1 + " + DX n C
; DSn =
.
n
n
n2
p dng bt ng thc Trbsp (5.2) cho bin ngu nhin Sn ta c:
X + " + X n EX1 + " + EX n

C
P 1
> 2 0 .
n
n
n
n
84
(5.5)
Chng V: Lut s ln
H qu 1: Gi s X1, X 2 ,... l dy cc bin ngu nhin c lp c cng c k vng v
phng sai u b chn trn bi hng s C ( DX i C; i = 1, 2,... ). Khi :
X1 + " + X n
P

n
n
(5.6)
H qu 2: Gi s X1, X 2 ,... l dy cc bin ngu nhin c lp c cng phn b, c k

vng v phng sai 2 . Khi :
X1 + " + X n
P

n
n
(5.7)
nh l Trbsp chng t rng trung bnh s hc ca cc bin ngu nhin c lp hi t

theo xc sut v trung bnh s hc ca k vng tng ng ca n. Ni cch khc n chng t s
n nh ca trung bnh s hc ca mt s ln cc bin ngu nhin xung quanh trung bnh s hc
ca cc k vng ca cc bin ngu nhin y. Nh vy mc d tng bin ngu nhin c lp c th
nhn gi tr khc nhiu so vi k vng ca chng, song trung bnh s hc ca mt s ln ca mt
s ln cc bin ngu nhin li nhn gi tr gn bng trung bnh s hc ca chng vi xc sut rt
ln. iu cho php d on gi tr trung bnh s hc ca cc bin ngu nhin. Chng hn, gieo
mt con xc xc cn i, gi X l s nt xut hin mt trn con xc xc. Theo l thuyt ta tnh
c EX = 3, 5 . Mt nh thng k gieo mt con xc xc cn i 1 triu ln (nh s tr gip
ca my vi tnh) v ghi li s nt xut hin mt trn con xc xc. S trung bnh ca 1 triu ln
gieo c tm thy l:
x1 + " + x106
106
3,500867 3,5 .
nh l Trbsp c ng dng rng ri trong nhiu lnh vc, chng hn n chnh l c s

cho phng php o lng trong vt l. xc nh gi tr ca mt i lng vt l no ngi
ta thng tin hnh o n ln c lp v ly trung bnh s hc ca cc kt qu o lm gi tr thc
ca i lng cn o. Tht vy, gi s xem kt qu ca n ln o l cc bin ngu nhin
X1, X 2 ,..., X n . Ta thy rng cc bin ngu nhin ny c lp, c cng k vng bng chnh gi tr
thc ca i lng vt l (gi s khng c sai s h thng), cc phng sai ca chng u b chn
trn bi bnh phng ca chnh xc ca thit b o. Do theo nh l Trbsp ta c th cho
rng trung bnh s hc ca cc kt qu o s sai lch rt t so vi gi tr thc ca i lng vt l
vi xc sut gn nh bng mt.
nh l Trbsp cn l c s cho phng php mu ng dng trong thng k.
5.3. LUT S LN BERNOULLI
Xt php th ngu nhin C v A l mt bin c lin quan n php th C. Tin hnh php
k
th C n ln c lp v gi kn l tn s xut hin bin c A trong n php th . f n = n c
n
gi l tn sut xut hin ca A trong n php th.

85
Chng V: Lut s ln
nh l 5.3: Tn sut f n hi t theo xc sut v xc sut p ca bin c A , ngha l vi
mi > 0 :
lim P{ f n p > } = 0
(5.8)
Chng minh: Xt dy cc bin ngu nhin X1, X 2 ,..., X n xc nh nh sau:
1 nu A xy ra php th th k
Xk =
0 nu A khng xy ra php th th k
th dy cc bin ngu nhin X1, X 2 ,..., X n c lp c cng phn b khng mt A( p) .
Ta c
X1 + " + X n kn
=
= fn .
n
n
Vy theo h qu 2 ca nh l 5.2 suy ra f n hi t theo xc sut v p .

nh l Bernoulli ch ra rng tn sut xut hin ca bin c trong n php th c lp s hi
t theo xc sut v xc sut ca bin c khi s ln th tng ln v hn. Chnh v vy nh l
Bernoulli l c s l thuyt ca nh ngha thng k v xc sut.
th k 18, nh ton hc Php Buffon gieo mt ng tin 4040 ln v ghi c 2048 ln
xut hin mt nga, tn sut l 0,507. Mt nh thng k ngi Anh gieo ng tin 12000 ln v
thu c 6019 ln xut hin mt nga, tn sut tng ng 0,5016. Trong mt th nghim khc,
ng ta gieo 24000 ln v thu c 12012 ln xut hin mt nga, tn sut tng ng l 0,5005.
Nh vy ta thy rng khi s php th tng ln th tn sut tng ng s cng gn 0,5.
TM TT
Bt ng thc Trbsp
Cho Y l bin ngu nhin khng m c k vng hu hn. Khi vi mi a > 0 ta c:
EY
P{Y > a}
.
a
Nu X l bin ngu nhin c k vng v phng sai hu hn th vi mi > 0 ta c:
P{ X EX > }
DX
v P{ X EX } 1
DX
2
Lut s ln Trbsp
Gi s X1, X 2 ,... l dy cc bin ngu nhin c lp, c cc k vng hu hn v phng
sai u b chn trn bi hng s C ( DX i C; i = 1, 2,... ). Khi :
86
Chng V: Lut s ln
X + " + X n EX1 + " + EX n
lim P 1
> = 0.
n
n
n
Gi s X1, X 2 ,... l dy cc bin ngu nhin c lp c cng c k vng v phng sai

u b chn trn bi hng s C ( DX i C; i = 1, 2,... ) hoc c lp c cng phn b, c k vng
v phng sai 2 . Khi
X1 + " + X n
P
.
n
n
Lut s ln Bernoulli
Tn sut xut hin bin c A trong n php th f n hi t theo xc sut v xc sut p ca
bin c A , ngha l vi mi > 0 lim P{ f n p > } = 0 .

n
CU HI N TP V BI TP
5.1 Lut s ln kt lun v s hi t theo xc sut ca trung bnh cng cc bin ngu nhin c
lp v trung bnh cng ca k vng ca chng nu cc phng sai ca cc bin ngu nhin
ny b chn.
ng
Sai
5.2 Gi s {X n } l dy cc bin ngu nhin c k vng bng nhau v phng sai dn ti 0, khi
dy s hi t theo xc sut n k vng chung ca dy bin ngu nhin trn.
ng
Sai
5.3 Bt ng thc Trbsp ch ng i vi cc bin ngu nhin ri rc.

ng
Sai
5.4 Bt ng thc Trbsp ch ng i vi cc bin ngu nhin nhn gi tr dng.

ng
Sai
5.5 Lut s ln Bernoulli l mt trng hp c bit ca lut s ln Trbsp khi dy cc bin

ngu nhin c c cng phn b khng mt A( p ) .
ng
Sai
5.6 Lut s ln Bernoulli l c s l thuyt ca nh ngha thng k v xc sut.

ng
Sai
5.7 C 10 my hot ng c lp vi nhau. Xc sut trong ca lm vic mi my b hng l

0,05. Da vo bt ng thc Trbsp hy nh gi xc sut ca s sai lch gia s my
hng v s my hng trung bnh.
a) Nh hn 2.
b) Ln hn 2
87
Chng V: Lut s ln
5.8 Cho X 1 , X 2 , ... , X 12 l cc bin ngu nhin c lp vi EX i = 16 , DX i = 1 ( i = 1,12 ). S
dng bt ng thc Trbsp tm hai hng s a, b sao cho:
12
P a X i b 0,99 .
i =1
1 1
5.9 Cho X 1 , X 2 , ... , X 10000 l cc bin ngu nhin c lp c phn b u trong on , .
2 2
10000
1
Chng minh rng P X i 500
.
i =1
300
5.10 Gieo mt con xc xc cn i n ln mt cch c lp. Gi S l s ln xut hin mt lc.
n
n
31
.
Chng minh rng P n < S < + n
6
6
36
5.11 Gi s tin in ca mt gia nh phi tr trong 1 thng l mt bin ngu nhin vi trung bnh
16USD v lch tiu chun 1USD. S dng bt ng thc Trbsp, hy xc nh s M nh
nht vi xc sut 0,99 s tin in phi tr trong 1 nm (12 thng) khng vt qu M.
5.12 Cho dy cc bin ngu nhin c lp {X n } xc nh nh sau:
Xn
2n
2n
2 ( 2 n+1)
1 2 2 n
2 ( 2 n+1)
Chng minh rng dy {X n } tha mn lut s ln Trbsp.

na
Xn
2n
na
1
n
2n 2
trong a l mt hng s. Dy {X n } tha mn lut s ln Trbsp khng?

Xn
n +1
2n + 1
n
2n + 1
trong a l mt hng s. Dy {X n } tha mn lut s ln Trbsp khng?

5.15 Xc sut chm tu ca mi hnh khch l 0,007. Dng bt ng thc Trbsp hy nh gi
xc sut trong 20.000 hnh khch c t 100 n 180 ngi chm tu.
88
Chng V: Lut s ln
5.16 Phi kim tra bao nhiu chi tit vi xc sut khng nh hn 0,98 c th hy vng rng sai
lch gia tn sut xut hin chi tit tt v xc sut chi tit l tt bng 0,95 s khng vt
qu 0,01.
89
Chng VI: C s l thuyt mu
CHNG VI: C S L THUYT MU

GII THIU
Thng k ton l b mn ton hc nghin cu qui lut ca cc hin tng ngu nhin c
tnh cht s ln trn c s thu thp v x l cc s liu thng k cc kt qu quan st v cc hin
tng ngu nhin ny.
Nu ta thu thp c tt c cc s liu lin quan n i tng cn nghin cu th ta c th
bit c i tng ny. Tuy nhin trong thc t iu khng th thc hin c v quy m ca
i tng nghin cu qu ln hoc trong qu trnh nghin cu i tng nghin cu b ph hy.
V vy cn ly mu nghin cu.
Phng php mu l mt trong nhng phng php quan trng ca l thuyt thng k.
Trong chng ny chng ta tm hiu c s ca l thuyt mu. Cc phng php chn mu:
mu ngu nhin n, mu ngu nhin h thng, mu chm, mu phn t, mu nhiu cp.
i vi mu ngu nhin ta xt cc vn :
Cc phng php m t mu:

- Bng phn b tn s thc nghim, bng phn b tn sut thc nghim, bng phn b
ghp lp.
- Biu tn s hnh gy, a gic tn sut v t chc .
Thng k ca mu ngu nhin.
Cc c trng ca thng k mu ngu nhin.
Quy lut phn b xc sut ca mt s thng k c trng mu.
Chng ny l c s cho hai chng tip.
NI DUNG
6.1. KHI NIM V PHNG PHP MU
Nhiu bi ton trong thc t dn n nghin cu mt hay nhiu du hiu nh tnh hoc nh
lng c trng cho cc phn t ca mt tp hp no . Chng hn nu mun iu tra thu nhp
bnh qun ca cc gia nh H Ni th tp hp cn nghin cu l cc h gia nh H Ni, du
hiu nghin cu l thu nhp ca tng h gia nh. Mt doanh nghip mun nghin cu cc khch
hng ca mnh v du hiu nh tnh c th l mc hi lng ca khch hng i vi sn phm
hoc dch v ca doanh nghip, cn du hiu nh lng l s lng sn phm ca doanh nghip
m khch hng c nhu cu c p ng.
89

Du hiu nh lng c th hin qua cc n v o ca i lng nh trng lng,
di, thi gian, p sut, chic, t Tri li, du hiu nh tnh nh gii tnh (nam, n), s thch
(yu, ght, thch loi sn phm no ), loi phng tin (di ng, c nh, internet) khng c
n v. D rng c th m ha nhng du hiu ny v d nam ng vi 1, n ng vi 0, song khng
c n v o cho du hiu ny.
x l du hiu cn nghin cu i khi ngi ta s dung phng php nghin cu
ton b, l iu tra ton b cc phn t ca tp hp theo du hiu cn nghin cu rt ra
cc kt lun cn thit. Tuy nhin trong thc t vic p dng phng php ny gp phi nhng
kh khn sau:
- Do qui m ca tp hp cn nghin cu qu ln nn vic nghin cu ton b s i
hi nhiu chi ph v vt cht v thi gian, c th khng kim sot c dn n b
chng cho hoc b st.
- Trong nhiu trng hp khng th nm c ton b cc phn t ca tp hp cn
nghin cu, do khng th tin hnh ton b c.
- C th trong qu trnh iu tra s ph hy i tng nghin cu
V th trong thc t phng php nghin cu ton b thng ch p dng i vi cc tp
hp c qui m nh, cn ch yu ngi ta s dng phng php khng ton b m c bit l
phng php nghin cu chn mu.
6.2. TNG TH NGHIN CU
Ton b tp hp cc phn t ng nht theo mt du hiu nghin cu nh tnh hay nh
lng no c gi l tng th, k hiu C.
S lng cc phn t ca tng th c gi l kch thc ca tng th, k hiu N. Thng
th kch thc N ca tng th l hu hn, song nu tng th qu ln hoc khng th nm c
ton b tng th ta c th gi thit rng kch thc ca tng th l v hn. iu gi thit ny da
trn c s l khi tng kch thc ca tng th ln kh ln th thc t khng nh hng g n kt
qu tnh ton trn s liu ca tng b phn rt ra t tng th .
Mi phn t ca tng th c gi l c th.
Cc c th ca tng th c nghin cu thng qua cc du hiu nghin cu. Du hiu
nghin cu ny c th c nh tnh hoc nh lng. Nu du hiu nghin cu c tnh nh
lng, ngha l c th hin bng cch cho tng ng mi c th ca tng th C nhn mt gi tr
thc no th du hiu ny c gi l mt bin lng, k hiu X . Bng cch m hnh ha ta
c th xem bin lng X l mt bin ngu nhin xc nh trn tng th C.
Vic chn ra t tng th mt tp con no gi l php ly mu. Tp hp con ny c gi
l mt mu.
90

6.3. MU NGU NHIN
6.3.1. Cc phng php chn mu
Mt trong nhng nhim v quan trng nht ca phng php thng k l xy dng cc
phng php cho php ta c th rt ra cc kt lun, ra quyt nh, lp cc d bo v ton b tng
th trn c s x l cc thng tin thu c trn mu. V vy vn ly mu rt quan trng.
Ty theo c im ca tng th m mu c th c chn theo nhiu phng php khc
nhau m bo yu cu v tnh i din ca mu:
a. Mu ngu nhin n: l loi mu c chn trc tip t danh sch c nh s ca
tng th. T tng th kch thc N ngi ta dng cch rt thm n gin rt ra n phn t ca
tng th theo mt bng s ngu nhin no .
Phng php ny c u im l cho php thu c mu c tnh i din cao, cho php suy
rng cc kt qu ca mu cho tng th vi mt sai s xc nh, song s dng phng php ny
cn phi c ton b danh sch ca tng th nghin cu. Mt khc chi ph chn mu s kh ln.
b. Mu ngu nhin h thng: l loi mu ngu nhin c n gin ha trong cch
chn, trong ch c phn t u tin c la chn mt cch ngu nhin, sau da trn danh
sch c nh s ca tng th cc phn t cn li ca mu c chn theo mt th tc hay
quy lut no .
Nhc im chnh ca phng php ny l d mc sai s h thng khi danh sch ca tng
th khng c sp xp mt cch ngu nhin m theo mt trt t ch quan no . Tuy vy do
cch thc n gin ca n, mu ngu nhin h thng hay c dng trong trng hp tng th
tng i thun nht.
c. Mu chm: Trong mt s trng hp, tin cho vic nghin cu ngi ta mun qui
din nghin cu gn v tng chm ch khng cho cc phn t ca mu phn tn qu rng.
Chng hn mun iu tra v chi tiu hng thng th ta tin hnh iu tra vi tng h gia nh ch
khng xt tng ngi ring l. Mi h gia nh l mt chm.
d. Mu phn t: chn mu phn t, trc ht ngi ta phn chia tng th ra thnh cc t
c thun nht cao chn ra cc phn t i din cho tng t. Vic phn t c hiu qu khi tng
th nghin cu khng thun nht theo du hiu nghin cu. Sau khi phn t th kch thc mu
c phn b cho mi t theo mt qui tc no , chng hn t l thun vi kch thc mi t.
e. Mu nhiu cp: Nu cc phn t ca tng th phn tn qu rng v thiu thng tin v
chng, ngi ta thng chn mu theo nhiu cp. Vic chn mu mi cp c th tin hnh theo
phng php mu ngu nhin n, mu ngu nhin h thng, mu chm hay mu phn t.
6.3.2. nh ngha mu ngu nhin
Ta ni rng mt mu l mu ngu nhin nu trong php ly mu mi c th ca tng th
c chn mt cch c lp v c xc sut c chn nh nhau.
Gi s cc c th ca tng th c nghin cu thng qua du hiu X .
91

Vi mu ngu nhin kch thc n , gi X i l du hiu X ca phn t th i ca mu
( i = 1, n ). Bng cch ng nht mu ngu nhin vi cc du hiu nghin cu ca mu ta c nh
ngha v mu ngu nhin nh sau:
Mu ngu nhin kch thc n l mt dy gm n bin ngu nhin: X 1 , X 2 , ... , X n c lp
cng phn b vi X , k hiu W = ( X 1 , X 2 , ... , X n ) .
Thc hin mt php th i vi mu ngu nhin W chnh l thc hin mt php th i vi

mi thnh phn ca mu. Gi s X i nhn gi tr xi ( i = 1, n ), khi cc gi tr x1 , x2 , ..., xn to
thnh mt gi tr c th ca mu ngu nhin, hay cn gi l mt th hin ca mu ngu nhin, k
hiu w = ( x1 , x2 , ..., xn ) .
V d 6.1: Gi X l s nt xut hin khi tung con xc xc cn i, X l bin ngu nhin
c bng phn b xc sut sau:
1
6
1
6
1
6
1
6
1
6
1
6
Nu tung con xc xc 3 ln v gi X i l s nt xut hin trong ln tung th i ( i = 1,3 ) th

ta c 3 bin ngu nhin c lp c cng quy lut phn b xc sut vi X . Vy ta c mu ngu
nhin kch thc 3, W = ( X 1 , X 2 , X 3 ) .
Thc hin mt php th i vi mu ngu nhin ny tc l tung con xc xc 3 ln. Gi s

ln th nht c 2 nt, ln th hai c 5 nt ln ba c 3 nt th w = (2,5,3) l mt mu c
th ca mu ngu nhin W .
6.3.3. Cc phng php m t mu ngu nhin
6.3.3.1. Bng phn b tn s thc nghim
Nu mt mu ngu nhin kch thc n ca X nhn gi tr xi vi tn s xut hin ri ,
i = 1, ... , k trong :
x1 <
< xk ; r1 +
+ rk = n .
(6.1)
Khi ta c th m t mu ngu nhin trn qua bng phn b tn s thc nghim:
X
Tn s
92
x1
r1
x2
r2
xk
rk
(6.2)

6.3.3.2. Bng phn b tn sut thc nghim
K hiu f i =
ri
gi l tn sut ca xi .
n
Ta c bng phn b tn sut thc nghim ca X:
X
Tn sut
x1
f1
x2
f2
xk
fk
(6.3)
V d 6.2: Ly mt mu ngu nhin kch thc 120 ta c bng phn b thc nghim tn s
v tn sut:
31
34
35
36
38
40
42
44
Tn s
10
20
30
15
10
10
5
20 120
Tn sut 2 / 24 4 / 24 6 / 24 3 / 24 2 / 24 2 / 24 1 / 24 4 / 24 1
6.3.3.3. Hm phn b thc nghim ca mu
Vi mu ngu nhin xc nh bi cng thc (6.1). Hm s xc nh nh sau:
Fn ( x) =
rj
x j <x
; < x < +
(6.4)
gi l hm phn b thc nghim ca mu cho.

nh l Glivenco ch ra rng hm phn b thc nghim Fn (x) xp x vi phn b l thuyt
F ( x) = P{X < x} khi n ln.

6.3.3.4. Bng phn b ghp lp
Trong nhng trng hp mu iu tra c kch thc ln, hoc khi cc gi tr c th ca du

hiu X ly gi tr khc nhau song li kh gn nhau, ngi ta thng xc nh mt s cc khong
C1 , C 2 , ..., C k sao cho mi gi tr ca du hiu iu tra thuc vo mt khong no . Cc khong
ny lp thnh mt phn hoch ca min gi tr ca X .
Vic chn s khong v rng khong l ty thuc vo kinh nghim ca ngi nghin
cu, nhng ni chung khng nn chia qu t khong. Ngoi ra rng cc khong cng khng
nht thit phi bng nhau. Chng hn khi mun thng k v t l ngi nghin thuc l th ta tp
trung nhiu vo tui thanh nin v trung nin.
Mt trong nhng gi chn s khong k ti u l hy chn k nguyn nh nht sao cho
k
2 n nh sau:
n : kch thc mu
k : s khong
9 16
17 32
33 64
65 127
129 256 257 512

8
9
93

V d 6.3: Mt mu v chiu cao ca 400 cy con trong mt vn m c trnh by
trong bng phn b ghp lp sau:
Kho ng
4,5 9,5
9,5 11,5
Tn s ri
Tn sut f i
rng kho ng li
yi = ri / li
18
58
0,045
0,145
5
2
3,6
29
11,5 13,5
13,5 16,5
62
72
0,155
0,180
2
3
31
24
16,5 19,5
19,5 22,5
57
42
0,1425
0,105
3
3
19
14
22,5 26,5
26,5 36,5
36
55
0,090
0,1375
4
10
9
5,5
Chiu cao yi =
ri
l tn s xut hin trong mt n v khong ca khong c di li .
li
Qui c: u mt bn phi ca mi khong thuc vo khong m khng thuc khong

tip theo khi tnh tn s ca mi lp.
Trong v d trn ta c cc khong [4,5 ; 9,5] , (9,5 ;11,5] , (11,5 ;13,5] , ...
6.3.3.5. Biu din bng biu
Gi s du hiu iu tra X c bng phn b tn s v tn sut thc nghim:
X
Tn s
x1
r1
x2
r2
xk
rk
X
Tn sut
x1
f1
x2
f2
xk
fk
Trong mt phng vi h trc to Oxy .
Ni im trn trc honh c to ( xi ,0) vi im c to ( xi , ri ) ; i = 1, k ta c
biu tn s hnh gy.
Ni ln lt im c to ( xi , f i ) vi im c to ( xi +1 , f i +1 ) ; i = 1, k 1 ta
c biu a gic tn sut.

Bng phn b tn s v tn sut thc nghim trong v d 6.2 c biu tn s hnh gy v
a gic tn sut
94
ri
30
20
15
10
5
31
34
36 38 40
42
44
31
34
36 38 40
42
44
xi
fi
6 / 24
4 / 24
3 / 24
2 / 24
1 / 24
xi
6.3.3.6. T chc (histogram)

i vi bng phn b ghp lp, ngi ta thng dng t chc biu din.
Trong mt phng vi h to Oxy , trn trc honh ta chia cc khong Ci c rng li .
Vi mi khong Ci ta dng hnh ch nht c chiu cao yi =
yi =
ri
(i vi t chc tn s), hay
li
fi
(i vi t chc tn sut).
li
95

T chc tn s ca mu ghp lp ca v d 6.3
31
29
24
19
14
9
5,5
3,6
4,5
9,5 11,5 13,5 16,5 19,5
22,5
26,5
36,5
Ch rng din tch gii hn bi t chc bng tn s xut hin. Chng hn s cy nm

trong khong (12; 25] chnh l din tch ca t chc gii hn bi ng thng x = 12 v
x = 25 .
(13,5 12) 31 + (16,5 13,5) 24 + (19,5 16,5) 19 + (22,5 19,5) 14 + (25 22,5) 9 = 240
Vy c 240 cy c chiu cao t 12m n 25m .
Vi cc du hiu iu tra l nh tnh th ngi ta thng m t cc s liu mu bng biu
hnh bnh xe. l hnh trn c chia thnh nhng gc c din tch t l vi cc tn s tng
ng ca mu.
V d 6.4: Tng kt kt qu hc tp ca sinh vin Hc vin ta trong nm 2005 c s liu
sau:
19%
12%
31%
38%
96
Gioi
Kh
Trung bnh
Yu

6.4. THNG K V CC C TRNG CA MU NGU NHIN
6.4.1. nh ngha thng k
Mt thng k ca mu l mt hm ca cc bin ngu nhin thnh phn ca mu. Thng k
ca mu ngu nhin W = ( X 1 , X 2 , ..., X n ) c dng:
T = T ( X 1 , X 2 , ... , X n )
(6.5)
Nh vy thng k T cng l mt bin ngu nhin tun theo mt quy lut phn b xc sut
nht nh v c cc tham s c trng nh k vng ET phng sai DT Mt khc, khi mu
ngu nhin nhn mt gi tr c th w = ( x1 , x2 , ..., xn ) th T cng nhn mt gi tr c th gi l
gi tr quan st c ca thng k:
Tqs = T ( x1 , x2 ,..., xn )
Cc thng k cng vi quy lut phn b xc sut ca chng l c s suy rng cc thng
tin ca mu cho du hiu nghin cu ca tng th.
6.4.2. Mt s thng k c trng ca mu ngu nhin
C hai nhm cha cc s c trng mu:
Cc s c trng cho ta hnh nh v v tr trung tm ca mu, tc l xu th cc s liu
trong mu t tp xung quanh nhng con s no . Chng hn trung bnh mu, trung v mu, mt
mu...
Cc s c trng cho s phn tn ca cc s liu: bin , lch trung bnh, lch
tiu chun v phng sai.
Ta s xem xt mt s thng k c trng mu quan trng sau:
6.4.2.1. Trung bnh mu
Trung bnh mu ca mu ngu nhin W = ( X 1 , X 2 , ..., X n ) ca bin ngu nhin X c
nh ngha v k hiu:
X =
1 n
Xi
n i =1
(6.6)
Gi tr trung bnh mu c th ca mu ngu nhin c th w = ( x1 , x2 , ..., xn ) l:
x =
1 n
xi
n i =1
(6.7)
Gi s du hiu nghin cu X c k vng v phng sai hu hn, p dng cc cng thc

tnh k vng v phng sai ca tng cc bin ngu nhin c lp (2.18), (2.19), (2.26) ta c:
97
( )
( )
E X = EX ; D X =
DX
.
n
(6.8)
lch chun ca trung bnh mu X thng c dng phn nh sai s c lng, do

ngi ta cn gi l sai s chun Se ca trung bnh mu:
( )
Se X = X =
DX
n
(6.9)
6.4.2.2. Tng bnh phng cc sai lch v trung bnh ca tng bnh phng cc sai lch (*)
Tng bnh phng cc sai lch gia cc gi tr ca mu v trung bnh mu ca mu ngu
nhin W = ( X 1 , X 2 , ..., X n ) c k hiu v xc nh bi cng thc sau:
n
SS = ( X i X ) 2
(6.10)
i =1
Nu trong mu cc gi tr X i xut hin vi tn s ni ( i = 1, k ) v
ni = n th:
i =1
SS = ni ( X i X ) 2
(6.11)
i =1
Trung bnh ca tng bnh phng cc sai lch gia cc gi tr ca mu v trung bnh mu
ca mu ngu nhin W = ( X 1 , X 2 , ..., X n ) c k hiu v xc nh bi cng thc sau:
MS =
1 n
1 k
2
hoc
(
X
X
)
MS
=
ni ( X i X ) 2
i
n i =1
n i =1
(6.12)
Ta cng c th chng minh c:
MS =
( )2
1 k
ni X i X
n i =1
(6.13)
Nu du hiu nghin cu X c k vng v phng sai hu hn th:
E(MS) =
n 1
DX .
n
(6.14)
6.4.2.3. Phng sai mu
Phng sai mu S 2 :
1 k
2
S = MS = ni X i X
n i =1
98
1 k
= ni X i2 X
n i =1
( )2
(6.15)
Phng sai mu c hiu chnh S 2 :
S2 =
n
1 k
MS =
ni X i X
n 1
n 1 i =1
)2 = n 1 1 ni X i2 n n 1 (X )2
k
(6.15)
i =1
Phng sai mu S *2 : khi du hiu nghin cu X ca tng th c k vng xc nh
EX = .
1 n
S * = ( X i )2
n i =1
2
(6.16)
p dng cng thc tnh k vng (2.18), (2.19) v (6.15) ta c:
ES 2 = DX v ES *2 = DX
(6.17)
6.4.2.4. lch tiu chun mu
S=
1 k
ni X i X
n 1 i =1
)2
(6.18)
6.4.2.5. Tn sut mu
Ta cn nghin cu mt du hiu nghin cu A no m mi c th ca tng th c th c
hoc khng c du hiu A . Nu c th c du hiu A ta cho nhn gi tr 1, trng hp ngc li
ta cho nhn gi tr 0. Lc du hiu nghin cu c th xem l bin ngu nhin X c quy lut
phn b xc sut khng mt A( p) c k vng v phng sai EX = p ; DX = p(1 p) .
Ly mu ngu nhin kch thc n : W = ( X 1 , X 2 , ..., X n ) , trong X 1 , X 2 , ... , X n l cc
bin ngu nhin c lp c cng phn b khng mt A( p) . Tn s xut hin du hiu A ca
mu l:
r = X1 + X 2 +
+ Xn .
(6.19)
Tn sut mu:
f =
r
n
(6.20)
Tng t ta c cng thc tnh k vng v phng sai ca tn sut mu:
E ( f ) = p ; D( f ) =
p(1 p)
n
(6.21)
Sai s chun ca tn sut mu:
Se( f ) =
p (1 p )
n
(6.22)
99

