TRNG AI HOC NGAN HANG TPHO HO CH MINH

KHOA GIAO DUC C BAN

BAI GIANG XAC SUAT & THONG KE
(LU HANH NOI BO -NAM 2011)













BIEN SOAN: LE VAN TRONG









Phan xac suat
Ch0: Giai tch to hp
Ch1: Xac suat cac bien co ngau nhien
Ch2: BNN & luat phan phoi xac suat
Ch3: Mot so luat phan phoi thng dung
Ch4: Cac nh ly gii ha n va luat so ln

Phan thong ke
Ch1: Mau, va cac ac trng mau
Ch2: c lng tham so
Ch3: Kiem nh gia thiet thong ke


CHNG 0: GIAI TCH TO HP


1. Quy tac nha n
2. Chnh hp chap k
3. Hoan v bac n
4. Chnh hp lap chap
5. To hp chap k
6. Nh thc newton
Bai ta p chng 0

1. Cong thc nhan
Cong viec A c chia thanh k giai oan, giai oan th i co n
i
cach hoan thanh
i=1..k. Vay so cach e hoan thanh ca cong viec A la:
n=n
1
n
2
...n
k
(1)
TD1: Co bao nhieu cach xep 5 cuon sach vao 3 ngan keo?
Gii: Cong viec xep 5 cuon sach vao 3 ngan keo c chia thanh 5 giai oan.
G1: Xep cuon th nhat, co 3 cach
G2: Xep cuon th hai, co 3 cach
....
G5: Xep cuon th nam, co 3 cach
Vay so cach e xep 5 cuon sach la: n = 3
5

2. Hoan v bac n
Mot cach sap xep n phan t theo mot th t xac nh goi la mot hoan v bac n.
So hoan v bac n la: P
n
=n! (2)
Qui c: n! = n(n-1)(n-2)...2.1; 0! = 1 ; 1 !=1
3. Chnh hp chap k
Mot cach lay k pha n t theo mot th t xac nh trong mot tap hp gom n phan t,
goi la mot chnh hp chap k cua n phan t.
So chnh hp chap k cua la:

k
n
n!
A n(n 1)(n 2)...(n k 1)
(n k)!
= + =

(3)
Chu y: Mot hoan v bac n la mot chnh hp chap n cua n phan t.
TD2: Co 5 qua cau, tren moi qua cau ghi mot so t 1 5. Lay ngau nhien lan lt
2 qua cau. Hoi co bao nhieu so co 2 ch so c hnh thanh t 2 so tren hai qua cau
c lay ra?
Giai: Mot cach lay hai qua cau co th t cho ta mot so co 2 ch so. Vay so co 2
ch so la: n=A
2
5
=20
TD3: Mot hop co 10 san pham, trong o co 8 tot va 2 xau. Lay ngau nhien lan lt
2 san pham e kiem tra.
a- Co bao nhieu cach lay nh the?
b- Co bao nhieu cach lay e co ung mot san pham tot ?
c- Co bao cach lay co t nhat mot xau ?
d- Co khong qua 1 tot ?
Giai: a) n
1
=A
2
10
=90; b) n
2
=32; c) n
3
=A
2
10
A
2
8
=34; d) n
4
= A
2
10
A
2
8
=34
4. Chnh hp lap chap k
Mot cach lay k phan t theo mot th t xac nh co hoan lai trong mot tap hp gom
n phan t la mot chnh hp lap chap k cua n phan t.
So chnh hp lap chap k la: P
k
n
=n
k
(4)
TD3: Cho cac ch so so 0,1,2,..,6.
a- Co bao nhieu so co 3 ch so c hnh thanh t cac so a cho?
b- Co bao nhieu so chan co 3 ch so c hnh thanh t cac so a cho?
c- Co bao nhieu so chia het cho 3 co 3 ch so c hnh thanh t cac so a cho?
5. To hp chap k
Mot cach lay k phan t khong phan biet th t trong mot tap hp gom n phan t,
goi la mot to hp chap k cua n phan t.
So to hp chap k cua n phan t la:

)! k n ( ! k
! n
! k
A
C
k
n k
n

= =
(5)
He qua: Ta chng minh c:
k n
n
k
n
C C

=
;
k
1 n
1 k
1 n
k
n
C C C

+ =
(6)
6. Nh thc Newton

0

=
+ =

n
n k n n k
n
k
(a b) C a b

(7)

He qua: So cac tap con cua mot tap hp gom n phan t la:

0
2
=
=

n
k n
n
k
C

(8)

TD4: Mot so co 9 ch so trong o co 5 ch so 1 va 4 ch so con lai la 2, 3, 4, 5.
a) Hoi co bao nhieu so co 5 ch so 1 lien nhau
b) Hoi co bao nhieu so co 5 ch so 1 bat ky
Giai: a) n
1
=5 !=120 ; b) n
2
=C
5
9
P
4
!=3024
TD5: Mot hop co 10 san pham, trong o co 7 san pham tot va 3 san pha m xau. Lay
ngau nhien 3 san pham, hoi:
a) Co bao nhieu cach lay?
b) Co bao nhieu cach lay c 1 tot?
c) Co bao nhieu cach lay c t nhat 1 xau?
d) Co bao nhieu cach lay e co khong qua 2 xau?
Giai: a) n
a
=C
3
10
=120; b) n
b
=C
1
7
C
2
3
=21; c) n
c
=C
3
10
-C
3
7
=85; d) n
d
=C
3
10
-C
3
3
=119
TD6: Xep 5 cuon sach vao 3 ngan keo. Hoi:
a) Co bao nhieu cach xep?
b) Co bao cach xep e ngn keo nao cng co sach?
c) Co bao cach xep e 2 ngn co so sach bang nhau?
Giai: a) n
1
=3
5
=243
b) n
2
=n
1
-[C
1
3
+C
2
3
(2
5
C
1
2
)]=93
c) n
3
=3
5
-(C
1
5
*3 !+C
2
5
*3 !) = 153 (tat ca tr 2 ngan co sach)
Bai tap chng 0:
1) Co 5 oi bong thi au, cac oi thi au vo ng tron mot lt. Hoi phai to chc bao
nhieu tran au? S: n=A
2
5

2) Mot lp co 50 sinh vien, trong o co 30 n va 20 nam, giao vien chu nhiem muon
chon ngau nhien 4 em vao ban t quan. Hoi co bao nhieu cach chon e c:
a) 4 sinh vien bat ky
b) Co 1 nam va 3 n
c) Co 2 nam va 2 n
d) Phai co t nhat 1 nam
S: n
a
=C
4
5
; n
b
=C
1
20
C
3
30
; n
c
= C
2
20
C
2
30
; n
d
=C
4
5
-C
4
30
3) Mot hop co 10 san pham, trong o co 7 tot va 3 xau. Lay ngau nhien 2 san pham.
Hoi co bao nhieu cach lay e c:
a) Hai san pham bat ky?
b) Mot tot va mot xau?
c) Co t nhat 1 tot?
d) Co khong qua mot tot?
S: n
a
=C
2
10
=45; n
b
=C
1
7
C
1
3
=21; n
c
=C
2
10
-C
2
3
=42; n
d
=C
2
10
-C
2
7
=24
4) Bit 3 thang cuoi nam co 3 tran ma ln.
a) Hoi co bao nhieu kha nang co the xay ra?
b) Hoi co bao nhieu kha nang e moi ngay co khong qua mot tran ma ln?
S: n
a
=C
1
92
+C
2
92
*2+C
3
92
=134044; n
b
=C
3
92
=125580
5) Mt ngi sang nao cung gieo 5 xuc xac e cau may. Neu co t nhat mot con 6
xuat hien, th ngay o la ngay may man.
a) Hoi co bao nhieu kha nang co the xay ra trong mot tuan?
b) Biet trong tuan qua co 3 ngay may ma n. Hoi co bao nhieu kha nang co the
xay ra?
c) Trong tuan qua co 3 ngay may man. Hoi co bao kha nang e nhng ngay
may man co khong qua mot con 6 xuat hien?
S: n
a
=(6
5
)
7
; n
b
=C
3
7
(6
5
-5
5
)
7
; n
c
=C
3
7
(C
1
5
5
4
)
7

6) 6.1. Co bao nhieu cach chia ngau nhien 20 tang pham cho 4 ngi?
6.2. Co bao nhieu cach chia ngau nhien 20 tang pham cho 4 ngi sao cho
ngi th nhat co ung 3 tang pham?
6.3. Co bao nhieu cach chia ngau nhien 20 tang pham cho 4 ngi sao cho
moi ngi co 5 tang pham?
S: 6.1. n
1
= 4
20
; 6.2. n
2
= C
3
20
x3
17
; 6.3. n
3
=C
5
20
xC
5
15
xC
5
10
xC
5
5

7) 7.1. Co bao nhieu cach phan ngau nhien 12 khach len 3 toa tau?
7.2. Co bao nhieu cach phan ngau nhien 12 khach len 3 toa tau sao cho toa th
nhat co ung 4 khach?
7.3. Co bao nhieu cach phan nga u nhien 12 khach len 3 toa tau e moi toa co 4
khach?
S: 7.1. n
1
=3
12
; 7.2. n
2
=C
4
12
x2
8
; 7.3. n
3
=C
4
12
xC
4
8
xC
4
4


CHNG 1: XAC SUAT CAC BIEN CO NGAU NHIEN

1. Phep th va bien co ngau nhien
2. Quan he gia cac BCNN
3. nh ngha xac xuat
4. Cac cong thc tnh xac suat

1. Phep th va bien co ngau nhien
Phep th: Phep th la mot khai niem c ba n, khong c nh ngha ma ch mo ta
nh mot quan sat, mot th nghiem nham trac nghiem mot tnh chat X nao o tren
mot lp cac oi tng ong nhat, goi la mot phep th T.
Phep th T co nhieu hn mot ket cuc lien quan en tnh chat X, khi cha th th
khong the biet trc ket cu nao se xay ra, go i la phep th ngau nhien. Ly thuyet
xac suat ch quan tam en phep th ngau nhien.
Bien co nga u nhie n (BCNN): Mot ket cuc lien quan en tnh chat X cua phep th
T goi la mot bien co ngau nhien. Ky hieu A, B, C ...
TD1: Quan sat mot ngi ban mot vien an vao mot muc tieu, tnh chat X ta quan
tam la vien an trung muc tieu hay khong? La mot phep th ngau nhien.
Goi A la bien co vien an trung muc tieu, B la bien co vien an khong trung muc
tieu la cac bien co ngau nhien.
TD2: Gieo mot xuc xac, tnh chat X ta quan tam la so cham xuat hien cua xuc xac.
Goi A
i
la bien co mat i cham xuat hien i=1..6; A la bien co mat chan cham, B la
bien co co so cham ln hn 3...la cac bien co ngau nhien
Bien co khong the: La bien co khong bao gi xay ra khi th T, ky hieu la C.
Bien co chac chan: La bien co luon xay ra khi th T, ky hieu la O.
TD3: Mot hop co 5 san pham, trong o co 4 tot va 1 xau. Lay ngau nhien t hop ra
2 san pham.
Bien co trong hai san pham lay ra co t nhat 1 tot la bien co chac chan.
Bien co trong 2 san pham lay ra ca hai eu xau la bien co khong the.
Bien co s cap: La mot ket cuc cu the co the xay ra khi th T. Tap hp ca c bien
co s cap ky hieu O.
TD4: Phep th gieo ong thi mot xu va mot xuc xac. Goi S, N la bien co xu xuat
hien mat sap/nga, A
i
la bien co xuc xac xuat hien mat i cham.
a) Hay liet ke tat ca cac bien co s cap theo S, N, A
i

b) Hay mo ta mot bien co O, C
Giai: a) SA
1
,SA
2
... SA
6
; NA
1
,NA
2
...NA
6
(12 bien co s cap)
b) Xuc xac co so cham ln hn 0 la bien co chac chan; Xuc xac co so
cham ln hn 6 la bien co khong the
2. Quan he gia cac BCNN
Bien co keo theo: Neu bien co A xay ra th B cung xay ra, Khi o ta noi A keo
theo B, Ghi AcB, oc A keo theo B hoac A thuan li cho B.



Hai bien co ba ng nhau: Neu bien co A xay ra th B cung xay ra va ngc lai, th ta
noi bien co A bang bien co B, Ghi A=B.
Hai bien co oi lap: Ta noi bien co oi lap cua bien co A la bien co A khong xay
ra, ky hieu la A.
Hai bien co xung khac: A,B xung khac neu A xay ra th B khong xay ra va ngc
lai.


Ho bien co xung khac tng oi: Ho bien co {A
1
, A
2
, ...A
n
} goi la xung khac tng
oi neu hai bien co bat k trong ho eu xung khac vi nhau.
Chu y: Tap cac bien co s cap th xung khac tng oi
Tong hai bien co A, B: La bien co A xay ra hoac B xay ra, ghi A+B.



Tch hai bien co A, B: La bien co ong thi A va B cung xay ra, ghi A.B
B A
B
A
A
A + B
B



Bien co A hieu B: La bien co A xay ra va B khong xay ra; ghi A-B.
Cac tnh chat:
a) A+B = B+A
b) (A+B)+C = A+(B+C)
c) A.B = B.A
d) (A.B).C = A(BC)
e) A(B+C) = A.B+A.C
f) AcB A+B = B; A.B = A
g) + = O A A
;
= C A.A
h) A, B xung khac A.B = C
i) Ho {A
i
} xung khac tng oi khi va ch khi A
i
A
j
=C i=j
j) 1/ A B A.B + = ; 2/ A.B A B = +
Chu y: Tap hp cac bien co s cap cung vi hai phep toan cong va nhan hai bien
co tao thanh khong gian cac bien co s cap.

TD5: Hai ngi cung ban vao mot muc tie u, moi ngi ban mot vien. Goi A
i
la
bien co ngi th i ban trung muc tieu, i =1,2 hay viet cac bien co sau theo A
1
, A
2
.
a) Ch co ngi th nhat ban trung: A=
2
1
A A
b) Co ung mot ngi ban trung : = + 2 1
1 2
B A A AA
c) Co t nhat mot ngi ban trung: C= A
1
+A
2

d) Ca hai ngi eu ban trung: D=A
1
A
2
e) Ca hai Khong trung : 1 2 A A hoac
1 2
A A +
TD6: Mot lo hang co 20 san pham, trong o co 5 phe pham. Lay ngau nhien 3 san
pham e kiem tra. Goi A
i
la bien co co i ph pham trong 4 san pham c kiem tra,
Hay bieu dien cac bien co sau theo cac bien co A
i
i=0,1,2,3
a) Ca 3 san pham eu tot
b) Co ung mot phe pham
c) Co t nhat 1 tot
d) Co so phe pham chan
e) Co khong qua 1 phe pham
TD7: Ba ngi cung ban vao mot muc tieu mot cach oc lap, moi ngi ban 1 vien.
Goi A
i
la bien co ngi th i ban trung muc tieu i=1..3. Hay bieu dien cac bien co
sau theo cac bien co A
i
i=1..3.
A.B
a) Muc tieu co 1 vien trung.
b) Muc tieu co t nhat 1 vien trung.
c) Muc tieu co khong qua 1 vien trung.
d) O, C
e) Boi B
i
la bien co muc tieu co i vien trung, i=0,.,3. Chng to {B
i
} la ho bien
co xung khac tng oi va B
0
+B
1
+B
2
+B
3
=O
3. nh ngha xac suat cac bien co ngau nhien
3.1. nh ngha xac suat theo loi co ien
Gia s T la phep th co n bien co s cap co cung mot kha nang xuat hien nh nhau.
A la bien co ngau nhien lien quan en T co m bien co s cap keo theo A. Ta goi ty
so m/n la xac suat cua bien co A.
Ky hieu: = =
m So bienco scapkeotheoA
P(A)
n So tat ca cacbienco scap

TD8: Phep th gieo mot xuc xac, A la bien co mat 2 cham xuat hien, B la bien co
mat chan cha m xuat hien. Tnh P(A)=?, P(B)=?
Giai: So cac bien co s cap cua phep th T la n=6
So cac bien co s cap keo theo A la m=1
So cac bien co s cap keo theo B la m=3
Vay P(A)=1/6=0.1666, P(B)=3/6=0.5
TD9: Mot hop co 3 bi xanh va 2 bi o. Lay ngau nhien 2 bi, tnh xac suat e:
a) Hai bi lay ra cung mau xanh?
b) Hai bi khac mau?
Giai: Phep th T co so cac bien co s cap n=C
2
5
=10
a) A la bien co 2 bi mau xanh m=C
2
3
=3 P(A)=3/10=0.333
b) B la bien co 2 bi khac mau m=C
1
3
C
1
2
=6 P(B)=6/10=0.6
TD10: Bo ngau nhien 5 vien bi vao 3 hop. Tnh xac suat e:
a/ Ch co mot hop co bi (A)
b/ Mot hop co 3 bi (C)
c/ Hop nao cung co bi (B)
Giai: a/ P(A)=3/3
5
=1/3
4
=1/81=0.0123
b/ P(B)=C
3
5
C
1
3
(2
2
-C
1
2
)/3
5
=60/243=0.2469
c/ P(C)=[3
5
C
1
3
(C
2
3
*2
5
-C
1
2
)]/3
5
=146/243=0.6
Nhan xet:
1) Xac suat cua bien co A cho biet kha nang co the xay ra bien co A khi th T
mc bao nhieu %. P(A)=p ngha la tien hanh phep th T vo han lan th ty le so lan
xuat hien A bang p.
2) Xac suat cua moi bien co s cap eu bang nhau va bang 1/n
3) Phep th T co so bien co s cap la vo han, hoac cac bien co s cap co kha nang
xay ra cac mc o khac nhau th nh ngha nay khong ton tai. e khac phuc
thieu sot nay ngi ta xay dng khai niem xac suat theo loi thong ke nh sau:
3.2. nh ngha theo loi thong ke
Tan sua t: Tien hanh phep th T- n lan oc lap va gia s co m lan xuat hien A. Ta
goi so f
A
n
= m/n la tan suat cua bien co A trong n lan th T.
Xac sua t: Ngi ta chng minh c, khi so lan th tang len vo han, th tan suat f
A
n

bien thien xoay quanh mot so p. (limf
A
n
=p khi n). Ta goi so p la xac suat cua
bien co A ky hieu P(A)=p. Trong thc te khi n u ln ta ta co the coi P(A)=f
A
n

TD11: Hai nha bac hoc Buffon va Pearson tien hanh th nghiem gieo mot xu va co
ket qua nh sau:
Ngi thc hien So lan gieo (n) So lan sap (m) Tan suat f
n
S

Buffon 4040 2048 0.5069
Pearson 12000 6019 0.5016
Pearson 24000 12012 0.5005
T 3 th nghiem tren ta thay f
S
n
0,5 khi n P(S) = 0.5
TD12: e tnh ty le suy dinh dng be s sinh tai tha nh pho HCM, ngi ta tien
hanh kiem tra lan lt 1000 be (n=1000), trong 1000 lt kiem tra thay co 200
(m=200) be suy dinh dng.Ta co tan sua t be suy dinh dng tai TP HCM la
f
1000
=20%.
Do vay ngi ta noi ty le be suy dinh dng tai TPHCM la 20%
3.3. nh ngha theo loi hnh hoc
T la phep th co khong gian cac bien co s cap O, va gia s tap hp O co dien tch
tng ng la S
O
, A la bien co ngau nhien lien quan co dien tch tng ng la S
A
.
Xac suat cua bien co A la:

A
S
P(A)
S
O
=

TD13: Hai ngi hen gap nhau mot a iem xac nh va khoang 8 en 9 gi
sang, va quy c: Ngi en trc se i ngi kia 10 phut, sau o neu khong gap
S
O

S
A
th se i khoi iem hen. Tnh xac suat e hai ngi gap nhau, neu bie t rang moi
ngi co the en cho hen trong khoang thi gian quy nh mot cach ngau nhien va
khong phu thuoic vao ngi kia en luc nao.
Giai: goi x la thi iem ngi th nhat en iem hen, y la thi iem ngi th hai
en iem hen (n v la phut) hai ngi gap nhau khi va ch khi |x-y|10.
Ta bie dien x,y tren mat phang toa o vuong goc
Khi o dien tch cua O la hnh vuong
60
co canh la 60. Dien tch cua bien co
A (hai ngi gap nhau la hnh ch nhat S
O

b gach.

