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Chương Vi
Chương Vi
Chương Vi
NG
VI : CL
N
CAC
G
THAM SO THONG KE
nh ton hc xy dng mt hm
k hiu
^ (x , x ,
1
2
v gi
^
xi ,., xn ) v 2 (x1 , x2 ,.. xi ,., xn ) c lng cho
^2 )
^1 (x , x ,..
1
2
^
v gi ( 1
l mt c khong cho .
g( ) khi no:
^
E
g( )
E=(0,1)
. t T = n x
th kim chng
d dng:
^
1.
^
2.
(1 )
+
E=R , 2 R ; th kim chng d dng:
^
1.
^
2.
^ (x , x , x ,.., x ) c gi l 1 c lng
1
2
i
n
g( )
khi no:
g( )
g( )
^
P( g(
) )
lim
^ (x , x , x ,.., x ) c gi l 1 c
1
2
i
n
= 1 tc l
khi no vi mi
^
>0
ta c:
^ (x1 , x2 , xi ,.., xn ) hi t v
hm tham s
g( )
vi xc sut bng 1
E=R
^
, 2 )
^2 ) =
= 1-
Ghi ch:
^
(i). c gi l xc sut sai lm khi chn khong tin cy ( 1
^
, 2 ).
(ii). tin cy
^
, 2 )
2
trong cc xi c quy lut phn phi xc sut bnh thng N( , ) vi
+
R , 2 R
2
2
a.Bit hoc c mu n ln: Khi khng bit m n ln ( n > 30 ) th
2
2
dng c lng im c lng bi
s n1
n (x )
~ N (0,1)
Ta bit:
Vi tin cy
= 1- , cho ta tnh c
P( U < N (0,1)<
n
P( U < ( x ) <
P(
< <
n
x +
) =
U
) =
tin cy
= 1-
vy:
= 1-
)=
= 1-
= 1-
t h thc:
l:
,
n
x +
) = ( x
, x +
2
Khi khng bit m n ln ( n > 30 ) th dng c lng im c
s 2n1
2
lng bi
s n1
nn khong tin cy l:
,
x +
s n1
) = ( x
, x +
V d 3: Cho i lng ngu nhin X c quy lut phn phi xc sut bnh
thng vi
trung bnh
xc l x
= 20,05.
Gii:
Bit
U
= 2, 57 nn
, x +
= 2, 57. 25
= 1, 03
l:
V d 4: Tm c mu nh nht c th da vo mu y m c lng gi tr
2
trung bnh ca phn phi bnh thng N( , 40 ) vi sai s khng vt qu 5,
vi tin cy 95%
Gii:
Bit
= 1, 96
suy ra n =
2
(U )
(1,96
40 2
)
5
nn n = 246
2
b.Khng bit v c mu n nh: Ta bit:
n (x )
n 1( x )
~ stud ( n 1)
sn1
sn
Vi tin cy
P( T < stud(n1)<
P(
P(
T <
n ( x ) <
s n1
s n1
s n1
s n1
tin cy
x +
s n1
) =
) =
x +
< <
= 1- , cho ta tnh c
t h thc:
= 1-
vy:
= 1-
)=
= 1-
= 1-
) = ( x
l:
, x +
2
= 15 v s n1=9 .
xc l x
Gii:
Bit
t do c c:
T 0,95
= 2, 26 nn
, x +
s n1
= 2, 26.
3
10
l:
) = (12,85 ; 17,15)
a.Bit
xi 2
) ~ 2 (1)
Ta bit:
2
x
( i )
i=1
(n)
1
(x i )2
2
i=1
Vi tin cy
P( a
X 2 (n)
X (n)<
)=
= 1-
2
) = P( X ( n ) >
)=
vy:
n
a<
P(
n
P(
1
( x i )2 <
2 i=1
( x i )
i=1
b) =
= 1-
)=
= 1-
(x i )2
2
Nn 1 khong tin cy cho
^1
^2 ) = (
tin cy
i=1
l:
( x i ) ( x i )2
2
= 1-
, i=1
= 100
Gii:
Bit
P(
2
P( X (9)<
X 2 ( n ) >
) = P(
2
) = P( X ( 9 ) >
)=
10,95
2
)=
= 0,025
nn a = 2,7 v b = 19
Do 1 khong tin cy cho
2 vi tin cy 95% l:
n
^1
^2 ) = (
i=1
, i=1
= (
= (
( x i ) ( x i )2
2
100
( x i100)2 (x i100)2
i=1
, i=1
19
34
19
34
2,7
2,7
= (1,84 ; 12,58)
Ghi ch:
(i). Tnh chnh xc th hin qua phng sai, phng sai cng nh php o
cng chnh xc.
