Trao i trc tuyn ti:

www.mientayvn.com/chat_box_toan.html

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Thng K - Chng 1

CHNG 1
D LIU
v
THNG K
1

NI DUNG CHNH
Thng k v cc ng dng trong kinh doanh v
kinh t
D liu
li
Ngun d liu
Thng k m t
Thng k suy din
2

THNG K V NG DNG TRONG

KINH DOANH V KINH T
Thng k l mt Ngh thut v Khoa hc v:
Thu thp
Phn tch
Trnh by
V gii thch D LIU

TS. Cao Ho Thi

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Thng K - Chng 1

THNG K V NG DNG TRONG

KINH DOANH V KINH T
ng dng trong kinh doanh v kinh t:
Cc ng dng ca thng k rt hin nhin trong nhiu
lnh vc
Thng k c s dng :
Thng bo cho cng chng
D bo cho vic lp k hoch v ra quyt nh
4

THNG K V NG DNG TRONG

KINH DOANH V KINH T
ng dng trong kinh doanh v kinh t:
Cc lnh vc kinh doanh v kinh t da trn cc
k thut v thng tin thng k:
K ton
Ti chnh
Tip th
Sn xut
Kinh t
5

THNG K V NG DNG TRONG

KINH DOANH V KINH T
Cc phn mm thng k so vi Excel

Cc phn mm thng k thng l Hp en

MINITAB: l mt phn mm thng k c ngun gc

MINITAB
c thit k ti i hc Penn State c bit dnh
cho sinh vin.

SAS: Statistical Analysis System H thng phn

tch thng k

SPSS: Statistical Package for the Social Science

Phn mm thng k cho khoa hc x hi
6

TS. Cao Ho Thi

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Thng K - Chng 1

THNG K V NG DNG TRONG

KINH DOANH V KINH T
Cc phn mm thng k so vi Excel
S dng Excel phn tch thng k bi v:
Excel sn c cc vn phng
Excel mnh gii quyt cc vn thng k thng
gp
Ngi s dng c th hiu c ngha ca cc vn
thng k
Cc nh qun l v ra quyt nh thnh cng l nhng
ngi c th hiu v s dng cc thng tin mt cch
hiu qu nht

D LIU
D liu
D liu l cc s kin v con s c thu thp, phn
tch v tng kt trnh by v gii thch
Tp d liu l tt c cc d liu c thu thp cho
mt nghin cu c th
Thang o
D liu nh tnh so vi nh lng
D liu cho so vi chui thi gian
8

D LIU
Cc phn t, cc bin v cc quan st
Phn t l tan b thc th da vo d liu c thu
thp
Bin l cc c tnh c quan tm i vi cc phn t
Quan st l tp cc i lng o lng c thu thp
i vi mt phn t c th

TS. Cao Ho Thi

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Thng K - Chng 1

D LIU
Variables

Company
Dataram
EnergySouth
Keystone
LandCare
Psychemedics

Stock
Annual Earn/
Exchange Sales($M) Sh.($)
AMEX
OTC
NYSE
NYSE
AMEX

Elements

Data Set

73.10
74.00
365.70
111.40
17.60

0.86
1.67
0.86
0.33
0.13
Datum
10

Cu hi?
Tham kho Bng 1.1:
B D LIU CA 5 LAI CHNG KHAN:

C bao nhiu phn t trong b d liu ny ?

C bao nhiu bin trong b d liu ny?
C bao nhiu quan st trong b d liu ny?
C bao nhiu s lng d liu trong b d liu
ny?
11

D LIU
Thang o
Xc nh lng thng tin c trong d liu v ch ra s
tng kt d liu v phn tch thng k no l thch hp
nht
Thang o ch danh
Thang o th t
Thang o khong
Thang o t l

12

TS. Cao Ho Thi

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Thng K - Chng 1

D LIU

Thang o ch danh
S dng nhn hiu hoc tn nhn dng mt thuc
tnh ca phn t bng s hoc khng bng s

Thang o th t
C c tnh ca thang o ch danh v c th dng
sp hng hoc th t d liu bng s hoc khng
bng s

Thang
Th

o khong
kh
C c tnh ca thang o th t v khong cch gia
cc quan st c din t di dng cc n v o
lng c nh lun lun bng s

Thang o t l
C c tnh ca thang o khong v t l ca 2 gi tr l
c ngha lun lun bng s
(Cha gi tr Zero C ngha l khng c g)
13

D LIU
D liu nh tnh so vi nh lng
D liu nh tnh
D liu nh tnh l cc nhn hiu hay tn c dng
nhn dng v c trng cho mi phn t
BIn nh tnh l bin vi d liu nh tnh
D liu nh tnh s dng thang o ch danh hoc thang
o th t; c th o bng s hoc khng bng s
14

D LIU
D liu nh tnh so vi nh lng
D liu nh lng
D liu nh lng l d liu cho bit s lng bao nhiu
ca mt i lng no
Bin nh lng l bin vi d liu nh lng
D liu nh tnh s dng thang o khong hoc thang o
t l; lun o bng s
15

TS. Cao Ho Thi

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Thng K - Chng 1

D LIU
D liu nh tnh so vi nh lng
S khc nhau gia d liu nh lng v nh
tnh
Cc php tnh s hc thng thng ch c ngha i vi
d liu nh lng
Tuy nhin, khi d liu nh tnh c ghi nhn nh cc gi
tr bng s th cc php tnh s hc s cho ra cc kt qu
khng c ngha
16

Cu hi ?
Hy pht biu xem cc bin sau y bin no l
bin nh tnh, bin no l bin nh lung v
hy ch ra thang o thch hp cho mi bin.
Tui
T i
Gii tnh
Th hng trong lp
Nhit
Thu nhp
17

D LIU
D liu cho v d liu chui thi gian
D liu
cho l cc d liu
c
thu thp
p trong
g cng
g
hay gn cng mt thi im
D liu chui thi gian l cc d liu c thu thp
trong cc thi im lin tip nhau
18

TS. Cao Ho Thi

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Thng K - Chng 1

NGUN D LIU
Ngun d liu c th thu thp t:
Cc ngun hin c:
Internet tr thnh mt ngun
d liu quan trng
Cc nghin cu thng k:
Nghin cu th nghim
Nghin cu quan st

19

NGUN D LIU
Cc sai s ca thu thp d liu
Mt sai s trong thu thp d liu xy ra khi gi tr ca d
liu thu thp c khng bng vi gi ng/thc c
c t mt qui trnh thu thp ng
S dng d liu sai c th xu hn khng s dng bt
k d liu no
GIGO Garbage In Garbage Out Rc vo Rc Ra

20

THNG K M T
Thng k m t: Thu thp, Tng kt v M t d liu
Cc phng php c s dng tng kt d liu:
Lp Bng
Th
Bng s

21

TS. Cao Ho Thi

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Thng K - Chng 1

THNG K M T
Thng k m t:
Cc tham s thng
g k
Tn s
Phn phi xc sut

22

THNG K SUY DIN

Tng th l tp tt c cc phn t cn quan
tm trong mt nghin cu c th
Mu l mt
tp
p con ca tng
g th
Thng k suy din: l qu trnh s dng d
liu thu thp c t mu c lng hoc
kim nh cc gi thuyt thng k v cc c
trng ca tng th

23

THNG K SUY DIN

Ly Mu

Tng
th

Mu
n

c Lng
Kim nh gi thuyt

24

TS. Cao Ho Thi

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Thng K - Chng 1

CHNG 2
TRNH BY
BNG BNG v BIU

25

NI DUNG CHNH
Tng kt d liu nh tnh
Tng kt d liu nh lng
Phn tch d liu khm ph: Trnh by dng
cnh v l
th phn tn im v bng cho

26

TNG KT D LIU NH TNH

Phn phi tn s
Phn phi tn s l mt bng tng kt mt tp d
trong
g trnh by
y tn s ((hay
y s)) ca cc g
gi tr
liu
quan st c trong mi lp ca cc lp khng trng
ln nhau

27

TS. Cao Ho Thi

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Thng K - Chng 1

TNG KT D LIU NH TNH

D LIU T MT MU GM 50 LON NC GII KHT
Coke Classic
Diet Coke
Pepsi-Cola
Diet Coke
Coke Classic
Coke Classic
Dr.Pepper
Diet Coke
Pepsi-Cola
Pepsi-Cola
Coke Classic
Dr.Pepper
Sprite
Coke Classic
Diet Coke
Coke Classic
Coke Classic

Sprite
Coke Classic
Diet Coke
Coke Classic
Diet Coke
Coke Classic
Sprite
Pepsi-Cola
Coke Classic
Coke Classic
Coke Classic
Pepsi-Cola
Coke Classic
Sprite
Dr.Pepper
Pepsi-Cola
Diet Coke

Pepsi-Cola
Coke Classic
Coke Classic
Coke Classic
Pepsi-Cola
Dr Pepper
Dr.Pepper
Coke Classic
Diet Coke
Pepsi-Cola
Pepsi-Cola
Pepsi-Cola
Pepsi-Cola
Coke Classic
Dr.Pepper
Pepsi-Cola
Sprite
28

TNG KT D LIU NH TNH

PHN PHI TN S
CA LON NC GII KHT
Nc gii kht
Coke Classic
Diet Coke
Dr.Pepper
Pepsi-Cola
Sprite
Tng

Tn s
19
8
5
13
5
50
29

TNG KT D LIU NH TNH

Phn phi tn s tng i
v tn s phn trm
Phn phi tn s tng i: Mt bng tng kt tp
mt
t d li
liu ttrong ttrnh
h b
by t
tn s
ttng i ngha
h
l, t s ca tng s cc gi tr quan st c trong mi
lp ca cc lp khng trng ln nhau
Tn s tng i ca 1 lp = Tn s ca 1 lp / n
Tn s phn trm = Tn s tng i* 100
30