6.4.2.6. Cch tnh gi tr c th ca trung bnh mu v phng sai mu x , s 2
1. Nu mu ch nhn cc gi tr x1 , x2 , ..., xk vi tn s tng ng n1 , n2 , ..., nk th gi tr
trung bnh mu v phng sai mu c th c tnh theo cng thc:
ni x i
x = i =1
k
ni = n
(6.23)
i =1
1 k
s =
ni x i x
n 1 i =1
2
1 k
2
=
ni x i
n 1 i =1
2
k
n
x
i
i
i =1
(6.24)
2. Nu gi tr ca mu c th c cho di dng bng phn b ghp lp vi cc khong

C1 , ..., C m v tn s ca Ci l ni th gi tr trung bnh mu v phng sai mu c tnh
nh trn, trong xi l trung im ca khong Ci .
3. Mu thu gn: Nu cc gi tr ca mu c th xi khng gn (qu ln hoc qu b hoc
phn tn) ta c th thu gn mu bng cch i bin:
ui =
xi a
xi = hu i + a x = h u + a ; s x2 = h 2 su2
h
i =1
i =1
i =1
(6.25)
Tht vy: x = ni xi = ni ( h ui + a ) = h ni ui + a = h u + a .
s x2 =
1 k
ni xi x
n 1 i =1
)2 = n 1 1 ni (h ui + a h u a )2 = nh 1 ni (ui u )2 = h 2 su2
k
i =1
i =1
Cc s a v h c chn ph hp sao cho u ,
su2
tnh d dng hn. Thng thng ta
chn a l im gia ca cc gi tr xi .
V d 6.5: Gi tr trung bnh mu v phng sai mu ca mu v d 6.3.
100
xi 20
5
ni ui
ni u i2
2,6
46,8
121,68
10,5
1,9
110,2
209,38
62
12,5
1,5
93
139,5
72
15
72
72
Khong
tn s ni
xi
4,5 9,5
18
9,5 11,5
58
11,5 13,5
13,5 16,5
ui =
16,9 19,5
57
18
0,4
22,8
9,12
19,5 22,5
42
21
0,2
8,4
1,68
22,5 26,5
36
24,5
0,9
32,4
29,16
26,5 36,5
55
31,5
2,3
126,5
290,95
177,5
873,47
400
x = 5 u + 20 = 5
su2 =
177,5
+ 20 = 17,78 .
400
( 177,5)2 = 1,9917
1
873,47
399
400
sx2 = 52 su2 = 49, 79 s = 49, 79 = 7, 056 .

6.5. MU NGU NHIN HAI CHIU
6.5.1. Khi nim mu ngu nhin hai chiu
Gi s trn cng mt tng th phi nghin cu ng thi hai du hiu nghin cu, trong
du hiu nghin cu th nht c th xem l bin ngu nhin X , cn du hiu nghin cu th hai
l bin ngu nhin Y . Lc vic nghin cu ng thi hai du hiu ca tng th tng ng
vi vic nghin cu bin ngu nhin hai chiu ( X , Y ) .
Mu ngu nhin hai chiu kch thc n ca du hiu nghin cu ( X , Y ) l mt dy gm n
bin ngu nhin hai chiu ( X 1 , Y1 ) , ( X 2 , Y2 ) , , ( X n , Yn ) c lp v c cng quy lut phn b
xc sut vi ( X , Y ) .
Mu ngu nhin hai chiu c k hiu l:
W = [( X 1 , Y1 ), ( X 2 , Y2 ), ..., ( X n , Yn )]
Gi s thnh phn ( X i , Yi ) nhn gi tr ( xi , yi ) ( i = 1, n ) ta thu c mu c th:
w = [( x1 , y1 ), ( x2 , y 2 ), ..., ( xn , y n )].
Cc gi tr xi ( i = 1, n ) gi l thnh phn X ca mu, cn cc gi tr yi ( i = 1, n ) gi l
thnh phn Y ca mu.
6.5.2. Phng php m t mu ngu nhin hai chiu
Gi s t tng th ta rt ra c mu ngu nhin c th w kch thc n . Ta hy sp xp
cc gi tr thnh phn X v Y ca mu theo th t tng dn:
101
x1 < x2 < ... < xi < ... < xh v y1 < y 2 < ... < y j < ... < y k .
K hiu nij l tn s ca cp gi tr ( xi , y j ) ca mu w , r rng cc tn s nij tha mn
k
h thc
nij = 1 . Lc mu c th
w c m t bng bng phn b xc sut tn s thc
j =1 i =1
nghim sau:
y1
y2
yj
yk
ni*
x1
n11
n12
n1 j
n1k
n1*
x2
n 21
n 22
n2 j
n2 k
n 2*
nik
ni*
xi
ni1
ni 2
nij
xh
nh1
nh 2
n hj
nhk
nh*
n* j
n*1
n*2
n* j
n*k
= n
trong ni* l tn s ca gi tr xi ( i = 1, h ) ca thnh phn X , n* j l tn s ca gi tr
y j ( j = 1, k ) ca thnh phn Y .
6.5.3. Mt s thng k c trng ca mu ngu nhin hai chiu
T bng phn b thc nghim ca mu ngu nhin hai chiu ta c th rt ra:
1. Bng phn b thc nghim ca thnh phn X :
x1
x2
xi
xh
Tn s
n1*
n 2*
ni*
nh*
)2
Cc thng k c trng ca X :
X =
102
1 h
1 h
2
n
X
;
S
=
i* i X n 1 ni* X i X
n i =1
i =1
(6.26)

2. Bng phn b thc nghim ca thnh phn Y
y1
y2
yj
yk
Tn s
n*1
n*2
n* j
n*k
Cc thng k c trng ca Y :
Y=
1 k
1 k
2
n
Y
S
=
;
* j j Y n 1 n* j Y j Y
n j =1
j =1
)2
(6.27)
3. H s tng quan mu:

h
1 i =1 j =1 nij ( X i X )(Y j Y )
r=
n
MS X MSY
(6.28)
6.6. QUY LUT PHN B XC SUT CA MT S THNG K C TRNG MU (*)

6.6.1. Trng hp bin ngu nhin gc tun theo quy lut phn b chun
Gi s du hiu nghin cu trong tng th c th xem nh mt bin ngu nhin X tun
theo quy lut chun vi k vng EX = v phng sai DX = 2 . Cc tham s ny c th bit
hoc cha bit. T tng th rt ra mt mu ngu nhin kch thc n :
W = ( X 1 , X 2 , ..., X n )
Cc bin ngu nhin thnh phn X 1 , X 2 , ... , X n c lp c cng quy lut phn b chun
N (, 2 ) nh X . Theo cng thc (3.20) mi t hp tuyn tnh ca cc bin ngu nhin c phn
b chun l bin ngu nhin c phn b chun. V vy ta c cc kt qu sau:
1. Thng k trung bnh mu:
( )
Trung bnh mu X c quy lut phn b chun vi k vng E X = v phng sai
( )
DX =
2
. Theo cng thc (3.26), bin ngu nhin sau c quy lut chun tc N (0;1)
n
U=
( X ) n
~ N (0;1)
(6.29)
2. Thng k phng sai S 2 .
103

2
n
n
nS 2
2
Xi
T cng thc (6.16) ta c: nS 2 = ( X i ) v
=
.
2
i =1
i =1
V cc bin ngu nhin X i c lp nn cc bin ngu nhin

khc theo (3.26)
Xi
cng c lp. Mt
Xi
~ N (0;1) . Do bin ngu nhin sau c phn b Khi bnh phng n
bc t do.
2 =
nS 2
2
n
X
= i
~ 2 ( n)

i =1
(6.30)
3. Thng k phng sai S 2 .

C th chng minh c thng k sau c phn b Khi bnh phng n 1 bc t do.
2
(n 1) S 2
2
X X
= i
i =1
n
~ 2 (n 1)
(6.31)
4. Hn na, t (6.29), (6.31) v U , 2 c lp, p dng cng thc (3.39) th:
T=
U
2 (n 1)
c phn b Student n 1 bc t do.
( X ) n
T=
2 (n 1)
(X ) n
=
~ T(n 1)
S
(n 1) S 2
2 (n 1)
(6.32)
Khi n kh ln th quy lut Student T(n) hi t kh nhanh v phn b chun tc N (0;1) ,

do trong thc t nu n > 30 ta c th xem thng k T xp x N (0;1) .
6.6.2. Trng hp c hai bin ngu nhin gc cng phn b theo quy lut chun
Gi s ta xt cng mt lc hai tng th. tng th th nht du hiu nghin cu c xem
nh bin ngu nhin X 1 c phn b chun N (1 ; 12 ) . tng th th hai du hiu nghin cu
c xem nh bin ngu nhin X 2 c phn b chun N ( 2 ; 22 ) .
T hai tng th ni trn rt ra hai mu ngu nhin c lp kch thc tng ng l n1 v n2
W1 = ( X 11 , X 12 , ... , X 1n1 ) ;
104
W2 = ( X 21 , X 22 , ... , X 2n 2 ) .

1. Thng k hiu ca hai trung bnh mu X 1 X 2 .
y l mt t hp tuyn tnh ca cc phn b chun do cng c quy lut phn b chun.
Mt khc k vng v phng sai
) ( ) ( )
E X 1 X 2 = E X 1 E X 2 = 1 2 .
) ( ) ( )
D X1 X 2 = D X1 + D X 2
12 22
=
+
.
n1 n2
Do thng k sau c phn b chun tc:
U=
( X 1 X 2 ) (1 2 )
12
n1
22
~ N (0;1) .
(6.33)
n2
2. Hai thng k phng sai thnh phn:
12 =
(n1 1) S12
12
~ 2 (n1 1) ; 22 =
(n2 1) S 22
22
~ 2 (n2 1) v c lp. (6.34)
Do thng k:
2 =
(n1 1) S12
12
(n2 1) S 22
22
~ 2 (n1 + n2 2) .
(6.35)
T (6.33)-(6.35) suy ra:

Nu 12 = 22 th thng k:
T=
( X 1 X 2 ) ( 1 2 )
(n1 1) S12 + (n2 1) S 22
n1 + n2 2
1 1
+
n1 n2
~ T(n1 + n2 2) .
(6.36)
c phn b Student n1 + n2 2 bc t do.

Nu 12 22 th thng k:
T=
( X 1 X 2 ) ( 1 2 )
S12 S 22
+
n1 n2
~ T( k ) .
(6.37)
c phn b Student k bc t do, trong :
105
k=
(n1 1)(n2 1)
(n 2 1)C 2 + (n1 1)(1 C ) 2
; C=
S12
n1
S12 S 22
+
n1 n2
T (6.34) v (3.43) suy ra:
12
n1 1
F=
22
n2 1
S12 22
S 22 12
~ F [(n1 1); (n2 1)] .
(6.38)
c phn b Fisher-Snedecor vi n1 1 v n 2 1 bc t do.

6.6.3. Trng hp bin ngu nhin gc phn b theo quy lut khng mt
nh l: (nh l gii hn trung tm) Gi s X1, X 2 ,... l dy cc bin ngu nhin c
lp c cng phn b, vi k vng v phng sai 2 . Khi dy bin ngu nhin
Sn =
X1 +
+ X n n
hi t theo phn b v phn b chun tc N (0;1) , ngha l: Vi mi
x
lim P {Sn < x} = ( x)
(6.38)
( x) l hm phn b ca phn b chun tc N (0;1) .

p dng nh l gii hn trung tm cho dy cc LNN c lp X1, X 2 ,... c cng phn b
khng mt A( p) ta c nh l Moivre Laplace:
X +
Vi mi x , lim P 1
n
+ X n np
npq
< x = ( x) .
(6.39)
Gi s trong tng th du hiu nghin cu c th xem nh bin ngu nhin phn b theo
quy lut khng mt. T tng th rt ra mt mu ngu nhin kch thc n :
W = ( X 1 , X 2 , ..., X n )
T cng thc (6.19), (6.20), (6.21) ta bit tn sut mu f =
nh thc vi cc tham s c trng l: E( f ) = p ; D( f ) =
106
X1 +
+ Xn
n
c quy lut
pq
. Do cng thc (6.39) tr thnh:
n
( f p) n
< x = ( x) .
Vi mi x , lim P
n
pq
nh l Moivre-Laplace cho php xp x thng k U =
(6.40)
( f p) n
vi phn b chun tc
pq
N (0;1) khi n ln. Ngi ta thy rng xp x l tt khi np > 5 v nq > 5 hoc npq > 20 .
U=
np > 5
( f p) n
~ N (0;1) khi
hoc npq > 20 .
pq
nq > 5
(6.41)
6.6.4. Trng hp c hai bin ngu nhin gc phn b theo quy lut khng - mt
Gi s ta xt cng mt lc hai tng th trong du hiu nghin cu trong hai tng c
xem nh bin ngu nhin c phn b khng mt vi cc tham s ln lt l p1 v p2 .
T hai tng th ni trn rt ra hai mu ngu nhin c lp kch thc tng ng l n1 v n2 :
W1 = ( X 11 , X 12 , ... , X 1n1 ) ; W2 = ( X 21 , X 22 , ... , X 2n 2 ) .

Xt thng k f1 f 2 l hiu hai tn sut mu. Lc nu n1 > 30 v n2 > 30 th f1 f 2
s c phn b xp x chun theo nh l gii hn trung tm vi cc tham s c trng l:
p (1 p1 ) p2 (1 p2 )
+
.
E ( f1 f 2 ) = p1 p2 v D ( f1 f 2 ) = 1
n1
n2
Do thng k sau xp x phn b chun tc:
U=
( f1 f 2 ) ( p1 p2 )
p1 (1 p1 ) p2 (1 p2 )
+
n1
n2
~ N (0;1) .
(6.42)
TM TT
Tng th
Ton b tp hp cc phn t ng nht theo mt du hiu nghin cu nh tnh hay nh
lng no c gi l tng th. Vic chn ra t tng th mt tp con no gi l php ly
mu. Tp hp con ny c gi l mt mu.
Mu ngu nhin
Nu trong php ly mu mi c th ca tng th c chn mt cch c lp v c xc
sut c chn nh nhau.
Mu ngu nhin ca du hiu nghin cu X
107

Mu ngu nhin kch thc n l mt dy gm n bin ngu nhin: X 1 , X 2 , ... , X n c lp
cng phn b vi X , k hiu W = ( X 1 , X 2 , ..., X n ) .
Bng phn b tn s thc nghim v tn sut thc nghim

Nu mt mu ngu nhin kch thc n ca X nhn gi tr xi vi tn s xut hin ri ,
i = 1, ... , k : x1 <
< xk ; r1 +
+ rk = n . f i =
ri
gi l tn sut ca xi .
n
Khi ta c th m t mu ngu nhin trn qua bng phn b tn s thc nghim hoc tn
sut thc nghim ca X
X
Tn s
x1
r1
x2
r2
xk
rk
X
Tn sut
x1
f1
x2
f2
xk
fk
Hm phn b thc nghim ca mu

Hm s xc nh nh sau: Fn ( x) =
rj
x j <x n
; < x < + .
Bng phn b ghp lp

Trong nhng trng hp mu iu tra c kch thc ln, hoc khi cc gi tr c th ca du
hiu X ly gi tr khc nhau song li kh gn nhau, ngi ta thng xc nh mt s cc khong
C1 , C 2 , ..., C k sao cho mi gi tr ca du hiu iu tra thuc vo mt khong no . Cc khong

ny lp thnh mt phn hoch ca min gi tr ca X .
Biu din bng biu
Trong mt phng vi h trc to Oxy .
Ni im trn trc honh c to ( xi ,0) vi im c to ( xi , ri ) ; i = 1, k ta c
biu tn s hnh gy.
Ni ln lt im c to ( xi , f i ) vi im c to ( xi +1 , f i +1 ) ; i = 1, k 1 ta
c biu a gic tn sut.
i vi bng phn b ghp lp, ngi ta thng dng t chc biu din: Trn
trc honh ta chia cc khong Ci c rng li . Vi mi khong Ci ta dng hnh ch nht c

chiu cao yi =
ri
f
(i vi t chc tn s), hay yi = i (i vi t chc tn sut).
li
li
Thng k
108

Mt thng k ca mu l mt hm ca cc bin ngu nhin thnh phn ca mu. Thng k
ca mu ngu nhin W = ( X 1 , X 2 , ..., X n ) c dng:
T = T ( X 1 , X 2 , ... , X n )
Trung bnh mu
Trung bnh mu ca mu ngu nhin W = ( X 1 , X 2 , ..., X n )
1 n
l: X = X i .
n i =1
Trung bnh ca tng bnh phng cc sai lch gia cc gi tr ca mu v trung bnh mu
MS =
1 n
( X i X )2
n i =1
Phng sai mu
Phng sai mu c hiu chnh S 2 :
S2 =
1 k
n
MS =
ni X i X
n 1
n 1 i =1
)2 = n 1 1 ni X i2 n n 1 (X )2
k
i =1
Phng sai mu S *2 c xt khi du hiu nghin cu X ca tng th c k

vng xc nh EX = .
1 n
S * = ( X i )2 .
n i =1
2
lch tiu chun mu
S=
1 k
ni X i X
n 1 i =1
)2
Tn sut mu
Xt bin ngu nhin gc X c phn b khng mt A( p) . Ly mu ngu nhin kch
thc n : W = ( X 1 , X 2 , ..., X n ) , X 1 , X 2 , ... , X n l cc bin ngu nhin c lp c cng phn b
vi X . Tn s xut hin du hiu A ca mu l: r = X 1 + X 2 +
+ X n . Tn sut mu f =
r
.
n
Cch tnh gi tr c th ca trung bnh mu v phng sai mu x , s 2

Nu mu ch nhn cc gi tr x1 , x2 , ..., xk vi tn s tng ng n1 , n2 , ..., nk th gi tr
trung bnh mu v phng sai mu c th c tnh theo cng thc:
109
x=
k
nx
i =1 i i
1
, ni = n ; s 2 =
ni xi x
n
1
i =1
i =1
1 k
=
ni xi2
n 1 i =1
2
k
n
x
i =1 i i
Mu ngu nhin hai chiu

Gi s trn cng mt tng th phi nghin cu ng thi hai du hiu nghin cu, lc
vic nghin cu ng thi hai du hiu ca tng th tng ng vi vic nghin cu bin ngu
nhin hai chiu ( X , Y ) . Mu ngu nhin hai chiu c k hiu l:
W = [( X 1 , Y1 ), ( X 2 , Y2 ), ..., ( X n , Yn )]
Gi s thnh phn ( X i , Yi ) nhn gi tr ( xi , yi ) ( i = 1, n ) ta thu c mu c th:
w = [( x1 , y1 ), ( x2 , y 2 ), ..., ( xn , y n )].
Phng php m t mu ngu nhin hai chiu
Gi s t tng th rt ra c mu ngu nhin c th w kch thc n . Ta sp xp cc gi
tr thnh phn X v Y ca mu theo th t tng dn:
x1 < x2 < ... < xi < ... < xh v y1 < y 2 < ... < y j < ... < y k .
k
K hiu nij l tn s ca cp gi tr ( xi , y j ) ca mu w ,
nij = 1 .
j =1 i =1
Lc mu c th w c m t bng bng phn b xc sut tn s thc nghim sau:
y1
y2
yj
yk
ni*
x1
n11
n12
n1 j
n1k
n1*
x2
n 21
n 22
n2 j
n2 k
n 2*
nik
ni*
xi
ni1
ni 2
nij
110
xh
nh1
nh 2
n hj
nhk
nh*
n* j
n*1
n*2
n* j
n*k
= n

trong ni* l tn s ca gi tr xi ( i = 1, h ) ca thnh phn X , n* j l tn s ca gi tr
y j ( j = 1, k ) ca thnh phn Y .
Mt s thng k c trng ca mu ngu nhin hai chiu
Bng phn b thc nghim ca thnh phn X :
x1
x2
xi
xh
Tn s
n1*
n 2*
ni*
nh*
1 h
1 h
2
n
X
;
S
=
i* i X n 1 ni* X i X
n i =1
i =1
Cc thng k c trng ca X : X =
)2
Bng phn b thc nghim ca thnh phn Y :
Y
Tn s
y1
y2
yj
yk
n*1
n*2
n* j
n*k
i=1 j =1 nij ( X i X )(Y j Y )

h
H s tng quan mu: r =
1 k
1 k
2
n
Y
S
=
;
* j j Y n 1 n* j Y j Y
n j =1
j =1
Y=
Cc thng k c trng ca Y :
)2
n MS X MSY
Quy lut phn b xc sut ca mt s thng k c trng mu

Trng hp bin ngu nhin gc tun theo quy lut phn b chun:
U=
( X ) n
~ N (0;1) .
nS 2
2
X
= i
~ 2 ( n) .
i =1
(n 1) S 2
2
X X
= i
i =1
n
~ 2 (n 1) .
111
(X ) n
U
T=
2 (n 1)
(n 1) S 2
2 (n 1)
(X ) n
~ T(n 1) .
S
Trng hp c hai bin ngu nhin gc cng phn b theo quy lut chun:
X1 ~ N ( 1; 12 ) , X 2 ~ N ( 2 ; 22 )
U=
( X 1 X 2 ) (1 2 )
12 22
+
n1 n2
T=
F=
(n1 1) S12
12
~ N (0;1) .
(n2 1) S 22
22
~ 2 (n1 + n2 2) .
( X 1 X 2 ) ( 1 2 )
(n1 1) S12 + (n2 1) S22
n1 + n2 2
12
n1 1
22
n2 1
S12 22
S 22 12
1 1
+
n1 n2
~ T(n1 + n2 2) .
~ F [(n1 1); (n2 1)] .
Trng hp bin ngu nhin gc c phn b theo quy lut khng mt:
U=
np > 5
( f p) n
hoc npq > 20 .
~ N (0;1) khi
pq
nq > 5
Trng hp c hai bin ngu nhin gc c phn b theo quy lut khng mt:
Gi s ta xt cng mt lc hai tng th trong du hiu nghin cu trong hai tng c
xem nh bin ngu nhin c phn b khng mt vi cc tham s ln lt l p1 v p2 . Xt
thng k f1 f 2 l hiu hai tn sut mu. Lc nu n1 > 30 v n2 > 30 th:
U=
112
( f1 f 2 ) ( p1 p2 )
p1 (1 p1 ) p2 (1 p2 )
+
n1
n2
~ N (0;1) .
CU HI N TP V BI TP
6.1 Mu ngu nhin kch thc n v du hiu nghin cu X l mt dy gm n bin ngu
nhin X 1 , X 2 , ... , X n c lp cng phn b vi X .
ng
Sai
6.2 T chc dng biu din mu ngu nhin cho di dng bng phn b ghp lp.
ng
Sai
6.3 Mt thng k ca mu ngu nhin l con s c th v du hiu nghin cu.

ng
Sai
6.4 Trung bnh mu ca du hiu nghin cu c phn b chun cng c phn b chun.
ng
Sai
6.5 Mt thng k ca mu l mt hm ca cc bin ngu nhin thnh phn ca mu do cng l

mt bin ngu nhin .
ng
Sai
6.6 Phng sai mu ca du hiu nghin cu c phn b chun cng c phn b chun.
ng
Sai
6.7 Nu hai bin ngu nhin gc X 1 , X 2 c phn b chun th thng k hiu ca hai trung bnh
mu X 1 X 2 cng c phn b chun.
ng
Sai
6.8 Khi bc t do ca phn b Student ln hn 30, phn b Student tim cn phn b chun.
ng
Sai
6.9 Khi kch thc mu n1 > 30 v n2 > 30 th thng k hiu hai tn sut mu f1 f 2 ca hai
du hiu nghin cu c quy lut khng mt s xp x phn b chun.
ng
Sai
6.10 Nu bin ngu nhin gc c phn b chun th phng sai mu c phn b 2 .

ng
Sai
6.11 Cho v d v mt bin ngu nhin, mt mu ngu nhin kch thc n = 10 v mt gi tr

ca mu ngu nhin xy dng t bin ngu nhin y.
6.12 Cho v d v mu ngu nhin kch thc n c xy dng t bin ngu nhin c phn b
khng mt, phn b ngh thc, phn b chun.
6.13 Hy tnh gi tr trung bnh mu
tn s thc nghim sau:
x v phng sai mu s 2 ca mu c th c bng phn b

113
xi
ni
21
10
24
20
6.14 Hy tnh gi tr ca trung bnh mu

phn b tn s thc nghim sau
xi
ni
4
5
25
30
26
15
28
10
32
10
34
5
x v lch chun mu s ca mu c th c bng

7
2
8
3
12
10
6.15 nghin cu tui th ( X ) ca mt loi bng n, ngi ta thp th 100 bng v c s

liu sau:
Tui th X (gi )
S bng tong ng (ni )

2
3
1010 1030
1030 1050
1050 1070
1070 1090
1090 1110
8
13
25
1110 1130
1130 1150
1150 1170
20
12
10
1170 1190
1190 1210
6
1
n = 100
Tnh tui th trung bnh
x v lch chun mu s .
6.16 T tng th c du hiu nghin cu X c bng phn b xc sut sau
0,5
0,5
lp mu ngu nhin kch thc n = 10 . Tnh xc sut trung bnh mu ca mu ngu nhin ny
nhn gi tr 0,5.
6.17 Gi s bin ngu nhin gc c phn b khng - mt A( p ). Chn mu ngu nhin kch
thc n = 10 . Hy tnh k vng v phng sai ca trung bnh mu.
6.18 Gi s bin ngu nhin gc c phn b chun N (20;1) . Chn mu ngu nhin kch thc
n = 100 . Hy tnh xc sut trung bnh mu X nm trong khong:

114
19,8 < X < 20,2 .

