{"id":25599,"date":"2023-12-07T01:39:06","date_gmt":"2023-12-07T01:39:06","guid":{"rendered":"https:\/\/masterskills.org\/blog\/phan-phoi-t-t-distribution-la-gi-su-khac-biet-giua-phan-phoi-t-va-phan-phoi-chuan.html"},"modified":"2023-12-22T10:37:26","modified_gmt":"2023-12-22T03:37:26","slug":"phan-phoi-t-t-distribution-la-gi-su-khac-biet-giua-phan-phoi-t-va-phan-phoi-chuan","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/phan-phoi-t-t-distribution-la-gi-su-khac-biet-giua-phan-phoi-t-va-phan-phoi-chuan.html","title":{"rendered":"Ph\u00e2n ph\u1ed1i T (T Distribution) l\u00e0 g\u00ec? S\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa Ph\u00e2n ph\u1ed1i T v\u00e0 Ph\u00e2n ph\u1ed1i chu\u1ea9n"},"content":{"rendered":"
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Hi\u0300nh minh ho\u0323a. Ngu\u00f4\u0300n: Youtube.com<\/i><\/p>\n<\/div>\n<\/div>\n

Ph\u00e2n ph\u1ed1i T<\/font><\/h2>\n

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

Ph\u00e2n ph\u1ed1i T\u00a0<\/b>c\u00f2n \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 ph\u00e2n ph\u1ed1i T Student<\/b> trong ti\u00ea\u0301ng Anh la\u0300 T Distribution <\/b>hay\u00a0Student’s t-distribution<\/b>.<\/p>\n

Ph\u00e2n ph\u1ed1i T l\u00e0 m\u1ed9t lo\u1ea1i ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t t\u01b0\u01a1ng t\u1ef1 nh\u01b0 ph\u00e2n ph\u1ed1i chu\u1ea9n hay ph\u00e2n ph\u1ed1i h\u00ecnh chu\u00f4ng nh\u01b0ng c\u00f3 \u0111u\u00f4i “n\u1eb7ng” h\u01a1n.<\/p>\n

C\u00e1c ph\u00e2n ph\u1ed1i T<\/b> c\u00f3 c\u00e1c gi\u00e1 tr\u1ecb c\u1ef1c tr\u1ecb\u00a0c\u01a1 h\u1ed9i xu\u1ea5t hi\u1ec7n th\u01b0\u1eddng xuy\u00ean h\u01a1n so v\u1edbi ph\u00e2n ph\u1ed1i chu\u1ea9n do \u0111\u00f3 \u0111u\u00f4i c\u1ee7a ph\u00e2n ph\u1ed1i T n\u1eb7ng h\u01a1n.<\/p>\n

\u0110\u1ed9 n\u1eb7ng c\u1ee7a \u0111u\u00f4i \u0111\u01b0\u1ee3c x\u00e1c \u0111\u1ecbnh b\u1edfi m\u1ed9t tham s\u1ed1 c\u1ee7a ph\u00e2n ph\u1ed1i T \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 b\u1eadc t\u1ef1 do, c\u00e1c gi\u00e1 tr\u1ecb c\u00e0ng nh\u1ecf th\u00ec \u0111u\u00f4i c\u00e0ng n\u1eb7ng v\u00e0 c\u00e1c gi\u00e1 tr\u1ecb c\u00e0ng cao l\u00e0m cho ph\u00e2n ph\u1ed1i T c\u00e0ng gi\u1ed1ng v\u1edbi ph\u00e2n ph\u1ed1i chu\u1ea9n v\u1edbi gi\u00e1 tr\u1ecb trung b\u00ecnh l\u00e0 0 v\u00e0 \u0111\u1ed9 l\u1ec7ch chu\u1ea9n l\u00e0 1.\u00a0<\/p>\n

Khi m\u1ed9t m\u1eabu c\u1ee7a n quan s\u00e1t \u0111\u01b0\u1ee3c l\u1ea5y t\u1eeb m\u1ed9t t\u1ed5ng th\u1ec3 c\u00f3 ph\u00e2n ph\u1ed1i chu\u1ea9n v\u00e0 gi\u00e1 tr\u1ecb trung b\u00ecnh l\u00e0 M v\u00e0 \u0111\u1ed9 l\u1ec7ch chu\u1ea9n l\u00e0 D th\u00ec gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a m\u1eabu l\u00e0 m v\u00e0 \u0111\u1ed9 l\u1ec7ch chu\u1ea9n c\u1ee7a m\u1eabu l\u00e0 d, s\u1ebd kh\u00e1c v\u1edbi M v\u00e0 D do t\u00ednh ch\u1ea5t ng\u1eabu nhi\u00ean c\u1ee7a m\u1eabu.<\/p>\n

\u0110i\u1ec3m z c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c t\u00ednh v\u1edbi \u0111\u1ed9 l\u1ec7ch chu\u1ea9n t\u1ed5ng th\u1ec3 l\u00e0:<\/p>\n