TS. Cao Ho Thi

10

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Thng K - Chng 1

TNG KT D LIU NH TNH

Phn phi tn s tng i
v tn s phn trm
Phn phi tn s tng i: Mt bng tng kt tp
mt d liu trong trnh by phn trm ca tng s
cc gi tr quan st c trong mi lp ca cc lp
khng trng ln nhau
31

TNG KT D LIU NH TNH

PHN PHI TN S TNG I v PHN TRM
CA LON NC GII KHT
Nc gii kht
Coke Classic
Diet Coke
Dr.Pepper
Peppsi-Cola
Sprite

Tn s tng i
.38
.16
.10
.26
.10

Tng

Tn s phn trm
38
16
10
26
10

1.00

100

32

TNG KT D LIU NH TNH

Biu hnh thanh v biu hnh trn

Tn s

BIU HNH THANH CA NC GII KHT

20
18
16
14
12
10
8
6
4
2
0
Coke
Classic

Diet Coke

Dr. Pepper

Pepsi- Cola

Sprite

Nc gii kht

33

TS. Cao Ho Thi

11

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Thng K - Chng 1

TNG KT D LIU NH TNH

Biu hnh thanh v biu hnh trn
BIU HNH TRN CA NC GII KHT

Coke
Classic
38%
Diet Coke
16%
Sprite
10%

Dr. Pepper
10%
Pepsi- Cola
26%

34

TNG KT D LIU NH LNG

Phn phi tn s
Phn phi tn s l mt bng tng kt mt tp d
trong
g trnh by
y tn s ((hay
y s)) ca cc g
gi tr
liu
quan st c trong mi lp ca cc lp khng trng
ln nhau

35

TNG KT D LIU NH LNG

Phn phi tn s
Xy dng mt phn phi tn s
Thu thp d liu mu
Xc nh s lp khng trng lp
Xc nh chiu rng ca mi lp
Xc nh cc gii hn ca mi lp
m s cc gi tr d liu c trong mi lp
Tng kt cc tn s ca lp vo trong mt bng
phn phi tn s
36

TS. Cao Ho Thi

12

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Thng K - Chng 1

TNG KT D LIU NH LNG

Phn phi tn s
S lp (K): 5 K 20
Chiu rng lp
Chiu rng lp = (Gi tr ln nht Gi tr nh nht) / K
Cc gii hn ca lp

Cc gii hn ca lp l s ln nht v nh nht thuc

v lp
Gii hn di ca lp = S nh nht
Gii hn trn ca lp = S ln nht

S khc bit gia gii hn di ca cc lp lin nhau

s cho ta chiu rng ca lp
37

TNG KT D LIU NH LNG

Phn phi tn s
Cc bin gii ca lp

Cc bin ca lp l cc ng phn chia gia cc

lp
im gia ca lp

im gia ca lp l gi tr nm gia cc gii

hn di v gii hn trn ca lp
38

TNG KT D LIU NH LNG

CC THI GIAN KIM TON CUI NM
(Tnh theo s ngy)
12
15
20
22
14

14
15
27
21
18

19
18
22
33
16

18
17
23
28
13
39

TS. Cao Ho Thi

13

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Thng K - Chng 1

TNG KT D LIU NH LNG

PHN PHI TN S
I VI D LIU THI GIAN KIM TAN
Thi g
gian kim tan
(ngy)
10-14
15-19
20-24
25-29
30-34
Tng

Tn s
4
8
5
2
1
20
40

TNG KT D LIU NH LNG

Phn phi tn s tng i
v tn s phn trm
Tn
s
tng i
ca 1 lp = Tn
s
ca 1 lp / n
Tn s phn trm = Tn s tng i* 100

41

TNG KT D LIU NH LNG

PHN PHI TN S TNG I V
TN S PHN TRM
I VI D LIU THI GIAN KIM TAN
Thi gian
i
(ngy)
10-14
15-19
20-24
25-29
30-34
Tng

Tn
T s
ttng i
.20
.40
.25
.10
.05
1.00

Tn
T s
phn
h ttrm

20
40
25
10
5
100
42

TS. Cao Ho Thi

14

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Thng K - Chng 1

TNG KT D LIU NH LNG

Biu im
Trc honh trnh by min cc gi tr ca d liu.
Mi gi tr c biu th bng mt im nm trn trc
4
3
2
1
0
10

15

20

25

30

35

Thi gian kim tan tnh theo ngy

43

TNG KT D LIU NH LNG

Biu tn s
Mt biu tn s c xy dng bng t cc
bin quan tm trn trc honh v tn s, tn s
tng i, tn s phn trm trn trc tung
Biu tn s m t dng ca tp d liu

44

TNG KT D LIU NH LNG

9
8
7
6
5
44
33
22
11
00
0

10

10

15

15

20

20

25

25

30

30

35

35

Thi gian kim tan tnh theo ngy

45

TS. Cao Ho Thi

15

Trng HBK Tp.HCM

Thng K - Chng 1

TNG KT D LIU NH LNG

Cc phn phi tch ly
Phn phi tn s tch ly trnh by s cc quan
st c gi tr nh hn hoc bng gii hn trn
ca lp ca mi lp

46

TNG KT D LIU NH LNG

CC PHN PHI TN S TCH LY,
TN S TNG I TCH LY V TN S PHN TRM TCH LY
I VI D LIU THI GIAN KIM TAN
Thi gian (ngy)

Tn s
Tch ly

Nh hn hoc bng
Nh hn hoc bng
Nh hn hoc bng
Nh hn hoc bng
Nh hn hoc bng

14
19
24
29
34

Tn s tng i
Tch ly

4
12
17
19
20

Tn s %
Tch ly

.20
.60
.85
.95
1.00

20
60
85
95
100

47

TNG KT D LIU NH LNG

Ogive
Ogive l th ca phn phi tch ly
25
20
15
10
5
0
5

10

15

20

25

30

Thi gian kim tan tnh theo ngy

TS. Cao Ho Thi

35
48

16

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Thng K - Chng 1

PHN TCH D LIU KHM PH:

TRNH BY DNG CNH V L
Trnh by dng cnh v l: Mt k thut phn
tch khm ph theo sp hng cc th t ca
d liu nh lng v cho thy su sc v dng
ca phn phi cng mt lc

49

PHN TCH D LIU KHM PH:

TRNH BY DNG CNH V L
S CU HI C TR LI NG
K THI NNG KHIU
112
73
126
82
92
115
95
84
38
100

72
92
128
104
108
76
141
119
98
85

69
76
118
132
96
91
81
113
115
94

97
86
127
134
100
102
80
98
106
106

107
73
124
83
92
81
106
75
95
119
50

PHN TCH D LIU KHM PH:

TRNH BY DNG CNH V L
6

10 0

11 2

12 4

13 2

6
8

14 1

51

TS. Cao Ho Thi

17

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Thng K - Chng 1

TH PHN TN IM
v BNG CHO
Bng cho
Bng cho l mt tng kt di dng bng ca d
liu gm 2 bin. Cc gi tr ca mt bin c trnh
by theo cc hng. Cc gi tr ca mt bin khc
c trnh by theo cc ct
Bng cho c s dng rng ri trong vic xem xt
mi quan h gia hai bin
52

TH PHN TN IM
v BNG CHO
BNG CHO V NH GI CHT LNG V GI
CA CC BA N TI 300 NH HNG LOS-ANGELES
Gi ba n
Cht lng
Tt
Rt tt
Xut sc
Tng

$10-19 $20-29 $30-39 $40-49 Tng

42
34
2
78

40
64
14
118

2
46
28
76

0
6
22
28

84
150
66
300
53

TH PHN TN IM
v BNG CHO
PHN TRM TNH THEO HNG
I VI MI LOI CHT LUNG
Cht lng
Tt
Rt tt
Xut sc

Gi ba n
$10-19
$10
19 $20
$20-29
29 $30
$30-39
39
50.0 47.6
2.4
22.7 42.7 30.6
3.0
21.2 42.4

$40-49
$40
49
0.0
4.0
33.4

Tng
100
100
100

54

TS. Cao Ho Thi

18

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Thng K - Chng 1

TH PHN TN IM
v BNG CHO
th phn tn im v ng xu hng
Mt th phn tn im l mt trnh by di dng
th v
mi
i quan h ca
h
haii bi
bin. Mt bin
bi
c
trnh by trn trc honh v bin khc c trnh by
trn trc tung
Mt ng xu hng l mt ng cho thy mt
cch gn ng mi quan h gia hai bin

55

TH PHN TN IM
v BNG CHO
D LIU MU I VI
CA HNG THIT B STEREO V M THANH

Tun

Doanhs ($100s)

S thng v

1
2
3
4
5
6
7
8
9
10

2
5
1
3
4
1
5
3
4
2

50
57
41
54
54
38
63
48
59
46

56

TH PHN TN IM
v BNG CHO
th phn tn im
th phn tn im i vi ca hn thit b Stereo v m thanh
65

Sales
($100s)

60
55
50
45
40
35
0

Number of commercials
57

TS. Cao Ho Thi

19

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Thng K - Chng 1

TH PHN TN IM
v BNG CHO
th phn tn im
Cc loi quan h c miu t bng th phn tn im

Quan h nghch bin

Dng nh khng quan h

Quan h ng bin

58

CC QUI TRNH BNG BIU V TH

I VI TNG KT D LIU
D LIU

D liu
nh tnh

Phng php
Bng

D liu
nh lng

Phng php
th

Phng php
Bng

Phng php
th

Phn phi tn s

Biu hnh thanh Phn phi tn s

Biu im

Phn phi tn s tng

i

Biu hnh trn

Biu tn s

Phn phi tn s phn

trm
Bng cho

Phn phi tn s tng i

Phn phi tn s tch ly
Phn phi tn s tng i
tch ly

Biu tn s tch
ly (Ogive)
th phn tn
im

Cnh v l - Bng cho

59

CHNG 3

CC I LNG
BNG S
60

TS. Cao Ho Thi

20

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Thng K - Chng 1

CC NI DUNG CHNH
Gii thiu
i lng v v tr
i lng v s bin thin
i lng v dng phn phi, v tr tng i v
nhn dng cc im c bit
Phn tch d liu khm ph
i lng v s lin h gia 2 bin
Trung bnh c trng s v x l d liu nhm