6.19 Mt mu c th ca bin ngu nhin X nh sau:
2 ; 3 ; 2 ; 4 ; 1 ; 4 ; 2 ; 2 ; 3 ; 1 ( n 10 ).
a) Lp bng phn b tn sut.
b) Xy dng hm phn b thc nghim.
c) Tnh
x , s2 , s .
6.20 Theo di thi gian v s ngi hon thnh mt sn phm hai nhm cng nhn ta c bng sau:
Nhm 1
X (pht)
42
44
50
58
60
64
ni (s ngi)
20
10
X (pht)
46
48
51
ni (s ngi)
40
Nhm 2
Tnh
x v lch chun mu s ca hai mu c th trn. Cho nhn xt.
115
Chng VII: c lng cc tham s ca bin ngu nhin
CHNG VII: C LNG CC THAM S CA BIN

NGU NHIN
GII THIU
Quy lut phn b xc sut ca cc thng k c trng mu phn nh mi lin h cht ch
gia cc tham s ca mu vi cc tham s ca du hiu nghin cu tng ng ca tng th. L
thuyt thng k s dng hai phng php sau
Suy din thng k:
Nu bit qui lut phn b xc sut cng nh cc tham s c trng ca tng th th c th

s dng cc kt lun trn suy on v tnh cht ca mt mu ngu nhin rt ra t tng th .
Chng hn, nu bit du hiu nghin cu X c phn b chun N (, 2 ) th thng k
( X ) n
2
c phn b chun tc N (0;1) .
Quy np thng k:
S dng cc phng php thng k t cc c trng mu suy ra cc c trng ca tng th.

Chnh v vy cc phng php thng k gii quyt c nhiu bi ton ca thc t, c th
gip cho cc nh nghin cu tm ra quy lut ca tng th, gip cc nh hoch nh chnh sch d
on s pht trin trong tng lai, ra cc quyt nh chp nhn hoc bc b cc gi thit no .
Trong chng ny ta s dng phng php quy np thng k c lng cc tham s c
trng ca tng th thng qua thng k ca mu.
Nu du hiu nghin cu ca tng th c th xem nh mt bin ngu nhin v gi s bng
l thuyt xc nh c dng phn b xc sut ca n th vn xc nh cc tham s c
trng ca tng th s quy v bi ton xc nh cc tham s c trng ca quy lut phn b xc
sut ca bin ngu nhin gc X . Chng hn nu bit du hiu nghin cu ca tng th c phn
b chun N (, 2 ) th bi ton t ra l phi c lng cc tham s l k vng v phng sai
2 , hai tham s ny cng chnh l trung bnh v phng sai ca tng th.
C hai phng php s dng thng k c lng tham s l c lng im v khong
tin cy:
c lng im l dng thng k c lng mt tham s no theo cc tiu chun:
vng, khng chch, hiu qu. C hai phng php c lng im l phng php mment v
phng php hp l cc i.
116

Khong tin cy l khong m tham s ca du hiu nghin cu ca tng th ri vo khong
ny vi xc sut bng tin cy.
Trong chng ny ta s xy dng c lng cho k vng, phng sai ca du hiu nghin
cu c phn b chun v c lng cho tn sut ca tng th.
hc tt chng ny hc vin cn nm vng chng 6 v l thuyt mu.
NI DUNG
7.1. PHNG PHP C LNG IM
Phng php c lng im ch trng dng mt gi tr thay cho gi tr ca tham s
cha bit ca tng th. Thng thng gi tr c chn ny gi tr c th ca mt thng k no
ca mu ngu nhin. Vi mu ngu nhin W = ( X 1 , X 2 , ... , X n ) , thng k c lng cho
tham s c dng (6.5):
= T ( X 1 , X 2 , ... , X n )
Khi vi mu c th w = ( x1 , x2 , ... , xn ) gi tr c th ca thng k = T ( x1 , x 2 , ... , x n )
l c lng ca .
Cng vi mt mu ngu nhin c th xy dng nhiu thng k khc nhau c lng
cho tham s . V vy ta cn la chn thng k tt nht c lng cho tham s da vo cc
tiu chun sau:
7.1.1. c lng khng chch
Thng k = T ( X 1 , X 2 , ... , X n ) l mt hm ca cc bin ngu nhin X 1 , X 2 , ... , X n nn
cng l mt bin ngu nhin. Do ta c th xt cc c trng ca thng k ny.
nh ngha 7.1: Thng k = T ( X 1 , X 2 , ... , X n ) c gi l c lng khng chch ca
nu vi mi gi tr ca tham s ,
=
E()
(7.1)
th = T ( X , X , ... , X ) c gi l c lng chch ca .

Nu E()
1
2
n
V d 7.1: Da vo cc cng thc (6.8), (6.17), (6.21) ca l thuyt mu ta c cc kt qu sau:
Trung bnh mu X l c lng khng chch ca k vng ca bin ngu nhin gc.
Phng sai mu S 2 v S 2 l c lng khng chch cho phng sai 2 ca bin ngu
nhin gc.
Tn sut mu f l c lng khng chch ca tn sut p ca tng th.
117

7.1.2. c lng hiu qu
iu kin (7.1) ca c lng khng chch c ngha rng trung bnh cc gi tr ca bng
gi tr . Tng gi tr ca c th sai lch rt ln so vi . V vy ta tm c lng khng
chch sao cho sai lch trn b nht.
nh ngha 7.2: c lng khng chch c phng sai nh nht so vi mi c lng khng
chch khc c xy dng trn cng mt mu ngu nhin gi l c lng hiu qu.
Nh vy, xt xem c lng khng chch c phi l c lng hiu qu ca hay
khng ta cn phi tm mt cn di ca phng sai ca cc c lng khng chch v so snh
phng sai ca vi cn di ny. iu ny c gii quyt bng bt ng thc Cramer-Rao
pht biu nh sau:
Cho mu ngu nhin W = ( X 1 , X 2 , ... , X n ) c ly t tng th c du hiu nghin cu l
bin ngu nhin X c hm mt xc sut (hay biu thc xc sut ) f ( x, ) tha mn mt s
iu kin nht nh (thng c tha mn trong thc t, t ra l cc phn b xc sut xt trong
chng III) v l c lng khng chch bt k ca th
()
1
(ln f ( x, ) )
nE
(7.2)
V d 7.2: Da vo bt ng thc trn ta c th chng minh c rng trung bnh mu X

l c lng hiu qu ca k vng ca du hiu nghin cu X ca tng th c phn b chun
N (, 2 ) .
( )
2
. Mt khc theo (3.18) hm mt ca X
Tht vy theo cng thc (6.8) ta c D X =
n
c dng:
1
f ( x, ) =
e
2
ln f ( x, ) = ln 2
2
( x )2
2 2
( x )2
2 2
ln f ( x, ) x
= 2
( ln f ( X , ) )
n
n
n
X
2
X
X
.
=
=
E
=
D
Vy: nE
(
)
(
)
= nE
4
4
2
2
( )
Nh vy D X =
2
n
t gi tr cc tiu ca bt ng thc Cramer-Rao, do trung bnh
mu X l c lng hiu qu ca .
118

7.1.3. c lng vng
nh ngha 7.3: Thng k = T ( X 1 , X 2 , ... , X n ) c gi l c lng vng ca tham s
ca bin ngu nhin gc X nu = T ( X 1 , X 2 , ... , X n ) hi t theo xc sut n khi

n ,ngha l vi mi > 0 , lun c:
lim P < = 1 .
(7.3)
Theo lut s ln h qu 2, cng thc (5.7) chng V, ta c trung bnh mu X l c lng

vng ca k vng , S 2 v S 2 l c lng vng ca phng sai 2 ca bin ngu nhin gc
X ca tng th. Tn sut mu f l c lng vng ca tn sut p ca tng th.

Tm li ta c kt qu sau:
Trung bnh mu X l c lng khng chch, hiu qu v vng ca k vng ca bin
ngu nhin gc ca tng th.
Tn sut mu f l c lng khng chch, hiu qu v vng ca tn sut p ca tng th.
Phng sai mu S 2 v S 2 l c lng khng chch v vng ca phng sai 2 ca
bin ngu nhin gc ca tng th.
7.1.4. c lng hp l cc i
Gi s bit quy lut phn b xc sut ca du hiu nghin cu bin ngu nhin gc X
c hm mt f ( x, ) (hoc c th l biu thc xc sut nu X l bin ngu nhin ri rc). Cn
phi c lng tham s no ca X . T tng th rt ra mt mu ngu nhin kch thc n :
W = ( X 1 , X 2 , ..., X n )
V cc bin ngu nhin X 1 , X 2 , ... , X n c lp nn hm mt ng thi c dng:
L( x1 , x2 , ..., xn , ) = f ( x1 , ) f ( x2 , ) f ( xn , ) .
(7.4)
Hm L( x1 , x2 , ... , xn , ) c gi l hm hp l ca tham s .
Phng php hp l cc i ch trng rng = g ( x1 , x 2 , ... , x n ) c lng tt nht cho
tham s nu: Khi ta xem x1 , ... , xn l tham s cn l bin th hm hp l L( x1 , ... , xn , ) t
cc i ti = g ( x1 , x 2 , ... , x n ) .
Thng k = g ( X 1 , X 2 , ... , X n ) c gi l c lng hp l cc i ca .
119

Mt khc v hm logarit ng bin nn hm L( x1 , x2 , ... , xn , ) v ln L( x1 , x2 , ... , xn , ) t
cc i ti cng mt gi tr ca , do tm c lng hp l cc i ta cn tm tha mn
cc iu kin sau:
ln L
= 0
2
ln L < 0
2
(7.5)
V d 7.3: Tm c lng hp l cc i ca tn sut tng th p .

Bi ton tng ng vi tm c lng hp l cc i ca tham s p ca bin ngu nhin
gc c quy lut phn b khng mt
A( p) . Biu thc xc sut c dng
Px = p x (1 p)1 x ; x = 0,1
n
Hm hp l L( x1 , x 2 , ... , x n , p ) = p xi (1 p )1 xi . T :
i =1
ln L( x1 , x 2 , ... , x n , p) = ( xi ln p + (1 xi ) ln(1 p) )
i =1
ln L
ln L 1 n
1 n
=0 p=x .
= xi +
( xi 1) ;
p
p i =1
p
1 p i =1
Hn na
2 ln L
p 2
n
< 0 , do c lng hp l cc i ca p l tn sut mu
p(1 p)
X = f (cng thc (6.20), (6.21)).

V d 7.4: Tm c lng hp l cc i ca hai tham s v 2 ca bin ngu nhin X
c phn b chun N (; 2 ) .
Hm hp l c dng L( x1, x2 ,..., xn , , ) =
1
( 2 ) n
1 n
( x )2
2 i
2
=
1
i
e
.
Cc o hm ring ca ln L theo v 2 nh sau:

n
( xi )2
ln L
nx n ln L
n
=
= + i =1 3
;
2
2
120

Gii h phng trnh (7.5) thu c nghim = x v 2 =
1 n
xi x
n i =1
. Ti im ny
hm hp l L( x1, x2 ,..., xn , , ) t cc i. Vy c lng hp l cc i ca k vng l

trung bnh mu X , cn ca 2 l MS .
7.2. PHNG PHP C LNG BNG KHONG TIN CY
7.2.1. Khi nim
Cc phng php c lng im ni trn c nhc im l khi kch thc mu b th c
lng im c th sai lch rt nhiu so vi gi tr ca tham s cn c lng. Mt khc phng
php trn cng khng th nh gi c kh nng mc sai lm khi c lng l bao nhiu. Do
khi kch thc mu b ngi ta thng dng phng php c lng khong tin cy. Ngha l t
mu ngu nhin tm khong [a; b] cha tham s vi xc sut ln cho trc ( c gi
l tin cy v thng c chn l 0,95 hay 0,99).
nh ngha 7.4: Khong [a ; b ] c hai u mt l hai thng k:
a = a( X 1 , X 2 , ..., X n ) , b = b( X 1 , X 2 , ... , X n )
(7.6)
ph thuc mu ngu nhin W = ( X 1 , X 2 , ..., X n ) ca bin ngu nhin gc X , gi l khong tin

cy ca tham s vi tin cy nu:
P{a b} =
(7.7)
Trong thc t thng yu cu tin cy kh ln, khi theo nguyn l xc sut ln bin
c {a b} hu nh chc chn s xy ra trong mt php th. Tin hnh mt php th vi mu
ngu nhin W = ( X 1 , X 2 , ..., X n ) ta thu c mt mu c th w = ( x1 , x2 , ..., xn ) , tnh c gi
tr c th a = a( x1 , x2 , ..., xn ) , b = b( x1 , x2 , ..., xn ) .
Lc c th kt lun l: Qua mu c th vi tin cy tham s ca bin ngu nhin
gc X s nm trong khong [a ; b ] , tc l a b .
7.2.2. Khong tin cy ca k vng ca bin ngu nhin phn b theo quy lut chun
Gi s tng th bin ngu nhin gc X c phn b chun N ( ; 2 ) nhng cha bit tham
s ca n.
T tng th rt ra mt mu ngu nhin kch thc n : W = ( X 1 , X 2 , ..., X n ) , ta tm khong
tin cy ca trong cc trng hp sau.
7.2.2.1. Trng hp phng sai 2 bit
nh l 7.1: Khong tin cy ca tham s vi tin cy c dng:
121
; X + U / 2
X U / 2
n
n
trong : = 1 ; U l gi tr ti hn mc
(7.8)
ca phn b chun tc N (0;1) (cng thc
3.24).
Chng minh: Theo cng thc (6.29) ta c
Mt khc: X U / 2
X + U / 2
(X ) n
~ N (0;1) .
( X ) n
U / 2 .
p dng cng thc (3.25) ta c
( X ) n
X + U / 2
=
P X U / 2
P
U
= 1 = .
/
2
n
n
nh ngha 7.5: = U / 2
c gi l chnh xc ca c lng.
Vi chnh xc 0 v tin cy cho trc, th kch thc mu ti thiu l s t nhin
n nh nht tha mn:
2U2 / 2
n
02
(7.9)
V d 7.5: Trng lng ca mt loi sn phm l mt bin ngu nhin phn b theo quy
lut chun vi lch tiu chun 1 gram. Cn th 25 sn phm loi ny ta thu c kt qu:
Trng lng (gram)
18
19
20
21
S SP tng ng
15
Vi tin cy 95%
a) Hy tm khong tin cy ca trng lng trung bnh ca loi sn phm trn.
b) Nu mun chnh xc ca c lng khng vt qu 0,3 th cn cn th t nht bao
nhiu sn phm.
Gii: Gi X l trng lng sn phm, theo gi thit X c phn b chun N (; 2 ) vi
= 1 . Trng lng trung bnh ca sn phm l tham s . Khong tin cy c dng (7.8).
122
Vi tin cy = 0,95
= 0, 025 U = 1,96 .
2
a) T bng s liu tm c trung bnh mu c th:
x =
3 18 + 5 19 + 15 20 + 2 21
= 19, 64 .
25
chnh xc ca c lng = U / 2
1
= 0,392 .
25
= 1,96
Vy vi tin cy 95% qua mu c th ny, khong tin cy ca tham s l:
[19,64 0,392 ; 19,64 + 0,392]

19, 248 20,032 .
hay
b) Nu mun chnh xc ca c lng khng vt qu 0,3 th cn cn th t nht n sn

phm sao cho:
2U2 / 2 11,962
=
= 42, 68 .
02
0,32
Chn n = 43 .
7.2.2.2. Trng hp phng sai 2 cha bit, kch thc mu n 30
Trong nhiu bi ton thc t, ta khng bit phng sai 2 ca bin ngu nhin gc X
ca tng th. Nhng nu kch thc mu n ln ( n 30 ) ta c th xp x lch chun bi
lch chun mu S (v S 2 l c lng vng khng chch ca 2 ), S c xc nh bi
cng thc (6.18). Mt khc, theo nh l gii hn trung tm th thng k
(X ) n
xp x
chun, ng vi mi bin ngu nhin gc X (khng i hi phn b chun).

Do khong tin cy ca tham s vi tin cy c th ly l:
S
S
; X + U / 2
X U / 2
n
n
(7.10)
V d 7.6: xc nh chiu cao trung bnh ca cc cy bch n trong khu rng rng
trng bch n, ta tin hnh o ngu nhin 35 cy v c kt qu cho trong bng sau:
ui = xi 8, 25
ni ui
ni ui2
1,5
4,5
7,25
1, 0
10
7,75
0,5
4
2,5
11
8,25
Khong
ni
xi
6,5 7, 0
6,75
7, 0 7,5
7,5 8,0
8, 0 8,5
123
8,5 9, 0
8,75
0,5
2,5
1, 25
9,0 9,5
9,25
1, 0
6,5
15, 25
u =
35
6,5
= 0,1857 x = 8, 25 0,1857 8, 06 .
35
s 2X = sU2 =
1
(6,5)2
15, 25
= 0, 413 s = 0, 64 .
34
35
Vi tin cy = 95% , U = 1,96 .

2
0, 64
s
= 1,96
= 0, 21 .
35
n
Vy khong tin cy cho chiu cao trung bnh ca cc cy bch n l:
7,87 8, 29 .
7.2.2.3. Trng hp phng sai 2 cha bit, kch thc mu n < 30
Trong trng hp ny, theo cng thc (6.32) thng k
T=
( X ) n
S
(7.11)
c phn b Student n 1 bc t do. V vy khong tin cy c tnh theo kt qu sau:

nh l 7.2: Khong tin cy ca tham s vi tin cy c dng:
S
S
; X + t / 2 (n 1)
X t / 2 (n 1)
n
n
trong t / 2 (n 1) l gi tr ti hn mc
(7.12)
ca phn b Student n 1 bc t do (cng thc 3.41).
chnh xc ca c lng:
= t / 2 (n 1)
S
n
(7.13)
Vi tin cy v chnh xc 0 cho trc th kch thc mu cn thit l s t nhin

n nh nht tha mn:
124
S t / 2 (n 1)
n
(7.14)
V d 7.7: Nng sut ca mt loi ging mi l mt bin ngu nhin c quy lut phn b chun
N ( ; 2 ) . Gieo th ging ny trn 16 mnh vn th nghim thu c nh sau (n v kg/ha):

172, 173, 173,174, 174, 175, 176, 166, 166, 167, 165, 173, 171, 170, 171, 170.
Hy tm khong tin cy cho nng sut trung bnh ca loi ht ging ny vi tin cy
= 95% .
Gii: Nng sut trung bnh ca ht ging l tham s .
T cc s liu trn ta tnh c: x = 171; s = 3, 4254 . = 0, 05;
= 0, 025 .
Tra bng phn b Student vi 15 bc t do ta tm c t / 2 (n 1) = t0,025 (15) = 2,131 .

chnh xc = t / 2 (n 1)
3, 4254
S
= 2,131
= 1,885 .
16
n
Vy khong tin cy cho nng sut trung bnh ca loi ging ny tha mn:
169,115 172,885 .
7.2.3. Khong tin cy cho xc sut p ca bin ngu nhin c phn b theo quy lut khng
mt A( p)
Ta cn nghin cu mt du hiu nghin cu A no m mi c th ca tng th c th c
hoc khng c du hiu A . Nu c th c du hiu A ta cho nhn gi tr 1, trng hp ngc li
ta cho nhn gi tr 0. Lc du hiu nghin cu c th xem l bin ngu nhin X c quy lut
phn b xc sut khng mt A( p) c k vng v phng sai EX = p ; DX = p(1 p) .
Ly mu ngu nhin kch thc n : W = ( X1 , X 2 ,..., X n ) , trong X1, X 2 ,..., X n l cc
bin ngu nhin c lp c cng phn b khng mt A( p) .
Theo nh l Moivre-Laplace (6.40) th khi n ln ta c th xp x thng k
U=
( f p) n
vi phn b chun tc N (0;1) .
p(1 p)
Tuy nhin v p cha bit nn cha bit p(1 p) = DX .
Mt khc theo cng thc (6.19), (6.20) v mc 2. ta c tn sut mu f l c lng vng,
khng chch v hiu qu ca tn sut p tng th. V vy khi n ln ta c th thay p bng f .

Do ta c khong tin cy cho tn sut p ca tng th vi tin cy l:
125
f U / 2
f (1 f )
; f + U / 2
n
f (1 f )
(7.15)
Vi iu kin:
nf > 10
n(1 f ) > 10
trong = 1 ; U l gi tr ti hn mc
2
chnh xc ca khong tin cy: = U / 2
(7.16)
ca phn b chun tc N (0;1) .
f (1 f )
.
n
Vi tin cy v chnh xc 0 cho trc th kch thc mu cn thit l s t nhin

n nh nht tha mn:
n f (1 f ) / 2
0
(7.17)
trong f l tn sut mu ca mt mu ngu nhin no .

V d 7.8: Trong t vn ng bu c tng thng mt nc n, ngi ta phng vn ngu
nhin 1600 c tri, c bit c 960 ngi trong s s b phiu cho ng c vin A. Vi tin
cy = 95% ti thiu ng c vin A s chim c bao nhiu % s phiu bu.
Gii: Gi p l t l s phiu s bu cho ng c vin A. Tng th nghin cu l tp hp tt
c cc c tri. Du hiu nghin cu l c tri s b phiu cho A, l bin ngu nhin c quy lut phn
b khng mt A( p) . Khong tin cy cho p c dng (7.15) vi iu kin (7.16).
T mu c th trn ta c f =
960
= 0, 6 .
1600
nf = 960 > 10
iu kin
c tha mn.
n(1 f ) = 640 > 10
f (1 f )
0, 6 0, 4
= 0, 024 .
= 1,96
n
1600
Khong tin cy: 0,576 p 0, 624 .

Vy vi tin cy 95% th ti thiu c 57,6% c tri s b phiu cho ng c vin A.
126

7.2.4. c lng phng sai ca bin ngu nhin c phn b theo quy lut chun N ( ; 2 )
Gi s trong tng th bin ngu nhin gc X c phn b chun N ( ; 2 ) nhng cha bit
phng sai 2 ca n. T tng th rt ra mt mu ngu nhin kch thc n :
W = ( X 1 , X 2 , ..., X n ) .
Ta s chn thng k thch hp c lng cho tham s 2 trong cc trng hp sau:

7.2.4.1. bit k vng
T=
Chn thng k
2
nS
(7.18)
Theo cng thc (6.30) thng k T c phn b khi bnh phng n bc t do: 2 ( n) . Do
vi tin cy cho trc, vi cp s 1 , 2 sao cho 1 + 2 = 1 c th tm hai gi tr ti
hn ca T mc 1 , 2 l 121 (n) , 22 (n) :
P T > 121 ( n) = 1 1 v P T > 22 (n) = 2 .

Do
P 121 (n) < T < 22 (n) = 1 (1 + 2 ) = .
(7.19)
Thay thng k T t cng thc (7.18) vo (7.19) v gii theo 2 , ta c:

2
nS 2
nS
2
< < 2
P 2
= .
11 (n)
2 (n)
(7.20)
Nh vy, vi tin cy khong tin cy ca 2 c dng:

2
nS 2
nS
;
2 (n) 12 (n)
1
2
Nu 1 = 2 =
(7.21)
khong tin cy c dng:
nS 2
2
nS
;
2 / 2 (n) 12 / 2 (n)
(7.22)
Nu 1 = 0; 2 = khong tin cy bn phi ca 2 c dng:

127
nS 2
;
+
2 (n)
(7.23)
Nu 2 = 0; 1 = khong tin cy bn tri ca 2 c dng:
2
nS
0 ;
12 (n)
(7.24)
V d 7.9: Mc hao ph nguyn liu cho 1 n v sn phm l bin ngu nhin c phn b
chun vi trung bnh l 20 gam. c lng mc phn tn ca mc hao ph ny ngi ta cn
th 25 sn phm v thu c kt qu sau:
Hao ph nguyn liu (gam)
19,5
20,0
20,5
S sn phm tng ng
18
Vi tin cy = 90% hy tm khong tin cy ca 2 nu 1 = 2 =
= 0, 05 .
Gii: Gi X l mc hao ph nguyn liu cho 1 n v sn phm. X c phn b chun vi

k vng bit = 20 . y l c lng phng sai 2 ca phn b chun N (; 2 ) khi
bit . Khong tin cy theo cng thc (2.22).
Tra bng 2 ( n) ta c:
2
2
2 / 2 (n) = 0,05
(25) = 37, 65; 12 / 2 ( n) = 0,95
(25) = 14, 61 .
2
tm s ta lp bng sau:
xi
ni
xi
( xi )2
ni ( xi )
19,5
0,5
0,25
1,25
20,0
18
0,0
0,00
0,00
20,5
0,5
0,25
0,50
25
1,75
2 1, 75
s =
= 0, 07 .
25
Vy vi tin cy 90%, qua mu c th ny, khong tin cy ca 2 l:

128
25 0, 07 25 0, 07
2
37, 65 ; 14, 61 hay 0, 0464 < < 0,1198 .
7.2.4.2. Cha bit k vng

Chn thng k:
T=
( n 1) S 2
(7.25)
Theo cng thc (6.31) thng k T c phn b khi bnh phng n 1 bc t do: 2 (n 1) .
Do vi tin cy cho trc, vi cp s 1 , 2 sao cho 1 + 2 = 1 c th tm hai gi
tr ti hn ca T mc 1 , 2 l 121 (n 1) , 22 (n 1) :
P T > 121 ( n 1) = 1 1 v P T > 22 ( n 1) = 2 .