(ii). Qua mu trn, ta c lng phng sai ca ci cn
rng mu tha mn iu kin phn phi chun.
b.Khng bit
= 100 v gi s
nsn2 ( n 1) sn21
~ 2 (n 1)
2
2
Ta bit:
P( a
)=
= 1-
2
) = P( X ( n1 ) >
)=
vy:
n
a<
P(
1
( x i x )2<
2
b) =
i=1
(x ix )
P(
i=1
( xi x )2
2
Nn 1 khong tin cy cho
^2 ) = (
)=
= 1-
tin cy
n
^1
= 1-
= 1-
( x ix ) (x i x )2
2
i=1
l:
, i=1
2 vi tin cy 90%
Bit
P(
X 2 (8)<
2
) = P( X ( n1 ) >
2
X ( 8 ) >
) = P(
)=
)=
10,90
2
= 0,05
nn a = 2,733 v b = 15,507
2 vi tin cy 90% l:
^
( 1
(x ix )2 ( x i x )2
^
, 2 ) = (
i=1
= (
= (
, i=1
(x ix )2
i=1
15,507
A
15,507
100
(x i x )2
, i=1
2,733
B
2,733
=(? ; ?)
B.c lng khong cho t l p khi tp mu (x1 , x2 ,.. xi ,., xn ) trong cc
xi c quy lut phn phi xc sut nh thc B(1,p) vi p [0, 1]
1.C mu n ln (n > 30)v p khng qu nh ( < 0,1) hoc qu ln ( > 0,9):
Ta bit:
Cho 1 mu (x1, x2, , xn), trong cc xi ~ b(1,p) vi p
(0,1)
Tc l cc xi c bng phn phi xc sut:
x
P(xi = x)
Vi q = 1 p
t S = x1 + x2 + + xn th S ~ b(n,p)
S
n
Nu t
n ( f p)
f (1 f )
th vi n ln ta c:
Vy vi tin cy
= 1- , cho ta tnh c
P( U < N (0,1)<
P(
U <
P (f
f (1f )
( f p ) <
f (1f )
< p <
n
) =
, x +
f (1f )
n
) = (f U n
f (1f )
= 1-
) =
vy:
= 1-
)=
= 1-
,
t h thc:
f +
= 1-
l:
U
f (1f )
n
f =
n ( f p)
f (1 f )
s
n
10
= 100
= 0,1 v
Vy vi tin cy
= 1- , cho ta tnh c
t h thc:
P( U < N (0,1)<
U <
P(
P (f U n
f (1f )
f ( 1f )
< p <
( f p ) <
f +
, x +
= 1-
) =
f (1f )
n
) = (f U n
f (1f )
= 1-
)=
) =
= 1-
,
f +
= 1-
l:
U
f (1f )
n
vy:
(i).Nu
( x
, x +
0,1(10,1)
100
= 1-
= 95% th
= 1, 96 nn:
) = ( 0,1 1,96
100
0,1(10,1)
0,1 + 1,96
)
= ( 0,04 ; 0,16 )
(ii).Nu
( x
, x +
0,1(10,1)
100
= 1-
= 99% th
= 2, 58 nn:
) = ( 0,1 2,58
100
0,1(10,1)
)
= ( 0,02 ; 0,18 )
0,1 + 2,58
v p
k
n
C p q
Pn(k) =
0 v np = th :
nk
k e
k!
vi k = 1, 2,
np =
2
n
hay
1
n
f =
s
n
4
9
= 0,44
D bng s : Hng n = 9, ct s = 4 v
= 95% cho 2 tr s:
^
, 2 ) = ( 0,137 ; 0,789 )
| , nu
. Gi
cng nh th
cng gn
= x
= | x
, ta c th suy ra c mu cn thit.
(i).Nu
(ii).Nu
s n1
n
f (1f )
n
th n =
s n1 2
(T
)
th n =
U
f (1f )
( )
Ghi ch:
(i).Thng n l, nu n l s ly phn nguyn cng thm 1
(ii).C mu n ln hay nh l ty thuc vo phn tn ca c tnh nghin cu
v sai s cho php, ch khng ph thuc vo kch thc ca qun th tp hp
dn s.
Bi tp: