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Giá trình xác suất thống kê
Giá trình xác suất thống kê
Giá trình xác suất thống kê
GIO TRNH
XC SUT
THNG K
(Ti bn ln th nm)
TC GI
Chng I
s KIN NGU NHIN V PHP TNH XC SUT
m
1.KHI NIM M U
1.1. S kin ngu nhin
Khi nim thng gp trong l thuyt xc sut l s kin
(m khng th nh ngha cht ch). S kin c hiu nh l
mt s \c. mt hin tng no ca cuc sng t nhin v
x hi.
Khi thc hin mt tp hp iu kin xc nh, ni tt l b
iu kin, gi l mt php th, c th c nhiu kt cc khc nhau.
Th d 1.1. Gieo mt con xc sc ng cht trn mt mt
phng (php th). Php th ny c 6 kt cc l: xut hin mt
1 , mt 2,..., mt 6 chm. Mi kt cc ny cng vi cc kt qu
phc tp hn nh: xut hin mt c s" chm chn, mt c s"
chm bi 3, u c th coi l cc s kin.
Nh vy kt cc ca mt php th l mt trng hp ring
ca s kin. cho tin li sau ny, ta k hiu s kin bng
cc ch ci in hoa A, c , ... S kin c gi l tt yu, nu
n chc chn xy ra, v c gi l bt kh. nu n khng th
xy ra khi thc hin php th. Cn nu s kin c th xy ra
hoc khng s c gi l s kin ngu nhin. T , theo mt
ngha no , c th coi cc s kin t't yu, k hiu l , v
bt kh, k hiu l V, nh cc trng hp ring ca s kin
ngu nhin. Th d, di nhng iu kin xc nh, nc ng
bng 0'^C l s kin tt yu; khi gieo mt con xc xc, vic
xut hin mt bv ch"m l s kin bt kh...
5
m t mt php th ngi ta xc nh tp hp cc kt
cc c th c. Tp hp tt c cc kt cc ca mt php th
(c gi l cc s kin s cp, k hiu l co) to thnh khng
gian cc s kin s cp, k hiu l Q = {cj i e /}, I l tp ch
s", c th v hn (m c hoc khng m c). D thy
trong th d 1 . 1 , nu k hiu A s kin xut hin mt i
chm (i = 1 , 6) th Q = A 2, A 3, A 4, A 5, Ag} = {A i = 1 , 6}.
Trong nhiu hin tng hng lot khi thc hin nhiu ln
cng mt php th, ta thy tn sut xut hin mt s kin A
no chnh lch khng nhiu so vi mt s' c trng cho
kh nng xut hin A. S c gi l xc sut xut hin A
v c k hiu l P(A). Nh vy nu vit P(A) - p c6 ngha l
xc su^t xy ra s kinA l bngp.
Mt cu hi t nhin l. Do u c s kin ngu nhin? V
chng ta c th nhn bit c chng khng? Thc ra mi s
kin u xy ra theo quv lut no ; song do iu kin Lhiu
tri thc, thng tin v phng tin cn thit (c v kinh ph,
thit b ln thi gian) nn ta khng c kh nng nhn thc dy
d v s kin . Vn cng tr nn kh khn hn khi ch
cn c mt s thay di b"t ng d rt nh ca b iu kin d
lm thay i kt cc ca php th. Cho nn bi ton xc nh
bn cht xc su^t ca mt s kin bt k trong mt php th
ty l khng th gii c.
6
(iii) i lp ca A, k hiu l A, ch s kin khng xut
hin A. R rng i lp c tnh tng h A = A v A + A = u,
A = V, = y .
(iv) Xung khc: hai s kin A v B c gi l xung khc
nu chng khng th ng thi xy ra, tc l AB = V.
(v) Ko theo, k hiu A => B, ch nu xut hin A th xut
hin B.
(vi) Tng ng, k hiu A = B, ch vic nu xut hin A th
xut hin B v ngc li.
(vii) Hiu ca A v B, k hiu A - B (hoc A\B), ch s kin
xut hin A nhng khng xut hin B, tc l A - jB = AB.
Cc khi nim cho thy tnh i lp, tng, tch v hiu ca
hai kin tng ng vi b, hp, giao v hiu ca hai tp hp.
Nh vy c th s dng cc tnh cht ca cc php ton trn tp
hp cho cc php ton trn s kin, chng hn dng s Ven
trong th d sau y.
Th d 1.2. K hiu u l tp v tr, V l tp 0 (rng). Khi
A v s l cc tp con ca u v cc php ton trn A v B
c th minh ha bng s Ven (xem hnh 1 . 1 ).
Tp v tr i lp A
khc (B = 0 )
T ta c A = A 1A 2A 3 + AA^A.j + A, A,,.
8
C th dng tnh cht ca mng song song v n tip c
mt biu din khc gn hn:
A =A ,(A 2 + A 3).
Trong nhiu bi tp, vic xc nh s" lng cc s kin s
cp a n s dng cc kt qu ca l thuyt t hp.
= n{n - l)...(n - + 1 ) = ^ (1 .1 )
{n-k)\
(ii) Chnh hp lp: chnh hp lp chp t n l mt nhm
c th t gm k phn t c th ging nhau ly t n cho.
chnh l mt nhm gpn k phn t c th lp li v c xp
theo th t nht nh, s cc chnh hp lp nh vy, k hiu l
= n ' . ( 1 .2)
(iii) Hon v: hon v ca n l mt nhm gm n phn t
c sp xp theo mt 'th t no . R rng s cc hon v
nh vy, k hiu l p, chnh l s cc chnh hp A" v
p = n\ .(1.3)
(iv' T hp: t hp chp ^ t n l mt nhm (khng phn
bit i;! t) gm k phn t khc nhau ly tn cho.S cc
t' hp r.hu vy, k hiu l (k < n)
9
= ^ (1.4)
" k\ k\{n-k)\
Th d 1.5. Cho mt tp hp gm 3 phn t {a, 6 , c}. C th
to ra bao nhiu nhm gm 2 phn t chn t tp trn?
Gii:
(i) Nu ta n th t cc phn t v mi phn t ch
c chn mt ln, s" nhm thu c s l = 3.2 = 6; l
{a, 6}; {6, a}; {a, c}; {c, a}; {b, c}, {c, b}.
(ii) Nu vn n th t, nhng mi phn t c chn
nhiu ln, s nhm thu c tr thnh Ag = 3^ = 9; l:
{a, 6}; b, a}; {a, c}; {c, a}; {, c), {c, 6}; {a, a)\ {b, 6}; c, e}.
(iii) Nu khng n th t cc phn t v chng ch
c chn mt ln, s" nhm thu c tr thnh c | = 3; l
{a, 6}; {a, c}; {, c}.
Th d 1.6. Mt lp phi hc 6 mn trong hc k, mi ngy
hc 3 mn. Hi c bao nhiu cch xp thi kha biu trong
1 ngy?
Gii. S" cch xp cn tm chnh l s" cch ghp 3 mn t 6
mn, trong cc cch ghp s khc nhau nu c t nht mt
mn khc nhau hoc th t mn khc nhau. T theo ( 1 . 1 )
ta c s cch cn tm l A = 6.5.4 = 120.
Th d 1.7. C th nh s c bao nhiu xe nu ch dng 3
con s"t 1 n 5?
Gii. Mi s"th t ca mt xe d thy l chnh hp lp chp
3 t 5. T theo (1.2) ta c slng xe c nh s s l
\ = 5^ = 125.
Th d 1.8. C bao nhiu cch lp mt hi ng gm 3 ngi
chn trong s 8 ngi?
10
Gii. Hi ng l mt nhm 3 ngi ly t 8 ngi, do
theo (1.4) s c Cg = 8!/(3!5!) = 56 cch lp.
Cui cng, l ta rt quen thuc vi khi nim t hp
c dng trong cng thc nh thc Niu-tn
(x
^ + a
' = cx'
n + C>"^'a
n +... + n +... + C"a\
n
2. CC NH NGHA CA XC SUT
2.1. nh ngha c in
Trong mc ny ta lm vic vi cc php th c kt cc
ng kh nng. Khi nim ng kh nng ng vai tr ch
o v kh c th nh ngha mt cch hnh thc. Xt th d
n gin sau y:
Th d 2.1. Trong mt hp c n vin bi ging nhau v kch
c v ch khc nhau v mu sc, trong c m bi trng v n -
m bi . Rt h ha ra mt vin bi (php th). Do s" vin bi l
n nn tng s cc kt cc khc nhau s l n, v v tnh ging
nhau ca chng nn mi vin bi c cng kh nng c rt.
By gi nu gi A l s kin rt c bi trng th trong s" n
kt cc ng kh nng c m kt cc thun li cho A. V vy
trc gic cho thy nn chn t s" mln lm xc sut ca vic
xu't hin A.
inh n gha. Cho mt php th vi n kt cc ng kh
nng, trong c m kt cc thun li cho A, khi
, X m s kt cuc thun li cho A /o 1 \
P{A) = = ....- , , . (2.1)
n tng s kt cc c th
11
nh ngha trn c gi l nh ngha c in ca xc
sut. Cch tnh xc sut theo (2 . 1 ) c u im l tng i n
gin v trc quan, tuy nhin phm vi p dng rt hn ch ch
cho cc loi php th gm hu hn kt cc ng kh nng.
Trong tnh ton thng s dng cc kt qu (1.1) - (1.4).
Th d 2.2. Gieo ng thi 2 con xc sc ging nhau. Tnh
xc sut tng s' chm thu c bng 6.
Gii. Php th c 6.6 = 36 kt cc (s kin s cp) khc
nhau ng kh nng. Gi A l s kin tng s" chm bng 6,
th c tt c 5 kt cc thun li cho A l {1,5}, {2,4}, {3,3}, {4,2}
v {5,1} (s th nht ch s" chm ca con xc sc 1 , s" th 2 -
s chm ca con xc sc 2). Vy P(A) = 5/36.
Th d 2.3. Trong hp c 4 vin bi trng v 6 vin bi cng
kch c. Rt h ha ra 2 bi, tnh cc xc sut trong c:
a) hai vin trng;
b) t nht 1 vin ;
c) vin th hai .
Gii. Ta dng nh ngha c in trn.
a) Tng s cch rt ra 2 bi c quan tm n th t l
Afo = 10.9 = 90, trong s cch thun li cho A - rt c 2
bi trng - l Al = 4.3 = 12; vy xc sut cn tm P(A) = 12/90
= 2/15. C th s dng khi nim t hp tnh xc sut: tng
s" cch ly ra 2 bi t 10 vin bi l cf(j (khng quan tm n
th t), trong rt ra 2 bi trng c C4 cch. T ta c
cng kt qu nh trn.
b) C th tnh trc tip xc sut ca B - s kin rt
c t nht 1 bi (tc l hoc c 1 hoc c 2 bi ). D
thy s kin i lp B - c 2 bi u trng - c xc sut
hin bng 2/15. T P(B) = 1 - P(B) = 13/15 (xem tnh
cht ca xc sut ngay di y).
12
c) Gi c l s kin vin bi th hai mu d. s cch
thun li cho c bao gm (c quan tm n th t): 6.5 = 30
cch i vi trng hp vin bi u mu v 4.6 = 24 cch
vi trng hp bi u mu trng. T P(C) = (30 +
24)/90 = 3/5. C th l lun n gin hn nh sau: do vin bi
u khng bit mu sc nn thng tin v t l mu khng
thay i vi vin bi th hai. Vy s kin c s c cng xc
sut vi vic rt h ha ra 1 bi t hp 10 vin ban u v
xc sut ca s kin rt d tnh l 6/10 = 3/5.
Dng cng thc (2.1) d dng chng minh cc tnh cht
sau y ca xc sut (ng cho c cc trng hp nh
ngha khc):
(i) 1 > P(A) > 0;
(li) P ( ) = 1 ; P(V) = 0;
(iii) Nu A, B xung khc th P(A + B) = P(A) + P{B)-,
(iv) P() = 1 -P (A );
(v) Nu A B th P{A) < P{B).
e khc phc hn ch ca (2.1) ch p dng cho cc php
th c hu hn kt cc, ngi ta a ra nh ngha hnh hc
ca xc sut. Gi s tp hp (v hn) cc kt cc ng kh
nng ca mt php th c th biu th bi mt min hnh
hc G (chng hn on thng, mt min mt cong hoc khi
khng gian...), cn tp cc kt cc thun li cho A bi mt
min con no s c G. S rt hp l nu ta nh ngha xc
sut bng t s o ca s vi G (ph thuc vo s v G m
o c th l di, din tch hoc th tch...). Nh vy ta
c P(A) bng xc sut imgieo ri vo s , vi gi th it n
c th ri ng kh nng vo cc im ca G v
o^ (2 .2 )
oG
13
Khi nim ri ng kh nng vo G c ngha l im gieo c
th ri vo bt k im no ca G v xc sut n ri vo
mt min con no ca G t l vi o ca min y, m
khng ph thuc vo v tr v hnh dng ca min.
Th d 2.4. ng dy in thoi ngm nl mt tng i
vi mt trm di Ikm. Tnh xc sut dy t ti ni cch
tng i khng qu lOOm.
Gii. R rng nu dy in thoi ng cht, kh nng n
b t ti mt im bt k l nh nhau, nn tp hp cc kt
cc ng kh nng c th biu th bng on thng ni tng
i vi trm. Cc kt cc thun li cho A - s kin ch t
cch tng i khng qu lOOm - c biu th bng on
thng c di lOOm. T theo (2.2) P(A) = 100/1000 = 0,1.
Mt s bi ton thc t khc c th a v m hnh dng
trn. Ch rng theo cch nh ngha ny th s kin c xc
sut bng 0 vn c th xy ra (chng hn mi tn bn trng
mt im cho trc...)- Tnh cht ny rt c trng cho cc
bin ngu nhin lin tc s nghin cu chng II.
14
Trn c s quan st lu di cc th nghim khc nhau ngi ta
nhn thy tn sut xut hin mt s kin c tnh n nh,
thay i rt t trong cc lot php th khc nhau v dao ng
xung quanh mt hng s" xc nh. S khc bit cng t khi
s' php th tng nhiu ln. Hn na i vi cc php th xt
mc 2.1 hng s" xc nh trng vi xc sut theo nh
ngha c in. c tnh n nh ca tn sut khi sphp th
tng ln kh ln cho php ta nh ngha xc sut ca s kin
l tr s" n nh ca tn sut xu^t hin s kin. Nhng do
hng s^ cha bit, nn ngi ta ly ngay tn sut khi s"
php th ln lm xc sut ca s kin. Cch hiu nh vy
c gi l nh ngha thng k ca xc sut.
Nh vy xc sut y l mr gi tr gn ng v nhiu
ngi cho rng khng phi l mt nh ngha tht s. Tuy
nhin, trong nhiu ngnh khoa hc thc nghim xc sut c
xc nh theo cch ny t chnh xc kh ln v rt ph
hp vi thc t cng nh vi tnh ton l thuyt, nhiu khi sai
sphm phi b hn nhiu so vi sai s^ o ca th nghim. V
th nh ngha thng k vn c tha nhn rng ri v rt c
nghla. Ta c th nh ngha cht c}'i hn v mt ton hc nh
sau: xc su^t ca s kin l gii hn ca tn sut xut hin s
kin khi s^ php th tng v hn. S hp l ca nh ngha
vc minh chng khng ch bng thc nghim m c bng l
thuyt (sau ny ta s thy r trong lut s ln Bc-nu-li).
C nhiu th d minh ha tnh n nh ca tn sut khi s"
php th kh ln. Ta c th tham kho di y cc tn sut
xut hin mt sp khi gieo mt ng tin nhiu ln:
Ngi th n g h i m S l n gieo s ln sp Tn s u t
But-phng 4040 2048 0,5080
Pic-xn 12000 6019 0,5016
Pic-xn 24000 12012 0,5005
15
Mt th d khc: c th cho rng xc sut phn r ca mt
nguyn t Ra"^ sau 100 nm l 0,04184 (vi chnh xc ti 5
ch s sau du phy); y s lng nguyn t tham gia th
nghim rt ln (c 10 ^- 10 ^'*).
C th kim tra c rng xc sut nh ngha theo thng
k tha mn cc tnh cht trnh hy mc trc. Ch
trong nh ngha phi c iu kin cc php th lp i nhu
nhau, iu ny trn thc t khng d bo m nn tn sut c
th ph thuc vo thi gian. Mc d vy phng php xc
nh xc sut theo tn sut c phm vi ng dng rt ln trong
nhiu ngnh khoa hc v k thut. Mt khc, im xut pht
xy dng l thuyt xc sut nh l mt khoa hc cng
chnh l vic quan st tnh n nh thng k ca cc tn sut
ca v vn cc hin tng thc t. T d hiu v sao c th
nh ngha l thuyt xc sut nh l mt khoa hc nghin cu
cc m hnh ton hc ca cc hin tng ngu nhin c tii
sut n nh.
16
trong n cc nh ngha c in v thng k ca xc sut nh
l cc trng hp ring.
Ta quay tr li khng gian cc s kin s cp Q (xem 1 ),
cn bn thn cc phn t l g khng quan trng. Tip theo
xc nh h thng ( cc tp hp con ca Q, cc phn t ca dl
c gi l cc s kin ngu nhin. Ta t cho cA cc yu cu
hp l sau:
(i) cha
(ii) Nu A v iB & C th A , B , A + B, AB e C .
17
(TJ Nu dy {AJ c tnh cht xung khc tng i v
A =^ G th
rt=i
3. XC SUT C IU KIN
18
k=
P{B)
n h n gh a 1. Gi s trong mt php th ta c P(B) > 0.
Khi xc sut c iu kin ca s kin A no , bit rng
c B, s l mt s khng m, k hiu l:
P{AB)
P{A B) = (3.1)
P(B)
rng ni chung P(A) ^ P(A B). Ngoi ra xc sut c
iu kin c mi tnh cht ca mt xc sut bnh thng.
Th d 3.1. Gieo 2 con xc sc ging nhau. Tnh xc sut
ta c tng s chm thu c bng 6, bit rng tng l
mt s"chn.
Gii. Ta bit P(A) - 5/36 (xem th d 2.2, A l s kin
xut hin tng chm bng 6). Nu k hiu B l s kin xut
hin tng chm chn, th iu kin tnh P{A Is) thay i,
tng s chn ch tng ng vi 18 kt cc ca php th gieo 2
con xc sc. T P(A IB) = 5/18.
Th d 3.2. Rt t b bi t l kh 52 con ln lt ra 2 con
bi. Tm xc sut con th hai l t, bit rng con th nht
l t.
Gii. D thy nu k hiu Ai l s kin con th i l t
1
(i = 1,2), th P(A, A,) = , tng ng vi vic do c
51 17
A|, vic tnh xc sut s kin a v tnh trong trng hp
ch cn 51 con bi vi 3 con t trong .
n h n g h a 2. Ta ni rng A v B c lp (thng k), nu
P(A 1B) = P(A) hoc P(B \A) = P(B). (3.2)
Nh vy nu A, B c lp vic xut hin s kin ny khng
lm thay i xc su"! ca s kin kia. Tuy nhin vic kim tra
tnh cht (3.2) trong thc tin r't kh khn v trong nhiu
19
trng hp l khng th. V vy da vo thc t v trc gic
m ta tha nhn cc s kin c lp trong cc bi tp sau ny.
Cng thc tng ng ca (3.2), c n (3.1) l:
P(AB) = P{A)P{B). (3.3)
in h n g h a 3. Ta ni b s kin Ai, Ag, c lp (hay
c lp trong tng th) nu
P( a X . . . A,^) = P(A,;)P(A. )... P ( \ ) (3.4)
vi mi dy (i, ik) gm cc s nguyn khc nhau ly t {1 , 2 ,
n}.
Th d 3.3. Gieo hai ln mt ng tin, v ta c 4 kt cc
ng kh nng iS - k hiu mt sp, N - mt nga)
f = {SS, SN, NS, NN].
R rng cc s kin A = SS + S N , B = s s + NS, c = s s + N N
l c lp tng i do P{A) = P(B) = P ( 0 - ; cn P{AB)
2
P(AC) = P{B) ~ tha mn (3.3). Tuy nhin chng khng
4
c lp trong tng th do
P{ABC) = - ^ P{A)P(B)P(C) =
4 8
Nh vy khng nn nhm ln hai khi nim c lp trong cc
nh ngha 2 v 3. Khi nim c lp trong tng th ko theo
c lp tng i (do (3.3) l trng hp ring ca (3.4) khi
k - 2), nhng ngc li ni chung khng ng.
20
(i) Nu A, B c lp th P(AB) = P{A)P{B) (xem 3.3)).
(ii) M rng cho tch n s kin
P{AA,...A) =
= P{A,)P{A, IA,)P(A., IA,A,)..,P(A I (3.6)
(iii) Nu A,A;,, ... A c lp trong tng th, th:
p A: P(A).
\ 1= 1 /^1
2. Cng thc cng xc sut
P(A ^B) = P(A) -f P{B) - P(AB). (3.7)
Vic chng minh cng thc trn khng c g qu phc tp
(nht l t cc tin ca mc 2.3). T (3.7) c th dl ra cc
kt qu sau:
(i) Nu A, B xung khc, th P(A + B) = P(A) + P(B),
(ii) M rng cho tng n s kin
21
a) c 2 con l con c,
b) c t nht 1 con c.
Cng cu hi nh vy nhng thay iu kin u bi: trn
cc bi v rt h ha t ra 2 con bi.
Gii. Gi A - con bi th nht l c, B con bi th hai l
c. rng thut ng th nht... ch phn bit hai con
bi ch khng ch th t no c. Trong trng hp hai cc
bi ring r, d thy A v B c lp. T
a) Xc sut cn tm l P(AB), n (3.3) ta c:
P( AB) ^P( A) P( B) = . = ~ .
4 4 16
b) S kin ta quan tm l A + 5 , theo (3.7):
22
a) Nu gi A l s kin c ng 2 ngi bn trng th:
A = A, A, + Aj A2A3 + A 1A2A 3.
Dng tnh xung khc ca cc s' hng v tnh c lp ca cc
A v A, (75^ ), ta c:
23
Ta cn tnh P { \ + Ag), v do A;j khng xung khc, nn
P( A, + A ) = P( A ,) + P( A ) - P( A, A ).
3 3 3
P(A) = ^ ~
2
v ta cn phi tnh P(C) - xc sut trong gia nh c 3 con
trai, 3 con gi. Mt trng hp nh vy c xc sut v c tt
24
P(A) = ----
2 32
Th d 3,8. Mt ngi vit n l th cho n ngi khc nhau,
b ngu nhin vo n phong b c sn a ch. Tm xc sut
c t nht mt l th b vo ng phong b.
Gii, Gi A, l s kin l th th i b ng phong b (i =
1 , /?), A - l s kin cn tm xc sut, ta c A = A + A 2 + ... + A.
Do ccA khng xung khc, nn ta dng cng thc (3.8). D thy
ni
( n - 2 )!
P(A,A j ) = P{A^)P{A^\A,)
I n - 1 n\
(AI-3 )!
P { A , A A , ) = P (A ,)P (A J4)P (A J A,A^.) -
n\
T theo (3.8)
P(A) = X ^ ( A ) - Z m A ) + z p ( A A jA, ) - . . .
i= l i< j i<J<k
+ ( - i r p(AiA 2...a)
An-iy. ^ , (____
c, n - 2 y +, C' ^An-sy.
=c _
n - n 1
n\ n\ n\ n\
1 1 . 1
=1 - + + ( - 1 )' -
2! 3! n\
1
Khi n kh ln xc sut cn tm S 1 - .
e
25
Th d 3.9. Tm xc sut xut hin t nht 1 ln 2 mt
chm khi gieo n ln 2 con xc sc.
Gii. Xc su^t trong 1 ln gieo 2 con xc sc ta c hai
mt 6 chm s l , v khng c hai mt 6 chm s l
36
1 - . Nu t A l s kin cn tm, r rng A l s kin gieo
36 ' '
n ln 2 con xc sc m khng ln no c 2 mt 6 chm. T
n
f1 1 ^ v P(A) - 1 - ^35
P() =
, 36 j
26
mi chi tit l 0,9. Tm xc sut trong khong thi gian y
c ng 2 chi tit lm vic t"t.
Gii. R rng ta c lc Bc-nu-li, vi n = 10, p = 0,9 v
k = 2, p dng (3.10) ta c xc sut cn tm l;
p,(2) = c,V (0,9)1(0,1) = 3645.10-'.
Th d 3.11. Mt bc s c xc sut cha khi bnh l 0,8.
C ngi ni rng c 10 ngi n cha th c chc chn 8
ngi khi bnh; iu c ng khng?
Gii. Cu khng nh l sai. y c th coi vic cha
bnh cho 10 ngi l dy 10 php th, trong A l s kin
c cha khi bnh c P() = 0,8- T xc sut trong 10
bnh nhn n cha c 8 ngi khi l:
P,o(8) = CjVO,8.0,2' =0,3108.
Th d 3.12. T l ph phm ca mt l hng l 1%. Hi c
mu cn chn ra l bao nhiu (c hon li) sao cho trong mu
c t nh't 1 ph phm vi xc sut ln hn 0,95?
