PHN I: XAC SUAT

1. Bien co ngau nhien & xac suat cua bien co:

1.1. Cong thc cong xac suat:
1.1.1. p(A+B)=p(A)+p(B) (2 bien co xung khac)
1.1.2. p(A+B)=p(A)+p(B)-p(A.B)
p(A+B+C)=p(A)+p(B)+p(C)[p(AB)+p(AC)+p(BC)]+p(ABC)
1.2. Cong thc nhan xac suat:
1.2.1. p(A.B)=p(A).p(B) (2 bien co oc lap)
1.2.2. p(A.B)=p(A).p(B/A)
p ( A1 A2 ... An ) = p ( A1 ). p ( A2 / A1 )... p ( An / A1 A2 .. An 1 )
1.3. Cong thc Bernoulli: cho 2 bien co A va A
1.3.1. pn ( x) = Cnx p x q n x , p=p(A), q=1-p
1.4. Cong thc xac suat ay u: p ( F ) = p ( A1 ). p ( F / A1 ) + p ( A2 ). p ( F / A2 ) + ... + p ( An ). p ( F / An )
p ( Ai .F ) p ( Ai ). p ( F / Ai )
=
1.5. Cong thc Bayes: p ( Ai / F ) =
p( F )
p( F )

2. Bien ngau nhien:

2.1. Bang phan phoi xac suat (bien ngau nhien ri rac)
2.2. Ham mat o xac suat ( f ( x) ) (bien ngau nhien lien tuc)
2.2.1. f ( x) 0
2.2.2.

f ( x)dx =1

2.2.3. p(a x b) = f ( x)dx

a

2.3. Ham phan phoi xac suat ( F ( x) ) (dung cho ca 2 loai bien-thng la bien ngau nhien lien
tuc)

2.3.1. F ( x) =p( F <x)

2.3.2. F '( x) = f ( x)
2.3.3. F ( x) =

f (t )dt

2.4. Ky vong
2.4.1. E ( x) = x1 p1 + x2 p2 + ... + xn pn (t bang phan phoi xac suat)
2.4.2. E ( x) =

xf ( x)dx

2.5. Phng sai:

2.5.1. V ( x) = E ( x 2 ) [ E ( x)]2

2.5.2. V ( x) =

f ( x)dx [ xf ( x)dx]2

3. Mot so phan phoi xac suat thong dung:

3.1.Phan phoi chuan tong quat: X ~ N ( ; 2 )

1
e
3.1.1. f ( x) =
2

3.1.2.

( x )2
2 2

f ( x)dx = 1

3.1.3. ModX = MedX = ; E ( x) = ,V ( x) = 2

3.1.4. p(a x b) = (

) (

3.1.5. Phan phoi chuan tac = 0, 2 = 1

3.1.5.1. T ~ N (0,1)
2

1 t2
3.1.5.2. f (t ) =
e
2
X
3.1.5.3. oi bien T =

3.1.5.4.

p (a x b) = (b) (a )

3.2.Phan phoi Poisson: X ~ P( ) , >0

3.2.1. p( = k ) = e

k
k!

3.2.2. E ( x) = V ( x) =
3.3. Phan phoi nh thc: X ~ B(n, p )
3.3.1. p( X = k ) = pn (k ) = Cnk p k q n k , p + q = 1
3.3.2.

p( X = k ) = 1
k =0

3.3.3. E ( x) = np , ModX = x0 , np q x0 np + q
3.3.4. Khi n=1: X ~ B(1, p) :phan phoi khong-mot
3.3.4.1. E ( x) = p, E ( x 2 ) = p,V ( x) = pq
3.3.5. Xp x phan phoi nh thc:
3.3.5.1. Bang phan phoi Poisson: n >50, p <0.1; X ~ B(n, p) X ~ P( ) , = np .
k
n

p( x = k ) = C p q

nk

=e

k
k!

3.3.5.2. Bang phan phoi chuan:

np 0.5, nq 0.5, = np, = npq . X ~ B (n, p ) X ~ N (np, npq )
1 k
k
k
p( x = k ) = f (
) ; p( k1 <X< k2 ) = ( 2
) ( 1
)

3.4. Phan phoi sieu boi: X ~ H ( N , N A , n) [N:tong so phan t, N A :So phan t co tnh chat A
trong N, n: so phan t lay ngau nhien].Goi X la so phan t co tnh chat A trong n.
CNk A .CNn kN A
p( X = k ) =
CNn
N
N n
, q = 1 p
3.4.1. E ( X ) = np, p = A ; V ( X ) = npq.
N
N 1