= =
2 2
2
60 50 11
P(A)
36 60


3.4. Cac tnh chat c ban cua xac suat
1. P(C)=0, P()=1
2. 0sP(A)s 1
3. AcB th P(A)P(B)
4. Nu A, B xung khc P(A+B)=P(A)+P(B)
5. Neu ho {A
i
} vi i=1,2,..,n.. xung khac tng oi th:
1 1 = =
| |
=
|
\ .

n n
i i
i i
P A P(A )
(Bao gom ca khi n=)
6. P( A) = 1P(A)
3.5. Nguyen ly xac suat nho, xac suat ln:
Nhng bien co co xac suat rat nho p~0, th co rat t kha na ng xay ra khi th T. Khi
o ngi ta cho rang bien co nay khong xay ra (nguyen ly xac suat nho).
Ngc lai mot bien co co xac suat ln p~1, th co rat nhieu kha nang xay ra khi th
T. Khi o ngi ta cho rang bien co nay se xay ra khi th T (nguyen ly xac suat
ln).
Thng P(A)<0,0027 c coi la co xac suat nho va P(A)> 0,9973 c coi la xac
suat ln.
BT1/ Mot hop co 10 bi trong o co 5 o, 3 trang va 2 vang. Lay ngau nhien 3 bi.
Tnh xac suat e:
a/ Hai bi cung mau.
b/ Mot o hoac mot vang.
c/ Ba bi khac mau.
d/ Co t nhat mot o.
S: P(A)=79/120; P(B)=106/120; P(C)=30/120; P(D)=11/12
S
A
BT2/ Gieo ong thi hai xuc xac (mot xanh va mot o). Tnh xac suat cac bien co:
a/ Tong so cham tren hai xuc xac la 7
b/ So cham cua xuc xac o ln hn xuc xac trang
c/ Tch so cham tren hai xuc xac la mot so le
S: P(A)=1/6; P(B)=15/6; P(C)=9/36
BT3/ Xep 5 cuon sach vao 3 ngn keo. Tnh xac suat e:
a/ Ngan keo nao cung co sach
b/ Co 2 ngan keo co so sach bang nhau
S: a) P(A)=150/243; b) P(B)=153/243
BT4/ Ba cong nhan A, B, C cung ky nang cung tay nghe thay nhau san xuat mot
loai san pham. Trong so san pham ho la m ra trong mot thang co 4 phe pham. Tnh
xac suat e :
a/ So phe pham do mot ngi lam
b/ Cong nhan nao cung co phe pham
S: a/ P(A)=1/3
3
; b/ P(B)=C
2
4
*C
1
2
*3 !/3
4
=8/9
BT5/ Biet 3 thang cuoi nam co 3 tran ma l n. Tnh xac suat e moi ngay co khong
qua mot tran ma ln.
S: P(A)=125580/1340044=0.9368
BT6/ Mt ngi sang nao cung gieo 5 xuc xac e cau may. Neu co t nhat mot con
6 xuat hien, th ngay o la ngay may man. Biet rang trong tuan qua ngi o co 3
ngay may man. Tnh xac suat trong nhng ngay may man co khong qua mot con 6
xuat hien.
S: P(A)=C
3
7
(C
1
5
5
4
)
3
(5
5
)
4
/C
3
7
(6
5
-5
5
)
3
(5
5
)
4
=0.0121
4. Cac cong thc tnh xac suat
4.1. Cac cong thc cong
a) Cong thc cong th nhat:
Neu A, B la hai bien co xung khac th:
P(A+B)=P(A)+P(B) (1)
M rong, neu A
i
i=1..n la ho bien co xung khac tng oi th:

n n
i i
i 1 i 1
P A P(A)
= =
| |
=
|
\ .

(2)
(cong thc van ung khi n=)
b) Cong thc cong th hai:
Neu A,B la hai bien co khong xung khac:
P(A+B)=P(A)+P(B)-P(AB) (3)
M rong neu ho {A
i
} khong xung khac tng oi:
1 2
1 1
n n
n+1
i i i j i j k n
i i i j i<j<k
P A P(A) P(AA )+ P(AAA )-...+(-1) P(A A ..A )
= = <
| |
=
|
\ .

(4)
TD14: Mot lp co 50 hoc sinh, trong o co 20 gioi toan, 15 gioi van, 20 gioi sinh
ng, 10 gioi ca 2 mon toan va sinh ng, 12 gioi ca 2 mon van va sinh ng, 5 gioi ca
2 mon toan va van, va 3 gioi ca 3 mon. La y ngau nhien t danh sach ra mo t em,
tnh xac xuat e hoc sinh nay gioi t nhat mot mon.
Giai: Goi T la bien co lay c hoc sinh gioi toan
V la bien co lay c hoc sinh gioi van
S la bien co lay c hoc sinh gioi sinh ng
A la bien co lay c hoc sinh gioi t nhat mot mon
A=T+V+S P(A)=P(T)+P(V)+P(S)-P(TV)-P(TS)-P(VS)+P(TVS)=31/50
TD15: Mot chu khach san gi ngau nhien 3 chiec mu b bo quen cho 3 v khach v
khong biet mu nao cua ai. Tnh xac suat e:
a) Khong ai nhan c mu cua mnh (A)
b) Ch co mot ngi nhan ung mu cua mnh (B)
Giai: Goi A
i
la bien co ngi th i nhan ung mu cua mnh i=1,2,3
a) P(A)=1-P( A )=1-P(A
1
+A
2
+A
3
)
=1-[P(A
1
)+P(A
2
)+P(A
3
)-P(A
1
A
2
)-P(A
1
A
3
)-P(A
2
A
3
)+P(A
1
A
2
A
3
)]
Ta co A
1
A
2
=A
1
A
2
A
3
A
1
A
2
=A
1
A
3
=A
2
A
3
=A
1
A
2
A
3

Mat khac P(A
i
)=2!/3!; P(A
1
A
2
A
3
)=1/3! P(A)=1-[3*2!/3!-2/3!]=1/3
b) P(B)=P( 2 3 1 3 1 2
1 2 3
A A A A A A A A A + + )
Ta co P( 2
1 3
A A A )=P(A
1
)P( 2
1
A / A )P( 2
3 1
A / A A )=1/6 P(B)=1/2
TD16: Hai cong ty A, B cung kinh doanh mot mat hang. Biet kha nang thua lo cua
A la 10% va B la 20% va ca hai cung thua lo la 5%. tnh xac suat ch co mot cong
ty b thua lo.
Giai: Goi A la bien co cong ty A thua lo, B la bien co cong ty B thua lo, F la bien
co ch co mot cong ty thua lo.
0 2
F AB AB P(F) P(AB) P(AB)
P(AB) P(A) P(AB); P(AB) P(B) P(AB)
P(F) ,
= + = +
= =
=

4.2. Cong thc xac suat ieu kien, cong thc nha n
Hai bien co oc lap: Hai bien co A, B oc lap khi va ch khi, bien co nay xay ra
hay khong xay ra khong anh hng en xac suat cua bien co kia va ngc lai.
Ho oc lap hoan toan: Ho bien co {A
i
} i=1..n goi la oc lap hoan toan neu mot
bien co bat ky trong ho, eu oc lap vi tch cua mot ho con bat ky.
TD17: Mot hop co 1 bi xanh, 1 bi vang, 1 bi o, va 1 bi co 3 mau (xanh, vang, o),
lay ngau nhien 1 bi. Goi X, V, D la bien co lay c bi co mau tng ng. Khi o
ho X,V,D oc lap tng oi nhng khong oc lap hoan toan.
a) Cong thc xac suat ieu kien
Xac suat cua bien co A trong ieu kien bie n co B co P(B)>0 a xay ra goi la xac
suat ieu kien. Ky hieu la P(A/B)
P(A/B) =P(AB)/P(B) (7)
TD18: Co 5 hop sa trong o co mot hop kem pham chat. Ngi ta kiem tra tng
hop cho en khi phat hien c hop kem pha m chat. Tnh xac suat e viec kiem tra
dng lai lan th 2.
Giai: Goi A
i
la bien co lan th i lay c hop kem pham chat i=1,2. A la bien co
viec kiem tra dng lai lan th 2 (A
1
,A
2
khong oc lap)
1 1 1 1
2 2 2
1 5 = = = = A AA P(A) P(AA ) P(A )P(A / A ) /

b) Cong thc nha n th nhat
Neu A, B la 2 bien co oc lap th:
P(A.B) = P(A).P(B) (5)
M rong neu {A
i
} la ho bien co oc lap hoan toan th:

1 1
n n
i i
i i
P A P(A)
= =
| |
=
|
\ .
[ [
(6)
c) Cong thc nhan th hai:
Neu A, B khong oc lap:
P(AB)=P(A)P(B/A)=P(B)P(A/B) 8)
M rong neu {A
i
} i=1,2,..n la khong oc lap hoan toan:
P(A
1
A
2
..A
n
)=P(A
1
)P(A
2
/A
1
)P(A
3
/A
1
A
2
)..P(A
n
/A
1
A
2
..A
n-1
) (9)
TD19: Hai ngi cung ban mot cach oc lap vao mot muc tieu, moi ngi ban mot
vien. Biet xac suat ban trung cua moi ngi tng ng la 0.7, 0.8, tnh xac suat e:
a/ Muc tieu b trung an (A)
b/ Muc tieu ch co mot vien trung (B)
Giai: Goi A
i
la bien co ngi th i ban trung muc tieu i=1,2 {A
1
,A
2
} oc lap
a/ P(A)= P(A
1
+A
2
)=P(A
1
)+P(A
2
)-P(A
1
A
2
)=0.94
b/ P(B)=P( 2 1
1 2
A A A A + )=P( 2
1
A A )+P( 1
2
A A )=0.38
TD20: Ty le phe pham cua mot lo hang la 5%. Lay ngau nhien lan lt tng san
pham (co hoan lai) cho en khi lay c phe pham th ngng.
a/ Tnh xac suat phai lay en san pham th 3 (A)
b/ Hoi phai lay bao nhieu san pham e xac suat co t nhat mot phe pham khong
nho hn 0.9 (B)
Giai: a/ P(A)=0.95
2
*0.05=0.04513
b/ P(B)=1-P(B)=1-0.95
n
>0.9 n>45
TD21: Hai ngi A,B to chc tro chi gieo mot xu va thoa thuan: A gieo trc, neu
nga th A c 10. Neu sap th chuyen cho B gieo, neu B gieo sap th B c
10. Neu nga th chuyen cho A gieo tiep, qua trnh c tiep tuc nh vay van chi
ket thuc ngay khi co mot ngi c 10. Tnh xac suat c 10 cua moi ngi.
Giai: Goi A la bien co A c 10, B la bien co B c 10
A=N+SNN+SNSNN+SNSNSNN+...
B=SS+SNSS+SNSNSS+SNSNSNSS+...
P(A)=2P(B) P(A) = 2/3; P(B) = 1/3
TD22: Mot ngi ban lien tiep vao 1 muc tieu, cho en khi co 1 vien an au tien
trung muc tieu th ngng ban. Tm xac suat e ngi o phai ban en vien th t,
biet xac suat trung muc tieu cua moi lan ban la nh nhau va bang 0,7
Giai: Goi A
i
la bien co vien th i trung muc tieu i=1,2.3
ho {A
i
} oc lap hoan toan
A la bien co ngi o phai ban en vien th t.
3
1 2 3 1 2 3 0 3 P(A) P(A A A ) P(A )P(A )P(A ) . = = =
TD23: Mot lo hang co 100 san pham trong o co 10 phe pham. Kiem tra ngau
nhien lan lt 3 san pham, neu co phe pha m trong 3 san pham c kiem tra th
khong mua lo hang. Tnh xac sua t lo hang c mua (xet ca hia trng hp lay co
hoan lai va khong hoan lai)
Giai: Goi A
i
la bien co lan i lay c san pham tot
Co hoan lai: {Ai} oc lap hoan toan
P(A)=P(A
1
A
2
A
3
)=P(A
1
)P(A
2
)P(A
3
)=0.729
Khong hoan lai: {Ai} khong oc lap hoan toan
P(A)=P(A
1
A
2
A
3
)=P(A
1
)P(A
2
/A
1
)P(A
3
/A
1
A
2
)=0.72653
4.3. Cong thc xac suat ay u va bayes
Ho bie n co ay u: Ho {A
1
,A
2
, ...A
n
} la mot ho bien co ay u neu co t nhat mot
bien co trong ho phai xay ra khi th T, va ho {A
i
} xung khac tng oi.
a) Cong thc xac suat ay u:
Neu {A
i
} la ho ay u, F la bien co bat ky th:

1
n
i i
i
P(F) P(A)P(F/ A)
=
=

(10)
b) Cong thc xac suat Bayes:

i i
i
P(A)P(F/ A)
P(A / F)
P(F)
= (11)
TD24: Co hai hop bi moi hop co 5 bi, hop I co 3 o va 2 trang, hop II co 2 o va 3
trang. Lay mot bi t hop I bo vao hop II, roi t hop II lay ngau nhien 2 bi. Tnh xac
suat e:
a/ Hai bi cung mau.
b/ Co t nhat 1 o.
c/ Biet hai bi lay ra t ho II co 1 o. Tnh xac xuat e bi lay ra t hop I la o.
Giai: Goi A
1
la bien co lay c bi t hop I co mau o, A
2
la bien co lay c bi t
hop I co mau trang; A la bien co hai bi cung mau t hop II; B la bien co co t nhat
mot o t hop II; C la bien co co 1 o.
P(A)=P(A
1
)P(A/A
1
)+P(A
2
)P(A/A
2
)=32/75=0.4267
P(B)= P(A
1
)P(B/A
1
)+P(A
2
)P(B/A
2
)=29/50=0.58
P(C)= P(A
1
)P(C/A
1
)+P(A
2
)P(C/A
2
)=43/50=0.86
P(A
1
/C)=P(A
1
)P(C/A
1
)/P(C)=27/43=0.6279
TD25: Mot lo hat giong c phan lam 3 loai. Loai I chiem 2/3 so hat ca lo. Loai II
chiem 1/4; con lai la loai III. Loai I co ty le nay ma m 80%, loai II 60% va loai III
40%. Hoi ty le nay mam chung cua lo hat giong la bao nhieu?
S: p=0,716
TD26: Ty le ngi dan nghien thuoc la la 30%, biet ty le ngi b viem hong trong
so ngi nghien thuoc la la 60%. Con ngi viem hong trong so ngi khong hut
thuoc la la 40%.
a/ Lay ngau nhien mot ngi. Biet rang ngi o viem hong, tnh xac sua t e ngi
o nghien thuoc.
b/ Neu ngi o khong b viem hong, tnh xac suat e ngi o nghien thuoc.
S: P(A)=0.46; P(B)= 0,222.
TD27: Mot cong ty bao hiem chia dan c thanh 3 loai: t rui ro, rui ro trung bnh, rui
ro cao. Theo thong ke cho thay ty le dan c gap rui ro trong mot na m tng ng vi
cac loai tren la 5% 15% 30% va trong toa n bo dan c co 20% t rui ro; 50% rui ro
trung bnh; 30% rui ro cao.
a/ Tnh ty le rui ro trong mot nam (p=0.175)
b/ Neu mot ngi gap rui ro trong mot nam th xac suat ngi o thuoc loai
t rui ro la bao nhieu? (p=0.2303)
S: a) P(A)=0.175; b) P(B)=0.2303
TD28: Mot hop co 7 san pham, hoan toan khong biet chat lng cua cac san pham
trong hop nay. Moi gia thiet ve so phe pham co trong hop laong kha nang. Lay
ngau nhien t hop ra 3 san pham e kiem tra th co 2 phe pham.
a) So phe pham nhieu kha nang nhat trong cac san pham con lai la bao nhieu?
b) Neu lay them mot san pham na th kha nang lay c phe pham la bao nhieu?
HD: a) Goi A
i
la bien co hop co i phe pham i=0,1,2,..7
A la bien co 3 san pham lay ra co 2 phe pham
P(A/A
0
)=P(A/A
1
)=0; P(A/A
2
)=5/35; P(A/A
3
)=12/35; P(A/A
4
)=18/35;
P(A/A
5
)=20/35; P(A/A
6
)=15/35; P(A/A
7
)=0
P(A/A
5
)=20/35 la ln nhat so phe pha m con lai trong hop co kha nang
xay ra nhieu nhat la 3.
b) Goi B la bien co lay them mot san pham na c phe pham.
P(B/A)=P(AB)/P(A)

7
0
i i
i
P(AB) P(A )P(AB/ A )
=
=

P(AB/A
i
)=0 khi i=0,1,2; P(AB/A
7
)=0
P(AB/A
3
)=3/35; P(AB/A
4
)=9/35; P(AB/A
5
)=15/35; P(AB/A
6
)=15/35;
P(AB)=3/20 P(B/A)=3/5
4.4. Cong thc Bernoulli
Day n phep th Bernoulli: Tien hanh mot day n phep th T
1
, T
2
,..T
n
, thoa 3 ieu
kien sau, goi la mot day n phep th Bernoulli.
1/ T
i
oc lap vi T
j
i=j
2/ Moi lan th i co xuat hien A hoac A
3/ P(A)=p khong oi trong moi lan th T
i
.
Goi A
i
la bien co la n th th i xuat hien A i=1,2,..n; B
k
la bien co trong n lan th T
co k lan xuat hien A; k=0,1,2..n
Cong thc xac suat Bernuolli
P(B
k
)=C
k
n
p
k
q
n-k
(q=1p) (12)
TD29: Ty le phe pham cua mot loai san pham do mot nha may san xuat la 5%.
Lay ngau nhien 5 san pha m kiem tra (co hoan lai). Tnh xac xuat e trong 5 sa n
pham c kiem tra co t nhat mot phe pham.
Giai: Kiem tra mot san pham la mot phep th, kiem tra 5 san pham ta co mot day 5
phep th Bernoulli, vi xac suat c san pham tot la P=0,95i. Goi A la bien co
trong 5 san pham kiem tra co t nhat 1 phe pham
P(A)=1-P() = 1- C
0
5
p
0
q
5
=1-0,95
5
= 0.2262
TD30: Xac suat ban trung muc tieu bi mot vien an cua A la 0,7. Hoi A phai ban
t nhat bao nhieu vien e xac suat muc tieu co t nhat mot vien trung ln hn hoac
bang 0,99?
Giai: Gia s A ban n vien xac suat ban trung t nhat mot vien la p=10,3
n
1-
0,3
n
>0,99 0,3
n
s 0,01 n > lg
0,3
(0,01)=3.82 n=4
Bai tap chng 1:
1) Mot lo co 20 san pha m, trong o co 2 phe pham. Lay ngau nhien lan lt 2 sa n
pham (xet ca hai trng hp khong hoan lai va co hoan lai). Tnh xac suat e:
a) Ca hai san pha m eu la phe pham?
b) Trong hai san pham lay ra co 1 tot ?
c) Lan th 2 lay c san pham tot ?
S: a/ Khong hoan lai va co hoan lai ket qua giong nhau: P(A)=1/190
b/ Khong hoan lai va co hoan lai ket qua giong nhau: P(B)=18/95
c/ Ch xet lay co hoan lai: P(C)=9/95
2) Mot ngi goi ien thoai nhng quean mat 3 so cuoi cua may can goi, ma ch
nh 3 so o tao thanh moat con so co 3 ch so khac nhau va la so chan. Tnh xa c
suat e ngoi o bam ngau nhien moat lan ung so can goi.
S: p=1/328
3) Xep ngau nhien 8 ngi vao 10 toa xe la. Tnh xac suat e:
a) 8 ngi cung moat toa.
b) 8 ngi 8 toa khac nhau.
c) A, B cung toa au.
d) A, B cung mot toa.
e) A, B cung moat toa ngoai ra khong co ai khac.
S: a) P(A)=1/10
7
; b) P(B)=0.018144; c) P(C)=0.01; d) P(D)=0.1; P(E)=0.0531441