Gii. Gi s mu chn ra c kch c l n v vic chn ra mt
sn phm c hon li l mt php th Bc-nu-li vi p = 0,01. R
rng xc sut trong mu c t nht 1 ph phm s l;
1 - ( 1 - p T = 1 -0 ,9 9 " .
Theo yu cu ca u bi
1 - 0,99" > 0,95 o 0,05 > 0,99"
^ . 296.
log 0,99
Nhiu khi ta mun tm xc sut trong dy n php th
Bc-nu-ni s kin A xut hin vi s" ln t ki n ^ 2 d
thy xc sut c tm, k hiu l Pn(ki, k), s l;
,)= t c . p V . (3.11)
k=k^
27
Ta c nhn xt rng khi n v k kh ln, vic tnh ton xc
sut theo (3.10) v (3.11) rt cng knh v kh khn; v vy
ngi ta tm cch tnh gn ng cc xc sut . C th s
dng cc cch xp x sau y:
(i) Nu n rt ln, trong khi p rt nh, xc sut theo cng
thc (3.10) c th xp x bng {xp x Poa-xng)
(3.12)
(3.13)
ynpq ynpq
_
trong ({x) = - 7= e 2 hm Gao-x (xem bng 1 ).
v 2 ;r
(iii) Nu n ln, nhng p khng qu b hoc qu ln th xc
sut trong (3.11) c th xp x bng (nh l gii hn tch phn
Moa-vr - Lp-la-x)
k:-np _ _
K ) ~ { o c ^ ) - { x ^ ) , Xj = , j = l, 2, (3.14)
yjnpq
r /2
1 f --
v trong (x) = - 7== e ^dt \ hm Lp-la-x (xem bng 2).
v 2 ;r
Th d 3.13. Xc sut sn xut ra ph phm ca mt my
l 0,005. Tm xc sut trong 800 sn phm ca my c
ng 3 ph phm.
Gii. R rng c th dng xp x Poa-xng theo (3.12), vi
np = 4
n o o ( 3 ) - - ^ = 0,1954.
28
Th d 3.14. Xc sut nm trng r ca mt cu th l 0,8-
Tm xc sut trong 100 ln cu th :
a) nm trng 75 ln;
b) nm trng khng t hn 75 ln.
Gii. Vic tnh theo cng thc (3.10) hoc (3.11) ca lc
Bc-nu-li s kh phc tp. Ta s tnh xp x theo (3.13) v
(3.14);
7 5 -0 ,8 .1 0 0 '
a) p , (7 6 ,. M = 0,04565.
OO.0,8.0,2 4
b) P,oo(75; 100) ^ () + {l,25) = 0,8943.
29
Nh vy d thy tp hp tt c cc s kin s cp to nn
mt nhm y . Tng qut hn tp cc s kin to nn mt
phn hoch ca khng gian Q cc s kin s cp cng l mt
nhm y . Tp {A, A }, vi A l s kin ty l nhm y
b nht (ch c 2 phn t). {U, V} cng to nn mt
nhm y v c gi l nhm y tm thng.
i=l
/
T P(H) = p (do xung khc),
Vi=l
i=i J =1
v p dng cng thc nhn (3.5):
P(H)=^P{A^)P{H\A^). (4.1)
=1
Cng thc (4.1) c tn gi l cng thc xc sut y (hay
xc sut ton phn).
Th d 4.2. Mt phn xng c 3 my sn xut cng loi
sn phm vi t l ph phm tng ng 1%; 0,5% v 0,2%.
Bit rng my I sn xut ra 35%, my II 45% v my III
20% sn phm. Chn h ha ra mt sn phm, tm xc sut
l ph phm.
Gii. t M 2 v M 3 tng ng l s kin sn phm
chn ra do my I, II v III sn xut. D thy {M = 1,3} to
nn mt nhm y v P(M) = 0,35; PM.) - 0,45;
P{M.^ = 0,20, Gi H s kin rt c ph phm, p dng (4.1)
rng P{H 1 Mi) = 1 %; P{H 1M 2) = 0,5%; P{H I M;) = 0,2%, ta c
30
P{H) = ^P{M^)P{H\M^) =
=1
= 0,35.1% + 0,45.0,5% + 0,20.0,2% = 0,615%.
ngha ca xc sut ny l t l ph phm ca phn xng.
Th d 4.3. C hai hp o, hp I c 10 o trong c 1 ph
phm, hp II c 8 o trong c 2 ph phm. Ly h ha 1 o
t hp I b sang hp II, sau t hp ny chn h ha ra 2 o.
Tm xc sut c 2 o u l ph phm.
Gii. Ta lp nhm y lm r thng tin v cht
lng chic o mang t hp I sang; gi A - o l ph phm,
A - o tt. t H l s kin 2 o cul chn ra u l ph
T dng (4.1)
31
T P(A, I //) ^ (4.2)
P{H)
v thay (4.1) vo (4.2)
P(A,)P(H A.)
P (A ,|//) = ; (4.3)
X p (a ,)P( h | a ,)
i=l
32
Bq - c hai b phn u tt; s , - b phn I tt, II hng; B 2 - b
phn II tt, I hng; Bs - c hai b phn u hng. D thy cc
B,, i = 0,3, to nn mt nhm y v do tnh c lp
P(Bo) = P{A,A^ = 0,95.0,98 = 0,931;
P (B J = P(A^A^) = 0,95.0,02 = 0,019;
P(B^) = P { A ^ = 0,05.0,98 = 0,049;
P(3) = 4 ) = 0,05.0,02 = 0,001.
Gi H - S\ kin mch khng lm vic, ta c:
= P{H\B,) = P{H\B^) = P {H \B ,) = 1 .
T theo cng thc Bay-t (4.3):
P{B,)P{H\B,) 0,019
!=0
19
=
69'
rng ta c th dng (4.2) tnh P(JBi \H). lm iu
ta vit:
H = Aj + A, A2 + Aj A2.
Do tnh xung khc v c lp ca cc s kin tng ng ta
c P(H ) = P ( ) P ( 4 ) + P (A ^ )P (4) + P ( ^ )P (4 ) = 0,069. Mt
khc BiH = A| A 2 (nhn vo cng thc ca H v
= V), nn t s ca (4.2) s l 0,019; t ta c li kt qu cn
tm m khng cn n nhm y . Tuy nhin mi kh khn
ri vo vic tnh trc tip P(H).
Th d 4.5. Ti mt phng khm chuyn khoa t l ngi
n khm c bnh l 83%. Theo thng k bit rng nu chn
on c bnh th ng ti 90%, cn nu chn on khng bnh
th ch ng 80%.
33
a) Tnh xc sut chn on ng.
b) Bit c mt trng hp chn on ng; tm xc sut
ngi c chn on ng c bnh.
Gii. Gi H s kin chn on ng, vy H - chn on
sai; A - ngi c bnh, A - ngi khng c bnh; B - chn
on bnh, B chn on khng bnh.
a) tnh P{H), ta th dng cng thc (do , A - nhm
y ):
P{H) = P ( A ) P { H A ) + P ( A ) P ( H A),
tuy nhin P(H A) - xc sut khi chn on ngi c bnh
th ng - cha bit (ch phn bit vi xc sut chn on
c bnh th ng l P(H\B). V vy ta tm cch dng cng thc
th hai (do B v B to ra nhm y ).
P(H) = P{B)P{H IB) + P(B)P{H\B). (4.4)
Nhng P{B) (v P{B) na) li cha bit, tuy nhin ta c th
khai thc cng thc;
P(A) = P{B)P{A\B) + P(B)P{A\B). (4.5)
Theo gi thit u bi P(A) = 0,83; ngoi ra d thy;
P { A \ B ) P { H \ B ) = 0,9;
P(A\B) = P(H\B) ^ 1 - P ( H \ B ) = 1 - 0,8 = 0,2.
T nu t P(B) = X, P(B) = 1 - P(B) = 1 - X v thay tt c
vo (4.5).
0,83 = 0,9;c + 0,2(1 - x ) = > x = P{B) = 0,9.
T thay cc kt qu trn vo (4.4)
P{H) = 0,9.0,9 + 0,1.0,8 = 0,89.
b) Xc sut cn tm l P{A\H). p dng cng thc (4.2):
I
P(H)
34
Mt khc da vo ngha cc s kin v li dng tip (4.2)
P(A \H) = ^ 0 9 ]^
P(H) 0,89
BI TP
1 . Cho 4 sn phm v gi A l s kin c t nht mt ph
phm, - c 4 u tt. Cho bit ngha ca cc s kin
sau: , , A + B,AB, AB, B, + B, A + B, + B , .
2. Chng minh cng thc Moc-gng:
A + B = B , B = + B.
3. C bao nhiu s" t nhin m mi s c 4 ch s?
4. Tm s kin X t ng thc X + A + X + A = B.
5. Mt gii bng gm 16 i. Hi phi t chc bao nhiu
trn u, bit rng mi i gp nhau 2 ln?
6. C bao nhiu cch xp 10 qu bng vo 2 hp?
7. C bao nhiu s in thoi c cc ch s khc nhau mt
tng i ni b vi cc s" ch c 4 ch s? C bao nhiu s'
in thoi c ng 1 cp s"trng?
8. C bao nhiu cch xp 5 ngi ngi quanh mt bn trn
sao cho hai ngi nh trc ngi cnh nhau? Cng cu
hi nh vy nhng thay bn trn bng bn di.
9. Mt l hng c N sn phm trong c M ph phm. C bao
nhiu cch chn ra n sn phm trong c m ph phm?
1 0 . C bao nhiu cch 8 ngi ln tng ca mt ta nh c 4
tng lu?
35
1 1 . xp ngu nhin mt b sch gm 6 tp ln gi sch, tm
xc sut b sch c xp ng th t.
12. Mt cu b c 10 bi, trong c 6 v 4 xanh. Mt hm
cu thy mt mt vin bi, tm xc sut nu rt h ha
ra 1 bi trong s" cn li th l bi .
13. Tm xc xut khi rt h ha ra n con bi t c bi t l
kh 52 con th chng c gi tr khc nhau (khng n
cht).
14. Mt lp hc sinh c 30 sinh vin trong c 4 gii, 8 kh v
10 trung bnh. Chn h ha ra 3 ngi, tnh cc xc sut:
a) c ba u l hc sinh yu;
b) c t nht mt hc sinh gii;
c) c ng mt hc sinh gii.
15. Gieo ng thi 4 ng tin cn i ng cht, tm cc xc sut:
a) c 4 mt ging nhau xut hin;
b) c ng 2 mt sp.
16. Tm xc sut khi chia i mt b tam cc th mi phn c
ng mt na l qun .
17. B ngu nhin mt thanh g c di l thnh 3 on. Tm
xc sut ba on to c mt tam gic.
18. Tm xc sut khi ly h ha ra mt s" c hai ch s th
n l bi s ca 2 v 3.
19. Bi ton But-phng. Trn mt phng k sn cc
ng song song cch u nhau mt khong c di 2 a
gieo ngu nhin mt kim di 21 ( < a). Tnh xc sut
chic kim ct mt ng thng no .
20. Bi ton Ba-nc. Mt ngi c trong ti 2 bao dim, mi
bao c n que. Mi khi cn dim anh ta rt h ha ra mt
bao. Tm xc sut sao cho ngi ln u rt phi bao
rng th trong bao kia cn ng k que (k = 1 , 2 ,..., n).
36
2 1 . Xc sut trng ch ca mt ln bn l 0,4. cn phi bn
bao nhiu pht xc sut c t nht mt vin trng s n
hn 0,95?
22. Mt x nghip c 3 xe ti vi xc sut hng trong ngy ca
mi xe tng ng l 0,01; 0,005 v 0,002. Tm xc sut
trong ngy:
a) c 2 xe b hng;
b) c t nht mt xe hng.
23. Xp ngu nhin 10 quyn sch vo 2 ngn ko. Tnh cc
xc sut:
a) ngn ko no cng c sch;
b) ngn ko th nht c 2 quyn sch v ngn th hai c 6
quyn sch.
24. Chng m inh rng nu A v c lp th cc cp s kin
sau cng c lp: A v , A v B, A v .
25. Mt gia nh c 6 con. Gi s xc sut sinh con trai l 0,5,
tnh cc xc sut trong 6 con c:
a) ng 3 con trai;
b) c khng qu 3 con trai;
c) c nhiu n h t 4 con trai.
26. Mt x th phi bn cho n khi no tr n g th thi. Tm
xc sut anh ta phi bn khng qu 4 ln, bit rng xc
su"t trng ca mi ln bn l 0,6.
27. Trong thi gian c dch 1 vng dn c c 100 ngi b
dch th c 10 ngi phi i cp cu. Xc sut gp mt
ngi phi cp cu v mc bnh dch vng l 0,06.
Tm t l mc bnh dch ca vng dn c.
28. Mt cng nhn ng my 1000 "ng si. Xc sut mi ng
b t trong vng mt gi l 0,005. Tnh xc sut trong
vng 1 gi c: a) 40 ng si b t; b) khng qu 40 ng si
b t.
37
29. T l ht thuc mt vng l 35%. Theo thng k bit
rng t l vim hng trong s ngi ht thuc l 60%,
cn trong s" khng ht l 30%. Khm ngu nhin mt
ngi th thy anh ta b vim hng; tm xc sut l
ngi ht thuic. Nu anh ta khng b vim hng th xc
sut bng bao nhiu?
30. Mt x th bn 4 pht n vi xc sut bn trng ca mi
vin n l 0,7. Bit rng c hai vin trng, tm xc sut
vin th nht trng ch.
31. Mt phn xng c 3 my vi xc sut trc trc trong ngy
ca tng my l 0,1; 0,05 v 0 ,2 . Cui ngy thy c 2 my
trc trc, tnh xc sut l my th hai v ba.
32. Mt ngi c 3 ch a thch nh nhau cu c. Xc sut
cu c c mi ln th cu tng ndi tng ng l 0 ,2 ;
0,3 v 0,4. Bit rng mt ch anh ta th cu 3 ln v ch
cu c 1 con c, tm xc sut l ch th nht.
33. mt bnh vin t l mc bnh A l 15%. chn on
xc nh ngi ta phi lm phn ng min dch, nu khng
b bnh th phn ng dng tnh ch c 10%. Mt khc bit
rng khi phn ng l dng tnh th xc sut b bnh l
60%.
a) Tinh xc sut phn ng dng tnh ca nhm c bnh.
b) Tnh xc su't chn on ng.
38
Chng II
BIN NGU NHIN V
LUT PHN PHI XC SUT
39
vy, X mang tnh ngu nhin, cn X l gi tr c th quan st
c khi php th tin hnh (trong thng k c gi l th
hin ca X).
Vic xc nh mt bin ngu nhin bng tp cc gi tr ca
n r rng l cha . Bc tip theo l phi xc nh xc sut
ca tng gi tr hoc tng tp cc gi tr. V th tit sau ta s
phi dng ti khi nim v phn phi xc sut ca bin ngu
nhin X.
40
X=x X X2 .... Xn
p{x) Pi ....
trong [X, X2, ...} l tp cc gi tr ca X ( sp xp
theo th t tng); cn = p (x j = P{X = x j .
Th d 2.1. Bng phn phi xc sut ca th d LI 1 s l:
X . 1 2 3 4 5 6
px) 1 1 1 1 1 1
6 6 6 6 6 6
D thy cc p{x), X =1,6, u bng nhau; hay X c phn phi
u trn tp s {1, 2,..., 6}. Ch rng p{x) = 0 vi mi X khng
nm trong tp gi tr trn ca X, chng h n /}(8) = 0.
Th d 2.2. Mt x th ch c 3 vin n. Anh ta c yu
cu bn tng pht cho n khi trng mc tiu th dng bn,
bit rng xc sut tr n g ca mi ln bn l 0,6. Hy lp bng
phn phi xc sut ca s" n cn bn.
Gii. R rn g s^ n cn bn, k hiu l X, l mt bin
ngu nhin ri rc v t yu cu ca bi ton s c 3 gi tr l
1, 2 v 3. X = 1 l s kin p h t th n h t tr n g v Pi = P{X - 1)
= D,6; X = 2 l s kin pht th nht trt, cn pht th hai
trng v do c lp nn P 2 = P{X = 2) = 0,4.0 ,6 = 0,24; cul
cng nu vin th hai vn trt, th d vin th ba kt qu
th no, P vn bng P{X = 3) = 0,4^ = 0,16. T bng phn
phi cn tm:
X 1 2 3
Pix) 0,6 0,24 0,16
Th d 2,3. Mt x th bn 3 pht, xc sut bn trng mc
tiu ca mi pht l 0,6. Hy lp bng phn ph^i xc sut ca
s n trng mc tiu.
41
Gii. Nu gi X l s" n bn trng, ta c tp gi tr l
{0, 1, 2, 3}. Ta tnh xc sut P{X = k) - p{k) bng cng thc
Bc-nu-li p(k) = ; n = 3, p = 0,6; t bng phn phi
cn tm:
X 0 1 2 3
p{x) 0,064 0,288 0,432 0,216
Hm sp(x) = P(X = x), X e tp gi tr ca X, thng c gi
l hm xc sut ca X; n c hai tnh cht c bn:
(i) p{x)> 0 Vx;
(ii) p{x) = 1.
m i X
42
ng thi x= X, v y = Vj. Nu X v Y khng c quan h g
(tc c lp, s ni n chng III) th r rng xc su t
P{X = X- Y - y.i) = P(X = X,)P(Y = j). T bng ph
ca Z:
2 0 1 2 3
p(z) 0,09 0,33 0,37 0,21
(chng h n P(Z = 2) = P(X = 0; y = 2) + P (Z = 1; y
0,4.0,7 + 0,3.0,3 = 0,37).
0, X < 1,
0,6, 1<X<2,
F{x) =
0,84, 2 < X < 3,
1, X ^ 3.
th ca hm phn phi xc su t ny l hm bc thang;
l X c bao nhiu gi tr th F(x) c bng y im gin
on loi 1 (x-m hnh 2.1).
43
Hm phn phi xc sut c F{x)
vai tr quan trng khi nghin
cu cc bin ngu nhin lin
1
tc. Nu ta bit c hm 0,84
phn phi xc sut c ngha l
0,6
xc nh hon ton bin ngu
nhin. Tuy nhin trong thc t
0 2 3 X
cng phi thy rng vic tm
Hnh 2.1
c F{x) l rt kh, nu khng
ni l hu nh khng th lm
c.
C th nu ra mt vi tnh cht ca hm F{x)\
(i) 1 > F{x) > 0.
(ii) F{x) l mt hm khng gim, tc l nu th
F{x) > F{x[).
n ) P { a < X < f)^F{J}-F{a). (2.2)
H qu hin nhin: nu X lin tc v F{x) lin tc ti a th
P{X = a) = 0.
(iv) F{+<x>) = 1 ; F{-<) = 0.
Vic chng minh cc tnh cht trn c th da vo nh
ngha- (2.1). Cng t nh ngha y ta thy F{x) t nht phi l
hm lin tc tri (xem v d 2.5 trn), cn trong trng hp
X lin tc th F{x) ni chung l mt hm lin tc. Trong tnh
cht (iv) F{+oc) k hiu lim F{x), tng t i vi F{-<), Cui
44
0, X < 2,
F ( x ) = i a(x - 2)^, 2 < X < 4,
], X > 4.
Xc nh hng s a v tnh P (2 < X < 3).
Gii. Do F(x) lin tc, nn ti = 4 ta phi c a(4
t a = . Dng (2.2) ta c:
4
1
P ( 2 < x < 3 ) = F (3 )- F( 2 ) = - (3 - 2)2 - 0
4 4
2.3. Hm mt xc sut
Hm phn phi F{x) cn mt hn ch (m bng phn phi
khng c) l khng cho bit r phn phi xc sut ln cn mt
im no trn trc s". V vy vi cc bin ngu-nhin lin
tc, c F(x) kh vi, ngi ta a ra khi nim sau y.
n h n g h a 3. Hm mt xc sut ca bin ngu nhin
X, k hiu l fix), c hm phn phi F{x) kh vi (tr mt s'
hu hn im gin on b chn), c xc nh bng
f{x) = F\x). (2.3a)
T cng thc nh ngha (2.3a) v cc khi nim o hm
v tch phn, ta c ngay do tch phn l php ton ngc ca
o hm
X
F{ x) = \ fit)dt. (2.3b)
4
00
45
Hm mt xc sut ca mt bin lin tc c hai tnh
cht c bn ging nh hm xc sut mc 2.1 l
(i)f(x) > 0 \/x;
+00
(ii) J f(x)dx - 1 .
00
K n
acosx, X G
. 22
f(x) = <
K n
0, X
. 2 2_
a) Tm a v xc nh hm phn phi xc sut F{x) ca X.
f{x)dx = a cosxdx = 2a = 1 ,
K
46
n
Vi X < th f{x)dx = 0;
2
X
1
cosxcx = -rsina: + l ) ;
-0 0
{2
/T
2^
9
n ""r 1
Vi X > ^ th f x ) d x = -^cosxdx = 1.
2 ^^ ^
-y ,
J 2
2
71
0, X <-
2
;r
T F(x)
71
1, .r >
b) Theo (2.2):
n ;r
p < x <n = p
)
1r , n .
1 V2
- 1 sm + 1
2 4
Th d 2.8. Cho xc sut phn r ca mt nguyn t cht
phng x trong khong thi gian dt kh b l dt (gi s s
phn r khng ph thuc vo qu kh). Hy xc nh:
a) Xc su^t nguyn t phn r trong khong thi
gian t\
b) Hm m t xc sut ca thi im phm r ca
nguyn t.
47
Gii.
a) D thy xc sut khng phn r ca nguyn t trong
khong thi gian d l 1 - dt. Chia khong thi gian t thnh
t l d t cc khong con c di dt\ t xc sut nguyn t
khng phn r trong khong thi gian xp x l (do c gi
thuyt c lp) (1 - dty''^\ Ly gii hn khi dt -> 0, ta c xc
sut cn tm 1 - (bng 1 - xc sut nguyn t khng
phn r trong khong thi gian t).
b) Gi T l thi im phn r ca nguyn t v f{t) l hm
mt ca T. R rng xc sut nguyn t phn r thi
im trong khong thi gian t t n + d s bng xc sut
khng phn r trong khong thi gian t trc nhn vi xc
sut phn r trong khong thi gian dt, t ;
P{t < T < t + dt) = f{t)dt - e^^dt.
0,t<0,
Vy ta c f{t ) =
t > 0.
y chnh l hm mt ca bin ngu nhin tun theo
lut phn phi m, k hiu y T ~ {).
3.1. K vng
n h n g h a 1. K vng ca bin ngu nhin X, k hiu l
EX, c xc nh nh sau:
48
nu X l bin ri rc c hm xc sut p ( X i) - p ^ i - 1, 2,. th:
EX=^x,p,] (3. la)
Vi
E X = ( l + 2 + 3 + 4 + 5 + 6) = 3,5.
6
Nh vv trong trng hp xc sut c phn phi u trn
tp gi tr, k vng chnh l trung bnh cng ca cc gi tr y.
EX - 3,5 cn c ngha l nu gieo nhiu ln s" chm trung
bnh thu c s l 3,5.
Th d 3.2. Tm k vng ca bin X trong th d 2.3.
Gii. TI eo (3.la) ta c:
l X = 0.0,064 + 1.0,288 + 2.0,432 + 3.0,216 = 1,8.
Th d 3 3. Tm k vng ca bin X trong th d 2,6.
Gii. Trc ht ta phi tm hm mt ca X, theo (2.3a)
- 2), x e [2;4],
f {x) =
0, X 2;4
49
T theo (3.1b):
4-cr
10
EX = xfix)dx= ' ~[ x- 2) dx
2
3
50
Gii. Gi X, l s' chm xut hin ca con xc sc th i
{i = 1, 2), d thy t th d 3.1 EX = E X 2 - 3,5. M t khc tng
s^ chm ca 2 con xc sc s l X + X 2 , t dng tnh cht
(iii) ca k vng, ta c E(X- + X 2 ) = 3,5 + 3,5 = 7.
Tuy nhin vic tnh theo (3.3) kh phc tp, v vy, dng cc
tnh cht ca k vng, ta c th bin i (3.2) v dng tdng
ng, kh d dng tnh ton
v x = E{X^) - {EX)\ (3.4)
vi cc phng n tnh ng vi X ri rc hay lin tc nh
trong (3.3):
51
(3.4a)
J
+CC '^+00 ^2
v x = x^f ^x)dx- x/'(x)dx (3.4b)
co v- cc J
E X = x f [ x ) d x = xe -
oc 0
T dng (3.4b) ta c;
vx = \x^e'^dx-\ = \ .
52
2. rng phng sai v x lun l mt s" khng m. T
nh ngha ta cng thy rng v m t vt l v x khng cng
th nguyn (cng n v o) i vi X, v vy ta a vo khi
nim sau y:
n h n g h a 3. lch chun ca bin ngu nhin X, k
liu l (X), c nh ngha nh sau:
{x) = 4 v x . (3.5)
53
3.3. Mt s c s khc
1. Mt l gi tr ca bin ngu nhin X c kh nng xut
hin ln n h t trong mt ln cn no ca n. Nh vy i
vi bin ri rc m"t l gi tr ca X ng vi xc sut ln nht,
cn vi bin lin tc m"t l gi tr lm hm mt t
max. Nh vy m^t c th ch l cc i a phng v mt bin
ngu nhin c th c mt mt hoc nhiu m't.
