Professional Documents
Culture Documents
Uocluong 2017
Uocluong 2017
Uocluong 2017
6
A. C LNG IEM.
I. TIEU CHUAN C
LNG
Coi X X , , X la mau oc lap, co
1, 2 n
hamvao
o f(x,) phu thuoc matmot tham so
cha biet va can c lng
Goi T TX1, X2 , ..., Xn la thong ke
c lng tham dung e
so
1. . lng
c
ung:
Ta noi T la c lng ung cua
neu: E(T) = 7
2. t phan tan (phng sai be):
Coi T1 , T2 la cac c lng ung
cua
Ta noi. T1 tot hn T2 neu T1 t phan
tan hn T2 ngha la:
2 (T1) 2 (T2 )
du: cao
Quan sat mau X , X , , X dung
1 2 n
e c lng chieu cao trung bnh
Ta co the at ra nhieu thong ke
dung e c lng nh sau:
T1 X1
X1 X2
T2
2
X1 2X2
T3
3
X1 Xn
T4
n 9
Ta anh gia moi cac c lng T1,
T2, T3, T4.
Ta co:E(T1) E(X1)
X1 X2
E(T2 ) E
2 2
X1 2X2 2
E(T3 ) E
3 3
X1 Xn
E(T4 ) E
n n
Vay: T1,T2,T3,T4 la cac c lng
ung cua .
10
Ta tnh phng sai:
(T1) (X1)
2 2 2
2 X1 X2 1 2 1 2 2
(T2 )
2
2 4 4 2
2 X1 2x2 1 2 4 2 5 2
(T3 )
2
3 9 9 9
2 X1 Xn 2
(T4 )
2
n n
Vay trong 4 thong ke: T1, T2, T3, T4
th T la c lng tot nhat
4
11
T2 la c lng tot th
hai.
T3 la c lng tot th
ba.
T1 la c lng tot th t.
Ngoai cac thong ke T1, T2, T3, T4,
chung ta co the at ra nhieu thong
ke khac na,
2X1 nh:
X2 X3
T5
4
3X1 4X2 2X3 5X4
T6 , v.v...
14
Vay lam the nao e biet c
mot c lng T tot nhat? Van
e nay c giai quyet bi bat 12
Chu
y: X X ,..., X ; X
Cho 1, 2 n i la mot mau, trong
o
X i B 1; p .
13
Nhac lai:
2
X N ; U
X
n N 0;1
n
T
X
n Studend (n 1)
n S
X
2
Xi
i n 2
1
n
2
2
1
X
n 2
X
n 1 S 2 i
Y 1
2
n 1
2
2
14
B.C LNG KHOANG
I. C LNG TRONG PHAN PHOI
N( , 20 ), ( 20 : abiet
)
Gia s ta muon c lng trung
bnh trong phan phoi bnh thng
0 sai a biet
2
co phng
Goi X1, X2, X3, , Xn la mau oc
Xlap,
i ~ N( , 2
0)
16
f
Ta co:
P( C Z C)
X n
P C C
0 C C Z
0 0
P C X C
n n
0 0
P X C X C
n n
Do
o: 0
Khoang c lng X C 0
; X C
n n
cua la: 0
Thong thng ta X C
viet: n 17
Chu
y:
1. c goi la o tin cay (hay he
so tin cay) cua c lng. Cac tr
so thng c s dung cho o tin
cay la:
= 0.95 th C = 1.96
= 0.99 th C = 2.58
2. Neu dung o tin cay cang ln
th C cang ln, do o khoang c
lng cang rong, va do o sai so
c lng
Neu muonse ln.
giam bt sai so c
lng ta co the tang n, ngha la
phai quan sat nhieu hn. 18
Do o ta thay gia cac ai lng:
o tin cay:
C 0
Sai so c
lng: n
C mau quan sat:
n
Co lien he mat thiet vi
nhau,thong thng, ng trc
bai toan c lng, ta xac nh
trc o tin cay can thiet la bao
nhieu, va sai so toi a co the
chap nhan c, t o tnh ra c
mau can thiet phai quan sat e 19
Gia s ta an nh trc o tin cay
(do o biet C), xac nh sai so toi
a , va ta tnh c mau nh sau:
Ta muon:X
0
Ta chon: C
n
C 0 C2 20
n n 2
20
Th du:
Biet chieu cao cua con X ~ N(, 100)
ngi
Ta muon c lng chieu cao trung
bnh cua dan so vi sai so khong
qua 1 cm, o tin cay 0,95 th quan
sat t nhat may ngi?