61

GII THIU
Mt i lng m t l mt con s n gin
c tnh ton t d liu mu cung cp thng
tin v d liu tng th
C hai loi i lng m t:
i lng v v tr
i lng v s bin thin
62

GII THIU
Tham s ca tng th (population parameter)
l mt gi tr bng s c dng nh mt i
lng tng kt i vi mt d liu ca tng th
Cc tr thng k ca mu (sample statistics)
c dng nh mt i lng tng kt i vi
mt mu
63

TS. Cao Ho Thi

21

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Thng K - Chng 1

CC I LNG V V TR
(measure of location)
Mt s cc i lng v v tr l:
S trung bnh (Mean)
S trung v (Median)
S yu v (Mode)
S phn v (Percentiles)
S t phn (Quartiles)

64

CC I LNG V V TR
S trung bnh
S trung bnh c s dng ph bin nht o
lng v tr
Trung bnh ca tng th:

Trung bnh ca mu:

n
65

CC I LNG V V TR
S yu v (Md)
S trung v l gi tr gia tp d liu c sp xp
theo th t
n l s l, Md l gi tr gia tp d liu
n l s chn, Md l trung bnh ca hai gi tr gia
tp d liu
66

TS. Cao Ho Thi

22

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Thng K - Chng 1

CC I LNG V V TR
S yu v (Mo)
S yu v l gi tr d liu xut hin vi tn s
ln nht
Bimodal

c hai s yu v

Multimodal

> two hai s yu v

67

CC I LNG V V TR
S phn v
S phn v pth l gi tr c t nht p % s hng ca
tp d liu c gi tr nh hn hoc bng gi tr ny,
v c t nht (100-p) % s hng ca tp d liu c
gi tr ln hn hoc bng gi tr ny
Phn v 50th l s trung v

68

CC I LNG V V TR
S phn v
Xc nh phn v pth
Bc 1: Sp xp tp d liu theo th t tng dn
Bc 2: tnh ch s i:

* n
p
100

Bc 3:
Nu i khng l s nguyn
lm trn ln trn. S
nguyn k tip > i s ch v tr ca phn v pth.
Nu i l s nguyn, phn v pth l trung bnh ca 2 gi tr d
liu v tr i v i + 1
69

TS. Cao Ho Thi

23

Trng HBK Tp.HCM

Thng K - Chng 1

CC I LNG V V TR
S t phn
S t phn ch n thun l cc s phn v c th, s
chia tp d liu ra lm 4 phn, c gi tn l:
Q1 = s t phn th nht

= P25%

Q2 = s t phn th hai

= P50% = Median

Q3 = s t phn th ba

= P75%

70

CC I LNG V S BIN THIN

i lng v s bin thin c s dng
m t xu hng ca cc gi tr d liu phn tn
xung quanh gi tr trung bnh.
Mt s
i
i lng
l
v
s bin
bi thin:
thi

Khong bin thin (Range)

Khong bin thin ni t phn (Interquartile Range)
Phng sai (Variance)
lch chun (Standard Deviation)
H s bin thin (Coefficient of variation)
71

CC I LNG V S BIN THIN

Khong bin thin
Range = Gi tr ln nht Gi tr nh nht
hay
Range = Max Min

Khong bin thin ni t phn (IQR)

IQR = Q3 Q1

72

TS. Cao Ho Thi

24

Trng HBK Tp.HCM

Thng K - Chng 1

CC I LNG V S BIN THIN

Phng sai
Phng sai ca tng th:

Phng sai ca mu:

n 1

73

CC I LNG V S BIN THIN

lch chun
lch chun l cn bc hai ca phng sai. lch
chun v phng sai c s dng ph bin o
lng s bin thin

s s2

H s bin thin

CV

S
Standard Deviation
*100 *100
Mean
X
74

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT

Dng phn phi

lch (Skewness) l i lng v dng ca phn
phi ca tp d liu
i vi d liu lch v bn tri, lch s m
i vi d liu lch v bn phi, lch s dng
Nu d liu i xng, lch s bng 0

i vi phn phi i xng, s trung bnh v s trung v

s bng nhau
75

TS. Cao Ho Thi

25

Trng HBK Tp.HCM

Thng K - Chng 1

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT
Tr thng k Z (Z-Scores)
Tr thng k Z thng c gi l gi tr chun ha

xi x
s

Zi: l s lch chun m Xi cch xa gi tr trung

bnh

76

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT

nh l Chebyshev
nh l Chebyshev c s dng pht biu v phn
trm ca cc s hng s nm trong mt con s c th
ca lch chun tnh t gi trung bnh

77

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT

nh l Chebyshev
Ti thiu ((1-1/Z2) ca cc s hng
g c trong
g mi tp
d liu s phi nm trong Z lch chun tnh t
s trung bnh, khi Z > 1.
hay
Prob x zs x x zs 1

1
z2
78

TS. Cao Ho Thi

26

Trng HBK Tp.HCM

Thng K - Chng 1

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT

nh l Chebyshev
i vi mi
tp
p d liu

Prob x - 2s x x 2s 75%
Prob x - 3s x x 3s 89%
Prob x - 4s x x 4s 94%
79

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT
Qui tc kinh nghim
i vi mi tp d liu c phn phi dng hnh chung:
Prob

x - 1s x x 1s 68%

Prob

x - 2s x x 2s 95%

Prob

x - 3s x x 3s 99.7%
80

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT
MT PHN PHI DNG HNH CHUNG I XNG

81

TS. Cao Ho Thi

27

Trng HBK Tp.HCM

Thng K - Chng 1

CC I LNG V DNG PHN PHI, V TR

TNG I V NHN DNG CC IM C BIT
Nhn dng cc im c bit (outliers)
Cc im c bit l cc gi tr thi cc (ln khc
thng hoc nh
khc thng)
S dng Z nhn dng im c bit: mi gi tr
d liu vi Z nh hn 3 hoc ln hn +3 l im
c bit
82

PHN TCH D LIU KHM PH

M hnh 5-im
Gi tr nh nht

= Min

S t phn th nht

= Q1

S t phn th hai

= Q2 = Median

S t phn th ba

= Q3

Gi tr ln nht

= Max

Mt cch gn ng, 25% ca cc gi tr d liu gia

cc s k nhau trong m hnh 5-im
83

PHN TCH D LIU KHM PH

Biu hp (Box plot):
Biu hp l tng kt d liu bng th
Outliers
Whiskers

84

TS. Cao Ho Thi

28

Trng HBK Tp.HCM

Thng K - Chng 1

PHN TCH D LIU KHM PH

Lower
Limit

Q1

Median

Upper Limit

Q3

Outlier
4

3
1.5(IQR)

IQR

1.5(IQR)

1
0
1900

2000

2100

2200

2300

2400

2500

2600

2700

2800

2900
85

I LNG V S LIN H
GIA 2 BIN
ng phng sai (Covariance)
ng phong sai o lng s lin h tuyn tnh gia 2
bin.
ng phng sai ca tng th: xy
ng phng sai ca mu:

s xy

x y i y

x y i y
n 1
86

I LNG V S LIN H
GIA 2 BIN
ng phng sai
sxy > 0

Quan h ng bin

sxy < 0

Quan h nghch bin

Gi tr ca ng phng sai ph thuc n v o

lng ca x v y

87

TS. Cao Ho Thi

29

Trng HBK Tp.HCM

Thng K - Chng 1

I LNG V S LIN H
GIA 2 BIN
TH PHN TN IM C PHN CHIA
I VI C HNG THIT B STEREO V M THANH

..

Doanh s ($100
0s)

65
II

60
55
50

..

45
40
35
0

.
.

x=3

.
.

.
y = 51

I
V

III

S thng v
88

I LNG V S LIN H
GIA 2 BIN
GII THCH V NG PHNG SAI CA MU

. .. .
. ..
y

Sxy dng:
(x v y c quan h tuyn
tnh ng bin )

.. .

.
.

89

I LNG V S LIN H
GIA 2 BIN
GII THCH V NG PHNG SAI CA MU
Sxy gn bng 0:
(x v y khng c quan h
tuyn tnh )

. . . . ..
. .
.
.
.
. ..
.
y

90

TS. Cao Ho Thi

30

Trng HBK Tp.HCM

Thng K - Chng 1

I LNG V S LIN H
GIA 2 BIN
GII THCH V NG PHNG SAI CA MU

.. .
.
.. .
y

Sxy m:
(x v y c quan h tuyn
tnh nghch bin )

.
.

. ..
91

I LNG V S LIN H
GIA 2 BIN
H s tng quan (Correlation Coefficient)
Mt i lng bng s o lng mi quan h
tuyn tnh gia 2 bin
H s tng quan Pearson
xy
xy
Tng th:
xy
s xy
Mu:
r

r rxy

x x y y
x x y y
i

xy

s xs y

92

I LNG V S LIN H
GIA 2 BIN
H s tng quan
Cc tnh cht quan trng ca r:
-1 r 1
r cng ln th mi quan h tuyn tnh cng mnh.
r = 0 -> khng c quan h tuyn tnh gia X vY
r = 1 hoc r = -1 X v Y tng quan tuyn tnh
hon ton
Du ca r cho thy mi quan h gia X v Y l ng
bin hay nghch bin
93

TS. Cao Ho Thi

31

Trng HBK Tp.HCM

Thng K - Chng 1

I LNG V S LIN H
GIA 2 BIN

Square footage (hund

dreds)

30

.
. . .
.. .

25
20
15

..

35

10
5

0
10

20

30

40

50

60

30

Square footage (hund

dreds)

y
35

.
. . .
.. .

25
20
15

..

10
5

70

10

20

30

Income (thousand)

40

50

60

70

Income (thousand)
94

I LNG V S LIN H
GIA 2 BIN
th phn tn im i vi cc gi tr r khc nhau
y

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

r=0

r=1

. .
..