Do :
P 121 ( n 1) < T < 22 ( n 1) = 1 (1 + 2 ) = .
(7.26)
Thay thng k T t cng thc (7.25) vo (7.26) v gii theo 2 , ta c:
(n 1) S 2
(n 1) S 2
<2 < 2
P 2
=.
(
n
1)
(
n
1)
2
11
(7.27)
Nh vy, vi tin cy khong tin cy ca 2 c dng:
(n 1) S 2
(n 1) S 2
;
2 (n 1) 12 (n 1)
2
1
Nu 1 = 2 =
(7.28)
khong tin cy c dng:
(n 1) S 2
(n 1) S 2
; 2
2
(
n
1)
(
n
1)
1 / 2
/2
(7.29)
Nu 1 = 0; 2 = khong tin cy bn phi ca 2 c dng:
(n 1) S 2
; +
2
(n 1)

(7.30)
129

Nu 2 = 0; 1 = khong tin cy bn tri ca 2 c dng:
(n 1) S 2
0
;
2 (n 1)
1
(7.31)
TM TT
c lng khng chch
= .
Thng k = T ( X 1 , X 2 , ... , X n ) c gi l c lng khng chch ca nu: E()
c lng hiu qu
c lng khng chch c phng sai nh nht so vi mi c lng khng chch khc
c xy dng trn cng mt mu ngu nhin gi l c lng hiu qu.
c lng vng
Thng k = T ( X 1 , X 2 , ... , X n ) c gi l c lng vng ca tham s ca bin ngu
nhin gc X nu = T ( X 1 , X 2 , ... , X n ) hi t theo xc sut n khi n .
c lng hp l cc i
Gi s bit quy lut phn b xc sut ca du hiu nghin cu bin ngu nhin gc X
c hm mt f ( x, ) (hoc c th l biu thc xc sut nu X l bin ngu nhin ri rc). Cn
phi c lng tham s no ca X . T tng th rt ra mt mu ngu nhin kch thc n ,
hm mt ng thi c dng ca mu ngu nhin c dng
L( x1 , x2 , ..., xn , ) = f ( x1 , ) f ( x2 , ) f ( xn , ) .
Hm L( x1 , x2 , ... , xn , ) c gi l hm hp l ca tham s .
Khi ta xem x1 , ..., xn l tham s cn l bin v gi s hm hp l L( x1 , ... , xn , ) t cc
i ti = g ( x1 , x 2 , ... , x n ) .
Thng k = g ( X 1 , X 2 , ... , X n ) c gi l c lng hp l cc i ca .
Khong tin cy
[a ; b] c hai u mt l hai thng k a = a( X 1 , X 2 , ..., X n ) ,

b = b( X 1 , X 2 , ... , X n ) ph thuc mu ngu nhin W = ( X 1 , X 2 , ..., X n ) ca bin ngu nhin gc
X , gi l khong tin cy ca tham s vi tin cy nu: P{a b} = .
Khong
Khong tin cy ca k vng ca bin ngu nhin phn b theo quy lut chun
130

Trng hp phng sai 2 bit:
; X + U / 2
X U / 2
, U / 2 l gi tr ti hn mc / 2 ca phn b
n
n
chun tc N (0;1) ; = 1 .
Trng hp phng sai 2 cha bit, n 30 :
S
S
; X + U / 2
X U / 2
.
n
n
Trng hp phng sai 2 cha bit, n < 30 :
S
S
; X + t / 2 (n 1)
X t / 2 (n 1)
,
n
n
ca phn b Student n 1 bc t do.
Khong tin cy cho xc sut p ca bin ngu nhin c phn b theo quy lut khng
mt A( p) :
f U / 2
f (1 f )
; f + U / 2
n
nf > 10
f (1 f )
Vi iu kin
n
n(1 f ) > 10
trong = 1 ; U l gi tr ti hn mc
2
ca phn b chun tc N (0;1) .
c lng phng sai ca bin ngu nhin c phn b theo quy lut chun N (; 2 )
Trng hp bit k vng : .
Khong tin cy ca
nS 2
2
nS
, trong cp s
;
vi tin cy c dng: 2
(n) 12 (n)
1
2
1 , 2 sao cho 1 + 2 = 1 . 121 (n) , 22 (n) ln lt l gi tr ti hn mc 1 1 v 2

ca phn b Khi bnh phng n bc t do.
Trng hp cha bit k vng :
131
(n 1) S 2
(n 1) S 2
; 2
, trong
Khong tin cy ca 2 vi tin cy c dng: 2
(n 1) 1 (n 1)
1
2
cp s 1 , 2 sao cho 1 + 2 = 1 . 22 (n 1) , 121 (n 1) ln lt l gi tr ti hn

mc 2 v 1 1 ca phn b Khi bnh phng n 1 bc t do.
CU HI N TP V BI TP
7.1 Trung bnh mu l c lng vng v hiu qu ca k vng ca bin ngu nhin gc.
ng
Sai
7.2 C th tm c c lng khng chch ca c phng sai nh hn i lng

1
.
2
(
)
ln
f
(
x
,
nE
ng
Sai
7.3 Tng ca hai c lng khng chch l mt c lng khng chch.

ng
Sai
7.4 Phng sai mu hiu chnh S 2 l c lng vng khng chch ca phng sai ca bin
ngu nhin gc.
ng
Sai
7.5 Vic tm gi tr cc i ca hm hp l L( x1 , x2 , ... , xn , ) tng ng vi vic tm gi tr

cc i ca hm ln L( x1 , x2 , ... , xn , ) .
ng
Sai
7.6 C th tm khong tin cy cha mt tham s vi xc sut bng 1.

ng
Sai
7.7 Hai u mt ca khong tin cy l hai thng k ca mu.

ng
Sai
7.8 Mun tm khong tin cy cho tham s ca bin ngu nhin gc c phn b chun
N (; 2 ) th kch thc mu n phi ln hn 30.

ng
132
Sai

7.9 tm khong tin cy cho tham s p ca bin ngu nhin gc c phn b khng mt
nf > 10
A( p ) ta xp x tn sut mu vi quy lut chun nu n ln: iu kin
.
n(1 f ) > 10
ng
Sai
7.10 C th tm kch thc mu cn thit khong tin cy cho tham s p ca bin ngu nhin gc
c phn b khng mt A( p ) tha mn tin cy v chnh xc cho trc.
ng
Sai
7.11 Cho mu ngu nhin W = ( X 1 , X 2 , ..., X n ) ca bin ngu nhin gc X c phn b m

tham s > 0 . Chng minh rng
n 1
X l c lng khng chch ca .
n
7.12 Bng phng php hp l cc i hy c lng tham s ca quy lut phn b m.

7.13 Mt nghin cu trn 50 em b 6 tui cho thy s gi xem tivi trung bnh trong mt tun ca
nhm ny l 38 gi vi lch tiu chun l 6,4 gi. Tm khong tin cy 99% cho thi gian
xem tivi trung bnh trong mt tun ca cc em nh 6 tui.
7.14 Trong t vn ng bu c tng thng mt nc n, ngi ta phng vn ngu nhin 2000
c tri th c bit c 1082 ngi trong s s b phiu cho ng c vin A. Vi tin cy
98% ti thiu ng c vin A s chim c bao nhiu % s phiu bu? Cho bit phn v mc
0,975 ca phn b chun tc N(0;1) l 1,96.
7.15 xc nh sn lng khai thc in thoi ca n v mnh, mt n v tin hnh thng
k ngu nhin 35 ngy v thu c kt qu sau vi n v 100.000 pht/ngy:
0,84 0,96 1,02 1,08 0,88 0,80 0,91 0,97 1,07 0,98 1,04 1,13 0,87 0,82 1,01 0,93
1,03 1,10 0,97 1,05 0,83 0,76 0,95 1,15 1,00 1,05 1,14 0,89 0,81 0,95 1,20 1,16
1,24 0,79 0,77.
Tm khong tin cy 95% cho sn lng in thoi trung bnh mi ngy.
7.16 Mun c lng s c trong h, ngi ta bt 2000 con c trong h nh du ri th li xung
h. Sau bt li 400 con v thy c 53 con c du. Hy c lng s c trong h vi tin
cy l 0,95.
7.17 Hao ph nguyn liu cho mt n v sn phm l mt bin ngu nhin tun theo lut phn b
chun vi lch chun = 0, 03 . Sn xut th 36 sn phm v thu c s liu sau:
X ( gram)
s sn phm
19 ,5 - 19 , 7 19 ,7 - 19 ,9 19 ,9 - 20 ,1 20 ,1 - 20 ,3
18
Vi tin cy 95% hy c lng hao ph nguyn liu trung bnh cho 1 n v sn phm.
7.18 xc nh chiu cao trung bnh ca cc cy con trong mt vn m ngi ta tin hnh o
ngu nhin 40 cy. Kt qu o c nh sau:
133

Khong chiu cao (cm) 16,5-17 17-17,5 17,5-18 18-18,5 18,5-19 19-19,5
S cy tng ng
11
12
a) Tm khong tin cy 90% cho chiu cao trung bnh ca vn cy con.

b) Nu mun khong c lng c chnh xc = 0,1 th cn ly mu bao nhiu cy.
7.19 c lng nng sut trung bnh ca mt ging la mi, ngi ta gt ngu nhin 100 tha
rung trng th nghim v thu c s liu sau:
X (t/ha)
40 - 42 42 - 44 44 - 46 46 - 48 48 - 50 50 - 52
S tha rung 7
13
25
35
15
Gi s bin ngu nhin ch nng sut X tun theo quy lut chun.
a) Tm khong tin cy 95% cho nng sut trung bnh ca ging la mi.
b) Nu mun khong c lng c chnh xc = 0, 4 th cn ly mu gm bao nhiu
tha rung.
7.20 Trng lng ca mt loi sn phm A l mt bin ngu nhin c phn b theo quy lut
chun vi lch chun l 1 gam. Cn th 27 bao loi ny ta thu c kt qu:
Trng lng(gam) 47,5 - 48,5 48,5 - 49,5 49,5 - 50,5 50,5 - 51,5 51,5 - 52,5
S bao tng ng
15
a) Tm khong tin cy 95% ca trng lng trung bnh ca loi sn phm trn.
b) Nu mun chnh xc = 0,1 th kch thc mu cn thit l bao nhiu.
7.21 xc nh chiu cao trung bnh ca tr em 8 tui thnh ph, ngi ta tin hnh ngu
nhin o chiu cao ca 100 em hc sinh lp 3 (8 tui) mt trng tiu hc v c kt qu:
Khong
chiu cao
110-112
112-114
114-116
116-118
118-120
120-122
122-124
124-126
126-128
S em
tng ng
14
17
20
16
10
a) Tm khong tin cy 95% cho chiu cao trung bnh ca tr em 8 tui thnh ph.
b) Nu mun khong c lng c chnh xc = 0,5 cm th cn phi ly mu kch
thc bao nhiu.
7.22 c lng t l phn trm ph phm ca mt l hng ngi ta tin hnh kim tra ngu
nhin 400 sn phm v nhn thy c 16 ph phm. Vi mc tin cy 95% hy c lng t l
ph phm ti a ca l hng.
7.23 xc nh gi trung bnh i vi mt loi hng ho trn th trng, ngi ta iu tra ngu
nhin ti 100 ca hng thu c s liu sau y
134
Ga X (ngh n ng)
S ca hng ni
83 85 87 89 91 93 95 97 99 101
6 7 12 15 30 10 8 6 4
2
Vi tin cy 95% hy tm khong tin cy cho gi trung bnh ca loi hng ho ni trn.
7.24 Ngi ta o mt i lng khng i 25 ln bng mt dng c o khng c sai s h thng
v sai s o trung bnh bng 0. Gi s sai s ca php o tun theo quy lut phn b chun v
phng sai mu o c bng 0,5. Hy xc nh khong tin cy 95% cho phng sai ca sai
s o.
135
Chng VIII: Kim nh gi thit thng k
CHNG VIII: KIM NH GI THIT THNG K

GII THIU
Mt dng khc ca quy np thng k l kim nh gi thit thng k. y l mt phng
php quan trng cho php gii quyt nhiu bi ton trong thc t. Ni dung ca kim nh gi
thit thng k l da vo mu c th v cc quy tc hay th tc quyt nh dn n bc b hay
chp nhn gi thit ca tng th.
Gi thit thng k l gi thit v dng phn b xc sut ca bin ngu nhin gc ca tng
th hoc cc tham s c trng, tnh cht ca bin ngu nhin ny. Gi thit thng k l nhng
iu ta mun bo v hoc ta nghi ng mun bc b, c pht biu di dng H0. Cnh tranh vi
gi thit ny l i thit H1, theo ngha rng nu bc b H0 th chp nhn H1 v ngc li.
Php kim nh gi thit thng k da vo hai nguyn l: Php chng minh phn chng v
nguyn l xc sut nh. kim nh gi thit H0, da vo hai nguyn l ny ta gi s rng H0
ng t xy dng mt bin c A c xc sut b (bng mc ngha ca php kim nh). Theo
nguyn l xc sut nh th trong mt vi ln th bin c A khng xy ra. V vy nu vi mt mu
c th no m A xy ra th gi thit rng H0 ng l v l do ta bc b H0, cn nu A
khng xy ra th ta cha c c s bc b H0. Bin c A c gi l min bc b.
Hai dng bi ton kim nh xt trong chng ny l: kim nh tham s v kim nh phi
tham s.
-
Kim nh tham s l kim nh tham s c trng ca bin ngu nhin gc trong

tng th: k vng, phng sai, tn sut ca tng th. Kim nh v s bng nhau ca
hai k vng, hai phng sai hoc hai tn sut ca tng th.
Kim nh phi tham s bao gm cc bi ton v quy lut phn b xc sut ca bin
ngu nhin gc ca tng th, v tnh c lp ca hai du hiu nghin cu nh tnh,
v tnh thun nht ca tng th nghin cu.
L thuyt kim nh gi thit thng k c nhiu ng dng trong thc t, gip cc nh qun
l kim tra tnh ng n ca cc quyt nh.
hc tt chng ny hc vin cn nm vng chng VI v l thuyt mu.
NI DUNG
8.1. KHI NIM CHUNG
Trong chng trc ta gii quyt cc bi ton v c lng tham s c trng ca du hiu
nghin cu ca tng th bng cch a v c lng cc tham s c trng ca cc bin ngu
nhin gc. Trong chng ny ta s nghin cu bi ton kim nh gi thit v cc tham s c
trng ca tng th.
135

Phng php kim nh gi thit thng k l da vo mu c th v cc cc quy tc hay th
tc quyt nh dn n bc b hay chp nhn gi thit ca tng th. Trong mc ny ta tm hiu cc
khi nim: gi thit thng k, cc nguyn tc xy dng quy tc kim nh, min bc b, sai lm
khi kim nh
8.1.1. Gi thit thng k
V cc du hiu nghin cu c th xem l cc bin ngu nhin gc do gi thit thng k
l gi thit v dng phn b xc sut. Chng hn s khch hng n im phc v c theo quy lut
phn b Poisson hay khng? Nhu cu ca th trng i vi sn phm no c theo quy lut
chun khng?
Nu phn b ca bin ngu nhin gc c c trng bi cc tham s (nh gi tr trung
bnh, phng sai, tham s p ca quy lut khng mt ), th gi thit thng k l gi thit v
tham s ca phn b .
i vi bi ton c hai du hiu nghin cu th gi thit thng k c th l gi thit v s
c lp ca chng hoc so snh cc tham s c trng ca chng.
Gi thit a ra kim nghim c k hiu l H0, gi l gi thit khng. l gi thit
m ta mun bo v hoc ta nghi ng mun bc b. Ngoi gi thit H0 ra, ta cn phi nh ra mt
gi thit cnh tranh vi H0 gi l i thit, k hiu H1. i thit H1 s c chp nhn khi H0 b
bc b.
Cn ch rng i thit H1 khng nht thit l ph nh ca gi thit H0. Chng hn gi
thit H0: nhu cu th trng v loi hng ha ny l = 1000 n v/thng. Nu ta nghi ng rng
nhu cu ny khng ng th i thit H1 l 1000 , nhng nu do tip th tt, do chnh sch hu
mi tt ngi ta ngh rng nhu cu v mt hng ny tng ln th i thit H1 l > 1000 .
Qui tc kim nh da trn hai nguyn l sau:
*
Nguyn l xc sut nh: "Nu mt bin c c xc rt nh th trong mt hay vi

php th th bin c coi nh khng xy ra".
Phng php phn chng: " bc b A ta gi s A ng th dn n mt iu v

l".
Da vo hai nguyn l ny ta a ra phng php chung kim nh mt gi thit thng

k nh sau: kim nh H0 trc ht gi s H0 ng t ta tm c bin c A m xc sut
xut hin bin c A l rt b v ta c th xem A khng th xy ra trong mt php th v bin c
ny. Lc nu trn mt mu c th quan st c m bin c A xut hin th iu ny tri vi
nguyn l xc sut nh. Vy H0 sai v bc b n. Cn nu A khng xy ra th ta cha c c s
bc b H0.
Ta thc hin phng php trn bng cc bc c th sau:
136

8.1.2. Tiu chun kim nh gi thit thng k
T bin ngu nhin gc X
W = ( X 1 , X 2 , ... , X n ) . Chn thng k
ca tng th lp mu ngu nhin kch thc n :
T = T ( X 1 , X 2 , ... , X n , 0 )
(8.1)
trong 0 l tham s lin quan n gi thit cn kim nh. Nu H0 ng th thng k T c quy

lut phn b xc sut xc nh. Thng k T c gi l tiu chun kim nh.
8.1.3. Min bc b gi thit
Sau khi chn tiu chun kim nh T , vi b cho trc (thng c ly bng
0,05 hoc 0,01) v vi iu kin H0 ng ta c th tm c min W sao cho T nhn gi tr
trong min W vi xc sut bng :
P {T W H 0 } =
(8.2)
Gi tr c gi l mc ngha ca kim nh v min W gi l min bc b gi thit

H0 vi mc ngha .
8.1.4. Gi tr quan st ca tiu chun kim nh
Thc hin php th vi mu ngu nhin W = ( X 1 , X 2 , ... , X n ) thu c mu c th
w = ( x1 , x 2 , ... , x n ) , thay gi tr ny vo thng k (8.1) ta c gi tr quan st ca tiu chun

kim nh:
Tqs = ( x1 , x 2 , ... , x n , 0 )
(8.3)
8.1.5. Quy tc kim nh gi thit thng k

So snh gi tr quan st ca tiu chun kim nh vi min bc b W v kt lun theo quy
tc sau:
1. Nu Tqs W , theo nguyn tc kim nh th H0 sai, do ta bc b H0 tha nhn H1.
2. Nu Tqs W th iu ny cha khng nh rng H0 ng m ch c ngha l qua mu
c th ny cha khng nh c l H0 sai. Do ta ch c th ni rng qua mu c th
ny cha c c s bc b H0 (trn thc t l tha nhn H0).
8.1.6. Sai lm loi mt v sai lm loi hai
Vi quy tc kim nh nh trn c th mc hai loi sai lm sau:
1. Sai lm loi I: l sai lm mc phi khi bc b gi thit H0 trong khi H0 ng. Ta thy
xc sut mc sai lm loi I ng bng mc ngha . Tht vy, xc sut ta bc b H0
137

bng xc sut bin c
{T W },
do khi H0 ng th xc sut ny bng
P{T W H 0 } = . Sai lm loi I sinh ra do kch thc mu qu nh, do phng php

ly mu v.v
2. Sai lm loi II: l sai lm mc phi khi tha nhn gii thit H0 trong khi H0 sai, iu
ny xy ra khi gi tr quan st Tqs khng thuc min bc b W trong khi H1 ng.
Vy xc sut sai lm loi II l xc nh nh sau:
P {T W H1} =
(8.4)
Xc sut ca bin c i ca sai lm loi II: P{T W H1 } = 1 gi l lc lng kim nh.

Thc t
Quyt nh
Bc b H0
Khng bc b H0
H0 ng
H0 sai
Sai lm loi I
Quyt nh ng
Xc sut =
Xc sut = 1
Quyt nh ng
Sai lm loi II
Xc sut = 1
Xc sut =
Ta mun tm mt qui tc kim nh m c hai loi sai lm trn l cc tiu. Nhng khng tn
ti kim nh l tng nh vy, v ni chung khi gim sai lm loi I th sai lm loi II tng v
ngc li. Chng hn nu ly = 0 th s khng bc b bt k gi thit no, k c gi thit sai,
vy s t cc i. Mt khc trong bi ton kim nh th gi thit H0 l gi thit quan trng, do
sai lm v n cng nh cng tt. V vy cc nh thng k a ra phng php sau:
Sau khi ta chn sai lm loi I nh mc ngha , vi mu kch thc n xc nh, ta
chn ra min bc b W sao cho xc sut sai lm loi II l nh nht hay lc lng kim nh l
ln nht. Ngha l cn tm min bc b W tha mn iu kin:
P{T W H 0 } = v P{T W H1 } = 1 max

nh l Neymann - Pearson ch ra rng nhiu bi ton quan trng trong thc tin c th tm
c min bc b W tha mn iu kin trn.
Vic chn mc ngha bng bao nhiu ty thuc vo tng trng hp c th, ty thuc
vo ngha ca bi ton.
8.1.7. Th tc kim nh gi thit thng k
Qua ni dung trnh by trn ta c th xy dng mt th tc kim nh gi thit thng k
bao gm cc bc sau:
138

a) Pht biu gi thit H0 v i thit H1.
b) T tng th nghin cu lp mu ngu nhin kch thc n .
c) Chn tiu chun kim nh T v xc nh quy lut phn b xc sut ca T vi iu
kin gi thit H0 ng.
d) Vi mc ngha , xc nh min bc b W tt nht ty thuc vo i thit H1.
e) T mu c th tnh gi tr quan st ca tiu chun kim nh Tqs .
f) So snh gi tr quan st ca tiu chun kim nh Tqs vi min bc b W v kt lun.
8.2. KIM NH THAM S
8.2.1. Kim nh gi thit v k vng ca bin ngu nhin c phn b theo quy lut chun
Gi s bin ngu nhin gc X trong tng th c phn b chun N (; 2 ) , cn kim nh
k vng . Nu c c s gi thit rng k vng bng gi tr 0 ta a ra gi thit thng k
H0 : = 0 .
Ta xt cc trng hp sau:
8.2.1.1. Trng hp bit phng sai
Gi s phng sai 2 ca bin ngu nhin gc X trong tng th c phn b chun
N (; 2 ) bit. T tng th rt ra mt mu ngu nhin kch thc n :
W = ( X 1 , X 2 , ... , X n ) .
Xt thng k
T=
( X 0 ) n
(8.5)
Nu gi thit H0 ng (theo cng thc (6.29) chng VI) th thng k T c phn b chun
tc N (0;1) . Ta xy dng cc min bc b da vo i thit H1.
a) Bi ton 1: H0: = 0 ; H1: 0 . Ta ni y l bi ton kim nh hai pha.
Min bc b
( X 0 ) n
W = T =
; T > U/2 .
(8.6)
b) Bi ton 2: H0: = 0 ; H1: > 0 . y l bi ton kim nh mt pha.

Min bc b
( X 0 ) n
W = T =
; T > U .
(8.7)
139

c) Bi ton 3: H0: = 0 ; H1: < 0 . y l bi ton kim nh mt pha.
Min bc b
( X 0 ) n
W = T =
; T > U
trong U / 2 , U l gi tr ti hn mc
(8.8)
v mc ca phn b chun tc N (0;1) .
Lp mu c th w = ( x1 , x 2 , ... , x n ) v tnh gi tr quan st ca tiu chun kim nh
Tqs =
( x 0 ) n
v so snh vi min bc b W kt lun.
8.2.1.2. Trng hp cha bit phng sai, kch thc mu n 30 (c th khng cn phn
b chun)
Trng hp phng sai 2 cha bit: Vi kch thc n ln ( n 30 ) v gi thit H0
ng (tng t (2.2.2) chng 7) th thng k:
T=
( X 0 ) n
S
(8.9)
xp x phn b chun tc N (0;1) . Ta xy dng cc min bc b da vo i thit H1.

a) Bi ton 1: H0: = 0 ; H1: 0 . Ta ni y l bi ton kim nh hai pha.
Min bc b
( X 0 ) n
W = T =
; T > U/2 .
S
(8.10)
b) Bi ton 2: H0: = 0 ; H1: > 0 . y l bi ton kim nh mt pha.

Min bc b
( X 0 ) n
W = T =
; T > U .
S
(8.11)
c) Bi ton 3: H0: = 0 ; H1: < 0 . y l bi ton kim nh mt pha.

Min bc b
( X 0 ) n
W = T =
; T > U .
S
(8.12)
V d 8.1: Mt hng bun mun bit xem phi chng c s khng n nh trung bnh v
lng hng bn c trung bnh trn mt nhn vin bn hng so vi cc nm trc (lng
bng 7,4). Mt mu ngu nhin gm 40 nhn vin bn hng c la chn v tm thy lng hng
trung bnh ca h l x = 6,1 vi lch chun l s = 2,5 . Vi mc ngha = 1% c th ni
rng lng hng bn c trung bnh trn mi u ngi c s thay i khng?
140

Gii: Gi l lng hng bn c trung bnh trn mi nhn vin bn hng ca hng bun.
Ta kim nh: Gi thit H0: = 7,4 ; i thit H1: 7,4.
Tiu chun kim nh: T =
( X 7,4) n
S
Min bc b: = 0,01
( X 7, 4) n
; T > 2,575 .
U = 2,575 W = T =
S
2
(6,1 7,4) 40
= 3,289 . Vi mu c th ny gi tr quan st ca tiu chun kim
2,5
nh ri vo min bc b, vy ta c th kt lun rng s lng hng bn c trung bnh ca mi
nhn vin bn hng l c thay i.
Tqs =
V d 8.2: Mt cng tyi c mt h thng my tnh c th x l 1200 ha n trong mt gi.

Cng ti mi nhp mt h thng my tnh mi. H thng ny khi chy kim tra trong 40 gi cho
thy s ha n c x l trung bnh trong 1 gi l 1260 vi lch chun 215. Vi mc ngha
5% hy nhn nh xem h thng mi c tt hn h thng c hay khng?
Gii: Gi l s ha n trung bnh m h thng my tnh mi x l c trong 1 gi.
Ta kim nh:
Gi thit H0: = 1200; i thit H1: > 1200.
( X 1200) n
S
( X 1200) n
; T > 1, 64 .
Min bc b: = 0,05 U = 1,64 W = T =
S
Thay gi tr c th ca mu vo cng thc (8.9) ta c
Tqs =
(1260 1200) 40
= 1,76 .
215
Vi mu c th ny gi tr quan st ca tiu chun kim nh ri vo min bc b, vy ta c

th kt lun h thng my tnh mi tt hn h thng c.
8.2.1.3. Trng hp cha bit phng sai, kch thc mu n < 30
Gi s gi thit H0 ng, xt thng k
T=
( X 0 ) n
S
(8.13)
141

theo cng thc (6.32) thng k T c phn b Student n 1 bc t do. Ta xy dng cc min bc
b da vo i thit H1.
a) Bi ton 1: H0: = 0 ; H1: 0 .
( X 0 ) n
W = T =
; T > t / 2 (n 1) .
S
Min bc b:
(8.14)
ca phn b Student n 1 bc t do.
b) Bi ton 2: H0: = 0 ; H1: > 0 .
( X 0 ) n
W = T =
; T > t (n 1) .
S
Min bc b:
(8.15)
trong t (n 1) l gi tr ti hn mc ca phn b Student n 1 bc t do.

c) Bi ton 3: H0: = 0 ; H1: < 0 .
( X 0 ) n
W = T =
; T > t (n 1) .
S
Min bc b:
(8.16)
V d 8.3: Mt cng ty sn xut ht ging tuyn b rng mt loi ging mi ca h c nng

sut trung bnh l 21,5 t/ha. Gieo th ging mi ny ti 16 vn th nghim v thu c kt qu:
19,2; 18,7; 22,4; 20,3; 16,8; 25,1; 17,0; 15,8; 21,0; 18,6; 23,7; 24,1; 23,4; 19,8; 21,7; 18,9.
Da vo kt qu ny hy xc nhn xem qung co ca cng ty c ng khng. Mc ngha
c la chn l = 0,05. Bit rng nng st ging cy trng l mt bin ngu nhin c phn b
chun N ( ; 2 ) .
Gii: Gi l nng sut trung bnh ca loi ging mi.
Ta cn kim nh gi thit H0: = 21,5; i thit H1: 21,5.
( X 21,5) n
.
S
= 0,025 ca phn b Student 15 bc t do l

2
( X 21,5) n
W = T =
; T > 2,131 .
S
Tra bng ta tnh c gi tr ti hn mc

2,131. Do min bc b:
T mu c th trn tnh c:
x = 20,406 , s = 3,038 Tqs =

142
(20,406 21,5) 16
= 1,44 .
3,038

V Tqs = 1, 44 < 2,131 nn cha c c s bc b H0. C ngha l vi s liu ny th c
th chp nhn li qung co ca cng ty.
8.2.2. Kim nh gi thit v phng sai ca bin ngu nhin c phn b chun(*)
Gi s trong tng th bin ngu nhin gc c phn b chun N (; 2 ) , phng sai 2
cha bit song c c s gi thit rng gi tr ca n bng 02 .
Ta kim nh gi thit H0: 2 = 02 .
T tng th rt ra mt mu ngu nhin kch thc n : W = ( X 1 , X 2 , ... , X n ) .
Nu gi thit H0 ng, theo cng thc (6.31) th thng k sau c phn b khi bnh phng
n 1 bc t do
T=
(n 1) S 2
02
(8.17)
Vi mc ngha , ta xy dng cc min bc b ty thuc vo i thit H1 nh sau:

a. H0: 2 = 02 ; H1: 2 02 .
(n 1) S 2
2
2
W = T =
;
T
(
n
1
)
hoc
T
(
n
1
)
<
>
1
02
2
2
(8.18)
b. H0: 2 = 02 ; H1: 2 > 02 .
(n 1) S 2
2
W = T =
;
T
(
n
1
)
>
02
(8.19)
c. H0: 2 = 02 ; H1: 2 < 02 .
(n 1) S 2
2
W = T =
;
T
(
n
1
)
<
02
(8.20)
V d 8.4: kim tra chnh xc ca mt my ngi ta o ngu nhin kch thc ca 15

chi tit do my sn xut v tnh c s 2 = 14,6 . Vi mc ngha =0,01 hy kt lun v
hot ng ca my, bit rng kch thc chi tit do my sn xut ra l bin ngu nhin c phn
b chun c dung sai theo thit k l 2 =12.
Gii: Gi X l kch thc chi tit, theo gi thit X c phn b chun N (; 2 ) . Vy y
l bi ton kim nh gi thit:
H0: 2 = 12; H1: 2 12 .
143

Do = 0,01, tra bng khi bnh phng 14 bc t do ta c:
2 (n 1) = 02,005 (14) = 3,57 ; 2
( n 1)
2
= 02,995 (14) = 28,3 .
Thay gi tr mu c th vo cng thc (8.17) ta tnh c gi tr quan st ca tiu chun

kim nh:
Tqs =
14 14,6
= 17,03 .
12
Gi tr ny khng ri vo min bc b, vy cha c c s bc b H0 hay c th ni my

mc vn lm vic bnh thng.
8.2.3. Kim nh gi thit v k vng ca bin ngu nhin c phn b khng mt A(p)
Gi s ta n mt c trng A no m mi c th ca tng th c th c tnh cht
ny hoc khng. Gi p l tn sut c c trng A ca tng th, nh thy trong chng VII
du hiu nghin cu ny l mt bin ngu nhin X c phn b khng mt A( p ) vi k vng
bng p . Nu p cha bit, song c c s gi thit rng gi tr ny bng p 0 . Ta kim nh gi
thit H0: p = p 0 .
T tng th rt ra mt mu ngu nhin kch thc n , gi f l tn sut mu (cng thc
(5.19)-(6.21)). Xt thng k
T=
( f p0 ) n
p0 (1 p0 )
(8.21)
Nu gi thit H0 ng, p dng nh l gii hn trung tm (cng thc (6.41)) th khi n

ln thng k trn xp x phn b chun tc N (0;1) .
Trong thc t khi
np 0 > 5
n(1 p 0 ) > 5
(8.22)
th c th xem thng k (8.21) c phn b chun tc N (0;1) . Do vi mc ngha v ty

thuc i thit H1 ta c th xy dng cc min bc b tng ng.
a) H0: p = p 0 ; H1: p p 0 .
( f p0 ) n
W = T =
; T > U
p0 (1 p0 )
(8.23)
( f p0 ) n
W = T =
; T > U
p0 (1 p0 )
(8.24)
b) H0: p = p 0 ; H1: p > p 0 .
144

c) H0: p = p 0 ; H1: p U
p0 (1 p0 )
(8.25)
Vi mu c th tnh gi tr quan st ca tiu chun kim nh Tqs , so snh vi W v kt lun.

