Chng 4

KIM NH GI THIT THNG K

1: Cc khi nim
1.1 Gi thit thng k
nh ngha: Bt k gi thit no ni v tham s,
dng quy lut phn phi hoc tnh c lp ca i
lng ngu nhin, u gi l gi thit thng k.
Nhng gi thit c th ng hoc cng c th
sai. Vic xc nh tnh ng sai ca mt gi thit
c gi l kim nh gi thit thng k.
Gi thit H: . i thit
0
u u =
0
: H u u =
1.2 Mc ngha, min bc b
-T mu ngu nhin ta chn thng
k sao cho nu H ng th G c
phn phi hon ton xc nh.
( )
x 1 2
W , ,...,
n
X X X =
( )
1 2
, ,...,
n
G f X X X =
G l tiu chun kim nh gi thit H
-Vi b tu cho trc ta tm c min
sao cho:
o
( )
W P G
o
o e =
o
W
o
L min bc b
L mc ngha ca kim nh
W
o
( )
0 1 2
, ,...,
n
f x x x u =
L gi tr quan st
-Nu th bc b gi thit H v tha nhn
i thit
0
W
o
u e
H
-Nu th chp nhn gi thit H
0
W
o
u e
1.3 Sai lm loi 1 v sai lm loi 2
-Sai lm loi 1: l sai lm mc phi khi ta bc b
gi thit H trong khi H li ng v
( )
W P G
o
o e =
-Sai lm loi 2: l sai lm mc phi khi ta chp
nhn gi thit H trong khi H sai v
( )
W 1 P G
o
o e =
Ch : +) Nu mun gim sai lm loi 1 s lm
tng sai lm loi 2 v ngc li.
+) Ta thng n nh trc xc sut sai lm loi 1
v chn min bc b no c sai lm loi 2 nh nht
2: Kim nh gi thit v k vng
Gi s LNN X c k vng cha
bit, c 3 bi ton kim nh:
( )
E X =
( ) ( ) ( )
0 0 0
0 0 0
: : :
1 2 3
: : :
H H H
H H H


= = =



= > <


2.1 Trng hp 1: bit ( )
2
D X o =
Gi thit : X c phn phi chun hoc c mu n
ln
( )
30 n >
Chn thng k lm tiu chun
kim nh
( )
0
X n
U

o

=
Nu gi thit H ng th
( )
0,1 U N e
a) Bi ton (1)
( )
0
: H =
- Vi mc ngha cho trc, xc nh phn v
chun ta tm c min bc b:
o
1
2
u
o

( )
1- 1
2 2
W = - ;-u ; ; W u P U
o o o o
o

| ( |
+ e =
|
(
\ .
- Ly mu c th v tnh gi tr quan st
0
0
x
u n

=
+) Nu th ta bc b gi thit
H v chp nhn
( )
0 0
1
2
W u u u
o o

> e
H
+) Nu th chp nhn H
( )
0 0
1
2
W u u u
o o

< e
b) Bi ton (2)
Vi mc ngha cho trc, xc nh phn v
chun ta tm c min bc b:
o
1
u
o
| )
1
W ; u
o o
= +
c) Bi ton (3)
( )
0
: H >
( )
0
: H <
Vi mc ngha cho trc, xc nh phn
v chun ta tm c min bc b:
o
1
u
o
( |
1
W ; u
o o
=
V d: Mt tn hiu c gi t a im A v
c nhn a im B c phn phi chun vi
trung bnh v lch tiu chun .Tin rng
gi tr ca tn hiu c gi mi ngy. Ngi
ta tin hnh kim tra gi thit ny bng cch gi 5
tn hiu mt cch c lp trong ngy th thy gi tr
trung bnh nhn c ti a im B l .Vi
tin cy 95%, hy kim tra gi thit ng
hay khng?