Giai:
2
C 02 2
(1.96) .(100)
Ta co:n 384,16
2
(1)2
21
II. C LNG TRONG PHAN
PHOI N(, ), ( : cha biet
2 2
)
Goi X1, X2, , Xn la mau oc lap;
X1 ~ N( , ), : cha biet.
2 2
C C Z
24
Ta
co:
X n
P( C T C) P C C
S
P C
S
X C
S
n n
P X C
S
X C
S
n n
Do o, khoang c lng cua
la: X C S ; X S
n n
S
Thong thng ta viet: X C
n 25
Th du:
Quan sat ngau nhien chieu cao cua
20 ngi, taXtnh cm; S = 14 cm.
c:
162
Hay c lng chieu cao trung bnh
cua dan so o tin cay = 0.95
Giai
: X 162 cm
S
Ta X C ; S 14 cm
co: n
C 2.09
162 6.543 cm 26
Van e c mau
Gia s muon c lng o
tin cay , va sai so khong qua th
ta phai quan sat may trng hp?
Ta X
muon:
S
Ta chon: C
n
CS
n
27
Vay 2 2
: C .S
n 2 C oc trong N(0, 1)
Chu y: Trong cac bang thiet lap
cho phan phoi Student, thong
thng ngi ta ch thiet lap en
30 o t do. Vay, neu gap trng
hp mau ln (o t do ln hn
30), ta dung cac tr so bang
N(0,1) thay the bang Student.
28
III. C LNG 2 TRONG PHAN
PHOI N 0 , (0: a
2
biet)
Quan sat mau X , X , , X , oc
1 2 n
lap; X i ~ N 0 , 2
Ta dung mau nay e c
lng phng sai 2.
Xi 0
Ta co: Xi ~ N 0 ,
2
~ N(0, 1)
Xi 0 2
~ (1)
2
2
Xi 0 2 2
Y ~ (n)
2 29
Cho san gia , (0 1) ta tm 2 so a,
tr
b sao cho:
P(a Y b)
vi qui c: 1
P(Y a) P(Y b)
2
Cac gia tr a, b c cho bi (n)
2
bang
nh sau:
1
P(Y b) b
2
1 1
P(Y a) a
2 2 30
2
Ta X
P(a Y b) P a i 0
b
co: 2
2
Xi 0 Xi 0
2
P
2
b a
Vay khoang c lng cua 2 o
tin cay la:
Xi 0 , Xi 0
2 2
b a
a b F 31
IV. C LNG 2 TRONG PHAN
PHOI N( 0 , ), ( : cha biet
2
)
Quan sat mau X1, X2, ,Xn oc lap;
X i ~ N(, ) ta dung mau nay e c
2
lng 2
Ta co:
(n 1)S Xi X
2 2
Y
2
2
Xi X 2
~ (n 1)
2
2
32
, (0 1) tm 2 so a,
Cho san gia tr
b
sao cho: P(a Y b)
Vi quy
c: 1
P(Y a) P(Y b)
2
Cac gia tr a, b c cho bi (n 1)
2
bang
nh sau:
1
P(Y b) b
2
1 1
P(Y a) a
2 2
33
Ta co:
P(a Y b)
Xi X
2
Xi X
2
P
2
b a
Vay khoang c lng cua 2
o tin cay la:
Xi X2 Xi X
2
2
b a
34
V. C LNG T LE P TRONG PHAN
PHOI B(1, P)
36
Bieu thc nay cha s dung c,
v cac au mut cua khoang c
lng con phu thuoc p (cha biet va
can c
Trong lng).
trng hp nay, ta dung c
lng iem cua p e thay the vao
cac gia tr au mut khoang c
lng.
p f
Do o:
f(1 f ) f(1 f )
P f C p f C
n n
Vay khoang c lng cua p
la: f (1 f )
p f C
n 37
Th
Quan sat ngau nhien 200 lo thuoc
du:
trong mot lo hang rat nhieu, ta
thay co 27 lo khong at tieu chuan.