Th d 3.8. Cho hm mt ca bin ngu n h i n X tun
theo phn phi Vy-bun
0, X < 0,
f { ^) = X
-e \
4 x > 0.
[2
Hy xc nh mt ca X.
Gii. Mt ca X s l nghim ca phng trnh:
54
Trung v cn c tn gi l phn v 50% ca phn phi.
Phn v l mt im (gi tr ca X) sao cho xc sut bin
n g u nhin n h n gi tr b hn n s bng s' phn trm cho
trc ca tng xc sut phn phi, chng hn ta ni rng 2 l
p h n v 72% ca X nu F(2)= 0,72. Thng thng ngi ta hay
xt cc phn v 25%, 50% (trung v), 75%, 95%,...
Th d 3.9, Tm tru n g v ca bin X trong th d 3.8.
Gii. R rng trung v l nghim ca phng trnh:
madX { me d x
f{x)dx ~ 0,5 hay 1 ~ e ^ = 0,5;
55
1^2 = V 2 - V ' = \
//3 =. - 3 ^2 ^] + 2 i>f,
=U -iv.V+6v.^V-3ul,....
Ngi ta cn dng cc
mmen c trng cho hnh
dng ca hm m t phn phi:
- H s bt i xng l t s" nu = 0 ng
a ..
1 1 1 (4.1)
p{x)
n n n
1
Nh vy hm xc sut s c dng p{i) - , i - \ , n . Ngi
n
ta cn m rng khi nim phn phi u cho bin X nhn gi tr
trn mt tp hu hn bt k c n phn t {Xi, x}; khi :
56
piX) = i= ,n .
n
D dng, nu X - ^/(n) v t (4.1), ta c ngay:
r^ -1
E X ^^-V X
2 12
2. Phn phi u lin tc
n h n g h a 2. Bin ngu nhin X c gi l tun theo
lut phn phi u lin tc trn [a;6] k hiu l x ~ ^/([a; ]),
nu X c hm mt (a < 6):
1
, x e a; 6]
f {x) = b - a (4.2)
0, X a; b .
vx =
12
Phn phi u ^/([0: 1 ]) c vai tr
rt quan trng trong m phng cc
s" ngu nhin.
57
Ta thy mi php th ch c hai kt cc u c th m
hnh ha bng phn phi ny. Chng hn mt php ch c kt
cc A vi xc sut p v A vi xc sut q = 1 ~ p. Xy dng
bin ngu nhin X sao cho P(X = 1 ) = P(A) = p v P{X = 0) =
P ( j= g, ta c X p).
X 0 1
p(x) p
EX = o . + l.p - p ,
vx=\q + p ( l - p ) = pq.
Trong thc t phn phi Bc-nu-li t c s dng (c th
do n qu n gin), tuy nhin n c dng lm c s tm
lut phn phi ca cc bin ngu nhin khc.
2. Phn phi nh thc
y l mt trong cc phn phi rt hay dng trong thng
k hin i. chng I ta lm quen vi lc Bc-nu-li
khi xt dy n php th c lp, ging nhau, trong mi php
th s kin A xut hin vi xc su^t p. Nu gi X l s^ ln
xut hin A trong dy n php th , ta bit X c cc gi
tr t 0 n n vi cc xc sut tng ng ( = 1 ~p):
p (x ) = (x) = x ^ O, n . (4.4)
58
- dy cc php th ging nhau, c lp;
- tro n g mi php th ch c 2 kt cc (c v khng);
- hai tham s^ hng xc nh: s^ cc php th n v xc sut
xut hin 1 trong 2 kt cc trn l p.
Th d 4.1. Cho X - (5; 0,25). Hy xy dng bng phn
phi xc sut ca X, sau tnh cc xc sut;
a) X > 3; b )X > 1; c) X < 4.
Gii. V m t ngha X l s ln xut hin s kin A no
trong dv php th c lp, bit rng trong mi php th
s kin A c xc sut P(A) = 0,25. Dng cng thc (4.4) vi
n - \ p ~ 0,25. ta s c;
X 0 1 2 3 4 5
pix) 0.2373 0,3955 0,2637 0,0879 0,0146 0,0010
Quan st bng s^ ny ta thy X ~ 1 gi tr c xc sut ln
n h t , v y 1 l m t c a X, t r o n g n g d n g ng i t a gi l s ln
xut hin chc chn nht, Vic tm cc xc sut tng ng da
vo bng s" trn:
a) P{X > 3) = p(4) + p(5) = 0,0156;
b) P { X > \ ) = 1 - P ( X < 1) = 1 - p ( 0 ) = 0,7627;
c) P(X < 4) = 1 - P{X > 4) = 1- p(5) = 0,9990.
C th dng biu ( th ca hm ri rc) ca p{x) nh
hnh 4.2.
pM
By gi ta tnh k vng v
phng sai ca phn phi nh 0,4-
thc. R rng nu X - { n , p)
th X l s" ln xut hin s kin 0,2-
A no trong dy n php th
Bc-n-li. Gi X, l s" ln xut 0 1 2 3 4 X
hin s kin A trong php th Hinh 4.2
59
th i, i = 1 , n . Ta thy Xi ch c hai gi tr 0 v 1 v P(A) = p =
P{X = 1), X = Xi + X 2 + ...+ x. Do cc X; c lp, mt khc EXi
= p , VX = pq, nn ta c:
EX =
i=l
v x = v x , = npq.
i =l
60
p(x) = C>^(1 - p)"-^ -
EX ^J^xp{x) = ^xe~^~
x=0 a:=0 ^*
v x = Ex'^) - { E x f = + - ^ =.
61
khng cn la hng s na. Th d ta c N sn phm trong
c m p h pbm: nu ta chn khng hon li ra n sn phm v
gi X l s" ph phm trong th P(X = x) s khng cn cc
tnh theo (4.4) c na ( mun tnh theo (4.4) ta phi
chn c hon li). Theo nh ngha c in, xc sut trong n
sn phm c ng X p h phm chnh l;
X
Ptl (x)
^ '
= r'\n
.r - 0 , 1 , ....n.
62
X 0 1 2 3 4 5
p{x) ,00033 0,01665 0,14985 (^39960 0 3 4 9 6 5 ' 0,0.^592
X 6 7 8 9 10
p(x) 0 0 0 0 0
63
2
p p p p
= = ( = l - p ) .
p p
64
4.5. Phn phi chun
y l phn phi lin tc quan trng v c ng dng rng
ri nht, cn c tn gi l phn phi Gao-x,
n h n g h a 9. Bin ngu nhin X c gi l tun theo
lut phn phi chun, k hiu l X ~ i\a, ^), nu hm mt
ca n c dng
i x- ci
f {x) = '2~ x eR . (4.9)
7T
D thy hai tham s"
trong (4.9) l a v cng
chnh l hai s" c trng
quan trng EX v v x , cn
lch chun ca X. v
mt th, ng cong (4.9)
c dng hnh chung (xem
hnh 4.3). T hnh v 4.3 ta
thy hm f{x) trong (4.9)
xng qua EX = a, t
m ed x ~ a, ng thi mt X - a
do hm t m a x ti X - a . Nu ta ly ln cn crca a, th phn
din tch chn bi /'(x), tc honh v cc ng X = a - s
c din tch bng 68,26% (n v din tch). cng chnh l
P(l X - a\< ) - 68,26%. Tng t ta cng c
P ( |X - a |< 2 c x ) = 95,44%;
P ( |X - a I < 3a) = 99,74%. (4.10)
Cng thc (4.10) cho ta thy hu chc chn bin ngu nhin
X \a, cr) fi nhn gi tr trong ln cn Scrca k vng, s
kin mang tn gi quy tc SYt quen thuc trong cc tnh
ton k thut. Qua hnh 4.3 ta cng thy r nu EX l c
trng nh v ca phn phi, th v x l c trng tn x.
65
Nu & cng ln f{x) phn tn nhiu hn, nh th cng
thp v t hn, ng cong tim cn ti trc honh chm
hn (ch l tng din tch chn bi f{x) v trc Ox lun
bng 1 ).
Th d 4,4. di mt chi tit my gi s tun theo lut
phn phi chun vi tr trung bnh 20cm v lch chuan l
0,5. Hy tnh xc sut khi chn ngu nhin ra mt chi tit th
di ca n:
a) ln hn 20cm;
b) b hn 19,5cm;
c) ln hn 21,5cm.
Gii. Gi X l di ca chi tit my chn ra, r rng
X ~ o4'^(20; 0,5').
a) Do phn phi i xng qua k vng nn P(X > 20) = 0,5.
b) Do P(19,5 < X < 20,5) = 68,26% (quy tc la) nn xc
sut X nm ngoi khong l 31,74%. Do tnh i xng
P(X < 19,5) = 15,87% (v cng bng P(X > 20,5)).
c) Do cng l do nh trn v dng quy tc 3cr ta c
P(X > 21,5) = ( 1 - 99,74%)/2 = 0,13% = 0,0013 (xc sut khng
ng k).
Tuy nhin trong th d trn kh tm c xc sut
di X nm trong mt khong ty . C hai cch gii quyt
hoc dng my tnh vi cc phn mm tng ng, hoc s
dng cc bng s" c sn. chng I 3 ta a vo khi
nim hm Lp-la-x
66
c
F(x) = 2a dt. (4.12)
\^Z7
y2.
a z*
dz + (4.13)
y2n 'J2n 0
Mt khc php bin i bin trn s ng vi php bin i:
z =x - a (4.14)
1
f{z) e 2 (hm Gao-x).
V2n
Phn phi V{0; 1 ) s c tn gi l phn phi chun rt gn,
hay phn phi chun chun tc v ng tc bin i (4.14)
c gi l quy chun. Do k vng ca z bng 0 nn
0
p[z<0)= f[z^dz = ,b
-0 0
v t (4.13) ta c:
(4.15)
67
phi chun khi bin X tng ng tun theo lut chun, tuy
nhin z lun c k vng 0 v phng sai 1 .
By gi gi s ta mun tnh p [ a < x < p), bit rng X -
(a; ^). Dng tnh cht ca hm phn phi ca X ta c ngay, c
tnh n (4.15):
p -a a-a
P { a < x < p) = F { p ) - F [ a ) ^ (4.16)
o- )
68
tng ng vi iu nu t:
x~a
th '(0 ; 1 ). (4.17)
a -np
<p
.npq
P(X.a) , (p - hm Gao-x.
npq
Trong trng hp nh vy ngi ta ni rng lut nh thc hi
t theo lut n lut chun chun tc v vit:
X - n p L
^c4'{0; 1).
npq
Th d 4.5. Xt X - .0(20; 0,4), tnh P { 4 < x < 13).
Gii. Theo (4.18):
13-S'^ ^4-8^ = (2,28)+(l,83)
^\4,8J 4.sj
P (4 < X < 1 3 )^ i
69
Vic cng thm vo +0,5 v -0 ,5 chnh l yu t hiu chnh khi
xp x mt bin ri rc bng bin lin tc. T
p { 4 < x < 13) = {2,>\)+ <(l,60) = 0,9743.
l kt qu tht ca xc sut ny l 0,978.
Ngi ta cng chng minh c rng, nuX~^() th:
X - L
*0O 4 cT(0; 1).
VI
4.6. Cc phn phi lin tc khc
Ngi ta thy rng nhiu phn ph lin tc c cm
sinh trc tip bi phn phi chun (k c chun). Trong mc
ny ta s xt mt s phn phi quan trng hay dng trong
thhg k. Cc phn phi khc c th tham kho trong bng
thng k cui tit ny.
1. Phn phi vi n bc t do, k hiu l ;^(n), c th
c nh ngha bng vic xc nh hm mt :
nx)
70
Tuy nhin cch nh ngha ny kh phc tp v khng cho
ta cch xc nh r rng phn phi ^ xu^t pht t phn
phi chun.
n h ngha 10. Xt n bin ngu nhin c lp X - c4 '{\ 1 ),
1- 1 , n . Khi bin ngu nhin:
(4.20)
i=l
71
n h n g h a 11. Cho X v y l hai bin ngu nhin c lp
tun theo lut c4'X0; 1 ) v ^{n) tng ng. Khi bin
(4.22)
Y
n
Hm mt ca phn phi t{n) cho bng cui tit, th
ca n c dng rt ging vi ng cong chun. Cc s' c
trng ca l (ch hm mt i xng):
ET^ = 0 {n > 1);
v r ' = ^ ( > 2 ).
u =Y Im (4.23)
Hm mt ca phn phi {n, m) cho bng cui tit.
th ca hm c dng gn ging vi ng cong mt.
Bin c cc c trng:
m -2^
72
2m^(n + m - 2 ) . .
VU = ---------------- U m > 4 .
n m - 4)(m - 2)
(hm r ( x ) xc nh trn).
Cc s c trng ca X ~ (r, ) :
EX =j ; V X =-^.
73
Bng tng kt phn phi lin
EX vx K
Hm mt f{x)
/
x-a a <y
n exp
y2n
--1 e/> 2
.2
x> 0 2n
n n>0 n
22 r
n+l n+l
r .2 \
n 1+ 0( n>\ )
TTl r n
e , X > 0
'
a< x < b a-^b
6- a '
12
ax^~^ ex)[-ax^) 1.1 r 1 + - -r-
\ a, > 0 I.i
/I J
x'^exp (Inx-g)" A>0 '
exp a + exp2a+-') exp(cr^)-l
n/2^
(7vz;r 2-' -> 0
_
r{a +) g -1 0 <X < 1 a a
r{a)r[) ^ a,> 0 (a + (a + /I + 1 )
T bng tng kt trn, c th xy dng s quan h sau:
o Z(x,)
BI TP
Mt x nghip c 3 xe t vi cc xc sut lm vic tt
trong ngy l 0,99; 0,995 v 0,999. Tm bng phn phi
xc sut ca s" xe hng trong ngy.
Hai cu th thay nhau nm bng vo r cho n khi no
trng r th dng nm, bit rng xc sut nm trng ca
mi ngi tng ng l 0,6 v 0,7 (trong mi ln nm).
Tm lut phn phi xc sut ca:
a) s ln nm ca cu th th nht;
b) s ln nm ca c hai cu th.
Vlt t c 6 nam v 4 n. Chn ngu nhin ra 3 ngi. Tm
lut phn phi ca s" n trong nhm c chn.
76
Xc sut cha khi bnh A ca mt bc s l 0,8. Tm lut
phn phi ca s^ c cha khi bnh trong mt nhm
bnh nhn gm 5 ngi do bc s iu tr.
Cho bng phn phi xc sut ca mt bin X no c dng:
X 1 2 3 4 5
p(x) a 2a a 3a 2a
(a l tham s). Hy xc nh: a) tham s" a; b) gi tr k nh
nht sao cho P {X < ) > .
2
6 , Mt vng dn c c t l st rt l 5%. c n chn ra t nht
bao nhiu ngi vi xc sut 95% trong s" c t nht
1 ngi mc bnh st rt?
7, Xc sut bn trng ch ca mt khu sng l p. Tin
hnh bn lin tip trong iu kin nh nhau n khi
trng th dng bn. Tm s" n trung bnh phi bn.
8. Cho hm mt ca bin ngu nhin X c dng:
f{x) = x>0.
(l + e")ln 2
Hy tnh EX v v x
9, Cho bin X c hm phn phi c dng:
0, X < 2,
X
f(i)= a + b arcsin , - 2 < X < 2,
2
1, X > 2.
a) Xc nh a v b; b) Tm hm mt f{x)\ tm cc s c
trng EX, v x , mt X, medX.
10. Nng sut la mt a phng l bin ngu nhin c phn
phi chun vi k vng 42 t/ha v cr= 3 t/ha. Tm xc sut
77
khi gt ngu nhin 3 tha rung th c 2 tha c nng
su^t sai lch so vi trung bnh khng qu 1 t/ha.
11. Kim tra cht lng 100 sn phm vi t l chnh phm
0,95. Tm xc sut s^ sn phm t tiu chun nm
trong khong t 900 n 980.
12 . mt tha rung trung bnh trong mt gi tm c 60
con su. Tm xc sut trong vng 1 pht khng tm thy
con su no.
13. Tm mt ca b in X tun theo lut nh thc.
14. Mt vin n c tm xa trung bnh l 300 m. Gi s tm xa
l mt bin ngu nhin tun theo lut chun vi a = 10 .
Hy tm t l n bay qu tm xa trung bnh t 15 n 30 m.
15. Bin dao ng ca thnh tu thy l bin ngu nhin X
tun theo lut phn phi R-le
X 2
f { x) = [x > 0).
78
Chng Hi
BIN NGU NHIN NHIU CHIU
79
Trong nhiu ti liu hm F{x, y) trong (1.1) c gi l
hm phn phi ng thi ca hai bin X v y. y l mt hm
thc hai bin v v mt hnh hc ta c th biu din tp xc
nh ca F{x, y) bng cc im trn mt phng ta -cc.
Tng t nh trng hp mt chiu, ta c th dn ra mt
s^tnh cht ca hm phn phi hai chiu
(i) 1 >F(x, y) > 0 ;
(ii) F(x, y) khng gim theo tng l s";
(iii) F(-co, y) = jP( x;-CX)) = 0; F(+co;+oo) = l(gi tr 00 hiu
theo ngha ly gii hn);
(iv) Vi < X2, yi < y 2 ta lun c
P(x^ < X < X2; F < y.) = ^ 2) - F(^2. y - ^ (^ 1 , yi)
F(x^,y,).
chnh l xc sut im ngu nhin (X, Y) ri vo min
ch nht ABCD (xem hnh 1 . 1 ).
rng
F (x ;+ 00 ) = p ( x < x; F <+ 00 ) = p ( x <x) = (x);
F { ^ ; y) = P {X < + cx); Y < y) = P { Y < y ) = F^{y)
l cc phn phi ca ring tng
thnh phn X v Y tng ng;
chng c gi l cc phn phi Y
bin ca bin hai chiu (X, Y).
cng chnh l cc phn phi (mt y2
chiu) thng thng ca X v Y. 3^1
3. chng I ta lm quen
0
vi khi nim c lp ca hai s
kin A v B: chng c gi l c Hnh 1.1
lp nu PB) ~ P{A)P{B). p dng
khi nim ny vo ( 1 . 1 ) ta c
80
n h n g h a 2. Hai bin ngu nhin X v y c gi l c
lp nu
F (x ,y ) = F ,(x)F 2(y). (1.2)
Tt nhin nu X v y c lp, ta c th nghin cu ring r
tng bin theo cc phng php c v t cc phn phi bin
ca X v Y c th xc nh c phn phi ca (X, Y) theo
(1.2). Tuy nhin chng khng xc nh phn phi ng
thi nu X v y khng c lp.
1.2. Phn phi xc sut ca bin ngu nhin hai chiu ri rc
1. Ging nh trng hp mt chiu ta tm cch xc nh
bin hai chiu ri rc qua bng phn phi xc sut.
n h n g h a 3. Bng phn phi xc sut ca bin (X, Y)
ri rc l
V2 ... :Vm Y.
X J
P ll P 12 .. Pi j ... P \m P (^1)
P il Pi2 Pij Pm Pl )
1 ,
81
(i) P > 0 Vi, j;
>i <y
Cc phn phi bin ca bin hai chiu ang xt c xc nh t:
P(X = X;)-Pi(a:.) = ^ p . , i = l,n\ (1.4a)
J
p [ Y = y j ) = p , ( y j ) ^ ^ p , j , j = ,. (1.4b)
Th d 1.1. Cho bng phn ph ng thi ca X v Y:
y
X
82
T nh ngha 2, hai bin ri rc X, Y c gi l c lp
nu vi mi cp gi tr Xi, y, ta lun c
Pij =P\ { xi ) P2( y j ) , i = l n J = ,m (1.5)
p ( x = I 7 = ) =:
1 1 = _ ^ =^ = o,4;
^ P Y = ) A 1 0,25
p(x =2 y = l) = - ^ = - ^ = 0 , 6 .
^ P2 (l) 0,25
Bng phn phi xc sut c iu kin ca X bit y = 1 l:
X 1 2
Pix Y = l ) 0,40 0,60
Tng qut, nu ta bit mt iu kin Cy no ca Y, th
phn phi c iu kin ca X bit Cy s l:
83
Chng hn nu ta bit < y < ^2 vi yi v y 2 no , th:
(1.7)
P{y^<Y<y2)
rng trong (1.7) bin ngu nhin Y c th ri rc hoc
lin tc.
F{ x , ) = f[u,v)dudv, ( 1 .8a)
-<X) o n
dxdy
84
Gii. Mt cong phn phi
cho trn hnh 1 .2 . l f ( x, y ) =1
/(a:, y) 0 ch vi cc (x, ) thuc
khong vung [0; 1] X [0; 1]. Hm
phn phi F(x, y) c tnh theo
( 1 .8a):
Hinh 1.2
Chng hn, trong th d 1.3, ta mun tnh P( 0,2 < X < 0,7;
0,25 < Y< 0,45), chnh l tch phn kp ca f{x, )
85
v mt hnh hc, l th. tch mt hp ch nht c y trn
nm trong mt phn phi f{x, y) = 1. Trong thng hp tng
qut, S) s l mt min no thuc mt xOy v P[{X, Y ) e O
bng th tch ca hp ch nht cong gii hn bi phn mt xc
sut f(x, y) v c y l hnh chiu ca mt trn mt xOy
(chnh l min )).
Tdng t nh mc 1.1, ta xc nh cc hm mt bin
ca bin (X, Y):
-KC
co
4-00
(1.9)
/ 2 >')= f [ x, y) dx\
-00
dF
fx{x) cng chnh bng v l mt ca bin thnh
dx
phn X, tng t i vi / 2(y)-
Th d 1.4. Tm cc hm mt bin ca bin (X, Y) c
/i (^) = n dy =
n
86
Nu mt ng thi ca X v Y khng bng tch cc mt
bin fi v /'2, ta ni X v Y khng c lp. Trong trng hp
c th a vo khi nim hm mt c iu kin ca thanh
phn X bit Y = y,'k hiu l
f{x, y)dx
-c o
- ^ , 0 < X < 1,
7 + 0,5
0, X [0;1],
v vi 0 < < 1;
x-^y
0 < y < l,
,
y/(y\x) = x + 0,5
0, y g [ 0;l".
l hm mt c iu kin (px y )l hm ca X, ng
thi nu C0 3 ' l tham s th n cng l hm ca y. T (1.11) ta c
f { x , y ) = f 2 {y)<p(x \y) = f^{x)y/[y Ix) v r rng nu;
87
{x\y) = fi{x) (hoc ((/(3/ I x) = f^{y'
ta c li iu kin c lp (1 . 10 ).
Cui cng c th dn ra cc cng thc tng qut sau y
(xem (1.7) v (1.8)):
f[u, y)du
(x I y) = (phn phi c iu kin);
f2{y)
>2%
du f[u, v)dv
du f[u, v)dv
00 >1
>'2
v)dv
{x\y^ < 7 < 3/2) = +00 y-) ( 1 . 12)
du fiu,v)dv
-X
[x + y)dy
^ ( x | Y e [ 0 , 5; 0,75]) = 4 ;
(x + y)dxdy
0,5
88
l 0 <x <1; nu X 0; 1 th (px 0,5 < y < 0,75 = 0. Trong
trng hp bit Y - 0,5;
/ Y _= n
(px 0,5j = ^ + 0,5- = x + 0,5, 0 < X <1.
0,5 + 0,5
{ x - E X f f , { x) i x= \ x^f { x, y) dxdy - { E X )
'-T OC
89
E { ( ^ .^ ) } = yj)
i J
90
phng sai ca mt vct ngu nhin vo mt ma trn gi l
m a trn hip phng sai; trong trng hp bin 2 chiu (X, Y)
l:
v x MXY
r =
^ y x VY
Trn ng cho chnh l cc phng sai, v do ^ Hyx
ma trn ny i xng.
Hip phng sai c hn ch c bn l kh xc nh c
min bin thin, n thay i t cp bin ny sang cp bin
khc. Cha k v mt vt l n c n v o bng bnh phng
dn v o ca X v F (nu chng cng n v o). V th ngi
ta a ra mt s' c trng khc gi l h s tng quan, k
hiu l PXY, c xc nh nh sau:
f^XY (2.3)
PxY -
91
Ta c ngay E X = 1,55; = 2,20; v x = 0,2475; v y = 0,66. Tinh
HXY) = x,xjP(xy)^
j
= 1.1.0,10 + 1.2.0,25 + 1.3.0,10 + 2.1.0,15 4-
+ 2.2.0,05 + 2.3.0,35 =3.50.
T hip phng sai
= E{ XY) - EX.EY - 3,50 - 1,55.2,20 - 0,09.
H s" tng quan c tnh theo (2.3)
^XY IP
_ ____ 0^09____
PxY " 0, 22.
^ v x . VY ~ 7 0 2 4 7 5 7 0 6 6
^ __
Th d 2,2. Bin ngu nhin hai chiu {Xj Y) c hm mt :
^ , 4x'^ + <4,
f(x, y) = 2n
f { x , y ) d y = K
0, X > , 1
co
< 2,
f{%, y) dx =
-o t
0, y > 2 .
Do /*(x, y) ^ (^)/2 ( 3^) X v Y ph thuc. tnh /.lY ta
dng cng thc (2.2). V fi(x) v f 2x) l cc hm chn nn
th i xng qua cc trc tng ng v EX = E Y = 0, t :
y)dxdy
1 1 2/ 1-x^
2\l\~
JL c c
= - xdx ydy = 0.
tt J
-1
92
(tch phn trong ly theo hm l c cn i xng). R rng X
v Y khng tng quan, nhng vn ph thuc nhau.
1 2 3
X
93
Gii. Dng (1.3) v (1.6) ta c
0,15
p(x =2 y = l) = - ^ = 0 , 6;
^ ^ P2(l) 0,25
0,10
p ( x = 4 y = i) = - ^ = 0,4.
P2(1) 0,25
p (y = 3 z = 4) = = 0,4.
^ p ,(4 ) 0,50
27TY^Jl - p'
94
\2
x -a X {x-a){y-ay)
X exp + -2p .(2.4)
y
X= 2
v3'y Y J
f { x) - f {x, y) = exp - { x - E x ) r ( x - E x )
2;rVdet/
trong det l k hiu nh thc, t - php chuyn v, cn Ex
hiu theo ngha l vct c cc thnh phn E X v E Y (hay
U v Oy).
Th d 2.4. Cho (^X,Y) ~ o va , , , , p Hy tnh
cc k vng c iu kin v phng sai c iu kin.
Gii. Bn c c th tnh c d dng t (2.4)
1
2'
2 (>') = hay Y ~ oV(aY, ) ,
y V27T
t
f{x, y)
(p[x\y) =
f2{y)
= = --------. .. e x p - ^ ------------- ;------------r x - y - p ^ \{IY -- a vy )
2^ ( 1 - p ')L
Biu thc trn chnh l hm mt ca phn phi chun
95
o-x + / 0 (y - O y ) ; (l-p^]
^
t E [ X \ Y = y) = a + P ^ ^ iy-a y)-,
y
V { X \ Y ^y) = a ( \ - p ^ \
E { Y \ X = x) = a + p ^ [ x - a x \ ,
V{Y\X=x) = a(l-p^).
3. HM CA CC BIN NGU n h i n
96
T bng phn phi ca z = x ^ l:
z 0 1 4
p{z) 0,3 0,4 0,3
Xut pht t lut phn phi trn:
EZ = = 0.0,3 + 1.0,4 + 4.0,3 = 1,6.
= = 'Z,s{Xi)Pr
i i
nn nu t [ z ) l hm mt ca z = ta c
97
'i ( z ) = /'[ '( 2 )] |'(z)|=
x= / [ y ) - T :
' { y)
a
\2
y-6
- m
a /
cn f[y/(yy = exp
yn 2 -'
-[y-am-h'j
exp
^Tt 2[af
T dng cng thc (3.1) ta c hm mt ca Y = a X + b l:
y - [am + 6)
{y)= / [v^(3')] ^ (y) exp
a crV2 2 (a')'
98
mt hm ty th bi ton xc nh lut phn phi ca z qua
lut phn phi ca (X, Y) s rt phc tp. Ta s xt mt trng
hp n gin khi g(X, Y) = X +Y.
1. Trng hp cc bin X, Y ri rc
Theo cng thc xc sut y (tng ly theo i sao cho
Xi + yi = Zk)
P( Z = 2 , ) = P ( X = x, ;Y = z , - x , )
i
hoc = - yy, Y = yj )
j,
Nu X v Y c lp:
(3.2)
2 3 4
1 0 0,15 0,05
2 0,20 0,10 0
3 0,25 0,05 0,20
Xc nh lut phn phi xc sut ca X +Y.
Gii. Tp gi tr ca z = X + y l {3, 4, 5, 6, 7}, t
P(Z = 3 ) = P { X = l , y = 2 ) = 0;
P(Z = 4) = P ( X = 1 , Y = 3 ) + P(X = 2, y = 2) = 0,15 + 0,20 = 0,35;
P(Z = 5 ) = P { X = 1, Y = 4 ) + P ( X = 2, Y = 3 ) + P ( X = 3, y = 2)
= 0,05 + 0,10 + 0,25 = 0,40;
P(Z = 6) = P(X = 2, y = 4) + P(X = 3, y = 3)= 0 + 0,05 = 0,05;
P(Z = 7) = P(X = 3, y = 4) = 0,20.
99
T bng phn phi xc sut ca z l:
6
p{z) 0,35 0,40 0,05 0,20
Th d 3.4. Cho X v y l hai bin ngu nhin c lp tun
theo lut Poa-xng vi cc tham s' tng ng v i. Tm lut
phn phi ca z = X + Y.
Gii. Theo cng thc (3.2)
P{Z = z) =
21 2 !
100
Ly o hm hai v theo 2 v gi {z) = (z) l mt ca Z:
ra.'
p {^) = \ f - y ^ y ) d y - (3.3b)
--cr,
101
2
do tch phn th hai bng 0 bi /"2 s 0, suy ra [ z) - dx = z ,
4
0
- nu 1 < Z <2, hay 0 < z - 1 < 1, (3.5) tr thnh
Z-1 1
<p{^)= w\ f i { x ) f ^ [ z - x ) d x + [ f^{x)f
J
2 { z- x) dx]
0 z-l
1
((z) =
l_ iz , < z < 2,
2
1, 2 >2.
102
Chng hn trong trng hp khi X v y l cc bin ri rc
v bit phn phi ng thi p(X; yj)
EZ = E[g{x, y ) ] = ^^giXi; yj) p{xt\ y). (3.6a)
t' j
Nu {X, Y) lin tc c hm mt f{x, y), th
EZ^ \
9
[(:x:,
%
y ) f { x , y)dxdy. (3.6b)
R*
Tt nhin (3.6) ch c gi tr khi tng v tch phn tn ti.
l (3.6) cho php ta chng minh cht ch nhiu tnh
cht ca k vng nh:
EiX +Y) = EX + EY\
+ nu X v y c lp, E(XY) = EX. EY.
Bn c th thit lp cng thc sau y cho phng sai:
+ V( X+Y) = V X + V Y -
4. CC NH L GII HN V LUT s LN
p l i mX =
103
/ " '
V . /
>0.
V m>n
/
>00 ^1.
n
m > n
2. Hi t theo xc sut
Ta ni rng dy x} hi t theo xc sut n X, k hiu
X. xs -> X, nu
104
x_ = Yn - n p
(4.3)
v p ( i- p )
^/''(0,1) hiu theo ngha l bin ngu nhin c phn phi
chun chun tc).
4. Hi t trung binh cp k
Ta ni rng dy hi t trung binh cp k n X, k hiu
tbk
l X. ^X, nu E X . - X >0, (vi iu kin k
vng tn ti). Hi t trung bnh cp k (thng hay dng vi
k = 2 - hi t trung bnh bnh phng) ko theo hi t theo
xc sut.
4.2. Cc nh l gii hn
1. Cc nh l gii hn Moa-vr - Lp-la-x
S dng kt qu (4.3) d dng suy ra nh l gii hn a
phuVng Moa-vr - Lp-la-x (xem (3.13) chng I)
) k - np 2.
Pn[k) \{x) = (4.4)
npq 72
v nh l gii hn tch phn (xem (3.14) chng I, (4.18)
chng II)
105
hn trung tm: gi s {X,,} l dy cc bin ngu nhin c lp
c cng phn phi vi EX^ = m v vx = Vn, khi
106
15 ~ np 0-np
P,o{0;i5)^ -
yrm snpq
-2 0 n/
= - = {2 y )-
vVj 1>/
<i>(6,32) - ((l,58) = 0,5 - 0,443 = 0,017.
4.3. Lut
s ln
Mt lp cc nh l gii hn c bit c tn gi l lut s
ln. e l trong cc kt qu sau ny ta s dng khi nim
hi t theo xc sut (mnh hn (4.4) - (4.6) dng hi t theo
lut phn phi).
1. Bt ng thc Tr-b-sp
n h l 1. Nu bin ngu nhin X c k vng EX = a v
phng sai v x = ( hu hn th;
(4.7)
p( x - a ^ - f{x)dx.
x-a >e
< -^ ^ x - f f [ x ) d x = ^ (pcm).
107
Mc d (4.7) - (4.8) c chng minh kh n gin, song
chng c ngha rt to ln dng lm c s cho cc ng dng
ca thng k. nu chn e kh b, chng hn e < , bt
ng thc Tr-b-sp tr nn tm thng; nu chn = 3 t a
c p ( |z - a | <3-) > 1 - * 0,9 (t nht bng 0,9, chng II ta
2. Lut s ln Tr-b-sp
n h l 2. Nu dy cc bin ngu nhin X, ...
c lp c k vng hu hn v phng sai b chn u (tc l
VX < c V), khi vi mi > 0
1 1 n
lim p l x . - l E X , < e = 1. (4.9)
V j=l i=l
Chng minh. t X - t
EX = ~^EX^ hu hn;
n n
T p dng (4.8) cho bin ngu nhin X
ly,^ x . _ -n-^
^Qo i ; x , .
^ i=l i=l
108
iu c ngha l khi n ln th trung bnh cng ca cc
bin ngu nhin s c gi tr lch rt t so vi trung bnh cng
ca cc k vng. Mt h qu quan trng ca nh l 2 l nu
a thm gi thit l cc = 1, 2, ... c cng vng s(tc l
EXi ~ a, i = 1, 2, ...) th (4.9) s tr thnh
< n
>oc
EX = p , VX ^ p (l - p)< 1, m =
i=l
cc iu kin ca nh l 2 c tha mn v ta suy ra
ngay (4.11). Kt qu ny cho ta:
m xs
n-^oo
n
chnh l c s cho nh ngha thhg k ca xc sut a
ra chng I.
109
Nh vy tng ca mt s kh ln cc bin ngu nhin
tng i ty li tr nn tun theo mt s quy lut xc nh.
iu ny cho php chng ta ng dng rng ri cc kt qu ca
xc sut v thng k vo nhiu lnh vc khc nhau ca khoa
hc v i sng.
BI TP
1. Cho bin ngu nhin hai chiu (X, Y) c bng phn phi
nh sau
V
X y\ 3^2
Xi 0,18 008
x- 0,22 0,16
^3 , 0,16 0,20
0 1 2
X
0 0,58 0,10 0,06
1 0,06 0,05 0,05
2 0,02 0,04 0,0]
3 0,02 0,01 0,00
110
Hai bin X w Y c lp khng? Tnh xc sut tng s"
cc li v mu v li c ln hn 4. Nu ta bit trn sn
phm c 2 li v mu th xc sut khng c li c bng
bao nhiu?
5. Cho lut phn phi ca bin hai chiu (X, Y) nh sau:
2 3 5
X
1 0,1 0 0,1
4 0,2 0,5 0,1
Tm lut phn phi xc sut ca hm X + y v X Y sau
tnh cc k vng v phng sai.
6. Bin ngu nhin (X, Y) c hm mt ng thi
f [ x , y ) =a x^+y ^) , x^ + y^<4.
111
11. Tnh hip phng sai v h s' tng quan ca z v y cho
trong bi tp 4.
12. Cc ta {X, Y) ca mt im ngu nhin trn mt
phng tun theo lut phn phi c hm mt
f {^- y ) ^ , a ,6 e R*.
2n-ab
Tm xc sut im nm trong mt elp c cc bn
trc bng ka v kb nm trn cc trc ta Ox v Oy.
13. Tnh h s tng quan ca X v Y c hm mt ng thi
2
f{x. .v) =
14. Cho hai bin ngu nhin X w Y c lp, c cng phn phi
chun i'(0. (/). Tnh cc xc sut ca cc s kin sair
x< Y; X >F:ng thiX < 1 v Y < 1.
15. Cho hai bin ngu nhin X v Y c lp, c cng phn phi
u trn \a; ]. Xc nh hm phn phi ca z = X + Y; sau
tnh k vng v phng sai ca z^.
16. Xc sut c l hng trong mt vt c l 0,2. Tm xc
sut trong 1000 vt c lch ca s vt c tt
(khng c l hng) so vi 800 khng vt qu 5%.
17. Cho lch chun ca mi bin trong s^ 2500 bin ngu
nhin c lp khng qu 3 (n v). Tm xc sut
lch tuyt ca trung bnh cng cc bin so vi trung
bnh cng cc k vng ca chng khng vt qu 0,3.
18. Gieo 1000 ln mt ng tin cn i ng cht. Hy nh
gi xc sut tn sut xut hin mt sp lch khi 0,5 s
khng vt qu 0,1. Tm khong dao ng ca s' ln xut
hin mt sp tng ng.
112
Chng iV
MU THNG K V c LNG THAM s
m
1. MU V THNG K M T
1.1. Mu v tp m ng
Trong cng vic hng ngy ta phi lm vic vi cc dy s'
liu. Chng c th l kt qu ca vic m khi quan st, ca
o c nh cc thit b o, ca tnh ton trc ... v cn
c thu thp, lu tr v phn tch. lm c iu ta
cn sp xp li cc s', tng hp v x l bc u nhm tm
kim cc thng tin quan trng ca tp s" liu. Phn cng vic
ny v vn thu thp cc s" liu c mang tn gi l thng
k m t.
113
Dy s liu thhg k thng c gi l mu. N c ngun
gc t mt tp ln hn m ta s gi l tp m ng hay tp
nn. Chnh v th mu s mang thng tin no v tp nn,
mc d cc thng tin c th khc nhau nhng mu khc
nhau. Sau ny cho xc nh, ta gi s rng c tp nn ln
mu u l tp cc s cng bn cht, c trng cho mt s" kha
cnh no ca cc i tng quan tm. Cc s chnh l cc
gi tr khc nhau ca mt bin s". Nu tp gi tr c th c ca
bin s c s" lng hu hn, ta c bin ri rc. i vi cc bin
lin tc, s" lng gi tr l v hn khng m c v tp s
liu ch phn nh tp nn vi mt chnh xc nht nh.
Mun c y thng tin v tng no , ta phi lm
vic vi tp nn. Tuy nhin vic nghin cu tp nn s v cng
kh khn v:
- do n qu ln dn n i hi qu nhiu chi ph vt cht
v thi gian;
- do trnh t chc v nghin cu hn ch ca i ng
khi lm vic vi quy m ln, khng nm bt v kim sot c
qu trnh nghin cu;
do nhiu khi khng th lm c nu tp nn bin ng
nhanh, cc phn t thay i thng xuyn, v.v...
Nh vy vic nghin cu trn tp nn, tr cc tp b,
thng khng th thc hin c. T t ra vn ' chn
mu v nghin cu trn tp mu. Nu mu c chn ngu
nhin v vi s lng , chng ta hy vng rng vic x l
chng s cho ta kt qu va nhanh va th km ir. vn
t c chnh xc v tin cy cn thit.
1.2. Vn chn mu
Ta mong mun mu c tnh i din tt cho tp nn bi v
vic nghin cu vi mu nh vy cho ta tin cy cao. Hin nay
114
c nhiu phng php khc nhau chn mu, nhng kh c
th ni rng phng php no l tt nht. Vic chn phng
php ly mu ph hp ph thuc vo chnh tp i tng c
th v vo thi quen s trng ca nh nghin cu.
. Chn mu ngu nhin
Trong phng php chn mu ngu nhin, mi phn t
ca tp nn c xc sut chn xc nh t trc c khi chn
mu. Mu ngu nhin cho php nh gi khch quan hn cc
c trng ca tp nn. C 3 cch chn nh sau:
a) Chn mu ngu nhin n gin l phng php chn
mu c tnh cht: mi mu c cng kch c (cng s" phn t)
c cng xc sut c chn v mi phn t ca tp nn c
ng kh nng lt vo mu. e vic chn hon ton ngu
nhin, ta c th tin hnh theo kiu bc thm hoc dng bng
s ngu nhin, y c hai phng thc chn l khng
hon li (mi phn t ch c chn mt ln) v c hon li.
Nu s" lng phn t ca mu kh b so vi tp nn th kt
qu ly mu theo hai phng thc sai lch khng ng k. Do
tnh ngu nhin nn mu c tnh i din cao v tin cy. Tuy
nhin phng php i hi phi bit ton b tp nn v v th
chi ph chn mu kh ln.
b) Chn mu phn nhm: u tin ta chia tp nn thnh
cc nhm tng thun nht, sau t mi nhm trch ra
mt mu ngu nhin; tp hp tt c cc mu cho ta mt
mu (ngu nhin) phn nhm. Ngi ta dng phng php
ny khi trong ni b tp nn c nhng sai khc ln. Nh
nghin cu phi c hiu bit nht nh v cu trc tp nn
phn chia nhm hp l. Sau ny mi nhm s c vai tr khc
nhau ph thuc vo quan trng ca chng trong tp nn.
Hn ch ca phng php l tnh ch quan khi phn chia
nhm. Nhng n vn hay c dng do cch thc n gin khi
lm vic vi cc nhm kh b v thun nht.
115
c) Chn mu chm chnh l chn mt mu ngu nhin ca
cc tp con ca tp nn, c gi l cc chm. Ta cng gi s
rng cc phn t ca mi chm man^ tnh i din cho tp
nn. Ngoi ra ta c gng sao cho mi chm vn c phn tn
cao nh tp nn v ng u nhau v quy m. Chng hn ta
mun nghin cu nhu cu tiu th mt mt hng no bng
phng php chn mu chm: u tin ta chia thnh ph'
thnh cc khu dn c, sau chn ra mt s khu lm phn t
ca mu, cui cng ta nghin cu tt c cc gia nh sng
trong cc khu dn c chn. Phng php ny cho ta tit
kim kinh ph v thi gian (v khng phi di chuyn trn ton
thnh ph), nhng sai s" c th ln hn hai phvng php trn.
2. Chn mu c suy lun
Phng php chn mu ny da trn kin cc chuyn gia
v l tng nghin cu. Nh vy vic chn mu da trn hiu
bit v kinh nghim ca mt vi nh chuyn mn. Tuy nhin
phng php ny cng c hn ch c bn; Khi khng c s tham
gia ca cc cng c thng k vo vic chn mu tnh khch
quan rt kh c bo m, t ko theo cc kt lun mang
nng tnh ch quan. Tt nhin iu khng c ngha l khng
nn dng cc phvng php chuyn gia. Rt r rng cht lng
mu ph thuc nhiu vo trnh ca nh nghin cu v kinh
nghim ca h hy vng tr thnh mt cng c hu hiu.
116
Th d 1.1. Chiu cao ca 300 hc sinh 12 tui cho bi
bng s" liu:
Ta l trong b s C hiu c a o (cm ) S l n g
liu cc khong c 1 1 7 ,5 -1 2 2 ,5 9
di u nhau (tuy nhin
1 2 2 ,5 - 127,5 33
ni chung di c
1 2 7 ,5 - 132,5 74
th khng u). Trong
1 3 2 ,5 - 137,5 93
trng hp ny ta c
1 3 7 ,5 - 142,5 64
mu lp (mu cho di
dng nhiu lp l cc 142,5 - 147,5 21
khong khng ct nhau). 1 4 7 ,5 - 152,5 ,6
2. Tn s v bng tn s'
S l n xut hin Xi hoc mt lp th i no , k hiu l Hi,
c gi l tn s'. Sau khi sp xp s" liu theo th t tng
ca gi tr mu, ta c th xy dng bng tn s. Bng s" trong
th d 1.1 chnh l mt bng tn s" (hay cn gi l phn phi
tn s). Bng ny bao gm 7 lp, mi lp c di 5 cm v
ton b c 300 s liu o chia thnh cc tn s ca cc lp.
Thng thng ngi ta hay chia cc s' liu vo t 5 n 15 lp
ph thuc vo nhiu yu t nh s lng s' liu, mc ch x
l... l nu s lp nhiu hn, c th lm t"t hn cc phn
tch, nhng vic ci thin khng nhiu, ngc li nu s" p
t qu, c kh nng s b mt mt nhiu thng tin. Mi s" liu
ch c mt trong mt lp, di mi lp chnh l hiu ca cc
gi tr ln nh't v b nht.
Thng thng ngi ta hay biu din phn phi tn s"
bng th quan st v nghin cu trc gic hn. C hai
dng biu din th hay dng l biu v a gic tn s.
a) Biu
Biu bao gm cc hnh ch nht cnh nhau c y bng
di v chiu cao bng s quan st ca lp s' liu tng ng.
117
Trn hnh 1.1 cho ta .biu ng vi bng tn sut trong
th d 1.1.
90 -
60 --
30 --
0 117,5 122,5 127,5 132,5 137,5 142,5 147,5 152,5 X, (chiu cao)
n,
90
60 l \
1 / 1 1
/\ 1
/ 1 1
30 + r~ ^ /j 1 1
1 1 1
1
1 1 1
1 ! 1 1 r
................. ^
"
llb
Ta thy a gic tn s d xy dng hn v d dng hn
biu . Ngoi ra khi hiu gia hai honh lin tip kh b,
ng gp khc s cng ngy cng trn v dn tin ti tng
hm mt xc sut.
3. Tn sut v phn phi thc nghim
T bng tn s
Xi Xz Xk
119
Tn s" Tn sut
Lp Tn s" Tn sut
tch ly tch ly
1 1 7 ,5 -1 2 2 ,5 9 9 0,030 0,030
120
2. MU NGU NHIN V CC C TRNG MU
2.1. Mu ngu nhin t mt tp nn
1. Mu ngu nhin
Trong phn tch thng k c in ngi ta chp nhn gi
thit rng cc phn t ca mt tp m ng no u c
cm sinh bi mt bin ngu nhin gc. Trong thc hnh bin
ngu nhin gc thng tun theo lut phn phi chun c4^a,
^), hoc cha bit r dng, hoc cha bit cc tham s. Vic
phn tch xc nh phn phi ca tp nn s da trn cc s"
liu mu.
Gi s by gi ta tin hnh n php th c lp xc
nh cc gi tr m u (bin ngu nhin g c ca tp nn s k
hiu l X). Gi X, l bin ngu nhin ch gi tr s thu c
php th th , = 1, n; r rng cc X, s to nn tp cc bin
ngu nhin c lp c cng phn phi vi X. Sau khi th
nghim, mi Xi s c mt gi tr xc nh X,, c gi l cc gi
tr quan st hay th hin ca mu. m bo tnh i din
ca tp a:}cho tp nn, ta cn da trn khi nim mu
ngu nhin.
nh n g h a 1. Ta gi mu ngu nhin kch thc n t tp
nn c bin ngu nhin gc X l mt tp cc bin X, X 2, x
tha mn iu kin:
(i) c lp thng k,
(ii) c cng phn phi xc sut vi bin X.
Cc Xi tha mn hai tnh cht trn s c gi l cc bin
ngu nhin c lp v ng phn phi. Nh vy khi nim
mu m ta a vo tit trc c th hiu nh l mt th hin
ca mt mu ngu nhin.
rng gi, thit c lp cho php lm n gin rt
nhiu cc tnh ton sau ny. Chng hn nu bin gc X ri rc,
c hm xc sut p{x), th hm xc sut ng thi ca (Xi, X 2,
s l
121
p^{x...,x,^)^P{X, = x^,...,X^ =x) = ^ p (x ,). (2 .la)
-1
Tng t nu bin X lin tc c mt f{x) th
-.^ J = (2 -lb)
1=1
Nh vy t (2.1) cc phn phi ng thi c biu din
n gin qua cc phn ph'i bin th n h phn. Ngoi ra lut
phn phi ng thi cn c th ph thuc vo cc tham s
cha bit.
2. Thng k
n h n gh a 2. Mt hm no y = gi, X 2, x) ph
thuc vo tp gi tr ca mu ngu nhin c gi l mt
thng k.
Ch thng k l mt hm o c (khi nim ca 15"
thuyt hm) v khng ph thuc vo cc tham s cha bit.
Do X, n h n cc gi tr tng ng X,, nn hm x) cng
c gi l thng k.
Th d 2.1. Xt tp hp gi tr mu (Xi, x-2 , X,x cc hm
sau y s c gi l cc thng k:
a) g{x...,x,,) = - ^ X i = X;
b) = - x f ;
^ 1=1
c) = trong o:(i,<X(2)< ... < X().
122
2.2. Cc c trng mu
T nay v sau, trong cc cng thc lin quan n c
trng mu, thay v X ta hay dng X, do nhiu l do. Th nht,
l cc cng thc tnh ton lm vic trc tip vi cc quan
st mu c th. Th hai, nu dng qu nhiu k hiu khc
n h a u s gy n h m ln (hn na v m t bin chng trong ngu
nhin c t"t nh v ngc li). Th ba, cc cng thc ch yu
dng tn h ton, cn trong cc trng hp chng m inh cc
tn h c h t l thuvt, ta d dng (v nn cng tr n h nhm)
th a y tr li cc gi tr m u X bngX,.
Mt mu, nh ta bit tit 1 , c th m t bng bng
ph n phi Ln s hoc bng chnh dy s^ liu
a) X, x.>...... (2.2)
b)
n, t2 ... k
Trong trng hp mu lp, nhiu khi thay khong gi tri
bng gi tr tru n g bnh ca khong; khi ta a v mu
n dng (2.3).