V d 8.5: Mt ng chnh tr trong mt cuc bu c tng thng nc n tuyn b rng c
45% c tri s b phiu cho ng c vin A ca ng h.
Chn ngu nhin 2000 c tri thm d kin v cho thy c 862 c tri tuyn b s b
phiu cho A.
Vi mc = 5%, hy kim nh xem d on ca ng trn c ng khng.
Gii: Gi p l t l c tri s b phiu cho ng c vin A.
Ta cn kim nh: Gi thit H0: p = 0,45 ; i thit H1: p 0,45.
(Bi v ta khng c c s no cho rng d on ca ng trn l cao hn 0,45 hay thp
hn 0,45).
np 0 = 2000 0,45 = 900 > 5

V rng iu kin
tha mn nn c th chn tiu chun
n(1 p 0 ) = 2000 0,55 = 1100 > 5
862
= 0,431 ta c gi tr quan st
kim nh theo cng thc (8.21). Thay mu c th vi f =
2000
ca tiu chun kim nh Tqs =
(0,431 0,45) 2000

0,45 0,55
= 1,708 .
Vi mc ngha = 0,05 U = 1,96. Ta thy Tqs < 1,96. Vy khng c c s bc

2
b H0.
8.2.4. Kim nh gi thit v hai k vng ca hai bin ngu nhin c phn b chun(*)
nh bin ngu nhin X 1 c phn b chun N (1 ; 12 ) . tng th th hai du hiu nghin cu
c xem nh bin ngu nhin X 2 c phn b chun N ( 2 ; 22 ) . Nu 1 v 2 cha bit song
c c s gi thit rng gi tr ca chng bng nhau, ngi ta a ra gi thit thng k: H0:
1 = 2
Ta kim nh gi thit trn theo cc trng hp sau:
8.2.4.1. Trng hp hai phng sai 12 v 22 ca hai bin ngu nhin gc bit
145
W1 = ( X 11 , X 12 , ... , X 1n1 ) ;
W2 = ( X 21 , X 22 , ... , X 2n 2 ) .
Chn thng k sau lm tiu chun kim nh:
T=
( X1 X 2 ) ( 1 2 )
12
n1
22
(8.26)
n2
Theo cng thc (6.33) chng VI, thng k T c phn b chun tc N (0;1) . Nu gi thit
H0 ng th thng k T c dng:
T=
X1 X 2
12
n1
22
+
~ N (0;1)
(8.27)
n2
V vy vi mc ngha cho trc v ty thuc vo dng ca i thit H1, ta xy dng

cc min bc b tng ng:
a) H0: 1 = 2 ; H1: 1 2 (kim nh hai pha).
X1 X 2
W = T =
; T > U
12 22
2
+
n1 n2
(8.28)
b) H0: 1 = 2 ; H1: 1 > 2 (kim nh mt pha).
X1 X 2
W = T =
; T > U
12 22
+
n1 n2
(8.29)
c) H0: 1 = 2 ; H1: 1 < 2 (kim nh mt pha).
X1 X 2
W = T =
; T > U
12 22
+
n1 n2
(8.30)
Lp hai mu c th t X1 v X 2 v tnh gi tr quan st ca tiu chun kim nh Tqs , so

snh vi min bc b W v kt lun.
146

V d 8.6: Ti mt x nghip ngi ta xy dng hai phng n gia cng cng 1 loi chi tit.
nh gi xem chi ph trung bnh v nguyn liu theo hai phng n y c khc nhau hay
khng ngi ta tin hnh sn xut th v thu c cc kt qu sau:
Phng n 1: 2,5
3,2
3,5
3,8
3,5
Phng n 2: 2,0
2,7
2,5
2,9
2,3
2,6
Vi mc ngha = 0, 05 , hy kt lun v vn trn bit rng chi ph nguyn liu theo

c hai phng n gia cng u l cc bin ngu nhin c phn b chun vi 12 = 22 = 0,16 .
Gii: Gi X1 v X 2 tng ng l chi ph nguyn liu theo hai phng n gia cng trn.
Theo gi thit X1 v X 2 c phn b chun. Vy chi ph trung bnh theo cc phng n l 1
v 2 . y l bi ton kim nh: Gi thit H0: 1 = 2 ; i thit H1: 1 2 .
Theo cng thc (8.27) tiu chun kim nh l T =
X1 X 2
0,16 0,16
+
5
6
Do = 0,05 U = 1,96 . Vy min bc b W = { T > 1,96} .

2
T mu c th ta tnh c: x1 = 3,3 ; x 2 = 2,5 , thay vo ta c gi tr quan st ca tiu
3,3 2,5
= 3,33 > 1,96 . Vy Tqs W , bc b H0 tha nhn H1 tc

0,16 0,16
+
5
6
l chi ph nguyn liu theo hai phng n gia cng trn thc s khc nhau.
chun kim nh Tqs =
8.2.4.2. Trng hp hai phng sai 12 v 22 ca hai bin ngu nhin gc cha bit nhng
12 = 22
W1 = ( X 11 , X 12 , ... , X 1n1 ) ;
W2 = ( X 21 , X 22 , ... , X 2n 2 ) .
T=
Vi Sp =
( X1 X 2 ) ( 1 2 )
1 1
+
Sp
n1 n2
(8.31)
(n1 1) S12 + (n2 1) S 22

n1 + n 2 2
147

Theo cng thc (6.36) chng VI, thng k T c phn b Student vi n1 + n2 2 bc t
do. Nu gi thit H0 ng th thng k T c dng :
T=
( X1 X 2 )
1 1
+
Sp
n1 n2
(8.32)
V vy vi mc ngha , ta xy dng cc min bc b tng ng:

a) H0: 1 = 2 ; H1: 1 2 (kim nh hai pha).
X1 X 2
W = T =
; T > t / 2 (n1 + n2 2)
1 1
+
Sp
n1 n2
(8.33)
b) H0: 1 = 2 ; H1: 1 > 2 (kim nh mt pha).
X1 X 2
W = T =
; T > t (n1 + n2 2)
1 1
+
Sp
n1 n2
(8.34)
c) H0: 1 = 2 ; H1: 1 < 2 (kim nh mt pha).
X
X
1
2
W = T =
; T > t (n1 + n2 2)
1 1
+
Sp
n1 n2
(8.35)
Lp hai mu c th t X1 v X 2 , tnh gi tr quan st ca tiu chun kim nh Tqs , so

V d 8.7: Mt nghin cu c thc hin i vi 20 ngi ca thnh ph A v 19 ngi
thnh ph B xem thu nhp hng nm (tnh bng triu ng) ca dn c hai thnh ph c thc
s khc nhau hay khng. Cc s liu mu thu c nh sau:
n1 = 20 ; x1 = 18,27 ; s12 = 8,74 .

n2 = 19 ; x 2 = 16,78 ; s 22 = 6,53 .
Vy vi mc ngha = 0,05 c th cho rng thu nhp bnh qun ca dn c hai thnh
ph ny l khc nhau hay khng. Gi s thu nhp hng nm ca dn c hai thnh ph ny cng
phn b chun vi phng sai nh nhau.
148

Gii: Gi X 1 v X 2 tng ng l thu nhp hng nm ca dn c hai thnh ph . Theo
gi thit X 1 v X 2 c phn b chun vi cc phng sai bng nhau. Do kim nh gi thit
H0: 1 = 2 ; H1: 1 2 .
Ta s dng tiu chun kim nh (8.32) v min bc b W (8.33).
Vi = 0, 05 t / 2 (n1 + n2 2) = t0,025 (37) = 2, 021 .
T mu c th ta tnh c Sp =
19 8,74 + 18 6,58
= 2,773 .
20 + 19 2
Do gi tr quan st ca tiu chun kim nh Tqs =
18,27 16,78
1
1
0,773
+
20 19
= 1,677 .
V Tqs W do vi hai mu c th ny th cha c c s bc b H0, tc l c th xem

thu nhp trung bnh hng nm ca dn hai thnh ph l nh nhau.
8.2.4.3. Trng hp hai phng sai 12 v 22 ca hai bin ngu nhin gc cha bit v
khng th cho rng chng bng nhau ( 12 22 )
T=
( X1 X 2 ) ( 1 2 )
(8.36)
S12 S 22
+
n1 n2
Theo cng thc (6.37) chng VI, thng k T c phn b Student k bc t do, trong :
k=
(n1 1)(n2 1)
(n2 1)C 2 + (n1 1)(1 C ) 2
; C=
S12
n1
S12 S 22
+
n1 n2
Nu gi thit H0 ng th thng k T c dng:
T=
X1 X 2
S12
n1
S 22
(8.37)
n2
Vi mc ngha , ta xy dng cc min bc b tng ng:

149

a) H0: 1 = 2 ; H1: 1 2 (kim nh hai pha).
X1 X 2
W = T =
; T > t / 2 (k )
S12 S22
+
n1 n2
(8.38)
b) H0: 1 = 2 ; H1: 1 > 2 (kim nh mt pha).
X1 X 2
W = T =
; T > t (k )
S12 S22
+
n1 n2
(8.39)
c) H0: 1 = 2 ; H1: 1 < 2 (kim nh mt pha).
X1 X 2
W = T =
; T > t (k )
S12 S22
+
n1 n2
(8.40)

V d 8.8: kim nghim hiu qu ca mt loi thuc ty giun cho ln, ngi ta bt ngu
nhin 14 con ln t mt tri chn nui v chia thnh 2 nhm: Nhm I cho ung thuc ty giun v
Nhm II khng cho ung thuc ty giun.
Sau thi gian dng thuc, khi git tht hai nhm ln trn cho kt qu sau v s giun c trong
nhng con ln thuc hai nhm trn.
Nhm I:
18
43
28
50
16
32
13
Nhm II:
40
54
26
63
21
37
39
Vi mc ngha = 0,05 hy kt lun xem loi thuc ty giun ni trn c thc s hiu
qu hay khng. Gi thit rng s lng giun c phn b chun.
Gii: Gi X 1 v X 2 tng ng l s giun trong mi con ln thuc hai nhm trn. Theo gi
thit X 1 v X 2 c phn b chun vi cc phng sai 12 , 22 cha bit v khng th cho rng
chng bng nhau. S giun trung bnh l 1 v 2 . kim nh gi thit:
H0: 1 = 2 ; H1: 1 < 2 .
150

T hai mu c th ta tnh c: n1 = 7 ; x1 = 28,57 ; s12 = 198,62 .
n2 = 7 ; x 2 = 40,00 ; s 22 = 215,33 .
Ta c C =
S12
n1
S12
n1
S 22
= 0,4798 k =
66
2
6 0,4798 + 6 0,5202 2
12 .
n2
Vi = 0, 05 t (k ) = t0,05 (12) = 1, 782 .

Gi tr quan st ca tiu chun kim nh Tqs =
28,52 40
198,62 215,33
+
7
19
= 1,49 .
V Tqs W do vi mc ngha 0,05 v t hai mu c th ny th cha c c s bc

b H0, tc l cha th ni loi thuc ty giun c th nghim l c hiu qu.
8.2.5. Kim nh gi thit v s bng nhau ca hai phng sai ca hai bin ngu nhin c
phn b chun (*)
Xt hai bin ngu nhin gc ca hai tng th cng c phn b chun. bin ngu nhin X 1
c phn b chun N ( 1; 12 ) . bin ngu nhin X 2 c phn b chun N ( 2 ; 22 ) . Khc vi
trng hp 2.4, y ta cn kim nh s bng nhau ca hai phng sai 12 v 22 :
H0: 12 = 22
kim nh gi thit trn t hai tng th ni trn rt ra hai mu ngu nhin c lp kch
thc tng ng l n1 v n2 :
W1 = ( X 11 , X 12 , ... , X 1n1 ) ; W2 = ( X 21 , X 22 , ... , X 2n 2 ) .

T=
S12 22
S 22 12
(8.41)
Gi s S12 > S 22 , t cng thc (6.38) chng VI ta bit thng k T c phn b FisherSnedecor vi n1 1 v n 2 1 bc t do.
151

Nu gi thit H0 ng th tiu chun kim nh c dng:
T=
S12
S 22
; ( S12 > S 22 ) .
(8.42)
v vn c phn b Fisher-Snedecor vi n1 1 v n 2 1 bc t do. Do vi mc ngha cho

trc v ty thuc vo dng ca i thit H1, ta xy dng cc min bc b tng ng:
a)
H0: 12 = 22 ; H1: 12 22 (kim nh hai pha).
S12
W = T = 2 ; T < f (n1 1, n2 1) hoc T > f / 2 (n1 1, n2 1)
1
S2
2
(8..43)
b) H0: 12 = 22 ; H1: 12 > 22 (kim nh mt pha).
S12
W = T = 2 ; T > f (n1 1, n2 1)
S2
(8.44)

V d 8.9: C hai ging la c nng sut trung bnh xp x nh nhau song mc phn tn
v nng sut c th khc nhau. kim tra iu ngi ta gt mu ti 2 vng trng hai ging
la v thu c kt qu sau:
Ging la
S im gt
Phng sai
n1 = 41
s12 = 11,41
n2 = 30
s 22 = 6,52
Vi mc ngha = 0,05 hy kt lun v vn trn, bit nng sut la l bin ngu

nhin c phn b chun.
Gii: Gi X 1 v X 2 tng ng l nng sut ca hai ging la A v B. Theo gi thit X 1
v X 2 c phn b chun. y l bi ton kim nh cp gi thit:
H0: 12 = 22 ; H1: 12 22 .
152
f (n1 1, n2 1) = f 0,025 (40, 29) = 2, 03

2
Vi = 0, 05
.
1
f1 (n1 1, n2 1) = f (n 1, n 1) = 0,52
1
2
2
2
S12
Vy min bc b l W = T = 2 ; T < 0,52 hoc T > 2,03 .
S2
Gi tr quan st ca tiu chun kim nh Tqs =
11,41
= 1,75 .
6,52
V Tqs W do vi mc ngha 0,05 v t hai mu c th ny th cha c c s bc

b H0, tc l phn tn ca nng sut hai ging la trn l nh nhau.
8.2.6. Kim nh gi thit v s bng nhau ca hai k vng ca hai bin ngu nhin c phn
b A( p )
nh bin ngu nhin X 1 c phn b khng mt A( p1 ) . tng th th hai du hiu nghin cu
c xem nh bin ngu nhin X 2 c phn b khng mt A( p 2 ) . Nu hai tham s p1 v p 2
cha bit song c c s gi thit rng gi tr ca chng bng nhau, ta a ra gi thit thng k:
H0: p1 = p 2 .
kim nh gi thit trn t hai tng th ni trn rt ra hai mu ngu nhin c lp kch
thc tng ng l n1 v n2 :
W1 = ( X 11 , X 12 , ... , X 1n1 ) ; W2 = ( X 21 , X 22 , ... , X 2n 2 ) .

Chn thng k sau lm tiu chun kim nh
T=
( f1 f 2 ) ( p1 p 2 )
p1 (1 p1 ) p 2 (1 p 2 )
+
n1
n2
(8.45)
Theo cng thc (6.42) chng VI, thng k T c phn b xp x chun tc N (0 ;1) khi
n1 > 30 v n2 > 30 .
Nu gi thit H0 ng ( p1 = p 2 = p ) th tiu chun kim nh tr thnh:
T=
f1 f 2
1
1
p(1 p) +
n1 n2
153

Thng thng p cha bit nn c thay bng c lng ca n l:
f =
n1 f1 + n2 f 2
.
n1 + n2
Nh vy ta c tiu chun kim nh:
T=
f1 f 2
1
1
f (1 f ) +
n1 n2
(8.46)
Thng k T c phn b xp x chun tc N (0 ;1) nu n1 > 30 v n2 > 30 . Do ty theo

mc ngha v i thit H1 ta xy dng cc min bc b tng ng:
a) H0: p1 = p 2 ; H1: p1 p 2 (kim nh hai pha).
W = T =
f1 f 2
; T > U
1 1
2
f (1 f ) +
n1 n2
(8.47)
b) H0: p1 = p 2 ; H1: p1 > p 2 (kim nh mt pha).
W = T =
f1 f 2
; T > U
1
1
f (1 f ) +
n1 n2
(8.48)
c) H0: p1 = p 2 ; H1: p1 U
1
1
f (1 f ) +
n1 n2
(8.49)

V d 8.10: Kim tra ngu nhin cc sn phm cng loi do hai nh my sn xut thu c
cc s liu sau:
154

Nh my
S sn phm c kim tra
S ph phm
n1 = 1100
x1 = 20
n2 = 950
x 2 = 31
Vi mc ngha = 0,05 c th coi t l ph phm ca hai nh my l nh nhau hay

khng?
Gii: Gi p1 v p 2 tng ng l t l ph phm ca hai nh my A v B. Nh vy y l
bi ton kim nh cp gi thit, i thit: H0: p1 = p 2 ; H1: p1 p 2 .
Chn tiu chun kim nh (8.46) v khi n1 v n2 ln th min bc b dng (8.47).
Do = 0,05 U = 1,96 . Min bc b W = { T > 1,96} .
2
Vi hai mu c th trn ta tnh c
f1 =
31
22 + 31
22
= 0,02 ; f 2 =
= 0,0344 ; f =
= 0,0265 ;
900
1100 + 900
1100
Tqs =
0,02 0,0344
1
1
0,0265 0,9735
+
1100 900
= 1,995 .
V Tqs W do ta c th bc b gi thit H0, vy t l ph phm ca hai nh my

khc nhau.
8.3. KIM NH PHI THAM S
Trong mc 2 ta kim nh cc gi thit v cc du hiu nghin cu ca tng th c cha cc
tham s v bi ton a v kim nh gi thit tham s. Tuy nhin trong thc t ta cng cn kim
nh gi thit khng cha cc tham s, chng hn kim nh v quy lut phn b xc sut ca du
hiu nghin cu, kim nh tnh c lp ca hai du hiu nghin cu , l bi ton kim nh
phi tham s.
8.3.1. Kim nh gi thit v quy lut phn b xc sut ca bin ngu nhin
Gi s cha bit quy lut phn b xc sut ca bin ngu nhin gc X trong tng th song
c c s gi thit rng X c phn b theo quy lut A no . Ta c th kim nh:
Gi thit H0: X c phn b xc sut theo quy lut A;
i thit H1: X c phn b xc sut khng theo quy lut A.
Sau y ta s dng tiu chun ph hp Pearson kim nh gi thit trn.
155

Phn hoch min gi tr ca X thnh k khong ri nhau C1 , C 2 , ... , C k . T tng th rt ra
mu ngu nhin kch thc n v gi n1 , n2 , ... , n k l cc tn s tng ng ca mu nm trong k
khong ny (gi l tn s thc nghim).
Nu gi thit H0 ng ta c th tnh c cc xc sut:
pi = P{X C i }; i = 1, k .
T ta c tn s l thuyt:
n i = npi ; i = 1, k .
Tiu chun kim nh c chn l thng k:
(ni n i ) 2
n i
i =1
k
T =
(8.50)
Ngi ta chng minh c rng khng ph thuc vo quy lut phn b xc sut ca bin
ngu nhin gc X trong tng th, khi n thng k T s hi t v quy lut phn b Khi bnh
phng vi k r 1 bc t do, trong r l s tham s cn c lng ca quy lut cn kim
nh. Cc tham s ny c c lng bng phng php hp l cc i. Chng hn nu quy lut
cn kim nh l quy lut phn b chun th c hai tham s cn c lng l v 2 nn r = 2 ,
cn nu quy lut cn kim nh l quy lut Poisson th r = 1 .
Vi mc ngha ta xy dng min bc b:
k
(n n i ) 2
; T > (k r 1)
W = T = i
n i
i =1
(8.51)
Ch rng tiu chun ph hp ca Pearson ch p dng c khi kch thc mu ln

( n > 50 ) v cc tn s thc nghim cng ln ( ni 5 ). Khi cc tn s qu nh ( ni < 5 ) th ta
phi ghp cc gi tr hay cc khong gii hn ca mu li tng gi tr tn s thc nghim ln.
V d 8.11: S li gi n mt trm in thoi X trong mt pht c cho trong bng sau:
S li gi ( xi )
S pht gi tng ng (ni )
18
22
25
19
11
Vi mc ngha = 0,01 c th coi X c phn b theo quy lut Poisson c khng?