Hay c lng t le thuoc khong
at tieu chuan
27
p o
Giai: tin cay 95%.
Ta f 0.135
co: 200 f 0.135
Vay p f C f (1 f ) ; C 1.96
: n n 200
(0.135)(0.865)
0.135 (1.96)
200
p 0.135 0.047
Van e C Mau
Gia s ta muon c lng p o
tin cay , vi sai so khong qua , th
quan sat mau t nhat may trng
hp?
Ta muon:
fp
Ta chon:
f(1 f )
C
n
f(1 f )
C n
39
C f(1 f ) ( neu biet f )
2
n
2
C2 C 1.96
1. n 2 ; n 2401
4 0.02 ngi
24
f 0.12
2. 200
f (1 f )
a. p f C ; C 1.96
n n 200
p 0.12 0.045
C 1.96
C 2 f (1 f )
b. n ; f 0.12
2
0.02
n 1014.18
n 1015 ngi
43
TOM TAT
46
IV. L 2
trong PP (, 2 ), ( : chabiet
)
N
Khoang c
lng:
Xi X2
Xi X
2
2
b a
vi 1
: P(Y b)
2
1
P(Y a)
2
a, b oc (n 1)
2
trong
47
V. L t le p trong PP B(1,
p)
c
lng:
f(1 f )
p f C , C oc trong PP
n chuan
C
mau: C2 f(1 f )
n neu biet f
2
2
C
n 2 neu khong
4 biet f
48
THNG KE HIEU HAI TRUNG
BNH
Ta co hai mau oc lap:
Mau th nhat:
n1 , X 1 , S2
1 rut t dan so 1 , 1
2
Mau th hai:
n2 , X 2 , S2
2 rut t dan so 2 , 2
2
Lap thong ke D X1 X 2
Ta khao sat qui luat cua BNN D.
E ( D) E X 1 X 2 E X 1 E X 2 1 2
12 22
Var ( D) Var X 1 Var X 2
n1 n2
1. Trng hp n1 > 30, n2 > 30
Nu bit 1 , 2
X 1
X 2 1 2
N (0,1)
12 22
n1 n2
Neu cha bit, ta c 1 S1; 2 S
1, 2
lng
X 1 X 2 1 2
N (0, 1)
S12 S22
n1 n2
2. Trng hp: n1 30 hay n2 30 (co
phan phoi Chuan)
a) Nu bit 1 , 2
X 1
X 2 1 2
N (0,1)
2 2
1 2
n1 n2
b) Cha bit 1 , 2
Nu 1 2 , ta tnh phng sai mu nhp :
2 n1 1 S 1
2
n2 1 S 2
2
n1 n2 2
Khi
T
X 1
X 2 1 2
Student n1 n2 2
1 1
n1 n2
Nu 1 2 khi
T
X X
1 2 1 2
Student DIXON MASSEY
S12 S22
n1 n2
t do c tnh nh sau:
2
S 2 2
S
n n
1 2
1 2
2
2 2
1 S12
1 S2
2
n1 1 n1 n2 1 n2
THONG KE T SO HAI PHNG
SAI
Mu th nht:
rt ra t dn s N 1 ,
2 2
n1, X 1, S
1 1
Mu th hai:
n2 , X 2 , S rt ra t dn s N 2 , 22
2
2
Ta c:
S 2 2
F Fisher (n1 1; n2 1)
2 1
S 2
1
2
2
VI. BAI TOAN 2 MAU
Gia s: X1, X2, , Xm, Y1, Y2, , Yn oc
X i 1 , 12 , Y j 2 , 22
lap vi
2
1. c lng t 2
(Xi , Yj chuan
so 2
1 )
22 S12
F 2 . 2 F Fisher m 1; n 1
1 S2
55
Cac gia tr a, b c cho bi Fm1, n1
bang
nh 1 1
P( F a ) ; P ( F b)
sau:
Ta
2 2
2 S1
2 2
co: P(a F b) P a 2 2 b
1 S2
S22 22 S22
Pa 2 2 b 2
S1 1 S1
22
Vay khoang c lng 2 o tin
cua 1 la:
S22 S2
2
a S 2 , b S 2
1 1
56
2. c lng danh 2 1
cho
2.1. Trng hp m > 30 v n > 30 (khng cn Chun)
Ta 2
2
Y X ~ N 2 1; 1
2
co: m n
Y X 2 1
Nen N 0,1
: 2
2
1
2
m n
a) Bit 1 , 2
2
2
c 2 1 Y X C 1
2
m n
lng: 57
b) Khng bit 1 2 ta thay 1
, 2
S1
2
, 2
2 S 2
2.