2 o =
8 =
9, 5 X =
8 =
0 0
: 8; : 8 H H = =
Ta c n=5 < 30, tin cy:
1 0, 95, 1 0, 975
2
o
o = =
Phn v chun:
0,975
1, 96 u =
Min bc b l: ( | | )
W ; 1,96 1,96;
o
= +
Gi tr quan st:
0
0
9, 5 8
5 1, 68 W
2
x
u n
o

= = = e
Kt lun: gi thit H chp nhn c
2.2 Trng hp 2: cha bit
2
o
Gi thit X c phn phi chun
Chn thng k
( )
0
'
X
T n
S

=
Nu H ng th
( )
1 n
T T

e
a) Bi ton (1): Vi mc ngha cho trc, ta
xc nh phn v Student (n-1) bc t do mc
o
1
2
o

0
0
'
1 1
2 2
W ; ; ;
x
t t t n
S
o o o

| ( |
= + =
|
(
\ .
+)Nu th bc b gi thit H
( )
0 0
1
2
W t t t
o o

> e
+)Nu th chp nhn H
( )
0 0
1
2
W t t t
o o

< e
b) Bi ton (2): Vi mc ngha cho trc, ta
xc nh phn v Student (n-1) bc t do mc
o
1 o
| )
1
W ; t
o o
= +
Min bc b
c) Bi ton (3): Vi mc ngha cho trc, ta
xc nh phn v Student (n-1) bc t do mc
o
1 o
Min bc b
( |
1
W ; t
o o
=
V d 1: Trng lng ca cc bao go l i lng
ngu nhin c phn phi chun vi trng lng
trung bnh l 50kg. Sau mt khong thi gian hot
ng ngi ta nghi ng trng lng ca cc bao
go c s thay i. Cn th 25 bao go thu c kt
qu sau:
X (khi lng) S bao
48 - 48,5 2
48,5 - 49 5
49 - 49,5 10
49,5 - 50 6
50 - 50,5 2
Vi tin cy 99%,
hy kt lun v iu
nghi ng ni trn.
( ) ( )
( )
0
24 ' '
50 25
: 50;
X n X
H T T
S S

= = = e
Khong
48-48,5
48,5-49
49-49,5
49,5-50
50-50,5
48,25
48,75
49,25
49,75
50,25
2
5
10
6
2
96,5
243,75
492,5
298,5
100,5
4656,125
11882,812
24255,625
14850,375
5050,125
25 1231,75 60695,062
i
x
i
n
i i
n x
2
i i
n x
24
0,995
1 0, 995 2, 797
2
t
o
= =
( | | )
W ; 2, 797 2, 797;
o
= + Min bc b:
( )
2
2
' 2 '
0
1231, 75 60695, 06
49, 27; 49, 27 0, 27
25 25
25
0, 27 0, 2812 0, 53
24
49, 27 50 25
6, 886 W
0, 53
X S
S S
t
o
= = = =
= = =

= = e
Vy gi thit b bc b, iu nghi ng l ng
V d 2: xc nh trng lng trung bnh
ca cc bao bt m ta ly ngu nhin 17 bao em
cn c kt qu: trng lng trung bnh 39, 8 X kg =
' 2
0,16 S = Hy kim nh gi thit
: 40 : 40 H kg H kg = =
Vi mc ngha
0, 05 o =
Tiu chun kim nh
( )
( )
0
16
0,05 1 '
; 2,12
n
X n
T T t
S

= e =
( | | )
W ; 2,12 2,12;
o
= +
0
39,8 40 17
2, 06 W
0, 4
t
o

= = e
Kt lun: chp nhn gi thit H
2.3 Trng hp 3:
Gi thit v X khng chun 30 n >
Chn thng k:
( )
0
'
X n
U
S

=
Nu H ng th
( )
0,1 U N e
a) Bi ton 1:
0
0
'
1 1
2 2
W ; ; ;
x n
u u u
S
o o o

| ( |
= + =
|
(
\ .
b) Bi ton 2:
| )
1
W ; u
o o
= +
c) Bi ton 3: ( |
1
W ; u
o o
=
V d: Mt nhm nghin cu tuyn b: trung bnh
mt ngi vo siu th X tiu ht 140 ngn ng.
Chn mt mu ngu nhin gm 50 ngi mua hng,
tnh c s tin h tiu l 154 ngn ng, vi
lch tiu chun iu chnh ca mu l . Vi
mc ngha 0,02 hy kim nh xem tuyn b ca
nhm c ng khng?
'
62 S =
: 140; 140; 50 30; 1 0, 99
2
H H n
o
= = = > =
( | | )
0,99
2,33; W ; 2,33 2,33; u
o
= = +
0
0
'
1, 59 W
x n
u
S
o