1. Trung binh mu (hay k vng mu)
Nu mu cho di dng (2.2) th trung bnh mu k hiu
l X , c xc nh nh sau:
1 "
(2.4)
riiT
l khi chng minh l thuyt, ta s thay cc X bng l
bin ngu nhin cm sinh ra quan st c cng phn phi
vi X gc. Nu s' liu cho di dng (2.3), ta c
1
x = i>.rn,. (2.5)
1-1
v m t bn cht (2.4) v (2.5) l mt (nu k ~ n, th n, - IVi),
mc d vv trn hnh thc ta vn ring di dng hai cng
thc khc nhau.
123
R rngX theo cch hiu l thuyt s l mt bin ngu
nhin (do cc X l bin ngu nhin), nn c th tm cc s c
trng ca X . Gi s bin ngu nhin gc X c E X = a v
vx = ^; khi
EX = a , v x = (2-6)
n
(2,7)
n N -l
Ta xt ngha ca (2.7) trong cc trng hp c bit. Nu
chn mu c n = N, tc l ly ton b cc phn t ca tp nn,
khi mi thng tin ca tp nn bit v r rng v x = 0.
Trong mi trng hp ta chn ra mu rt b so vi tp nn
(chng hn N v hn hoc chn mu c hon li vi trng hp
N ln v hu hn), r rng v x tr thnh nh trong (2.6) v
N^CC N - l
124
Th d 2.2. Ta c nm mnh ba c nh s' t 1 n 5.
Nu gi X s thu c khi rt h ha ra mt mnh ba th r
rng phn phi ca X l
X 1
p{x) 0,2 0,2 0,2 0,2 0,2
Gi s by gi ta lv ra mt mu 2 mnh ba khng hon li
v thu c s v X.2. Hy tm phn phi ca X v cc s"
c trng ca n.
Gii. R rng X ~ //(5)v i EX = 3 v vx = 2 (xem 4
chng II). Mt khc t X = (X| +X.^)I2,C th tnh c
ut phn phi ca X
1,5 2 2,5 3 3,5 4 4,5
p{x) 0,1 0,1 0.2 0,2 0,2 0,1 0,1
D dng tnh c
E X = 1,5.0,1 + 2.0,1 + 2,5.0,2 + 3.0,2 + 3,5. 0,2 + 4.0,1 +
4,5.0,1 = 3;
v x = (1,5 - .0,1 + (2 - 3)'\ 0,1 + (2,5 - 3)'-.0,2 + (3 - 3)-.
0,2 + (3,5 - 3)^0,2 + (4 - 3 )l0 ,l + (4,5 - 3)^.0,1 = 0,75.
Ta thy EX = EX\ v x = 0,75 < vx. nu chn c hon li,
ta c phng sai c tnh theo (2.6) v bng 1. T theo
(2.7) v x = 1. ^ 1.-^-^ = 0,75 nh trn. Cng lu rng
N -l 5-1
khi chn mu khng hon li, X khng cng phn phi
nh X na nn vic p dng (2.6) l khng c php.
2. Phng sai mu
Nu mu cho i dng (2.2), phng sai mu, k hiu l
c xc nh nh sau:
s ' = - X ( a: , - x f ; (2.8)
^ =1
125
vi X xc nh theo (2.4). Nu mu cho di dng (2.3), ta c
(2.9)
Ta vit
i=l
- ~ -1
^ p
n ~ l^
n
ES'^ ^ ^ . n E ( x ^ ) - =- ^ v x = (2.10)
^ ^ r^ n n
Chnh v ES^ ^ ^, nn ngi ta a vo c trng mu th hai
ca phng sai vi tn gi l phng sai mu hiu chnh, k
hiu l s^, nh sau (so snh vi (2.8) v (2.9)):
( 2 . 11 )
( 2 . 12 )
126
1
m men mu cp k = V ;
n -I
m men trung tm mu cp k S^ = ;
^ i=\
nS^ _ (n -l)s'^ _
(2.14)
X a X - a I - /
'n -= -------
^ \yln
J n -1
l ~- ti (ra
n - 1). (2.15)
s s
Cc kt qu ny c nhc ti trong cc cng thc (4.17),
(4.21)... ca chng II. Ngoi ra, nu ta xt hai mu khc
nhau cm sinh bi hai bin ngu nhin chun v gi v s
l cc phng sai mu hiu chnh ca cc mu tng ng (vi
kch thc ii v n.2) th vi gi thit crf ^ a
d) ~ - 1; n.^~) (2.16)
^2
s.^ /s.^ , ' -
nu -f ^ 2\ Y/ ~ -1; - 1 ) . Cui cng
r ^2 )
127
Vi cc gi thit tn ti cc gii hn hoc mmen tng
ng v dng cc kt qu ca lut s' ln hoc nh l gii hn
trung tm, khi > 00 ta s c
a) X- hcc a; s hix
X -----^ oo2
cr
x -a
; ^ c y K ( 0 ,l) ;
c) cyK(0,l),
/^4 - '
s 2 ~ _ 2
o'K(0,1),
^^ --
L
d) (s-c r )7
128
xf-n(xf
i=l
n +1
d tnh hn. Trung v thc nghim chnh l gi tr th
ca tp mu sp xp (nu n l th l gi tr chnh gia
dy s"^liu, nu n chn ta ly trung bnh cng ca hai gi tr
chnh gia).
Nu mu cho di dng (2.3), tc l cc gi tr mu c tn
s' xut hin khc 1, khi ta dng cc cng thc (2.5), (2.9) v
(2.12). Trong cch tnh trc tip, ging nh trn ta thay tng
trong (2.9) v (2.12) bng
^xfn,-n(xf.
l=\
h '
k k
B3. Tnh cc tong v ^ .
i=l i=\
h
= (2.18a)
n -\ n
\-
h (,d,n^
hoc S'^ = d n , (2.18b)
n n
129
Hn ch ca cch tnh ny l thng i hi s" liu cch u
(nhng trong nhiu bi ton thc t li chp nhn c). Cc
kt qu trung gian c a vo mt bng tnh nn vic kim
tra li kt qu kh d dng v tin li.
Th d 2.3. Ngi ta cn 150 con vt ca mt ging mi,
kt qu nh sau
Cn nng 1,25 1,50 1,75 2 ,0 0 2,25 2,50 2,75 3,00
S" con 2 6 24 35 39 24 14 6
T X - Xo + - Y r i : = 2,25 - - ^ . 3 9 = 2,185;
150
h' 2
=
n
0,25 2 39
351 = 0,142025.
150 150
130
2. Mu lp
Mu lp c cho di dng
... (2.19)
71, n., ... n,
Mod = x , , + - ^ h , (2.20)
trong - im u ca khong mt,
d - hiu tn s"ca khong mt v khong trc,
ds - hiu tn s^ ca khong mt v khong sau,
h - di khong;
Med = ~ h, (2.21)
trong ~ im u ca trung v,
iti ~ tn s"tch ly trc khong trung v,
^me tn s"khong trung v,
h - di khong;
n - tng tn s' hay kch thc mu.
131
Kt qu tnh ton c minh ha trong th d sau:
Th d 2.4. Tnh cc c trng nu ca th d 1.1.
Gi. Ta lp bng tnh (chn X() 135 trong cng thc
(2,17), cn h - b )
z - 135 + - ( - 4 3 ) = 134,2823;
300
43"
= 489 40,2364.
300 300
tnh m't v trung v mu theo (2.20) v (2.21) ta thy
=132,5; d, = 93 - 74 = 9; d, = 93 - 64 = 19;
x, = 132,5; riti = 116; = 93;
t
9
Mod = 132,5 + .5 = 134,1072;
9 + 19
Med - 132,5 + ....---^-.5 ^ 134,3279.
93
132
3. C LNG IM
3.1. c lng tham s
Khi nim c lng thng c dng trong thc t,
chng hn nh gi trnh hc sinh ta tnh im trung
bnh. l mt c lng ca im s' hc sinh y, n da trn
thng tin qu kh l cc im m hc sinh nhn c trong
lc k.
Bi ton c lng tham s'c th pht biu tng qut nh
sau: Cho bin ngu nhin gc X c lut phn phi xc sut
bit nhng cha bit tham s' no ; ta phi xc nh gi tr
ca 0 da trn cc thng tin th u c t mt m u q u a n s t Xi,
Xo, ca X. Qu trnh i xc nh mt tham s^ cha bit
c gi l qu trnh c lng tham s" Gi tr tm c trong
qu trnh y, k hiu l , s c gi l c lng ca ,
y do 9 l mt gi tr s^ nn n c gi l c lng im,
sau ny ta cn c c lng khong hay khong tin cy. Ch
l 0 sau ny c th nhiu chiu v 9 s l mt im trong
khng gian nhiu chiu tng ng.
R rng 6 - (^i, ^2) ^rt) l mt hm ca cc gi tr mu,
hay l mt thng k. nh gi mt c lng l tt hay
khng, ta phi so snh n vi gi tr tht, nhng cha bit.
V vy sau ny phi a ra cc tiu chun nh gi cht
ng ca thng k 0 nh l mt xp x tt nht ca 0. Nhng
tiu chun nh vy cho ta cc nguyn l thng k khc nhau.
Ni chung, do nhiu l do, ta khng th xc nh c 6
chnh xc. Vic chn mt c lng no kh c th gi l
ti u, bao gi ta cng phi chu mt tn tht. Trong thng k,
ngi ta thng ly hm tn tht dng bnh phng Lg, 9) -
(g - ). Trong nhiu bi ton thc t vic chn hm tn tht
nh trn bo m c yu cu cn thit, Nu hm tn tht L
133
c dng khc, ta hon ton c th xp x n bng dng bnh
phng nh trn vi nhng gi thit v tnh li trong mt ln
cn no ca 9 (cng vi gi thit v lin tc v kh vi hai
ln); khi ta c th khai trin L ti ln cn ca 0.
Lig, 6) = L ( g ,, 0) + B i L ( - ) + ( - )^ (3.1)
g 2 g^
trong nm gia g v 6. R rng
+ Ligo, 0) - (tn tht cc tiu, nu gQ= )\
134
Da vo cc kt qu ca mc 2.2 r rng ta c
- trung bnh mu l c lng khng chch ca k vng,
- phdng sai mu hiu chnh l c lng khng chch ca
phng sai,
- tn sut mu l c lng khng chch ca xc sut
xut hin s kin A no (nu X c phn phi Bc-nu-li v
vic ly mu c hon li),
1 ^
- phng sai tnh theo cng thc - O) l c lng
^ =1
khng chch ca phng sai, trong khi l c lng chch.
2. c lng vng
n h n gh a 2. Thhg k c gi l c lng vng ca
^ nu (Xi, .... n->00
> .
S dng khi nim hi t theo xc sut chng III, ta c
th thy rng nu 9 l c lng tim cn khng chch ca 0
(tc l \ m E - 0) v lim V = 0 th s l c lng vng.
v = ---------- ----------(3.2)
135
trong f{Xy 6) l hm mt ca bin ngu nhin gc cm
sinh ra tp mu ang xt. Nh vy vi mi c lng khng
chch bt k ca 6 ta lun c phng sai ln hn v trong
(3.2), sau ny (3.2) c gi kgii hn Cra-me - Rao.
Th d 3.1. Nu bin ngu nhin gc X -c4''{a, th
trung bnh mu X l c lng hiu qu ca k vng EX = a.
Gii. Ta bit X = y X ~
n ^=1 n
Mt khc X c phn phi chun, nn nu f(x, a) l hm .nt
ca X,
/ 2~
7T
_a_ x~a
lnf[xy a)
a
2
ln/'(x, a) x-a^ n
Vy iE = riE
a l ]
136
2. Phng php mmen
y l phng php thc nghim da trn s kin l thuyt
l cc m men mu ca mt tp mu ngu nhin c bin gc X
hi t hu chc chn v cc m men l thuyt tng ng ca X.
Nh vy nu k hiu by gi l vc t k chiu 9 = (J,
m) l m men l thuyt cp 7 , m/e, n) - mmen thc nghim
cp j, c lng theo phng php m men ca vc t tham s
6 c tm bng cch gii h phng trnh
m^{6) = m^[e, n),
EX = - = X;
VX = ^ = S'K
Suy ra cc c lng cn tm l
-\ 2
A
i-
X
r= (^)
137
l hm hp l L{Xy d) c th khng kh vi vi . Ta
gi 6 l c lng hp l nht ca 9 nu V (thu-c tp tham
s"no )
L{x, ) > L { x , 9). (3.4)
Vic tm 6 tha mn (3.4) rt kh khn do hm hp l (3.3)
khng l hm li v tt nhin thng phi tuyn. Khng c l
do no m bo cho tha mn (3.4) l duy nht, hoc l
khng chch (v v th khng th hiu qu).
Nu m bo cc gi thit v kh vi hai ln ca hm hp
l, ta c tm hiu iu kin cn c cc tr:
0
ee
hoc tng ng vi n
ln L(x, )
----- ^ ^ ^0. (3.5)
06
(3.5) c tn gi l phng trinh hp l nht, nhng nghim ca
n khng duy nht v v vy cha chc .l nghim cn tm.
V vy ta cn kim tra iu kin
n L x , )
<0. (3.5)
d'
0=9
trong trng hp ri rc, f{x,, 9) trong (3.3) phi c thay
bng hm xc sut 9). Nu l mt vc t tham s", cc o
hm trong (3.5) phi hiu o hm theo vct. May sao ngi ta
chng minh c rng nu phng trnh (3.5) c nghim duy
nht th khi khng cn kim tra iu kin (3.6).
Th d 3.3, Tm c lng hp l nht ca tham s" trong
phn phi Poa-xng
n
i=l" - '
138
d\nL[xy,...,x^,)
=1
c nghim duy nht => = X.
Cng d dng kim tra ( cc X, u dng);
InL X n
= -n < 0.
d i =x ' =x X
Th d 3.4. Tm c lng hp l nht ca cc tham s a
v ca phn phi chun cv a , '^ .
n
T,(=c.-af
i =l ___
2-2
In L
da
T
'
Gii h phng trnh trn v do tnh duy nht nghim, ta c
cc c lng hp l nht
=x = x , ,
i=i
1 ^ o
=1
Ngoi ra ta c cc phng php c lng khc khng xt
y nh Bay-t, lch b nht... Cui cng nu hm L
trong (3.3) phc tp, vic tm theo (3.5)-(3.6) rt kh khn;
khi ta phi dng cc thut ton phi tuyn xp x dng lp
hoc Niu-tn ~ Rp-xn ci bin.
139
4. KHONG TIN CY
4.1. c lng khong
c lng im c mt nhc im c bn l khng th
bit c chnh xc cng nh xc sut c lng
chnh xc. Nht l khi kch thc mu nh s sai lch ca c
lng so vi gi tr tht kh ln v ch vi mt s" kh nh gi
c kh nng mc sai lm khi c lng l bao nhiu.
khc phc cc hn ch , ngi ta da vo khi nim c
lng bng mt khong gi tr. R rng c lng khong c
tin cy cao hn nhiu v cho php xc nh khch quan sai
s^ c lng. Tt nhin mt khong c lng vn c th sai,
ging nh mi c lng khc, nhng khc VI c lng im,
xc sut sai lm c th bit v trong chng mc no c th
hy vng kim sot c. Ni nh vy khng c ngha l khng
nn dng c lng im na. N vn cho ta mt thng tin
quan trng v c lng khong s c xy dng xung quanh
c lng im.
T , c lng mt tham gia s' , phng php ny
ch trng xy dng mt thng k no c lut phn phi
xc nh khng ph thuc 6 (nhng thng k li ph thuc).
Nu da vo thng k ta tm c khong gi tr (I, 2)
trong v ph thuc vo thng k trn, sao cho vi mt
xc sut cho trc tham s" 6 ri vo khong , th khong
(J, 2) s ('c gi l khong tin cy vi tin cy cho. Nh
vy nu it 1 a = 7 l tin cy cho trc, ta cn xc nh
O v 0 2 sr 0 cho
< < 2) = l ~ a .
P ( , (4.1)
di 2 s c gi l di ca khong tin cy,
lm c iu quy tc chung nh sau; u tin tm
mt thng k = G(xu x, ) sao cho phn phi ca G xc
nh hon ton (khng cha tham s" na). Khi vi tin
cy 1 a = cho trc, ta tm cp gi tr a v 2 sao cho
140
+ 2 = a ( t^t c chng u dng) v tng ng vi
chng l cc phn v g v tho mn iu kin
(4.4)
r
T gi thit chun ca X
ta thy z ^ c4'^(0, 1). Chn cp
v 2 sao cho x + 2 = a v
tm cc phn v (xem (4,2))
p(z < z. =
p(z Hnh 4,1. Phn p h i ca z
141
Do phn v chun c tnh cht = - 2j nn
hong
X -
V ^ 0
<a <X V
~ ^ z ,.
^ 0
^Jn \n
(4. 8)
V
c) Khong tin cy tri: Nu chn I = a, 2 = 0 th
^ ^ khong cn
r
-00,z + ^ (4.9)
142
trong (4.8) v (4.9) u l phn v chun \ - a. Khi tra
bng hm Lp-la-x lu [zi^) = [z\ -, ) = - -- Trong khi
2
/
I
ca (4.7) tha mn (z/,) = \ z
X-
143
Gii. Do th d 4.1, chnh xc ca c lng bng
0,098; nn n tng gp i ta cn c e = 0,049. Theo (4.10)
ta cn mu c dung lng
0 '^ 0 ,4 7 5 ~
142.
(0,049)
Cu'i cng t (4.10) ta c hai nhn xt:
- Khi kch thc mu tng v tin cy gi nguyn th
gim hay chnh xc ca c lng tng.
- Ngc li nu tng tin cy v gi nguyn kch thc
mu, do gi tr phn v chun tng nn e tng lm cho
chnh xc ca c lng gim i.
2. Bi ton 2 (phng sai cha bit)
Trong trng hp ny u tin ta phi c lng ( / bng
phng sai mu hiu chnh, sau chn thng k
G=T = (4.11)
v o ai + a 2 - a nn
P(T< J = a, ; P(T < ) = ! - ,. (4.12)
So snh (4.13) di y vi (4.6) ta thy ch khc nhau hai
ch: thay Qbng s v thay gi tr bng Lp-la-x bng bng
Stiu-n. T ging nh trong (4.7) - (4.9);
a) Khong tin cy i xng: tra bng tnh =t a v
n - 1 . 1 ~ --
2
ta c
144
b (4.13)
n y
b) Khong tin cy phi: tra bng tm t, = _1 I_a v
s
X j;+co
'Jn
c) Khong tin cy tri: vi cng gi tr bng phn b)
\
n
Th d 4.3. Mt l bnh mun c lng trng lng trung
bnh ca s" bt dng hng ngy (gi s lng bt tun theo
lut chun). Vi kt qu thng k ca 14 ngy ta c c lng
im ca a l 17,3kg vi s - 4,5kg. Xy dng khong tin cy
99% cho trng lng trung bnh a.
Gii. S liu u vo X = 17,3; s = 4,5; n = 14 v 1 - a -
99%. Ta tra bng Stiu-n tf, =J3. 0995 = 3,0 12. T khong
tin cy 99% s l
145
Tra bng Stiu-n = ^40975 2,776, ta c
\
29,2 - ^^.2,776; 29,2 + - ^ . 2 , 7 7 6
V5 V5
= (25,04; 33,36).
y l khong tin cy 95% tnh trn b s" liu c th
ca th d, n hon ton khng c ngha l xc sut trung
bnh tht ri vo khong tin cy trn l 0,95. Bi vy khng
nn qun rng tin cy 95% ca mt khong no c
hiu theo ngha thng k (tc l nu c lm th nghim 100
ln vi cc khong tin cy 95% th c khong 95 ln gi tr
trung bnh tht nm trong khong ).
Nu dung lng mu n > 30, thng k T trong (4.11) s c
phn phi tim cn chun c4''{0, 1), v vic tm khong c
lng vi tin cy 1 - a c lm ging nh bi ton 1, vi Q
c thay bng lch chun mu hiu chnh s. Lu l
trong cc bi ton v th d y, ta lun lun c gi thuyt
chun ca phn phi gc.
146
p), t E X = p v v x = . Nu ta chn thng k
n
(vi / = l tn sut mu xut hin du hiu quan tm)
n
z= = (4.14)
y pi ^- p)
th khi n kh ln z ^' {0, 1).
Bi ton 3 (tm thy khong tin cy 1 - a cho t l (xc
sut))
Da vo (4.14) ta c hai cch i tm khong tin cy khi n
ln.
1) Theo cch lm trn chn - U2 = (xem bi ton 1)
v t (4.5) - (4.6) ta c
f ~p r~
trnh trn vi
VUI p
[J
n f - p
p f <<pp{ (l
l ~-pp)z]
)zl
o n + 2
2^ jp^ - {2nf + + nf^ < 0.
^ r\ A.' , ^ ,
(Hi v tm nghim phng trnh bc 2 v tri, ta c 2 nghim
nf + \ z z J n f { l - f ) + z
P i , P 2 - --------^ ^ (4 .1 5 )
n + z.0
v khong tin cy cn tm s l (Pi, p<^, vi Pi < P 2 - Tuy nhin
vic tnh ton theo (4.15) s kh kh khn.
147
2. Ta tm c lng khong gn ng theo cch khc.
nu n kh ln, thng k
z = f-p yfn^ o r { 0 , 1)
^/(1 - n
vi vx = p (l - p) c thay bng c lng im f(l - f). By
gi quy trnh gii bi ton 1 c th c p dng ( X thay
h n g f , thay b n g/ (!-/), ...)
f , lr(-n
<p<f- 'l-a,
n n
T (xem (4.7) - (4.9))
a) Khong tin cy i xng: Z^ = z ^
1--
2
(4.16)
n \ n
=
.n 1 -a
Th d 4.5. Kim tra ngu nhin 600 sn phm c mt
my dp thy c 24 ph phm. Vi tin cy 1 a = 95% hy
c lng t l ph phm t a ca my .
148
Gii, Gi p l xc sut ra ph phm ca my trn hay p l
xc sut xut hin du hiu ph phm ca sn phm no
v ta c th dng quy trnh bi ton 3. y n = 600 (kh
ln), t l ph phm mu f = 24/600 = 0,04. Ta s dng khong
tin cy tri (xei 4.17b); trc tin tm phn v chun = Z_a
(nu tra bng Lp-la-x {z.) = - a = 0,45) ta tm c Z, =
1,64; t
-oo;/* + - ;0 ,0 4 + , ^ ^ . 1 , 6 4
n 600
^0 6 _ 0,6+ .1,96
400 V 400
=> u,5522 < p < 0,6478.
Do khong tin cy ca s ngi ng h d lut A vng l
(300000. 0,5522; 300000. 0,6478) = (165660; 194340).
Nu ta s dng cng thc (4.15) khong tin cy s l (0,5513;
0,6468) i vi p v (165390; 194040) i vi s" ngi ng h
d lut A.
149
Ta c th tm tt cc kt qu ca mc 4.2 v 4.3 nh sau:
Gii ng Xp x (4.4)
(4.11) ( b = s)
.2 _ i= l
/(-) (4.19)
T ta lm ging nh trong mc 4.2, chia bi ton thnh hai
trng hp:
1) Nu a = Q bit, s dng thng k (4.19) v chn ai,
2, sao cho 1 + 2 - sau tm cc phn v
p <xl a, ) = a,-, =
150
hay khong tin cy 1 - a ca ( l
=1 . i=l
(4.20)
A-n,l-a2
A
Ta xt mt s"trng hp c th ca (4.20):
(^
i =l
;+00 (4.21a)
^ n , -a
(^ i
. i=l
-00 (4.21b)
An.
151
(4.22)
n-l. 1 - - ^ a-1,,
V 2 2 ;
Th d 4.7. Cho khi lng mt loi sn phm tun theo
lut phn phi chun. Cn th tng sn phm ca mt mu
ngu nhin gm 25 n v, ta c kt qu
Khi lng 29,3 29,7 30 30,5 30,7
S sn phm 4 5 8 5 3
Vi tin cy 95% hy tm khong tin cy cho phng sai ca
khi lng sn phm trong 2 trng hp: a) bit k vng a = 30;
b) khng bit k vng.
Gii. u tin xc nh cc c trng mu
_ - 5 -
0 ,0 2 5
39,36 12,40
152
BI TP
1. im thi ting Anh ca mt lp hc sinh nh sau:
68 52 49 69 56 41
74 79 59 81 57 42
88 87 60 65 55 47
65 68 50 78 61 90
85 66 65 72 63 95
a) Xc nh bng phn phi thc nghim v a gic tn
sut tng ng.
b) Tnh cc' s c trng mu: trung bnh, m"t, trung v,
phng sai.
2. Thng k s" km chy ca 100 xe ti ca mt hng trong
nm 1997:
S" km S" xe ti
1 0 0 0 0 - 14000 5
1 4 0 0 0 - 18000 10
1 8 0 0 0 - 22000 11
2 2 0 0 0 - 26000 20
2 6 0 0 0 - 30000 25
3 0 0 0 0 - 34000 13
3 4 0 0 0 - 38000 12
3 8 0 0 0 - 42000 4
a) Dng biu v a gic tn sut.
b) Tnh cc s" c trng mu: trung bnh, mt v trung v.