Y X 2 1
Nn: N 0,1
S12 S22
m n
Ta c cng thc c lng:
2 2
S S
2 1 Y X C 1 2
m n
C c trong PP Chun chnh
tac
58
2.2. Trng hp: m 30 hay n 30 (co
phan phi Chun).
a) 1 2 .
Neu
Y X 2 1
Ta c T Student m n 2
1 1
m n
v S
2 2
m 1 S
n 1 S
1
2 2
2
i mn2
59
Cong thc c
lng
1 1
2 1 Y X C.
m n
60
b) Nu 1 2
T
Y X 2 1
Student DIXON MASSEY
2 2
S S
1 2
m n
t do c tnh nh sau:
2
S S 2 2
1 2
m n
2
2 2
1 S12
1 S2
2
m 1 m n 1 n
Luc o cong thc c
lng
2 2
S S
2 1 Y X C 1
2
m n
62
V d 1:
Trng lng vin thuc ca l A v l B
c phn phi N A , 2 v N B , 2 .Mt mu
30 vin ca l A v mt mu 10 vin ca l B
c trng lng trung bnh X A 4,5; S A 0,5 v
X B 4,33; SB 0,305 .Tm khong tin cy 95%
ca A B .
Gii
V A B , ta co cong thc c
lng
1 1
A B X A X B C
m n
63
vi
2 m 1 S1
2
n 1 S 2
2
0, 213
mn2
0, 461
C t0,05 38 1,96
ne
n A B 4,5 4,33 1,96 0,461
1
1
30 10
c lng tso
2 1 o tin
cay 95%
Do n1 , n2 ln cng thc c lng
S12 S22
2 1 X 2 X 1 C
n1 n2
C oc trong N(0;1) C 1,96
,
12 16,98
2 2
66
V d 3:
Lng cholestrelemie cua 2 nhom
ngi co phan 2
2 2 .
N 1 ,1phoi
, N , 2
2) c lng2 1 o tin
caycho
95%bit 1 2 .
22
1. Khong c lng ca 2 :
1
S22 22 S22
a 2 2 b 2
S1 1 S1
Trong
o P F29,23 a 0,975 a 0,46
P F29,23 b 0,025 b 2,32
Vay
(16,98)2 22 (16,98)2
: 0,46 2 2,32
2
(12) 1 2
(12)
22
0,921 2 4,645
1
68
2.