= = e
2.4 Kim nh gi thit v t l (hay xc sut)
Xt php th C v bin c A lin quan: P(A)=p
trong p l tham s cha bit. C 3 bi ton:
( ) ( ) ( )
0 0 0
0 0 0
: : :
1 2 3
: : :
H p p H p p H p p
H p p H p p H p p
= = =



= > <


Thc hin n php th C trong bin c A xut
hin m ln
Tnh t l l c lng im cho tham s p
m
f
n
=
Tiu chun kim nh:
( )
( )
0
0 0
1
f p n
U
p p

Nu H ng th
( )
0,1 U N e
a) Bi ton 1:
( )
0
: ; H p p =
1- 1
2 2
W - ;-u ; u
o o o

| ( |
= +
|
(
\ .
b) Bi ton 2: ( )
0
: ; H p p >
| )
1
W ; u
o o
= +
c) Bi ton 3:
( )
( |
0 1
: ; W ; H p p u
o o
< =
V d 1: T l ph phm mt nh my l 10%.
Sau khi ci tin k thut, iu tra 400 sn phm
th thy 32 ph phm. Vi tin cy 99% hy xt
xem vic ci tin k thut c lm gim t l ph
phm hay khng?
y l bi ton kim nh gi thit v t l, vi c
mu n=400 kh ln. Gi p l t l ph phm ca
nh my. Ta kim nh:
: 0,1; : 0,1 H p H p = <
T l ph phm:
32
0, 08
400
f = =
( |
1
0
1 0, 99 2, 326
0, 08 0,1 400
W ; 2, 326 ; 1, 333 W
0,1.0, 9
u
u
o
o o
o

= =

= = = e
Kt lun: Chp nhn H v vic ci tin c hiu qu
V d 2: Mt nh sn xut thuc chng d ng
thc phm tuyn b rng 90% ngi dng thuc c
tc dng trong vng 8 gi. Kim tra 200 ngi b
d ng thc phm th thy trong vng 8 gi thuc
lm gim bt d ng i vi 160 ngi. Hy kim
nh xem li tuyn b trn ca nh sn xut c
ng hay khng vi mc ngha
0, 01 o =
: 0, 9; : 0, 9; 0, 01 H p H p o = = =
0,995
1
2
160
2, 576; 0,8
200
u u f
o

= = = =
( | | )
( )
0
W ; 2, 576 2, 576; ;
4, 75 W
1
f p
u n
p p
o
o
= +

= = e

2.5 Kim nh gi thit v s bng nhau gia hai

trung bnh
Gi s ta c hai mu ngu nhin c rt
ra t LNN X v LNN Y
X Y
W , W
Bi ton t ra l: ta mun kim tra xem hai mu
trn c phi c rt ra t mt phn phi hay khng?
Ta xt bi ton n gin l so snh 2 gi tr trung
bnh EX v EY
2 2
1 2 1 2
; ; ; EX EY DX DY o o = = = =
t:
( ) ( )
1 2 1 2
1 2 1 2
: :
1 2
: :
H H
H H


= =



= >


Ta c:
a) Trng hp 1: Bit
2 2
1 2
, o o
( )
2 2
1 2
1 2
0,1
X Y
U N
n n
o o

= e
+
Vi mc ngha cho trc, min bc b ca
bi ton 1 l:
1 1
2 2
W ; ; u u
o o o

| ( |
= +
| (
\ .
Vi mc ngha cho trc, min bc b ca
bi ton 2 l:
o
o
| )
1
W ; u
o o
= +
b) Trng hp 2: Cha bit
Trong trng hp ny ta phi gi thit
( )
2
1 1
, X N o
( )
2
2 2
, Y N o
trong
2 2
1 2
o o =
T mu cho tnh:
2 2
2 2
1 2 1 2
1 2 1 2
X
, , , ,
2
X Y
X Y
Y
X Y S S t
n S n S n n
n n n n