..

r = -1

95

I LNG V S LIN H
GIA 2 BIN
th phn tn im i vi cc gi tr r khc nhau
y

.
.
.
. .
x
r = 0.9

.. .
. . ..
.
. . ..
. .
x
r = -.8

.
. . . ..
. . . .. .
. . . .
. . . . x
r = .5
96

TS. Cao Ho Thi

32

Trng HBK Tp.HCM

Thng K - Chng 1

TRUNG BNH C TRNG S V

X L D LIU NHM
Trung bnh c trng s (The weighted Mean)
Trung bnh ca tp d liu c c bng cch
gn mi gi tr d liu mt trng s phn nh
tm quan trng ca n trong tp d liu

w *x
w
i

97

TRUNG BNH C TRNG S V

X L D LIU NHM
D liu nhm (Grouped data)
D liu c sn trong cc lp c tng kt bng
phn phi tn s. Cc gi tr ring ca tp d liu gc
s khng c ghi nhn

98

TRUNG BNH C TRNG S V

X L D LIU NHM
D liu nhm
Trung bnh ca d liu nhm
Tng th

f *M

Mu

f *M

N
i

n
99

TS. Cao Ho Thi

33

Trng HBK Tp.HCM

Thng K - Chng 1

TRUNG BNH C TRNG S V

X L D LIU NHM
D liu nhm
Phng sai ca d liu nhm

R Tng th

f * M

R Mu

s2

f * M

N
i

n 1
100

CHNG 4
GII THIU
v
XC SUT
101

NI DUNG CHNH

Th nghim, qui tc m v xc nh xc sut

Bin c v xc sut ca bin c
Mt s mi quan h cn bn ca xc sut
Xc sut c iu kin
nh l Bayes

102

TS. Cao Ho Thi

34

Trng HBK Tp.HCM

Thng K - Chng 1

TH NGHIM, QUI TC M v
XC NH XC SUT
Th nghim (Experiment)
Th nghim l mi qu trnh to ra kt qu c
nh ngha r rng

Khng gian mu (Sample space)

im ca mu l mt kt qu c th ca mt th
nghim
Khng gian mu l tp hp ca tt c cc im c
th c ca mu (cc kt qu ca th nghim)
103

TH NGHIM, QUI TC M v
XC NH XC SUT
Qui tc m
S cy l mt phng tin th rt hu ch trong
vic xc nh cc im ca mu ca mt th nghim c
lin quan n nhiu bc.
Qui tc
m
i
vi th nghim nhiu
bc

S kt qu ca th nghim = (n1)x(n2)x.. x(nk)

Qui tc m i vi t hp
S t hp ca N phn t c chn n trong mt ln l:

N
N!

n n!N n !

104

TH NGHIM, QUI TC M v
XC NH XC SUT
Yu cu cn bn ca xc sut
Gi Ei l kt qu ca th nghim

0 P(Ei) 1

P(Ei) = 1

Cc phng php xc nh xc sut

Phng php c in
Phng php tn s tng i
Phng php ch quan
105

TS. Cao Ho Thi

35

Trng HBK Tp.HCM

Thng K - Chng 1

TH NGHIM, QUI TC M v
XC NH XC SUT
Phng php c in
Mt phng php xc nh xc sut thch hp khi tt c cc
kt qu ca th nghim c cng kh nng xy ra

Phng php tn s tng i

Mt phng php xc nh xc sut thch hp khi c sn
d liu (d liu lch s) c lng t l ca s ln kt
qu th nghim s xy ra nu th nghim c lp li vi
mt s ln ln
106

TH NGHIM, QUI TC M v
XC NH XC SUT
Phng php ch quan
Mt phng php xc nh xc sut da trn c s
phn
h on

Mt xc sut ch quan l mt mc tin tng ca c
nhn i vi vic xy ra mt kt qu ca th nghim

107

BIN C v
XC SUT CA BIN C
Bin c
Mt bin c l mt tp hp ca cc kt qu ca
th nghim
g

Xc sut ca bin c
Xc sut ca mt bin c bt k s bng vi tng
cc xc sut ca cc kt qu ca th nghim

108

TS. Cao Ho Thi

36

Trng HBK Tp.HCM

Thng K - Chng 1

MT S MI QUAN H CN BN
CA XC SUT
Phn b/ph ca bin c
Phn ph ca bin c A l bin c cha tt c kt
qu ca mu m khng thuc v A
Khng gian mu S

P(A) = 1 P(Ac)

Bin c A

Ac

109

MT S MI QUAN H CN BN
CA XC SUT
BIn c HI ca 2 bin c: A B

A B l bin c cha tt c cc kt qu ca
th nghim thuc A hoc B, hoc c hai
Khng gian mu S

Bin c A

Bin cB
cB

110

MT S MI QUAN H CN BN
CA XC SUT
Bin c GIAO ca 2 bin c: A B

A B l bin c cha tt c cc kt qu ca
th nghim thuc A v B
Phn giao

Bin c A

Khng gian mu S

Bin c B

111

TS. Cao Ho Thi

37

Trng HBK Tp.HCM

Thng K - Chng 1

MT S MI QUAN H CN BN
CA XC SUT
Php cng xc sut
P(A B) = P(A) + P(B) P(A B)

BIn c cch bit

Hai bin c dc gi l cch bit nu hai bin c
khng c cc im phn giao.
A v B l hai bin c cch bit: P(A B) = 0

Php cng xc sut i vi hai bin c cch bit

P(A B) = P(A) + P(B)
112

XC SUT C IU KIN
Xc sut c iu kin
PA B
P(A \ B)
P(B)
hay
PA B
P( B \ A )
P( A)
Cc bin c c lp
Nu A v B l hai bin c c lp th:
P(A\B) = P(A) hay P(B\A) = P(B)
113

XC SUT C IU KIN
Php nhn xc sut
P(A B) = P(B). P(A\B) = P(A). P(B\A)
Php nhn xc sut
i
vi hai bin
c
c lp
P(A B) = P(A). P(B)

114

TS. Cao Ho Thi

38

Trng HBK Tp.HCM

Thng K - Chng 1

NH L BAYES
Cc xc sut tin nghim: Cc c lng ban
u v xc sut ca cc bin c
nghim:
g Cc xc sut c
sa li

Xc sut hu
ca cc bin c da trn cc thng tin b sung
nh l Bayes

P(A1 \ B)

P(A1)P(B\ A1)
P(A1 B)

P(A1)P(B\ A1) P(A2 )P(B\ A2 )

P(B)
115

CHNG 5
PHN PHI XC SUT
RI RC

116

NI DUNG CHNH
Cc bin ngu nhin
Cc phn phi xc sut ri rc
Gi tr k vng v phng sai ca bin
ri rc
Phn phi xc sut nh thc
Phn phi xc sut Poisson

117

TS. Cao Ho Thi

39

Trng HBK Tp.HCM

Thng K - Chng 1

BIN NGU NHIN

Bin ngu nhin
Mt bin ngu nhin l mt m t bng s ca
kt q
qu ca th nghim
g
Bin ngu nhin ri rc
Mt bin ngu nhin ri rc c th nhn mt s
m c ca cc gi tr trong mt khong

118

BIN NGU NHIN

Bin ngu nhin lin tc
Mt bin ngu nhin lin tc c gi nh c
th nhn mi gi tr trong mt khong
Mi gi tr c th c trong khong ny
2

X: height, in feet
119

PHN PHI XC SUT RI RC

Phn phi xc sut i vi mt bin ngu
nhin s m t lm th no cc xc sut c
phn phi theo cc gi tr ca bin ngu nhin
Mt phn phi xc sut i vi mt bin
ngu nhin ri rc X l mt danh sch cc gi
tr c th c ca bin X v cc xc sut tng
ng

120

TS. Cao Ho Thi

40

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI XC SUT RI RC

Mt phn phi xc sut c th c trnh by
di dng:

x
P (x)

1
2
3
4
5
6
1/6 1/6 1/6 1/6 1/6 1/6

Xc sut

Bng
th ( th t
tn s)
)
Cng thc (Hm s)
1/6

3 4

5 6
121

PHN PHI XC SUT RI RC

Hm xc sut ri rc f(x) l mt hm xc nh xc sut
i vi mi gi tr ca bin X

f(x) = Prob (X=x)

Cc iu kin yu cu i vi hm xc sut ri rc
0 f(x) 1
f(x) = 1

122

PHN PHI XC SUT RI RC

Hm phn phi xc sut ri rc u
f(x) = 1/n
n = s cc gi tr c th c ca bin ngu nhin ri rc

123

TS. Cao Ho Thi

41

Trng HBK Tp.HCM

Thng K - Chng 1

GI TR K VNG v PHNG SAI

ca BIN NGU NHIN RI RC

Gi tr k vng
E (x) = = x * f(x)
Phng sai
Var (x) = 2 = (x - )2 * f(x)
or
2 = x2 * f(x) - 2

lch chun

124

PHN PHI XC SUT NH THC

Mt th nghim nh thc
Mt th nghim nh thc c 4 tnh cht:
Th nghim gm c mt chui n ln th tng t
Hai kt qu c th c cho mi ln th: thnh cng v
tht bi
Xc sut ca thnh cng, p, khng thay i ln th
ny sang ln th khc. V vy, xc sut ca tht bi,
1-p, khng thay i ln th ny sang ln th khc
Cc ln th c lp vi nhau
125

PHN PHI XC SUT NH THC

Hm xc sut nh thc

n
n x
f ( x ) p x 1 p
x
Gi tr k vng v phng sai ca phn phi
xc sut nh thc
Gi tr k vng: E(x) = = np
Phng sai: 2 = np (1-p)
126

TS. Cao Ho Thi

42

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI XC SUT POISSON

Cc tnh cht ca Th nghim Poisson
Xc sut ca mt s kin s ging nhau cho bt k
2 khong
kh c
cng
di
Vic xy ra hay khng xy ra trong 1 khong bt k
s c lp vi vic xy ra hay khng xy ra trong 1
khong bt k khc

127

PHN PHI XC SUT POISSON

Hm xc sut Poisson f ( x )

x e
x!