Bc 1: So sanh 2 phng sai (kiem
nh)F 2 2,00 F (0,05) 1,91
S 2
2 23,29
S1
i 1 2
2
2 2
1 2
S1 1 S2
2
n1 1 n1 n2 1 n2
43,38 2 41,38 41
Ne C t0,05 41 1.96
n
Vay 16,98 12
2 2
b a
Ta co:
X
2
i X (n 1)S 11(19,45) 213,95
2
21,92 3,82
9,76 56,00
2
76
Bai giai (2)
Khoang tin cay 95% ve gia tr trung
bnh PSA: S
X C
n
15 (1.96)
1.5
35
15 0.50g / ml
Muon sai so c lng 0.20ng/ ml
khong qua
th c mau
la: C2S2
n 2
77
2 2
(1.96) (1.50)
n 2 216.09
(0.2)
n 217 ngi
78
3. Quan sat chieu cao X (cm) cua mot
so ngi, ta ghi nhan c:
X(cm) 140 145 150 155 160 165
145 150 155 160 165 170
So 1 3 7 9 5 2
ngi
a. Tnh X va S2
b. Hay c lng va 2 o
cay
tin 0,95
79
GIAI (3):
a. n = 27 X 156,20 cm
ngi,
S = 6,14 cm, S2 = 37,68 (cm)2
b. S 6,14
X C 156,20 (2,06)
n 27
156,20 2,43 cm
Xi X 2 Xi X
2 2
b a
80
Xi X2 (n 1)S2 979,63 (cm)2
(n 1)S2
Y ~ 2
(n 1 26)
2
81
BAI 4
Quan sat sc nang X(gam) cua 25
tre s sinh con trai, ta ghi nhan c:
X(gam) 2200 2500 2800 3100 3400 3700
So Tr. hp 1 1 4 10 7 2
83
2) Nhap hai mau lai, goi Z la so lieu
mau nhap, ta co:
nX mY 25(3124) 30(3000)
Z
n m 55
3056.36g
X nX
2 2
S
2
x
n 1
(n 1)S X nX
2 2 2
x
X (n 1)S nX
2 2 2
X
84
Mau X 24(345.54) 25(3124)
2 2 2
1: = 246849949.40
Mau 2: Y 29(300) 30(3000)
2 2 2
= 272610000
Mau Z X Y
2 2 2
nhap: = 519459949.40
85
Z N.Z
2 2
S
2
Z
N1
519459949.40 55(3056.36) 2
54
= 105304.53
SZ 105304.53 324.51g
SZ
Z Z C
N
3056.36 (1.96)
324.51
55
3056.36 85.76g
86
c lng phng
2
Z
sai N 1 SZ 2 N 1 SZ
2 2
b a
P(Y b) 0,025 b 72,616
P(Y a ) 0,975 a 33,162
(Cac gia tr a, b oc
bang 2(54) )
53 105304,53 53 105304,53
2
76,192 35,586
73250,999 156835,275
2
87
Bai 6:
Kham ngau nhien 150 ngi
thay co 18 ngi mac benh B.
88
Bai giai (6)
18
Ta co:f 0.12
150
1) Khoang tin cay cua
p: f(1 f )
p f C
n
(0.12)(0.88)
p 0.12 (1.96)
150
0.12 0.05
89
2) Muon khoang tin cay khong
rong qua 0.02 th sai so toi a la
= 0.01, do 2o:
C f(1 f )
n
2
(0.12)(0.88)
n (1.96)
2
2
4056.73
(0.01)
Vay phai quan sat t nhat 4057
ngi.
90
9. e anh gia sc khoe cac be
gai s sinh, ngi ta kiem tra so o
trong lng cac chau gai s sinh
trong mot benh vien va co ket
qua thong ke sau:
X 1,7 2,1 2,5 2,9 3,3 3,7
2,1 2,5 2,9 3,3 3,7 4,1
n 4 20 21 15 2 3
91
a. Biet trong lng be gai s sinh
2
(, ) chuan
theo phanNphoi hay tnh trung bnh
va phng sai mau. mau
Ta
co
Xi 1,9 2,3 2,7 3,1 3,5 3,9
n 4 20 21 15 2 3
la
93
20
b. Ta can c lng f 0,307
khoang t le 65
cac be khoe vi o tin C 2,58
cay 99%
Ta c cng thc c lng
f 1 f
f C
n
0, 307 0,148
Nn khoang c lng
[0,159
l ; 0,455]
c. Ta can ng lng khoang tin cay
oi vi trung bnh vi o tin cay
95%, vi
S 0, 215 0, 46; C 1,96
Cng thc c lng ca :
CS
X
n
2, 70 0,11
X2 5,6 ; 2
S2 7,88
96
GIAI (10):
a.
Ta c: ( X 1 X 2 ( 1 2 )
~ t (n m 2)
1 1
n m
(n 1) S (m 1) S
2 2
2 1 2
nm2
9(8,65) 9(7,88)
8,26
18
97
2,87
1 1
1 2 ( X 1 X 2 ) C
n m
2
2 1 (5,6 4,8) 2,1(2,87)
10
0,8 2,69
98
CHC CC EM
99