Bi 2

Bin ngu nhin v phn phi xc

sut

Bin ngu nhin

Biu

din nh lng cc kt qu ca th
nghim ngu nhin
X l bin ngu nhin
X(B)
X :

a X ( )
B

Bin ngu nhin

Bin ngu
nhin
Bin ngu nhin
ri rc

Bin ngu nhin

lin tc

Bin ngu nhin ri rc

C

min gi tr l tp hu hn hoc v hn m
c
V d
Tung mt con xc sc 2 ln
t X l s ln mt 4 im xut hin. X c th nhn
cc gi tr 0, 1, hoc 2.

Tung ng xu 5 ln
t Y l s ln xut hin mt hnh.

Th Y = 0, 1, 2, 3, 4, hoc 5

Bin ngu nhin ri rc

V

d
Tung mt con xc sc cn i v ng cht
t X = S ln tung cho n khi mt 6 im
xut hin.
X = 0, 1, 2,

Phn phi xc sut ca bin ngu nhin

ri rc
Xt

bin ngu nhin ri rc X nhn cc gi tr

x1, x2, , xn.
Hm xc sut ca X: f ( xi ) P ( X xi )

n gin, k hiu pi=f(xi)=P(X=xi)

f ( xi ) 0
n

f (x ) 1
i 1

x1 x2

Xn-1

f(x1)

f(xn-1)

f(x2)

xn

f(xn)

Phn phi xc sut ca bin ngu nhin

ri rc
Th nghim: Tung 2 ng xu.t X: s ln xut
hin mt hnh.
4 kh nng c th xy ra

S
H
H

S
H
S
H

P(x)

1/4 = .25

2/4 = .50

1/4 = .25

Xc sut

Phn phi xc sut

.50
.25

Bin ngu nhin lin tc

C

min gi tr l R hoc mt tp con ca R.

V d
- Chiu cao, cn nng.
- Thi gian hon thnh 1 cng vic.

Phn phi xc sut ca bin ngu nhin

lin tc
Hm

mt xc sut
f(x) gi l hm mt xc sut ca bin ngu
nhin lin tc X nu

i ) f ( x) 0 x

ii ) f ( x)dx 1

Phn phi xc sut ca bin ngu nhin

lin tc
Tm

f(x)

P(a<X<b)?

P (a x b)
= P (a < x < b)

b
b

P (a X b) f ( x)dx
a

Phn phi xc sut ca bin ngu nhin

lin tc
Lu

:
c

P ( X c) f ( x)dx 0
c

Do

P ( a X b) P ( a X b)
P ( a X b) P (a X b)

Hm phn phi xc sut

Xt

bin ngu nhin X, hm phn phi xc

sut ca X, k hiu F(x), c nh ngha nh
sau

F ( x) P X x

Xc

sut X thuc (a,b]

P(a X b) F (b) F (a )

Hm phn phi xc sut

Tnh

cht

1) 0 F ( x) 1.
2) F(x) l hm khng gim: nu a<b th F(a) F(b).
F ( x) 0
3) F () xlim

F () lim F ( x) 1
x

Nu X l bin ngu nhin lin tc c hm phn phi F(x) th

hm mt f(x) = F(x) ti nhng im lin tc ca X.

Hm phn phi xc sut ca bin ngu

nhin ri rc
Xt

bin ngu nhin ri rc X nhn n gi tr x1,

x2, , xn (x1<x2< < xn) vi cc xc sut
tng ng p1, p2, , pn.
Vi pi = P(X=xi).

Bng

phn phi xc sut ca X

X x1 x2
xn-1 xn
P

p1 p 2

pn-1 pn

Hm phn phi xc sut ca bin ngu

nhin ri rc
Hm

phn phi xc sut ca X ti im x0

F(x 0 ) P(X x 0 )
C

th

F(x0 )

xi x0

pi

Hm phn phi xc sut ca bin ngu

nhin ri rc

0 , x x1
p ,x x x
2
1 1

p1 p2 , x2 x x3

F ( x) P( X x)

M
p1 p2 pn 1 , xn1 x xn
1 , x xn

Hm phn phi xc sut ca bin ngu

nhin ri rc
V

d
Tung con xc sc cn i v ng cht.
t
X = S im mt trn con xc sc
Lp bng phn phi xc sut cho X.
Vit hm phn phi.

Hm phn phi xc sut ca bin ngu

nhin ri rc
V

d
Tung mt ng xu cn i.
t
X = S ln tung cho n khi xut hin
mt hnh.
Lp bng phn phi xc sut cho X.
Vit hm phn phi.