= Gi tr k
vng
g hay
y s trung
g bnh ca s kin trong
g
mt khong.

Gi tr k vng v phng sai ca phn phi xc

sut Poisson
Gi tr k vng: E(x) =
Phng sai:

Var(x) =
128

CHNG 6
PHN PHI XC SUT
LIN TC

129

TS. Cao Ho Thi

43

Trng HBK Tp.HCM

Thng K - Chng 1

NI DUNG CHNH
Gii thiu
Phn phi xc sut u
Phn phi xc sut chun
Tnh gn ng phn phi chun cho phn phi
nh thc
130

GII THIU
Mt bin ngu nhin lin tc l mt gi tr ngu
nhin c th nhn bt k gi tr no trong mt
khong hay tp hp cc khong
Mt Phn phi xc sut i vi mt bin ngu
nhin lin tc c c trng bi mt Hm mt
xc sut (Probability Density Function
PDF)

131

GII THIU

Density

Cc din tch di ng cong mt xc sut

l cc xc sut f(x)

S
x
a

P(a X b) S f ( x )dx
a

TS. Cao Ho Thi

132

44

Trng HBK Tp.HCM

Thng K - Chng 1

GII THIU
Mt s cc phn phi xc sut ph bin i vi
bin lin tc:
Phn phi u (Uniform Distribution)
Phn phi chun (Normal Distribution)

133

PHN PHI XC SUT U

Hm mt xc sut ca phn phi u
f(x)
( )

f (x) b a
0

for a x b
elsewhere

Density

x
b

134

PHN PHI XC SUT U

Gi tr k vng v phng sai ca phn phi u
b

E( x ) x.f ( x )dx
a

ab
2

Var( x ) 2 x f ( x )dx
a

b a 2
12
135

TS. Cao Ho Thi

45

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI XC SUT CHUN

Hm mt xc sut ca phn phi chun

1
e
f (x)
2

Vi

x 2
22

= Trung bnh
= lch chun
= 3.14159
e = 2.71828
X N (, 2)
136

PHN PHI XC SUT CHUN

ng cong chun
Dng ca f(x) i xng, ging dng hnh chung
ng cong chun
c 2 tham s,
v . Chng
xc nh v tr v dng ca phn phi

137

PHN PHI XC SUT CHUN

1 2 3

138

TS. Cao Ho Thi

46

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI XC SUT CHUN

1

X
1 < 2
139

PHN PHI XC SUT CHUN

f(x)

S
a

P( a < X < b) = S
P ( - < X < + )

= 68.26%

P ( - 2 < X < + 2) = 95.44%

P ( - 3 < X < + 3) = 99.72%
140

PHN PHI XC SUT CHUN

Phn phi xc sut chun chun ha
Phn phi xc sut chun chun ha l mt phn phi chun
c trung bnh bng 0 v phng sai bng 1
Mt bin ngu nhin chun chun ha Z l mt bin tun
theo phn phi xc sut chun chun ha
Z N (0,12)

141

TS. Cao Ho Thi

47

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI XC SUT CHUN

Mt bin chun chun ha
Nu X N (, 2) th bin chun chun ha Z c trung
bnh bng 0, phng sai bng 1 v Z N (0, 12)

f(x)

S
a
- 3 - 2 -

+2

+3

x
142

PHN PHI XC SUT CHUN

f(x)

S
Z
-3

-2

-1

Za 0

1 Zb

3
143

PHN PHI XC SUT CHUN

Z

X N(,

2)

Z N (0, 12)

P (a < X < b) = P (Za < Z < Zb) = S

Za

Zb

144

TS. Cao Ho Thi

48

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI XC SUT CHUN

S dng bng din tch ca ng cong chun
tm gi tr ca S f(x)

S
z
-3

-2

-1

Using table

or

Using table

Z
145

TNH GN NG PHN PHI CHUN

CHO PHN PHI NH THC
Khi chng ta gp mt vn ca phn phi nh
thc vi s ln th ln, chng ta c th mun
tnh gn ng xc sut ca phn phi nh thc
n > 20
np 5
n(1-p) 5

Vi n cho trc, tnh gn ng phn phi chun

cho phn phi nh thc s tt nht khi p= 0.5
146

TNH GN NG PHN PHI CHUN

CHO PHN PHI NH THC
Khi s dng phn phi chun tnh gn ng cho
phn phi nh thc, chng ta t
= np

np(1 p)
Vo trong nh ngha ca ng cong chun

147

TS. Cao Ho Thi

49

Trng HBK Tp.HCM

Thng K - Chng 1

TNH GN NG PHN PHI CHUN

CHO PHN PHI NH THC
Nhn t iu chnh lin tc l gi tr 0.5, ngha l
cng hoc tr vo gi tr ca X khi s dng
phn phi xc sut chun lin tc tnh gn
ng cho phn phi xc sut nh thc ri rc

148

CHNG 7
LY MU
v
PHN PHI MU
149

NI DUNG CHNH

Gii thiu vn ly mu
Ly mu ngu nhin n gin
c lng im
Gii thiu phn phi mu
Phn phi mu ca trung bnh mu
Phn phi mu ca t l mu
Cc tnh cht ca c lng im
Cc phng php ly mu khc
150

TS. Cao Ho Thi

50

Trng HBK Tp.HCM

Thng K - Chng 1

GII THIU VN LY MU
Mt Tng th l tp hp tt c cc phn t cn
quan tm trong mt nghin cu.
Mt Mu l mt tp hp con ca tng th.
Mc ch ca thng k suy din l thu thp
thng tin v tng th t cc thng tin c trong
mu.
151

GII THIU VN LY MU
Ly mu
ngu nhin
Tng th
N (C)
(Trung bnh)
( lch
chun)
p (T l)

Mu
n

x
s

c lng
Kim nh
Gi thuyt

152

GII THIU VN LY MU
Cc tr thng k mu: Mt c trng ca mu,
nh l trung bnh mu x , lch chun mu s,
t l mu p .Gi tr ca tr thng k mu c
dng c lng gi tr tham s ca tng th

153

TS. Cao Ho Thi

51

Trng HBK Tp.HCM

Thng K - Chng 1

LY MU NGU NHIN N GIN

nh ngha ca mu ngu nhin n gin v qu
trnh la chn mt the mu ngu nhin n gin
ty thc vo tng th l hu hn hay v hn.
Tng th hu hn thng c nh ngha
bng mt danh sch.
Tng th v hn thng c nh ngha l
mt qu trnh ang din ra. Cc phn t ca
tng th v hn c th khng lit k c
154

LY MU NGU NHIN N GIN

Ly mu t tng th hu hn
Mt mu ngu nhin n gin c mu n t tng th
hu hn c N l mt mu c chn sao cho mi
mu c th vi c mu n u c cng xc sut c
chn
S mu ngu nhin n gin c mu n khc nhau t
tng th hu hn c N l:

N!
n!( N n )!
155

LY MU NGU NHIN N GIN

Ly mu t tng th hu hn
Ly mu khng thay th: Khi mt phn t c
chn vo mu th n c ly ra khi tng th v
khng th c chn ln th hai
Ly mu c thay th : Khi mt phn t c chn
vo mu th n c b tr li tng th. Mt phn t
c la chn ln trc th n c th c la chn
ln na v v vy phn t c th xut hin trong
mu hn mt ln
156

TS. Cao Ho Thi

52

Trng HBK Tp.HCM

Thng K - Chng 1

LY MU NGU NHIN N GIN

Ly mu t tng th v hn
Mt mu ngu nhin n gin t mt tng th
v hn l mt mt c chn phi tha mn
cc iu kin sau:
Mi phn t c chn phi n t cng mt tng
th
Mi phn t c chn mt cch c lp
157

C LNG IM
Trong c lng im chng ta s dng d liu t
mu tnh mt gi tr ca tr thng k mu v da
vo cung cp mt c lng v mt tham s
ca tng th
c lng im l mt tr thng k mu, nh l x ,
s hay p cung cp c lng im v tham s ca
tng th, , v p.

158

GII THIU PHN PHI MU

Phn phi xc sut ca bt k tr thng k mu c
th c gi l phn phi mu ca tr thng k.
Phn phi xc sut ca x c gi l phn phi
mu ca x .Kin thc v phn phi mu ny v
cc tnh cht ca n s cho php chng ta pht
biu v xc sut cho trung bnh ca mu x gn
bng vi trung bnh ca tng th .
Trong thc t, chng ta ch chn mt mu ngu
nhin n gin t tng th
159

TS. Cao Ho Thi

53

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI MU CA
Phn phi mu ca

Phn phi mu ca x l phn phi xc sut ca

tt
c cc gi tr c th
ca trung bnh mu
x
Gi tr k vng ca

x
E(x ) =
160

PHN PHI MU CA

Mt mu ngu nhin n
gin vi n phn t c
chn
h t tng
t th

Tng th
vi trung
g
bnh = ?

Gi tr X c dng
suy din v gi tr

Tng kt ca d liu mu
cung cp mt gi tr trung
bnh mu X

161

PHN PHI MU CA
lch chun ca

Tng th v hn hay khng bit N

Tng th hu hn hay bit N

Vi

Nn
N 1

Nn
l nhn t iu chnh tng th hu hn
N 1
162

TS. Cao Ho Thi

54

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI MU CA
lch chun ca

B qua nhn t iu chnh tng th hu hn khi

n/N 0.05
Sai s chun l lch chun ca mt c lng
im
xbar c xem nh sai s chun ca trung bnh

163

PHN PHI MU CA
Phn phi ca

Cu hi: Phn phi xc sut ca x l g?

nh l gii hn trung tm
Phn phi ca tng th c bit l phn phi
chun
N (, 2/n)
X N (, 2)

164

PHN PHI MU CA

nh l gii hn trung tm
Trong vic chn cc mu ngu nhin n gin c
mu n t mt tng th, phn phi mu ca trung
bnh mu x c th gn ng tun theo phn phi
chun khi c mu ln.
X ~ Bt k phn phi no
Khng bit phn phi
X N (, 2/n)
xc sut tng th
C mu ln
(N>30)
165

TS. Cao Ho Thi

55

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI MU CA
X N (, 2/n)
vi

x
Z N (0,12)

x
/ n

166

PHN PHI MU CA

Phn phi mu ca p
Phn phi mu ca p l phn phi xc sut
ca tt
c cc gi tr c th
ca t l mu
p
Gi tr k vng ca

E( p ) = p
167

PHN PHI MU CA
Tng th
vi t l p
=?