Z = (m – M) \/ (D\/n2<\/sup>)<\/b><\/i><\/p>\n

Gi\u00e1 tr\u1ecb n\u00e0y c\u00f3 ph\u00e2n ph\u1ed1i chu\u1ea9n v\u1edbi trung b\u00ecnh b\u1eb1ng 0 v\u00e0 \u0111\u1ed9 l\u1ec7ch chu\u1ea9n b\u1eb1ng 1. Nh\u01b0ng khi \u0111i\u1ec3m z \u0111\u01b0\u1ee3c t\u00ednh b\u1eb1ng \u0111\u1ed9 l\u1ec7ch chu\u1ea9n \u01b0\u1edbc t\u00ednh t\u1eeb m\u1eabu ng\u1eabu nhi\u00ean, ta c\u00f3:<\/p>\n

T = (m – M) \/ (d\/n2<\/sup>)<\/b><\/i><\/p>\n

S\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa d v\u00e0 D l\u00e0m cho ph\u00e2n ph\u1ed1i T c\u00f3 (n – 1) b\u1eadc t\u1ef1 do thay v\u00ec ph\u00e2n ph\u1ed1i chu\u1ea9n v\u1edbi trung b\u00ecnh b\u1eb1ng 0 v\u00e0 \u0111\u1ed9 l\u1ec7ch chu\u1ea9n b\u1eb1ng 1.<\/p>\n

V\u00ed d\u1ee5 v\u1ec1 Ph\u00e2n ph\u1ed1i T<\/font><\/h3>\n

L\u1ea5y v\u00ed d\u1ee5 sau \u0111\u00e2y \u0111\u1ec3 t\u00ecm hi\u1ec3u c\u00e1ch ph\u00e2n ph\u1ed1i T<\/b> \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng trong ph\u00e2n t\u00edch th\u1ed1ng k\u00ea. \u0110\u1ea7u ti\u00ean, h\u00e3y nh\u1edb r\u1eb1ng kho\u1ea3ng tin c\u1eady cho gi\u00e1 tr\u1ecb trung b\u00ecnh l\u00e0 m\u1ed9t ph\u1ea1m vi c\u00e1c gi\u00e1 tr\u1ecb \u0111\u01b0\u1ee3c t\u00ednh to\u00e1n t\u1eeb d\u1eef li\u1ec7u, \u0111\u01b0\u1ee3c d\u00f9ng \u0111\u1ec3 t\u00ednh trung b\u00ecnh t\u1ed5ng th\u1ec3. Kho\u1ea3ng n\u00e0y \u0111\u01b0\u1ee3c x\u00e1c \u0111\u1ecbnh b\u1eb1ng m + ho\u1eb7c – t*d\/n2<\/sup>, trong \u0111\u00f3 t l\u00e0 gi\u00e1 tr\u1ecb t\u1edbi h\u1ea1n c\u1ee7a ph\u00e2n ph\u1ed1i T.<\/p>\n

Ch\u1eb3ng h\u1ea1n, kho\u1ea3ng tin c\u1eady 95% cho l\u1ee3i nhu\u1eadn trung b\u00ecnh c\u1ee7a\u00a0<\/b>Ch\u1ec9 s\u1ed1 Trung b\u00ecnh c\u00f4ng nghi\u1ec7p Dow Jones\u00a0trong 27 ng\u00e0y giao d\u1ecbch tr\u01b0\u1edbc ng\u00e0y 9\/11\/2001 l\u00e0 -0.33%, (+\/- 2.055) * 1.07 \/ sqrt (27), cho gi\u00e1 tr\u1ecb trung b\u00ecnh l\u1ee3i nhu\u1eadn (li\u00ean t\u1ee5c) l\u00e0 m\u1ed9t s\u1ed1 t\u1eeb -0.75% \u0111\u1ebfn +0.09%. Gi\u00e1 tr\u1ecb 2.055 l\u00e0 gi\u00e1 tr\u1ecb sai s\u1ed1 ti\u00eau chu\u1ea9n \u0111\u1ec3 \u0111i\u1ec1u ch\u1ec9nh c\u1ee7a ph\u00e2n ph\u1ed1i T.<\/p>\n

B\u1edfi v\u00ec ph\u00e2n ph\u1ed1i T c\u00f3 \u0111u\u00f4i m\u1eadp h\u01a1n ph\u00e2n ph\u1ed1i chu\u1ea9n, n\u00ean n\u00f3 c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng nh\u01b0 m\u1ed9t m\u00f4 h\u00ecnh l\u1ee3i nhu\u1eadn t\u00e0i ch\u00ednh c\u00f3 \u0111\u1ed9 nh\u1ecdn qu\u00e1 cao, \u0111i\u1ec1u n\u00e0y s\u1ebd cho ph\u00e9p vi\u1ec7c t\u00ednh to\u00e1n\u00a0gi\u00e1 tr\u1ecb ch\u1ecbu r\u1ee7i ro\u00a0(VaR)<\/b> th\u1ef1c t\u1ebf h\u01a1n.<\/p>\n