3) Ba ngi cung ban vao mot muc tieu vi xac suat trung ch cu a moi ngi
tng ng la: 0.6, 0.8, 0.7. Tnh xac suat:
a) Ch co ngi th hai ban tru ng?
b) Co ung mot ngi ban trung?
c) Co t nhat mot ngi ban trung?
d) Co khong qua hai ngi ban trung?
f) Co t nhat hai ngi ban trung?
S: a/ P(A)=0.096; b/ P(B)=0.188; P(C)=0.976; P(D)=0.664; P(F)=0.788
4) Mot loai san pham tren th trng ch do 3 nha may san xuat, ty le san pham cua
cac nha may tng ng la: 50%, 30%, 20%. Ty le san phe pham cua cac nha may
tng ng la : 2%, 1%, 1%. Mua ngau nhien mot san pham, tnh xac suat e:
a) Mua phai phe pham.
b) Mua phai phe pham. Tnh xac suat e phe pham nay do nha may 1 san xuat?
S: a) P(A)=0.015; b) P(B)=0.6666
5) Mot x nghiep co 3 o to. Kha nang co s co cua moi o to tng ng la: 0.15, 0.2,
0.1. Tnh xac suat e:
a) Ca 3 o to cung b hong ?
b) Co t nhat mot o to hoat ong tot ?
c) Co khong qua 2 hong ?
S: a) P(A)=0.003; P(B)=0.997; P(C)=0.997
6) Co hai thung san pham. Thung loai I co 60% san pham loai A, thung loai II co
40% san pham loai A. Lay ngau nhien 1 san pham t mot thung.
a) Tnh xac suat e c san pham loai A
b) Gia s san pham lay ra la loai A. Theo y ban bao nhieu % kha nang thung
a m thuoc loai I
S: a) P(A)=0.54; P(B)=77.77%
7) Mot gia nh co 6 con, biet xac suat sinh con trai la 0,52. Tnh xac suat e trong 6
con co:
a) ung 3 con trai.
b) Co khong qua 3 con trai.
S: a) P(A)=0.311; P(B)=0.6209
8) Mot ky thi xac suat, giao vien cho 100 ca u hoi on tap. Sinh vien A a lam c
80 cau, con 20 cau khong lam c. Khi vao thi giao vien cho chon ngau nhien 3
cau e lam bai thi, va quy c neu A lam c t nhat 2 cau th au. Tnh xac suat
e A thi au.
S: p=0.8989
9) Ba cong nhan cung san xuat mot loai san pham. Biet xac suat e ngi th nhat
va ngi th 2 lam ra chnh pham la 0,9, ngi th 3 lam ra chnh pham la 0,8. Mot
ngi trong so o lam ra 3 san pham, thay co 1 phe pham. Tnh xac suat e ngi
nay lam 3 san pham tiep theo co 1 chnh pham.
S: p=0.05
10) Mot x nghiep san xuat mot loai san pha m, ty le phe pham cua x nghiep la 5%.
Mot san pham san xuat ra c qua 2 tram kiem tra oc lap.
tra m 1: xac suat nhan biet ung mot chnh pham la 90%, va nhan biet sai
mot phe pham la 3%.
tram 2: xac suat nhan biet ung mot chnh pham la 95%, va nhan biet
ung mot phe pham la 98%
Mot san pham c a ra th trng neu qua hai tram kiem tra coi la chnh
pham. tnh xac suat e:
a/ Mot phe pham c a ra th trng
b/ Mot chnh pham b loai trong qua trnh kiem tra
c/ Mot san pham c chon ngau nhien trong so cac san pham cha kiem tra
c a ra th trng
d/ Mot san pham c a ra th trng la phe pham.
HD: Goi A
i
La phe pham c tram i coi la chnh pham. B
i
la chnh pham c
tram i coi la phe pham vi i=1,2
a/ P(A)=P(A
1
A
2
)=0.0006
b/ P(B)=P(B
1
+ 1 B B
2
)=0.145
c/ Goi T la bien co lay c chnh pham; X la bien co lay c phe pham
{T,X} la ho ay u P(C)=P(T)P(C/T)+P(X)PC/X)=0.8123
d/ P(D)=P(X/C)=0.00007
11) Kha nang lai co phieu cua cong ty A at mc 10% trong nam ti phu thuoc vao
ty le lai suat tren th trng bat ong san nh sau:
Lai suat BS <1% 1%-5% >5%
Kha nang lai co phieu 10% 0.1 0.2 0.7
D bao nam ti lai suat tren th trng BS nh sau:
Lai suat BS <1% 1%-5% >5%
p 0.3 0.5 0.2
a/ Kha nang nam ti lai suat co phieu cua co ng ty A at mc 10% va lai suat
th trng BS at mc 5% la bao nhieu?
b/ Tm xac suat lai suat co phieu cong ty A at mc 10% trong nam ti.
S: a) P(A)=0.1; b) P(B)=0.27
12) Dan c thanh pho X cac nhom mau co phan bo
Nhom mau O A B AB
Ty le 25% 40% 25% 10%
Dan c thanh pho Y cac nhom mau co phan bo:
Nho mau O A B AB
ty le 45% 40% 10% 5%
Biet ngi co nhom mau AB co the nham mau cua bat ky nhom mau nao; cac
nhom mau con lai co the nhan mau cung nhom hay nhom mau O. Gia s co mot
benh nhan la c dan thanh pho X.
a/ Neu biet benh nhan co nhom mau B. Tnh xac suat e chon ngau nhien
mot ngi cua thanh pho Y co the cho mau c cho benh nhan.
b/ Neu cha biet nhom mau cua bengj nha n. Tnh xac sua t e chon ngau
nhien mot ngi cua thanh pho Y co the truyen mau c cho benh nhan.
c/ Neu cha biet nhom mau cua benh nhan va mot ngi cua thanh pho Y a
co the truyen mau c cho benh nhan. Tnh xac sua t e ngi cho mau nay thuoc
nhom B.
S: a) P(A)=0.1375; P(B)=0.69; P(C)=0.4384
13) Mot nha au t phan loai cac d an trong mot chu ky au t thanh 3 loai: t rui
ro; rui ro trung bnh; rui ro cao. Ty le d an cac lo ai o tng ng la: 20%; 45%;
35%. Kinh nghiem cho thay ty le d an gap rui ro khi au t tng ng la: 5%;
20%; 40%.
a/ Tnh ty le d an gap rui ro trong ky au t
b/ Neu mot d an khong gap rui ro sau ky au t, th kha nang d an o
thuoc loai rui ro cao la bao nhieu?
S: a) P(A)=0.24; b) P(B)=0.2763
14) Mot mo hnh n gian ve bien oi gia chng khoan nh sau: Trong mot phien
giao dch xac suat gia tang len 1 n vi la p, va xac suat giam 1 n v la 1-p, s
thay oi gia cua cac phien giao dch la oc lap.
a/ Tnh xac suat sau 3 phien giao dch gia tang so vi thi iem ban au 1
n v
b/ gia s sau 3 phien giao dch gia ta ng hn so vi thi iem ban au 1 n
v. Tnh xac suat gia tang trong phien th 2.
S: a) P(A)=3(1-p)p
2
; b) P(B)=2(1-p)p
2
15) Hai au thu A, B chi c. Xac suat A tha ng la 0.6 trong moi van, ai thang c
1 iem, thua 0 iem. Tran au ket thuc khi A c 3 iem trc va A thang tran,
hoac B c 5 iem trc va B thang tran. Gia s cac van au khong hoa.
a/ Tnh xac suat A thang tran
b/ Goi X la so van au trong mot tran, lap bang phan phoi xac suat cho X
S: a/ P(A)=0.903744.

b/ X 3 4 5 6 7
p 0.216 0.2592 0.2176 0.16896 0.13824
16) Ty le mac benh B mot vung la 6%. Viec chan oan benh B c tien hanh
theo hai bc: Neu chan oan lam sang ket luan co benh th se tien hanh xet
nghiem toan bo. Kha nang chan oan ung la 85% oi vi ngi mac benh, va sai
oi vi ngi khong mac benh la 2%. Xet nghiem toan bo oc lap vichan oan
lam sang va kha nang ket luan ung oi vi ngi co benh la 99%, ch co 1% ngi
khong co benh b ket luan la co benh.
Kiem tra ngau nhien mot ngi qua hai bc neu tren, ket luan cuoi cung la ngi
nay co benh. Tnh xac suat ket luan b sai.
HD: Goi B
1
ngi nay mac benh B; B
2
ngi nay khong mac benh B; A la bien co
ket luan lam sang co benh; B la bien co xet nghiem toan bo ket luan co benh.
Xac suat can tm la: P(B
2
/AB)=P(B
2
).P(AB/B
2
):P(AB)=?
P(AB/B
1
)=P(A/B
1
)P(B/B
1
)=0.8415; P(AB/B
2
)=P(A/B
2
)P(B/B
2
)=0.0002
P(AB)=0.050678
P(B
2
/AB)=0.000371
17) Mot hop co 6 san pham hoan toan khong biet chat lng cac san pham trong
hop nay. Moi gia thiet ve so san pham tot co trong hop c xem la ong kha nang.
Lay ngau nhien t hop ra 3 san pham e kiem tra th thay co 2 san pham tot. Theo
ban th kha na ng nhieu nhat co bao nhieu san pham tot co trong 3 san pham con lai
trong hop?
S: So san pham tot con lai trong hop co kha nang nhieu nhat la 2



CHNG 2: BIEN NGAU NHIEN
VA CAC QUY LUAT PHAN PHOI XAC SUAT

1. Cac khai niem ve bien ngau nhien
2. Cac quy luat phan phoi xac suat cua BNN X
3. Cac so ac trng cua BNN X

1. Cac khai niem ve BNN X
1.1. nh ngha BNN
Gia s T la phep th, sinh ra tap cac bien co s cap O. Khi o moi bien co s cap ta
at tng ng vi mot so thc x. Ta co bien X nhan cac gia tr x tng ng vi mot
xac suat xac nh, X c goi la mot BNN.
Nh vay BNN X la mot ham so thc, xac nh tren khong gian cac bien co s cap
O, va thoa ieu kien moi tap con [X<x] cua tap so thc R eu tng ng vi mot
bien co ngau nhien lien quan en phep th T.
Cho BNN X lien quan en phep th T, khi o cac bien co ngau nhien lien quan en
T co the ghi: [X=x], [X<x], [X>x], [a<Xb]...
TD1: Mot hop co 10 san pham trong o co 8 tot va 2 xau. Phep th lay ngau nhien
3 san pham, goi X la so san pham tot trong 3 san pham c lay ra. X la BNN nhan
3 gia tr {1, 2, 3}.
Phep th ieu tra sc khoe cac be s sinh tai TP HCM. Goi X la trong lng cua be
(n v la kg). X la BNN co the nhan cac gia tr xe[1, 7].
Khao sat lng khach hang giao dch tai nga n hang A. Goi X la so khach ha ng en
giao dch tai ngan hang trong mot ngay X={0,1, 2,, n} cung la mot BNN
Trong phep th gieo xuc xac, goi A la bien co mat 1 cha m xuat hien th ta co the
ghi A=[X=1], bien co mat chan cham B=[X=2]+[X=4]+[X=6]
Trong phep th lay 3 san pham cua 10 san pham, cac bien co lay c i san pham
tot, co the ghi [X=i]. Bien co lay c khong qua 2 tot la [X2]...
1.2. Pha n loai BNN
Da vao tap cac gia tr co the co cua X, ngi ta chia cac BNN thanh 2 loai.
a) BNN ri rac: La BNN ch nhan mot so hu han, hoac vo han em c cac
gia tr.
b) BNN lien tuc: La BNN nhan cac gia tr lie n tuc tren mot khoang (a,b) nao o
(La BNN khong ri rac).
TD2: X la so san pham tot trong 3 san pha m lay ra t hop co 10 san pham trong
TD1 la BNN ri rac.
X la can nang (n v kg) cua cac be s sinh VN X nhan cac gia tr xe(1,7) la
mot BNN lien tuc.
X la nang suat lua ong bang song cu long (n v tan/ha/vu) X nhan cac gia
tr xe(0,10) la BNN lien tuc.
1.3. Hai BNN oc lap
Hai BNN X, Y goi la oc lap neu cac bien co [X<x], [Y<y] luon oc lap vi moi
x,yeR
TD3: Trong phep th gieo ong thi mot xu va mot xuc xac. Goi X la so cham cua
xu (xu gom 2 mat 1 cham, 2 cham), Y la so cham cu a xuc xac. Khi o X, Y la hai
BNN oc lap.
X la chieu cao, Y la can nang cu a be s sinh TPHCM. Khi o X, Y la hai BNN
khong oc lap.
1.4. Cac phep toan tren cac BNN
Moi BNN thc chat la mot ham so, nen co the thc hien cac phep toan tren cac
bien co ngau nhien nh cong, tr, nhan, chia, lay ham hp cac BNN... se cho ta mot
BNN mi goi la ham cua cac BNN.
Cac trng hp n gian cua ham cac bien ngau nhien la cac phep toan tren cac
bien ngau nhien: XY, X.Y, X/Y, X
2
...
TD4: Co 2 hop san pham, moi hop co 10 sa n pham, hop th i co i phe pham. Lay
ngau nhien t moi hop ra 2 san pham, goi X la so phe pham trong 2 san pha m lay
ra t hop 1, Y la so phe pham trong 2 san pham lay ra t hop 2.
a) Xac nh cac gia tr cua X={0,1}, Y={0,1,2}
b) Hai BNN X,Y co oc lap vi nhau hay khong?
c) Xac nh cac gia tr nhan c cua: X+Y, X.Y
2. Luat phan phoi cua BNN X
e xac nh mot BNN X, ta phai biet BNN ay nhan nhng gia tr nao, va no nhan
cac gia tr ay vi xac suat tng ng la bao nhieu?
Moi he thc cho phep bieu dien moi quan he gia cac gia tr co the co cua BNN X,
vi xac suat tng ng cua no goi quy luat phan phoi cua BNN X.
Luat phan phoi cua BNN X thng c the hien di 3 hnh thc: Ham pha n phoi
xac suat, Bang phan phoi xac suat cho BNN ri rac; ham mat o xac suat cho BNN
lien tuc.
2.1. Ham phan phoi xac suat
a) nh ngha: Cho BNN X, ham so F(x)=P[X<x] xac nh xe(-; +) la ha m
phan phoi xac suat cua BNN X.
b) Cac tnh chat:
1) 0F(x) 1 x
2) Neu moi x
1
<x
2
th F(x
1
)F(x
2
) (F(x) la ham n ieu tang
3) F(x) lien tuc trai tai xeR
4) LmF(x)=0 khi x-; LimF(x)=1 khi x+
5) P[t
1
sX<t
2
] = F(t
2
)-F(t
1
) t
1
st
2
eR
TD5: Phep th gieo mot xu, goi X la ai lng nhan gia tr 0 neu xu sap, nhan gia
tr 1 neu xu nga. X la BNN co ham phan phoi xac suat cua X la:

<
s <
s
=
x 1 1
1 x 0 2 1
0 x 0
x F / ) (




2.2. Bang phan phoi xac suat cua BNN ri rac
nh ngha: Gia s BNN X ri rac, nhan cac gia tr x
1
<x
2
<..<x
k
<..<x
n
, P[X=x
i
] = p
i
.
Ta goi bang sau la bang phan phoi xac suat cua BNN X.
X x
1
x
2
... x
i
... x
n

P(X=x
i
) p
1
p
2
... p
i
... p
n

Chu y: Bang tren la ba ng pha n phoi xac suat cua mot BNN nao o khi va ch khi
thoa man hai ieu kien sau:
1/ x
1
<x
2
<...<x
k
<...<x
n

2/ 0p
i
1 i=1..n, va p
i
i
n
=

1
=1.
TD6: Mot hop co 15 bong en, trong o co 9 bong con mi va 6 bong a s dung.
Lan au ngi ta lay ngau nhien 3 bong t 15 bong e s dung, sau o tra lai vao
hop. Lan th 2 lai lay ngau nhien 3 bong cu ng t 15 bong en nay. Tm luat phan
phoi xac suat cho so bong en mi co trong 3 bong c lay ra lan th 2.
Giai:
X 0 1 2 3
P 0.1173 0.4147 0.3787 0.0893
TD7: Cac san pham cua nha may sau khi sa n xuat xong c ong thanh tng kien,
moi kien co 10 san pham. Goi X la so san pham loai I co trong moi kien, cho biet X
co quy luat phan phoi xac suat nh sau:

X 7 8 9
P 0.2 0.5 0.3
a) Lay ngau nhien 2 san pham t mot kien. Tnh xac suat e lay c 2 san
pham loai I
b) Lay ngau nhien 3 san pham t mot kien th thay co 5 san pham loai I.
Tnh xac suat e trong kien nay con lai 5 san pham loai I
c) Lay ngau nhien 7 san pham thay 5 san pham loai I. Tm quy luat phan
phoi xac suat cho so san pham loai I co trong 3 san pham con lai cua kien.
Giai: a) Goi A la bien co lay c 2 loai I
Goi A
1
la bien co lay c hop co 7 loai I
A
2
la bien co lay c hop co 8 loai I
A
3
la bien co lay c hop co 9 loai I
{A
i
} la ho ay u
P(A)=P(A
1
)P(A/A
1
)+P(A
2
)P(A/A
2
)+P(A
3
)P(A/A
3
)=0.2417
b) P(A
1
/A)=0.1448
c) C la bien co lay 7 san pham c 5 loai I; Z la so san pham loai I con lai trong
hop

Z 0 1
P 0.375 0.625
2.3. Ham mat o xac suat cua BNN lien tuc
a) nh ngha: Gia s X la BNN lien tuc co ham phan phoi xac suat la F(x). Ta goi
ham so f(x)=F(x) xeR la ham mat o xac suat cua BNN X.
b) Cac tnh chat:
1/ f(x) > 0 x e(-; +)
2 1 / f(x)dx
+

=
}

2
1
1 2 1 2
3
t
t
/ P(t X t ) f(x)dx t ,t s < =
}

4
x
/ F(x) f(t)dt

=
}

Chu y: a) Neu X la BNN lien tuc th P(X=x)=0 x
b) f(x) la ham mat o xac suat cua BNN lien tuc X khi va ch khi:
f(x) >0 va f(xdx 1
+

=
}

TD8: Cho BNN lien tuc X co ham mat o xac suat
1
khi x [a,b]
f(x)
b a
0 khi x [a,b]

a/ Tm ham phan phoi xac suat F(x)
b/ Tnh
a b
P a X
2
+ | |
s <
|
\ .

Giai: a/
0 khi x ( ,a]
x a
F(x) khi x (a,b]
b a
1 khi x (b, )
e

= e

e +

b/
a b a b 1
P a X F F(a)
2 2 2
+ + | | | |
s < = =
| |
\ . \ .