Gii: Kim nh gi thit H0: X phn b theo quy lut Poisson;
i thit H1: X khng phn b theo quy lut Poisson.
156

T mu tnh c x = 2 l c lng ca tham s trong phn b Poisson. p dng
tiu chun kim nh (8.50) v min bc b (8.51) ta phi nhp li tha mn iu kin ni 5 .
S li gi ( xi )
S pht gi tng ng (ni )
18
22
25
19
11
tnh gi tr quan st ca tiu chun kim nh Tqs ta lp bng sau:
e 2 2 xi
xi !
n i = npi
ni n i
(ni n i ) 2
n i
0,1353
13,53
4,47
1,477
22
0,2707
27,07
-5,07
0,95
25
0,2707
27,07
-2,07
0,158
19
0,1804
18,04
0,96
0,051
11
0,0902
9,02
1,98
0,435
0,0527
5,27
-0,27
0,014
n = 100
1,0000
100
xi
ni
18
pi =
3,085
2
Do = 0,01
(k r 1) = 02,01 (6 1 1) = 13,277 . Vy Tqs W do cha c c
s bc b H0 hay c th coi X phn b theo quy lut Poisson.
8.3.2. Kim nh gi thit v tnh c lp ca hai du hiu nh tnh(*)

Gi s cn nghin cu ng thi hai du hiu nh tnh A v B. Ta chia du hiu A thnh h
mc A1 , A2 , ... , Ah v du hiu B thnh k mc B1 , B2 , ... , Bk .
Ta kim nh gi thit H0: A v B c lp;
i thit H1: A v B ph thuc.
kim nh gi thit trn t tng th lp mu ngu nhin kch thc n v trnh by di
dng sau:
157

A
B1
B2
Bk
Tng
A1
n11
n12
n1k
n1*
A2
n21
n22
n2k
n2*
Ah
nh1
nh 2
nhk
nh*
Tng
n*1
n*2
n*k
trong : ni l tng s cc tn s ng vi du hiu thnh phn Ai ;
n j l tng s cc tn s ng vi du hiu thnh phn B j ;

nij l tn s ng vi cc phn t ng thi mang du hiu Ai v B j .
Vi n ln th theo nh ngha thng k v xc sut ta c:
P( Ai B j )
P ( Ai )
nij
n
, i = 1, h ;
j = 1, k .
n j
ni
, i = 1, h . P ( B j )
, j = 1, k .
n
n
Nu gi thit H0 ng tc l A v B c lp th vi mi i = 1, h ; j = 1, k :
P ( Ai B j ) = P( Ai ) P ( B j ) tc l
Xt thng k:
nij ni n j
h k n
n
n
T = n
ni n j
i =1 j =1
n
n
nij
n
ni n j
.
n
n
Khai trin v phi cng thc trn v rt gn ta c
h k
nij2
1
T = n
n n
i =1 j =1 i j
(8.52)
C th chng minh c rng khi n phn b xc sut ca T dn ti phn b 2 vi
(h 1)(k 1) bc t do. V vy khi n ln, vi mc ngha ta xy dng min bc b:

158
h k
nij2
1 ; T > 2 (h 1)(k 1)
W = T = n
n n
i =1 j =1 i j
(8.53)
V d 8.12: Bng sau cho ta tn s sinh vin ng vi 3 mc ca A (kh nng hc ton: thp,
trung bnh, cao) v 3 mc ca B (s quan tm n mn xc sut thng k). Vi mc ngha
= 0,01 hy kim nh gi thit H0: A v B c lp vi nhau.
Thp
Trung
bnh
Cao
Tng
43
24
15
82
Trung bnh
31
46
37
114
Nhiu
12
20
49
81
Tng
86
90
101
277
Vi = 0,01 ta c 2 (h 1)(k 1) = 02,01 (4) = 13,28 . T mu c th trn ta tnh c

gi tr quan st ca tiu chun kim nh Tqs = 33,533 > 13,28 nn H0 b bc b. Vy cc c tnh
A v B khng c lp, tc nng lc ton hc ca sinh vin c quan h vi vic quan tm hay thch
th mn xc sut thng k.
8.3.3. Kim nh gi thit v tn s ca nhiu tng th (*)
Ta xt k tng th H1, H2, ,
hiu A . Gi pi
Hk. Mi c th ca chng c th mang hay khng mang du

l tn sut c du hiu A ca tng th Hi, ( i = 1, k ).
Ta kim nh gi thit H0: p1 = p 2 = ... = p k .

i thit H1: Cc tn sut pi ( i = 1, k ) khng ng thi bng nhau.
T mi tng th
Hi rt ra mt mu ngu nhin c kch thc
ni trong c mi c th c
du hiu A v li = ni mi c th khng c du hiu A. Cc mu ngu nhin ny c trnh by

trong bng sau:
Tng th
Tng
C A
m1
m2
mk
Khng A
l1
l2
lk
Tng
n1
n2
nk
N = m + l = ni
i =1
159

C th chng minh c rng nu gi thit H0 ng v khi kch thc mu ln (tn s
thc nghim mi 5 , li 5 ) th thng k sau xp x phn b 2 vi k 1 bc t do:
T=
N 2 k mi2
m
N
ml i =1 ni
l
(8.54)
Ta chn thng k trn lm tiu chun kim nh ca gi thit H0.
N2
W = T =
ml
Min bc b
mi2
m
n N l ; T > 2 (k 1)
i =1 i
k
(8.55)
V d 8.13: So snh tc dng ca 6 mu thuc th nghim trn 6 l chut, kt qu thu c

nh sau:
Mu thuc
Tng
S sng
79
82
77
83
76
81
478
S cht
21
18
23
17
24
19
122
Tng
100
100
100
100
100
100
600
Vi mc ngha = 5% hy kim nh gi thit H0: T l cht trong 6 mu thuc l nh nhau;

i thit H1: T l cht trong 6 mu thuc khc nhau.
2
Gii: Tra bng phn b 2 vi 5 bc t do ta c 2 (k 1) = 0,05
(5) = 11, 07 .
T mu trn ta c
Tqs =
6002 792 822

+
+
478 122 100 100
812
478
= 2, 42 < 11, 07 .
600
100
122
Vy Tqs W do cha c c s bc b H0 hay c th cho rng t l cht trong 6

mu thuc l nh nhau.
TM TT
Gi thit thng k
Gi thit thng k l gi thit v dng phn b xc sut ca bin ngu nhin gc ca tng
th, cc tham s c trng hoc tnh cht ca cc bin ngu nhin ny. Gi thit thng k l nhng
iu ta nghi ng mun bc b, c pht biu di dng H0. Cnh tranh vi gi thit ny l i
thit H1, theo ngha rng nu bc b H0 th chp nhn H1 v ngc li.
160

Th tc kim nh gi thit thng k
Mt th tc kim nh gi thit thng k bao gm cc bc sau:
a) Pht biu gi thit H0 v i thit H1.
b) T tng th nghin cu lp mu ngu nhin kch thc n .
c) Chn tiu chun kim nh T v xc nh quy lut phn b xc sut ca T vi iu
kin gi thit H0 ng.
d) Vi mc ngha , xc nh min bc b W tt nht ty thuc vo i thit H1.
e) T mu c th tnh gi tr quan st ca tiu chun kim nh Tqs .
f) So snh gi tr quan st ca tiu chun kim nh Tqs vi min bc b W v kt lun.
Kim nh gi thit v k vng ca bin ngu nhin c phn b theo quy lut chun
1) Trng hp bit phng sai
( X 0 ) n
.
a. Bi ton 1: H0: = 0 ; H1: 0 . Min bc b W = { T > U / 2 } .

b. Bi ton 2: H0: = 0 ; H1: > 0 . Min bc b
W = { T > U }.
c. Bi ton 3: H0: = 0 ; H1: < 0 . Min bc b
W = { T > U } .
2) Trng hp cha bit phng sai n 30

( X 0 ) n
.
S
a. Bi ton 1: H0: = 0 ; H1: 0 . Min bc b W = { T > U / 2 } .

b. Bi ton 2: H0: = 0 ; H1: > 0 . Min bc b
W = { T > U }.
c. Bi ton 3: H0: = 0 ; H1: < 0 . Min bc b
W = { T > U } .
3) Trng hp cha bit phng sai n < 30

( X 0 ) n
.
S
a. Bi ton 1: H0: = 0 ; H1: 0 . Min bc b W = { T > t / 2 (n 1)} .

b. Bi ton 2: H0: = 0 ; H1: > 0 . Min bc b W = { T > t (n 1)} .
c. Bi ton 3: H0: = 0 ; H1: < 0 . Min bc b W = { T > t (n 1)} .
161

Kim nh gi thit v phng sai ca bin ngu nhin c phn b chun
(n 1) S 2
02
a. H0: 2 = 02 ; H1: 2 02 :
W = T < 2 (n 1) hoc T > 2 (n 1) .

1
2
2
{
= {T <
b. H0: 2 = 02 ; H1: 2 > 02 : W = T > 2 (n 1) .

c. H0: 2 = 02 ; H1: 2 < 02 : W
}.
2
1 ( n 1)
Kim nh gi thit v k vng ca bin ngu nhin c phn b khng mt A(p)

np 0 > 5
vi iu kin
.
p0 (1 p0 )
n(1 p 0 ) > 5
( f p0 ) n
f l tn sut mu.
a. H0: p = p 0 ; H1: p p 0 . W = { T > U / 2 } .
b. H0: p = p 0 ; H1: p > p 0 . W = { T > U }.
c. H0: p = p 0 ; H1: p U }.
Kim nh gi thit v hai k vng ca hai bin ngu nhin c phn b chun
1) Trng hp hai phng sai 12 v 22 ca hai bin ngu nhin gc bit
( X1 X 2 ) ( 1 2 )
12
n1
22
n2
a) H0: 1 = 2 ; H1: 1 2 : W = { T > U / 2 } .

b) H0: 1 = 2 ; H1: 1 > 2 : W = { T > U }.
c) H0: 1 = 2 ; H1: 1 < 2 : W = { T > U }.
2) Trng hp hai phng sai 12 v 22 ca hai bin ngu nhin gc cha bit nhng
12 = 22
162
vi Sp =
( X1 X 2 )
1 1
Sp
+
n1 n2
(n1 1) S12 + (n2 1) S 22

n1 + n 2 2
a) H0: 1 = 2 ; H1: 1 2 : W = { T > t / 2 (n1 + n2 2)} .

b) H0: 1 = 2 ; H1: 1 > 2 : W = { T > t (n1 + n2 2)} .
c) H0: 1 = 2 ; H1: 1 < 2 : W = { T > t (n1 + n2 2)} .
3) Trng hp hai phng sai 12 v 22 ca hai bin ngu nhin gc cha bit v
khng th cho rng chng bng nhau ( 12 22 )
C=
S12
n1
S12 S 22
+
n1 n2
X1 X 2
S12 S 22
+
n1 n2
; k=
(n1 1)(n2 1)
(n 2 1)C 2 + (n1 1)(1 C ) 2
. T c phn b Student k bc t do.
a) H0: 1 = 2 ; H1: 1 2 : W = { T > t / 2 (k )} .

b) H0: 1 = 2 ; H1: 1 > 2 : W = { T > t (k )} .
c) H0: 1 = 2 ; H1: 1 < 2 : W = { T > t (k )} .
Kim nh gi thit v s bng nhau ca hai phng sai ca hai bin ngu nhin c
phn b chun
X 1 c phn b chun N (1 ; 12 ) . X 2 c phn b chun N ( 2 ; 22 ) . H0: 12 = 22

S12
S 22
; ( S12 > S 22 ) c phn b Fisher-Snedecor vi n1 1 v
n 2 1 bc t do.
a) H1: 12 22 : W = T < f (n1 1, n2 1) hoc T > f / 2 (n1 1, n2 1) .

1
2
163
S2
b) H1: 12 > 22 : W = T = 12 ; T > f (n1 1, n2 1) .

S2
Kim nh gi thit v s bng nhau ca hai k vng ca hai bin ngu nhin c phn
b A( p )
Bin ngu nhin X 1 ca tng th th nht c phn b khng mt A( p1 ) . bin ngu nhin
X 2 ca tng th th hai c phn b khng mt A( p 2 ) . Kim nh H0: p1 = p 2 .
f1 f 2
1
1
f (1 f ) +
n1 n2
f =
n1 f1 + n2 f 2
. n1 > 30 v n2 > 30 .
n1 + n2
f1 , f 2 l tn sut mu, tng ng vi kch thc mu n1 , n2 .

a) H0: p1 = p 2 ; H1: p1 p 2 : W = { T > U / 2 } .
b) H0: p1 = p 2 ; H1: p1 > p 2 : W = { T > U }.
c) H0: p1 = p 2 ; H1: p1 U } .
Kim nh gi thit v quy lut phn b xc sut ca bin ngu nhin
Gi thit H0: X c phn b xc sut theo quy lut A;
i thit H1: X c phn b xc sut khng theo quy lut A.
Phn hoch min gi tr ca X thnh k khong ri nhau C1 , C 2 , ... , C k . T tng th rt ra
mu ngu nhin kch thc n v gi n1 , n2 , ... , n k l cc tn s tng ng ca mu nm trong k
khong ny (gi l tn s thc nghim). Nu gi thit H0 ng ta c th tnh c cc xc sut:
pi = P{X Ci }; i = 1, k . Tn s l thuyt: n i = npi ; i = 1, k .
(ni n i ) 2
c phn b 2 vi k r 1 bc t do, trong
n i
i =1
k
r l s tham s cn c lng ca quy lut cn kim nh.

k
(n n i ) 2
; T > (k r 1) .
Min bc b W = T = i
n i
i =1
Kim nh gi thit v tnh c lp ca hai du hiu nh tnh

Gi s cn nghin cu ng thi hai du hiu nh tnh A v B. Ta chia du hiu A thnh h
mc A1 , A2 , ... , Ah v du hiu B thnh k mc B1 , B2 , ... , Bk .
164

Ta kim nh gi thit H0: A v B c lp; i thit H1: A v B ph thuc.
n l kch thc mu; ni , n j l tng s cc tn s ng vi du hiu thnh phn Ai v B j ;
nij l tn s ng vi cc phn t ng thi mang du hiu Ai v B j .

h k
nij2
1 .
Tiu chun kim nh T = n
n n
i =1 j =1 i j
Min bc b W = T > 2 (h 1)(k 1) .

Kim nh gi thit v tn s ca nhiu tng th
Ta xt k tng th H1, H2, ,
Hk. Mi c th ca chng c th mang hay khng mang du

hiu A . Gi pi l tn sut c du hiu A ca tng th Hi, ( i = 1, k ). Ta kim nh gi thit H0:
p1 = p 2 = ... = p k . H1: Cc tn sut pi ( i = 1, k ) khng ng thi bng nhau. T mi tng th Hi
rt ra mt mu ngu nhin c kch thc ni trong c mi c th c du hiu A v li = ni mi
k
i =1
i =1
i =1
c th khng c du hiu A. m = mi ; l = li ; N = m + l = ni .
N 2 k mi2
m
N . Min bc b W = T > 2 (k 1) .
ml i =1 ni
l
CU HI N TP V BI TP
8.1 Gi thit thng k l gi thit do nh thng k t ra cho mu ngu nhin.
ng
Sai
8.2 Bc b gi thit dn n chp nhn i thit v ngc li do i thit l ph nh ca gi

thit.
ng
Sai
8.3 Qui tc kim nh da trn nguyn l xc sut nh v php chng minh phn chng.
ng
Sai
8.4 Sai lm loi 1 l sai lm gp phi khi thc t gi thit ng nhng ta bc b.

ng
Sai
8.5 Sai lm loi 2 lun lun ln hn sai lm loi 1.

ng
Sai
.
165

8.6 nh l Neymann - Pearson ch ra rng c th tm c tiu chun kim nh c sai lm loi
1 v loi 2 b ty cho trc.
ng
Sai
8.7 Min bc b l min c xc sut rt b nn ta c th b qua trong mi php kim nh.

ng
Sai
8.8 Min bc b ca tiu chun kim nh gi thit hai pha lun lun l min i xng.
ng
Sai
8.9 Khi xy dng tiu chun kim nh T ta lun gi s rng gi thit H0 sai v gi thit H0 l
iu ta nghi ng mun bc b.
ng
Sai
8.10 Kim nh hai pha l kim nh i vi nhng tham s c th nhn gi tr m dng bt k,

cn kim nh mt pha khi tham s cn kim nh ch nhn gi tr dng hoc m.
ng
Sai
8.11 Trng lng ng bao ca mt loi sn phm X l bin ngu nhin c phn b theo quy lut
chun vi trng lng trung bnh theo quy nh l 100kg. Nghi ng sn phm b ng thiu,
ngi ta cn th 29 bao loi ny ta thu c kt qu:
Trng lng (kg)
98,0 -98,5
S bao tng ng
98,5 99,0 99,0 - 99,5

6
99,5 - 100
100 -100,5
100,5-101
10
Vi mc ngha = 0, 025 hy kt lun v iu nghi ng ni trn.

8.12 nh mc thi gian hon thnh sn phm l 14 pht. Liu c cn thay i nh mc khng,
nu theo di thi gian hon thnh sn phm 250 cng nhn ta thu c kt qu nh sau:
X (pht)
10 - 12
12 - 14
14 - 16
16 - 18
18 - 20
20
60
100
40
30
S cng nhn
Vi mc ngha = 0, 05 hy kt lun v nh ni trn.

8.13 Mc hao ph xng ca mt loi t chy t A n B l mt bin ngu nhin c quy lut
chun vi k vng 50 lt. on ng c sa cha li. Ngi ta cho rng mc hao ph
xng trung bnh gim xung. Quan st 28 t cng loi thu c
X hao ph (lt)
48,5 - 49,0
49,0 - 49,5
49,5 - 50,0
50,0 - 50,5
50,5-51
S t tng ng
10
Vi mc ngha = 0, 025 hy kt lun v iu nghi ng ni trn.

166

8.14 Trng lng X ca sn phm do mt nh my sn xut ra l mt bin ngu nhin c phn
b chun N ( , 2 ) vi lch = 2 kg v trng lng trung bnh = 20 kg . Nghi ng
trng lng ng gi thay i, ngi ta cn th 100 sn phm v thu c kt qu sau:
X (kg)
18
19
20
21
22
S sn phm
25
40
20
10
Hy kim nh iu nghi ng trn vi mc ngha = 0, 05 .

8.15 Mt cng ty c mt h thng my tnh c th x l 1300 ho n trong 1 gi. Cng ty mi
nhp mt h thng my tnh mi, h thng ny chy kim tra trong 40 gi cho thy s ho
n x l trung bnh trong 1 gi l 1378 vi lch tiu chun 215. Vi mc ngha 2,5%
hy nhn nh xem h thng mi c tt hn h thng c hay khng?
8.16 T l ph phm do mt my t ng sn xut l 5%. Kim tra ngu nhin 300 sn phm thy
c 24 sn phm l ph phm. T c kin cho rng t l ph phm do my sn xut c
chiu hng tng ln. Hy kt lun kin trn vi mc ngha = 0, 05 .
8.17 Nu my mc hot ng bnh thng th trng lng sn phm tun theo quy lut chun vi
lch tiu chun 1 kg. C th coi my mc cn hot ng tt hay khng nu cn th 30 sn
phm ta thy lch tiu chun iu chnh mu tng ln ti 1,1 kg. Kim nh gi thit trn
vi mc ngha = 0,01 .
8.18 C hai loi bi bng thp: loi I v loi II. Loi I c ng knh l bin ngu nhin X tun
theo quy lut phn b chun N (1 ; 2 ) , Loi II c ng knh l bin ngu nhin Y tun
theo quy lut phn b chun N ( 2 ; 2 ) . Ngi ta cho rng ng knh trung bnh ca hai
loi vng bi ny bng nhau. Ly ngu nhin 10 phn t loi I v 10 phn t loi II. Ta thu
c kt qu sau:
2,066
2,068
2,063
2,060
2,067
2,059
2,065
2,062
2,061
2,064
2,063
2,060
2,057
2,056
2,059
2,058
2,062
2,059
2,062
2,059
Hy kim nh gi thit trn vi mc ngha = 0,05 .

8.19 so snh trng lng trung bnh ca tr s sinh thnh th v nng thn, ngi ta theo di
1000 chu v thu c bng sau
Kt qu
n s chu
Trung bnh
mu x
lch
mu s
Nng thn
500
3,0 kg
0,4 kg
Thnh th
500
3,2 kg
0,3 kg
Vi mc ngha = 0,05 c th coi trng lng tr s sinh thnh th cao hn nng thn
c khng?
167

8.20 Sau khi theo di thi gian hon thnh sn phm ca hai cng nhn A v B ta c kt qu sau:
Kt qu
n s sn
phm
Trung bnh
mu x
lch
mu s
Cng nhn A
50
32 pht
4 pht
Cng nhn B
60
30 pht
3 pht
Vi mc ngha = 0,05 c th coi cng nhn B hon thnh sn phm nhanh hn cng
nhn A khng. Gi s thi gian hon thnh sn phm ca hai cng nhn l hai bin ngu nhin
phn b theo quy lut chun.
8.21 iu tra ngu nhin phn b thc nghim ca 4000 gia nh c ba con, ta c bng sau:
S con trai
S gia nh
450
1460
1530
560
Vi mc ngha = 0,05 c th xem X l bin ngu nhin ch s con trai trong gia nh
ba con tun theo lut phn b nh thc khng?
8.22 S con ( X ) ca 2000 ph n th di 25 tui cho bng sau
X : S con
S ph n
1090
650
220
30
10
Vi mc ngha = 0,05 c th xem X tun theo quy lut Poisson c khng?

8.23 Mt my t ng lm ra sn phm l mt loi trc c ng knh ( X ) quan st c trn
200 trc ta nhn c s liu sau
Gi tr X
0,3
0,5
0,7
0,9
1,1
1,3
1,5
1,7
1,9
2.1
2.3
S ln ni
26
25
30
26
21
24
20
Vi mc ngha = 0,05 hy kim nh gi thit H0: X c phn b chun, i thit

H1: X khng c phn b chun.
8.24 Nghin cu nh hng ca thnh phn thc n ca b m ( X ) i vi gii tnh ( Y ) ca con
ci ta c kt qu sau
X -Thnh phn thc n
Khng c
Vitamin
C
Vitamin
Tng cng
Nam
123
145
268
153
150
303
Tng cng
276
295
571
Y -Gii tnh con
Vi mc ngha = 0,05 c th xem X v Y c lp vi nhau c khng?

168
Hng dn gii v p n bi tp
HNG DN GII V P N BI TP
P N CHNG I
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
ng
Sai
ng
ng
Sai
ng
Sai
Sai
ng
ng
1.11 a) P = 0,246 b) P = 0,495 .

1.12 Mi khch u c 6 kh nng ra 6 tng cn li ca ta nh. Do s kt cc ng kh
nng c th N = A63 = 216 . Gi A l bin c tt c cng ra tng bn, bin c ny ch c 1
trng hp thun li. Do P ( A) =
1
.
216
A65 5
6
1
= .
L lun tng t trn ta c Pb =
; Pc =
=
216 9
216 36
1.13 P =
1
.
720
1.15 Gi A1 v A2 tng ng l bin c ngi th nht v th hai bn trng mc tiu, A l

bin c ch c mt ngi bn trng mc tiu. A = A1 A 2 + A1 A2 . S dng qui tc cng xc sut
trng hp xung khc v qui tc nhn trng hp c lp ta c:
P ( A) = P ( A1 A 2 ) + P ( A1 A2 ) = P ( A1 ) P ( A 2 ) + P ( A1 ) P ( A2 ) = 0,8 0,1 + 0,2 0,9 = 0,26

Tng t ta c: Pb = 0,98 ; Pc = 0,02 .
1.16 Gi A1 l bin c sn phm ly ra thuc loi 1.
Gi A2 l bin c sn phm ly ra thuc loi 2.
Gi
A l bin c sn phm ly ra thuc loi 1 hoc loi 2: A = A1 + A2
V A1 , A2 xung khc do :
P ( A) = P ( A1 + A2 ) = P ( A1 ) + P ( A2 ) = 0, 4 + 0,5 = 0,9
1.17
P = 1 P0 ( 3; 0, 6 ) = 1 0, 63 = 0, 784 .
169
5
1.18
5 1 49
P = C30

50 50
25
= 0, 00027 .
1.19 Gi Ai l bin c sn phm qua kim tra cht lng phng th i, i=1,2,3.
Gi B l bin c ph phm c nhp kho.
( ) ( ) ( )
P ( B ) = P A1 P A2 P A3 = (1 0,8 )(1 0,9 )(1 0,99 ) = 0, 0002 .

1.20
P = 0,11.
1.21 Gi Ai l bin c ln th i ly ra 3 sn phm mi kim tra, ( i = 1, 3 ). Gi A l bin c

sau 3 ln kim tra tt c cc sn phm u c kim tra A = A1 A2 A3 . V cc bin c ph thuc
nn P ( A) = P ( A1 ) P ( A2 A1 ) P ( A3 A1 A2 ) = 1
5 1
5
.
=
21 84 1764
1.22 Gi A l bin c sn phm kim tra l ph phm.

Gi Bi l bin c sn phm ly ra kim tra thuc phn xng th i, i=1,2 3.
P ( B1 ) = 0,36; P ( B2 ) = 0,34; P ( B3 ) = 0,30 . H { B1, B2 , B3} y

P ( A B1 ) = 0,12; P ( A B2 ) = 0,10; P ( A B3 ) = 0, 08 .
a. P ( A ) = P ( B1 ) P ( A B1 ) + P ( B2 ) P ( A B2 ) + P ( B3 ) P ( A B3 ) = 0,1012
b. P ( B1 A ) =
P ( B2 A ) =
P ( B3 A ) =
P ( B1 ) P ( A B1 )
P ( A)
P ( B2 ) P ( A B2 )
P ( A)
P ( B3 ) P ( A B3 )
P ( A)
0,36 0,12
= 0, 427
0,1012
0,34 0,10
= 0,336
0,1012
0,30 0, 08
= 0, 237
0,1012
1.23 Gi Bi l bin c x th c xt thuc nhm th i, i=1,2,3,4.

Gi A l bin c x th bn trt.
Theo bi ta c: P ( B1 ) =
5
7
4
2
, P ( B2 ) = , P ( B3 ) = , P ( B4 ) =
18
18
18
18
P ( A B1 ) = 0, 2 , P ( A B2 ) = 0,3, P ( A B3 ) = 0, 4 , P ( A B4 ) = 0,5 .
170
P ( A ) = P ( B1 ) P ( A B1 ) + P ( B2 ) P ( A B2 ) + P ( B3 ) P ( A B3 ) + P ( B4 ) P ( A B4 )
=
5
7
4
2
57
0, 2 + 0,3 + 0, 4 + 0,5 =
18
18
18
18
180
p dng cng thc Bayer, ta thu c:
P ( B1 A ) =
P ( B2 A ) =
P ( B1 ) P ( A B1 )
P ( A)
5
0, 2
10
= 18
=
,
57
57
180
21
16
10
.
, P ( B3 A ) = , P ( B4 A ) =
57
57
57
Vy x th c kh nng nhm th hai nht.

1.24 Gi
B1 l bin c vin n th nht trng mc tiu, P ( B1 ) = 0, 7 .
Gi
B2 l bin c vin n th hai trng mc tiu, P ( B2 ) = 0, 4 .
Hai bin c ny c lp
Xc sut bin c ch c vin n th nht trng mc tiu:
) (
P ( A ) = P B1 B2 B2 B1 = P B1 B2 + P B2 B1
= 0, 7 0, 6 + 0, 4 0,3 = 0,54
b.
P ( B1 A ) =
P B1 B2
P ( B1 A ) P B1 B1 B2 B2 B1
0, 7 0, 6
=
=
=
= 0, 778
P ( A)
P ( A)
P ( A)
0,54
1.25 Gi H A v H B l bin c tn hiu A v B tng ng c pht.

Ta c P ( H A ) = 0,85; P ( H B ) = 0,15 , {H A , H B } l h y .
Gi lun A l bin c thu c tn hiu A .
P ( A H A ) = 1
1 6
1
= ; P ( A HB ) =
7 7
8
6
1
a. P ( A ) = P ( H A ) P ( A H A ) + P ( H B ) P ( A H B ) = 0,85 + 0,15 = 0, 747
7
8
b. P ( H A A ) =
P(HA) P( A HA)
P ( A)
6
7 = 0,975
=
0, 747
0,85
171
1.26 Gi A l bin c sn phm kim tra c kt lun t tiu chun cht lng.
Gi BT l bin c sn phm t tiu chun cht lng.
Gi BH l bin c sn phm khng t tiu chun cht lng.
P ( BT ) = 0,85; P ( BH ) = 0,15
H
{ BT , BH } y
P ( A BT ) = 0,9; P ( A BH ) = 0,95 P ( A BT ) = 0,1; P ( A BH ) = 0, 05 .

a) P ( A ) = P ( BT ) P ( A BT ) + P ( BH ) P ( A BH ) = 0,85 0,9 + 0,15 0, 05 = 0, 7725
b) P ( BH A ) =
P ( BH ) P ( A BH )
P ( A)
0,15 0, 05
= 0, 0097
0, 7725
c) P ( ABT ABH ) = P ( ABT ) + P ( ABH ) = 0,85 0,9 + 0,15 0,95 = 0,9075 .
P N CHNG II
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
Sai
Sai
ng
Sai
Sai
ng
Sai
Sai
ng
ng
2.11 E ( X ) = 0,3; D ( X ) = 15, 21 .

2.12 x3 = 29,1; p3 = 0, 2 .
2.13 E( X 1 ) = 3,1; E( X 2 ) = 3,4 ; D( X 1 ) = 1,09 ; D( X 2 ) = 1,44 .
E( X 1 + X 2 ) = 6,5 ; D( X 1 + X 2 ) = 2,53 .
2.14 E ( X ) = 0,8 ; D( X ) = 0,12 .
2.15 a) D ( Z ) = 61 . b) D ( Z ) = 41 .
2.16
p1 = 0,4 ; p 2 = 0,1; p3 = 0,5 .
2.17 a) Gi Ai l bin c toa i c ngi ngi ( i = 1,3 ). Gi A l bin c c 3 toa u c ngi

ngi. Khi : A = A1 A2 A3 A = A1 + A2 + A3 .
P ( A) = P ( A1 ) + P ( A 2 ) + P ( A 3 ) P ( A1 A 2 ) P ( A1 A 3 ) P ( A 2 A 3 ) + P ( A1 A 2 A 3 ) =
P ( A) =
172
150
.
243
93
243
b)
32
243
80
243
80
243
40
243
10
243
1
243
1
243
10
243
40
243
80
243
80
243
32
243
2.18 E ( X ) = 0 .
2.19 a)
f ( x)dx = k xdx + 3k = 1 k =
0
0
2
x
F ( x) = 7
1 + 2 ( x 1)
7 7
1
1
2
7
nu x 0
nu 0 < x 1
nu 1 < x 4
nu 4 < x
2
2
47
b. EX = x 2 dx + xdx =
= 2, 238
7
7
21
EX 2 =
2 3
2
85
x dx + x 2 dx =
7
7
14
2.20 a) V
64
2
x ( 4 x ) dx = 3
0
b) P { X < 1} =
0
k=
DX = EX 2 ( EX ) =
937
= 1, 062 .
882
3
.
64
3 2
13
.
x ( 4 x ) dx =
64
256
x =4
x =0
3 3
3
x5
c) EX =
x ( 4 x ) dx = x 4
64
64
5
16 12
= 3 4 =
5 5
173
x=4
3
3 4 x5 x 6
1 1 32

= 3 64 =
EX = x 4 ( 4 x ) dx =
64
64 5
6
5 6 5
0
x =0
2
DX = EX 2 ( EX ) =
32 12
16
=
.
5 5
25
2.21 a) K hiu Ai l bin c : A bn trng i vin,
Bi l bin c : B bn trng i vin;
i = 0, 1 2. D thy
P ( A0 ) = 0,36 ; P ( A1 ) = 0, 48 ; P ( A2 ) = 0,16 ;
P ( B0 ) = 0, 25 ; P ( B1 ) = 0,5 ; P ( B2 ) = 0, 25.
T P { X = 2} = P ( A0 ) P ( B2 ) = 0, 09
P { X = 1} = P ( A0 ) P ( B1 ) + P ( A1 ) P ( B2 ) = 0,18 + 0,12 = 0,3

P { X = 0} = P ( A0 ) P ( B0 ) + P ( A1 ) P ( B1 ) + P ( A2 ) P ( B2 ) = 0,37
P { X = 1} = P ( A1 ) P ( B0 ) + P ( A2 ) P ( B1 ) = 0, 2
P { X = 2} = P ( A2 ) P ( B0 ) = 0, 04
Vy bng phn b xc sut ca X
X
P
2
0, 09
1
0,3
0
1
2
0,37 0, 2 0, 04
EX = ( 2 ) 0, 09 + ( 1) 0,3 + 0 0,37 + 1 0, 2 + 2 0, 04 = 0, 2
2
EX 2 = ( 2 ) 0, 09 + ( 1) 0,3 + 02 0,37 + 12 0, 2 + 22 0, 04 = 1, 02
2
DX = EX 2 ( EX ) = 1, 02 ( 0, 2 ) = 0,98
b)
P {Y = 0} = 0,37
P {Y = 1} = P { X = 1} + P { X = 1} = 0,5
P {Y = 2} = P { X = 2} + P { X = 2} = 0,13
EY = 0 0, 37 + 1 0, 5 + 2 0,13 = 0, 76 .
2.22 K hiu Ai l bin c : t th i b hng, i = 1, 2.