Cho bit ngha ca chng.
c) Phn phi mu khng l xng, hy gii thch ti sao?
153
3. Thu nhp gia nh nm ca hai nhm dn hai lng mt
huyn nh l:
Thu nhp nm (ng) S" gia nh
nhm A nhm
1250000 - 1300000 4 2
1300000 - 1350000 40 20
1350000- 1400000 73 32
1400000 - 1450000 52 58
1450000 - 1500000 23 34
1500000 - 1550000 8 31
1 550000- 1600000 15
1600000 tr ln
8
a) Tnh thu nhp trung bnh nm ca hai nhm gia nh
trn.
b) Tnh mt ca thu nhp ca hai nhm gia nh.
c) So snh v phn tch tnh trng thu nhp ca nhm A v B.
4. S" km phi i ca 6 hc sinh mt lp bui ti nh sau:
Hc sinh 1 2 3 4 5 6
S" km 1 4 9 8 6 5
a) Tnh khong cch trung bnh.
b) Tnh cc s" c trng mu ca khong cch: mt v
trung v.
5. Gi ca mt loi bt ng sn mt vng dn c l
180 165 151 148 145 121 110 110 105 100
100 100 100 98 95 95 90 90 90 85
84 83 82 80 80 75 72 72 68 65
61 61 60 60 60 58 57 56 55 55
54 54 53 52 51 50 50 50 50 50
50 49 46 45 45 41 41 40 40 38
38 36 35 35
154
a) Xc nh bng phn phi thc nghim (ly di
khong bng 30 v bt u t gi tr 30).
b) Xy dng biu v a gic tn sut.
c) Tnh cc s" c trng mu theo bng phn phi mc a,
sau so snh vi kt qu tnh trc tip (trung bnh,
phng sai, mt v trung v).
6. S" lng khch hng n mua mt ca hng trong vng
1 ngy c thng k nh sau:
S khch S' ngy
9 5 -1 0 5 4
1 0 5 -1 1 5 14
1 1 5 -1 2 5 18
1 2 5 -1 3 5 15
1 3 5 -1 4 5 10
1 4 5 -1 5 5 7
1 5 5 -1 6 5 2
Hy xc nh cc s" c trng mu (trung bnh, phng
sai, lch chun, mt, trung v, mmen cp 1 v 2) ca
s" khch.
7. iu tra 1600 gia nh c 4 con ta c kt qu
S" con trai 0 1 2 3 4
S gia nh 111 367 576 428 118
Xc nh k vng mu v phng sai mu hiu chnh.
8. Cho 8 s^ liu o cng mt i lng thit b o khng c
sai s' h thng
369 378 365 420 385 401 372 383
Hy tnh c lng khng chch ca phng sai sai s o
trong hai trrig hp: a) bit s" o tht bng 375; b) khng
bit s" o tht.
9. Theo di thi gian hon thnh mt sn phm ca hai
nhm cng nhn
155
Thi gian 43 44 50 55 60 65
- Nhm 1
S" ngi 2 5 15 20 5 3
Thi gian 45 49 53 60
- Nhm 2
S ngi 2 41 5 1
Tnh trung bnh mu v phng sai mu hiu chnh ca
thi gian hon thnh sn phm ca tng nhm v bnh
lun kt qu.
10. Mt l hng gm n linh kin (n rt ln). Ngi ta chn
ngu nhin ra m linh kin, nh du chng ri tr li l
hng. Sau khi trn k, chn ngu nhin ra k linh kin th
thy c l chic chic b nh du {k kh b so vi n). Hy
xc nh c lng hp l nht cho s^lng n.
11. mt cng trng xy dng ln lng trung bnh ca mt
cng nhn l 600000 ng vi lch chun l 50000
ng. Tnh xc sut lng trung bnh ca mt nhm 50
cng nhn chn ngu nhin nm trong khong t 610000
n 650000 ng.
12. Bit t l ph phm ca mt l hng l 5%, Tm xc sut
khi chn ra 400 sn phm t l hng trn (vi s^ lng
rt ln) th c trn 9% ph phm.
13. Trong 3500 sinh vin nm th nht ca trng i hc
Bch khoa c 28% mun hc nghnh in t - vin thng.
Chn ngu nhin ra mt nhm sinh vin 350 ngi (ca
nm th nht ). Tnh t l trung bnh ca s" sinh vin
mun hc ngnh in t - vin thng trong nhm sinh
vin trn.
14. Nhit ca 24 thnh ph" Vit Nam cng mt gi v
mt ngy trong thng 7 nh sau:
36 3031 32 31 40 37 29
41 3735 34 34 35 32 33
35 3333 31 34 34 35 32
Xy dng khong tin cy 99% cho nhit trung bnh trn.
156
15. Ngi ta mun c lng s^ ln gi trung bnh ca mt
tng i in thoi trong vng 1 ngy. Thng k trong
vng 50 ngy cho s" ln gi trung bnh l 525 vi s = 52.
Hy xc nh khong tin cy 90% cho s" ln gi trung bnh
.
16. Chiu cao trung bnh ca mt nhm hc sinh gm 20 em l
1,65 m vi lch chun mu l 0,2 m. Xy dng khong
tin cy 95% cho chiu cao trung bnh ca ton b hc sinh.
17. Chn ngu nhin 50 sinh vin mt trng i hc th
thy c 21 n. Hy c lng t l n trng i hc
vi tin cy 90%.
18. Mt thit b o c hai dung sai l 0,2 cm. Thng k 25 ln
o cc chi tit cng loi ta c di trung bnh l 15,2 cm.
Hy c lng di trung bnh ca loi chi tit trn vi
tin cy 99% (gi s sai s" o khng c tnh h thng).
19. Kim tra ngu nhin 500 sn phm ca mt nh my th
thy c 240 sn phm loi A. Hy c lng t l sn
phm loi A t thiu ca nh my vi tin cy 95%.
20. Theo di 100 sinh vin xc nh s" gi t hc (X), kt
qu nh sau: x = 4,01 vi s = 3,51. Hy tm khong tin
cy 95% cho s" gi t hc trung bnh ca sinh vin. Th
c lng t l sinh vin khng t hc.
21. Trn mt mu gm 26 s" liu ngi ta tnh c di
trung bnh X = 30,2, vi S = 6,25. Tm khong tin cy 95%
cho phng sai.
22. c lng xc sut mc bnh A vi tin cy 95% v
sai s" khng vt qu 2% th cn khm bao nhiu ngi,
bit rng t lc mc bnh A thc nghim cho bng 0,8-
157
Chng V
KIM NH GI THUYT
158
- Thu nhp ca c dn tun theo lut phn phi chun
(Ho) hoc khng tun theo lut (Hi).
- Thu nhp trung bnh nm l 50 triu ng (Hq) vi nhiu
dng i thuyt khc nhau: th d 50 triu, > 50 triu hoc
< 50 triu ng...
159
- Sai lm loi 1: bc b mt gi thuyt ng;
- Sai lm loi 2: chp nhn mt gi thuyt sai.
Do gi thit K c phn phi xc nh khi ng v nu
gi a l xc sut xy ra sai lm loi 1 th
= ^ 0 ng ), (1.2)
trong K ,, chnh l gi tr ca K trn mu c th ang xt.
Tng t nu gi yl xc sut phm sai lm loi 2, th
/? = P (K , e |//o S a i). (1.3)
160
G ii. Do tp nn c phn phi chun oV{0, ( / ) nn
27^^
y\
2^ \nk^.....................
.........
n [ e l - e l) _
I-
B. = A, . (1.4)
2n{e, -o)
= 0,05.
161
Gii. T cng thc (1.4)-, do X ~ oV^3; 25) khi H qng
a - p X > 5y5 H q = p
\ 5 5 /
X -3
v do z = .3 ~ VO, l)n n d thy a - P{Z >15) = 0,5 -
^1,5) = 0,5 - 0,4332 = 0,0668. Cn xc sut phm sai lm
loi hai
y - p ( x < 5 ,5 |ii),
Khi min ti hn
= (- , (-K'l-a/2. +<)
2) Nu H bt i xng lch
v tri (th Hy. 6 < o) ta
chn min ti hn lch v bn
tri (hnh 5.2). Da vo phn Hnh 5.2
phi ca K khi Hq ng, ta xc
nh phn v Ka sao cho
162
P {K < K^\Hq = a) v min ti hn Ba l (-<X), K^.
3) Tng t nu bt i
xng lch v phi (th d 6 >
o), ta chn Ba lch v bn p h i
(hnh 5.3). Da vo phn phi
ca K khi Hq ng, ta xc nh
Ki_a sao cho P{K > Ki_a\Ho) = a
v min ti hn Ba l + 0. Hnh 5.3
2. CC KIM NH DNG MT MU
163
b) Kim nh mt pha
+ Nu Hi. 0 < Q, r rng nn chn min ti hn lch tri
(xem hnh 5.2). T nu t Zb = Ka (hay {z^ - a - 0,5) ta c
min bc b
(2.3)
tc l nu iiC, < (ch l 2 ;, l s m) ta bc b o, ngc li
ta chp nhn n.
+ Nu Hi'. d > 9o, min ti hn s lch phi (xem hnh 5.3):
Ba = (2> +<) (2.4)
vi Zk = K^-a (hay <Hzb) = 0,5 - a).
rng min chp nhn H q (tnh i vi thng k K)
chnh l khong tin cy vi tin cy 1 - a cho k vng Oo (khi
bit phng sai = g). Ngi c c th d dng kim tra
c khi so snh (2.1) v (2.2) - (2.4) vi cc cng thc tng
ng chng IV, 4 (cc cng thc (4.4), (4.7) - (4.9)).
Th d 2.. Mt hng bo him thng bo rng s"tin trung
bnh hng chi tr cho khch hng b tai nn t l 8500 la.
kim tra li, ngi ta kim tra ngu nhin h s chi tr ca
25 trng hp th thy trung bnh mu l 8900 la. Gi s
rng s tin chi tr tun theo lut chun vi = 2600; hy kim
nh li thng bo ca hng bo him trn {a = 0,05).
Gii. Ta chn Ho, a = 8500, vi Hi'. a 8500; y mu
c cm sinh bi X ~ cKa, 2600^). Min bc b
gi thuyt //o l (xem (2.2)) (-C0, hoc (2*, +o) vi Zf, tm t
bn phn phi: (zi,) - 0,5 - 0,025 = 0,475, suy ra = 1,96.
Tnh thng k thc nghim
-Q 2600
bo ca hng bo him.
164
Th d 2.2. Mt ng ch ca hng thng cho rng dung
tch trung bnh ca thng l 55 lt (cr = 6 lt). Do kch thc
tn mua v c" nh nn khng c kh nng ng c
thng c dung tch ln hn na. Hy kim nh li kin ca
ng ch trn, bit rng khi kim tra 36 thng ta thy dung
tch trung bnh ch c 49 lt (a = 0,001).
Gii. D iu kin ca u bi, s hp l nu ta chn Ho',
a = 55 vi Hii a < 55 (a k hiu l dung tch trung bnh l
thuyt). n kt qu ca chng IV, thng k (2.1) s c
phn phi xp x chun, ngay c trong trng hp cha bit
phn phi ca bin gc X. T min ti hn ca cp H q,
trn s l Ba - (- co,Z ) vi Zf, tm t (p(zi,) - a 0,5 = -0,499;
suy ra Z) - -3,09. Mt khc thng k thc nghim
^ c.
Q b
Ta thy - 6 < -3,09, khng c c s chp nhn kin ca
ng ch ca hng thng.
2. Bi ton 2 (phng sai cha bit)
Ta thay thng k (2.1) bng
K = (2.5)
s
trong l phng sai mu hiu chnh. Khi Ho ng, ta
bit K s c phn ph Stiu-n t{n - 1). Mt khc do tnh
xng ca phn phi ny qua gc ta , nn cch lm rt
ging vi bi ton 1 trn.
a) Kim nh hai pha vi Ho', a = ao v H : a ^ o- t
= K^_ ^ ta c min ti hn tng ng
n-1.1--
2
(2.6)
165
b) Kim nh mt pha
+ Nu H{. 9 < o/ tm z^ = Ka = a v min ti hn s l
(2.7)
+ Nu H-. 6 > Ooi tm Z, = K-^a - 1-a v min ti hn s l
K={ K^r , - . K, ^>z , ] . (2.8)
Bn c hy so snh (2.5) - (2.8) vi (2.1) - (2.4) thy r s
ging v khc nhau gia hai bi ton 1 v 2.
Th d 2.3. Mt nh nhn chng hc cho rng chiu cao
trung bnh ca mt b tc ngi thiu s l 160 cm. Ngi ta
chn ngu nhin ra 16 ngi ln ca b tc ngi th thy
chiu cao trung bnh l 164,25 cm vi lch chun mu hiu
chnh l 6,25 cm. C th cho rng b tc ngi c chiu cao
trung bnh ln hn 160 cm hay khng (gi s chiu cao tun
theo lut phn phi chun v a chn bng 0,05)?
Gii, y ta chn Hq-. a = 160 vi H i. a > 160 cng vi gi
thit chiu cao X tun theo lut chun. Vi a = 0,05, /I = 16 ta
c Z, = ^15- 9 5 = 1,753. M t khc
s 6,25
Do 1,36 < 1,753, ta khng c c s bc b Hq, c ngha l
kin ca nh nhn chng hc l c th tin c.
Ch rng khi ^ > 30 vic tm Zb trong cc cng thc (2.6)
- (2.8) s a v tra bng Lp-la-x do tnh xp x chun ca
phn phi Stiu-n. Thm ch ngi ta c th b qua c gi
thit chun ca bin gc X. Tuy nhin cc kt qu trong c hai
trng hp u ch l gn ng (nhng i hi mu ln).
2.2. Kim nh v t l
Gihg nh bi ton 3 phn khong tin cy, ta i gii
quyt bi ton kim nh v t l sau;
166
Bi ton 3, Vi mc ngha a, hy kim nh gi thuyt
H q: p = P q, bit r n g p l tham s phn phi p).
chng IV ta bit nu dung lng mu n ln v p
khng qu gn 0 hoc 1 (tc l ip > 5 hoc n ( - p) > 5) th
phn phi chun c th c dng xp x phn phi nh thc
,[n, p. Nu gi m/n = /'l tn su^t mu - c lng ca
xc su"t Py th p s c phn phi xp x chun vi k vng
bng p v phng sai p (l - p)n, T bi ton kim nh v
t l khng c khc bit cn bn so vi kim nh v k vng.
Bn c hy t tm ly cc quy tc kim nh tng ng
( n mc 4.3 ca chng IV). Chng hn nu chn i
thuyt H: p ^ Po th tiu chun kim nh s l
K = f - P (2.9)
V p o (1 - Po)
a
v ta s bc b Hq nu > Zf, vi [z^) = 0,5 -
' - 0.806
> o (l-P o ) > 2 5 .( 1 - 0 ,2 5 )
T do -0,806 < 1,96 ta khng c c s bc b thng bo
ca ta bo .
Th d 2.5. Mt hiu lm u cho rng 90% khch hng
ca h hi lng vi cht lng phc v. Nghi ng ch hiu ni
qu ln, mt nh iu tra x hi hc phng vn 150 khch
hng ca hiu .lm u th thy 132 ngi ni hi lng. Vi
mc a = 0,05; c th tr li th no cho nghi ng trn?
167
Gii, y ta nn chn H qI p = 0,9 vi H^: p < 0.9. Vi
a - 0,05, gi tr Zj tm c bng cc tra bng (Zb) = a - 0,5 =
-0,45, suy ra Zj = -1,645. Mt khc
^~ .- Vn = (^ 32/150)- -0,833.
Po(l - Po) j 0 ,9 .( l- 0 ,9 )
T do -0,833 > -1,645; ta khng c c s bc b kin ca
hiu lm u.
2.3. Kim nh v phng sai
Vi gi thuyt chun ca bin gc X v xut pht tmt
mu X i , ^2, ta phi kim nh gi thuyt sau:
Bi ton 4. Kim nh H q. VX = Q (o bit) vimc
ngha a. kim nh gi thuyt trn ta dng thng k
(2 . 10)
c) : a^>
(2.12a)
l8
Bn c hy so snh (2.11) - (2.12) vi cc cng thc tng
ng ca mc 4.4, chng IV.
Th d 2.6. Ch hng sn xut mt loi thit b o cho bit
lch chun ca sai s'' o (gi s n tun theo lut chun) l
5 mm. Kim tra mu gm 19 thit b o th thy s'^ = 33 mni".
Vi a = 0,05 c th kt lun g v kin ca ch hng?
Gii. Ta chn H q. cr - 25, cn i thuyt hoc cr ^ 25,
hoc cr > 25. Trong c hai trng hp
18,33
23,76.
cr; 25
Mt khc nu cho 25 ta phi tra hai ln bng
/^18;0,02 /18-0,975 ~ 31,5;
Cn nu / : > 25 th = 28,9 . Nh vy trong c hai
trng hp kin ca ch hng u c th chp nhn c (do
8,2 < 23,76 < 31,5 hoc 23,76 < 28,9).
Th d 2.7. Th chu lc ca 35 cht kho th thy
^ch chun mu hiu chnh l 3,5 pao (1 pao c 450g). C th
cho rng bo m ca ngi sn xut l lch chun tht
bng 3 pao c khng?
Gii. Ta chn //(): cr= 3 vi i thuyt -> 3. Tt nhin
c th a v bi ton 4, nhng y dung lng mu n = 35
nn ta s dng s kin (xem 2, chng IV) s c phn phi xp
_2 ^
X chun c4' cr,o; nu H q ng. T ta a v dng (2.4).
2n
Vi a = 0,05, gi tr Z, - 1,645. Mt khc
s - c
K tn
f
Do 1,39 < 1,645 nn khng c c s bc b bo m ca nh
sn xu't.
169
3. CC KIM NH DNG NHIU MU
3.1. So snh hai k vng
Gi s ta c hai tp nn vi hai bin gc tng ng X ~
c4\ai, -|) v Y ~ '{a.2, ). Nu mun so snh a, v 2 ngi
ta a ra gi thuyt H q-. a, = 2- Thng tin mu gm hai tp
mu tng nga: vy,, ,
Bi ton 1. Vi mc a hy kim nh H. Oi = 02-
tng l thuyt l a v kim nh Oi - 2 = 0 = E - Y).
1) Nu bit , v -2 ta s dng tiu chun
( x - ) - ( a i -a^)
K = ^ -------------( 3 . 1 )
? 2
^2
+ ----
i ^2
D kim tra t chng IV, ta thy thng k (3.1) c phn phi
c4'X0, 1) v nu Hq ng th Oi - 2 = 0. T ging nh bi
ton 1 ca 2 ta c (trong Z a l phn v chun a).
a) Nu Hi, 2 , min ti hn mt pha l (xem (2.2))
B a = liT j > z (3.2)
1--
2
170
+ Nu /2] v I2 kh b, vn s phc tp hn mt cht.
Ta s s dng tiu chun sau:
(x-)-(a,-a,)
K =, (3.5)
________1 ) s + ( ^ 2 ^
\ + r2 ~ 2 V^I n2 J
Nu thm gi thit hai bin gc c phng saiging nhau th
nu Hong, thng k K ^ t(rii + ri2 2). T cch lm s
ging nh bi ton 2 ca 2.
a) H^: O 2 th Ba = Kt^:\KiJ> t ^ }; (3.6)
) 2
171
Theo (3.8) do 2,42 > 1,703, c c s cho rng tr nhm m
xhng h t thuc nng hn.
Th d 3.2. Ngvi ta nghin cu nng st la m hai vng
khc nhau, vng th nht c 9 tha rung c chn vi nng
sut bnh qun X] = 24,6 t/ha v s = 0,24 ; cn vng th hai
c 16 tha rung vi nng sut bnh qun - 25,8 t/ha v
s = 0,16. Vi a = 0,05 hi c s sai khc ng k gia cc nng
sut trung bnh hai vng khng (gi s nng sut l cc bin
ngu nhin tun theo lut chun cng phng sai)?
Gii, so snh nng sut trung bnh, ta chn ] = a.; vi
H^ \ a^. Tra bng Stiu-n cho ta 0.975 - 2,069. Mt khc
24,6 - 25,8
-6,67.
8.0,24 + 15.0,16
/ 1 1
9 + 16-2 ^ + --
[9 16,
Do 1-6,67 1 > 2,069 khng c c s ch^p nhn H, hay nng
sut trung bnh c th coi l khc nhau.
Ch :
~ Nu i v ri2 kh ln, ta c th b gi thit chun ca
u bi.
- l hai i thuyt > a -2 v I < 2 d dng chuyn
i cho nhau bng cch thay i th t ca hai mu.
- Trng hp mu cp (x,, i nn thit lp hiu
"v a v kim nh gi thuyt H)', EZ - 0 (m trong
2 xt).
172
Tiu chun kim nh s l
n2 J
trong f l tn su^t mu tng ng vi hai mu
. v yi, 3/2, , yn^\ =^hlUhfl._ Nu io ng v Tii, Ui
ri + r2
kh ln th
fr-f2 (3.9)
1 1
V ' f ) n ^ )
173
khi
0 ,1 -0 ,1 5
-2 ,2 7 6 .
1 1 1 1
0, 12 . 0 , 88 . +
n 500 400
(3.12)
174
v K ~ #(! - 1, 2 - 1). T ph thuc vo l thuyt Hi ta c:
a) Nu Hi: crf 5^ |, ta c min ti hn
(3.13)
ni-.n.i-.~ ^ 1 1 2 11
- . - . - -
9.2550 + 9.3600 r 1 1^
10 + 1 0 - 2 V 10 10
Trong khi ,8- 0,975 = 2,101 v do I 1,42 I< 2,101 gi thuyt
H q. Oi = 0 2 c chp nhn. Ch trong thc hnh khi i v
2 > 30 ngi ta cn xp x
175
s ~ cyK
t sf - s ~ V crf - , v n
min ti hn hai pha
Sj 2
K,.tn = K tn > z
2S 2s 1-^2
4-
n. n<
176
k
n = Hy + ^2 + ... + lk -
__ 1 /Ll _ 1 *
i= l J = \ i= l
'V i=\
= ( T j - x f nj. (3.15)
j =l
Tng bnh phng cc lch c tnh theo cng thc
J= i=l
177
(3.17a)
(3.17b)
178
t tng bnh phng
J
1 QV
= fl5 .0,8445^ + 9.1,2841^ + 14.0,9419^ = = 0,99.
38'' ' 38
49,94
Cui cng t (3.18) = 50,5;
0,99
mt khc nu chn a - 0,05 th F. 38 095 = 3,24 < 50,5. Nh vy
khng c c s chp nhn /(), hay nng haemoglobin ca
cc nhm bnh khc nhau ng k.
179
ton kim nh tnh ng n ca nhng gi thit v phn phi.
Cch gii quyt cc bi ton dng ny lm ging nh kim nh
tham s, u tin ta xc nh gi thuyt, th d nh X tun theo
lut chun, lut u, lut Poa-xng..., v thuyt l X khng
c phn phi tng ng . Sau da vo mt tiu chun kim
nh v tnh n trn tp mu c quyt nh. Loi tiu
chun y c gi l tiu chun ph hp,
C nhiu loi tiu chun ph hp khc nhau. Trong mc ny
ta ch xt mt tiu chun kh thng dng mang tn Pic-xn v
dng ti phn phi 2 ^. N c xy dng da trn s so snh
tn sut thc nghim v xc sut l thuyt ca phn phi xc
sut gi nh.
Gi s ta c mt tp mu c phn lp
X - X 2 Xi- - X, Xk-I - Xk
nx 72 rii ... rik
vi kch thc mu n = 7Zi + ^2 v X < %2 < ... < Xk.
Thng thng di cc khong chia bng nhau (c th khc
nhau) v gi tr rii khng qu b (> 5, c th chp nhn ngoi l
cho khong u v cui). Gi thuyt a ra kim nh c dng
H q\ X - c hm phn ph xc sut F{x' vi thuyt Hi i
lp vi io- Lu rng nu F{x) ph thuc vo cc tham s" cha
bit, ta phi thay th chng bng cc c lng hp l nht.
Nu H q ng, t s" iln s gn vi xc sut Pi bin X
nhn gi tr trong khong th i (ch P i hon ton tnh c
da vo F(x) bit). T Pic-xn a ra tiu chun
k
(4.1)
- i=l npi
R rng K cng b th phn phi xc sut ca X cng gn F{x).
Ngi ta chng minh c rng 72 -> co th phn phi xc
sut ca K khng ph thuc vo phn phi ca bin gc X s
lao
xp x ti phn phi - r - 1), vi r l tham s cha bit cn
phi c lng.
T vi mc ngha a, ta c th xc nh min ti hn
cho tiu chun K trong (4.1)
B^={K,^-.K,^>xlr-v^-a] (4.2)
Ch khi tnh P i = P { X i _ i < X < Xi ) - F(xi) - F(Xi_i) cho cc
bin X lin tc th Xo chn bng -0 0 v X); = + 00. Nu bin X l
ri rc vic tnh p, da vo hm xc sut tng ng vi Ho.
