CH

NG
VI : CL

N
CAC
G
THAM SO THONG KE

$1.KHI NIM CHUNG:

Thc t c nhiu tham s m chng ta khng bit c, ch bit
thuc v mt tp hp no , chng hn E . c lng tham s cc
^

nh ton hc xy dng mt hm
k hiu

da vo mu (x1, x2, .. xi ,., xn ) v c

^ (x , x , x ,.., x ) c lng cho

1
2
i
n

^ (x , x ,
1
2

v gi

xi ,.., xn ) l mt c im cho ; cn nu cc nh ton hc xy dng hai hm

^1

^2 da vo mu (x , x ,.. x ,., x ) v c k hiu

1
2
i
n

^
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 .

$2.C LNG IM:

I.c lng khng chch:
^
^
nh ngha: Hm = (x1 , x2 , xi ,.., xn ) c gi l 1 c lng

khng chch cho hm tham s

g( ) khi no:

^
E

g( )

V d 1: Cho 1 mu (x1 , x2 ,.. xi ,., xn ) trong cc xi c quy lut phn phi

xc sut nh thc B(1, ) vi

E=(0,1)

. t T = n x

th kim chng

d dng:
^
1.

^
2.

l 1 c lng khng chch cho tham s

1
T (nT )
n ( n1 )

l 1 c lng khng chch cho tham s

(1 )

V d 2: Cho 1 mu (x1 , x2 ,.. xi ,., xn ) trong cc xi c quy lut phn phi

2
xc sut bnh thng N( , ) vi

+
E=R , 2 R ; th kim chng d dng:

^
1.

^
2.

l 1 c lng khng chch cho tham s

1
2
(x x )
n1 i

l 1 c lng khng chch cho tham s

II.c lng phng sai cc tiu:

^
nh ngha: Hm

^ (x , x , x ,.., x ) c gi l 1 c lng
1
2
i
n

phng sai cc tiu cho hm tham s

^
D

g( )

khi no:

DT trong T l 1 c lng bt k cho hm tham s

g( )

III.c lng vng:

^
nh ngha: Hm

g( )

lng vng cho hm tham s

^
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

V d 3: Cho 1 mu (x1 , x2 ,.. xi ,., xn ) trong cc xi c quy lut phn phi

xc sut bnh thng N( , 1 ) vi
^

E=R

; th kim chng d dng

l 1 c lng vng cho tham s

$3.C LNG KHONG:

^
I.nh ngha: Ta gi ( 1

^
, 2 )

l mt c khong cho tham s

vi xc sut 1- khi no:

^
P( 1< <

^2 ) =

= 1-

Ghi ch:
^
(i). c gi l xc sut sai lm khi chn khong tin cy ( 1

^
, 2 ).

(ii). tin cy

= 1- do nh thng k chn trc theo yu cu ca

bi ton, thng thng tin cy c chn l: 90%, 95%, 99%,

(iii).Trong nghin cu thc nghim, khi quan st thy Xi = xi mt gi tr c
^
^
th, th khong s tht ( 1 (x1 , x2 , xi ,.., xn ) , 2 (x1 , x2 , xi ,.., xn ))
^
gi l 1 thc hin ca khong tin cy ca ( 1

^
, 2 )

II.Phng thc xy dng khong tin cy:

,

A.c lng khong cho cc tham s

khi tp mu (x1 , x2 ,.. xi ,., xn )

2
trong cc xi c quy lut phn phi xc sut bnh thng N( , ) vi

+
R , 2 R

1. c lng khong cho gi tr trung bnh

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

Nn 1 khong tin cy cho

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

= 2. Tm 1 khong tin cy vi tin cy 99% cho gi tr

. Nu bit trung bnh cng ca 25 ln o, vi cng 1 chnh

= 20,05.

Gii:

Bit
U

= 99% da vo bng phn phi bnh thng tiu chun c c:

= 2, 57 nn

Do 1 khong tin cy cho

( x

, x +

= 2, 57. 25

= 1, 03

l:

) = (20,05 1,03 ; 20,05 + 1,03) = (19,02 ; 21,08)

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

= 95% da vo bng phn phi bnh thng tiu chun c c:

= 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 +

< <

Nn 1 khong tin cy cho

x

= 1- , cho ta tnh c

t h thc:

= 1-

vy:

= 1-

)=

= 1-

= 1-

) = ( x

l:

, x +

V d 5: Gi s bin s o vng quanh (chu vi) cy cao su c quy lut phn

phi xc sut bnh thng. Tm 1 khong tin cy vi tin cy 95% cho gi tr
trung bnh
. Nu bit trung bnh cng ca 10 ln o, vi cng 1 chnh

2
= 15 v s n1=9 .

xc l x
Gii:
Bit

= 95% da vo bng phn phi Student (n-1) = (10 1) = 9

t do c c:
T 0,95

= 2, 26 nn

Do 1 khong tin cy cho

( x

, x +

s n1

= 2, 26.

3
10

l:

) = (12,85 ; 17,15)

2. c lng khong cho phn tn

a.Bit

xi 2
) ~ 2 (1)

Ta bit:
2

x
( i )
i=1

(n)

1
(x i )2
2
i=1

Vi tin cy

= 1- , cho ta tnh c a v b t h thc:

P( a

X 2 (n)

X (n)<

)=

= 1-

a v b thng c chn nh sau:

2
P( X (n)<

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 < i=1

2
Nn 1 khong tin cy cho

^1

^2 ) = (

tin cy

i=1

l:

( x i ) ( x i )2
2

= 1-

, i=1

V d 6: Trung tm qun l cht lng mun kho st tnh chnh xc ca 1 ci

cn. t qu cn 100gram ln 1 ci cn, lp li nhiu ln v c kt qu theo
kim ch th:

102; 101; 97; 102; 99; 103; 102; 99; 98 (g)

2 vi tin cy 95% khi bit

Tm 1 khong tin cy cho

= 100

Gii:
Bit

= 95% da vo bng phn phi xc sut chi bnh phng n t

do, xc nh c a v b qua cc phng trnh:

X 2 (n)<

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:

Phn phi xc sut chi bnh phng (n-1) t do

Vi tin cy

= 1- , cho ta tnh c a v b t h thc:

X 2 (n1)<

P( a

)=

= 1-

a v b thng c chn nh sau:

2
P( X (n1)<

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< i=1

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

V d 7: Trung tm qun l cht lng mun kho st tnh chnh xc ca 1 ci

cn. t qu cn 100gram ln 1 ci cn, lp li nhiu ln v c kt qu theo
kim ch th:
102; 101; 97; 102; 99; 103; 102; 99; 98 (g)
Tm 1 khong tin cy cho
Gii:

2 vi tin cy 90%

Bit

= 90% da vo bng phn phi xc sut chi bnh phng (n-1) = 8

t do, xc nh c a v b qua cc phng trnh:

2
P( X (n1)<

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:

Do 1 khong tin cy cho

^
( 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:

xp x quy lut phn phi xc sut N(0,1)

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-

) =

Nn 1 khong tin cy cho p tin cy

( x

vy:

= 1-

)=

= 1-
,

t h thc:

f +

= 1-

l:
U

f (1f )
n

V d 8: chun b ban hnh hin php mi, nh lm lut thm d d lun.

Mun xc nh t l ng h hin php , thng s dng bin s ngu nhin c
quy lut phn phi xc sut nh thc.
Gi s thm d 100 ngi c 10 ngi khng ng h. Hy c lng khong
cho t l ngi khng ng h vi tin cy 95% v 99%
Gii:
V

f =

n ( f p)
f (1 f )

s
n

10

= 100

= 0,1 v

xp x quy lut phn phi xc sut N(0,1)

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-

)=

Nn 1 khong tin cy cho p tin cy

( x

) =

= 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 )

Ghi ch: Qua v d ny c nhn xt sau:

(i).Khi tin cy tng th khong tin cy cng rng.
(ii).Khi c mu tng th khong tin cy cng hp.

0,1 + 2,58

2.C mu n ln (n > 30)v p qu nh ( < 0,1) hoc qu ln ( > 0,9):

Ta bit trong nh l gii han Poisson:
Khi n

v p
k
n

C p q

Pn(k) =

0 v np = th :

nk

k e
k!

vi k = 1, 2,

Da vo quy lut ny, cc nh thng k thnh lp bng s ng vi khong tin

cy 95% . Ta c:
2

np =

2
n

hay

1
n

3.C mu n nh (n < 30): Ta khng th xp x phn phi nh thc bng phn

phi bnh thng hoc Poisson, m ta phi da vo quy lut xc sut nh thc
xc nh khong tin cy cho tng trng hp c th. V php tnh phc tp
nn cc nh thng k ton lp ra bng s vi c mu nh, thng p1 v p2
khng i xng qua f.
V d 9: Gi s th nghim 9 ln th c 4 ln cht A xut hin. Hy lp 1
khong tin cy 95% cho s xut hin ca cht A.
Gii:
Ta c:

f =

s
n

4
9

= 0,44

D bng s : Hng n = 9, ct s = 4 v

= 95% cho 2 tr s:

P1 = 13,7% v p2 = 78,9% . Vy c 1 khong tin cy ca p l :

^
( 1

^
, 2 ) = ( 0,137 ; 0,789 )

C.n nh c mu quan trc: Trong cc cng thc c lng khong

ca gi tr trung bnh

| , nu

. Gi

hoc t l p c cng thc tng qut l :

l sai s chun. S chnh lch l:

cng nh th

cng gn

= x

= | x

, b rng khong tin cy l 2

cng hp, c lng khong c s chnh xc cng cao. Vi chnh xc cho

trc

, 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: