{"id":24564,"date":"2023-12-06T12:22:26","date_gmt":"2023-12-06T12:22:26","guid":{"rendered":"https:\/\/masterskills.org\/blog\/xac-suat-thuc-nghiem-empirical-probability-la-gi-uu-diem-va-nhuoc-diem.html"},"modified":"2023-12-06T12:22:26","modified_gmt":"2023-12-06T12:22:26","slug":"xac-suat-thuc-nghiem-empirical-probability-la-gi-uu-diem-va-nhuoc-diem","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/xac-suat-thuc-nghiem-empirical-probability-la-gi-uu-diem-va-nhuoc-diem.html","title":{"rendered":"X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m (Empirical Probability) l\u00e0 g\u00ec? \u01afu \u0111i\u1ec3m v\u00e0 nh\u01b0\u1ee3c \u0111i\u1ec3m"},"content":{"rendered":"
\n
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\"X\u00e1c<\/div>
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Hi\u0300nh minh ho\u0323a. Ngu\u00f4\u0300n: Youtube.com<\/p>\n<\/figcaption><\/figure>\n

X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m<\/font><\/h2>\n

Kha\u0301i ni\u00ea\u0323m<\/b><\/p>\n

X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m<\/b> trong ti\u00ea\u0301ng Anh la\u0300 Empirical Probability.<\/b><\/p>\n

X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m<\/b> s\u1eed d\u1ee5ng s\u1ed1 l\u1ea7n xu\u1ea5t hi\u1ec7n c\u1ee7a m\u1ed9t k\u1ebft qu\u1ea3 trong t\u1eadp h\u1ee3p m\u1eabu l\u00e0m c\u01a1 s\u1edf \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh x\u00e1c su\u1ea5t c\u1ee7a k\u1ebft qu\u1ea3 \u0111\u00f3 c\u00f3 th\u1ec3 x\u1ea3y ra trong t\u01b0\u01a1ng lai.\u00a0<\/p>\n

S\u1ed1 l\u1ea7n m\u1ed9t bi\u1ebfn c\u1ed1 x\u1ea3y ra trong s\u1ed1 100 l\u1ea7n th\u1eed nghi\u1ec7m s\u1ebd l\u00e0 x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m x\u1ea3y ra bi\u1ebfn c\u1ed1 \u0111\u00f3 trong t\u01b0\u01a1ng lai.\u00a0<\/i><\/p>\n

X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m c\u00f3 quan h\u1ec7 ch\u1eb7t ch\u1ebd v\u1edbi t\u1ea7n su\u1ea5t xu\u1ea5t hi\u1ec7n t\u01b0\u01a1ng \u0111\u1ed1i c\u1ee7a m\u1ed9t bi\u1ebfn c\u1ed1. \u00a0\u00a0<\/p>\n

\u0110\u1eb7c \u0111i\u1ec3m X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m\u00a0<\/font><\/h3>\n

\u0110\u1ec3 ch\u1ee9ng minh ho\u1eb7c b\u00e1c b\u1ecf m\u1ed9t gi\u1ea3 thuy\u1ebft, b\u1eb1ng ch\u1ee9ng th\u1ef1c nghi\u1ec7m ph\u1ea3i \u0111\u01b0\u1ee3c thu th\u1eadp \u0111\u1ec3 l\u00e0m c\u01a1 s\u1edf cho c\u00e1c k\u1ebft lu\u1eadn.\u00a0<\/p>\n

M\u1ed9t nghi\u00ean c\u1ee9u th\u1ef1c nghi\u1ec7m s\u1ebd \u0111\u01b0\u1ee3c th\u1ef1c hi\u1ec7n b\u1eb1ng c\u00e1ch s\u1eed d\u1ee5ng d\u1eef li\u1ec7u trong th\u1ef1c t\u1ebf. V\u00ed d\u1ee5 nh\u01b0 c\u00e1c nghi\u00ean c\u1ee9u th\u1ef1c nghi\u1ec7m v\u1ec1 hi\u1ec7u qu\u1ea3 s\u1eed d\u1ee5ng m\u00f4 h\u00ecnh \u0111\u1ecbnh gi\u00e1 t\u00e0i s\u1ea3n v\u1ed1n (CAPM) tr\u00ean th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n.\u00a0<\/i><\/p>\n