TD9: Cho BNN lien tuc X co ham mat o xac suat
2
kx khi x [0,1]
f(x)
0 khi x [0,1]
e
=

e

a/ Tm he so k
b/ Tnh P(X<1/2)=?
c/ Tm ham phan phoi cua BNN X, Ham mat o xac suat cua Y=X
3

Giai: a/ k=3; b/ p=1/8;
c/ Ham phan phoi cua X:
3
0 khi x ( ,0]
F(x) x khi x (0,1]
1 khi (1, )
e

= e

e +

Ham phan phoi xac suat cua Y:
0 khi y ( ,0]
F(y) y khi y (0,1]
1 khi y (1, )
e

= e

e +

Ham mat o xac suat
1 khi y [0,1]
f(y)
0 khi y [0,1]
e
=

e

TD10: Cho BNN lien tuc X co ham mat o xac suat
x
ae khi x (0, )
f(x)
0 khi x ( ,0]

e +
=

e

vi >0. Tm he so a va ham phan phoi xac suat F(x)
Giai: a=;
x
0 khi x ( ,0]
F(x)
1 e khi x (0, )

e
=

e +

3. Cac so ac trng cua BNN X
3.1. Ky vong cua BNN X ky hie u la E(X)=
a) Ky vo ng cua BNN ri rac: Gia s X la BNN ri rac co bang phan phoi xa c
suat:
X x
1
x
2
.. x
i
.. x
n

P(X=x
i
) p
1
p
2
.. p
i
.. p
n

Ta goi so
1
n
i i
i
E(X) xp
=
= =

la ky vong cua BNN X.

b) Ky vo ng cua BNN lien tu c: Gia s X la BNN lien tuc nhan cac gia tr tren
khoang (-,+), co ham mat o xac suat f(x). Ta goi so E(X) xf(x)dx
+

= =
}
la ky
vong cua BNN lien tuc X.
c) Y ngha: Ky vong cua BNN X la gia tr trung bnh cua X, E(X) khac vi gia tr
trung bnh so hoc cua X.
X la can nang cua be s sinh, th EX la can nang trung bnh cua cac be.
X la nang suat lua ong bang song Cu Long, th EX la nang suat lua trung bnh.
X la li nhuan thu c hang nam khi au t mot von vao mot d th EX lali nhan
trung bnh
d) Cac tnh chat cua ky vong:
1) Neu X=a (la BNN hang), th E(X)=a
2) Neu X la BNN bat ky, eR th: E(X)=E(X)
3) X, Y la hai BNN bat ky th : E(XY)=E(X)E(Y)
4) Neu X, Y la hai BNN oc lap th : E(X.Y)=E(X).E(Y)
5) Neu Y=(X) th:
1
n
i i
i
E(Y) (x )p
=
=

(X la BNN ri rac)

E(Y) (x)f(x)dx
+

=
}
(X la BNN lien tuc)
TD11: Hai ngi thoa thuan gieo mot xuc xac neu xuat hien 6 cham ngi gieo
c 10, mat 2,3,4,5 c 1, mat 1 cham mat 15. Goi X la so tien c thua
trong mot van chi. X la BNN nhan ba gia tr {-15, 1, 10}
Vay so tien c mat trung bnh trong mot van chi la E(X)=0.5, nhng trung bnh
so hoc cua X ta co m=4/3
TD12: Gia thiet nen kinh te phat trien theo 3 mc o: Tr tre, tang trng trung
bnh, tang trng kha vi xac suat tng ng la: 0.3, 0.5, 0.2.
Cong ty co mot lng von M, ang khao sat e quyet nh xem nen chon giai pha p
nao trong 3 giai phap kinh doanh sau: Mua co phieu, trai phieu, hay kinh doanh bat
ong san. Neu cong ty A mua co phieu, khi nen kinh te tr tre th gia co phieu giam
cong ty se b lo 100 trieu. Khi nen kinh te tang trng bnh thng th lai 70 trieu.
Khi nen kinh te tang trng kha th lai 120 trieu. Lo lai tng ng khi mua trai
phieu: lo 40 trieu, lai 50t, lai 90t. Neu kinh doanh bat ong san th lo lai tng ng:
lo 150t, lai 40t, lai 180t.
Goi X
1
, X
2
, X
3
la so tien lo, lai khi kinh doanh loai hnh tng ng. Tnh ky vong
cua 3 BNN nay.
Giai phap
BNN
Cac tnh huong
Tr tre TB Kha E(X)
p
i
0.3 0.5 0.2
Co phieu X
1
-100 70 120 29
Traiphieu X
2
-40 50 90 31
B..san X
3
-150 40 180 11
Neu coi giai phap co li nhuan trung bnh ln nhat, la giai phap toi u. Vay th mua
trai phieu la tot nhat.
TD13: Cho BNN lien tuc X co ham mat o xac suat
x
e Khi x 0; 0
f(x)
0 Khi x 0

> >
=

s

x
0
1
EX xf(x)dx xe dx
+ +

= = =

} }

3.2. Phng sai cua BNN X ky hie u V(X)=o
2

a) nh ngha: Phng sai cua BNN X la so:
V(X)=E(X)
2
= E(X
2
)
2
;

trong o =E(X)

Neu X la BNN ri rac th:
2 2 2
1 1
n n
i i i i
i i
V(X) (x ) p x p
= =
= =


Neu X la BNN lien tuc th:
2 2 2
V(X) (x ) f(x)dx x f(x)dx
+ +

= =
} }

Y ngha: Phng sai l sai s bnh phng trung bnh gia cc gi tr c th nhn
c ca X so vi gi tr trung bnh. Phng sai cua BNN X ac trng cho o phan
tan hay o ong eu gia cac gia tr co the nhan cua X, trong kinh doanh phng
sai cua BNN c dung e o mc o rui ro cua cac hoat ong kinh doanh.
b) o lech chuan: V(X) = o la o lech chuan cua BNN X
Chu y: Ky vong va o lech chuan co cung n v o vi BNN X
c) Cac tnh chat cua phng sai
1) V(X)>0 vi moi X
2) Neu X=a la BNN hang th V(X)=0
3) V(X) =
2
V(X)
4) Neu X, Y la hai BNN oc lap th: V(XY)=V(X)+V(Y)
TD14: Mot nha au t ang can nhac viec au t vao hai d an A, B trong hai lnh
vc mot cach oc la p. Kha nang thu hoi von sau 2 nam (%) cu a hai an la BNN
co bang phan phoi tng ng nhh sau:
X
A
65 67 68 69 70 71 73
P 0.04 0.12 0.16 0.28 0.24 0.08 0.0
X
B
66 68 69 70 71
P 0.12 0.28 0.32 0.20 0.08
E(X
A
)=69,16%; V(X
A
)=3,0944
E(X
B
)=68,62%; V(X
B
)=1,8016
Nh vay neu chon d an co ty le thu hoi von cao th chon A
Neu chon d an co mc o rui ro thap khi ky vong at c ty le thu hoi von mc
trung bnh th chon B.
3.3. Mode va gia tr ti han
a) ModeX: La gia tr cua X thng hay nhan c hn ca khi th T.
Neu X la BNN ri rac, ModX la gia tr x
0
ma X co the nhan c, sao cho
P(X=x
0
)>P(X=x
k
) vi moi k.
Neu X la BNN lien tuc ModX gia tr x
0
sao cho f(x
0
)>f(x) vi moi xeR.
b) Gia tr ti han: Vi cac BNN lien tuc ngi ta con quan tam en gia tr x
o
thoa
ieu kien: P(X>x
o
)=o va goi x
o
la ti han mc o.
TD15: Hop 1 co 10 san pham trong o co 3 phe pham; Hop 2 co 12 san pham tron
o co 4 phe pham. T moi hop lay ta mot phe pham. Goi X la so phe pham co
trong 2 san pham lay ra. Lap bang phan phoi xac suat cho X, tnh EX; VX; ModX;
Ham phan phoi xac suat cua X
Giai: X 0 1 2
p 0.4667 0.4333 0.1
EX=0.6333; VX=0.4322; ModX=0
TD16: Mot hop co 8 san pham loai S va 4 san pham loai B, mot khach hang cho n
ngau nhien 2 san pha m e mua. Biet gia moi san pham loai A gia 10 ngan ong,
moi san pham loai B la 8 ngan ong. X tong so tien khach hang phai tra. Lap bang
phan phoi xac suat cho EX; VX; ModX; P(X>18).
Giai: X 16 18 20
p 1/11 16/33 14/33
EX=18.6666; VX=1.6162; ModX=14/33; P(X>18)=16/33
TD17: Cho BNN len tuc X co ham mat o xac suat:
3
kx x [0,1]
f(x)
0 x [0,1]
e
=

e

a) Tm hang so k; E(X); V(X); ModX
b) Tnh; P(|X-EX|<0.5)
c) Cho Y=2X
1/2
tm ham mat o cua Y;
P(1/2<Y<1); EY
Giai: a) k=4; EX=0.8; VX=0.0267; ModX=1
P(|X-EX|<0.5)=0.9919
0 khi ys0
b) F(y)=P(Y<y)=P(2X
1/2
<y) = P(0sXsy
2
/4} ye(0,2)
1 y>2
0 khi ys0
F(y) = y
8
/256 ye(0,2)
1 y>2
f(y) = y
7
/32 khi ye(0,2)
0 yee(0,2)
P(1/2<Y<1)=255/65536; EY=16/9

4. Vec t ngau nhien 2 chieu
4.1. Cac khai niem
a) nh ngha: Cho 2 BNN X nhan cac gia tr { x
1
, x
2
,.. x
i
,..x
m
} va Y nhan cac gia tr {y
1
, y
2
, .., y
j
,
y
n
}. Ta goi cap (X,Y) la mot vec t ngau nhien 2 chieu.
b) Bang phan phoi xac suat cua vec t (X,Y) ri rac

x
1
x
2

x
j
x
n

y
1
P
11
P
12

P
1j
P
1n
P
1
y
2
P
21
P
22

P
2j
P
2n
P
2



y
i
P
i1
P
i2

P
ij
P
in
P
i



Y
m
P
m1
P
m2

P
mj
P
mn
P
m

q
1
q
2

q
j
q
n

Trong o: p
ij
=P([x=x
j
][Y=y
i
]);

= =
m
1 i
ij
n
1 j
p = 1; p
i
=

=
n
1 j
ij
p ; q
j
=

=
m
1 i
ij
p
T bang phan phoi xac suat cua BNN hai chieu (X,Y) Bang phan phoi xac suat cua X, Y nh sau:
X x
1
x
2
x
j
x
n
P[X=x
i
] q
1
q
2
q
j q
n

Y y
1
y
2
y
i
y
m
P[Y=y
i
] p
1
p
2
p
i p
m
Chu y: Neu X, Y la 2 BNN ngau nhien oc lap t ba ng phan phoi xac suat cua X, Y Bang phan
phoi xac suat cua vec t ngau nhien (X,Y). Nhng neu X, Y khong oc lap th khong the suy ra bang
phan phoi xac suat cua vec t (X,Y).
TD18: Co 2 lo san pham, moi lo co 10 san pham, lo th i co i phe pham. T moi lo lay ra 2 san
pham, goi X la so san pham tot lay ra t lo I, Y la so san pham tot lay ra t lo II. Lap bang phan
phoi xac suat ong thi cho (X,Y)
Giai: Khi o X, Y la 2 BNN oc lap co bang phan phoi nh sau:
X 1 2 Y 0 1 2
p
i
1/5 4/5 p
i
1/45 28/45 16/45
Bang phan phoi xac suat ong thi cho vec t (X,Y)

Y
X
0 1 2

1 1/225 28/225 16/225 1/5
2 4/225 112/225 64/225 4/5

1/45 28/45 16/45
c) Ham phan phoi xac suat: Ham phan phoi xac suat cua BNN 2 chieu (X,Y), ky hieu F(x,y) =
P{[X<x][Y<y]}
d) Ham mat o xac suat: Cua BNN lien tuc hai chieu (X,Y) la: f(x,y) =
y x
) y , x ( F
2
c c
c

e) Phan phoi co ieu kien: Phan phoi cua X trong ieu kien Y=y
j
c thanh lap nh sau, ghi X/y
j
X/y
j
x
1
x
2
x
i
x
m
P[X=x
i
/Y=y
j
]
j
j 1
q
p

j
j 2
q
p


j
ij
q
p


j
mj
q
p

Tng t ta co bang phan phoi cua Y trong iei kien X = x
i
nh sau:

Y/x
i
y
1
y
2
y
j
y
n
P[Y=y
j
/X=x
i
]
i
1 i
p
q

i
2 i
p
q


pi
q
ij


pi
p
ni

4.2. Cac so ac trng
- Neu (X,Y) la BNN hai chieu ri rac co:
E(X)=

= =
n
1 j
m
1 i
i j j
] y , x [ P x =

=
n
1 j
j j
p x ; E(Y)=

= =
m
1 i
n
1 j
i j i
] y , x [ P y =

=
m
1 i
i i
q x
V(X)=-{E(X)}
2
; V(Y)=

= =
m
1 i
n
1 j
i j
2
i
] y , x [ P y - {E(Y)}
2

- Neu (X,Y) la BNN 2 chieu lien tuc co ham mat o xac suat f(x,y):
E(X) =
} }
+

+

dxdy ) y , x ( xf
E(Y) =
} }
+

+

dxdy ) y , x ( yf
V(X) =
} }
+

+

dxdy ) y , x ( f x
2
- {E(X)}
2

V(Y) =
} }
+

+

dxdy ) y , x ( f y
2
- {E(Y)}
2

4.3. Mo men va he so tong quan
a) Mo men tng quan (Hiep phng sai): la ai lng c xac nh bi cong thc:
Cov(X,Y)=
XY
= E{[X-E(X)][Y-E(Y)]} = E(XY)E(X)E(Y)
Cov(X,Y)=
XY
dung e o mc o phu thuoc tng quan tuyen tnh gia X va Y, co cung
n v vi X,Y.
Cac tnh chat :
a) Cov(X,Y)=Cov(Y,X)
b) Cov(X+Y,Z)=Cov(X,Y)+Cov(Y,Z)
c) V(X+Y)=V(X)+V(Y)-2Cov(X,Y)
d) Neu X,Y oc lap th : Cov(X,Y)=0
e)
| Cov(X,Y) | V(X).V(Y) s
(Bat ang thc Cauchy-Schwarz) dau bang xay ra khi va ch
khi P(Y=AX+b)=1; a0
c) He so tng quan: la ai lng c xac nh theo cong thc:
R
XY
=
) Y ( D ) X ( D
XY

=
) Y ( D ) X ( D
) Y ( M ) X ( E ) XY ( E

Ngi ta dung R
XY
e o mc o tng quan gia X va Y
Cac tnh chat :
a) R
XY
= R
YX
luon cung dau vi Cov(X,Y)
b) 1 s R
XY
s 1
c) R(aX+b, CY+d)=R(X,Y)
d) Neu Y=aX+b th R
XY
= 1
e) Neu
f) R
XY
=0 X, Y khong tng quan
g) Neu |R|=1 th P(Y=AX+b)=1.
d) Ma tran hiep phng sai :
V(X) Cov(X,Y)
Cov(Y,X) V(Y)
| |
|
\ .

e) Ma tran tng quan :
1
1
XY
XY
R
R
| |
|
|
\ .

Bai tap chng 2:
1) Co hai may cung san xuat mot loai san pham. Biet ty le san pham loai I cua may
th i la i10% i=1,2. Cho moi may san xuat 2 san pham.
a/ Tm luat pha n phoi xac suat cua so san pham loai I trong 4 san pham sa n
xuat ra.
b/ Tm so san pham loai I tin chac nhat; So san pham loai I trung bnh co
trong 4 san pham san xuat ra.
S:a/ x 0 1 2 3 4
p 0.5184 0.3744 0.0964 0.0104 0.0004
b/ So san pha m loai I tin chac nhat ModX=0 So sa n pham loai I trung bnh
EX=0.6
2) Theo thong ke xac suat e mot ngi o tuoi 40 se song them mot nam na la
0.995. Mot cong ty bao hiem nhan tho ban bao hiem mot nam cho ngng ngi
o tuoi o vi gia 100 ngan ong, va ngi mua bao hiem chet trong thi gian o
th so tien boi thng la 10 trieu ong. Hoi li nhan trung bnh cua cong ty bao
hiem cho moi hp ong la bao nhieu?
S: goi X la so tien li cho mot hp ong bao hiem. Li nhun trung bnh la
EX=0.05 trieu ong
3) Mot hop san pham co 10 san pham. goi X la so phe pham co trong hop, X co
bang phan phoi xac suat nh sau:
X 0 1 2
p 0.7 0.2 0.1
Lay ngau nhien khong hoan lai t hop ra 2 san pham. Tm luat phan phoi xac suat
cho so phe pham co trong 2 san pham lay ra.
S: Y 0 1 2
p 0.9222 0.0756 0.0022
4) C quan d bao thuy van chia thi tiet thanh 3 loai: xau; trung bnh; tot vi
xac suat tng ng la 0.25; 0.45; 0.3. Vi tnh trang thi tiet tren th kha nang nong
nghiep c mua tng ng la: 0.2; 0.6; 0.7. Neu san xuat nong nghiep c mua
th mc xuat khau lng thc tng ng vi tnh trang tren la: 2.5; 3.3; 3.8 trieu tan.
Neu mat mua th mc lng thhc xuat khau bang 0. Tm mc lng thc xuat khau
co the hy vong.
S: Y lng lng thc xuat khau trong ieu kien c mua, EY=3.423 trieu tan.
5) Cho 2 may san suat, moi may 2 san pha m. Biet ty le sa n pham loai A cua moi
may tng ng la: 20%; 30%.
a/ Lap bang phan phoi xac suat cho so sa n pham loai A trong 4 san pham
c san xuat ra.
b/ Tm so sa n pham loai A tin chac nhat; phng sai cua so san pham loai A
trong 4 san pham.
S: a) Y 0 1 2 3 4
P 0.3136 0.4256 0.2116 0.0456 0.0036
EY=1
b) ModY=1; VY=1.7
6) San pham cua mot nha may khi san xuat xong c ong thanh kien moi kien 5
san. Goi X la so san pham loai I co bang phan phoi xac suat nh sau:
X 2 3 4
p 0.3 0.5 0.2
a/ Lay ngau nhien khong hoa n lai t mot kien 2 san pham e kiem tra. Tm
phan phoi xac suat cho so san pham loai I co trong 2 san pham lay ra
b/ T mot kien hang do nha may san xuat ra lay ngau nhien khong hoan lai 2
san pham, th thay co mot san pham loai I. Tnh xac suat e trong kien nay con lai
2 san pham loai I
c/ T mot kien hang do nha may san xuat, lay ngau nhien khong hoan lai 3
san pham th thay co 1 san pham loai I. Tm phan phoi xac sua t cho so san pha m
loai I co trong 2 san pham con lai cua kien.
S: a) X la so san pham loai I trong 2 san pham lay ra.
X 0 1 2
P 0.14 0.56 0.3
b) Goi: A
i
lay c kien loai I; A la bien co lay 2 san pham c 1 loai I
P(A
2
/A)=15/28
c) B la bien co lay ngau nhien 3 san pham t mot kien c 1 loai I
P(B)=0.33
Y la so san pham loai I con lai trong kien
Y 1 2
P 6/11 5/11
7) Mot hop dng 15 bong en, co 9 bong mi va 6 bong a qua s dung. Lan au
ngi ta lay ngau nhien 3 bong t 15 bong e s dung, sau o tra vao hop. Lan th
hai lai lay ngau nhien 3 bong cung t 15 bo ng nay. Tim so bong en mi cha s
dung lan nao tin chac nhat co trong 3 bong c lay ra lan th hai.
8) Co 2 hop san pham. H1 co 7 tot va 3 xau, H2 co 8 tot va 2 xau. Lay ngau nhien 1
hop va t o lay ngau nhien 3 san pham. Tm xac suat e sai lech gia so chnh
pham c lay ra va ky vong toan cua no nho hn 1.
HD: X la so chnh pham trong 3 san pham c lay ra

{X 0 1 2 3
p 1/240 29/240 119/240 91/240
E(X)=659/240
P[|X659/240|<1] = P[-1.7458 <X<3.7458]=1
9) Cho BNN co ham mat o xac xuat:
f(x)= kx
3
khi xe[0,1]
0 khi xe[0,1]
a/ Tm k; EX; VX; ModX
b/ Tm ham phan phoi va ham mat o xac suat cua BNN Y=X
3



CHNG 3: MOT SO LUAT PHAN PHOI THNG DUNG



1) Luat phan phoi kho ng-mot
2) Luat phan phoi nh thc
3/ Luat phan phoi Poisson
4) Luat phan phoi sieu boi
5) Luat phan phoi chuan
6) Luat phan phoi khi bnh phng
7) Luat phan phoi Student
8) Luat phan phoi Fisher



1. Luat phan phoi khong-mot XeA(P)
a) nh ngha : Gia s T la phep th, A la bien co ngau nhien lien quan en T, co
P(A)=p. Goi X la BNN nhan hai gia tr X=1 neu khi th T xuat hien A, X=0 neu
khong xuat hien A khi th T.
Ta goi X la BNN co luat phan phoi khong-mot vi tham so p. Ky hieu XeA(p)
b) Cac tnh chat:
Bang phan phoi xac suat cua X nh sau:
X 0 1 E(X)=p, V(X)=pq (q=1-p)
p
i
1-p p
2. Luat phan phoi nh thc XeB(n,p)
a) nh ngha : Gia s T
n
la day n phep th Bernoulli, A la bien co ngau nhien co
P(A)=p khong oi khi th T
n
vi moi n. Goi X la so lan xuat hien A trong cac lan
th T
n
.
Khi o BNN X nhan cac gia tr 0,1,2, ...n vi: P[X=k]=C
k
n
p
k
q
n-k
k=0,1..n (q=1-p)
Ta goi X la BNN co luat phan phoi nh thc, ky hieu XeB(n,p). ac biet neu
XeB(n=1,p) th X la BNN co luat phan phoi A(p).
b) Cac tnh chat :
Neu XeB(n,p) E(X)=np; V(X)=npq; np-qMod(X)np+p
TD1: Ty le phe pham cua mot loai san pha m cua mot nha may san xuat ra la 5%.
Lay ngau nhien lan lt co hoan lai 100 san pham e kiem tra.
1/ Hoi trung bnh co bao nhieu phe pham?
2/ Kha nang ln nhat co bao nhieu phe pham?
Giai: Goi X la so phe pham trong 100 san pham c kiem tra.
XeB(n=100,p=0.05)E(X)=np=100x0.05=5
np-q=100x0.05-0.95=4.05
np+p=100x0.05+0.05=5.05
Vay ModX=5
3. Luat phan phoi Poisson XeP()
a) nh ngha : BNN X nhan cac gia tr 0,1,2k.. vi: P[X=k]=

k
e
k!
trong o =0
la hang so, c goi la BNN co luat phan phoi Poisson, ky hieu XeP()
b) Cac tnh chat :Neu XeP() th: E(X)=V(X)=; -1smodXs
Trong thc te BNN X dung e ch so lan xuat hien mot s kien nao o trong mot
khoang thi gian, tai mot khong gian nhat nh, th co the coi la BNN co luat phan
phoi Poisson. vi la gia tr trung bnh so s kien xay ra trong khoang thi gian o.
TD2: Neu goi X la so benh nhan en cap c u tai mot benh vien trong mot gi. So
lan xay ra s co tai mot tong ai ien thoai trong mot ngay. So tai nan giao thong
xay ra trong mot ngay tai mo t nga t giao lo Nhng BNN nay eu co the coi la
co luat phan phoi Poison.
Chu y: Neu X
1
, X
2
la hai BNN co luat phan phoi Poisson oc lap vi hai tham so

1
,
2
th X=X
1
+X
2
cung la BNN vi tham so =
1
+
2

TD3: Gi s trung bnh trong mt ngy Ngn hng nh nc hy 10 triu ng tin
c. Pht hnh 11 triu ng tin mi, n v pht hnh v hy tnh chn triu ng.
vic pht hnh v hy c lp vi nhau. Tnh xc sut trong mt ngy no s
tin hy v s tin pht hnh u l 10 triu ng.
Gii: Gi X l s tin hy trong mt ngy, Y l s tin pht hnh trong mt ngy.
XeP(=10), YeP(=11) c lp P[(X=10)(Y=10)]=P(X=10)P(Y=10)
=
10 10 10 11
10 11
10 11
e e
! !

=0.0406

TD4: X la so chai nc ngot b v trong qua trnh van chuyen trong 1000 chai. Biet
XeP(=1), tnh xac suat khi van chuyen 1000 chai e:
a) Co 2 chai v
b) So chai v khong qua 2
c) So chai v thng hay xay ra nhat
Giai : a) P(X=2)=
2 1
1
0 1839
2
e
.
!

=
b) P(Xs2)=P(X=0)+P(X=1)+P(X=2) =
0 1 1 1 2 1
1 1 1
0 9197
0 1 2
e e e
.
! ! !

+ + =
c) Xap x phan phoi Nh thc vi phan phoi Poisson
Neu XeB(n,p) co n u ln, p~0 th ta co the coi: XeP(=np)
Ngha la: P[X=k] = C
k
n
p
k
q
n-k
~
k np
(np) e
k!

TD5: Co 3 phan xng cung san xuat mot loai san pham, biet ty le phe pham cua
moi phan xng tng ng la: 1%; 2%; 3%, t nhng lo hang do 3 phan xng san
xuat lay ngau nhien moi lo 100 san pham. Tnh xac xuat e:
a/ Co ung 3 phe pham
b/ Co khong qua 3 phe pham
Giai: Goi X
i
la so phe pham co trong 100 san cua pha n xng th i (i=1,2,3)
X
i
eB(n=100;p=i%)
Co the xap x X
i
eP(=i) i=1,2,3
a/ Goi Y la so phe pham co trong 300 san pham lay ra
YeP(=6) P(Y=3)=
3 6
6
0 0892
3
e
.
!

=
b/ P(Ys3)=P([Y=0]+[Y=1]+[Y=2]+[Y=3]) = P[Y=0]+P[Y=1]+P[Y=2]+P[Y=3]
=
0 6 1 6 2 6 3 6
6 6 6 6
0 1512
0 1 2 3
e e e e
.
! ! ! !

+ + + =
4. Luat phan phoi sieu boi
a) nh ngha : Mot lo gom N san pham trong o co N
A
san pham loai A. Lay ngau
nhien n san pham (nsN), goi X la so san pham loai A trong n san pham lay ra.
Khi o X la BNN nhan cac gia tr 0, 1, 2, ... n va co:
A A
k n k
N N N
n
N
C .C
P[X k]
C

= =

Ta goi X la BNN co luat phan phoi sieu boi. Ky hieu XeH(N,N
A
,n).
b) Cac tnh chat :
Neu XeH(N,N
A
,n

)E(X)=np, V(X)=

N n
N

1
npq, trong o p=
N
N
A
, q=1-p=
N N
N
A

TD5: Trong mot hop co 10 san pham, trong o co 8 san pham loai A. Lay ngau
nhien 3 san pham, goi X la so san pham loai A. Tnh E(X), V(X)
E(X) =
A
N 8
n 3x 2.4
N 10
= =

V(X) =
A A
N N N n 10 3 8 2
.n. . 1 3. . .
N 1 N N 10 1 10 10
| |
=
|

\ .
= 0.373
c) Xap x phan phoi Sieu boi vi phan phoi Nh thc:
Neu XeH(N,N
A,
n) co N rat ln va n nho hn nhieu lan so vi N, th ta co coi
XeB(n,p=N
A
/N) ngha la:
P[X=k]=

A A
k n k
N N N
n
N
C .C
C
~C
k
n
p
k
q
n-k
; Vi p=
N
N
A
, q=1-p
TD6: Mot lo hang co 1000 san pham, co ty le san pham loai A la 70%, lay ngau
nhien 10 san pham.
a/ Trung bnh trong 10 san pham lay ra co bao nhieu san pham loai A
b/ Tnh xac suat trong 10 san pham lay ra co 7 san pham loai A
c/ So san pham loai A trong 10 san pham lay ra thng hay xay ra nhat la
bao nhieu ?
Giai : Goi X la so san pham loai A co trong 10 san pham lay ra
XeH(N=1000;N
A
=700;n=10). Co the xap x XeB(n=10 ;p=0.7)
EX=7 ; P(X=7)=C
7
10
0.7
7
0.3
3
=0.2668 ; ModX=7
5. Luat phan phoi chuan
a) nh ngha 1: BNN lien tuc X nhan moi gia tr xeR, co ham mat o xac suat:

2
1 x
2
1
f(x) e
2
| |

|
o \ .
=
o t

Trong o , >0 la cac hang so, c goi la BNN co luat phan phoi chuan. Ky hieu
XeN(,
2
).
Khao sat va ve o th ham f(x):




b) Cac so ac trng: Neu XeN(,o
2
) th: E(X)=; V(X)=o
2
; modX=
c) nh ngha 2: BNN lien tuc U co ham mat o xac suat
2
x
2
1
(x) e
2

=
t
(ham
Gauss) goi la BNN co luat phan phoi chuan tac ky hieu UeN(0,1)

Neu UeN(0,1)E(U)=0; V(U)=1; ModU=0


o

Ta goi ham
}

t
= u
x
0
2
1
dt e ) x (
2
2
t
la tch phan Laplace
Bang1: Tnh gia tr ham Gauss;
Bang 2: Tnh cac gia tr ham Laplace
d) Cong thc tnh xac sua t
Neu UeN(0,1) th : P[t
1
U< t
2
] = u(t
2
)u(t
1
)
Neu XeN(,o
2
) th: P[t
1
X< t
2
] =
|
.
|

\
|
o

u |
.
|

\
|
o

u
1 2
t t

e) Quy tac 3o
Neu XeN(,
2
) th : P(|X-|<ko)=2u(k).
P(|X-|<1.96) = 0.95 k = 1.96
P(|X-|<2.58) = 0.99 k = 2.58
P(|X-|<3) = 0.9973 k = 3
Ta e y khi k=3 P(|X-|<3)=0.9973, xa c suat nay rat ln cho nen co the noi:
neu XeN(,o
2
) th X nhan hau het cac gia tr trong khoang (-3,+3)
f) Gia tr ti han chuan: Neu UeN(0,1) vi gia tr ti han u
o
th u(u
o
)=0.5-o
Chu y: 1/ Neu XeN(,o
2
) th U=(X-)/oeN(0,1)
2/ Neu X
1
eN(,
2
); X
2
eN(
2
,o
2
2
) va cac BNN nay oc lap th:
X=X
1
+X
2
eN(=
1
+
2
,o
2
1
=o
2
1
+o
2
2
)
h) Xap x phan phoi nh thc vi phan phoi chuan
Neu XeB(n,p) khi n u ln, p khong qua ga n 0 va khong qua gan 1 th co the coi
XeN(=np,o
2
=npq)
Ngha la: P(X=k)=C
k
n
p
k
q
n-k
~
1 k np
npq npq
| |

|
|
\ .

P(k
1
sX<k
2
) ~

2 1
k np k np
npq npq
| | | |

u u
| |
| |
\ . \ .

TD7: Biet ty le san pham loai A cua mot loai san pham do mot nha may san xua t
la 70%. Kiem tra ngau nhien 500 san pham.
1/ Tnh xac suat co 350 san pham loai A
2/ Tnh xac suat so san pham loai A t 250 en 350.
Giai: Goi X la so san pham loai A trong 500 san pham lay ra
XeB(n=500,p=0.7) XeN(=35;o
2
=10.5)
a/ P(X=350)=

( )
1
0 0 1231
10 5
.
.
=

b/ P(250sXs350)=

350 350 250 350
10 5 10 5 . .
| | | |
u u
| |
\ . \ .
( ) ( )
0 30 86 0 5 . . = u + u =

TD8: Tuoi tho cua mot loai mot loai san pha m la BNN co luat pha n phoi chuan vi
= 1000 gi, va o = 10 gi.
a) Neu thi gian bao hanh la t=980 gi. Hay tnh ty le san pham phai bao hanh p=?
b) Khi ban mot san pham th tien lai thu c la m = 50000 ong, nhng neu trong
thi gian bao hanh san t = 980 gi san pham b hong th chi ph bao hanh trung bnh
la r =500000 ong. Hoi tien lai trung bnh oi vi moi san pham ban ra m
0
= ?
c) Neu muon ty le bao hanh p

= 0.01, th phai quy nh thi gian bao hanh la t=?
d) Neu tien lai trung bnh oi vi moi san pham ban ra la m
0
= 45000, tien li khi
ban mot san pham la m = 50000, va chi ph bao hanh cho mot san pha m r =
500000 th ty le bao hanh p =?
e) Neu thi gian bao hanh t = 980 gi, ty le bao hanh p = 0.01, th phai tang chat
lng san pham hang hoa bang cac qua tuoi tho trung bnh = ? gi?
HD: a) Ty le phai bao hanh la p = P[X s 980] = 0.5 + u(2) = 0.0228
b) Y la tien lai thu c t viec ban mot san pham; lap bang phan phoi xac
suat cho Y tien tai trung bnh cua mot san pham bang E(Y) = m
0
= 38600
c) Thi gian bao hanh la t ty le bao hanh p=P[X<t]=0.01 t = 976.7 gi
d) T bang phan phoi xac suat cua Y E(Y)=(m-r)p+m(1-p)=
p = 0.01
e/ P[X s t]=p
0
=0.01 =1003.3 gi.
6. Luat phan phoi khi bnh phng
a) nh ngha: Gia s U
i
i=1..n la cac BNN oc lap co luat phan phoi chuan tac. Ta
goi
n
2
i
i 1
X U
=
=

la BNN co luat phan phoi khi bnh phng vi n bac t do, ky hieu
2
n
Xe_

BNN co luat phan phoi khi bnh phng vi n bac t do, co ham mat o xac suat:
f(x) =
n x
1
2 2
n
2
0 x 0
1
x e x 0
n
2
2

s

>

| |

I
|

\ .

_
n
1-o
_
n
o

Trong o
}

= I
0
t 1 x
dt e t ) x ( vi x>0, la ham Gama va co cac tnh chat sau:
i) (k 1) k! I + = k e N
ii)
( ) k (k 1) (k 1) I = I keN
b) Cac tnh chat: E(
2
n
_ )=n; V(
2
n
_ )=2n.
Bang gia tr gii han
2
n
( ) _ o
sao cho: P[
2
n
_ >
2
n
( ) _ o ]=o.
Chu y: Neu Xe_
2
n
, Ye_
2
m
X+Ye_
2
n+m

7. Luat phan phoi Student
a) nh ngha: Gia s U va cac U
i
la ca c BNN oc lap co luat phan phoi chuan tac,
ta goi T
n
=
n
2
i
i 1
U n
U
=

=
2
n
U n
_
la BNN co luat phan phoi Student vi n bac t do.
Ngi ta chng minh c T
n
co ham mat o xac suat:
n 1
2
2
n 1
x 2
f(x) 1
n n
n2
2
+

+ | |
I
|
| |
\ .
= +
|
| |
\ .
tI
|
\ .

b) Cac tnh chat:
Neu XeT
n
E(T
n
)=0, V(T
n
) =
n
n 2
, ModT
n
=0
Bang gia tr gii han Student t
n
(o) sao cho: P[T
n
>t
n
(o)] = o
Chu y: t
n
(1-o)=-t
n
(o).
Neu XeT
n
khi n>30 th co the coi XeN(0,1)
8. Luat phan phoi Fisher
a) nh ngha: Cho Xe_
2
n1
, Ye_
2
n2
la hai BNN oc lap. Khi o F =n
2
X/n
1
Y la
BNN co luat phan phoi Fisher vi (n
1
,n
2
) bac t do. Ky hieu ZeF
n1,n2
.
Neu ZeF
n1,n2
co ham mat o xac suat:
f(x) =
( )
1 2
1
1
1 2 2 2
2 1 2
1
2
2
2 1
1 2
0 0
2
0
2 2
n n
n
n
khi x
n n
n n
x n n x khi x
n n

+ | |

|
\ .
s

+ | |

I
|

\ .
+ >

| | | |

I I
| |
\ . \ .

trong o n
1
,n
2
>0

b) Cac tnh chat: Neu FeF
n1,n2
E(F)=
2
1 2
n
n
vi n
1
>2.
V(F)=
2
2 1 2
2
2 2
1 1 4 2 2
n (n n )
n (n )(n )
+

vi n
1
>4
Bang tnh gia tr gii han Fsher f
n1,n2
(o) sao cho: P[F
n1,n2
> f
n1,n2
(

)] = o
Chu y: f
n1,n2
() =
2 1
1
1
n ,n
f ( ) o

Bai ta p chng 3:
1) Trung bnh c 40 giay co 2 o to i qua mot tram. Tnh xac suat:
a/ Co 3 en 4 o to i qua tram trong khoang thi gian 2 phut
b/ Tnh xac suat e trong khoang thi gian t co t nhat 1 o to i qua
S: a/ p=0.2231; b/ p=1-e
-3t

2) Mot nha may co 3 phan xng det, moi phan xng co 100 may. Xac suat trong
mot ca san xuat cua moi may et b hong la nh nhau va bang 2,5%
a/ Tm luat phan phoi cho so may det hong trong mot ca san xuat cua moi
phan xng
b/ Trung bnh trong mot ca san xuat toan nha may co bao nhieu may det b
hong?
c/ Neu moi ky s co the sa cha toi a 2 may b hong trong mot ca san xuat,
th nha may can bo tr trc sa cha moi cao bao nhieu ky s la hp ly nhat?
S: a/ XeB(n=100,p=0.025); b/ E(3X)=7.5; ModX=2 so may hong thng hay
xay ra trong mot ca lam viec cua toan nha may la 6 nen bo tr 3 ky s trc sa
cha
3) Mot nha may co 3 phan xng det, moi phan xng co 100 may det hoat ong
oc lap vi nhau. Xac suat e trong mot ca san xuat mot may det b hong la nh
nhau va bang 2.5%.
a) Tm luat phan phoi xac suat so may ho ng trong mot ca san xuat cua tng
phan xng.
b) Trung bnh trong mot ca san xuat, toan nha may co bao nhieu may det hong?
f
n,m
o
c) Neu moi ky so ch co the sa cha toi a 2 may b hong trong mot ca san
xuat, th nha may nen bo tr trc sa cha may moi ca bao nhieu ky s la hp ly
nhat?
S: a) X
i
eB(n=100,p=0.025) i=1,2,3; b) Goi Y la so may hong cua 3 phan xng
ttrong mot ca lam viec. Xap x cac phan phoi nh thc X
i
vi Poisson
Y=X
1
+X
2
+X
3
eP(=2.5+2.5+2.5=7.5). Va y trung bnh trong mot ca co 7.5 may
hong; c) ModY=7 Moi ca nen co 4 ky s trc.
4) Gia thiet ra ng tuoi tho dan c cua mot Quoc gia la LNN co ham mat o xac
suat
f(t) =
100 0 100
0 0 100
kt( t) t [ ; ]
t [ ; ]
e

a) Xac nh tham so k
b) Tuoi tho trung bnh cu a dan c quoc gia tren la bao nhieu? tm phng sai cua
tuoi dan c quoc gia noi tren?
c) Tm ty le ngi co tuoi tho t 60 en 70.
d) Neu lay ngau nhien oc lap danh sach 100 ngi ang song, th xac suat e tat
ca nhng ngi trong danh sach co tuoi tho t 60 en 70 la bao nhieu?
S: a)
5) Cho biet LNN X co ham mat o xac suat f(x) =
| |
| |
2
0, 3
0 0, 3
e

kx x
x

Tm hang so k; ky vong cua X; Tnh P(X < 2)
6) C quan d bao thu va n chia thi tiet thanh 3 loai: xau, bnh thng va tot,
vi xac suat tng ng la: 0.25, 0.45, va 0.3. Vi tnh trang thi tiet nh tren th kha
nang san xuat nong nghiep c mua tng ng la: 0.2, 0.6, va 0.7. Neu san xuat
nong nghiep c mua th mc lng thc xuat khau tng ng vi cac tnh tra ng
thi tiet la: 2.5, 3.3, va 3.8 trieu tan, neu san xuat nong nghiep b mat mua th mc
lng thc xuat khau bang 0. Hay tnh mc lng thc xuat khau co the hy vong.
HD: Goi A la bien co san xuat nong nghiep c mua, H
X
, H
BT
, H
T
la 3 loai tnh
trang thi tiet tng ng - la mot ho ay u P(A) = 0.53 P() = 0.47. Goi X la
khoi lng lng thc xuat khau E(X) = 0*0.47 + 2.5*0.2*0.25 + 3.3*0.45*0.6 +
3.8*0.3*0.7 = 1.814 tan.
7) Moi chuyen xe ch 1000 chai Coca. Xac suat e mot chai b v la 0.003. Tnh
xac suat khi van chuyen:
a) Co ung 2 chai v; b) So chai v hn 2 chai; c) Co t nhat 1 chai v
HD: n = 1000 rat ln; p = 0.003 rat gan 0 xap x nh thc vi Poisson vi = np =
3 P(A) = 0.2240; P(B) = 0.5978
8) Mot phan xng co 50 may det hoat ong oc lap. Xac suat moi may b hong
trong moi ca lam viec bang nhau va bang 0,07
a) Tm luat phan phoi cua so may b hong trong mot ca lam viec.
b) Trung bnh co bao nhieu may det b hong trong mot ca. Xac suat e trong mot
ca co tren 48 may lam viec la bao nhieu?
c) Neu trong mot ca san xuat, mot ky s ma y ch co the sa cha c toi a 2
may. e sa cha kp thi tat ca cac may hong trong mot ca sa n xuat, nen bo tr
bao nhieu ky s trc cho mot ca la hp ly nhat?
HD: XeB(n=50; p = 0,07) vi p nho va n ln nen co the E(X) = 3,5
Co the xap x vi phan phoi Poisson vi =np=3,5
P(X=0)=0.0302; P(X=1)= 0.1057 P(X<2) = 0.1359
ModX la so may hong co nhieu kha nang xay ra nhat trong 1 ca
so ky s trc
9) Ty le san pham loai 2 cu a mot loai san pham do mot nha may san xuat la 25%.
Kiem tra ngau nhien 243 san pham. Tnh xac suat e co 70 san pham loai 2
HD: n=243>30; np=60.65>10 a p dung xap x chuan vi =np; o
2
=npq
p = 0.0231
10) Co 1000 chai thuoc, ty le thuoc kem pham chat 10%. Lay ngau nhien 10 chai.
a/ Hoi trung bnh trong 10 chai lay ra co bao nhieu chai thuo c gia.
b/ Tnh xac suat e trong 10 chai lay ra co mot gia.
c/ Tnh xac suat trong 10 chai lay ra co khong qua mot chai gia.
HD: V N=1000, n=10 nho va rat nho so vi N. Nen ta co the coi viec lay 10 chai
thuoc la lay ngau nhien co hoan lai (xap x phan phoi sieu boi vi phan phoi nh
thc). X la so chai thuoc kem pham chat trong 10 chai lay ra.
XeB(10; 0.1).
11) Mot loai chi tiet may c coi la at tieu chuan neu ng knh cua no sai lech
vi ng knh thiet ke qua khong qua 0.33 mm ve gia tr tuyet oi. Cho biet ng
knh cua loai chi tiet nay la BNN co luat pha n phoi chuan vi o lech tieu chuan la
o.3mm. Tm so chi tiet may trung bnh at tieu chuan khi san xuat 100 chi tiet?
12) Lai suat au t vao mot d an trong nam 2000 coi nh mot LNN co luat phan
phoi chuan. theo anh gia cua uy ban au t th vi xac suat 0.1587 cho lai suat cao
hn 20%, vi xac suat 0.0228 cho lai suat ln hn 25%. Vay kha nang e au t
khong b lo la bao nhieu?
HD: XeN(,o
2
) la lai suat au t P[X>0.2]=0.5 |
.
|

