Chng 4.

L THUYT MU
A. Kin thc cn nm vng
1. Cc khi nim v mu
V d: nghin cu qu trnh to tin ca h thng cc Ngn hng thng mi
(NHTM) Vit Nam, chng ta khng th nghin cu y tt c cc NHTM
trong h thng m ch cn kim tra ngu nhin mt s Ngn hng, ri t rt
ra kt lun v vn .
Tp hp cc vt th m ta ly ra trong tp hp ban u gi l mu. S phn t
trong mu gi l kch thc mu.
Ngi ta phn bit hai loi mu l:
Mu lp
Mu khng lp
2. Cc c trng ca mu
Gi s, cn nghin cu mt du hiu no ca m ng, chng ta c th m
hnh ha du hiu nghin cu bi mt i lng ngu nhin (LNN) X c quy lut
phn phi xc sut xc nh. n gin, ta ni nghin cu LNN X c E(X) = a,
D(X) = 2, cc s a v 2 l cc tham s l thuyt hay cn gi l tham s ca m
ng (a v 2 cha bit nn cn phi tm).
T m ng, trch ra mu c kch thc l n, gi Xi (i = ) l gi tr quan st
ln th i v LNN X. y nu mu cha chn c th th mi Xi s l cc LNN
=> (Xi ,, Xn ) gi l mu ngu nhin.
Trong trng hp mu lp th Xi l cc LNN c lp c chung phn phi vi X.
Do E (Xi) = E(X) = a; D(Xi ) = D(X) = 2 i .
Gi s ta chn mu c th c kch thc n, khi mi Xi u nhn mt gi tr c
th l: xi = (i = ). Nhng trong dy trn, c th c mt s gi tr trng nhau nn
thc cht ch c k gi tr khc nhau (k n).
Bng cch nh s li ta vit dy trn nh sau:
X: x1, x2,., xk (xi < xj

1 i<j

k)

X
Tn s

x1
m1

x2
m2

xi
mi

Trong : xi l tt cc s liu khc nhau trong mu v x1

xk
mk

x2 . xk

mi l s cc gi tr trong mu bng xi.

Vi

=n

Bng trn c gi l dy thng k dng im cho di dng tn s.

T bng phn b tn s ta c bng phn b tn sut sau:
X
Tn sut

x1
f1

x2
f2

Trong : fi =

xi
fi

xk
fk

P{X = xi }.

V d: Gi ca mt loi hng ha A vo dp Tt Nguyn n ti 10 ca hiu tng

ng l: 95, 98, 103, 99, 105, 102, 107, 105, 96, 99.
Thu gn mu, ta c bng phn b tn s nh sau:

Gi
95
S ca 1
hng

96
1

98
1

99
2

102
1

103
1

105
2

107
1

Khi kch thc thng k ln (c nhiu xi khc nhau), dy thng k dng im

khng th p ng c nn ngi ta a ra dy thng k dng khong nh sau:
X
Tn s

x0 x1
m1

Trong :

x1 x2
m2

= n v quy c xi-1

xi-1
mi
xi

xi

[xi-1, xi ).

T bng ny, ta c bng phn b tn sut ghp lp sau:

xk-1 xk
mk

X
Tn sut

x0
f1

Trong : fi =

x1

x1
f2

x2

xi-1
fi

xi

xk-1 xk
fk

Ch : Ta c th chuyn dy thng k dng khong v dy thng k dng im

bng cch thay th cc khong bng trung bnh cng ca hai u mt:
i = )

(ai =
2.1.

Trung bnh mu

T m ng trch ra mt mu kch thc n: W = (X1, X2,., Xn)

Khi , trung bnh mu c k hiu v xc nh nh sau:
=
Trong trng hp mu cha chn c th th l mt i lng ngu nhin.
Khi mu chn c th th trung bnh mu l mt s xc nh v c tnh theo
cng thc:
=
2.2.

Phng sai mu

T m ng trch ra mt mu kch thc n: W = (X1, X2,., Xn)

Khi , phng sai mu c k hiu v xc nh nh sau:
S2 (X) =

) 2

Trong tng hp mu cha chn c th th S2 (X) l mt i lng ngu nhin.

Khi mu chn c th th phng sai mu l mt s xc nh v c tnh theo
cng thc:
s2 (X) =

2=

()2

(Ta c th k hiu phng sai mu l s2 )

2.3.

Phng sai mu hiu chnh

Phng sai mu hiu chnh c tnh theo cng thc:

2 (X) =

)2 =

2.4.

lch tiu chun mu

i lng S(X) =
n v o vi X.
2.5.

