Chapter 3:

f ( x i ) =P ( X=x i ) .
n
f ( x i ) ≥ 0∧∑ f ( x i )=1.
i =1

F ( x )=P ( X ≤ x )=∑ f (x i )
xi ≤ x

 Discrete uniform distribution(mỗi giá

trị trong số n giá trị trong phạm vi:
x1, x2, …, xn có xác suất bằng
nhau):
f(xi) = 1/n (xác suất xảy ra xi)

for a ≤ b: µ = E(X) = (a + b)/2

(b  a  1) 2  1
2 
12
 Binomial distribution(mỗi phép thử
chỉ dẫn đến hai kết quả có thể xảy
ra):

n
f ( x)    p x (1  p ) n  x x  0,1, 2,..., n.
 x
(xác suất x lần thành công trong n lần thử)

µ = E(X) = np σ2 = V(X) = np(1-p)

 Geometric distribution(xác suất để x

phép thử có 1 lần thành công):

f ( x)  (1  p ) x 1 p for x  1,2,...

 Negative Binomial distribution(xác

suất x lần thử có r lần thành công):

r
μ=E ( X )=
p
r (1−p)
σ 2=V ( X )=
p2
 Hyper-geometric distribution:
(Tập hợp N đối tượng có K đối tượng thành
công, lấy ra n đối tượng)

(xác suất trong n đối tượng lấy ra có x đối tượng

thành công)

f ( x )=
( x )( n−x )
K N−K
, for x=max { 0 , n+ K −N } ¿ min ⁡{K , n }
(n)
N

  E ( X )  np
N n K
 2  V ( X )  np (1  p ) , where p 
N 1 N
(p=K/N)

 Poisson distribution

e   x
f ( x)  for x  0,1,2,....
x!

µ = E(X) = λ σ2 = V(X) = λ

Chapter 4:

1. f (x)≥0,∀ x
+∞
2. ∫ f ( x ) dx=1
−∞

b
3. P ( a ≤ X ≤b )=∫ f ( x ) dx
a

f(x) = F’(x)

 Continuous uniform distribution:

 1
 , a xb
f ( x)   b  a
 0 otherwise
,
ab (b  a ) 2
  EX  ,  2  V (X ) 
2 12

 Normal distribution:

X 
Z

 x−μ
P(X >=< x) = P(Z >=< )
σ
 Normal distribution for sample:

x−μ
Z= σ

√n
x−μ
P(X >=< x) = P(Z >=< )
σ /√n

 Normal Approximation to the

Binomial Distribution:

x  0.5  np
P( X  x)  P( Z  )
np (1  p )

x  0.5  np
P( X  x)  P( Z  )
np (1  p )

 Normal Approximation to the

Poisson Distribution:

P(X ≤x)≈ P Z≤
( x +0.5−λ
√λ )
x −0.5−λ
P( X ≥ x)≈ P(Z ≥ )
√λ
 Exponential distribution(x là khoảng
cách giữa 2 sự kiện):

F(a) =

Chapter 7:

Central limit theorem for two populations:

X 1−X 2−(μ1 −μ 2)

√
Chapter 8:
σ 21 σ 22
+
n1 n2

Population mean: μ

Sample mean: x
 Population proportion: p

Sample proportion: ^
P
Sample size: n

Population standard deviation: σ

Sample standard deviation: s

For mean(μ) (σ is known):

 Critical value: z α/ 2 (2-side) ; zα

(1-side)
x−μ
 Test Statistic: σ
√n
 CI:
σ σ
x−z α < μ < x+ z α /2
2 √n √n
σ
 Error: E = zα
2 √n

For mean(μ) (σ is unknown):

 Critical value: t α / 2 ,n−1 (2-side) ;

t α ,n−1 (1-side)
x−μ
 Test Statistic: s

√n
 CI:
s
x−t α / 2 ,n−1 ≤ μ≤
√n
s
x +t α /2 , n−1
√n
s
 Error: E = t α / 2 ,n−1
√n
For proportion(p):

 Critical value: z α/ 2 (2-side) ; zα

(1-side)
^
P− p

√
 Test Statistic: p(1− p)
n
  CI:

^p−z ∝/ 2
√ ^p (1− ^p )
n
≤ p≤

^p + z ∝/ 2
√ ^ (1− ^p )
p
n


Error: E= z
∝/2

n để error ko vượt quá E:

p
√
^ (1− ^p )
n

( ) p(1− p)⌉
2
z α/2
n=⌈
E
Chapter 9:

Critical region: -[Critical value]<Test

Statistic<[Critical value]

If the test statistic is in critical region, then reject

H0

If the test statistic is in acceptance region, then

fail to reject H0

Chapter 10:

For difference in means(σ is known):

 Critical value: z α/ 2 (2-side) ; zα

(1-side)
 CI:


(x ¿ ¿ 1−x 2)−z α/ 2

Test: H0: μ1−μ2 =∆0

√ σ 21 σ 22
n1 n2 1 2 √
+ ≤ μ −μ ≤( x ¿ ¿ 1−x 2 )+ z α /2
σ 21 σ 22
+ ¿¿
n1 n 2

H1 : μ1−μ2 ≠ ∆0
 Test Statistic:

( x 1−x 2 )−∆0
z 0=

√
2 2
σ1 σ2
+
n1 n2
For difference in means(assume equal variance):

 Pooled variances:

2 ( n1−1 ) s 21+ ( n2−1 ) s22

s=
p
n1 +n2−2
 Degree of freedom:
df =n1 +n2−2
  CI:


(x ¿ ¿ 1−x 2)−t α/2 , df

Test: H0: μ1−μ2 =∆0

√ s 2p s2p
n1 n 2 √
+ ≤ μ1−μ 2 ≤( x ¿ ¿ 1−x 2 )+ t α /2 , df
s 2p s 2p
+ ¿¿
n1 n2

H1 : μ1−μ2 ≠ ∆0
 Test Statistic:

( x 1−x 2) −∆ 0
t 0=

√
2 2
sp s p
+
n 1 n2
For difference in means(not assume equal
variance):

 CI:


(x ¿ ¿ 1−x 2)−t α/2 , df

Test: H0: μ1−μ2 =∆0

√ s 21 s 22
n1 n 2 √
+ ≤ μ1−μ 2 ≤( x ¿ ¿ 1−x 2 )+ t α /2 , df
s21 s 22
+ ¿¿
n1 n2

H1 : μ1−μ2 ≠ ∆0
 Test Statistic:

( x 1−x 2) −∆ 0
t 0=

√
2 2
s 1 s2
+
n 1 n2
Inference on two population proportion:

x1
 Sample proportion: ^p1= and
n1
x2
^p2=
n2
x 1+ x2
 Pooled proportion p=
n1 + n2
 CI:


( ^p1− ^p 2 ¿−z α / 2

Test: H0: ^p1− ^p2=∆0

√ ^p1 (1−^p 1) ^p2 (1−^p 2)
n1
+
n2
≤ p1− p2 ≤ ( ^p1− ^p2 ¿+ z α / 2
√
^p 1(1−^p1) ^p 2(1−^p2)
n1
+
n2

H1 : ^p1− ^p2 ≠ ∆0
  Test Statistic:

z 0=( ^p 1−^p 2 ¿−∆ 0 ¿

√ p(1− p) p (1− p)
n1
+
n2

Chapter 11: