{"id":25595,"date":"2023-12-07T01:38:52","date_gmt":"2023-12-07T01:38:52","guid":{"rendered":"https:\/\/masterskills.org\/blog\/phan-phoi-xac-suat-loga-chuan-log-normal-distribution-la-gi-ung-dung-trong-tai-chinh.html"},"modified":"2023-12-22T10:38:37","modified_gmt":"2023-12-22T03:38:37","slug":"phan-phoi-xac-suat-loga-chuan-log-normal-distribution-la-gi-ung-dung-trong-tai-chinh","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/phan-phoi-xac-suat-loga-chuan-log-normal-distribution-la-gi-ung-dung-trong-tai-chinh.html","title":{"rendered":"Ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t loga chu\u1ea9n (Log-Normal Distribution) l\u00e0 g\u00ec? \u1ee8ng d\u1ee5ng trong t\u00e0i ch\u00ednh"},"content":{"rendered":"
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Hi\u0300nh minh ho\u0323a. Ngu\u00f4\u0300n: Statisticsglobe.com<\/i><\/p>\n<\/div>\n<\/div>\n

Ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t loga chu\u1ea9n<\/font><\/h2>\n

Kha\u0301i ni\u1ec7m<\/b><\/p>\n

Ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t loga chu\u1ea9n<\/b>\u00a0hay\u00a0ph\u00e2n ph\u1ed1i log-normal<\/b> trong ti\u00ea\u0301ng Anh la\u0300 Log-Normal Distribution<\/b>.<\/p>\n

Ph\u00e2n ph\u1ed1i log-normal<\/b> c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c chuy\u1ec3n h\u00f3a th\u00e0nh ph\u00e2n ph\u1ed1i chu\u1ea9n v\u00e0 ng\u01b0\u1ee3c l\u1ea1i b\u1eb1ng c\u00e1ch s\u1eed d\u1ee5ng c\u00e1c t\u00ednh to\u00e1n logarit li\u00ean quan.<\/p>\n

Ph\u00e2n ph\u1ed1i chu\u1ea9n l\u00e0 ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t c\u1ee7a c\u00e1c k\u1ebft qu\u1ea3 \u0111\u1ed1i x\u1ee9ng ho\u1eb7c t\u1ea1o th\u00e0nh m\u1ed9t \u0111\u01b0\u1eddng cong h\u00ecnh chu\u00f4ng. Trong m\u1ed9t ph\u00e2n ph\u1ed1i chu\u1ea9n, 68% k\u1ebft qu\u1ea3 n\u1eb1m trong m\u1ed9t \u0111\u1ed9 l\u1ec7ch chu\u1ea9n v\u00e0 95% n\u1eb1m trong hai \u0111\u1ed9 l\u1ec7ch chu\u1ea9n so v\u1edbi gi\u00e1 tr\u1ecb trung b\u00ecnh.<\/p>\n

H\u1ea7u h\u1ebft m\u1ecdi ng\u01b0\u1eddi \u0111\u1ec1u bi\u1ebft \u0111\u1ebfn ph\u00e2n ph\u1ed1i chu\u1ea9n tuy nhi\u00ean ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t loga chu\u1ea9n c\u00f3 th\u1ec3 l\u00e0 m\u1ed9t kh\u00e1i ni\u1ec7m kh\u00e1 m\u1edbi m\u1ebb. M\u1ed9t ph\u00e2n ph\u1ed1i chu\u1ea9n c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c chuy\u1ec3n \u0111\u1ed5i th\u00e0nh ph\u00e2n ph\u1ed1i log-normal b\u1eb1ng c\u00e1c h\u00e0m to\u00e1n h\u1ecdc logarit. C\u00e1c ph\u00e2n ph\u1ed1i log-normal ch\u1ec9 c\u00f3 th\u1ec3 s\u1eed d\u1ee5ng khi t\u1eadp h\u1ee3p c\u00e1c bi\u1ebfn ng\u1eabu nhi\u00ean c\u00f3 ph\u00e2n ph\u1ed1i chu\u1ea9n.<\/p>\n

M\u1ed9t v\u00e0i l\u00ed<\/span> do \u0111\u1ec3 s\u1eed d\u1ee5ng ph\u00e2n ph\u1ed1i log-normal <\/b>song song v\u1edbi ph\u00e2n ph\u1ed1i chu\u1ea9n l\u00e0 h\u1ea7u h\u1ebft c\u00e1c ph\u00e2n ph\u1ed1i log-normal l\u00e0 k\u1ebft qu\u1ea3 c\u1ee7a vi\u1ec7c l\u1ea5y c\u01a1 s\u1ed1 t\u1ef1 nhi\u00ean e = 2.718. Tuy nhi\u00ean, ph\u00e2n ph\u1ed1i log-normal c\u00f3 th\u1ec3 thay \u0111\u1ed5i ph\u1ea1m vi b\u1eb1ng c\u00e1ch s\u1eed d\u1ee5ng m\u1ed9t c\u01a1 s\u1edf kh\u00e1c c\u00f3 \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn h\u00ecnh d\u1ea1ng c\u1ee7a ph\u00e2n ph\u1ed1i log-normal.<\/p>\n

Nh\u00ecn chung, ph\u00e2n ph\u1ed1i log-normal bi\u1ec3u di\u1ec5n logarit c\u1ee7a c\u00e1c bi\u1ebfn ng\u1eabu nhi\u00ean t\u1eeb m\u1ed9t ph\u00e2n ph\u1ed1i chu\u1ea9n. Logarit \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 s\u1ed1 m\u0169 m\u00e0 c\u01a1 s\u1ed1 ph\u1ea3i \u0111\u01b0\u1ee3c m\u0169 l\u00ean \u0111\u1ec3 t\u1ea1o ra m\u1ed9t bi\u1ebfn ng\u1eabu nhi\u00ean (x) c\u00f3 th\u1ec3 t\u00ecm th\u1ea5y d\u1ecdc theo \u0111\u01b0\u1eddng cong c\u1ee7a ph\u00e2n ph\u1ed1i chu\u1ea9n.<\/p>\n

\u1ee8ng d\u1ee5ng c\u1ee7a Ph\u00e2n ph\u1ed1i log-normal trong t\u00e0i ch\u00ednh<\/font><\/h3>\n

Ph\u00e2n ph\u1ed1i chu\u1ea9n c\u00f3 m\u1ed9t v\u00e0i v\u1ea5n \u0111\u1ec1 m\u00e0 ph\u00e2n ph\u1ed1i log-normal<\/b> c\u00f3 th\u1ec3 gi\u1ea3i quy\u1ebft. Ph\u00e2n ph\u1ed1i chu\u1ea9n cho ph\u00e9p c\u00e1c bi\u1ebfn ng\u1eabu nhi\u00ean c\u00f3 th\u1ec3 \u00e2m trong khi ph\u00e2n ph\u1ed1i log-normal c\u00f3 t\u1ea5t c\u1ea3 c\u00e1c bi\u1ebfn \u0111\u1ec1u d\u01b0\u01a1ng.<\/p>\n

M\u1ed9t trong nh\u1eefng \u1ee9ng d\u1ee5ng ph\u1ed5 bi\u1ebfn nh\u1ea5t c\u1ee7a ph\u00e2n ph\u1ed1i log-normal \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng trong t\u00e0i ch\u00ednh l\u00e0 trong qu\u00e1 tr\u00ecnh ph\u00e2n t\u00edch gi\u00e1 c\u1ed5 phi\u1ebfu. L\u1ee3i nhu\u1eadn ti\u1ec1m n\u0103ng c\u1ee7a m\u1ed9t c\u1ed5 phi\u1ebfu c\u00f3 th\u1ec3 c\u00f3 ph\u00e2n ph\u1ed1i chu\u1ea9n. Gi\u00e1 c\u1ee7a c\u1ed5 phi\u1ebfu tuy nhi\u00ean c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c v\u1ebd th\u00e0nh bi\u1ec3u \u0111\u1ed3 c\u1ee7a ph\u00e2n ph\u1ed1i log-normal. \u0110\u01b0\u1eddng cong ph\u00e2n ph\u1ed1i log-normal\u00a0c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 gi\u00fap x\u00e1c \u0111\u1ecbnh t\u1ed1t h\u01a1n l\u1ee3i nhu\u1eadn g\u1ed9p d\u1ef1 ki\u1ebfn m\u00e0 c\u1ed5 phi\u1ebfu c\u00f3 th\u1ec3 \u0111\u1ea1t \u0111\u01b0\u1ee3c trong m\u1ed9t kho\u1ea3ng th\u1eddi gian nh\u1ea5t \u0111\u1ecbnh.<\/p>\n

L\u01b0u \u00fd r\u1eb1ng ph\u00e2n ph\u1ed1i log-normal th\u01b0\u1eddng b\u1ecb l\u1ec7ch v\u1edbi \u0111u\u00f4i ph\u1ea3i d\u00e0i do gi\u00e1 tr\u1ecb trung b\u00ecnh th\u1ea5p v\u00e0 ph\u01b0\u01a1ng sai cao trong c\u00e1c bi\u1ebfn ng\u1eabu nhi\u00ean.<\/p>\n

Ph\u00e2n ph\u1ed1i log-normal trong Excel<\/font><\/h3>\n

Ph\u00e2n ph\u1ed1i log-normal<\/b> c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c th\u1ef1c hi\u1ec7n trong Excel. C\u00fa ph\u00e1p trong Excel nh\u01b0 sau:<\/p>\n

LOGNORM.DIST (x, mean, standard_dev, cumulative)<\/p>\n

Tr\u1ea3 v\u1ec1 ph\u00e2n ph\u1ed1i log-normal c\u1ee7a x, trong \u0111\u00f3 ln(x) c\u00f3 ph\u00e2n ph\u1ed1i chu\u1ea9n v\u1edbi c\u00e1c tham s\u1ed1 gi\u00e1 tr\u1ecb trung b\u00ecnh mean v\u00e0 \u0111\u1ed9 l\u1ec7ch chu\u1ea9n standard_dev.<\/p>\n

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

\n Ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t loga chu\u1ea9n (ti\u00ea\u0301ng Anh: Log-Normal Distribution) l\u00e0 ph\u00e2n ph\u1ed1i th\u1ed1ng k\u00ea c\u00e1c gi\u00e1 tr\u1ecb logarit t\u1eeb m\u1ed9t ph\u00e2n ph\u1ed1i chu\u1ea9n c\u00f3 li\u00ean quan.\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\/25595"}],"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=25595"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/25595\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=25595"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=25595"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=25595"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}