3.4.2. Xap x phan phoi sieu boi bang phan phoi nh thc:
n 0.05 N X ~ B (n, p ) ; p ( X = k ) = Cnk p k q n k , p =

NA
N

3.5. Bien ngau nhien 2 chieu: X va Y oc lap Pij = p( xi ).q( y j ) vi moi i,j
3.6. Hiep phng sai va he so tng quan:
3.6.1. Hiep phng sai(cov): cov( X , Y ) = E ( XY ) E ( X ) E (Y )
3.6.2. He so tng quan X ,Y : X ,Y =

cov( X , Y )
( X ) (Y )

PHAN 2: THONG KE

1. Tong the va mau

1.1.Thc hanh tnh toan tren mau:
1.1.1. Tnh trung bnh ( X n ): X n =

1 n
xi
n i =1

mA
( m A :so phan t mang tnh chat A; n: kch thc mau)
n
1 k
1.1.3. Tnh phng sai mau: S 2 =
[ ni xi 2 n( X ) 2 ]
n 1 1

1.1.2. Tnh ty le mau: ( f n ); f n =

1.2.c lng tham so cua tong the:

1.2.1. c lng iem: E ( X n ) = , E ( f n ) = p, E ( S 2 ) = 2
1.2.2. c lng khoang:
1.2.2.1. c lng khoang cho trung bnh: Vi o tin cay 1- cho trc, 1 mau kch
thc n.

n 30 , biet
X ,
1 = X , 2 = X +
2

n 30 , 2 cha biet
X ,s
1 = X , 2 = X +

 = u .
2

= u .

( 1
0.5-

u )

s
n

( 1
0.5-

n <30, biet
Nh TH1

u )
2

n <30, cha biet

X ,s
1 = X , 2 = X +
s
=t .
( n 1, )
n
2

1.2.2.2. c lng khoang cho ty le: tong the co ty le p cha biet, vi o tin cay
1 cho trc, vi 1 mau kch thc n, ty le mau f n . Tm 2 so p1 , p2 thoa:
p ( p1 p p2 ) = 1 , p1,2 = f n m

f (1 f )
n

Cong thc: = u
2

1.2.2.3. c lng khoang cho phng sai:Gia s tong the co 2 cha biet. Da vao
1 mau kch thc n, vi o tin cay 1- cho trc.
(n 1) S 2 (n 1) S 2
2
2
TH1: cha biet, biet S . Khi o ta co [
,
] trong o
2
2

12 = 2 (n 1, ) , 22 = 2 (n 1,1 )
2

TH2: biet. Khi o 2 [

2
ni ( xi )
2
1

n ( x ) ] , trong o
i

i
2
2

12 = 2 (n, ) , 22 = 2 (n,1 )

2
2
1.2.3. Kiem nh gia thuyet thong ke:
1.2.3.1. Kiem nh gia thuyet thong ke cho

1.2.3.1.1.TH1: 2 biet
Gia thuyet thong ke
H 0 : = 0
H1 : 0
H 0 : = 0
H1 : < 0
H 0 : = 0
H1 : > 0

W : 2 biet
W = {u =
W = {u =
W = {u =

1.2.3.1.2.TH2: n 30 , 2 khong biet

(mien bac bo H 0 )

X 0

X 0

X 0

n , u > u }
2

n ,u<- u }
n ,u> u }

Gia thuyet thong ke

H 0 : = 0
H1 : 0
H 0 : = 0
H1 : < 0
H 0 : = 0
H1 : > 0

W (mien bac bo H 0 )
W = {u =

X 0
n , u > u }
s
2

W = {u =

X 0
n ,u<- u }
s

W = {u =

X 0
n ,u> u }
s

1.2.3.1.3.TH3: n <30, 2 khong biet

Gia thuyet thong ke
H 0 : = 0
H1 : 0
H 0 : = 0
H1 : < 0
H 0 : = 0
H1 : > 0

W (mien bac bo H 0 )
W = {t =

X 0
n, t > t }
( n 1, )
s
2

W = {t =

X 0
n , t <- t }
( n 1, )
s
2

W = {t =

X 0
n, t > t }
( n 1, )
s
2

1.2.3.2. Kiem nh gia thuyet thong ke cho ty le:

Gia thuyet thong ke
H 0: p = p0
H1: p p0

H 0: p = p0
H1: p < p0
H 0: p = p0
H1: p > p0

W (mien bac bo H 0 )
f p0
W = {u =
, u > u }
p0 (1 p0 )
2
n
f p0
W = {u =
, u <- u }
p0 (1 p0 )
n
f p0
W = {u =
, u > u }
p0 (1 p0 )
n

1.2.3.3. Kiem nh gia thuyet thong ke cho phng sai:

1.2.3.3.1.TH1: cha biet
Gia thuyet thong ke
H 0 : 2 = 02
2

H1 :