\
|
o

u
2 . 0
=0.1587
|
.
|

\
|
o

u
2 . 0
=0.3413= ) u (
0
u
o
2 . 0
=u
0

Tng t t ang thc P[X>0.25]=0.0228
o
2 . 0
= u
1
.
Giai he =15; o=5
Khana ng au t khong lo la: P[X > 0] = |
.
|

\
|
>

3
5
15 X
P =0.5+u(3)=0.9986
13) Ket qua thi mon tieng anh la mot LNN co luat phan phoi chuan, vi o
2
= 100.
Xac suat mot hoc sinh co ket qua thi mon nay at toi thieu 85 iem bang 0.0668.
Hay tnh:
a/ Tnh xac suat ket qua thi cua hoc sinh at t hn 80 iem
b/ Lay ngau nhien 4 sinh vien. Goi Y la so sinh vien co iem thi Anh van at toi
thieu 80 iem. Tnh ky vong va phng sai cua Y/4
c/ Xac suat e co t nhat mot sinh vien trong 4 sinh vien c chon ngau nhien
co ket qua thi at toi thieu 80 iem
HD: a/ X la iem thi mon Anh van XeN(,o
2
=100)
P[85sX]=0.5 |
.
|

\
|
u
10
85
=0.0668 |
.
|

\
|
u
10
85
=0.4332=u(1.5) =70
P[X > 80]=0.5- |
.
|

\
|
u
10
70 80
= 0.1587
b/ YeB(n=4,p=0.1587) E(Y)=0.6348; V(Y)=0.5341
E(Y/4) = 0.1587; V(Y/4) =0.03338.
c/ P(C)=1-P[Y=0] = 0.499
14) Co 2 hop san pham. H1 co 7 tot va 3 xau, H2 co 8 tot va 2 xau. Lay ngau nhien
1 hop va t o lay ngau nhien 3 san pham. Tm xac suat e sai lech gia so chnh
pham c lay ra va ky vong toan cua no nho hn 1.
HD: X la so chnh pham trong 3 san pham c lay ra
X 0 1 2 3
P 1/240 29/240 119/240 91/240
E(X)=659/240 P[{X659}/240<1] = P[-1.7458<X<3.7458] = 1
15) Neu chon ngau nhien 2000 gia nh co 3 con. Gia s xac suat sinh trai va ga i
bang nhau, hoi trung bnh co bao nhieu gia nh:
a/ Co t nhat 1 con trai.
b/ Co t nhat 1 con gai.
c/ Co 2 trai.
HD: a) Goi A la bien co gia nh sinh t nhat 1 trai, P(A) = p. Goi X la so gia
nh co t nhat 1 trai trong 1000 gia nh X eB(1000, p) E(X) = np. Tng t
cho b), c)
16) Chieu dai X, chieu rong Y cua mot san pham c gia cong mot cach oc lap la
nhng LNN tuan theo luat phan phoi chua n vi E(X) = 8cm, E(Y) = 4cm V(X) =
0.3, V(Y) = 0.2. Chi tiet c coi la at tieu chuan khi chieu dai sai lech vi kch
thc trung bnh khong qua 0,9cm, va chieu rong sai lech so vi kch thc trung
bnh khong qua 0.4cm.
a/ Lay ngau nhien mot chi tiet. Tnh xac suat e chi tiet o at tieu chuan
b/ Gia cong 3 chi tiet, goi Z la so chi tiet at tieu chuan. Tnh ky vong va
phng sai cua Z/3. Tnh xac suat e trong 3 chi tiet tren co t nhat mot chi tiet at
tieu chuan.
c/ Lay mot chi tiet thay no khong at tieu chuan. Tnh xac suat e chi tiet nay
khong at tieu chuan do gia cong sai chieu dai
17) X la chieu cao cua mot ngi an ong trng thanh la LNN co luat phan phoi
chuan N(=160,o
2
=36).
a) Tnh P[148<X<172]
b) Chon ngau nhien 10 ngi, tnh xac suat sao cho:
b1) Co t nhat mot ngi co chieu cao khoang (148,172).
b2) Co khong qua 2 ngi vi chieu cao trong khoang (1.48,1.72).
HD: a) P[148<X<172] = u(2)-u(-2) = 0.9544 b) Y la so ngi co chieu cao trong
khoang (148, 172) Ye B(n=10,p=0.9544) P(B
1
)=1P[Y=0]~1
P[B
2
] = P[Y=0] + P[Y=1] +P[Y=2] = 0.0852
18) Mot may t ong che tao mot loai san pham, xac suat e moi san pham c
che tao b phe pham la 0.05. Phai che tao bao nhieu san pham e vi xac suat
khong nho hn 0.8 th tan suat xuat hien san pham phe pham sai lech so vi 0.05
khong vt qua 1%

CHNG 4: CAC NH LY GII HAN VA LUAT SO LN


1. Cac nh ly gii ha n
2. Bat ang thc trebsep
3. Luat so ln


1. Cac nh ly gii han
1.1. Cac khai niem hoi tu trong xac suat.
a) Hoi tu theo luat phan phoi (hoi tu theo F) : Cho day BNN X
n
co day ham phan
phoi xac suat tng ng la F
n
(x) va BNN X
0
co ham phan phoi xac suat F
0
(x). Ta
noi day BNN X
n
hoi tu theo phan phoi ve BNN X
0
neu :
0 n
n
LimF (x) F (x) x R

= e ta ky hieu :
0
F
n
X X
b) Hoi tu theo xac sua t: Cho day BNN X
n
va BNN X
0
. Ta noi day BNN X
n
hoi tu
theo xac suat ve BNN X
0
neu : c>0 cho trc luon ta luon co :

0
1
n
n
LimP(| X X | )

< c = ta ky hieu :
0
P
n
X X
Chu y : Neu
0
P
n
X X th
0
F
n
X X ieu ngc lai khong
ung
1.1. nh ly Poisson:
Neu XeB(n,p), va p~0 th ta co:

| |
=
|
\ .
k np
k k n k
n
n
(np) e
Lim C p q 0
k!

Ngha la neu XeB(n,p) khi n u ln va p~0 th: P(X=k) =
k k n k
n
C p q ~
np k
e (np)
k!

Trong thc te cong thc nay c ap dung khi np~npq
1.2. nh ly gii han a phng: Neu XeB(n,p), p khong qua gan 0 va 1 th ta co:

| |
|
|
\ .

| |
|
=
|
t
|
\ .
2
1 k-np
-
2 npq k k n-k
n
n
1
Lim C p q - e 0
2 npq

Ngha la khi n u ln: P[X=k]=C
k
n
p
k
q
n-k
~
| |

|
|
\ .
1 k np
npq npq
, f(x) la ham Gauss.
Trong thc te cong thc tren c ap dung khi np>5 va nq>5.
1.3. nh ly gii han tch phan: Neu XeB(n,p) co p khong qua gan 0 va khong qua
gan 1 th ta co:
2
2
1
t
1/ x
1 2
n
t
1
Lim P[k X k ] e dx 0
2

| |
s < = |
|
t
\ .
}

Ngha la khi n u ln ta co:
( )
2 1
1 2
k np k np
P k X k
npq npq
| | | |

s < = u u
| |
| |
\ . \ .

u(x) la ham Laplace
1.4. nh ly gii han trung tam: Neu X
i
la day cac BNN oc lap, co cung luat
phan phoi, co cung ky vong E(X
i
)=, va phng sai V(X
i
)=o
2
vi moi i,
at:
n
n
i
i 1
1
X X
n
=
=

;
n
n
X
Z n

=
o
Khi o ta co: ( )
1 n 2 2 1
n
LimP x Z x (x ) (x )

s < = u u
Vay khi n u ln ta co the coi:
n
n
X
U n

=
o
eN(0,1). Trong thc te menh e na y
c ap dung khi n>30.
Chu y: a) f
n
=k/n la tan suat xuat hien bien co A khi tien hanh day n phep th
Bernoulli th ta co:
2
k n
P p
n pq
| |
| |
< c = u c
|
|
|
\ .
\ .

b) Khi n>30 ta co the coi T
n
eN(0,1)
2. Luat so ln
2.1. Bat ang thc Tsebisev:
Gia s BNN X co E(x)= va V(X)=o
2
hu han th vi moi c>0 ta luon co:
P(|X-|<c)>1-o
2
/c
2

TD: Thu nhap trung bnh hang nam cua dan c mot vung la 700 usd va o lech
chuan la 120 usd. hay xac nh mot khoang thu nhap hang nam xung quanh gia tr
trung bnh co t nhat 95% dan c vung o.giai: x la thu nhap hang nam cua dan c,
th ex=700; vx=1202. theo bat ang thc trebsep th: p(|x-700|>c)>1-
1202/c2=0.95c=536.656
Vay t nhat 95% dan c vung o co thu nhap hang nam trong khoang (163.344;
1236.656) USD
2.2. nh l Tsebisev: (Luat yeu so ln Tsebisev) Cho day BNN {X
n
} oc lap co
E(X
n
) hu han va V(X
n
)sC vi moi n, va C la hang so
ky hieu
n
n
i
i 1
1
X X
n
=
=

;
1
1
n
n i
i
E(X )
n
=
=

Khi o
{ }
n
n
n
LimP X 1
+
< c =
2.3. Luat so ln dang n gia n: Cho n BNN {X
i
} co cung phan phoi, oc lap vi
nhau, va co E(X
i
)= , V(X
i
)=o
2
i. Khi o c>o cho trc ta luon co:
{ }
n
n
LimP X 1

< c =
Y ngha cua menh e nay la cho, khi n u ln trung bnh cong cua cac BNN X
i
co
cung luat phan phoi, xap x vi ky vong cua luat phan phoi o.
2.4. nh ly Bernoulli: Gia s T la phep th, A la bien co ngau nhien lien quan
en T co P(A)=p. Tien hanh n lan phep th T oc lap. Gia s tan suat xuat hien
bien co A la f
n
=m/n. Khi o vi moi c>0 cho trc ta luon co:
( )
n
n
Lim P| f p| 1

< c = .
Ngha la khi n u ln th P[|f
n
p|<c]~1 f
n
~p khi n u ln. Do vay nh ly Bernoulli
la c s ly thuyet cho nh ngha xac suat theo loi thong ke.
BT1/ Mot may t ong che tao mot loai san pham, xac suat e moi san pham c
che tao b phe pham la 0.05. Phai che tao bao nhieu san pham e vi xac suat
khong nho hn 0.8 th tan suat xuat hien sa n pham phe pham sai lech so vi 0.05
khong vt qua 1%


PHAN II: THONG KE


Ch1: am ong va mau ngau nhien
Ch2: c lng cac so ac trng
Ch3: Kiem nh gia thiet thong ke


CHNG 1: AM ONG & MAU NGAU NHIEN

1. Khai niem ve am ong & mau
2. Cac ac trng mau (cac thong ke)
3. Quy luat phan phan phoi xac suat
4. Phng phap tnh cac ac trng mau cu the
1. Khai niem ve am ong & mau
1.1. am o ng: La tap hp cac phan t (oi tng) nao o, co tch chat X ma ta
quan tam.
TD1: e nghien cu sc khoe cac be s sinh tai TP HCM, ta xet am ong cac be
s sinh, tnh chat X ma ta quan tam chang han la can nang cua be.
Goi X la can nang cua moi be (v kg), th X la BNN nhan cac gia tr xe[1,7]
TD2: Xet am ong mot loai san pham do mot nha may san xuat, tnh chat X ta
quan tam tren moi san pham la san pham o tot hay xau?
Goi X la bien nhan 2 gia tr {0,1}, X=0 neu san pham xau, X=1 neu san pham tot.
Gia s p la ty le cac san pham tot cua nha may nay, th BNN XeB(p)
Tom lai: Cho am ong cac phan t co tnh chat X, ong ngha vi viec cho BNN
X, va goi X la BNN goc cua am ong.
Phan loai am ong: Da vao luat phan phoi cua BNN X ngi ta chia a m ong
thanh hai loai: Neu XeA(p) th ta noi X la am ong ty le
Neu XeA(p) ta noi X la am ong trung bnh
am ong cac be s sinh, X la can nang cu a be s sinh, la am ong trung bnh.
am ong cac san pham cung loai do mot nha may san xuat vi tnh chat X la san
pham tot hay khong tot la am ong ty le.

1.2. Mau ngau nhien
Khi nghien cu tnh chat X tren cac phan t cua am ong, va cac so ac trng cua
X, ta phai khao sat tnh chat X tren tat ca cac phan t cua am ong, t o suy ra
c cac so ac trng cua am ong X. Nhng ieu o nhieu khi khong the v
nhieu ly do, chang han v ton kem ve cong sc va tien bac. Nen ngi ta ch khao
sat tnh chat X tren n phan t c lay ra mo t cach ngau nhien va oc lap, va dung
cac quy tac suy luan logic e suy ra cac so ac trng cua am ong X.
Cac phan t cua am ong c lay ra e nghien cu tnh chat X goi la mot mau.
So phan t cua mau goi la kch thc mau.
Mau cu the: Gia s t am ong X, ta lay ngau nhien, oc lap n phan t cu the,
va khao sat tnh chat X tren nhng phan t cu the a lay ra. Goi x
i
la so o tnh chat
X cua phan t th i; i=1,2..,n.
Khi o ta co mot vect so w
n
=(x
1
,x
2
, ...,x
n
) va goi vect nay la mot mau cu the co
kch thc n.
Mau tong qua t (ma u ly thuye t) Neu ta d nh nghien cu tnh cha t X tren mot
mau co kch thc n. Goi X
i
la so o tnh cha t X tren phan t th i cu a mau (khong
lay mau cu the ma ch d oan tch chat X), khi o X
i
la mot BNN nhan cac gia tr
nh X co the nham c, va co cung luat phan phoi vi X.
Ta goi vect ngau nhien W
n
=(X
1
,X
2
, .,X
n
) la mau ngau nhien tong quat cua a m
ong vi BNN goc X co kch thc n.
Phng phap cho n mau: Khi chon mau n phan t, phai am bao tnh ngau nhien
va oc lap.
- Neu am ong co so phan t khong ln th co the to chc ghi phieu roi chon
ngau nhien theo phng thc co hoan lai.
- Neu am ong co so phan t ln th co the chon theo phng thc khong
hoan lai.
- Co the chon mau theo bang so ngau nhie n, hoac chia a m ong ra thanh n
nhom, moi nhom chon ngau nhien 1 phan t....
2. Cac ac trng mau (cac thong ke)
Gia s X la am ong, W
n
=(X
1
,X
2
,..,X
n
) la mot mau ngau nhien tong quat.
- Neu X la am ong trung bnh, co E(X)=, V(X)=o
2

Ta goi thong ke: n X =
n
i
i 1
1
X
n
=

la trung bnh mau

S
2
n
=
=

n
2
n
i
i 1
1
(X X )
n 1
la phng sai mau
- Neu X la am ong ty le co XeA(p); E(X)=p
Ta goi thong ke: F
n
=
n
i
i 1
1
X
n
=

la ty le mau
3. Tnh cac thong ke mau cu the
3.1. Vi am ong trung bnh.
a) Mau cu the w
n
=(x
1
,x
2
,..,x
n
), lay theo iem co kch thc nho
Ta co : Trung binh mau:
1
1
n
n
i
i
x x
n
=
=


Phng sai mau:
( )
2
2 2
1
1
1 1
=
=

n
i
n
n
i
n
s x x
n n

TD3: Quan sat mc hao ph nguyen lieu A khi san xuat mot san pham tai mot nha
may ngi ta thu c cac so lieu nh sau (n v tnh gr).
5 ; 7 ; 8 ; 6 ; 7 ; 8 ; 6 ; 5 ; 7 ; 7 ; 5 ; 7 ; 5 ; 6 ;7 ; 7 ; 6 ; 9; 8 ; 9 ; 6 ; 5 ; 6 ; 6 ; 8.
Tnh trung bnh mau, phng sai mau
1
1
n
n
i
i
x x
n
=
=

=6.64;
( )
2
2 2
1
1
1 1
=
=

n
i
n
n
i
n
s x x
n n
=1.49
b) Mau cu the w
n
=(x
1
,x
2
,..,x
n
) lay theo iem co kch thc ln (n ln)
Gia s trong nga tr cua mau ch co k gia tr khac nhau x
1
<x
2
< ..<x
k
, va
ga tr x
i
co n
i
phan t vi moi i=1,2,..k .Ta lap bang thong ke rut gon nh
sau:

x
i
n
i
n
i
x
i
n
i
x
i
2

x
1

x
2

...
x
k

n
1

n
2

...
n
k

x
1
n
1
x
2
n
2

...
x
k
n
k

x
1
2
n
1

x
2
2
n
2

...
x
k
2
n
k


k
i
i 1
n n
=
=

k
i i
i 1
xn
=

k
2
i i
i 1
x n
=

Ta co:
1
1
k
n
i i
i
x nx
n
=
=

;
( )
2
2 2
1
1
1 1
k
n
n i i
i
n
s x n x
n n
=
=

TD4: T so lieu trong TD1 ta lap bang thong ke rut gon

x
i
n
i
n
i
x
i
n
i
x
i
2

5
6
7
8
9
5
7
7
4
2
25
42
49
32
18
125
252
343
256
162
25 166 1138

1
1
166 25 6 64
=
= = =

k
n
i i
i
x nx / .
n
;
( )
2
2 2
1
1
1 49
1 1
=
= =

k
n
n i i
i
n
s x n x .
n n

c) Mau cu the w
n
lay theo khoang
Gia s BNN goc nhan cac gia tr xe(a,b). Co the to chc lay so lieu theo khoang,
bang cach chia khoang (a,b) thanh k khoang nho: (a, d
1
), (d
1
, d
2
), ..(d
k-1
, b). Gia s
mau w
n
=(x
1
,x
2
,... x
n
) co m
1
gia tr x
1
e(a,d
1
), co m
2
gia tr x
2
e(d
1
,d
2
)..., co m
k
gia tr
x
k
e(d
k-1
,b).
Ta lap bang thong ke theo nhom rut gon nh sau:

X (x
i
) n
i
m
i
x
i
m
i
x
i
2

a<x<d
1

d
1
<x<d
2

...
d
k
<x<b
x
1
=(d
1
+a)/2
x
2
=(d
2
+d
1
)/2
...
x
k
=(b+d
k
)/2
n
1

n
2

...
n
k

n
1
x
1
n
2
x
2

...
n
k
x
k

n
1
x
1
2

n
2
x
2
2

...
n
k
x
k
2

=
k
1 i
i
n

1
k
i i
i
xn
=

2
1
k
i i
i
x n
=

Chu y: 1/ Khi X nhan cac gia tr ln, ta co the s dung phep oi bien so:
0
X x
X'
h

=
X=hX+x
0
X =h. X' +x
0
; S
2
n
=h
2
S
2
n

3.2. Vi am ong ty le XeA(p): Gia s m la so phan t co tnh chat A
trong mot mau cu the n phan t f
n
=m/n
BT1: ieu tra nang suat lua tren dien tch 110ha (n v ta/ha), ta thu c ke qua
nh sau:
Nang suat 43 44 45 46 48 50 52
Dien tch 2 13 20 30 25 15 5
a) Tnh: x
n
=46.8; s
2
n
=2.2249
2
b) Neu coi nang suat ln hn 45 ta/ha la dien tch co nang suat cao. tnh ty le
mau dien tch co nang suat cao. f
n
=75/110=68.2%
BT2: o chieu dai cua 200 chi tiet may cua 1 phan xng san xuat, thu c ket
qua trong bang sau:
Chieu dai x x
i
So chi tiet
54.79 54.80 54.795 6
54.80 54.81 54.805 14
54.81 54.82 54.815 33
54.82 54.83 54.825 47
54.83 54.84 54.835 45
54.84 54.85 54.845 33
54.85 54.86 54.855 15
54.86 54.87 54.865 7
a) Tnh cac so ac trng mau: n x
=54.833, s
2
n
=0.016
2
b) Neu coi chi tiet co chieu dai t 5.815.85 la at tieu chuan. Tnh ty le mau chi
tiet at tieu chuan. f
n
=158/200
BT3: X (gam) la ch tieu chat lng cua mot loai san pham, ieu tra mot so sa n
pham co ket qua:
240 200 260 220 200 280 260 280 260 240 240
260 240 240 260 280 240 260 220 240 260 220
240 260 240 200 220 240 240 220 280 260 240
260 280 240 220 240 260 240 260 240 220 280
260
a/ Tnh ch tieu X trung bnh mau, phng sai mau
b/ Neu quy c cac san pham co X<240 la san pham loai II, tnh ty le mau san
pham loai II
S: 245 53 n x . = ; s
n
=21.908; f
n
=10/45=22.22%
4. Ky vong va phng sai cac ac trng mau
E( n X )=; V( n X )=
2
n
o
; E(S
2
n
)=o
2
; E(F
n
)=p; V(F
n
)=
n
pq

