i hc Cng ngh

Khoa Cng ngh thng tin

THI GIA K MN XC SUT THNG K

HC K 1 NM HC 2012-2013
Thy L Ph
Thi gian: 90 pht
Cu 1.
Mt hp ban u cha bn vin bi en v bn vin bi trng. Th nghim sau c lp li v
hn ln: mt vin bi c ly t hp; nu bi mu trng th n c t tr li hp, nu khc
n c t ra ngoi.
a. Hy v s ng phn cho th nghim ny v gn nhn cc cnh bng xc sut
chuyn. Gi : hp ch c th 1 trong 5 trng thi.
b. Hy tm xc sut ca cc kt cc: www, bww, bbw, bbwww.
c. Hy tm xc sut hp khng cn bi en sau 5 ln ly.
d. Hy tm xc sut hp cn 2 bi en sau n php th.
Cu 2.
Gi s c l mt hng s, chng minh cc h thc:
a. VAR[c] = 0
b. Var[X+c] = VAR[X]
c. VAR[cX] = c2VAR[X]
Cu 3.
So snh xp x Poisson vi xc sut nh thc vi k = 0, 1, 2, 3 v
a. n = 10 v p = 0.1
b. n = 20 v p = 0.05
c. n = 100 v p = 0.01
Cu 4.
Cho cp bin ngu nhin (X,Y) c hm khi lng xc sut ng thi nh sau:
a. Chng t rng X v Y khng c lp.
b. Cho bng xc sut ca cc BNN U v V c cng phn
Y
phi bin nh X v Y, nhng chng c lp.
2
3
4
c. Lp ma trn hip phng sai C(X,Y) ca cp BNN (X,Y)
1/1 1/1 1/
-1
d. Tnh PX(1/Y = 2); PY(2/X = 1)
6
6
8
e. Tnh E(X/Y = 2) v E(Y/X = 1)
1/
X
2 1/6 1/6
6
3
0 1/4 0

Cu 5. (Phng sai mu)

Cho X1,,Xn l dy cc bin ngu nhin c lp cng phn phi m k vng v phng sai
cha bit. Phng sai mu c nh ngha nh sau:
n

1
2
V =
( X j M n) , trong Mn l trung bnh mu.

n1 j=1
2
n

a. Chng t rng

j=1

j=1

( X j)2= ( X j M n)2 +n(M n)2 .

b. Dng kt qu phn a chng minh rng

c. Dng phn b chng minh rng

E k ( X jM n)2 =k ( n1) 2 .

E [ V 2n ]= 2

j=1

bi vy V 2n l c lng khng chch

cho phng sai.

d. Tm k vng ca phng sai mu nu nh n-1 c thay bng n. Ch rng y l
mt c lng chch cho phng sai.