S\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa Ph\u00e2n ph\u1ed1i T v\u00e0 Ph\u00e2n ph\u1ed1i chu\u1ea9n<\/font><\/h3>\n

Ph\u00e2n ph\u1ed1i chu\u1ea9n \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng khi ph\u00e2n ph\u1ed1i t\u1ed5ng th\u1ec3 \u0111\u01b0\u1ee3c coi l\u00e0 chu\u1ea9n. Ph\u00e2n ph\u1ed1i T t\u01b0\u01a1ng t\u1ef1 nh\u01b0 ph\u00e2n ph\u1ed1i chu\u1ea9n v\u1edbi \u0111u\u00f4i m\u1eadp h\u01a1n. C\u1ea3 hai \u0111\u1ec1u gi\u1ea3 \u0111\u1ecbnh m\u1ed9t t\u1ed5ng th\u1ec3 c\u00f3 ph\u00e2n ph\u1ed1i chu\u1ea9n. Ph\u00e2n ph\u1ed1i T c\u00f3 \u0111\u1ed9 nh\u1ecdn l\u1edbn h\u01a1n so v\u1edbi ph\u00e2n ph\u1ed1i chu\u1ea9n. X\u00e1c su\u1ea5t nh\u1eadn \u0111\u01b0\u1ee3c c\u00e1c gi\u00e1 tr\u1ecb xa gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a ph\u00e2n ph\u1ed1i T\u00a0l\u00e0 l\u1edbn h\u01a1n so v\u1edbi ph\u00e2n ph\u1ed1i chu\u1ea9n.<\/p>\n

H\u1ea1n ch\u1ebf c\u1ee7a Ph\u00e2n ph\u1ed1i T<\/b><\/p>\n

Ph\u00e2n ph\u1ed1i T c\u00f3 th\u1ec3 c\u00f3 sai l\u1ec7ch \u0111\u1ed9 ch\u00ednh x\u00e1c l\u1edbn h\u01a1n so v\u1edbi ph\u00e2n ph\u1ed1i chu\u1ea9n. S\u1ef1 thi\u1ebfu s\u00f3t n\u00e0y ch\u1ec9 xu\u1ea5t hi\u1ec7n khi c\u00f3 c\u1ea7n c\u00f3 \u0111\u1ed9 chu\u1ea9n ho\u00e0n h\u1ea3o. Tuy nhi\u00ean, s\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa vi\u1ec7c s\u1eed d\u1ee5ng ph\u00e2n ph\u1ed1i chu\u1ea9n v\u00e0 ph\u00e2n ph\u1ed1i T l\u00e0 t\u01b0\u01a1ng \u0111\u1ed1i nh\u1ecf.<\/p>\n

Ca\u0301c y\u0301 chi\u0301nh<\/font><\/h3>\n

– Ph\u00e2n ph\u1ed1i T <\/b>l\u00e0 ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t li\u00ean t\u1ee5c c\u1ee7a \u0111i\u1ec3m z khi s\u1eed d\u1ee5ng\u00a0\u0111\u1ed9 l\u1ec7ch chu\u1ea9n m\u1eabu thay cho \u0111\u1ed9 l\u1ec7ch chu\u1ea9n t\u1ed5ng th\u1ec3.<\/p>\n

– Ph\u00e2n ph\u1ed1i T gi\u1ed1ng nh\u01b0 ph\u00e2n ph\u1ed1i chu\u1ea9n c\u00f3 d\u1ea1ng h\u00ecnh chu\u00f4ng v\u00e0 \u0111\u1ed1i x\u1ee9ng, nh\u01b0ng n\u00f3 c\u00f3 \u0111u\u00f4i n\u1eb7ng h\u01a1n ngh\u0129a l\u00e0 n\u00f3 c\u00f3 xu h\u01b0\u1edbng c\u00f3 c\u00e1c gi\u00e1 tr\u1ecb n\u1eb1m xa gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a n\u00f3.<\/p>\n

– T-test \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng trong th\u1ed1ng k\u00ea \u0111\u1ec3 \u01b0\u1edbc t\u00ednh m\u1ee9c \u00fd ngh\u0129a.<\/p>\n

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

\n Ph\u00e2n ph\u1ed1i T (ti\u00ea\u0301ng Anh: T Distribution) c\u00f2n \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 ph\u00e2n ph\u1ed1i T Student l\u00e0 m\u1ed9t lo\u1ea1i ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t t\u01b0\u01a1ng t\u1ef1 nh\u01b0 ph\u00e2n ph\u1ed1i chu\u1ea9n hay ph\u00e2n ph\u1ed1i h\u00ecnh chu\u00f4ng nh\u01b0ng c\u00f3 \u0111u\u00f4i “n\u1eb7ng” h\u01a1n.\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\/25599"}],"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=25599"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/25599\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=25599"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=25599"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=25599"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}