Gi tr p c dng
suy din v gi tr
p

Mt mu ngu nhin n
gin vi n phn t c
chn t tng th

Tng kt ca d liu mu
cung cp mt gi tr trung
bnh mu p

168

TS. Cao Ho Thi

56

Trng HBK Tp.HCM

Thng K - Chng 1

PHN PHI MU CA

lch chun ca p
p(1 p)
Tng th v hn: p
n
Tng th hu hn: p

p(1 p) N n
n
N 1

B qua nhn t iu chnh tng th hu hn

Nn
N 1

khi n/N < 0.05

169

PHN PHI MU CA
Dng phn phi mu ca

Phn phi mu ca p c th gn ng tun

theo phn phi
xc sut
chun
khi c mu
ln
np 5
n(1 p) 5

170

TNH CHT CA C LNG IM

Gi
= tham s tng th c quan tm
= tr thng k mu hay c lng im ca
Khng
Kh thin
thi lch
l h
Tr thng k mu l mt c lng khng thin lch
ca tham s tng th nu
E( ) =
thin lch (Bias)
Bias ( ) = E( ) -
171

TS. Cao Ho Thi

57

Trng HBK Tp.HCM

Thng K - Chng 1

TNH CHT CA C LNG IM

hu hiu
Cho hai c lng im khng thin lch ca tham s
tng th, c lng im vi lch chun nh hn 1
xem l hiu
q
qu hn 2 nu:
c

Var ( 1 ) < Var ( 2 )

nht qun
Mt tnh cht ca c lng im c trnh by khi cc
c mu ln hn s cung cp cc c lng im gn
vi tham s ca tng th
172

CC PHNG PHP LY MU KHC

Ly mu h thng
Mt phng php ly mu xc sut theo chng ta s
chn mt cch ngu nhin mt trong k phn t u tin
v sau chn mi phn t th k k tip

Ly mu thun tin
Mt phng php ly mu phi xc sut theo cc
phn t c chn vo mu da trn c s thun tin

173

CC PHNG PHP LY MU KHC

Ly mu phn on
Mt phng php ly mu phi xc sut theo cc
phn t c chn vo mu da trn s phn on ca
ngi thc hin nghin cu

174

TS. Cao Ho Thi

58

Trng HBK Tp.HCM

Thng K - Chng 1

CHNG 8
C
C LNG
G KHONG
O G

175

NI DUNG CHNH
c lng khong ca trung bnh tng th: bit
c lng khong ca trung bnh tng th: khng
bit

Xc nh c mu
c lng khong ca t l tng th

176

C LNG KHONG CA
TRUNG BNH TNG TH: BIT
c lng khong l mt c lng ca mt
tham s ca tng th theo cung cp mt
khong c tin l s cha gi tr ca tham s
Trng hp c mu ln: n 30
Trng hp c mu nh: n < 30
177

TS. Cao Ho Thi

59

Trng HBK Tp.HCM

Thng K - Chng 1

C LNG KHONG CA
TRUNG BNH TNG TH: BIT
Dng tng qut ca c lng khong l:

c lng im Bin ca sai s

Bin ca sai s l gi tr cng v tr vo c
lng im to ra mt khong tin cy
to ra mt khong tin cy ca , th c v s
phi c s dng tnh bin ca sai s

178

C LNG KHONG CA
TRUNG BNH TNG TH: BIT
f(x)

1-

-z/2

/2

z/2

P( Z > Z/2) = /2
P( Z < -Z/2) = /2
P( -Z/2 < Z < Z/2) = 1-
Z/2: l gi tr ca bin phn phi chun chun ha tng ng vi
mt din tch /2 di ui pha trn ca phn phi
179

C LNG KHONG CA
TRUNG BNH TNG TH: BIT

P Z 2
Z 2 1
/ n

P x Z 2
x Z 2
1
n
n

180

TS. Cao Ho Thi

60

Trng HBK Tp.HCM

Thng K - Chng 1

C LNG KHONG CA
TRUNG BNH TNG TH: BIT
Tnh c lng khong: bit

x Z 2

Vi
Vi:

(1-) l tin cy
x l c lng im ca
Z 2

l bin ca sai s
n

C mu ln (n 30) dng cng thc ny

181

C LNG KHONG CA
TRUNG BNH TNG TH: BIT
CC GI TR CA Z/2 I VI CC MC
TIN CY C S DNG PH BIN NHT

M ti
Mc
tin cy

90%
95%
99%

.10
.05
.01

/2
/2
.050
.0.25
.005

Z/2
1.645
1.960
2.576

182

C LNG KHONG CA
TRUNG BNH TNG TH: BIT
Tnh c lng khong: bit
Bin ca sai s l gi tr cng v tr vo c lng
im to ra mt khong tin cy
Khong tin cy: Mt khong tin cy 100(1 - )% i
vi
trung bnh ca phn phi chun l

, x Z 2

x Z 2
n
n

183

TS. Cao Ho Thi

61

Trng HBK Tp.HCM

Thng K - Chng 1

C LNG KHONG CA
TRUNG BNH TNG TH: KHNG BIT
Nu khng bit , lch chun ca mu s
c dng c lng lch chun ca
tng th v khong tin cy thch hp s da
trn mt phn phi xc sut c gi l phn
phi t
Tr thng k t:

x
s/ n
184

C LNG KHONG CA
TRUNG BNH TNG TH: KHNG BIT
Tr thng k t s tun theo mt Phn phi
Students t, vi t do df
df = n - 1
Phn phi t thng c c dng vi phn
phi c mu nh ca x
If n N then t # Z

185

C LNG KHONG CA
TRUNG BNH TNG TH: KHNG BIT

Phn phi chun chun

ha Z
ng cong t vi bc
t do ll 20
ng cong t vi
bc t do l 10

t
Phn phi t

186

TS. Cao Ho Thi

62

Trng HBK Tp.HCM

Thng K - Chng 1

C LNG KHONG CA
TRUNG BNH TNG TH: KHNG BIT
c lng khong ca mt trung bnh tng th:
khng bit

x t2

s
n

C mu nh (n < 30) v tng th tun theo mt phn phi

chun hoc gn chun cng dng cng thc ny

187

TNG KT CC TH TC C LNG KHONG I VI

TRUNG BNH TNG TH
C th gi s lch
chun ca tng th
bit?

Khng

Dng lch chun

ca mu s c
lng

Dng

x z /2

Dng

x t / 2

Trng hp bit

s
n

Trng hp khng bit

188

XC NH C MU
Gi E = bin ca sai s k vng

E Z 2

C mu i vi c lng khong ca mt
trung bnh ca tng th
2
Z 2 2
n
E2
2
Z 2 s 2
C mu i vi khng bit n
E2

189

TS. Cao Ho Thi

63

Trng HBK Tp.HCM

Thng K - Chng 1

C LNG KHONG CA
T L TNG TH

E( p ) p
p p(1 p) / n
c lng khong ca t l tng th

p Z 2 p

hay

p Z 2 p (1 p ) / n
190

C LNG KHONG CA
T L TNG TH
Xc nh c mu
Gi E = bin ca sai s k vng

E Z 2 p(1 p) / n

Z p(1 p)
n
2

E2

191

CHNG 9
KIM NH GI THUYT

192

TS. Cao Ho Thi

64

Trng HBK Tp.HCM

Thng K - Chng 1

NI DUNG CHNH

Pht trin gi thuyt khng v gi thuyt khc

Cc sai lm loi I v loi II
Kim nh mt-pha v trung bnh ca tng th: bit
Kim nh hai-pha v trung bnh ca tng th: bit
Kim nh v trung bnh ca tng th: khng bit
Kim nh v t l ca tng th

193

PHT TRIN GI THUYT

KHNG v GI THUYT KHC
Gi thuyt

Gi thuyt l mt gi s hay pht biu v cc tham s

ca tng th; N c th ng hoc sai

Gi thuyt Khng (H0)

H0 l mt pht biu (ng thc hoc bt ng thc) lin

quan n tham s ca tng th

H0 l mt gi nh ng trong th tc kim nh gi
thuyt

Mt tuyn b ca nh sn xut thng b nghi ng v

c pht biu trong H0
194

PHT TRIN GI THUYT KHNG

v GI THUYT KHC
Gi thuyt khc (Ha)
Ha l pht biu ngc vi H0
Ha c
kt lun
l ng
g nu H0 b bc b
Nh nghin cu mong mun ng h Ha v nghi ng H0

Tng kt cc dng ca gi thuyt Khng v gi thuyt khc

H0 : = 0

Ha : 0

or

H0 : 0
Ha : 0

or

H0 : 0
Ha : 0

Nhim v ca tt c kim nh gi thuyt hoc l bc b H0 hay khng bc b

H0 ( Accept H0 )
195

TS. Cao Ho Thi

65

Trng HBK Tp.HCM

Thng K - Chng 1

CC SAI LM LOI I V LOI II

Sai lm loi I l sai lm ca vic bc b H0 khi n ng
Sai lm loi II l sai lm ca vic khng bc b H0 khi n sai

CC KT LUN NG V SAI TRONG KIM NH GI

THUYT

iu kin ca tng th

H0 ng

H0 sai
196

CC SAI LM LOI I V LOI II

l xc sut ca sai lm loi I
= P( Bc b H0 / H0 ng ) = P(Sai lm loi I )
c gi l mc ngha ca kim nh, 0.01 < < 0.1
Thng chn = 0.05

l xc sut ca sai lm loi II

= P( Khng bc b H0 / H0 sai ) = Sai lm loi II )
(1-) = P(Bc b H0 / H0 sai) = Nng lc ca kim nh
cng nh th cng ln
197