C\u00f4ng th\u1ee9c t\u00ednh x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m l\u00e0:\u00a0<\/p>\n

X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m = S\u1ed1 l\u1ea7n x\u1ea3y ra m\u1ed9t bi\u1ebfn c\u1ed1 \/ T\u1ed5ng s\u1ed1 l\u1ea7n th\u1eed\u00a0<\/i><\/b><\/p>\n

V\u00ed d\u1ee5 v\u1ec1 X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m \u00a0 \u00a0\u00a0<\/font><\/h3>\n

– V\u00ed d\u1ee5 1:<\/b> M\u1ed9t ng\u01b0\u1eddi n\u00e9m m\u1ed9t con x\u00fac x\u1eafc ba l\u1ea7n v\u00e0 c\u00f3 k\u1ebft qu\u1ea3 t\u01b0\u01a1ng \u1ee9ng nh\u01b0 sau. X\u00e1c \u0111\u1ecbnh x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m<\/b> \u0111\u1ec3 n\u00e9m \u0111\u01b0\u1ee3c m\u1eb7t s\u1ed1 4.\u00a0<\/p>\n

L\u1ea7n th\u1eed\u00a0\u00a0<\/i>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<\/b> 1\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 2\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 3\u00a0<\/p>\n

K\u1ebft qu\u1ea3<\/i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a02\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 5\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 1\u00a0<\/p>\n

X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m cho vi\u1ec7c xu\u1ea5t hi\u1ec7n m\u1eb7t s\u1ed1 4 l\u00e0 0\/3 = 0. \u00a0 \u00a0 \u00a0\u00a0<\/p>\n

– V\u00ed d\u1ee5 2:<\/b> M\u1ed9t ng\u01b0\u1eddi tung m\u1ed9t \u0111\u1ed3ng xu ba l\u1ea7n v\u00e0 c\u00f3 k\u1ebft qu\u1ea3 t\u01b0\u01a1ng \u1ee9ng nh\u01b0 sau. X\u00e1c \u0111\u1ecbnh x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m \u0111\u1ec3 xu\u1ea5t hi\u1ec7n m\u1eb7t ng\u1eeda.\u00a0 <\/p>\n

L\u1ea7n th\u1eed<\/i>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a01\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 2\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 3\u00a0 <\/p>\n

K\u1ebft qu\u1ea3\u00a0<\/i>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Ng\u1eeda\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Ng\u1eeda\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 X\u1ea5p\u00a0<\/p>\n

X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m cho vi\u1ec7c xu\u1ea5t hi\u1ec7n m\u1eb7t ng\u1eeda l\u00e0 2\/3 hay x\u1ea5p x\u1ec9 67%. \u00a0 \u00a0\u00a0<\/p>\n

– V\u00ed d\u1ee5 3:<\/b> Trong \u0111\u1ee3t ph\u00e1t h\u00e0nh c\u1ed5 phi\u1ebfu c\u00f4ng ty Z c\u00f3 85% c\u1ed5 phi\u1ebfu c\u1ee7a c\u00f4ng ty \u0111\u01b0\u1ee3c mua. X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m c\u1ee7a vi\u1ec7c c\u1ed5 phi\u1ebfu c\u00f4ng ty Z \u0111\u01b0\u1ee3c mua \u1edf \u0111\u1ee3t ph\u00e1t h\u00e0nh l\u00e0 85%. \u00a0 \u00a0 \u00a0\u00a0 <\/p>\n

\u01afu \u0111i\u1ec3m v\u00e0 nh\u01b0\u1ee3c \u0111i\u1ec3m c\u1ee7a X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m\u00a0<\/font><\/h3>\n

\u01afu \u0111i\u1ec3m ch\u00ednh c\u1ee7a vi\u1ec7c s\u1eed d\u1ee5ng x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m<\/b> l\u00e0 gi\u00e1 tr\u1ecb c\u1ee7a n\u00f3 \u0111\u01b0\u1ee3c t\u00ednh t\u1eeb c\u00e1c d\u1eef li\u1ec7u th\u1ef1c t\u1ebf m\u00e0 kh\u00f4ng ph\u1ea3i t\u1eeb d\u1eef li\u1ec7u gi\u1ea3 \u0111\u1ecbnh hay c\u00e1c gi\u1ea3 thuy\u1ebft.\u00a0<\/p>\n