5. Luat phan phoi cac ac trng mau
a) Neu XeA(p), X
1
eA(p
1
) vi W
n
, W
n1
co n, n
1
u ln:
U
n
=

n
F p
n
pq
eN(0,1); U
n
=


+
1
n n 2
1 1
1
F F (p p )
p (1 p ) p(1 p)
n n
eN(0,1)
Trong thc te ap dung khi np20 va nq20 hoc n100.
b) Neu X, X
1
co cac ky vong ,
1
, a bie t cac phng sai o,o
2

=
o
n
n
X
U n eN(0,1);

=
o
o
+
1
n
1
n n
1
n
2
2
1
X X ( )
U
n n
eN(0,1)
c) Neu X, X
1
co cac ky vong ,
1
, va cha biet cac phng sai. Khi n,n
1
>30

=
n
n
n
X
U n
s
eN(0,1);

=
+
1
1
n n
1
n
2
2
n
n
1
X X ( )
U
S
S
n n
eN(0,1)
d) Neu X, X
1
co phan phoi chuan vi ky vong ,
1
; cha biet o, n,n
1
<30

=
n
n
n
X
T n
S
eT
n-1
; Va
+

= e
+
+
+
1
1
1
n n
1
n n n 2
2 2
n 1 n
1 1
X X ( )
T T
(n 1)S (n 1)S
1 1
n n 2 n n

e) Neu XeN(,o
2
)
a/ a biet
=
_ = e_
o

n
2 2
n i n 2
i 1
1
(X )
b/ Cha biet

_ = e_
o
n
2
2
n n 1 2
(n 1)S

f) Neu X, X
1
co luat phan phoi chuan vi phng sai o
2
, o
2
2

Th :

o
= e
o
1 1
1
2 2
n 1
n,n n 1; n 1 2 2
n
S
F F
S

TD: HVNH2003. Chieu dai cua mot loai sa n pham la mot BNN co luat phan phoi
chuan, biet =30m, o=0,2m. Lay mot mau ngau nhien 25 san pham loai nay.
a/ Cho biet luat phan phoi xa c suat cu a trung bnh mau, ky vong va phng sai cua
no
b/ Tnh xac suat e trung bnh mau toi thieu bang 30,06m
c/ Tm so k e ty so gia phng sai mau va phng sai am ong t nhat bang k co
xac suat bang 0.1
Giai:
2
n X N ,
n
| | o
e
|
\ .


30
30 06 5 1 5 1 5 0 5 0 4394
0 2
n
n
X
P(X . ) P . ( . ) . .
.
| |

s = s = u =
|
\ .
k=0.542

2 2
n n
2 2
S S
P k P (n 1) 24k 0.1 24k 10.9
| | | |
> = > = =
| |
o o
\ . \ .



CHNG 2: C LNG CAC THAM SO

1. c lng iem
2. c lng khoang
2.1. c lng khoang ty le p
2.2. c lng khoang gia tr trung bnh
2.3. c lng khoang phng sai o
2


1. c lng iem
Bai toan: Gia s am ong X co so ac trng u cha biet. T mot mau ngau nhien
oc lap w
n
=(x
1
,x
2
,..,x
n
). Hay la chon thong ke u
n
e c lng cho so u.
Khi n kha ln cac ac trng mau co the xa p x vi ca c ac trng cua am ong
tng ng. V vay ngi ta lay cac ac trng mau e c lng cho cac so ac trng
cua am ong.
Vi am ong trung bnh: E(X)=~Xn ; V(X)=o
2
~s
2

Vi am ong ty le: E(X)=p~f
n

a) c lng khong che ch: Lay u
n
e c lng cho u, c lng nay goi la khong
chech neu E(u
n
-u)=0
b) c lng v ng: Lay u
n
e c lng cho u, c lng nay goi la vng neu c
lng nay khong chech va u
n

p
u
Ta co cac c lng: =Xn ; p=f
n
; o
2
=s
2
eu khong chech va vng.
2. c lng khoang
Bai toan: Gia s am ong X co so ac trng u cha biet. T mau cu the w
n
=(x
1
,x
2
,
..,x
n
), hay chon 2 thong ke u
1
n
, u
2
n
sao cho:
P(u
1
n
<u<u
2
n
)=1o vi 0<o<1
Khoang c lng hai pha:(u
1
n
- ,u
2
n
+ ); =
n
2 1
n
2
u u
la o chnh xac; 1-o goi la
o tin cay cua khoang c lng.
Trong mot so trng hp ngi ta quan tam en xac suat:
P(u<u
2
n
)=1o khoang c lng toi a: (-, u
2
n
+ )
P(u
1
n
<u)=1o Khoang toi thieu: (u
1
n
- , +)
2.1. c lng khoang ty le p
Xet am ong ty le XeA(p). Khi n ln ta co: 0 1

= e
n
n
(F p) n
U N( , )
pq
(n>100)

o o
| |
< < + = o
|
|
\ .
n / 2 n / 2
pq pq
P F u p F u 1
n n
(u
o/2
la gia tr ti han chuan)
Cac khoang c lng ty le p:

Khoang hai pha: ( )
e c + c
n n
p f ; f ;
n n
/ 2
f (1 f )
u
n
o

c =
Khoang toi a: ( )
e + c
n
p 0; f ;
n n
f (1 f )
u
n
o

c =

Khoang toi thieu: ( )
e c
n
p f ; 0 ;
n n
f (1 f )
u
n
o

c =

Moi quan he gia c; 1-o; va n:
n n
/ 2
f (1 f )
u
n
o

c = ;
o
= c

/ 2
n n
n
u
f (1 f )
;
2
n n / 2
2
f (1 f )u
n 1
o
(
= +
(
c


Chu y: Trong bai toan xac nh kch thc mau, neu cha co mau cu the nao th co
the xac nh n theo cong thc: n=[u
2
o/2
/4c
2
]
2.2. c lng khoang gia tr trung bnh
TH1:(o a biet)
Chn thong ke:
n X
U n

=
o
eN(0,1)

n n
/ 2 / 2
P X u X u
n n
o o
o o | |
< < +
|
\ .
=1-o (u
o/2
la gia tr ti han chuan mc o/2)
Cac khoang c lng gia tr trung bnh
Khoang hai pha: ( )
n n x ; x e c +c
;
2 /
u
n
o
o
c =

Khoa ng toi a:
( )
n ; x e + c ; u
n
o
o
c =
Khoang toi thieu: ( )
n x ; e c +
; u
n
o
o
c =
Moi quan he gia c; 1-o; n:
2 /
u
n
o
o
c =
;
2 o
c
=
o
/
n
u ;
2
/ 2
u
n 1
o
(
o | |
= +
(
|
c
\ .
(


TH2: o cha biet
Chon thong ke: T
n
=
n
n
(X )
n
S

eT
n-1


1 1
2 2
n n
n n
n n
S S
P X t ( / ) X t ( / )
n n

| |
o < < + o
|
\ .
= 1-
t
n-1
(o) lagia tr ti hanh Student vi n-1 bac t do, Neu n>30 th t
n-1
(o/2)

~u
o/2

Cac khoang c lng gia tr trung bnh

Khoang hai pha:
( )
; e c +c n n x x
;
1
2
n
n
s
t ( / )
n

c = o
Khoang toi a:
( )
; e +c n x ;
1
n
n
s
t ( )
n

c = o
Khoang toi thieu:
( )
; e c + n x ;
1
n
n
s
t ( )
n

c = o

Moi quan he gia c; 1-o; n:
1
2
n
n
s
t ( / )
n

c = o ;
1
2

c
o =
n
n
n
t ( / )
s
;
2
1
2
1
n n
s t ( / )
n

(
o | |
= + (
|
c
\ .
(


TD1: ieu tra mot so san pham cu a mot x nghiep ve chieu dai X (cm)va ham
lng chat Y (%) ta co ket qua:
Y 8 10 12 14 16
X 100 5 5 0 0 0
110 4 6 7 0 0
120 0 5 9 8 0
130 0 0 4 6 9
140 0 0 0 5 7
n=80
(Gia thiet X, Y la cac BNN co luat phan phoi chuan)
a/ Cac san pham Xs110; Ys12% la loai II. c lng ch tieu Y trung bnh cua cac
san pham loai II vi vi o tin cay 95%
b/ Tm khoang c lng ty le san pham lao 2 vi o tin cay 98%
c/ Gia 1m san pham la 280, c lng gia trung bnh mot san pham cua x nghiep
vi o tin cay 98%
d/ Neu muon c lng ty le san pham loai II vi o chnh xac 3%, va c lng
chieu dai trung bnh cua sa n pham vi o chnh xac 8mm va ca hai c lng vi
o tin cay 90% th phai ieu tra them bao nhieu san pham na?
e/ Neu s dung mau nay e c lng gia trung bnh mot san pham vi o chnh
xac 10 th o tin cay bang bao nhieu?
Giai: a/ ay la bai toan c lng khoang 2 pha ve gia tr trung bnh, trong trng
hp o cha biet.
( )
; e c +c n n x x
;
1
2
n
n
s
t ( / )
n

c = o
b/ ay la bai toan c lng khoang 2 pha ve gia tr trung bnh, khi o cha biet.

( )
; e c +c n n x x ;
2
n
/
s
u
n
o
c =
c/ ay la bai toan xac nh kch thc mau trong bai toan c lng khoang ty le 2
pha.
n=
2
n n / 2
2
f (1 f )u
1
o
(
+
(
c


d/ ay la bai toan tm o tin cay trong bai toan c lng khoang gia tr trung bnh
khi o cha biet.
=u
o/2
n
s
n
u
o/2
=
n
n
s
c

TD2: Mot cong ty bot giat muon tham do nhu cau tieu thu (v kg/thang) cua loai
san pham nay khu vc K. Cong ty tien ha nh ieu tra 500 ho gia nh va co ket
qua nh sau:
Nhu cau 0.5-1 1-1.5 1.5-2 2-2.5 2.5-3 3-3.5 3.5-4
So ho 21 147 192 78 34 16 12
(Gia s khu vc K co 5000 ho)
a/ c lng nhu cau bot giat trung bnh cua toan khu vc K trong mot nam vi o
tin cay 95%
b/ Nhng ho co nhu cau tren 2kg trong mot thang goi la ho co nhu cau cao. c
lng ty le nhng ho co nhu cau cao vi o tin cay 95%
c/ e c lng nhu cau bot giat trung bnh cua mot ho trong mot thang vi o
chnh xac 0.05kg va o tin cay 95% th ca n ieu tra them bao nhieu ho gia nh
na?
Giai: a/ e tm khoang nhu cau bot giat trung bnh toan khu vc K trong mot nam,
ta giai bai toan tm khoang nhu cau bot giat trung bnh cua mot ho trong mot thang
vi o tin cay 95% la e(a,b).
T o suy ra nhu cau bot giat trung bnh cua toan khu vc K trong mot nam la:
(a*12*5000; b*12*5000)
b/ ay la bai toan c lng khoang 2 pha ve ty le p vi o tin cay 95%
c/ ay la bai toan xac nh kch thc mau trong bai toan c lng khoang trung
bnh khi n>30 va o cha biet. n=
2
n / 2
s u
1
o
(

| |
+
(
|
c
\ .
(


TD3: Trong kho hang co rat nhieu san pha m cua x nghiep A, lay ngau nhien 100
san pham, can len co ket qua nh sau:
x
i
(gr) 800-850 850-900 900-950 950-1000
n
i
5 10 20 30

x
i
(gr) 1000-1050 1050-1100 1100-1150
n
i
5 10 20
a/ Ca c san pha m co trong lng tren 1050gr la san pham loai I. Hay c lng
trong lng trung bnh cua san pham loai I vi o tin cay 98% (giai thiet trong
lng san pham co luat phan phoi chuan)
S: n=20; n
n
x 1100; s 25.64946; = = t
n-1
(o/2)=2.539
e(985.44; 1014.56)
b/ Neu muon c lng ty le san pham loai I vi o tin cay 98% va o chnh xac
3% th can ieu tra them bao nhieu san pham na?
S: f
n
=0.2; u
o/2
=1.282; n=[u
2
o/2
f
n
(1-f
n
)/c
2
]+1=293
So san pham phai ieu tra them m=193
c/ Gia s trong kho e lan 1000 san pham cua x nghiep B, va trong 100 san pha m
lay ra co 9 san pham cua x nghiep B. Hay c lng so san pham cu a x nghiep A
trong kho vi o tin cay 82%
S: Goi N tong so san pham trong kho, N
A
la so san pham loai A co trong kho
N=1000+N
A
; ty le san pham cu a x nghiep B trong kho p=1000/N. Khoa ng c
lng cho ty le san pham cua x nghiep B co trong kho vi o tin cay 82% la:
pe(0.052; 0.128)
0.052<1000/N<0.128) N
A
e(6182; 18231)
TD4: Mot khach san muon c lng ty le khach co nhu cau ngh nhieu hn mot
ngay. Ho muon co o tin cay 96% va sai so khong vt qua 5%. Hoi can lay mau
kch thc thch hp la bao nhieu:
a/ Neu cha co bat ky mot thong tin nao cho phep c lng nay.
S: n=u
2
o/2
/4c
2
=
b/ Neu da vao mot tai lieu a khao sat trc ay, thong tin cho biet ty le
nay la 25%
2.3. c lng khoang phng sai o
2

TH1: XeN(,o
2
), a biet E(X)=
Chon thong ke X
n
=
2
2
1
n
i
i
(X )
=

e_
2
n

2 2
2 1 1
2 2
1
2 1 2
= =
| |

|
|
< o < = o
_ o _ o
|
|
\ .

n n
i i
i i
n n
(X ) (X )
P
( / ) ( / )

_
2
n
(o/2) va _
2
n
(1-o/2) la cac gia tr ti han khi-bnh phng vi n bac t.
Cac khoang c lng phng sai o
2
Khoang hai pha: o
2
e
2 2
1 1
2 2
2 1 2
n n
i i
i i
n n
(x ) (x )
,
( / ) ( / )
= =
| |

|
|
_ o _ o |
|
\ .


Khoang toi a: o
2
e
( )
2
1
2
0
1
n
i
i
n
x
;
( )
=
| |

|
|
_ o
|
|
\ .

Khoang toi thieu: o
2
e
( )
2
1
2
n
i
i
n
x
;
( )
=
| |

|
|
+
_ o
|
|
\ .

TH2: XeN(,o
2
), cha biet:
Chon thong ke :
2
2
1 2
1
n
n n
(n )S
X

= e_
o

2 2
2
2 2
1 1
1 1
1
2 1 2

| |
< o < = o
|
_ o _ o
\ .
n n
n n
(n )S (n )S
P
( / ) ( / )

_
2
n-1
(o/2) va _
2
n-1
(1-o/2) la cac gia tr ti han khi-bnh phng vi n-1 bac t.
Cac khoang c lng phng sai o
2

Khoang hai pha: o
2
e
2 2
2 2
1 1
1 1
2 1 2
n n
n n
(n )s (n )s
;
( / ) ( / )

| |
|
|
_ o _ o
\ .

Khoang toi a: o
2
e
2
2
1
1
0
1
n
n
(n )s
;
( )

| |
|
_ o
\ .

Khoang toi thieu: o
2
e
2
2
1
1
n
n
(n )s
;
( )

| |
+
|
_ o
\ .

TD5: Mc hao ph nguyen lieu cho mot n v san pham la BNN X co luat phan
phoi chuan vi =20 v. Quan sat 25 san pham ta co so lieu trong bang sau:
Mc hao ph 19.5 20 20.5
So san pham 5 18 2
Tm khoang c lng cho o
2
, vi o tin cay 1-o=0.9
Giai: ay la bai toan tm khoang c lng hai pha cho o
2
vi 1-o = 0.9, trong
trng hp 1
Khoang c lng cho o
2
la:
2 2
2 2
2 1 2
n n
i i
i i
n n
(x ) (x )
;
( / ) ( / )
| |

|
|
_ o _ o |
|
\ .


Tra bang khi bnh phng ta co:
2
25
0 05 ( . ) _ = 37,65;
2
25
0 95 ( . ) _ =14,61
Khoang c lng o
2
e(0.046; 0.1198)
BT1: Nang suat lua lua vun A la BNN co luat phan phoi chuan. Thu hoach ngau
nhien 100ha tnh c nang suat trung bnh n x 37.9 = ta /ha,
( )
100
2
n
i
i 1
x x 1059
=
=

a/ c lng nang suat lua trung bnh cua vung vi o tin cay 95%
b/ Tm khoang tin cay vi he so tin cay 95% cho phng sai cua nang suat.
BT2. Muon c lng ty le sp loai A cua 1 x nghiep, kiem tra 100 sp, ta phat hien
20 sp loai A. Hay c lng ty le loai A (tren tong the) cua x nghiep vi o tin cay
95%. S: pe(12%, 28%)
BT3: Can th 100 trai cay, ta co n X = 500g,
2
o =40000. c lng trong lng
trung bnh a vi o tin cay 95%.
S: e(460.8g; 539.2g).
BT4: Lay ngau nhien 15 bao bot do mot may ong bao san xuat ra, ta co
15
2
15 x 39.8g, s 0.144 = = . Gia thiet trong lng cac bao bot la BNN X co phan phoi
chuan. Hay c lng trong lng trung bnh vi o tin cay 95%.
S: e(36.7g; 40.4g)
BT5. ieu tra nang suat lua tren dien tch 100 ha trong lua cua 1 vung, ngi ta
tnh c n X 46 = ta/ha; s
n
= 3,3. Hay c lng nang suat trung bnh cua toan vung
vi o tin cay 95%.
S: e(45.35 ta; 46.65 ta)



CHNG 3: KIEM NH GIA THIET THONG KE


1. Kiem nh gia thiet tham so
1.1. Kiem nh gia thiet ty le p
1.2. Kiem nh gia thiet gia tr trung bnh
1.3. Kiem nh gia thiet phng sai o
2

2. So sanh hai tham so
2.1. So sanh hai ty le
2.2. So sanh hai gia tr trung bnh
2.3. So sanh hai phng sai


1. Kiem nh gia thiet tham so
Bai toan: Gia s am ong X co so ac trng u cha biet, ta at gia thiet H
0
:u=u
0
,
vi oi thiet H
1
:u=u
0
hoac H
1
:u>u
0
hoac H
1
:u<u
0
. T mot mau cu the w
n
hay chon
la mot thong ke e lam tieu chuan thc hien mot trong hai chon la: Bac bo H
0
,
hay chap nhan H
0
. Khi thc hien chon la nay dan en nguy c pham phai hai sai
lam.
Sai lam loai I: Bac bo H
0
/ khi H
0
ung
Sai lam loai II: Chap nhan H
0
/ khi H
0
sai
e anh gia mc o sai lam cua moi quyet nh, ta xet cac xac suat sau:
Xac suat sai lam loai I: P(Bac bo H
0
/Khi H
0
ung).
Xac suat sai lam loai II:P(Chap nhan H
0
/Khi H
0
sai).
Ta mong muon co mot quyet nh, sao cho xac suat ca hai loa i sai lam nay nho
nhat. Tuy nhien bai toan nay khong co li giai. Neyman Pearson a e ra mot
giai phap e chon la quyet nh sao cho xa c suat sai lam loai I bang o. Goi o la
mc y ngha cua quyet nh bac bo gia thiet H.
Chu y: Khi o be, neu tieu chuan dan en ba c bo gia thiet H
0
, th quyet nh bac bo
H
0
la ung an (rat yen tam), v xac suat P(Bac bo H/ Khi H ung) = o. Ngc lai
ta ch co the ket luan khong co c s e bac bo gia thiet H
0
, gia thiet phu hp vi
thc nghiem, nen to chc nghien cu them.
e xac nh tieu chuan kiem nh viec bac bo hay chap nhan gia thiet H
0
, ngi ta
coi moi mau cu the w
n
=(x
1
,x
2
,...x
n
) nh la mot iem trong R
n
, va xay dng tieu
chuan e chia R
n
thanh hai mien W
o
va W sao cho P[(x
1
, x
2
, ...x
n
)eW
o
] =o. Khi o
W
o
goi la mien bac bo gia thiet H
0
(mien tieu chuan) vi mc y ngha o.
1.1. Kiem nh gia thiet ve ty le p
Gia s XeA(p), khi n ln (n>100) U=
1
n
F p
n
p( p)

eN(0,1)
Khi H
0
ung th p=p
0

n 0
/ 2
0 0
| F p |
P n u
p q
o
| |

> = o |
|
\ .
; u
/2
la gia tr ti han chuan
Mien bac bo gia thiet ty le p la Wo

H
0
:p = p
0
H
1
:p = p
0
w
o
=
0
2
0 0
1
n
qs /
f p
u n u
p ( p )
o

= >
`

)

H
0
:p = p
0

H
1
:p < p
0
w
o
=
0
0 0
1
n
qs
f p
u n u
p ( p )
o


= <
`

)

H
0
:p = p
0

H
1
:p > p
0
w
o
=
0
0 0
1
n
qs
f p
u n u
p ( p )
o


= >
`

)


1.2. Kiem nh gia thiet gia tr trung bnh
TH1:(o
2
a biet)
Chon thong ke U=
n X
n

o
eN(0,1)
Khi H
0
ung th =
0
0
2
n
/
| X |
P n u
o
| |

> = o
|
|
o
\ .