D thy P ( A1 ) = 0,1 ; P ( A2 ) = 0, 2
174
Gi X l s t b hng trong thi gian lm vic
( ) ( )
P { X = 1} = P ( A1 ) P ( A2 ) + P ( A1 ) P ( A2 ) = 0,1 0,8 + 0,9 0, 2 = 0, 26
T P { X = 0} = P A1 P A2 = 0,9 0, 8 = 0, 72
P { X = 2} = P ( A1 ) P ( A2 ) = 0, 02
X
P
0
0, 72
1
0, 26
2
0, 02
EX = 0 0, 72 + 1 0, 26 + 2 0, 02 = 0, 3 .
EX 2 = 02 0, 72 + 12 0, 26 + 22 0, 02 = 0,34 .
2
DX = EX 2 ( EX ) = 0,34 ( 0,3) = 0, 25 .
2.23 a) 1 =
f ( x)dx = k x 2 dx = 9k k =
0
b) P { X > 2} =
1
9
1 2
19
.
x dx =
9
27
2
0 nu x < 0
3
x
c) Hm phn b F ( x) =
nu 0 x 3
27
1 nu x > 3
d) F ( ) =
3
3 3
=
= 2, 726 .
4
27 4
k > 0
pi > 0
k > 0
k = 1 k = 1/10 .
2.24 a) iu kin p = 1
2
i
i
10k + 9k = 1 k = 1/10
b) P { X 5} =
c) EX =
1 1
2
3
; P { X < 3} =
.
+ =
10 10 10
10
1 4 6 12
5
12
1
7
+ + + +
+
+ 7
+ = 3, 66 .
10 10 10 10 100 100
100 10
d) EX 2 =
1 8 18 48 25 72
1
7
+ + + +
+
+ 49
+ = 16,8 .
10 10 10 10 100 100
100 10
175
2
DX = EX 2 ( EX ) = 16,8 ( 3, 66 ) = 3, 404 .
2.25 a) Gi X l s ph phm gp phi:
EX =
X
P
0
0, 6
1
0, 4
2
6
; DX =
.
5
25
Y
P
b) Gi l s chnh phm gp phi Y = 2 X :
EY = E ( 2 - X ) = 2
1
0, 4
2
0, 6
2 8
6
.
= ; DY =
5 5
25
2.26 Gi X l s n c trong nhm c chn
P { X = 0} =
P { X = 2} =
C63
3
C10
5
,
30
C42C61
3
C10
2.27 a) 1 =
C14C62
3
C10
15
30
C1C 2 15
9
, P { X = 1} = 4 6 =
3
30
30
C10
X
P
EX = 0
P { X = 1} =
0
5 / 30
1
15 / 30
2
9 / 30
3
1/ 30
5
15
9
1 36 6
+ 1 + 2 + 3 =
= .
30
30
30
30 30 5
1
f ( x)dx = k x 2 (1 x)dx =
0
P {0, 4 < X < 0, 6} = 12
0,6
k
k = 12 .
12
x 2 (1 x)dx = 0, 296 .
0,4
1
b) EX = 12 x3 (1 x)dx =
0
3
.
5
2.28 Gi X l bin ngu nhin ch s rau bn c trong mt ngy.
176
1000
2000
3000
0,1
0,30
0,45
0,15
Ta xc nh c lng rau bn trung bnh trong mt ngy:
EX = 0 0,1 + 1000 0,3 + 2000 0,45 + 3000 0,15 = 1650 kg/ngy.

Gi Y l bin ngu nhin ch s tin li trung bnh trong 1 ngy. Ta thy
1650 50 ( X 1650) 20 nu X > 1650

Y =
nu X 1650
X 50
Do Y (1000) = 50.000 ; Y ( 2000 ) = 75.500 ; Y (3000 ) = 55.500 .
Vy mi ngy nhp 2000kg rau th c li nhiu nht.
P N CHNG III
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
3.10
ng
Sai
Sai
Sai
Sai
ng
ng
ng
Sai
Sai
3.11 Thng 2 trong 4 vn d hn.

3.12 a) P = 0,238 . b) P = 0,751 .
3.13 a) X tun theo quy lut nh thc
B (n ; p)
vi n = 5 v p = 0,8 .
b) E X = 4 ; D X = 0,8 . c) ModX = 4 ; P{X = 4} = 0,4096 .

3.14 a) P = 0,9914
b) S sn phm hng trung bnh l 0,5
c) S sn phm hng c kh nng xy ra nhiu nht l 0.
3.15 Gi x l s cu hi hc sinh tr li ng. S im anh ta nhn c l
4 x + (10 x )( 2) = 6 x 20
a) Anh ta c 4 im khi tr li ng: 6 x 20 = 4 x = 4 .
4
Vy xc sut anh ta c im 4 l P = C10
()()
1
5
4
5
= 0,088 .
b) Anh ta c im m khi tr li ng: 6 x 20 < 0 x = 0,1, 2, 3 .

Vy xc sut anh ta c im m l P =
C104 ( 15 )
3
k =0
()
4
5
10k
= 0,879 .
3.16 Gi X l s ln thu c tn hiu trong 5 ln pht c lp th X ~ B ( 5; 0, 7 )

a) Xc sut thu c tn hiu 2 ln P { X = 2} = C52 0, 7 2 0,33 = 0,132
177
b) Xc sut thu c tn hiu nhiu nht 1 ln P { X 1} = 0, 031
c) Xc sut thu c tn hiu P { X 1} = 1 P { X = 0} = 1 0, 002 = 0,998
3.17 Gi X l s ln x th A bn trng bia trong 5 ln bn c lp th X ~ B ( 5; 0,8)
a) Xc sut A bn trng bia 2 ln P { X = 2} = C52 0,820, 23 = 0, 051
b) Xc sut A bn trng bia nhiu nht 2 ln P { X 2} = 0, 058
c) Xc sut A bn trng bia P { X 1} = 1 P { X = 0} = 0,9996
3.18 Khng ng; P = 0,41 .
3.19 a) Gi X l s cuc gi trong khong thi gian 10 giy th X c phn b Poisson tham s
= 1/ 3 . Vy xc sut c t nht mt cuc gi trong khong thi gian 10 giy l
P { X 1} = 1 P { X = 0} = 1 e 1/ 3 = 0, 2825 .
b) Gi Y l s cuc gi trong khong thi gian 3 pht th c phn b Poisson tham s
= 6 . Vy xc sut c nhiu nht ba cuc gi trong khong thi gian 3 pht l
P {Y 3} = 0,151 .
c) Gi Z l s cuc gi trong khong thi gian 1 pht th Z c phn b Poisson tham s
= 2 . Xc sut c nhiu nht 1 cuc gi trong khong thi gian 1 pht l P {Z 1} = 0, 406 .
Vy xc sut trong khong thi gian 3 pht lin tip mi pht c nhiu nht 1 cuc gi l
3
P {Z 1} = 0, 4063 = 0, 0067 .
3.20 Gi X l s cuc gi in thoi n trm in thoi A trong khong thi gian 1 pht th X
c phn b Poisson tham s = 1, 5 .
a) Xc sut trm in thoi A khng nhn c cuc gi no: P { X = 0} = 0, 223 .
b) Xc sut trm in thoi A nhn c nhiu nht 2 cuc gi: P { X 2} = 0,809 .
c) Xc sut trm in thoi A nhn c t nht 4 cuc gi
P { X 4} = 1 P { X 3} = 1 0,934 = 0, 066 .
3.21 P = 0,9 .
12 10
8 10
3.22 P{8 < X < 12} =

= 0,6826 .
2
2
3.23 P = 0,3 .
178
3.24 a) 95,44%; b) 4,56%.
3.25 a) 20,33%; b) P = 0,9983 .
3.26 E ( X ) = ; D( X ) =
n
2
1.
P X < = 2
P N CHNG IV
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
4.9
4.10
Sai
ng
ng
ng
Sai
Sai
Sai
ng
ng
Sai
4.11
x1
x2
y1
y2
y3
0,56
0,44
0,26
0,38
0,36
4.12 EX = 7 / 15 ; EY = 0 ;
cov( X , Y ) = 1 / 8 ; X,Y = 0,15 .

4.13
EX = 1 / 5 ; EY = 0 ; X,Y = 0 . X v Y khng c lp v
P{X = 1} = 2 / 15, P{Y = 1} = 5 / 15 v P{X = 1. Y = 1} = 0 .
4.14 Bng phn b xc sut ca bin ngu nhin Z
0,12
0,43
0,03
0,35
0,07
EX = 1,7 ; EY = 1,7 ; EZ = 2,89 .

4.15 Bng phn b xc sut ng thi ca X v Y
0,04
0,12
0,16
0,06
0,02
0,03
0,09
0,12
0,045
0,015
0,02
0,06
0,08
0,03
0,01
0,01
0,03
0,04
0,015
0,005
P{X > Y } = 0,19 .

179
4.16
X , Y khng c lp v
P{X = 1} = 0,5, P{Y = 1} = 0,45 v P{X = 1. Y = 1} = 0,15 0,5 0,45

P{X = 1Y = 2} = 7 / 11 .
4.17
1/12
1/12
1/12
1/12
1/12
1/12
1/12
1/12
1/12
1/12
1/12
1/12
P{X = 1} = 0,5, P{Y = 1} = 0,45 v P{X = 1. Y = 1} = 0,15 0,5 0,45 .

4.18
Y X = 26
23
27
0,357
0,643
X Y = 27
26
30
41
50
0,1268
0,4225
0,1549
0,2958
4.19 E Y X = 1 = 5 . EX = 2,93 ; EY = 4,5 ; DX = 4,83 ; DY = 2,25 .

4.20
a. = 15 ; EX = 0, 2 ; EY = 0 .
b. cov ( X , Y ) = 0 ( X , Y ) = 0 .
c. X , Y khng c lp v P { X = 1} =
2
5
nhng P { X = 1, Y = 1} = 0 .
, P {Y = 1} =
15
15
P N CHNG V
5.1
5.2
5.3
5.4
5.5
5.6
ng
ng
Sai
Sai
ng
ng
5.7 Gi X l s my hng trong ca. X c phn b nh thc EX = 0,5 , DX = 1 . p dng bt

ng thc Trbsp ta c
180
P { X 0,05 < 2} 1
0, 475
0, 475
;
=
0,88
P
X
0,05
= 0,12 .
{
}
22
22
12
5.8 t S = X n ; ES = 12 16 = 192 , DS = 12 . Theo bt ng thc Trbsp

n=1
P { S 192 } 1
5.9 t S =
DS
0,99 . Chn a = 157,36 ; b = 226,64 .
10000
X n ; ES = 0 , DS =
n =1
P { S 500}
10000
. Theo bt ng thc Trbsp
12
DS
1
.
=
2
500
300
5.10 Ta bit rng S l bin ngu nhin c phn b nh thc tham s p =
DS =
1
n
. ES =
v
6
6
5n
. Theo bt ng thc Trbsp
36
P S ES < n 1
DS
5 31
n
n
31
.
= 1
=
P n < S < + n
n
36 36
6
6
36
12
12
5.11 t S = X n . Ta cn tm M nh nht P X n M 0,99 .
n =1
n=1
Ta c ES = 192 , DS = 12 . Theo bt ng thc Trbsp
P{S 192 } 1
DS
2
0,99 = 34,64 . Vy M = 192+34,64 = 226,64.
5.12 Tha mn lut s ln Trbsp.

5.15 p dng bt ng thc Trbsp tnh c xc sut P 0,9131
5.16 p dng bt ng thc Trbsp cn kim tra 23.750 chi tit.
181
P N CHNG VI
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9
6.10
ng
ng
Sai
ng
ng
ng
ng
ng
ng
Sai
6.13 t ui = xi 26 x = u + 26 = 26 ;
1
02
s = 1080
= 10,909
99
100
2
6.14 x = 8, 9 ; s = 2,18
6.15 x = 1111,1 (gi); s = 37 .

6.16 Mu ngu nhin c kch thc 10: W = ( X 1 , X 2 , ... , X 10 ) .
P X = =
2
1 10
1
P X i = =
2
10 i =1
10
P X i = 5 . V X c phn b nh thc nn
i =1
10
5
5
P X i = 5 = P10 (5) = C10
(0,5) 5 (0,5)105 = C10
(0,5)10 .
i =1
6.17 Ta c EX = p ; DX = p (1 p ) . Do E X = p ; D X =
p (1 p )
10
6.18 X c phn b chun N (; 2 ) nn X c phn b chun N (;
2
) . Vy
n
n
n
n
P X < = P < X < + =

= 2
} {
Do
0, 2 100
P X 20 < 0, 2 = 2
= 2 (2) = 0,9545 .
1
6.19 Bng phn b tn s
182
Tn s
Bng phn b tn sut
Tn sut
1/5
2/5
1/5
1/5
Hm phn b thc nghim
x 1
0
1 / 5 1 < x 2
F10 ( x) = 3 / 5 2 < x 3
4 / 5 3 < x 4
1
x>4
x = 6,8 ; s 2 = 1,15 , s = 1,072 .
6.20 Nhm 1: x = 51,08 ; s 2 = 220,13 , s = 14,83 .

Nhm 2: x = 45,36 ; s 2 = 287 s = 16,9 .
Thi gian trung bnh ca nhm 2 t hn, nhng sai lch ln hn.
P N CHNG VII
7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8
7.9
7.10
ng
Sai
Sai
ng
ng
Sai
ng
Sai
ng
ng
7.13 x = 38;
7.14 f =
u =
6, 4
.2,575 = 2,331 . Khong tin cy [35, 669; 40,331] .
50
1082
; iu kin
2000
f u
nf = 1082 > 10
n(1 f ) = 918 > 10
f (1 f )
n
1082
918 1082
2,33
= 0,515
2000
2000
Vy ti thiu c 51,5% s phiu bu cho ng c vin A.

7.15 x =
xi = 34,15 = 0,976 .
n
35
2
2
34,15 )
(
1
1
2 ( xi )
s =
xi n = 34 33,8943 35 = 0, 01687 .
n 1
s = 0,1299; u
s
0,1299
= 1,96
= 0, 043 .
n
35
183
Khong tin cy 95%: [ 0,933 ; 1, 019] .
53
, iu kin
400
7.16 Tn sut mu f =
nf = 53 > 10
n(1 f ) = 347 > 10
Gi p l xc sut bt c con c c nh du, khong tin cy 95% ca p :
f (1 f )
= 1,96
53 347
= 0, 0332
400 400
Khong c lng [ 0, 0993 ; 0,1657]

Mt khc p =
2000
, trong N l s c trong h.
N
Vy 0, 0993 <
2000
< 0,1657
N
2000
2000
<N<
12070 < N < 20141
0,1657
0, 0993
7.17 Khong tin cy 95% ca hao ph nguyn liu trung bnh cho 1 n v sn phm l
; x + u
x u
, trong u = 1,96 l phn v mc 0,975 ca phn b chun tc
n
n
N(0;1).
Theo mu ta tnh c x = 19,87 ; = 0, 03 u
Khong tin cy
0, 03
= 1,96
= 0, 0098
n
36
[ 19,8602 ; 19,8798 ] .
x 18, 25
ui + 18, 25 = 5 1,8 + 18, 25 = 18, 025 .
7.18 t ui = i
x =5
40
n
5
2
( 1,8)2 = 0, 435 .
52
2 ( ui ) 25
0,
76
s =
u
i
39
40
n 1
n
s = 0, 66; u
s
0, 66
= 1, 64
= 0,171 .
n
40
a) Khong tin cy 90%: [17,854; 18,196] .

b) Kch thc mu cn thit n
184
u 2 s2
= 116,99 chn n = 117
x 47
ui + 47 = 2 47 + 47 = 46, 06 .
7.19 t ui = i
x =2
100
n
2
2
2
47 )
(
22
4
2 ( ui )
s =
ui n = 99 175 100 = 6,178 .
n 1
s
2, 486
= 1,96
= 0, 487 .
n
100
s = 2, 486; u
a) Khong tin cy 95%: [ 45,573; 46,547 ] .

7.20 t ui
= xi 50 x =
ui
u 2 s2
= 148,33 chn n = 149

8
+ 50 = 49, 704
27
+ 50 =
1
= 1,96
= 0,377 .
n
27
a) Khong tin cy 95%: [ 49,327 ; 50, 081] .

u 2 2
= 384,16 chn n = 385
x 119
ui + 119 = 2 19 + 119 = 118, 62 .
7.21 t ui = i
x =2
100
n
2
2
( 19 )2 = 15,9752 .
22
4
2 ( ui )
399
s =
u
i
99
100
n 1
n
s = 3,9969; u
s
3,9969
= 1,96
= 0, 783 .
n
100
a) Khong tin cy 95%: [117,837 ; 119, 403] .

7.22 a) Tn sut mu f =
u 2 s2
= 245, 48 chn n = 246 .
16
= 0, 04 , iu kin
400
nf = 16 > 10
n(1 f ) = 384 > 10

185
Gi
p l xc sut ph phm ca l hng, khong tin cy 95% ca p :

u
f (1 f )
n
= 1,96
16 384
= 0, 0192
400 400
Khong c lng [ 0, 0208 ; 0, 0592]

Vy t l ph phm ti a ca l hng l 5, 9% .
7.23 x = 2
1
142
-14
+ 91 = 90 , 72 ; s 2 = 4 432
= 17,375 s = 4,168 .
99
100
100
S
= 0,817 . Vy khong tin cy 95% ca gi trung bnh ca loi hng ho trn l
n
[89,903 ; 91,537] .
7.24 Khong tin cy 95% ca phng sai c tnh theo cng thc (7.22).
2
nS 2
nS
;
2 / 2 (n) 12 / 2 (n)
Tra bng 2 vi 15 bc t do v vi gi thit S 2 = 0,5 ta tm c khong tin cy:
25 0,5 25 0,5
;
= (0,3075 ; 0,9520) .
40,646 13,120
P N CHNG VIII
8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
8.10
Sai
Sai
ng
ng
Sai
ng
Sai
ng
Sai
Sai
8.11 Gi l trng lng trung bnh ca mt bao sn phm c ng gi. Ta kim nh gi

thit H 0 : = 100 ; i thit H1 : < 100
Tiu chun kim nh T =
x 99, 25
t ui = i
5
186
(100 X )
S
; Min bc b W = {T > 2,086}.
riui = 0, 4 ; riui 2 = 0, 42
x = 5
Tqs =
0, 4
+ 99, 25 = 99,319 ;
29
s 2 = 25
1
0, 42
0,
42
= 0,37 s = 0, 608
28
29
(100 99,319) 29
= 6,032 W .
0,608
Vy bc b H 0 chp nhn H1 , ngha l sn phm b ng thiu.

8.12 Gi l thi gian trung bnh hon thnh mt sn phm.
Ta kim nh gi thit H 0 : = 14
Tiu chun kim nh T =
x 15
t ui = i
2
x = 15 ;
Tqs =
s2 = 4
( X 14 )
; i thit H1 : 14
; Min bc b W = {T > 1,96}.
riui = 0 ; riui 2 = 300

1
0
300
= 4,819 s = 2,195
249
300
(115 14) 300

= 7,89 W .
2,195
Vy bc b H 0 chp nhn H1 , ngha l cn thay i nh mc.

8.13 Gi l mc hao ph xng trung bnh ca t chy t A n B. Ta kim nh gi thit
H 0 : = 50 ; i thit H1 : < 50
Tiu chun kim nh T =
Theo mu ta c x =
s2 =
( 50 X )
S
; Min bc b W = {T > 2,052}.
1387,5
= 49,5536;
28
1
1387,52 8,1696
= 0,3026 s = 0,55
6876375
=
27
28
27
Tqs =
(50 49,53) 30
= 4,2948 W .
0,55
Vy bc b H 0 chp nhn H1 , ngha l mc hao ph xng c gim xung.
187
8.14 Gi l trng lng ng bao trung bnh sn phm ca nh my. Ta kim nh gi thit
H 0 : = 20 ; i thit H1 : 20
Tiu chun kim nh T =
( X 20 )
Theo mu ta c x = u + 20 =
Tqs =
; Min bc b W = {T > 1,96} .
5
+ 20 = 20, 05 .
100
(20,05 20) 100

= 0,25 W .
2
Vy cha c c s bc b H 0 .
8.15 Gi l s ho n trung bnh h thng my tnh mi x l c trong 1 gi. Ta kim nh
gi thit H 0 : = 1300 ;
i thit H1 : > 1300
Tiu chun kim nh T =

T mu c th ta c T =
( X 1300 )
(1378 1300 )
; Min bc b W = {T > 1,96} .
40
215
= 2, 294 > 1,96
Vy bc b H 0 chp nhn H1 , ngha l h thng my tnh mi x l tt hn.

8.16 Gi p l t l ph phm do nh my sn xut.
Ta kim nh gi thit H 0 : p = 0, 05 ; i thit H1 : p > 0, 05
Tiu chun kim nh T =
( f 0, 05) n .
0, 05 (1 0, 05 )
Min bc b W = {T > 1,64} .
nf = 24 > 5
T mu c th ta c f = 0, 08 tho mn iu kin
n(1 f ) = 276 > 5
Tqs =
(0,08 0,05) 300

0,05(1 0,05)
= 2,384 W .
Vy bc b H 0 chp nhn H1 , ngha l t l ph phm ca nh my c xu hng tng ln.

8.17 Ta kim nh gi thit H0: 2 = 02 = 1 ; i thit H1: 2 > 1 .
Tiu chun kim nh T =
188
(n 1) S 2
02
~ 2 (n 1) ; Min bc b W = {T > 49,6} .
T mu c th ta c Tqs = 35,09 W . Vy cha c c s bc b H 0 .
8.18 Ta kim nh gi thit H0: 1 = 2 ; i thit H1: 1 2 .
Tiu chun kim nh T =
X Y
S X2
n
SY2
~ N (0;1) ; Min bc b W = {T > 1,96} .
T mu c th ta c Tqs W . Vy cha c c s bc b H 0 .
8.19 Ta kim nh gi thit H0: 1 = 2 ; i thit H1: 1 > 2 .
Tiu chun kim nh T =
X Y
S X2 SY2
+
n
m
~ N (0;1) ; Min bc b W = {T > 1,64} .
T mu c th ta c Tqs W . Vy bc b H 0 chp nhn H1 .

8.20 Gi X l thi gian hon thnh sn phm ca cng nhn A, Y l thi gian hon thnh sn
phm ca cng nhn B. X ~ N (1 , 12 ) ; Y ~ N ( 2 , 22 )
Ta kim nh gi thit H0: 1 = 2 ; i thit H1: 1 < 2 .
Tiu chun kim nh T =
X1 X 2
S12
n1
C=
S12
n1
S12 S 22
+
n1 n2
S 22
; k=
( n1 1)( n2 1)
(n2 1)C 2 + ( n1 1)(1 C ) 2
n2
T c phn b Student k bc t do. Min bc b W = { T > T (k )} .

T mu c th ta c Tqs W . Vy cha c c s bc b H 0 .
8.21 Gi X l bin ngu nhin ch s con trai trong gia nh 3 con. Kim nh gi thit v lut
phn b xc sut, gi thit H0: X tun theo lut nh thc, i thit H1: X khng tun theo
lut nh thc.
Gi s X l bin ngu nhin nh thc vi n = 3 v p = 0,5 . Ta c bng phn b l thuyt
0.125
0.375
0.375
0.125
189
T bng iu tra 4000 gia nh ta c
2
(ni npi ) 2
npi
ni
pi
npi
(ni npi )
450
0,125
500
2500
1460
0,375
1500
1600
1,06
1530
0,375
1500
900
0,6
560
0,125
500
3600
7,2
= 13,86
n = 4000
(ni npi ) 2
. Min bc b W = T > 2 (k r 1) . y
np
i
i =0
3
Tiu chun kim nh T =
k = 4 , r = 1; = 0,05 . Tra bng ta c W = {T > 6}
T mu c th ta c Tqs = 13,36 W . Vy bc b H 0 chp nhn H1 .
(ni npi ) 2
. Min bc b W = T > 2 (k r 1) . y
npi
i =0
3
8.22 Tiu chun kim nh T =
k = 4 , r = 1; = 0,05 . Tra bng ta c W = {T > 6}
T mu c th ta c Tqs = 0,318 W . Cha c c s bc b H 0 . Vy s con ca ph

n di 25 tui tun theo quy lut Poisson.
8.23 Ta kim nh gi thit H0: X c phn b chun, i thit H1: X khng c phn b
chun.
T mu ta c c lng x = 1,26 , s = 0,490 .
Ta
(u ) =
tnh
1
2
xc
u2
2
sut
xp
pi
h xi X
S S
; h = xi xi 1 = 0,2 ;
trong
(xem ph lc I).
(ni npi ) 2
. Min bc b W = T > 2 (k r 1) . y
npi
i =1
10
Tiu chun kim nh T =
k = 10 , r = 2 ; = 0,05 . Tra bng ta c W = {T > 15,507} .
T mu c th ta c Tqs = 12,425 W . Cha c c s bc b H 0 . Vy c th xem

X tun theo quy lut phn b chun.
190
h k
nij2
8.24 Tiu chun kim nh T = n

1 .
n n
i =1 j =1 i j
Min bc b W = T > 2 (h 1)(k 1) .
k = 2, h = 2, = 0,01 2 (h 1)(k 1) = 6,6 .