Th d 4.1. Quan st mt thit b c 10 trng thi tt c 75
ln ta thu c kt qu
Trng thi 1 2 3 4 5 6 7 8 9 10
S" l n Tii 5 8 3 11 4 5 4 14 . 13 8
Vi a = 0,05 c th cho rng vai tr cc trng thi nh nhau
hay khng?
Gii. Nu vai tr cc trng thi l nh nhau th s ln
xut hin ca chng phi bng nhau. T nu gi X l bin
ngu nhin ch s" th t ca trng thi th X phi tun theo
lut phn phi u ri rc vi Pi = 0,1, i = 1,10. Bi ton a
v kim nh H, X c phn phi u, vi a = 0,05. Tnh vi
k = 10, n = 75,
10
-n pi
= 19,0.
i=l nPi
Tra bng / tm 9 5 = 16,92 < 19,0, t e So,05 v gi
thuyt Hq khng c c s c chp nhn.
Th d 4.2. Quan st s" lng k sinh trng trong hng
cu ca bnh nhn mc mt loi bnh v mu, ta c kt qu
S lng k sinh trng 0 1 2 3 4 >5
S ngi bnh 40000 8621 1259 99 21 0
181
4.2. Kim nh gi thuyt c lp
Tiu chun cn c th dng kim nh tnh c lp
ca hai c tnh no ca cc l tng ta quan m.
kim nh gi thuyt trn ta lp bng nh sau: Gi X v S I y
P ^ =n PyU)
^ n
R rng nu X v y c lp th
n n
nu H q-. X v Y c lp ng, tiu chun
184
^ ^ [z v ^ n ^ j)"
(4.3)
ih j)
s l o s gn nhau gia xc sut l thuyt v thc
nghim. K tun theo lut vi s bc t do {r - l)(s - 1)
khi n kh ln. V vy vi a cho trc min ti hn ca tiu
.*> __*
chun K s l
r s 2
Ba K ,n = n (4.4)
i= =i
~ ^ tn ^ tn > - ^ ( 3 - l ) ( 4 - l ) ; 0 , 9 5 1
= 12,59}.
C th dng (4.3) hoc (4.4) tnh tiu chun Ktn = 1075. R
rng hai c tnh trn khng th c lp vi nhau.
Th d 4.5. Ngi ta tin hnh thm d v 3 ng c vin
vo chc th trng (l cc ng A ], A a, A3) ba qun (qun Bi,
B 2, B3). Kt qu thm d nh sau (trn tng s 310 ngi):
85
4.2. Kim nh gi thuyt c lp
Tiu chun cn c th dng kim nh tnh c lp
ca hai c tnh no ca cc i tng ta quan tm. e
kim nh gi thuyt trn ta lp bng nh sau: Gi s X v y
184
rsn ^ ^ ^ n ^ j)
(4.3)
tth
s l o s gn nhau gia xc sut l thuyt v thc
nghim. K tun theo lut vi s bc t do {r - l)(s - 1)
khi n kh ln. V vy vi a cho trc min ti hn ca tiu
chun K s l
K ,n = n y y _ Z ! v _ (4.4)
Vng Nu en Hung I
Mt
Xanh 1768 807 189 47 2811
Ghi 946 1387 746 53 3132
Nu 115 438 288 16 857
2829 2632 1223 116 6800
Hi mu mt v mu tc c c lp vi nhau hay khng
(a= 0,05)?
Gii'. Theo (4.4) min bc b H q. Mu mt v mu tc c
lp l
o r ^ tn ^ tn > - ^ ( 3 - l ) ( 4 - l ) ; 0 , 9 5 1
= > 12,59} .
C th dng (4.3) hoc (4.4) tnh tiu chun K^ = 1075. R
rng hai c tnh trn khng th c lp vi nhau.
Th d 4.5. Ngi ta tin hnh thm d v 3 ng c vin
vo chc th trng (l cc ng Ai, A 2, A 3) b a qun (qun Bi,
B2, B 3). Kt qu thm d nh sau (trn tng s" 310 ngi):
185
Qun
Ba B3 I
ng c vin
A. 50 40 35 125
30 45 25 100
A3 20 45 20 85
z 100 130 80 310
Qun
Ba
n g c vin
40,32 52,42 32,26
A2 32,26 41,94 25,81
A3 27,42 35,65 21,94
186
r ^
n,m.
3 3
^ y 10,539.
t= j= l
n
Bn c c th thit lp bng tnh tng ng, l -
n
> \
c tnh trong bng va lp trn. By gi ta ch cn vic tra
bng tm ngng ca min ti hn 2 (3 -i)(3 -i );0 95 =9>488.
Do Kn - 10,539 > 9,488 ta khng c c s chp nhn gi
J
thuyt Ho v c th kt lun rng mc tn nhim ca c tri
A I s l l . / 1
3 qun l khc nhau.
BI TP
1. Mt loi bng n c tui th tun theo lut phn phi
chun \a, (/) vi = 150. Cho gi thuyt gc H. a =
3600 vi i thuyt H. a = 3500 v a = 0,01. Nu mun
xc sut phm sai lm loi hai bng 0,05 th cn i hi
kch thc mu bng bao nhiu?
2. Mt thy gio ngh rng ch c 33% hc sinh c lm bi tp
nh. Nhng mt cu hc sinh li cho rng thy gio c
phn bi quan. Cu chn mt nhm ngu nhin gm 49 hc
sinh v thy c 17 lm bi tp nh. Vi mc a = 0,05 bn
xc nh xem thy gio hay hc sinh c l hn.
3. Mt l g c thng bo l c trng lng trung bnh l
1,6 kg. Nghi ng trng lng trung bnh khng t mc
y, mt ngi ly ngu nhin ra 24 con g th thy gi tr
trung bnh mu l 1,5 kg vi 5 = 0,1 kg. Vi a = 0,01, hy
kim nh li nghi ng trn.
4. Thng thng mt my ng gi c coi l t yu cu
nu 90% sn phm t mt trng lng quy nh no .
Chn h ha ra 100 sn phm th thy c 87 t trng
187
lng quy nh. Hy xc nh xem, vi a - 0,05, my hot
ng t yu cu hay khng?
5. Mt hng iu tra d lun cho bit c 68% c tri s b
phiu cho ng c vin A. Chn ngu nhin ra 36 c tri th
thy c 26 ngi b phiu cho ng c vin A. Vi a = 0,05
bn c kt lun g v kt qu iu tra ca hng trn.
6. Mt dy chuyn sn xut bng n c tui th 750 gi.
Nghi ng do dy chuyn hot ng lu nn sn xut
km cht lng, ngi ta chn ngu nhin ra 10 bng th
thy tui th trung bnh t 740 gi vi s = 40 gi. Vi mc
a = 0,1 c th kt lun rng cht lng ca dy chuyn
trn c km hn hay khng?
7. Mt hng truyn hnh cho bit 70% khn gi xem chng
trnh phim truyn ca hng vo tl th by hng tun.
Mt hng khc nghi ng tnh chn thc ca tuyn b" y
lm mt cuc iu tra trn mu gm 200 khn gi th ch
c 130 ngi ni c xem chng trnh phim truyn trn.
Vi ngng a = 0,05 c th cho rng tuyn b" ca hng
truyn hnh u l ni hi qu ln khng?
8. Mt my tin sn xut ra mt loi chi tit c ng knh
trung bnh l 1,5 cm (gi s ng knh tun theo lut
chun), bit rng lch chun ca ton b s chi tit sn
xt ra l 0,01 cm. Ngi ta chn ngu nhin ra 25 chi tit
th thy ng knh trung bnh l l,501cm. Vi ngng
a = 0,05 c th cho rng my tin trn vn t yu cu hay
khng?
9. xc nh bo ca mt loi pho mt, ngi ta chn
ngu nhin ra 10 ming, ct i v hai na c gi cho
hai phng th nghim A v B. Kt qu xt nghim nh sau ;
Th t
1 2 3 4 5 6 7 8 9 10
ming
A 40 39 40,2 38,2 39,7 37,7 41,4 36,5 40,7 38,9
B 41,9 39 40,7 39,3 39,2 38,2 41,3 38,5 39,8 38,7
188
Gi s cc s" o tun theo lut chun. Vi a ~ 0,01 c th
cho rng cc kt qu xt nghim ca hai phng th nghim
khc nhau c bn hay khng?
10. Theo phng php nui th n h t c 12 con g con b cht
trong s^ 200 con. Nui i chng 100 con theo cch nui
th hai th c 5 con b cht. Vi a ~ 0,05 c th kt lun
phng php nui th hai tt hn khng?
11. Chn ngu nhin 47 vng bi cng loi th thy lch
chun trung bnh ca ng knh s ~ 0,003. Theo qung
co th lch chun tht khng vt qu 0,0025. Vy ta
c th kt lun g ( = 0,05)?
12. Nh sn xu^t inh tn cho bit ng knh inh ca ng
ta c lch chun 0,01 cm. Chn mt mu rjgu nhin
gm 10 inh tn th thy s - 0,018 cm. Bn s ni g v
kin ca nh sn xut?
13. Mt hng sn xut cho rng chi ph trung bnh cho mt
chuyn cng tc n nc A ca nhn vin hng l
1700$. Nghin cu ngu nhin chi ph ca 10 ln cng tc
nh vy cho kt qu ($)
1750 1693 1710 1730 1650
1720 1688 1703 1680 1760
Vi a = 0,05, kim nh xem chi ph trung bnh ca mt
ln cng tc c qu cao hay khng?
14. Kho st hai siu th th n h ph' X, ngi ta thy lch
chun ca s^ tin mua hng siu th tng ng l 30000
ng v 20000 ng. Nghin cu 2 mu khch hng hai
siu th trn vi 44 v n >== 15 ta thy s tin trung
bnh chi mua hng l lOOOO v 135000 ng.Vi a =
0,05 hi c s k h c b i t c b n v chi p h m u a h n g t r u n g
bnh ca khch hng hai siu th trn hav khng?
189
15. Hai my ct dy thp c cc lch chun tng ng I =
0,26 cm v 2 - 0,31 cm. e kim tra xem hai my c ct
dy cng di hay khng, ngi ta chn ngu nhin 50
dy thp do mi my ct ra th thy c cc di trung
bnh mu tng ng - 142,6 cm, ^2 = 142,30 cm.
Hy kim nh vi a - 0,05.
16. Ngi ta chia cc vn ng vin thnh hai nhm: nhm
th nht gm 130 ngi c ung vitamin X, nhm th
hai gm 128 ngi c ung thuc gi (placebo). Sau mt
ma thi u s' ngi nhim cm mi nhm tng ng l
30 v 39. V a - 0,05 ta c th cho rng vitamin X lm
tng ng k kh nng chng cm ca cc vn ng vin
khng? C th cng kt lun nh trn vi a ~ 0,01 khng?
Gii thch ti sao.
17. xc nh xem ngi vng ni cao c tui th trung bnh
cao hn ngi vng bin hay khng, ngi ta chn ngu
nhin ra hai mu. mu th nht gm ngi vng ni
khi xt 50 giy khai t thy tui th trung bnh l 70 nm
vi lch chun S] = 11,2 nm; cn m u th hai (ngi
vng bin) 100 giy khai t cho thy tui th trung bnh l
65 nm vi lch chun $2 = 12 nm. Vi mc a - 0,05 c
th cho rng ngi vng ni th hn ngi vng bin
khig?
19. Ngi ta kho st 15 sinh vin nghin cu hiu qu ca
vic ging dy theo phng php mi. Trc khi hc, sinh
vin s lm mt bi kim tra (im ti a bng 100), sau
khi hc s lm bi kim tra th hai. Kt qu im ca
tng hc sinh nh sau:
S" th t 1 2 3 4 5 6 7 8
Trc hc 54 79 91 75 68 43 33 85
Sau hc 66 85 83 88 93 40 58 91
1n
S" th t 9 10 11 12 13 14 15
Trc hc 22 56 73 63 29 75 87
Sau hc 34 62 59 80 54 83 81
191
23. Mt cng ty lp my mua linh kin ca hai nh my. Mi
linh kin c th c 4 loi li khc nhau. Sau khi th
nghim mt s" linh kin ngi ta thu c kt qu (hai
mu cng kch thc)
loi
1 2 3 4
Nh
A 60 50 40 30
B 30 32 25 25
Vi mc a ~ 0,01 c th chp nhn gi thuyt v s ging
nhau gia cc t l li ca cc linh kin ca hai nh my?
24. Mt hng bo him nghin cu tn s" tai nn ti gia trong
cc gia nh c t hai con tr ln. Mt mu gm 200 gia
nh c chn v kt qu thng k cho thy:
S" tai nn 0 1 2 3 4 5 7
S gia nh 25 54 59 36 18 6 2
Theo bn s" tai nn trn ph hp vi phn phi xc sut
no? Kim nh iu nhn xt ca bn vi mc a - 0,05.
25. Ngi ta tin hnh bn th 100 lot vo bia, mi lot 10
vin vo 1 bia. Bng s" liu quan st nh sau:
S n trng 0 1 2 3 4 5 6 7 8 9 10
S"bi a 0 1 3 5 20 22 25 16 6 2 0
Hi s" n bn trng 1 bia c tun theo lut nh thc
khng (a = 0,05; tham s^p c c lng bng tn sut)?
26. Nghin cu 1000 l tng ta c b s^ liu
X, 5-15 15-25 25-35 35-45 45-55 55-65 65-75
45 197 308 212 198 22 18
192
C th cho rng b s liu c cm sinh bi mt bin
ngu nhin chun hay khng (a = 0,05)?
27. Cho b s" liu v chiu cao ca mt ging cy 2 tun tui
cao 5 7 9 11 13 15 17 19 21
S' cy 10 26 27 33 25 22 24 20 13
Vi a = 0,01 hy kim nh gi thuyt v phn phi chun
ca cao trn.
28. Gim c thng mi ca mt hng chi mun nghin
cu kin khc hng v mt loi chi mi 4 vng. Kt
qu iu tra nh sau:
Khng bit g Gi chi Gi
Vng Tng
v chi va phi cao
1 64 28 106 198
2 84 42 76 202
3 56 14 130 200
4 60 20 120 200
Tng 264 104 432 800
Vi mc a = 0,01 c th cho rng cc cu tr li l ging
nhau gia 4 vng trn?
193
Chng VI
PHN TlCH HI QUY
PXY ~ ^ . (1.1)
194
(i) I PxY I 1!
(ii) I f>xY I = 1 khi v ch khi Y = a X + 6, trong a v l
cc hng s tt nh;
(iii) Nu X, Y c lp th PXY - 0 (ngc li ni chung khng
ng).
Nh vy ta c th dng p o mc ph thuc tuyn
tnh gia hai bin ngu nhin. Khi I /71 = 1 chng c quan h
tuyn tnh', nu p = 0 hai bin khng tng quan; khi p kh
gn 0 ta ni rng chng tng quan yu, cn nu Ip 1kh gn
1 chng tng quan cht (hiu theo ngha gn vi tuyn tnh).
Nu c thm gi chun ca
t h i t v PXY 0 tng
X y t h =
ng vi khng nh X v y c lp.
- x)(y, - )
r= i=
j(x,-xfiy,-
V=1 i=i
x ,y ^ -n X
( 1.2)
x-nxA y-n
A=i
195
v (1.2) s tr thnh gn hn (sl v S y l phng sai mu hiu
chnh tng ng ca X v Y )
s.
sX s y.
Ging nh p, h s mu r l o mc quan h cng nh
chiu hng ca quan h gia cc gi tr X v yi- Nu ta biu din
cc cp s (Xi, ,) l cc im trn mt phang ta . -cc, ta s
c mt m my im. Khi nu I r I = 1 m my im s
tp trung trn mt ng s tp trung trn mt ng thng.
Nu r > 0, a s cc gi tr ln ca ng vi cc gi tr ln ca
X v ngc li; ta ni ti tng quan dng hay t l thun.
Tng quan m s c khi r < 0 v ta c quan h vi khuynh
hng t l nghch (xem hnh 1.1). Trong thc t, do sai s
quan st, o c hoc tnh ton m
a) Tng quan dng b) Tng quan tuyn tinh dng c) Khng tng quan
196
Trong mt s" ti liu, ngi ta cn xt h s xc nh mu
i^y (vit tt l ) c nh ngha \ p - vi r xt trong
(1.2). R rng ( c min xc nh 0 < /? < 1 v l trng hp
ring ca khi nim tng ng dng cho cc h ng hc,
nhiu chiu v phi tuvn.
Th d 1.1. Tnh cc c trng mu ca b s^ liu (x^, yi),
i - 1,15 , th hin ct 1 v ct 2 ca bng s" di y.
X,; y, y\ yr
7,9 70,3 28,1 62,41 789,61 221,99
0,9 85,0 42,8 0,81 1831,84 38,52
3,7 100,0 57,8 13,69 3340,84 213,86
8,1 78,1 35,9 65,61 1288,81 290,79
6,9 77,9 35,7 47,61 1274,49 246,33
0,8 98,4 56,2 0,64 3158,44 44,96
6,0 59,2 17,0 36,00 289,00 102,00
7,2 86,8 44,6 51,84 1989,16 321,12
8,8 10,1 27,9 77,44 778,41 245,52
10,2 42,2 0,0 104,04 0,00 0,00
11,2 81,9 39,7 125,44 1576,09 444,64
0,5 97,1 54,9 0,25 3014,01 27,45
4,6 68,2 26,0 21^6 676,00 119,60
9,7 92,1 49,9 94,09 2490,01 484,03
1,0 91.2 49,0 1,00 2401,00 49,00
87,5 1198,5 565,5 702,03 24897,71 2489,81
i i i l
197
trnh phi tnh ton vi cc s qu ln, cc gi trca y
c tr i 42,2 v ta thu c y . l:
y' = X - 42,2; ' = - 42,2; Sy, = s, r^y. = r^;
Cc kt qu tnh trung gian c a ra trong bng s (ct 3 -
6). T :
2849,81 -15.5,83.37,7 _
^----------= -0,5417
^ 14.3,7.16,0
p^y = 0,2934.
V m t tnh ton, khi Xi v yi ln v m u c kch thc ln
{n ln), ta s gp kh nhiu kh khn. n gin hn, ngi
ta u tin sp xp s" liu di dng bng hai chiu. Gi s
trong bng cp gi tr (x xut hin riij ln = n).
Khi ta i bin s ging nh lm 2, chng IV:
B l. Chn a:o, Jo vi h, /2 tng ng;
B2. Tnh cc : = ~ ;
hx
B3. Tnh ^U i^ ^ -, ^ u f n ^ ; v j n ^ j \
J J i
B4. Tnh X - hy + Xq',Y = vh^ + y^]
2 _ l 2 o ^ . C 2 _ Z , 2 c 2 .
198
i
r=
nyj[u^ - (uf][v^ - (v
Ta xt quy trnh tnh ton trn mt th d c th sau y:
Th d 1.2. Xc nh cc c trng mu t bng s"liu sau:
y,
10-15 15-20 20-25 25-30 30-35 35-40
0 -0 ,2 4 4
0,2 -0 ,4 2 2 4
0 ,4 -0 ,6 2 2
0 ,6 -0 ,8 6 4 4 14
0 , 8 - 1,0 6 6 12
1 ,0 -1 .2 4 4
n. 6 8 2 4 10 40 40
-3 -2 -1 0 1 1
-3 4 4
-2 2 2 4
-1 2 2
0 6 4 4 14
1 6 6 12
2 4 4
6 8 2 4 10 10 40
199
Nh vy thay v lm vic vi cc X, khng nguyn v V, kh
ln, ta tnh ton vi cc U v i u nguyn v kh b. Theo
cc cng thc trn:
200
vi r l h s" tng quan tnh trn tp m u ngu nhin (x y),
i = l , n . Nu gi thuyt Hq ng ngi ta chng minh rng
K - t{n 2)\ i\l m in ti hn ca tiu chun k s l:
(1.4)
2
(x ^ - x f = x = 1701,25 = 48,125;
l o
1 (3 ', - f = y - H y . = 7 2 , 7 9 8 = 0,6780;
115.24,02
^ (x , - z ) ( x = =345,008
Th 8
= -0 ,2 9 7 5 ;
201
r= -0.0489.
748,125.0,678
Bi ton kim nh tnh c lp ca X v y a v kim nh
gi thuyt
Ay = 0;
'. /? X Y 0 (a = 0,05).
Theo (1.3), ta tnh
V l-r^ 7 l - 0,0489^
Do t bng Stiu-n ^60970 = 2,447 > I I = 0,1199 nn theo
(1.4) gi thuyt H q chp nhn c.
Th d 1.4. Kim nh tnh c lp ca hai bin X v Y
cm sinh ra b s liu mu trong th d 1.1 (a = 0,01; X v y
tun theo lut chun).
Gii. T kt qu thc nghim r = -0,5417, ta c tiu chun
(1.3) tnh trn mu l:
V l - 0,5417'
Mt khc, vic tra bng cho ta ^13 0995 = 3 ,01. Do \Ki\ = 2,32 <
3,01 nn ta khng c c s bc b Hq. y ta thy r =
0,5417 khc kh xa 0 m ta vn cha th khng nh l gia
X v Y c quan h no . Nguyn nhn cng c th l kch
thc mu qu b chng? Lu l nu chn a = 0,05, ta c
^13 0 975 = 2,16 v kt lun ca kim nh li l bc b H q. Nh
202
1.4. Kim nh gi thuyt v h s tng quan
1. Kim nh H q\ p~p cho trc
Theo mt ngha no , gi thuyt //() y l trng hp
tng qut ha kt qu ca mc trn, Ngi ta a ra thng k
z =-ln^--^
2 l-r
(1.5)
vz =
n -3
Trong thc hnh vi n. > 50 c th chp nhn kt qu trn.
T nu chn tiu chun ca quy tc kim nh l:
- In = 0,5510;
2 1 - 0 ,5 2.149
203
7^ = ^ = = = 0,082,
Vl47
t :
0 5 8 6 2 -^ ^
' 0,082
K =
yjvz, +
Hm s ny c phn ph tim cn chun cyXO, 1 ) v ta c th
dng li quy tc nh trong ( 1 .6) cho min ti hn i xng.
2. HI QUY
204
nh quan h hm theo ngha thng thng ca gii tch, v
mt l thuyt ngi ta a vo khi nim hi quy tuyn tnh
(xem chng III) thng qua k vng c iu kin
E { Y /X = x ) = a x + b. (2.la)
V mt thc hnh, cho n gin, ta s tt nh ha bin
X, v sau ny s chuyn cch vit thnh X, v gi n l bin
c lp (x l tt nh theo ngha ta kim sot n hon ton). Y
vn l bin ph thuc v l bin ngu nhin, th hin ca n i
l p ng i vi gi tr X. Ta vn c b m u cp kch thc n
l (X, yi), i = l,n . Vi nhng n gin , cng thc (2. la) s
tr thnh:
E Y = ax + 6.
Trong cng thc (2.1b) cha xut hin cc yu t" ngu nhin
gy ra tnh bt nh ca bin Y. V th cho cht ch v y
, ngi ta a vo khi nim nhiu, k hiu l e, v thit
lp m hinh tuyn tnh
Yi - ax^ + 6 + ,, = l , w, (2.2)
vi Si l cc bin ngu nhin lin quan trc tip v gy ra s
ht nh ca y,. Ta s yu cu tha mn 2 iu kin
(i) : Ee^ ==0 V = l,/z; (2.3a)
205
bt nh ca bin X l khng ng k so vi Y (m thc
nghim c th chp nhn c). Hn na, v phi ca (2.2)
c yu t" nhiu ngu nhin, nhng kha cnh ngu nhin ca
X c th trong mt chng mc no chuyn sang cho nhiu.
Tm li, bi ton t ra l trn c s b s liu quan st
(x,, y-),i = l,n, hy:
y - x + ).
206
Phng php ny c tn gi l bnh phng cc tiu, cn hm
Q(a, b) = -aX - b = chnh l tng bnh phng sai
i
Ta s c:
Z (,-X )(y,-y) Y^x^y^-nXY
A
= (2.6a)
(^< -
i
b = ~x, (2 .6b)
C nhn xt rng
(x ^ - X )(y, - ) = ( x , - x)y^ = - )x,.
i i i
207
vy. = = o^; (2.7b)
v c th c lng bng phng sai mu ca Yi
2
(2 . 8)
(2 .10)
i = E (^ . - = ( s - s ). (2.11)
208
Th d 2.1. Kt qu nghin cu thc nghim trn 8 ngi
n ng nh sau:
Trng lng (kg) 58,0 70,0 74,0 63,5 62,0 70,5 71,0 66,0
H uyt tng (1) 2,75 2,86 3,37 2,76 2,62 3,49 3,05 3,12
r= 8,96 = 0,76;
7205,38. 0,6780
= - = 0,043615;
205,38
6 = 3,0025 - 0,043615.66,875 = 0,0857.
Nh vy s ph thuc ca lng huyt tng vo trng lng
c th c th c m t bng (hi quy mu);
y = 0,0436x + 0,0857.
Ta c th tch c lng khng chch ca phng sai sai s" m
hnh trn theo (2.9) c n (2.11)
2,09
= -(0,6780 - 0,0436^205,38) = 0,047929.
= - 0 ,8 6 .- ^ ^ = 27,8147;
0,286
= - " = 26,75 - 27,8147.0,69 - - 7,5578;
v ng hi quy cn tm l:
3/ = 27,81a: - 7,56.