Tuy nhi\u00ean, x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m c\u00f3 hai nh\u01b0\u1ee3c \u0111i\u1ec3m l\u1edbn nh\u1ea5t l\u00e0: \u00a0 \u00a0 \u00a0\u00a0<\/p>\n

\u00a0– K\u1ebft lu\u1eadn r\u00fat ra t\u1eeb n\u00f3 c\u00f3 th\u1ec3 kh\u00f4ng ch\u00ednh x\u00e1c. S\u1eed d\u1ee5ng v\u00ed d\u1ee5 2 \u1edf tr\u00ean, ta c\u00f3 kh\u1ea3 n\u0103ng xu\u1ea5t hi\u1ec7n m\u1eb7t ng\u1eeda khi tung \u0111\u1ed3ng xu l\u00e0 50% hay x\u00e1c su\u1ea5t v\u00f4 \u0111i\u1ec1u ki\u1ec7n c\u1ee7a n\u00f3 l\u00e0 50%.\u00a0<\/p>\n

Tuy nhi\u00ean, sau khi tung \u0111\u1ed3ng xu ba l\u1ea7n, k\u1ebft qu\u1ea3 c\u00e1c l\u1ea7n n\u00e9m cho x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m l\u00e0 ~67%. N\u1ebfu ng\u01b0\u1eddi n\u00e0y k\u1ebft lu\u1eadn kh\u1ea3 n\u0103ng xu\u1ea5t hi\u1ec7n m\u1eb7t ng\u1eeda khi tung m\u1ed9t \u0111\u1ed3ng xu m\u1ed9t \u0111\u1ed3ng xu l\u00e0 ~67% th\u00ec k\u1ebft lu\u1eadn n\u00e0y kh\u00f4ng ch\u00ednh x\u00e1c. \u00a0 \u00a0 \u00a0<\/i><\/p>\n

\u00a0– C\u1ee1 m\u1eabu ph\u1ea3i l\u1edbn. C\u1ee1 m\u1eabu nh\u1ecf s\u1ebd l\u00e0m gi\u1ea3m \u0111\u1ed9 ch\u00ednh x\u00e1c c\u1ee7a x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m. Do \u0111\u00f3, x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m th\u01b0\u1eddng y\u00eau c\u1ea7u k\u00edch th\u01b0\u1edbc m\u1eabu l\u1edbn \u0111\u1ec3 k\u1ebft lu\u1eadn \u0111\u00fang h\u01a1n.\u00a0<\/p>\n

V\u00ed d\u1ee5 m\u1ed9t ng\u01b0\u1eddi mu\u1ed1n x\u00e1c \u0111\u1ecbnh x\u00e1c su\u1ea5t xu\u1ea5t hi\u1ec7n m\u1eb7t ng\u1eeda khi tung \u0111\u1ed3ng xu m\u1ed9t l\u1ea7n hay c\u1ee1 m\u1eabu l\u00e0 m\u1ed9t, th\u00ec x\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m s\u1ebd l\u00e0 0% ho\u1eb7c 100%. <\/i><\/p>\n

(Theo Investopedia <\/i>v\u00e0 Corporatefinanceinstitute<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n X\u00e1c su\u1ea5t th\u1ef1c nghi\u1ec7m (ti\u1ebfng Anh: Empirical Probability) l\u00e0 x\u00e1c xu\u1ea5t s\u1eed d\u1ee5ng s\u1ed1 l\u1ea7n xu\u1ea5t hi\u1ec7n c\u1ee7a m\u1ed9t k\u1ebft qu\u1ea3 trong t\u1eadp h\u1ee3p m\u1eabu l\u00e0m c\u01a1 s\u1edf \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh kh\u1ea3 n\u0103ng xu\u1ea5t hi\u1ec7n bi\u1ebfn c\u1ed1 \u0111\u00f3 trong t\u01b0\u01a1ng lai.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[414],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/24564"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=24564"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/24564\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=24564"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=24564"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=24564"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}