T mu c th trn ta c Tqs = 1,2 W . Cha c c s bc b H 0 . Vy thnh phn
thc n ca b m khng nh hng n gii tnh ca con ci.
191
Ph lc
PH LC
PH LC I: GI TR HM MT ( x) =
0,0
0,1
0,2
0,3
0,4
0,5
0,6
0,7
0,8
0,9
1,0
1,1
1,2
1,3
1,4
1,5
1,6
1,7
1,8
1,9
2,0
2,1
2,2
2,3
2,4
2,5
2,6
2,7
2,8
2,9
3,0
3,1
3,2
3,3
3,4
3,5
3,6
3,7
3,8
3,9
192
0
0,3989
3970
3910
3814
3683
3521
3332
3123
2897
2661
0,2420
2179
1942
1714
1497
1295
1109
0940
0790
0656
0,0540
0440
0355
0283
0224
0175
0136
0104
0079
0060
0,0044
0033
0024
0017
0012
0009
0005
0004
0003
0002
1
3989
3965
3902
3802
3668
3503
3312
3101
2874
2637
2396
2155
1919
1691
1476
1276
1092
0925
0775
0644
0529
0431
0347
0277
0219
0171
0132
0101
0077
0058
0043
0032
0023
0017
0012
0008
0005
0004
0003
0002
2
3989
3961
3894
3790
3653
3485
3292
3079
2850
2613
2370
2131
1895
1669
1456
1257
1074
0909
0761
0632
0519
0422
0339
0270
0213
0167
0129
0099
0075
0056
0042
0031
0022
0016
0012
0008
0005
0004
0003
0002
3
3988
3956
3885
3778
3637
3467
3271
3056
2827
2589
2347
2107
1872
1647
1435
1238
1057
0893
0748
0620
0508
0413
0332
0264
0208
0163
0126
0096
0073
0055
0040
0030
0022
0016
0011
00080
0005
0004
0003
0002
4
3986
3951
3876
3765
3621
3448
3251
3034
2803
2565
2320
2083
1849
1626
1415
1219
1040
0878
0734
0608
0498
0404
0325
0258
0203
0158
0122
0093
0071
0053
0039
0029
0021
0015
0011
0008
0005
0004
0003
0002
5
3984
3945
3867
3752
3605
3429
3230
3011
2780
2541
2299
2059
1826
1604
1394
1200
1023
0863
0721
0596
0488
0396
0317
0252
0198
0154
0119
0091
0069
0051
0038
0028
0020
0015
0010
0007
0005
0004
0002
0002
1
2
6
3982
3939
3857
3739
3589
3410
3209
2989
2756
2516
2275
2036
1804
1582
1374
1182
1006
0848
0707
0584
0478
0387
0310
0246
0194
0151
0116
0088
0067
0050
0037
0027
0020
0014
0010
0007
0005
0003
0002
0002
x2
2
7
3980
3932
3847
3726
3572
3391
3187
2966
2732
2492
2251
2012
1781
1561
1354
1163
0989
0833
0694
0573
0468
0379
0303
0241
0189
0147
0113
0086
000065
0048
0036
0026
0019
0014
0010
0007
0005
0003
0002
0002
8
3977
3925
3836
3712
3555
3372
3166
2943
2709
2468
2227
1989
1758
1539
1334
1145
0973
0818
0681
0562
0459
0371
0297
0235
0184
0143
0110
0084
0063
0047
0035
0025
0018
0013
0009
0007
0005
0003
0002
0001
9
3973
3918
3825
3697
3538
3352
3144
2920
2685
2444
2203
1965
1736
1518
1315
1127
0957
0804
0669
0551
0449
0363
0290
0229
0180
0139
0107
0081
0061
0046
0034
0025
0018
0013
0009
0006
0004
0003
0002
0001
Ph lc
PH LC II: GI TR HM PHN B CHUN TC

1
(t ) =
x2
2 dx
1
2
(t )
0,0
0,1
0,2
0,3
0,4
0,5
0,6
0,7
0,8
0,9
1,0
1,1
1,2
1,3
1,4
1,5
1,6
1,7
1,8
1,9
2,0
2,1
2,2
2,3
2,4
2,5
2,6
2,7
2,8
2,9
0,5000
5398
5793
6179
6554
0,6915
7257
7580
7881
8159
0,8413
8643
8849
9032
9192
0,9332
9452
9554
9641
9712
0,9773
9821
9861
9893
9918
0,9938
9953
9965
9974
9981
5040
5438
5832
6217
6591
6950
7291
7611
7910
8186
8438
8665
8869
9049
9207
9345
9463
9564
9649
9719
9778
9826
9864
9896
9920
9940
9955
9966
9975
9982
5080
5478
5871
6255
6628
6985
7324
7642
7939
8212
8461
8686
8888
9066
9222
9357
9474
9573
9656
9726
9783
9830
9868
9898
9922
9941
9956
9967
9976
9982
5120
5517
5910
6293
6664
7019
7357
7673
7967
8238
8485
8708
8907
9082
9236
9370
9484
9582
9664
9732
9788
9834
9871
9901
9925
9943
9957
9968
9977
9983
5160
5557
5948
6331
6700
7054
7389
7703
7995
8264
8508
8729
8925
9099
9251
9382
9495
9591
9671
9738
9793
9838
9875
9904
9927
9945
9959
9969
9977
9984
5199
5596
5987
6368
6736
7088
7422
7734
8023
8289
8531
8749
8944
9115
9265
9394
9505
9599
9678
9744
9798
9842
9878
9906
9929
9946
9960
9970
9978
9984
5239
5636
6026
6406
6772
7123
7454
7764
8051
8315
8554
8770
8962
9131
9279
9406
9515
9608
9686
9750
9803
9846
9881
9909
9931
9948
9961
9971
9979
9985
5279
5675
6064
6443
6808
7156
7486
7794
8078
8340
8577
8790
8980
9147
9292
9418
9525
9616
9693
9756
9808
9850
9884
9911
9932
9949
9962
9972
9979
9985
5319
5714
6103
6480
6844
7190
7517
7823
8106
8365
8599
8810
8997
9162
9306
9429
9535
9625
9699
9761
9812
9854
9887
9913
9934
9951
9963
9973
9980
9986
5359
5753
6141
6517
6879
7224
7549
7852
8132
8389
8621
8830
9015
9177
9319
9441
9545
9633
9706
9767
9817
9857
9890
9916
9936
9952
9964
9974
9981
9986
3,0
3,1
3,2
3,3
3,4
3,5
3,6
3,7
3,8
3,9
(t )
0,9987
9990
9993
9995
9996
9997
9998
9999
9999
9999
193
Ph lc
PH LC III: GI TR TI HN CA PHN B STUDENT

f (t )
194
t (n)
Bc t do
= 0,05
= 0,025
= 0,01
= 0,005
= 0,001
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
inf
6,314
2,920
2,353
2,132
2,015
1,943
1,895
1,860
1,833
1,812
1,796
1,782
1,771
1,761
1,753
1,746
1,740
1,734
1,729
1,725
1,721
1,717
1,714
1,711
1,708
1,796
1,703
1,701
1,699
1,645
12,706
4,303
3,128
2,776
2,571
2,447
2,365
2,306
2,262
2,228
2,201
2,179
2,160
2,145
2,131
2,120
2,110
2,101
2,093
2,086
2,080
2,074
2,069
2,064
2,060
2,056
2,052
2,048
2,045
1,960
31,821
6,965
4,541
3,747
3,365
3,143
2,998
2,896
2,821
2,764
2,718
2,681
2,650
2,624
2,606
2,583
2,567
2,552
2,539
2,58
2,518
2,508
2,500
2,492
2,485
2,479
2,473
2,467
2,462
2,326
63,657
9,925
5,841
4,604
4,032
3,707
3,499
3,355
3,250
3,169
3,106
3,055
3,012
2,977
2,947
2,921
2,898
2,878
2,861
2,845
2,831
2,819
2,807
2,797
2,787
2,779
2,771
2,763
2,756
2,576
318,309
22,327
10,215
7,173
5,893
5,208
4,705
4,501
4,297
4,144
4,025
3,930
3,852
3,787
3,733
3,686
3,646
3,610
3,579
3,552
3,527
3,505
3,485
3,467
3,450
3,435
3,421
3,408
3,396
3,090
Ph lc
PH LC IV: GI TR TI HN CA PHN B KHI BNH PHNG
2 (n)
Bc t do
02,995
02,99
02,97
02,95
02,05
02,025
02,01
02,005
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
0,000
0,010
0,072
0,207
0,412
0,676
0,989
1,344
1,735
2,156
2,603
3,074
3,565
4,075
5,001
5,142
5,697
6,265
6,844
7,343
8,034
8,543
9,260
9,886
10,520
11,160
11,808
12,461
13,121
13,787
0,000
0,020
0,115
0,297
0,554
0,872
1,239
1,646
2,088
2,558
3,053
3,571
4,107
4,660
5,229
5,812
6,408
7,015
7,633
8,260
8,897
9,542
10,196
10,856
11,524
12,198
12,879
13,565
14,256
14,930
0,001
0,051
0,216
0,484
0,831
1,237
1,690
2,180
2,700
3,247
3,816
4,404
5,009
5,629
6,262
6,908
7,564
8,231
8,907
9,591
10,283
10,982
11,689
12,401
13,120
13,844
14,573
15,308
16,047
16,791
0,004
0,103
0,352
0,711
1,145
1,635
2,167
2,733
3,325
3,940
4,575
5,226
5,982
6,571
7,261
7,962
8,672
9,390
10,117
10,851
11,591
12,388
13,091
13,848
14,611
15,379
16,151
16,928
17,708
18,493
3,841
5,991
7,815
9,488
11,070
12,592
14,067
15,507
16,919
18,307
19,675
21,026
22,362
23,685
24,996
26,296
27,587
28,869
30,144
31,410
32,671
33,924
35,172
36,415
37,625
38,885
40,113
41,337
42,557
43,773
5,024
7,378
9,348
11,143
12,832
14,449
16,013
17,535
19,023
20,483
21,920
23,337
24,736
26,119
27,488
28,845
30,191
31,524
32,852
34,170
35,479
36,781
38,076
39,364
40,646
41,923
43,194
44,461
45,722
46,979
6,635
9,210
11,345
13,277
15,086
16,812
18,475
20,090
21,666
23,209
24,725
26,217
27,688
29,141
30,578
32,000
33,409
34,805
36,191
37,566
38,932
30,289
41,638
42,980
44,314
45,642
46,993
48,278
49,588
50,892
7,879
10,597
12,838
14,860
16,750
18,548
20,278
21,955
23,589
25,188
26,757
28,300
28,819
31,319
32,801
34,267
35,718
37,156
38,582
39,997
41,401
42,796
44,181
45,558
46,928
48,290
46,645
50,993
52,336
53,672
195
Ph lc
PH LC Va: GI TR TI HN CA PHN B FISHER F (n1 , n2 )

MC = 0,05
O
Bc t
do n2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
30
40
60
120
196
f (n1 , n2 )
Bc t do n1
161
18.5
10,1
7,71
6,61
5,99
5,59
5,32
5,12
4,96
4,84
4,75
4,67
4,60
4,54
4,49
4,45
4,41
4,38
4,35
4,32
4,30
4,28
4,26
4,24
4,17
4,08
4,00
3,92
3,84
200
19,0
9,55
6,94
5,79
5,74
4,74
4,46
4,26
4,10
3,98
3,89
3,81
3,74
3,68
3,63
3,69
3,55
3,52
3,19
3,47
3,44
3,42
3,40
3,39
3,32
3,23
3,15
3,07
3,00
216
19,2
9,28
6,59
5,41
4,76
4,35
4,07
3,86
3,71
3,59
3,49
3,41
3,34
3,29
3,24
3,20
3,16
3,13
3,10
3,07
3,05
3,03
3,01
2,99
2,92
2,86
2,76
26,8
2,60
225
19,2
9,12
6,39
5,19
4,53
4,12
3,84
3,63
3,84
3,36
3,26
3,18
3,11
3,06
3,01
2,96
2,93
2,90
2,87
2,84
2,82
2,80
2,78
2,76
2,69
2,61
2,53
2,45
2,37
230
19,3
9,01
6,26
5,05
4,39
3,97
3,69
3,48
3,33
3,20
3,11
3,03
2,96
2,90
2,85
2,81
2,77
2,74
2,71
2,68
2,66
2,64
2,62
2,60
2,53
2,45
2,37
2,29
2,21
6
234
19,3
8,94
6,16
4,95
4,28
3,87
3,58
3,37
3,22
3,09
3,00
2,92
2,85
2,79
2,74
2,70
2,66
2,63
2,60
2,57
2,55
2,53
2,51
2,49
2,42
2,34
2,25
2,18
2,10
7
237
19,4
8,89
6,09
4,88
4,21
3,79
3,50
3,29
3,14
3,01
2,91
2,83
2,76
2,71
2,66
2,61
2,58
2,54
2,51
2,49
2,46
2,44
2,42
2,40
2,33
2,25
2,17
2,09
2,01
8
239
19,4
8,85
6,04
4,82
4,15
3,73
3,44
3,23
3,07
2,95
2,85
2,77
2,70
2,64
2,59
2,55
2,81
2,48
2,45
2,42
2,40
2,37
2,36
2,34
2,27
2,18
2,10
2,02
1,94
9
241
19,4
8,81
6,00
4,77
4,10
3,68
3,39
3,18
3,02
2,90
2,80
2,71
2,65
2,59
2,54
2,49
2,46
2,42
2,39
2,37
2,34
2,32
2,30
2,28
2,21
2,12
2,04
1,96
1,88
10
242
19,4
8,79
5,96
4,74
4,06
3,64
3,32
3,14
2,98
2,85
2,75
2,67
2,60
2,54
2,49
2,45
2,41
2,38
2,35
2,32
2,30
2,27
2,25
2,24
2,16
2,08
1,99
1,91
1,83
Ph lc
PH LC Vb: GI TR TI HN CA PHN B FISHER F (n1 , n2 )

MC = 0,05
O
Bc t
do n2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
30
40
60
120
f (n1 , n2 )
Bc t do n1
12
15
20
24
30
40
60
120
244
19,4
8,74
5,91
4,68
4,00
3,57
3,28
3,07
2,91
2,79
2,69
2,60
2,53
2,48
2,42
2,38
2,34
2,31
2,28
2,25
2,23
2,20
2,18
2,15
2,09
2,00
1,92
1,83
1,75
246
19,4
8,70
5,86
4,62
3,94
3,51
3,22
3,01
2,85
2,72
2,62
2,53
2,46
2,40
2,35
2,31
2,27
2,23
2,20
2,18
2,15
2,13
2,11
2,09
2,01
1,92
1,84
1,75
1,67
248
19,4
8,66
5,80
4,56
3,87
3,44
3,15
2,94
2,77
2,65
2,54
2,46
2,39
2,33
2,28
2,23
2,19
2,16
2,12
2,10
2,07
2,05
2,03
2,01
1,93
1,84
1,75
1,66
1,57
249
19,5
8,64
5,77
4,53
3,84
3,41
3,12
2,90
2,74
2,61
2,51
2,42
2,35
2,29
2,24
2,19
2,15
2,11
2,08
2,05
2,03
2,01
1,98
1,96
1,89
1,79
1,70
1,61
1,52
250
19,5
8,62
5,75
4,50
3,81
3,38
3,08
2,86
2,70
2,57
2,47
2,38
2,31
2,25
2,19
2,15
2,11
2,07
2,04
2,01
1,98
1,96
1,94
1,92
1,84
1,74
1,65
1,55
1,46
251
19,5
8,59
5,72
4,46
3,77
3,34
3,04
2,83
2,66
2,53
2,43
2,34
2,27
2,20
2,15
2,10
2,06
2,03
1,99
1,96
1,94
1,91
1,89
1,78
1,79
1,69
1,59
1,59
1,39
252
19,5
8,57
5,69
4,43
3,74
3,30
3,01
2,79
2,62
2,49
2,38
2,30
2,22
2,16
2,11
2,06
2,02
1,98
1,95
1,74
1,64
1,53
1,43
1,32
2,53
29,5
8,55
5,66
4,40
3,70
3,27
2,97
2,75
2,58
2,45
2,34
2,25
2,18
2,11
2,06
2,01
1,79
1,73
1,90
1,87
1,84
1,81
1,79
1,77
1,68
1,58
1,47
1,35
1,22
2,54
19,5
8,53
5,63
4,37
3,67
3,23
2,93
2,71
2,54
2,40
2,30
2,21
2,13
2,07
2,40
2,30
2,21
2,13
2,07
2,01
1,96
1,92
1,88
1,84
1,81
1,78
1,76
1,73
1,71
1,62
1,51
1,39
1,25
1,00
197
Ph lc
PH LC Vc: GI TR TI HN CA PHN B FISHER F (n1 , n2 )

MC = 0,01
O
Bc t
do n2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
30
40
60
120
198
f (n1 , n2 )
Bc t do n1
4,052
98,5
34,1
21,2
16,3
13,7
12,2
11,3
10,6
10,0
9,65
9,33
9,07
8,86
8,68
8,53
8,40
8,29
8,19
8,10
8,02
7,95
7,88
7,82
7,77
7,56
7,31
7,08
6,85
6,63
5,000
99,0
30,8
18,0
13,3
10,9
9,55
8,65
8,02
7,56
7,21
6,93
6,70
6,51
6,36
5,23
6,71
6,01
5,93
5,85
5,78
5,72
5,66
5,61
5,57
5,39
5,18
4,98
4,79
4,61
5,403
99,2
29,5
16,7
12,1
9,78
8,45
7,59
6,99
6,55
6,22
5,95
5,74
5,56
5,42
5,29
5,19
5,09
5,01
4,94
4,87
4,82
4,76
4,72
4,68
4,51
4,31
4,13
3,95
3,78
5,625
99,2
28,7
16,0
11,4
9,15
7,85
7,01
6,42
5,99
5,67
5,41
5,21
5,04
4,89
4,77
4,67
4,58
4,50
4,43
4,37
4,31
4,26
4,22
4,78
4,02
3,83
3,65
3,48
3,32
5,764
99,3
28,2
15,5
11,0
8,75
7,46
6,63
6,06
5,64
5,32
5,06
4,86
4,70
4,56
4,44
4,34
4,25
4,17
4,10
4,04
3,99
3,94
3,90
3,86
3,70
3,51
3,34
3,17
3,02
6
5,859
99,3
27,9
15,2
10,7
8,47
7,19
6,37
5,80
5,39
5,07
4,82
4,62
4,46
4,32
4,20
4,10
4,01
3,94
3,87
3,81
3,76
3,71
3,67
3,63
3,47
3,29
3,12
2,96
2,80
7
5,928
99,4
27,7
15,0
10,5
8,26
6,99
6,18
5,61
5,20
4,89
4,64
4,44
4,28
4,14
4,03
3,93
3,84
3,77
3,70
3,64
3,59
3,54
3,50
3,46
3,30
3,12
2,95
2,79
2,64
8
5,982
99,4
27,5
14,8
10,3
8,10
6,84
6,03
5,47
5,06
4,74
4,50
4,30
4,14
4,00
3,89
3,79
3,71
3,63
3,56
3,51
3,45
3,41
3,36
3,32
3,17
2,99
2,82
2,66
2,51
9
6,023
99,4
27,3
14,7
10,2
7,98
6,72
5,91
5,35
4,94
4,63
4,39
4,19
4,03
3,89
3,78
3,68
3,60
3,52
3,46
3,40
3,34
3,30
3,26
3,22
3,07
2,89
2,72
2,56
2,41
10
6,056
99,4
27,2
14,5
10,1
7,87
6,62
5,81
5,26
4,85
4,54
4,30
4,10
3,94
3,80
3,69
3,59
3,51
3,43
3,37
3,31
3,26
3,21
3,17
3,13
2,98
2,80
2,63
2,47
2,32
Ph lc
PH LC Vd: GI TR TI HN CA PHN B FISHER F (n1 , n2 )

MC = 0,01
f (n1 , n2 )
Bc t
do n2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
30
40
60
120
Bc t do n1
12
15
20
24
30
40
60
120
6,106
99,4
27,1
14,4
9,89
7,72
6,47
5,67
5,11
4,71
4,40
4,16
3,96
3,80
3,67
3,55
3,46
3,37
3,30
3,23
3,17
3,12
3.07
3,03
2,99
2,84
2,66
2,50
2,34
2,18
6,157
99,4
26,9
14,2
9,72
7,56
6,31
5,52
4,96
4,56
4,25
4,01
3,82
3,66
3,52
3,41
3,31
3,23
3,15
3,09
3,03
2,98
2.93
2,89
2,85
2,70
2,52
2,35
2,10
2,04
6,209
99,4
26,7
14,2
9,55
7,40
6,16
5,36
4,81
4,41
4,10
3,86
3,66
3,51
3,37
3,26
3,16
3,08
3,00
2,94
2,88
2,83
2.78
2,74
2,70
2,55
2,37
2,20
2,03
1,88
6,235
99,5
26,6
13,9
9,47
7,31
6,07
5,28
4,73
4,33
4,02
3,78
3,59
3,43
3,29
3,18
3,08
3,00
2,92
2,86
2,80
2,75
2.70
2,66
2,62
2,47
2,29
2,12
1,95
1,79
6,261
99,5
26,5
13,8
9,38
7,23
5,99
5,20
4,65
4,25
3,94
3,70
3,51
3,35
3,21
3,10
3,00
2,92
2,84
2,78
2,72
2,67
2,62
2,58
2,53
2,39
2,20
2,03
1,86
1,70
6,287
99,5
26,4
13,7
9,29
7,14
5,91
5,12
4,57
4,17
3,86
3,62
3,43
3,27
3,13
3,02
2,92
2,84
2,76
2,69
2,64
2,58
2,54
2,49
2,45
2,30
2,11
1,94
1,76
1,59
6,313
99,5
26,3
13,7
9,20
7,06
5,82
5,03
4,48
4,08
3,78
3,54
3,34
3,18
3,05
2,93
2,83
2,75
2,67
2,61
2,55
2,50
2,45
2,40
2,36
2,21
2,02
1,84
1,66
1,47
6,339
99,5
26,2
13,6
9,11
6,97
5,74
4,95
4,40
4,00
3,69
3,45
3,25
3,09
2,96
2,84
2,75
2,66
2,56
2,52
2,46
2,40
2,35
2,30
2,27
2,11
1,92
1,73
1,53
1,32
6,366
99,5
26,1
13,5
9,02
6,88
5,65
4,86
4,31
3,91
3,60
3,36
3,77
3,00
2,87
2,75
2,65
2,57
2,49
2,42
2,36
2,31
2,36
2,21
2,17
2,01
1,80
1,60
1,38
1,00
199
Ti
Phliu
lc tham kho
TI LIU THAM KHO
[1]. o Hu H, Xc sut Thng k, NXB i Hc Quc Gia H Ni, 1999.

[2]. Nguyn Vn Phn, Lng Hu Thanh, Bi tp xc sut v thng k, i Hc Giao Thng
Vn Ti, 1996.
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200
L THUYT
XC SUT V THNG K TON
M s: 497XSU210
Chu trch nhim bn tho
TRUNG TM O TO BU CHNH VIN THNG 1
(Ti liu ny c ban hnh theo Quyt nh s: 375/Q-TTT1 ngy
22/05/2006 ca Gim c Hc vin Cng ngh Bu chnh Vin thng)
In ti : Cng ty c phn In Bu in
S lng : 2000 cun, kh 19 x 26 cm
Ngy hon thnh : 01/06/2006.

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HC VIN CNG NGH BU CHNH VIN THNG

Nm chng u thuc v l thuyt xc sut, ba chng cn li l nhng vn c bn ca

Chng 1: Bin c ngu nhin v xc xut

CHNG I: BIN C NGU NHIN V XC SUT

Cc khi nim php th, bin c.

Quan h gia cc bin c.

Cc nh ngha v xc sut: nh ngha xc sut theo c in, theo thng k.

Chng 1: Bin c ngu nhin v xc xut

Chng 1: Bin c ngu nhin v xc xut

tho mn hai iu kin sau:

(i) Khng gian mu c mt s hu hn phn t.

Nu xem bin c A nh l tp con ca khng gian mu th

tnh xc sut c in ta s dng phng php m ca gii tch t hp.

Chng 1: Bin c ngu nhin v xc xut

+ mn cch chn mt trong cc i tng cho.

1.3.2.2. Qui tc nhn

Chng 1: Bin c ngu nhin v xc xut

V d 1.5: Mt ngi gi in thoi qun mt hai s cui ca s in thoi v ch nh c

V d 1.6: Mt cng ty cn tuyn 2 nhn vin. C 6 ngi np n trong c 4 n v 2

c gi l tn sut xut hin ca bin c A trong n php th.

Chng 1: Bin c ngu nhin v xc xut

Trn thc t P(A) c tnh xp x bi tn sut f n (A) khi n ln.

Chng 1: Bin c ngu nhin v xc xut

c cc bin c Ai cng xy ra.

(ii) Tng ca chng l bin c chc chc, ngha l

Chng 1: Bin c ngu nhin v xc xut

2. Xc sut ca bin c khng th bng 0, xc sut ca bin c chc chn bng 1.

1.6.2. Qui tc cng

Chng 1: Bin c ngu nhin v xc xut

T cng thc (1.6) v (1.7) ta c h qu: Nu {A1 , A2 , ..., An } l mt h y th

1.6.2.2. Trng hp tng qut

P( A B C ) = P( A) + P( B) + P(C ) P( AB) P( BC ) P(CA) + P( ABC) (1.9)

Nu {A1 , A2 , ..., An } l dy cc bin c bt k

+ (1) n1 P ( A1 A2 ... An ) . 1.9)

P( A) = P( A1 ) + P( A2 ) = 0,25 + 0,55 = 0,8 .

p dng cng thc (1.8) cho h y A, A ta c quy tc xc sut bin c i

1.6.4. Xc sut c iu kin

Chng 1: Bin c ngu nhin v xc xut

Khi c nh A vi P( A) > 0 th xc sut c iu kin P (B A) c tt c cc tnh cht

ca xc sut thng thng (cng thc (1.5)-(1.10)) i vi bin c B .

P B A = 1 P (B A), P (B1 B2 A) = P (B1 A) + P (B2 A) P (B1 B2 A) .

1.6.5. Quy tc nhn

Nu {A1 , A2 , ... , An } l cc bin c c lp th

P( A1 A2 ... An ) = P( A1 )P( A2 )...P( An ) .

1.6.5.2. Trng hp tng qut

P ( A1 A2 ... An ) = P ( A1 ) P ( A2 A1 ) P ( A3 A1 A2 ) ... P ( An A1 A2 ... An 1 ) .

Chng 1: Bin c ngu nhin v xc xut

Bt , B , B x ln lt l bin c bi c rt t ti II l trng, , xanh.

P ( At Bt A B Ax Bx ) = P ( At Bt ) + P ( A B ) + P ( Ax Bx ) (do xung khc)

V d 1.15: Mt th kho c mt chm cha kha gm 9 chic, b ngoi chng ging ht

1.6.6. Cng thc xc sut y

1.6.7. Cng thc Bayes

Chng 1: Bin c ngu nhin v xc xut

P( A) = 0,85 , P( B) = 0,15 ; P(TB A) =

p dng cng thc xc sut y ta c xc sut thu c tn hiu A:

P(T A ) = P( A) P(T A A) + P( B) P(T A B ) = 0,85

p dng cng thc Bayes ta c

V d 1.17: Ngi ta dng mt thit b kim tra mt loi sn phm nhm xc nh sn

c kt lun l ph phm (bin c A ).

c kt lun l t cht lng th li l ph phm.

c kt lun l ng vi thc cht ca n.

Gii: Gi H l bin c sn phm c chn l ph phm. Theo gi thit ta c:

p dng cng thc y cho h y H , H ta c:

Chng 1: Bin c ngu nhin v xc xut