S2.

c gi l lch tiu chun mu. S(X) s c cng

Tn sut mu

Gi s, m ng gm N phn t, trong c M phn t mang c tnh A th xc

sut mang c tnh A ca m ng s l p = M/N.
Nu p cha bit, t m ng trch ra mt mu c kch thc n: (X1, X2,, Xn),
trong Xi (i = ) l s ln xut hin i tng A trong ln ly mu th i. Xi l
mt i lng ngu nhin c phn phi 0 1.
Gi X l s ln xut hin i tng A trong mu th X =
mu c k hiu v xc nh nh sau:
f= =

. Khi , tn sut

Khi cha chn mu c th th f l mt i lng ngu nhin nhng khi mu

chn c th th n s l mt s xc nh.
3. c lng tham s
3.1. c lng im
Gi s nghin cu i lng ngu nhin X ca mt m ng c tham s l thuyt
cha bit (chng hn c th l vng ton E(X), phng sai D(X), xc sut p
ca phn phi 0 1,). Ta c l hng s.
K hiu * = *(X1, X2,., Xn ) l tham s mu (
phng sai mu, tn sut mu,)

c th l trung bnh mu,

Vic dng mt gi tr ca * c lng cho gi tr ca

c lng im hay c lng thng k.
Cn ch rng
vo .

th c lng gi l

ch ph thuc vo mu (X1, X2,., Xn ) ch khng ph thuc

- nh ngha 1: * c gi l c lng khng chch ca nu E( *) =

- nh ngha 2: * c gi l c lng chch ca nu E( *) # .
- nh ngha 3: * c gi l c lng vng ca nu * hi t theo xc
sut v , ngha l:
0 cho trc, ta u c
- nh ngha 4: * c gi l c lng hiu qu ca nu n l c lng
khng chch ca v D( *(X1, X2,., Xn )) nh nht so vi phng sai ca
mi c lng khng chch khc ca .
Ch : Hu nh chc chn
min l n ln.
3.2.

(X1, X2,., Xn ) sai khc khng nhiu so vi

c lng khong

Xut pht t mu c kch thc n: (X1, X2,., Xn), gi s l mt s cho trc

tha mn iu kin 0
1. Ta ch ra tn ti mt s
0 sao cho:
P

}=

hay l P{

+ }= .

Khong ( + ) cha gi tr tham s l thuyt vi xc sut c

gi l khong tin cy ca vi tin cy v sai s cho php

gi l i tin cy ca c lng, tc l s o mc chc chn khong

tin cy cha .
Vic xc nh khong ( + ) gi l c lng tham s l thuyt
bng khong tin cy.
Vn t ra l xc nh v
4. Xc nh khong tin cy cho k vng, phng sai, xc sut
4.1. Tm khong tin cy cho k vng
Trng hp X N( , 2)
Nu bit, ta dng cng thc

P{ -

Trong : n l kch thc mu,

( 0.5

l cc s khng m tha mn
0.5 ).

Nh vy, khong tin cy ca E(X) vi tin cy

( -

l:

c bit:
, th ta c khong tin cy i xng l

- Nu chn
( -

th ta c khong tin cy bn phi l: ( -

- Nu chn
- Nu chn
Nu
P {

, th ta c khong tin cy bn tri l: (-

cha bit, ta dng cng thc

Trong : n l khch thc mu,

Cn

l cc s khng m tha mn

tra t Bng gi tr hm Student.

c bit:
, th ta c khong tin cy i xng l:

- Nu chn
(
- Nu chn
- Nu chn

th ta c khong tin cy bn phi l: (

, th ta c khong tin cy bn tri l: (-

Trng hp X c phn phi bt k v kch thc mu n ln

Khi kch thc mu n

P{

30, ta dng cng thc:

Trong :

l cc s khng m tha mn
( 0.5

0.5 ).

4.2. Tm khong tin cy cho phng sai

Gi s X N( , 2), nhng cha bit
Nu bit, ta dng cng thc

P{

Trong : n l kch thc mu;

tha mn

l cc s khng m

tra t bng gi tr hm Khi bnh phng.

c bit:
, th ta c khong tin cy i xng l:

- Nu chn
(

- Nu chn

th ta c khong tin cy bn phi l: (

- Nu chn

, th ta c khong tin cy bn tri l: (

Nu

cha bit, ta dng cng thc

P{
, th ta c khong tin cy i xng l:

- Nu chn
(
- Nu chn

)
th ta c khong tin cy bn phi l: (

- Nu chn
4.3.

, th ta c khong tin cy bn tri l: (

Tm khong tin cy cho xc sut

Cho mu nh tnh kch thc n, trong bin c A xut hin m ln.

f = m/n l t l mu,
p = P(A) cha bit,

l cc s khng m tha mn

( 0.5 ;
0.5 ).
Vi iu kin nf

v n(1- f)

10, ta c:

P{ f -

- Nu chn
- Nu chn

, th ta c khong tin cy i xng l:

- Nu chn

(f -

th ta c khong tin cy bn phi l (f , th ta c khong tin cy bn tri l: (

B. Bi tp vn dng
Bi 1: Li sut c phiu ca mt cng ty trong 5 nm qua l: 15%, 10%, 20%, 7%,
14%. Vi tin cy 0.90, hy c lng phn tn ca li sut c phiu ca
cng ty . Bit rng li sut c phiu ca cng ty l i lng ngu nhin tun
theo quy lut phn phi chun.
Gii: y l bi ton c lng cho phng sai khi cha bit vng ton, s dng
cng thc:
(

Li sut c phiu trung bnh trong 5 nm l:

=

= 13,2 %

Tnh S2: Ta c
) 2 = 19,76

S2 =
Vi

= 0,9, ta c 2 =

Khi :

= 0,05
= 9,488 (tra bng gi tr Khi bnh phng)

=
=

= 0,711

V vy, c lng phn tn ca li sut c phiu s l:

(

(8,3305; 111,167)

Vy vi tin cy 90% th phn tn ca li sut cng ty nm trong khong

(8,3305; 111,167).
Bi 2: Kho st doanh thu ca 25 ngn hng trong thng 11 va qua thu c kt
qu nh sau:

Doanh thu X (t ng)

S ngn hng

45
2

50
3

55
2

60
5

65
6

70
7

Dng doanh thu trung bnh mu c lng cho doanh thu trung bnh ca ton
b cc ngn hng. Hy xc nh khong tin cy ca c lng vi tin cy 0.95.
Gii: Gi mi l s ngn hng tng ng (i = )
i bin X =
xi
45
50
55
60
65
70

(xi =

) , ta lp bng tnh ton nh sau:

x i
-5
-4
-3
-2
-1
0

mi
2
3
2
5
6
7
n = 25

mi (xi)2
50
48
18
20
6
0
142

mi xi
-10
-12
-6
-10
-6
0
-44

T tnh c:

-(44/25) = - 1,76; 2 = 142/25 = 5,68

Trung bnh mu = 70 + 5.(- 1,76) = 61,2

Phng sai mu: s2 (X) = 52.[5,68 (-1,76)2] = 64,56
=

lch tiu chun mu: s =

Vi

= 0,95, ta c

t0,025; 24

8,035

= (1- )/2 = 0,025

= 2,064.

3,3168

V vy, khong tin cy ca c lng doanh thu trung bnh nm trong khong:
(61,2 - 3,3168; 61,2 + 3,3168 ) = (57,8832; 64,5168) t ng.
Bi 3: ngin cu nhu cu ca mt loi hng mt khu vc, ngi ta kho st
400 h gia nh. Kt qu nh sau:
Nhu cu (kg/thng/h)
0-1 1-2 2-3
S h
10
35
86
Cho bit trong khu vc c 4000 h. Yu cu:

3-4
132

4-5
78

5-6
31

6-7
18

7-8
10

a. c lng nhu cu trung bnh v mt hng ny ca ton khu vc trong mt

nm vi tin cy 95%?
b. Khi c lng nhu cu trung bnh v mt hng ny ca ton khu vc trong
mt nm, nu ta mun t c tin cy 99% v chnh xc l 4.8tn th
cn kho st t nht bao nhiu h gia nh?
Gii: Gi X (kg) l nhu cu ca mt h v loi hng trn trong mt thng. Ta c:
Xi
ni
n= 400;

0.5
10

1.5
35

= 1448;

2.5
86

3.5
132

4.5
78

5.5
31

6.5
18

7.5
10

= 6076.

- K vng mu ca X l: =

= 1448/400 = 3,62.

- Phng sai mu ca X l:

S2 (X) =

( )2 = 6076/400 3,622 = (1,4442)2 = 2,0856

- Phng sai mu hiu chnh ca X l:

2 =
S2 = (1,4460)2 = 2,0909
a. c lng nhu cu trung bnh v mt hng ny ca ton khu vc trong mt
nm vi tin cy 95%.
Trc ht, ta c lng nhu cu trung bnh v mt hng ny ca mt h trong khu
vc trong mt thng vi tin cy 95%.
y l bi ton c lng khong cho k vng
2

V n

30,
vng: (
Vi

= 0,95, suy ra

Suy ra:

0,025.

( 0.5 0,025) =

= 0,95.

= D(X) cha bit nn ta dng cng thc c lng khong cho k

= M(X) vi

(0,475) = 1,96.

= 1,96. (1,4460/

) = 0,1417

Vy c lng khong l: (3,62 0,1417; 3,62 + 0,1417) = (3,4783; 3,7617)

Nh vy, nhu cu v mt hng ny ca mt h trong khu vc trong mt thng nm

trong khong t 3,4783kg n 3,7617kg. Xt 4000 h trong mt nm 12 thng, ta
c cc nhu cu tng ng l:
3,4783.4000.12 = 166958,4kg = 166,9584 tn
3,7617.4000.12 = 180561,6kg = 180,5616 tn
Kt lun; vi tin cy 95%, nhu cu trung bnh v mt hng ny ca ton khu
vc trong mt nm nm trong khong t 166,9584 tn n 180,5616 tn.
b. Khi c lng nhu cu trung bnh v mt hng ny ca ton khu vc trong
mt nm vi tin cy 99% v chnh xc l 4,8 tn = 4800kg, ngha l ta
c lng nhu cu trung bnh v mt hng ny ca mt h trong thng vi
tin cy
0,99 v chnh xc = 4800/(4000.12) = 0,1kg.
V n

30,

lng:

= D(X) cha bit nn ta dng cng thc tnh chnh ca c

Vi

0,99

0,01/2 = 0,005

( 0.5 0,005) =

(0,495) = 2,58

Suy ra:
n=

Thc t yu cu: n

=(

)2 = 1391,8.

Gi tr nguyn nh nht tha mn bt ng thc trn l n = 1392. Vy, cn kho st

t nht l 1392 h gia nh.
Bi 4: Trong thi k hi nhp kinh t quc t, cc mt hng xut khu sang M
ca Vit Nam lun phi chu s cnh tranh vi hng ha cc nc khc. nh
gi mc uy tn ca hng Vit Nam trn th trng nc ngoi, ngi ta tin hnh
phng vn ngu nhin 1800 khch hng th thy c 1180 ngi tiu dng ng h.
Vi tin cy 99%, hi hng Vit Nam c th thu c ti thiu bao nhiu s la
chn tiu dng t khch hng? V ti a l bao nhiu?

Gii: Vi c mu thu c, ta c:
C mu n = 1800
S ngi ng h hng Vit Nam l m = 1180
T l mu s ngi ng h l: Fn = m/n = 1180/1800 = 0,6556.
Ta c: nf

10 v n(1-f)

10

Vi tin cy 99%, bit hng Vit Nam c th nhn ti thiu bao nhiu s ng
h ta cn c lng khong bn phi cho t l p nhng ngi ng h
Vi
(fn -

= 0,99, ta c

( 0.5 0,01) =

= 0,01. Ta c cng thc c lng bn phi:

=
fn -

=1-

(0,49). Tra bng gi tr hm Laplace c

= 0,6556 2,33.

2,33

= 0,6295

Nh vy, vi tin cy 99%, hng xut khu Vit Nam c th nhn c ti thiu
62,95% s ng h t ngi tiu dng nc ngoi.
Tng t, bit hng Vit Nam c th nhn c ti a bao nhiu s ng h th
ta cn c lng bn tri cho t l p nhng ngi ng h.

Ta c cng thc c lng bn tri: (

Vi

= 0,99, ta c

=1-

= 0,01 =>

= 0,6556 + 2,33.

( 0.5 0,01) =

(0,49) = 2,33.

= 0,6817.

Nh vy, vi tin cy 99%, hng xut khu Vit Nam c th thu c ti a

68,17% s ng h t ngi tiu dng nc ngoi.
Bi 5: Hy c lng bng khong tin cy i xng vi h s tin cy 90% tng s
t bc gi ca mt loi giy bc, bit rng ngi ta nh du 200 t giy bc loi
ny ri tung vo lu thng, sau mt thi gian ngn kim tra 600 t bc gi loi ny
thu v thy c 16 t c du.

Gii: Gi A l bin c chn ngu nhin c t bc gi nh du trong s t bc

gi ang lu hnh, p l xc sut chn c mt t bc gi nh du.
Kch thc mu n = 600, mA = 16. Tn sut chn c t bc gi c nh du l:
f = 16/600 = 0,0267. Ta c nf
Vi

10 v n(1-f)

= 0,9. Ta c: 2

= 0,1

( 0.5 0,05) =

= 1,64.

10
= 0,05

(0,45). Tra bng gi tr hm Laplace c

1,64

0,0108

V vy, khong tin cy i xng ca p l:

(0,0267 0,0108; 0,0267 + 0,0108) = (0,0159; 0,0375)
Mt khc, p = 200/N (vi N l tng s bc giy gi) nn
0,0159

0,0375

5.333,33

12.578,616

Vy vi tin cy 90%, tng s t bc gi nm trong khong t 5.333,33 t

n 12.578,616 t.