3. Cc tnh cht ca c lng bnh phng cc tiu
a) Cc tnh cht thng k
(i) v l c lng khng chch ca a v 6.
Ta chng minh cho , vic chng minh vi 6 rt n
gin. n (2.4)
= a X + b + ,i = l , n,
ta c;
Y - aX + b + I;
(s- =
T -y; - y = a(X;
-\ - X j + - e- v thay vo cng
=1
thc (2.6a):
(* . -
= a + i =w
l______________
_ o
(-, -
i=l
t E { ) = a. Nu k hiu = X + , d thy:
E {i~ yi) = 0 Vi = l,n .
210
p :
(ii) V - = n ; v = a = I_____=
^ n
]_____
_ o
.
I (
i=l
* , -
ii=l( " . -
_'\
COl^( , b =) -ai, =
(-. -
=1
Bn c hy th chng minh cc cng thc trn, n
cch chng minh trong tnh cht a).
b) ngha hnh hc
K hiu cc vc t n chiu
^
y = :e= ; = v =
.yn, .1.
M hnh tuyn tnh (2.4) vit di dng vct (trong R")
y - ax + be :.
211
Vic tm c ling bnh phng cc tiu dn n xp x tt
n h t ca y trong m t p h a n g p sinh bi h a i vct e v .X (xem
hnh 2.2). e l hinh chiu vung gc ca V trn p, ngn
ca l im ca mt phng gn vi (ngn ca) y nht. Hnh
chiu vung ;^c ca y ln e s l Ye. ng thi dng t gc vc
t X ~ Xe, ta c nh l Ta-lt:
~Ye - (x - Xe).
Vc t vung gc vi mt phng chnh l vc t phn d
= y - . Trong.tam gic vung (y, , ), theo nh l Pi-ta-go
( = Y ). Do = 0 nn = 0 v - .
Chia hai v ca (2.13) cho n, ta thu c:
(2-14)
trong :
hay Sl = S | + ^Sl
212
2.3. Trng hp c gi thit chun
1. Phn phi ca c lng
M hnh (2.4) vi cc gi thit c th tm tt li
(xem (2.3a - c))
y; = aX; + 6 + i = l,n,
~ o ^ ( 0 , -^); E [ e -Sj ) = Q , i i t j .
(n-2)4~/(n-2), (2.16)
vi l v 6 v m t l thuyt l cc bin
/z 2
ngu nhin c lp vi Ngoi ra lu n cng
thc ca c o v(,b) trong (2.12), ta c phn phi ng thi
ca v 6 l:
1 -X
a
oV (2.17)
-X
n
Cc phn phi (2.15) - (2.17) t c s cho cc bi ton kim
nh gi thuyt hoc tm khong tin cy cho cc c lng
hoc cho cc d bo dng hi quy trong thc hnh.
Ngi ta cng chng minh c rng v 6 cng l c
lng hiu qu ca a v .
213
2. K h o n g tin c y
u tin ta tm khong tin cy 1 - a cho c lng .
Theo (2.15) v (2.16):
- a
= ~oV {0, 1);
4M
( n - 2 ) 4 - ~ z''(n -2 ),
nn thng k:
- a
(n - 2).
Tng t:
_____ ________
> - n 2,1c/2 / -\ < 6 < 6 +
-----------------
(x ,-X j
(2.18)
2 - w y 2 (2.18c)
^ n -2 ;l-a /2 ^n-2;a/2
214
^6; 0,975 2,447; ^1-0.975 14,449; ^1;0,025 1,237.
T ta c cc khong tin cy 95% tng ng cho a, b v
15
Bn c c th tm cc kt qu khc cho trng hp kim nh
mt pha; tng t cho kim nh v tham s" 6 v <.
Th d 2.4. Vi a = 0,05 hy kim nh gi thuyt a =0
vi thuyt a ^ (s' liu ca th d 2.1).
Gii. Nh trong th d 2.3 y ta gi s c gi thit
chun. Khi gi tr ngng ca bi ton te 0975 = 2,447. Tnh
thng k thc nghim (2.19), da vo tiu chun tng ng:
= ~ Q7205,38 2,8542.
0,2189 ^
Do 2,447 < 2,8542 gi thuyt Ho b bc b.
rng gi thuyt H q: a = 0 c ngha rt quan trng v
n cho php chp nhn hay bc b s c mt ca bin X trong
m hnh ang xt. Ngoi ra y;
*2
A
_ ^ r^2
K ~ ,----------------, suy ra K = _ ^
s i Z {^, -
/=1
v do ^ --------------'^(1; n - 2) ta c th dng
s ^ ' 1-r
tiu chun ny v phn phi & kim nh H q. a = 0.
2.4. H s xc inh
Z(>'. - = E x - i f + Z(>'. - ^ -
vi v tri l tng bnh phng lch ca y khi Y ( lch
tin nhim); hai s" hng v phi ln lt l tng bnh phng
21b
lch ca y so vi hi quy (hay tng phng sai d, tng bnh
phng sai s" hi quy) v tng bnh phng sai s" cm sinh
bi hi quy. Nu ta em tng th ba chia cho v tri th:
r -= ^1_ (2.20)
Z (x - ?) I(:v , - )
s c gi h s'xc nh mu ca m hnh hi quy tuyn tnh
(2.4), gi tr m ta bit 1 nh l bnh phng ca h s
tng quan. l nu = 1, (2.20) s cho ta ^ ( 3', ~ , f - 0
hay trong mi trng hp y, = - (m hnh chnh xc). Ni
chung , r'^ cho thy t l tng bnh phng sai s tin nghim
c gii thch bi m hnh tuyn tnh (bi bin X). rng
t cho ta phn ca tng tin nghim khng
c gii thch bi m hnh tuyn tnh.
Cu'i cng c lng (khng c iu kin hay tin nghim)
ca phng sai ca Y, nh ta bit chnh l:
Cn
217
cho n gin, thng thng ta gi s bit dng hm,
khi bi ton a v c lng cc tham s ca mt hm
bit. Th d cho hm fc. dng a thc bc hai:
f{x) = a + UX + aX^.
Vic xc nh ng hi quy phi tuyn mu i da vo
phng php bnh phng cc tiu xt trn, y ta i
tm cc c lng g, j v .2 lm cc tiu hm mc tiu:
vi (X , y i ) l cc cp s liu ( = l , ) . tm cc c lng
V /
218
trong k l tham s" cha bit ca /'m ta cn c lng, cn
f c dng ging /'nhng cc tham s" c thay bng cc c
lng ca chng.
Trong mt trng hp, ta c th s dng thut ton hi
quy tuyn tnh cho phi tuyn, nhng tt nhin trc phi
lm cc bin i s b tng ng:
Phng trnh
Hm f Phng trnh Bin i s b
sau bin i
hy-pc-bn y - X::---- z = at + b
a bx
m y = be'''' 2 = Iny; z = ax + In
ly tha y = 6x 2 = \ny; t - Inx z = at + In
1
m ngc ^ = be^'^ z = Inv; t = ~ z = at + In
X
1
y - -----------
m gi z = ^ = e" z = at + h
b -r ae y
Th d 2.5. Tm ng hi quy dng a thc bc hai ca y
l vi X da trn b s' liu sau y:
'\y , 1 2 3 4 5 6 lx
X,
1 2 1 3
2 1 2 3 1 7
3 1 3 2 6
4 1 2 1 4
5 _ 2 1 3
6
- 1 2
tiy 3 3 4 5 6 3 25
Gii, y n - 25, nhng c nhiu cp s^ liu xut
hin nhiu hn 1 ln. ng hi quy mu cn tm c dng :
y - x" + x + c,
219
trong , , c tha mn h (2.22), nhng tng khng nn ly
chy t 1 n 25, m ch n 6, vi cc iu chnh tng ng:
A x~' 4 J 3 - 2 2_
+ ^2. ^x,;
,n^xf + b^n^x + ^n^x, =
, \ x f + b^n^x^ + cn = X"x,x,;
220
3. HI QUY BI
3.1. M hnh hi quy bi tuyn tnh
1. M hnh
Khi xt ng thi bin ph thuc Y vi nhiu bin c lp
X,, Xk, ta c th m rng m hnh tuyn tnh (2.1). Gi s
ta c b s' liu c kch thc n (yi, X i u X i , ) , i = l , n . K hiu
\1
cn y, s v a v vct tng ng vi cc bin yi, aj
i = 1,T, j = 0,j; khi m hnh hi quy bi tuyn tnh biu
din theo cc quan st s l:
y,. = Oq + a|X + + ... + = 1,; (3.1)
hay vit gn di dng vct ma trn:
3^= Xa + e.
trong m hnh (3.1) cc l nhiu trng tha mn cc gi
thit xt 2; cc h s^Oo, i, a* l cc tham s hi quy
cn c lng cng vi phng sai ca sai s' m hnh ( .
cho n gin, ta xt trng hp k = 2. Khi mt hi
quy bi s c dng;
y = ao + Xi + a.ipc2,
l phng trnh m t mt mt phng trong khng gian 3
chiu. M hnh hi quy tuyn tnh bi 2 s c dng
x = Oo + a,X;, + + .,i = l,n. (3.2)
Nu dng- cc k hiu:
221
/ a.
_ \ 1 ^12
1 ^21 ^22
; a = a, e =
v^.y
1 ^1
th m hnh c th vit gn li:
y - Xa + e.
vi E s - 0 (vc t khng); Vs = ^/ (/ ma trn n v cp n).
2. c lng tham s hi quy
Ta li dng phng php bnh phng cc tiu:
a ^ min
.a . ...,a* 7
i=l
(3.4a)
a^n + 2X ^ . 2 = Z x -
vi cc tng ly theo t 1 n n.
222
3, Cc tnh cht ca c lng binh phng cc tiu
Bn c c th t chng minh cc tnh cht sau:
(i) l c lng khng chch ca vct tham s a:
{ ) V ^ c/{XX)-\
(iii) v - y - = y - X khng tng quan.
(iv) c lng khng chch ca c/ s l:
^ JL
s'= ; (3.7)
n - k - l
4. Trng hp c gi thit chun
M hnh (3.1) vi gi thit : -0^ (0, ^/J c nhiu tnh cht
thng k kh tt (xem tit trc). Chng hn c lng hp l
nht ca a s trng vi c xc nh trong (3.6); cn c
lng hp l nht ca ( s c dng (so snh (3.7) trn):
1 ^
{ n - k - l ) - ^ ~ '^{n-k-l). (3.9)
223
{ - a ) T X i - a )
------- - ---------- ^{k + l , n - k - l ) .
[k + l) s
T ta c th kim nh ng thi nhiu gi thuyt n dng
(-af'TX(-ar
^ t n ' ^ t n / 7 . ^ ^ k +\,n-k~\A~o
[k + 1) s
r . = ;........................
224
s tng quan ring cng c tnh cht ch nhn gi tr t -1
n +1. Ta hon ton c th nh ngha h s" xc nh ring
ging nh 1.
2. Tng quan bi
Khi nim h s tng quan bi c a vo o mi
ph thuc gia mt bin no vi tp cc bin khc, y ta
c th xc nh h s^tng quan bi mu:
(3.12a)
v cc h s^xc nh bi mu tng ng:
p _. . (3.12b)
_ kx(x - - ) + , {x ,, - - )
i =l
p _
~2r rXj,v r
225
BI TP
1. Kho st chi ph sn xut (X) v sn lng (Y) ca 10 cng
ty cng loi ta c b s" liu:
STT cng ty Chi ph (triu ng) Sn lng (nghn tn)
1 150 40
2 140 38
3 160 48
4 170 56
5 150 62
6 162 75
7 180 70
8 190 110
9 165 90
10 185 120
a) Xy dng ng hi quy tuyn tnh mu.
b) nh gi s ph hp ca m hnh tuyn tnh vi b
s" liu.
c) Xc nh h s' xc nh mu v cho bit ngha.
2. Kho st hai bin ngu nhin, ta thu c kt qu:
yi
1 3 5 7 9
Xi
10 4
15 7 10
20 15 26 10 2
25
35 8 5
30
3 18 6
35
6 1
226
a) nh gi mc ph thuc ca hai bin trn.
b) Xy dng ng hi quy tuyn tnh mu (ca 3' theo x).
3. Mt hng qung co nhn thy c ml lin h gia ngn
sch qung co (Y) v doanh s ca cc cng ty (X). iu
tra 8 cng ty ngi ta thu c:
Ngn sch qung co
STT cng ty Chi ph (t ng)
(triu ng)
1 6 45
2 7 80
3 9 70
4 9 85
5 7 60
6 8 55
1 6 75
8 12 90
a) Xc nh ng hi quy tuyn tnh mu.
b) nh gi s ph hp ca m hnh tuyn tnh chn.
c) Tm khong tin cy 95% cho h s"gc ca ng hi quy.
C th cho rng h s khc khng ng k khng?
4. Nghin cu v lng pr-t-in cha trong ht la m v
nng sut la trn 10 tha rung cho ta kt qu:
Nng
su^t 9,9 10,2 11,0 11,6 11,8 12,5 12,8 13,5 14,3 14,4
{.X,)
T l
prtin 10,7 10,8 12,1 12,5 12,2 12,8 12,4 11,8 11,8 12,6
(y,)
a) Xc nh ng hi quy tuyn tnh ca y theo sau
ca X theoy. Bn c nhn xt g v hai ng hi quy .
b) C nn dng m hnh phi tuyn khng? Ti sao?
227
5. Trong mt ngin cu v tai nn giao thng, ngi ta
thng k gi tr thit hi (y;) v tc va chm ci phng
tin ( quy chun, k hiu X):
Xi 1 6 11 16 2 7 12 17 3 8
, 41 61 89 129 44 66 94 134 48 70
X, 13 18 4 9 14 19 5 10 15
96 142 50 75 106 147 58 81 118
Xc nhng hi quy tuyn tnh mu. Bn c nhn xt
g v m hnh v c kin g ci tin m hnh?
6 . Nghin cu bn Xi ca cc dy kim loi c ng knh i,
ngi ta thu c cc s liu:
X, 0,6 2 2,2 2,45 2,6
500 560 690 760 900
Gi s gia y v X c lin h dng a thc bc hai, hy xy
dng ng hi quy thc nghim.
7, S" liu iu tra v t l c gii ha (x,) v gi tr mt n v
sn phm (y,) nh sau:
50-60
1 1 1
60-70 1 4 1
70-80 3 6 1
80-90 6 3
90 - 100 10 3 3
v nh gi sai s m hnh.
228
8. Kho st nhit mt phn ng ha hc (y) cng vi nng
ca bn ha cht khc nhau (Xi, i = 1,4 ) ta c s liu:
y X ^2 X3 ^ 4
78,5 7 26 6 60
74,5 1 29 15 52
104,3 11 56 8 20
87,6 11 31 8 47
95,9 7 52 6 33
109,2 11 55 9 22
102,7 3 71 17 6
72,5 1 31 22 44
93,1 2 54 18 22
115,9 21 47 4 26
83,8 1 40 23 34
113,3 11 66 9 12
109,4 10 68 8 1 2
229
Ph lc
m
CC BNG S
1
1. Bng hm Gao-x (p(x) =
72 K
0 1 2 3 4 5 6 7 8 9
0.0 0.3989 3989 3989 3986 3986 3984 3982 3980 3977 3973
0.1 3970 3965 3961 3956 3951 3945 3939 3932 3925 3918
0.2 3910 3902 3894 3885 3876 3867 3857 3847 3836 3825
0.3 3814 3802 3790 3778 3765 3752 3739 3726 3712 3697
0.4 3683 3668 9653 3637 3621 3605 3589 3572 3555 3538
0.5 3521 3503 3485 3467 3448 3929 3410 3391 3372 3352
0.6 3332 3312 3292 3271 3251 3230 3209 3187 3166 3144
0.7 3123 3101 3079 3056 3034 3011 2989 2966 2943 2920
0.8 2897 2874 2850 2827 2803 2780 2756 2732 2709 2685
0.9 2661 2637 2613 2589 2565 2541 2516 2492 2468 2444
1.0 0,2420 2396 2371 2347 2323 2299 2275 2251 2227 2203
1.1 2179 2155 2131 2107 2083 2059 2036 2012 1989 1965
1.2 1942 1919 1895 1872 1849 1826 1804 1781 1758 1736
1.3 1714 1691 1669 1647 1626 1604 1582 1561 1539 1518
1.4 1497 1476 1456 1435 1415 1394 1374 1354 1334 1315
1.5 1295 1276 1257 1238 1219 1200 1182 1163 1145 1127
1.6 1109 1092 1074 1057 1040 1023 1006 0989 0973 0957
1.7 0940 0925 0909 0893 0878 0863 0848 0833 0818 0804
1.8 0790 0775 0761 0748 0734 0721 0707 0694 0681 0669
1.9 0656 0644 0632 0620 0608 0596 0584 0573 0562 0551
230
l _
2.0 0,0540 0529 0519 0508 0498 0488 0478 0468 0459 0449
2.1 0440 0431 0422 0413 0404 0396 0388 0379 0371 0363
2.2 0355 0347 0339 0332 0325 0317 0310 0303 0297 0290
2.3 0283 .0277 0270 0264 0258 0252 0246 0241 0235 0229
2.4 0224 0219 0213 0208 0203 0198 0194 0189 0184 0180
2.5 0175 0171 0167 0163 0158 0154 0151 0147 0143 0139
2.6 0136 0132 0129 0126 0122 0119 0116 0113 0110 0107
2.7 0104 0101 0099 0096 0093 0091 0088 0086 0084 0081
2.8 0079 0077 0075 0073 0071 0069 0067 0065 0063 0061
2.9 0060 0058 0056 0055 0053 0051 0050 0048 0047 0046
3.0 0,0044 0043 0042 0040 0039 0038 0037 0036 0035 0034
3.1 0033 0032 0031 0030 0029 0028 0027 0026 0025 0025
3.2 0024 0023 0022 0022 0021 0020 0020 0019 0018 0018
3.3 0017 0017 0016 00-16 0015 0015 0014 0014 0013 0013
3.4 0012 0012 0012 0011 0011 0010 0010 0010 0009 0009
3.5 0009 0008 0008 0008 0008 0007 0007 0007 0007 0006
3.6 0006 0006 0006 0006 0006 0005 0005 0005 0005 0004
3.7 0004 0004 0004 0004 0004 0004 0003 0003 0003 0003
3.8 0003 0003 0003 0003 0003 0002 0002 0002 0002 0002
3.9 0002 0002 0002 0002 0002 0002 0002 0002 0001 0001
X 0 1 2 3 4 5 6 7 8 9
31
2 Bng hm Lp-ia-x [ x ) = dt
X 0 1 2 3 4 5 6 7 8 9
3.0 0,49865 3.1 49903 3.2 49931 3,3 49952 3.4 49966
3.5 49977 3.6 49984 3.7 49989 3.8 4 99 93 3,9 49995
4 .0 499968
4.5 499997
5.0 49999997
232
3. Bng phn v stiu-n P(X < t a)= a y / i X - t{n)
a
233
4. Bng phn v / P{X < / a) = a vi X ~ z^n)
a
n 0.005 0.001 0.025 0.05 0.95 0.975 0.99 0.995
1 0.0000393 0.000157 0.000982 0.00393 3.841 5.024 6.635 7.879
2 0.0100 0.0201 0.0506 0.103 5.991 7.378 9.210 10.597
3 0.0717 0.115 0.216 0.352 7.815 9.348 11.345 12.838
4 0.207 0.297 0.484 0.711 9.488 11.143 13 277 14.860
5 0.412 0.554 0.831 1.145 11.071 12.833 15.086 16.749
234
5. Bng phn v Phi-s
P{X< = a = , 2 b \ x ~ Tin^rii)
l2 1 2 3 4 5 6 7 8 9
1 161.14 199.5 215.7 224.6 230.2 234.0 236.8 238.9 240.5
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38
3 10..13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 ' 2.95 2.90
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54
17 445 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46
19 438 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42
235
5. Bng phn v Phi-s {tip theo)
10 12 15 20 24 30 40 60 120 00
241.9 243.9 245.9 248.0 249.1 250.1 251.1 252.2 253.3 254.3
19.40 19.41 19.43 19.45 19.45 19.46 19.47 19.48 9.49 19.50
8.79 8.74 8.70 8.66 8.64 8.62 8.59 8.57 8.55 8.53
5.96 5.91 5.86 5.80 5.77 5.75 5.72 5.69 5.66 5.63
4.74 4.68 4.62 4.56 4.53 4.50 4.46 4.43 4.40 4.36
4.06 4.00 3.94 3.87 3.84 3.81 3.77 3.74 3.70 3.67
3.65 3.57 3.51 3.44 3.41 3.38 3.34 3.30 3.27 3.23
3.14 3.07 3.01 2.94 2.90 2.86 2.83 2.79 2.75 2.71
2.98 2.91 2.85 2.77 2.74 2.70 2.66 2.62 2.578 2.54
2.85 2.79 2.72 2.65 2.61 2.57 2.53 2.49 2.45 2.40
2.75 2.69 2.62 2.54 2.51 2.47 2.43 2.38 2.34 2.30
2.67 2.60 2,53 2.46 2.42 2.38 2.34 2.30 2.25 2.21
2.60 2.53 2.46 2.39 2.35 2.31 2.34 2.30 2.25 2.21
2.54 2.48 2.40 2 33 2.29 2.25 2.20 2.16 2.11 2.07
2.49 2.42 2.35 2.28 2.24 2.19 2.15 2.10 2.06 2.02
2.45 2.38 2.31 2.23 2.19 2.15 2.10 2.06 2.01 1.96
2.41 2.34 2.27 2.19 2.15 2.11 2.06 2.02 1.97 1.92
2.38 2.31 2.23 2.16 2.11 2.07 2.03 1.98 1.93 1.88
2.35 2.28 2.20 2.12 2.08 2.04 1.99 1.95 1.90 1.84
2.32 2.25 2.18 2.10 2.05 2.01 1.96 1.92 1.87 1.81
2.30 2.23 2.15 2.07 2.03 1.98 1.94 1.89 1.84 1.78
2.27 2.20 2.13 2.05 2.01 1.96 1.91 1.86 1.81 1.76
2.25 2.18 2.11 2.03 1.98 1.94 1.89 1.84 1.79 1.73
2.24 2.16 2.09 2.01 1.96 1.92 1.87 1.82 1.77 1.71
2.16 2.09 2.01 1.93 1.89 1.84 1.79 1.74 1.68 1.62
2.08 2.00 1.92 1.84 1.79 1.74 1.69 1.64 1.58 1.51
1.99 1.92 1.84 1.75 1.70 1.65 1.59 1.53 1.47 1.39
1.91 1.83 1.75 1.66 1.61 1.55 1.50 1.43 1.35 1.25
1.83 : 1.75 1.67 1.57 1.52 1.46 1.39 1.32 1.22 1.00
236
6. Hng dn s dng cc bng s
1. Nu mun tnh (p{l,2b), dng hng "1,2" v ct "5" ta
thy 1826, suy ra ?(l,25) = 0,1826. Vi cc gi tr khng c
trong bng (x > 3,9) coi qx) = 0. Ch (p{.) l hm chn (p{-x)
- (p{x).
2. Vic tra bng tnh {x) lm ging nh trn. Chng hn
nu mun tnh {l,2), dng hng "1,2" v ct "5" ta gp 39435
nn {l,2)) = 0,39425. Vi X > 5 coi {x) = 0,5. Ch rng <fx)
l hm l {-x) = - {x).
ngha xc sut ca {x) l r rng: nu X ~ 1) th
^Xo) = P(0 < X < Xo). Ngoi ra hm F(x) = {x) + 0,5 s lm
hm phn phi xc sut ca X ni trn, tc l: (xo > 0)
P(| z I < Xo) = P(-Xo < X < Xo) = 2 {x q ) ,
237
Trong ba tham s" n, a v tna n\i bit hai ta c th tm
c tham s"th 3.
Cui cng, nu n > 30, thay v tm 9b = 1- a ta s tm 6(j
^
sao cho ^(j) = ------ t bng Lp-la-x.
238
TI LIU THAM KHO
239
MC
LC
Li ni u ....................................................................................................3
240
^3. Cc s c trng ca bin ngu nhin.............. ...................... ....... . 48
3.1. K vng................................................................ .........48
3.2. Phng sa i.......................................................................51
3.3. Mt s"c s"khc.......................................................... 54
4. Mt s phn phi thng d n g ..............................................................56
4.1. Phn phi u................................................................ 56
4.2. Phn phi nh thc........................................................57
4.3. Phn phi Poa-xng...................................................... 60
4.4. Cc phn phi ri rc khc ......................................... 61
4.5. Phn phi chun............................................................. 65
4.6. Cc phn phi lin tc k h c.......................................... 70
B t p ........................... ....................................................................................76
241
CHNG V. MU THNG K V c LNG THAM s ............113
1. Mau v thng k m t........................................ ............ ................... 113
. . Mu v tp m ng.............................................. .113
1 1
242
4. Kim nh phi tham s ........................................................ ......... 179
4.1. Kim nh gi thit v lut phn phi........................ 179
4.2. Kim nh gi thuyt c l p ...................................... 184
Bi t p ................. ............................ ............................. ...........................188
243