Hm phn phi xc sut ca bin ngu

nhin lin tc
Xt

bin ngu nhin lin tc X c hm

mt xc sut f(x), hm phn phi xc
sut ca X
F ( x) P X x

f (u )du

Hm phn phi xc sut ca bin ngu

nhin lin tc
V

d
Xt bin ngu nhin lin tc X c hm mt
xc sut
3 2
x ,0 x 2
f ( x) 8
0
,
Tm hm phn phi F(x).
Tnh P(1<X<3/2).

K vng ca bin ngu nhin

L

gi tr trung bnh theo xc sut ca tt

c cc gi tr c th c ca bin ngu
nhin.
K vng phn nh gi tr trung tm ca
phn phi xc sut

K vng ca bin ngu nhin ri rc

Xt

bin ngu nhin ri rc X c bng phn

phi xc sut
X

x1 x2

xn-1 xn

P p1 p2 n
pn-1 pn
Vi pi = P(X=xi) v pi 1 .
i 1

K vng ca bin ngu nhin ri rc

K

vng ca X
n

EX xi pi
i 1

vng thng c k hiu l .

Tng

qut
EX xP ( X x)
x

K vng ca bin ngu nhin ri rc

V

Tung con xc sc. t

X = S im mt trn con xc sc. Tnh EX.
X 1
2
3
4
P 1/6 1/6 1/6 1/6

5
1/6

6
1/6

EX = 1x1/6 + 2x1/6 + + 6x1/6 = 7/2

K vng ca bin ngu nhin lin tc

Xt

bin ngu nhin lin tc X c hm

mt xc sut f(x).
K vng ca X
EX

xf ( x)dx

V d. Cho bin ngu nhin lin tc X c hm mt

2x , 0 x 1
f ( x)
0 ,

Tnh EX.

Tnh cht ca k vng

1)
2)
3)
4)
5)

EC = C, C: hng s
E(CX) = C.EX
E(X + Y)=EX + EY
E(XY) = EX.EY nu X v Y c lp
Cho hm
s h(x), khi
n

Eh( x) h( xi ) pi
i 1

Eh( x)

nu X ri rc

h( x) f ( x)dx

nu X lin tc

Tnh cht ca k vng

V

d
Cho h(x) = x2, h(X)=X2
n

EX 2 xi2 pi

nu X ri rc

i 1

EX 2

x 2 f ( x)dx nu X lin tc

Phng sai ca bin ngu nhin

Biu th phn tn ca cc gi tr ca bin ngu

nhin xung quanh gi tr trung bnh ca n. Nu
phng sai b th cc gi tr ca X tp trung gn trung
bnh.

Xt bin ngu nhin X c k vng EX, phng sai ca

X
2

VarX E ( X EX )

=EX ( EX )
2

Phng sai thng c k hiu l 2.

Phng sai ca bin ngu nhin ri rc

Xt

X l bin ngu nhin ri rc.

K hiu = EX.
n

VarX E ( X EX ) xi pi
2

i 1

hoc
n

VarX EX 2 EX x 2 pi 2
2

i 1

Phng sai ca bin ngu nhin ri rc

V

d
Tung 2 ng xu. t
X = S ln xut hin mt hnh.
Tnh VarX.

Bng phn phi xc sut

X 0

P 0.25 0.5

2
0.25

EX=0x0.25 + 1x0.5 + 2x0.25=1

VarX = EX2 (EX)2 =
= (0x0.25 + 1x0.5 + 4x0.25) 1
= 0.5

Phng sai ca bin ngu nhin lin tc

Xt

X l bin ngu nhin lin tc c hm mt

xc sut f(x).
K hiu = EX.
VarX E ( X EX )
2

f ( x )dx

hoc
VarX EX EX
2

x 2 f ( x )dx 2

Phng sai ca bin ngu nhin lin tc

V

d
Cho bin ngu nhin lin tc X c hm mt
xc sut
3 2
x
f ( x) 8
0

Tnh EX, VarX.

,0 x 2
,

 lch tiu chun

lch tiu chun ca mt bin ngu

nhin, l cn bc hai ca phng sai.
K hiu: .

2 VarX

Tnh cht ca phng sai

1)
2)

3)

Var(c)=0, c:hng s
Var(cX)=c2VarX
Var(X+c)=VarX
Var(X + Y) = VarX + VarY nu X v Y c
lp.