MIN BC B
Mt min bc b R nh r cc gi tr ca tr thng k
s ch dn cho chng ta bc b H0
Kim dnh 2-pha
Rf(x)

H0 : = 0
Ha : 0

R/2

R/2
RZ

R-Z/2
RKhng bc b
RBc b H0

RH0

RZ/2

RBc b H0

198

TS. Cao Ho Thi

66

Trng HBK Tp.HCM

Thng K - Chng 1

MIN BC B
Kim nh 1-pha
H0 : 0
Ha : 0

H0 : 0
Ha : 0

R
RZ

RZ
RZ

R-Z
RBc b H0

RKhng bc b H0

RKhng bc b H0

RBc b H0

199

KIM NH 1
1--PHA V TRUNG BNH
CA TNG TH: BIT
Gi thuyt
Trng hp 1

Trng hp2

H0 : 0
Ha : 0

H0 : 0
Ha : 0

Tr thng k

200

KIM NH 1
1--PHA V TRUNG BNH
CA TNG TH: BIT
Phng php p-value
p-value
p-value l xc sut, c tnh t tr thng k, o lng mc
ng h (hay khng ng h) cung cp bi mu i vi gi
thuyt H0

Tiu ch p-value i vi kim nh gi thuyt

Bc b H0 nu p-value <
201

TS. Cao Ho Thi

67

Trng HBK Tp.HCM

Thng K - Chng 1

KIM NH 1
1--PHA V TRUNG BNH
CA TNG TH: BIT
Phng php gi tr ti hn
(Qui tc bc b)
Bc b H0 nu Z < -Z
Z

Bc b H0 nu Z >Z

RZ

RZ
RZ

R-Z
RBc b H0

RKhng bc b H0

RKhng bc b H0

RBc b H0

202

KIM NH 2
2--PHA V TRUNG BNH
CA TNG TH: BIT
Gi thuyt:
H0 : = 0
Ha : 0
Tr thng k:

X
/

n
203

KIM NH 2
2--PHA V TRUNG BNH
CA TNG TH: BIT
p-value i vi kim nh 2-pha
Trong kim nh 2-pha, p-value c tnh bng cch nhn
i din tch phn ui ca phn phi
V din tch c nhn i nn p-value c th so snh trc
tip vi v qui tc bc b vn ging nh trc
Bc b H0 nu p-value <
204

TS. Cao Ho Thi

68

Trng HBK Tp.HCM

Thng K - Chng 1

KIM NH 2
2--PHA V TRUNG BNH
CA TNG TH: BIT
Phng php gi tr ti hn
(Qui tc bc b)
Bc b Ho nu Z < -Z/2 Rf(x)

Bc b Ho nu Z > Z/2

R/2

R/2

RZ
R- Z/2

RZ/2

RKhng bc b H0
RBc b H0

RBc b H0

205

KIM NH 2
2--PHA V TRUNG BNH
CA TNG TH: BIT
Mi lin h gia c lng khong v kim nh gi thuyt
Mt phng php khong tin cy kim nh gi thuyt di dng:
H0 : = 0
Ha : 0
Chn mt mu ngu nhin n gin t tng th v dng gi tr ca
trung bnh ca mu pht trin khong tin cy i vi .

X Z /2

Nu khong tin cy cha gi tr c gi thuyt 0, th khng bc b

H0. Nu khng cha th bc b H0
206

CC BC KIM NH GI THUYT
Bc 1: Pht trin H0 v Ha
Bc 2: nh mc ngha
Bc 3: Thu thp d liu mu v tnh tr thng k kim nh
Phng php p-value
Bc 4: Dng gi tr ca tr thng k kim nh tnh p-value
Bc 5: Bc b H0 nu p-value <
Phng php gi tr ti hn
Bc 4: Dng xc nh gi tr ti hn v qui tc bc b
Bc 5: Dng gi tr ca tr thng k kim nh v qui tc bc b
xc nh xem c bc b H0 hay khng
207

TS. Cao Ho Thi

69

Trng HBK Tp.HCM

Thng K - Chng 1

KIM NH V TRUNG BNH CA

TNG TH: KHNG BIT

s c dng c lng

Phn phi t c th c dng suy din v

Tr thng k kim nh l

X - 0
s/
n

df = n-1
C mu nh (n < 30) v tng th tun theo mt phn phi
chun hoc gn chun cng dng cng thc ny
208

KIM NH V TRUNG BNH CA

TNG TH: KHNG BIT
Kim nh 1-pha
H0 : 0
Ha : < 0

H0 : 0
Ha : > 0

Bc b H0 nu t < -t, n-1

Bc b H0 nu t > t, n-1

Kim nh 2-pha
H0 : = 0
Ha : 0
Bc b H0 nu t < -t/2, n-1 hay nu

t > t/2, n-1

209

KIM NH V TRUNG BNH CA

TNG TH: KHNG BIT
p-value v phn phi t

X 0
s/ n

Dngg bngg t
df = n-1

p-value
l

Bc b H0 nu p-value <

210

TS. Cao Ho Thi

70

Trng HBK Tp.HCM

Thng K - Chng 1

KIM NH V T L CA TNG TH
Gi p : t l ca tng th
p0 : gi tr c th ca gi thuyt i vi t l ca tng th
Gi thuyt
Ho : p p0

H : p p0

H0 : p = p

Ha : p < p0

H : p > p0

Ha : p p0

Tr thng k kim nh

p p0
p

p 0 (1 p 0 )
n
211

KIM NH
V T L CA
TNG TH

RQui tc bc b

212

RCHNG 10
HI QUI
TUYN TNH N

TS. Cao Ho Thi

71

Trng HBK Tp.HCM

Thng K - Chng 1

HI QUI TUYN TNH N

M hi qui tuyn tnh n
Phng php bnh phng ti thiu
H s xc
c nh
Cc gi nh ca m hnh
Kim nh mc ngha
S dng m hnh hi qui c lng c
lng v d on

214

M HNH HI QUI TUYN TNH

Phng trnh m t y lin h vi x nh th no v mt
s hng sai s c gi l m hnh hi qui.
M hnh hi qui tuyn tnh n l:

y = 0 + 1x +
Vi:

R 0 v 1 c gi l cc tham s ca m hnh,
R

l bin ngu nhin c gi l s hng sai s.

215

PHNG TRNH
RHI QUI TUYN TNH N

Phng trnh hi qui tuyn tnh n l:

RE(y) = 0 + 1x

th ca phng trnh hi qui l ng thng.

0 l tung gc ca ng hi qui
1 l dc ca ng hi qui
E(y) l gi tr k vng ca y i vi gi tr x cho trc.
216

TS. Cao Ho Thi

72

Trng HBK Tp.HCM

Thng K - Chng 1

PHNG TRNH
HI QUI TUYN TNH N

Quan h tuyn tnh ng bin

RE(y)
Rng hi qui
RTung gc

R dc 1

Rdng

Rx

217

RPHNG TRNH
RHI QUI TUYN TNH N
Quan h tuyn tnh nghch bin

RE(y)
Tung gc

hi quii
ng

R0
R dc 1
Rm

Rx
218

PHNG TRNH
RHI QUI TUYN TNH N

Khng quan h
RE(y)
Rng hi qui
RTung gc

R dc 1
RBng 0

Rx
219

TS. Cao Ho Thi

73

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Thng K - Chng 1

RPHNG TRNH HI QUI

RTUYN TNH N C LNG

Phng trnh hi qui tuyn tnh n c lng

y^^ = b0 + b1x

th c gi l ng hi qui c lng.
b0 l tung gc ca ng.

b1 l dc ca ng
y^ l gi tr c lng ca y i vi gi tr x cho trc.
220

QU TRNH C LNG
RD liu mu

RM hnh hi qui

Ry = 0 + 1x +
RPhng trnh hi qui

RE(y) = 0 + 1x
Tham s cha bit

R0, 1

Rx

Rx1
R.
.
Rxn

y1
.
.
yn

RPhng trnh

Rb0 v b1

Rhi qui c lng

Rc lng ca

y bR
0 b1 x

R0 v 1

RTr thng k mu

Rb0, b1

221

PHNG PHP
BNH PHNG TI THIU
Tiu ch bnh phng ti thiu

min (y i y i ) 2
Vi:
yi = gi tr quan st ca bin ph thuc
quanlng
st th
i bin ph thuc
yi ^ =i
givi
tr c
ca
i vi quan st th I
222

TS. Cao Ho Thi

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Thng K - Chng 1

PHNG PHP
BNH PHNG TI THIU
dc ca phng trnh hi qui c lng

b1

( x x )( y y )
(x x )
i

223

RPHNG PHP
RBNH PHNG TI THIU
I

Tung gc ca phng trnh hi qui c lng

b0 y b1 x
Vi:
xi = gi tr ca bin c lp i vi quan st th i
yi = gi tr ca bin ph thuc i vi quan st th i
R_
Rx = gi tr trung bnh ca bin c lp
R_
Ry = gi tr trung bnh ca bin ph thc
Rn = tng s quan st

224

RHI QUI TUYN TNH N

V d: Doanh s xe hi

RQung co

RDoanh s

RTV

Rxe hi

R1

R14

R3

R24

R2

R18

R1

R17

TS. Cao Ho Thi

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Thng K - Chng 1

PHNG TRNH
HI QUI C LNG
dc ca phng trnh hi qui c lng
b1

( x i x )( y i y )

( x i x )2

20
5
4

Tung gc ca phng trnh hi qui c lng

b0 y b1 x 20 5(2 ) 1 0

Phng trnh hi qui c lng

y 10 5x

226

TH PHN TN IM V
NG XU HNG

Doanh s xe hi

30
25
20

y = 5x + 10

15
10
5
0
0

2
Qung co TV

4
227

H S XC NH
Mi lin h gia SST, SSR, SSE

SST = SSR + SSE

(y y ) ( y y ) (y y )
i

Vi:
SST = Tng bnh phng ton phn
SSR = Tng bnh phng hi qui
SSE = Tng bnh phng sai s
228

TS. Cao Ho Thi

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Thng K - Chng 1

RH S XC NH

H s xc nh l:

Rr2 = SSR/SST
Vi:
SSR = Tng bnh phng hi qui
SST = Tng bnh phng ton phn
229

RH S XC NH

Rr2 = SSR/SST = 100/114 = .8772

Mi quan h hi quii rt
mnh;
h 88%
Rs bin thin ca doanh s xe hi c th c
Rgii thch bi mi quan h tuyn tnh gia
Rs qung co trn TV v doanh s xe hi.