2
0

W (mien bac bo H 0 )
W = { 2 =
2
1

(n 1) s 2
2
0

( n 1,1 )
2

, 2 < 12 hoac 2 > 22

, 22 = 2

( n 1, )
2

H 0 : 2 = 02
2

H1 : <

W = { 2 =

2
0

H 0 : 2 = 02
2

H1 : >

W = { =

2
0

(n 1) s 2

02
(n 1) s 2

2
0

, 2 < 2 ( n 1,1 )
, 2 > 2 ( n 1, )

1.2.3.3.2.TH2: biet.
Gia thuyet thong ke
2

H0 : =

2
0

H1 : 2 02

W (mien bac bo H 0 )
W = {

12 = 2
H 0 : 2 = 02
2

H1 : <
2

2
0

H0 : =

2
0

H1 : 2 > 02

n (x )
=
i

( n ,1 )
2

W = { 2 =
W = {

i
2
0

, 22 = 2

( n, )
2
2

n (x )
i

i
2
0

n (x )
=
i

i
2
0

, 2 < 12 hoac 2 > 22

, 2 < 2 ( n ,1 )
, 2 > 2 ( n , )

1.2.4. So snh 2 tham s ca tng th:

1.2.4.1. So snh 2 s trung bnh:
1.2.4.1.1.TH1: m 30, n 30, 12 , 22 bit
GTTK

H 0 : 1 = 2

X Y

W = u =
; u > u
2
2
1 2
2

m
n

X Y

W = u =
; u < u
2
2
1 2

m
n

X Y

W = u =
; u > u
12 22

m
n

H1 : 1 2

H 0 : 1 = 2
H1 : 1 < 2

H 0 : 1 = 2
H1 : 1 > 2

1.2.4.1.2.TH2: m <30, n <30, 12 , 22 bit, X,Y c phn phi chuNn

GTTK

X Y

W = u =
; u > u
2
2
1 2
2

m
n

X Y

W = u =
; u < u
2
2
1 2

m
n

X Y

W = u =
; u > u
2
2
1 2

m
n

H 0 : 1 = 2
H1 : 1 2

H 0 : 1 = 2
H1 : 1 < 2

H 0 : 1 = 2
H1 : 1 > 2

1.2.4.1.3.TH3: m 30, n 30, 12 , 22 khng bit

GTTK

H 0 : 1 = 2

W = u =

W = u =

W = u =

H1 : 1 2

H 0 : 1 = 2
H1 : 1 < 2

H 0 : 1 = 2
H1 : 1 > 2

X Y
s12 s22
+
m n
X Y
s12 s22
+
m n
X Y
s12 s22
+
m n

; u > u
2

; u < u

; u > u

1.2.4.1.4.TH4: m <30, n <30, X,Y c phn phi chuNn, 12 = 22 khng bit

GTTK

H 0 : 1 = 2

W = t =

H1 : 1 2

2
2
X Y
2 ( m 1) s1 + ( n 1) s2
; t > t
s =
m+n2
m + n 2,
1
2 1
2

s +

m n

W = t =

W = t =

H 0 : 1 = 2
H1 : 1 < 2

H 0 : 1 = 2
H1 : 1 > 2

X Y

; t < t( m + n 2, )
1 1

s2 +

m n

X Y

; t > t( m + n 2, )
1 1

s2 +

m
n

1.2.4.1.5.TH5: m <30, n <30, X,Y c phn phi chuNn, 12 22 cha bit

GTTK

H 0 : 1 = 2

W = g =

W = g =

W = g =

H1 : 1 2

H 0 : 1 = 2
H1 : 1 < 2

H 0 : 1 = 2
H1 : 1 > 2

X Y
s12 s22
+
m n
X Y
s12 s22
+
m n
X Y
s12 s22
+
m n

s
s
t v +t v
; g > t ; t1 = t , t2 = t ; v1 = , v2 = ; t = 1 1 2 2
m
n
v1 + v2
m 1,
n 1,
2
2

; g < t ; t1 = t( m 1, ) , t2 = t( n 1, )

; g > t

2
1

2
2

1.2.4.2. So snh 2 t l:
GTTK

H 0 : 1 = 2

W = u =

W = u =

H1 : 1 2

H 0 : 1 = 2
H1 : 1 < 2

f1 f 2
k1
k2
; u > u ; f1 = , f 2 =
m
n
1 1
2
f (1 f ) +

m n

f1 f 2

; u < u
1 1

f (1 f ) +

m
n

W = u =

H 0 : 1 = 2
H1 : 1 > 2

f1 f 2

; u > u
1 1

f (1 f ) +

m n

1.2.4.3. So snh 2 phng sai:

GTTK

H 0 : 12 = 22
2
1

H1 :

2
2

H 0 : 12 = 22
H1 : 12 > 22

s12
1

W = g = 2 , g < f hayg > f ; f = f ( m 1, n 1) , f =

s2
f ( n 1, m 1)
2

s2
W = g = 12 , g > f (m 1, n 1)
s2