Mien bac bo gia thiet ve gia r trung bnh la W
o

H
0
: =
0
H
1
: =
0
W
o
=
0
2
n
qs /
x
u n u
o

= >
`
o

)

H
0
: =
0

H
1
: <
0
W
o
=
0
n
qs
x
u n u )
o


= <
`
o

)

H
0
: =
0

H
1
: >
0
W
o
=
0
n
qs
x
u n u )
o


= >
`
o

)


TH2: (o
2
cha biet)
Chon thong ke T
n
=
n
n
X
n
S

eT
n-1

Khi H
0
ung
1
2
n
n
n
| X |
P n t ( / )
S

| |

> o = o
|
\ .
, t
n-1
(/2) la gia tr ti han student vi
n-1 bac t do mc /2
Chu y: Khi n> 30 t
n-1
(/2) ~ u
/2
Mien bac bo gia thiet ve gia r trung bnh la W
o

H
0
: =
0
H
1
: =
0
W
o
=
0
1
2
n
qs n
n
x
t n t ( / )
s

= > o
`

)

H
0
: =
0

H
1
: <
0
W
o
=
0
1
n
qs n
n
x
t n t ( )
s



= < o
`

)

H
0
: =
0

H
1
: >
0
W
o
=
0
1
n
qs n
n
x
t n t ( )
s



= > o
`

)

1.3. Kiem nh gia thiet tham so o
2

TH1: XeN(,o
2
), a biet
Chon thong ke _
n
=

=
o

n
1 i
2
2
i
) X (
e_
2
n


|
2 2
2 2
1 1
1 2 2
n n
i i
n
n
i i
(X ) (X )
P ( / ) ( / )
= =
| | ( (
_ o > + > _ o = o
|
( (
|
o o
\ .


Khi H
0
ung ta co:
|
0 0
2 2
2 2
1 1
1 2 2
n n
i i
n
n
i i
(X ) (X )
P ( / ) ( / )
= =
| | ( (

| _ o > + > _ o = o
( (
|
o o
( (
\ .


Trong o _
2
n
(/2) la gia tr ti han khi bnh phng vi n bac t do mc /2
Mien bac bo gia thiet ve o
2
la W
o

H
0
:o
2
=o
2
0
H
1
:o
2
=o
2
0
W
o
=
2 2
2
1
0
2
1
1 2
2
n
qs i n
i
qs n
(x ) ( / )
hoac ( / )
=

_ = < _ o

o
`

_ > _ o
)

H
0
:o
2
=o
2
0

H
1
:o
2
<o
2
0
W
o
=
2 2
2
1
0
1
1
n
qs i n
i
(x ) ( )
=

_ = < _ o
`
o
)

H
0
:o
2
=o
2
0

H
1
:o
2
>o
2
0
W
o
=
2 2
2
1
0
1
n
qs i n
i
(x ) ( )
=

_ = > _ o
`
o
)

TH2: XeN(,o
2
), cha biet

2
2
1
n
n
(n )S
_ =
o
e_
2
n-1


2 2
2 2
1 1 2 2
1 1
1 2 2
n n
n n
(n )S (n )S
P ( / ) ( / )

| | ( (
< _ o + > _ o = o
|
( (
|
o o
\ .

Khi H
0
ung ta co:
2 2
2 2
1 1 2 2
0 0
1 1
1 2 2
n n
n n
(n )S (n )S
P ( / ) ( / )

| |
( (
< _ o + > _ o = o
|
( (
|
o o

\ .

Trong o _
2
n-1
(/2) la gia tr ti han khi bnh phng vi n-1 bac t do
Mien bac bo gia thiet W
o

H
0
:o
2
= o
2
0
H
1
:o
2
= o
2
0
W
o
=
2
2
1 2
0
2
1
1
1 2
2
n
qs n
qs n
(n )s
( / )
hoac ( / )

_ = < _ o

o
`

_ > _ o
)

H
0
:o
2
= o
2
0

H
1
:o
2
< o
2
0
W
o
=
2
2
1 2
0
1
1
n
qs n
(n )s
( )

_ = < _ o
`
o
)

H
0
:o
2
= o
2
0

H
1
:o
2
> o
2
0
W
o
=
2
2
1 2
0
1
n
qs n
(n )s
( )

_ = > _ o
`
o
)

TD1: Mau ieu tra doanh thu cua cac ho kinh doanh mat hang M trong mot vung
(v chuc trieu ong/thang) cho ket qua nh sau:
x
i
0-1 1-2 2-3 3-4 4-5 5-6 6-7
So ho 3 14 22 31 16 10 4
(gia s X co phan phoi chuan)
a) Nhng ho kinh doanh mat hang M co doanh thu 40 trieu /thang la nhng ho co
doanh thu cao. Co the cho rang ty le nhng ho co doanh thu cao mc 35% hay
khong? hay ket luan vi mc y ngha 3%
H
0
: p=0.35, H
1
:p=0.35
f
n
=0.3u
qs
=1.049, u
o/2
=2.17Chap nhan H
0
b) Co y kien cho rang trc ay doanh thu trung bnh cu a cac ho kinh doanh mat
hang M la 37 trieu /thang, nhng nay do tac ong cua lam pha t nen mc doanh thu
nay giam. Cho nhan xet ve y kien o vi mc y ngha 2%
H
0
:=3.7, H
1
:<3.7;
n
x
=3.39, s
n
=1.4062, u
o
=2.06
u
qs
=-2.2 <-2.06 bac bo H
0
chap nhan H
1
c) Co the cho rang phng sai doanh thu cua nhng ho co doanh thu cao ln hn 2
hay khong? yeu cau ket luan vi mc 2%
TD2: Goi X la ch so thong minh (IQ) cu a ho c sinh la tuoi 12-15, gia s X co phan
phoi chuan. o IQ cua 50 hoc sinh cua trng A ta co ket qua sau:
X 75-78 78-81 81-84 84-87 87-90 90-93
So hoc sinh 3 8 9 12 10 8
a) T ket qua tren co the noi ch so IQ trung bnh cua trng A la tren 84 hay
khong? yeu cau ket luan vi mc 5%
b) Vi o tin cay 95% co the noi ch so IQ trung bnh cua trng A toi thieu la bao
nhieu?
c) Biet trong so 50 hoc sinh tren co 20 hoc sinh nam co ch so IQ toi thieu bang 84
va 10 hoc sinh n co ch so IQ nho hn 84. Vi mc 5% co the cho rang ch so IQ
phu thuoc vao gii tnh c hay khong?
HD: T mau ta co 30 hs co IQ toi thieu 84 Trong 50 hs co 10 n co IQ toi thieu
84 Trong 50 hs co 20 n va 30 nam Ty le mau nam hs co IQ toi thieu 84 la
20/30, ty le n hs co IQ toi thieu 84 la 10/20
d) o IQ 50 hoc sinh cua trng B tnh c 80 B X = ,
2
6412 005 B X . = . Vi mc
y ngha 5% co the cho rang ch so IQ cua hoc sinh 2 trng la nh nhau hay khong?
2. So sanh hai tham so
2.1. So sanh hai ty le p
Bai toan: Gia s am ong ty le X
1
eA(p
1
), X
2
eA(p
2
) cha biet p
1
, p
2
ta at gia
thiet H
0
:p
1
=p
2
; H
1
:p
1
=p
2
hoac p
1
<p
2
hoac p
1
>p
2
T hai mau cu the w
n1
, w
n2
hay xac nh mien bac bo W

Ta co: U
n
=
1 2 1 2
1 2
1 1
1

| |
+
|
\ .
Fn Fn (p p )
F( F)
n n
eN(0,1) Trong o F=
1 2
1 2
1 2
+
+
n n
nF n F
n n

Mien bac bo gia thiet so sanh 2 ty le W

H
0
:p
1
= p
2
H
1
:p
1
= p
2
W
o
=
1 2
n n
qs / 2
1 2
f f
u u
1 1
f (1 f )
n n
o

= >
`
| |

+
|

\ .
)


H
1
:p
1
< p
2
W
o
=
1 2
n n
qs
1 2
f f
u u
1 1
f (1 f )
n n
o

= <
`
| |

+
|

\ .
)


H
1
:p
1
> p
2
W
o
=
1 2
n n
qs
1 2
f f
u u
1 1
f (1 f )
n n
o

= >
`
| |

+
|

\ .
)

2.2.. So sanh hai gia tr trung bnh
1
,
2

Bai toan: Gia s am ong trung bnh X
1
, X
2
cha biet
1

2
.

at gia thiet
H
0
:
1
=
2
T hai mau cu the w
n1
w
n2
hay xac nh mien bac bo gia thiet H
0
vi mc
y ngha .

TH1: (o
2
1
, o
2
2
a biet)
Ta co: U
n
=
1 2
1 2
2 2
1 1 2 2
n n X X
/ n / n
+
o + o
eN(0,1)
Khi H
0
ung th ta co:
1 2
2
2 2
1 1 2 2
n n
/
| X X |
P u
/ n / n
o
| |

|
> = o
|
o + o
\ .

Mien bac bo gia thiet so sanh 2 gia tr trung bnh W
o
H
0
:
1
=
2
H
1
:
1
=
2
W
o
=
1 2
qs / 2
2 2
1 1 2 2
x x
u u
/ n / n
o

= >
`
o +o

)


H
1
:
1
<
2
W
o
=
1 2
qs
2 2
1 1 2 2
x x
u u
/ n / n
o


= <
`
o +o

)


H
1
:
1
>
2
W
o
=
1 2
qs
2 2
1 1 2 2
x x
u u
/ n / n
o


= >
`
o +o

)

TH2: Neu o
2
1
,o
2
2
cha bie t, va n
1
,n
2
>30
Ta co:
1 2
1 2
2 2
1 1 2 2
0 1
n n
n
x x
U N( , )
s / n s / n
+
= e
+

Khi H
0
ung
1 2
2
2 2
1 1 2 2
n n
/
| X X |
P u
s / n s / n
o
| |

|
> = o
|
+
\ .

Mien bac bo gia thiet so sanh 2 gia tr trung bnh W
o

H
0
:
1
=
2
H
1
:
1
=
2
W
o
=
1 2
1 2
2
2 2
1 2
o

= >
`

+

)
n n
qs /
n n
x x
u u
s s
n n


H
1
:
1
<
2
W
o
=
1 2
2 2
1 1 2 2
n n
qs
n n
x x
u u
s / n s / n
o


= <
`
+

)


H
1
:
1
>
2
W
o
=
1 2
2 2
1 1 2 2
n n
qs
n n
x x
u u
s / n s / n
o


= >
`
+

)

TH3: (o
1
,o
2
cha biet; n
1
,n
2
<30; X
1
, X
2
co luat phan phoi chuan)
Chon thong ke: T
n
=
1 2
1 2
1 2
1 1
n n X X ( )
S
n n

+
eT
n1+n2-2
, S=
2 2
1 1 2 2
1 2
( 1) ( 1)
2
n n
n S n S
n n
+
+

Khi H
0
ung
1 2
1 2
1
1 2
2
1 1
n n
n
| X X ( ) |
P t ( / )
S
n n

| |
|

|
> o = o
|
+ |
|
\ .

Mien bac bo gia thiet so sanh 2 gia tr trung bnh W
o
H
0
:
1
=
2
H
1
:
1
=
2
W
o
=
1 2
2
1 2 2
1 2
1 1
o
+

= >
`

+

)
n n
( / )
qs n n
x x
t t
s
n n


H
1
:
1
<
2
W
o
=
1 2
1
1 2 2
1 2
1 1
o
+



= <
`

+

)
( )
n n
qs n n
x x
t t
s
n n


H
1
:
1
>
2
W
o
=
1 2
1 2 2
1 2
1 1
o
+



= >
`

+

)
n n
( )
qs n n
x x
t t
s
n n

2.3. So sanh hai tham so o
2
1
, o
2
2

Neu X
1
eN(
1
,o
2
1
), X
2
eN(
2
,o
2
2
) cha biet
1
,
2
Chon thong ke: F
n
=
2 2
1 2
2 2
2 1
n
n
S
S
o

o
eF
n1-1,n2-1

Khi H
0
ung th ta co:
2 2
1 1
1 1 2 1 1 1 2 1 2 2
2 2
1 2 2

| |
( (
< o + > o = o
|
( (
|

\ .
n n
n ,n n ,n
n n
S S
P f ( / ) f ( / )
S S

Trong o f
n1-1, n2-1
(/2) la gia tr ti han Fisher mc /2
Mien bac bo gia thiet ve so sanh hai phng sai la w

:
H
0
:o
2
1
= o
2
2
H
1
:o
2
1
= o
2

W
o
=
2
1 2 1
1 1 2 1 2
2
2
1 1 2 1
( / ) n
qs n ,n
n
( / )
qs n ,n
s
f f
s
hoac f f
o

o


= <

`

>
)

H
0
:o
2
1
= o
2
2

H
1
:o
2
1
< o
2
2
W
o
=
2
1 1
1 1 2 1 2
2
( ) n
qs n ,n
n
s
f f
s
o


= <
`
)

H
0
:o
2
1
= o
2
2

H
1
:o
2
1
> o
2
2

W
o
=
2
1
1 1 2 1 2
2
( ) n
qs n ,n
n
s
f f
s
o


= >
`
)


Bai tap thong ke
1. Ngi ta ta kiem tra ngau nhien 50 thung hang trong mot tau ch hang, thu c
ket qua nh sau:
So san pham hong
trong mot thung
1 2 3 4 5 6 7 8 9 10
So thung co k san pham hong 2 3 4 7 18 12 9 6 5 1
a/ c lng ty le san pham hong cho tau hang vi o tin cay 95%
b/ c lng so san pham hong cho moi thung hang vi o tin cay 99,73%
2. ieu tra nang suat lao ong cua 100 cong nhan tai mot x nghiep cong nghiep,
ket qua thu c theo bang thong ke nh sau:
So SP / Ngay cong 50 60 70 80 90 100
So cong nhan 6 12 22 33 17 10
a/ c lng khoang nang suat trung bnh cua cong nhan, vi o tin cay 95%.
b/ Quy c nang suat tren 80 san pham ngay at danh hieu cong nhan gioi. Hay c
lng khoang ty le cong nhan gioi, vi o tin cay 99,73%.
3. e c lng tuoi tho cu a mot loai bong en trc va sau khi cai tien ky thuat
ngi ta tien hanh khao sat th 100 trc khi cai tien va 100 bong sau khi cai tien
co ket qua trong bang sau:
Khoang tuoi tho(gi) So bong
(trc khi cai tien)
So bong
(Sau khi cai tien)
1010-1030
1030-1050
1050-1070
1070-1090
1090-1110
1110-1130
1130-1150
2
3
13
25
20
12
10
0
1
3
8
17
25
30
1150-1170
1170-1190
1190-1210
6
8
1
8
3
5
Vi o tin cay 99% hay c lng khoang tuoi tho trung bnh cua cac bong en do
nha may san xuat trc va sau khi cai tien ky thuat.
4. Mc hao ph nguyen lieu cho mot n v san pha m la BNN X, co phan phoi theo
quy luat chuan. Quan sat 28 san pham thu c ket qua nh sau:
NL hao ph 19 19.5 20 20.5
So san pham 5 6 14 3
Vi o tin cay 95% hay c lng phng sai cua am ong X.
5./ Mot lo trai cay c ong thanh tng sot, moi sot 100 trai. Kiem tra 50 sot thay
co 450 trai khong at tieu chuan.
a) Hay c lng ty le trai cay khong at tieu chuan cua lo hang vi o tin
cay 95%?
b) Muon c lng ty le trai cay khong at tieu chuan vi o chnh xac
0.5% th o tin cay at bao nhieu?
c) Muon c lng ty le trai khong at tieu chuan vi o tin cay 99% va
chnh xac 1% th can kiem tra bao nhieu sot?
6. Mot cong ty thng mai nghi ng ve s suy giam lng hang hoa ban ra trung
bnh tren mot nhan vien ban ha ng so vi na m trc. Mot mau ngau nhien oc la p
gom 40 nhan vien cho ta biet 1 . 6 X
40
= , o lech chuan cho trc o =2.5. Vi mc y
ngha o = 0.01, co the noi c lng hang ban ra trung bnh tren mot nhan vien la
< 7.4 hay khong?
Giai: H
0
: =2.7, H
1
: = 2.7, o = 2.5 a biet.
Tnh u
0
=
n
0
| X |
n

o
=
| . . |
.
61 74
25
40

= 3.289
So sanh vi u
o
= 2.58 (o = 0.01). ta co u
0
= 3.289 >u
o
= 2.58 va 4 . 7 t X
0
n = < .
Vay ta bac bo gia thiet H: =7.4, va tha nhan gia thiet <7.4
7. Trong lng cua mot bao gao do may ong bao san xuat la BNN co luat phan
phoi chuan, vi trong lng quy nh trung bnh la 50 kg. e xem may lam viec co
bnh thng hay khong ngi ta can th 25 bao va tnh c 49 52 n X . = kg, s
n
=0.5.
Vi mc y ngha o = 0.01 hay ket luan ve tnh hnh lam viec cua may?
Gia: la trong lng trung bnh thc te cua nhng bao gao do may san xuat. Gia
thiet H
0
: =50, H
1
: = 50, o cha biet.
Tnh t
0
=
| . |
.
4952 50
05
25

= 4.8
Tra bang phan v Student bac 25-1=24 (n-1) t do, t
24
(0.01) = 2.797.
So sanh t
0
=4.8>t
24
(0.01)=2.797 Bac bo gia thiet H
0
:=50, chap nhan gia thiet
< 50.
8. Mot nha san xuat quang cao ban lo hang 1000 SP. Theo nha san xuat th lo hang
cua ho co khong qua 2% phe pham. Ngi ta kiem tra th 30 san pham va thay co 3
phe pham. Co ket luan g cho li quang cao vi mc y ngha o = 0.01?
Giai: ay la bai toan kiem nh ty le vi mc y ngha o=0.01. Goi p la ty le phe
pham cua lo hang, vi gia thiet. H
0
:p=0.02 H
1
:p=0.02.
Tnh: f
30
=0.1, u
0.01
=2.58, u
0
=
| |
( )
| . . |
. ( . )
f p
p p
10 0
0 0
1
30
01 002
0021 002
30

= 3.1298. Vay t
0
>2.58, Bac bo gia thiet H
0
, chap nhan gia thiet p>0.02. Ngha la li
quang cao sai s that.
9. Ty le phe pham cua mot loai san pham do mot nha may san xuat la 5%. Sau khi
tien hanh cai tien ky thuat, ngi ta kiem tra 400 san pham thay co 16 phe pham.
Vi mc y ngha o = 0.01, hay ket luan viec cai tien ky thuat co lam giam ty le phe
pham khong?