230

H S TNG QUAN MU

rxy (sign of b1 ) Coefficient of Determination

rxy (sign of b1 ) r 2
Vi
b1 = dc cay phng
b b xtrnh hi qui c lng
0

231

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Thng K - Chng 1

H S TNG QUAN MU

rxy (sign of b1 ) r 2
y 10 5 x

Du
ca b1 trong phng trnh

rxy = + .8772

l +.

Rrxy = +.9366

232

CC GI NH V S HNG SAI S
R1. Sai s l bin ngu nhin vi trung bnh bng 0
R 2. Phng sai ca , k hiu 2, s ging nhau
R

i vi tt c cc gi tr ca bin c lp.

R3. Cc gi tr ca l c lp.
4. Sai s l bin ngu nhin tun theo
R

phn phi chun

233

KIM NH NGHA
R kim nh ngha ca mi quan h hi qui, chng
RTa phi tin hnh kim nh gi thuyt xc nh xem
gi tr ca 1 c bng 0 hay khng.
RHai kim nh c dng ph bin l:
Rt Test

Rv

RF Test

RC kim nh t v F u yu cu mt c lng ca
R 2, phng sai ca trong m hnh hi qui
234

TS. Cao Ho Thi

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Thng K - Chng 1

KIM NH NGHA
c lng ca

RTrung bnh ca sai s bnh phng (MSE) s cung cp

Rc lng ca 2, v s2 cng c s dng.
SSE/(n 2)
Rs 2 = MSE = SSE/(n
RVi

SSE ( yi y i ) 2 ( yi b0 b1 xi ) 2
235

KIM NH NGHA
c lng ca
c lng chng ta ly cn bc hai ca 2.
Kt qu s c gi l sai s chun ca c lng

s MSE

SSE
n2
236

KIM NH NGHA: KIM NH t

Gi thuyt
H0 : 1 0
H a : 1 0

Tr thng k

b1
sb1
237

TS. Cao Ho Thi

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Thng K - Chng 1

RKIM NH NGHA: KIM NH t

Qui tc bc b

RBc b H0 nu
p-value <
Rhay t < -thay t > t

Vi

t c da trn phn phi t

vi bc t do l n -2
238

RKIM NH NGHA: KIM NH t

H0 : 1 0

R1. Xc nh gi thuyt.

H a : 1 0

R2. Xc nh mc ngha.

R = .05

R3. La chn tr thng k kim nh.

R4. Qui tc bc b.

b1
sb1

RBc b H0 nu p-value < .05

Rhay|t| > 3.182 (vi t do l 3)
239

RKIM NH NGHA: KIM NH t

R5. Tnh gi tr ca tr thng k kim nh.

b1
5

4.63
sb1 1
1.08
08

R6. Xc nh c bc b H0 hay khng

Rt = 4.541 cho mt din tch .01 phn ui
Rpha trn. V vy, p-value nh hn .02. (Cng vy,
Rt = 4.63 > 3.182.) chng ta c th bc b H0.
240

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Thng K - Chng 1

KHONG TIN CY CA 1

Chng ta c th dng mt khong tin cy 95% ca 1

kim nh cc gi thuyt
th t va
a mi dng trong
R kim nh t.
H0 b bc b nu gi tr c gi thuyt ca 1
khng nm trong khong tin cy ca 1.

241

KHONG TIN CY CA 1
Cng thc ca khong tin cy i vi 1 l:
t /2sb1
b1 t /2sb1
Rb1 l

Rl bin
ca sai

t / 2 l gi tr t cho mt din tch l

lng

Vi

im

/2 trong phn ui pha trn ca phn phi t

Vi t do l n - 2

242

KHONG TIN CY CA 1
Qui tc bc b
Bc b H0 nu 0 khng nm trong
khong tin cy ca 1.

Khong
tin cy 95% ca
1
b1 t / 2 sb1 R= 5 +/+/- 3.182(1.08) = 5 +/+/- 3.44
Ror 1.56 to 8.44

Kt lun
R0 khng nm trong khong tin cy .
Bc b H0

TS. Cao Ho Thi

243

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Thng K - Chng 1

RKIM NH NGHA: KIM NH F

Gi thuyt
H0 : 1 0
H a : 1 0

Tr thng k

RF = MSR/MSE

244

RKIM NH NGHA: KIM NH F

Qui tc bc b
B b H0 nu
Bc

Rp-value <
Rhay F > F

Vi:

F da trn phn phi F vi t do l 1

t s v t do l n - 2 mu s
245

RKIM NH NGHA: KIM NH F

R1. Xc nh gi thuyt.

H0 : 1 0
H a : 1 0

R2. Xc nh mc ngha.

R = .05

R3. La chn tr thng k kim nh.

R4. Qui tc bc b.

RF = MSR/MSE

RBc b H0 nu p-value < .05

Rhay F > 10.13 (vi d.f t s
l 1 v d.f mu s l 3)

TS. Cao Ho Thi

246

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Thng K - Chng 1

RKIM NH NGHA: KIM NH F

R5. Tnh gi tr ca tr thng k kim nh.

RF = MSR/MSE = 100/4.667 = 21.43

6
6. X
Xc
nh
h c
b
bc b H0 hay
h kh
khng

R F = 17.44 cho mt din tch l .025 phn ui

pha trn. V vy, p-value tng ng vi F = 21.43
s nh hn 2(.025) = .05. V vy, chng ta bc b
Chng c thng k kt lun c mi quan h
H0. ngha gia s lng qung co TV v doanh s
c
xe hi
247

MT VI LU V
GII THCH CC KIM NH NGHA

Bc b H0: 1 = 0 v kt lun rng mi quan h

gia x v y c ngha,
ngha chng ta khng th kt
lun c mi quan h nhn qu gia x v y
Bi v chng ta c th bc b H0: 1 = 0 v
R chng t c ngha v thng k , chng ta khng th kt
R

lun c mi quan h tuyn tnh gia x v y

248

RS DNG PHNG TRNH HI QUI C LNG

C LNG V D ON

Khong tin cy ca E(yp)

y p t /2 s y p

D on khong tin cy ca yp

y p t /2 sind
Vi:
h s tin cy l 1 - v
t/2 da trn phn phi t
vi t do l n - 2

TS. Cao Ho Thi

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Thng K - Chng 1

C LNG IM
Nu 3 qung co TV c tin hnh trc khi
bn, chng ta k vng trung bnh doanh s xe
hi l:

yR^= 10 + 5(3) = 25 xe hi

250

RKHONG TIN CY CA E(yp)

Kt qu
khongE tin cy t Excel F
D
1
2
3
4

CONFIDENCE INTERVAL
3
xp
2.0
x bar
10
1.0
x p -x bar

(x p -x bar)2

6
7
8
9
10
11
12
13

1.0
2

(x p -x bar)
Variance of y hat
Std. Dev of y hat
t Value
Margin of Error
Point Estimate
Lower Limit
Upper Limit

4.0
2.1000
1.4491
3.1824
4.6118
25.0
20.39
29.61

251

RKHONG TIN CY CA E(yp)

c lng khong tin cy 95% ca trung bnh doanh s
xe hi khi 3 qung co TV c thc hin l:

R25 + 4.61 = 20.39 to 29.61 xe hi

252

TS. Cao Ho Thi

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Thng K - Chng 1

RKHONG D ON CA yp

Kt qu khong d on t Excel
H
PREDICTION INTERVAL
Variance of y ind
6.76667
2.60128
Std. Dev. of y ind
8.27845
Margin of Error
5
Lower Limit 16.72

1
2
3
4
6
7

Upper Limit 33.28

253

RKHONG D ON CA yp

c lng khong d on 95% ca doanh s xe hi

g 1 tun c th khi 3 qung
q
g co TV c thc hin l:
trong

R25 + 8.28 = 16.72 to 33.28 xe hi

254

RPHN TCH PHN D

Nu cc gi nh v s hng sai s khng m bo
th cc kim nh gi thuyt v ngha ca mi quan h
hi qui v cc kt qu c lng khong khng cn
Cc phn d s cho thng tin tt nht v .
hiu lc
Phn d ca quan st th i

y i y i

Rt nhiu phn tch phn d da trn

vic kho st th phn d

TS. Cao Ho Thi

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Thng K - Chng 1

R TH PHN D THEO X

Nu gi nh phng sai ca ging nhau i vi tt

c cc gi tr ca x c tha, v m hnh hi qui gi
nh l mt biu din y ca mi quan h gi cc
bin, th
R th phn d s cho mt n tng
Rtng th v gii bng cc im nm ngang

256

R TH PHN D THEO X
y y

RPhn d

RDng tt

R0

Rx
257

R TH PHN D THEO X

y y

RPhn d

RPhng sai thay i

R0

Rx
258

TS. Cao Ho Thi

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Thng K - Chng 1

R TH PHN D THEO X
y y

RPhn d

RDng m hnh khng thch hp

R0

Rx
259

R TH PHN D THEO X

Phn d
Observation

Predicted Cars Sold

15

Residuals
-1
1

25

-1

20

-2

15

25

260

R TH PHN D THEO X

th phn d

Phn d

2
1
0
-1
-2
-3
0

Qung co TV

261

TS. Cao Ho Thi

87