=
+ +
+
Vi mc ngha cho trc, min bc b
ca bi ton 1 l:
o
1 2 1 2
2 2
W ; ;
2 2
n n n n
t t
o
o o
+ +
| ( |
| | | |
= +
| | |
(
\ . \ .
\ .
2 2
1 2
; o o
Vi mc ngha cho trc, min bc b ca
bi ton 2 l:
o
( )
)
1 2
2
W ;
n n
t
o
o
+

= +

V d 1: Trng lng sn phm do hai nh my

sn xut ra u l cc i lng ngu nhin tun
theo quy lut phn phi chun v cng c lch
tiu chun l . Vi mc ngha c
th xem trng lng trung bnh ca sn phm do
2 my sn xut ra l nh nhau khng? Nu cn 25
sn phm ca my I thy trng lng ca chng
l 1250kg, cn 20 sn phm ca my II c trng
lng1012kg
1kg o = 0, 05 o =
Gi trng lng sn xut ra my I,II l XvY
Theo gi thit D(X)=D(Y)=1
y l bi ton kim nh gi thit v 2 k vng
trong phn phi chun, trng hp bit phng
sai
( ) ( ) ( ) ( )
: : H E X E Y H E X E Y = =
0
50 50, 6
1250 1012
X 50; 50, 6; 2
25 20
1 1
25 20
Y u

= = = = = =
+
( | | )
1
2
0, 05 1,96; W ; 1, 96 1,96; u
o o
o

= = = +
Kt lun: bc b gi thit H
( ) ( ) ( ) ( )
: : H E X E Y H E X E Y = =
( ) ( ) ( ) ( )
: : H E X E Y H E X E Y = =
V d 2: Ngi ta cn tr s sinh 2 khu vc
thnh th v nng thn thu c kt qu sau:
Khu vc S tr cn trng lng TB P.Sai C
Nng thn 2500 3,0 200
Thnh th 500 3,1 5
Vi mc ngha c coi trng lng trung
bnh ca tr s sinh 2 khu vc nh nhau khng?
1% o =
( | | )
0,995
1
2
0
2, 58; W ; 2, 58 2, 58;
0, 33 W
u u
u
o o
o

= = = +
= e
Kt lun: Cha c c s bc b H
2.6 Kim nh gi thit v s bng nhau ca
hai t l
Gi s ta c hai mu ngu nhin:
( ) { } { }
( ) { } { }
1
1 2 1 1 1 1 1
1
2
1 2 2 1 2 2 2 2
1
, ,..., ; 1 ; 0 1 ;
, ,..., ; 1 ; 0 1 ;
n
n i i i
i
n
n i i
i
X X X p X p p X p q m X
Y Y Y p Y p p Y p q m Y
=
=
= = = = = =
= = = = = =

C th a ra cc bi ton kim nh gi thit

( ) ( )
1 2 1 2
1 2 1 2
: :
1 2
: :
H p p H p p
H p p H p p
= =



= >


Gi s gi thit H ng, khi
( ) ( )
2
i i
D X D Y o = =
Nh vy:
( )
2
1 2
1 1
X D Y
n n
o
| |
= +
|
\ .
c lng phng sai chung t hai mu
cho ta gp li thnh mt mu c
2
o
1 2
n n +
Ta nhn c c lng cho
2
1 2 1 2
1 2 1 2
: 1
m m m m
n n n n
o
| |
+ +

|
+ +
\ .
Vi ln ta xp x phn phi
1 2
; n n
( )
( )
0,1
X Y
N
D X Y

( )
1 2
1 2
1 2 1 2 1 2
1 2 1 2 1 2
0,1
1
m m
n n
u N
m m m m n n
n n n n n n

= e
| |
+ + +

|
+ +
\ .
Vi mc ngha cho trc, min bc b ca
bi ton 1 l:
o
1 1
2 2
W ; ; u u
o o o

| ( |
= +
|
(
\ .
Vi mc ngha cho trc, min bc b ca
bi ton 2 l:
o
| )
1
W ; u
o o
= +
V d: Kim tra nhng sn phm c chn ngu
nhin hai nh maysanr xut cng mt loi hng ta
c s liu