{"id":26266,"date":"2023-12-07T02:29:45","date_gmt":"2023-12-07T02:29:45","guid":{"rendered":"https:\/\/masterskills.org\/blog\/do-lech-skewness-la-gi-cong-thuc-tinh-do-lech.html"},"modified":"2023-12-22T14:49:24","modified_gmt":"2023-12-22T07:49:24","slug":"do-lech-skewness-la-gi-cong-thuc-tinh-do-lech","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/do-lech-skewness-la-gi-cong-thuc-tinh-do-lech.html","title":{"rendered":"\u0110\u1ed9 l\u1ec7ch (Skewness) l\u00e0 g\u00ec? C\u00f4ng th\u1ee9c ti\u0301nh \u0111\u1ed9 l\u1ec7ch"},"content":{"rendered":"
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Hi\u0300nh minh ho\u0323a. Ngu\u00f4\u0300n: 365datascience.com<\/i><\/p>\n<\/div>\n<\/div>\n

\u0110\u1ed9<\/span> l\u1ec7ch<\/span><\/font><\/h2>\n

Kha\u0301i ni\u1ec7<\/span>m<\/b><\/p>\n

\u0110\u1ed9<\/span> l\u1ec7ch<\/span><\/b> trong ti\u00ea\u0301ng Anh la\u0300 Skewness<\/b>.<\/p>\n

N\u1ebfu ph\u00e2n h\u00f4\u0301i hi\u0300nh chu\u00f4ng b\u1ecb d\u1ecbch chuy\u1ec3n sang tr\u00e1i ho\u1eb7c sang ph\u1ea3i, n\u00f3 \u0111\u01b0\u1ee3c cho l\u00e0 b\u1ecb l\u1ec7ch. \u0110\u1ed9<\/span> l\u1ec7ch<\/span> \u0111\u01b0\u1ee3c coi l\u00e0 m\u1ed9t \u0111\u1ea1i di\u1ec7n cho m\u1ee9c \u0111\u1ed9 kha\u0301c bi\u1ec7<\/span>t cu\u0309a m\u1ed9<\/span>t ph\u00e2n ph\u1ed1i nh\u1ea5t \u0111\u1ecbnh so v\u1edbi ph\u00e2n ph\u1ed1i chu\u00e2\u0309n. M\u1ed9t ph\u00e2n ph\u1ed1i chu\u00e2\u0309n c\u00f3 \u0111\u1ed9 l\u1ec7ch b\u1eb1ng 0, trong khi ph\u00e2n ph\u1ed1i ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t loga chu\u1ea9n<\/b> s\u1ebd co\u0301 l\u1ec7ch v\u00ea\u0300 phi\u0301a b\u00ean ph\u1ea3i.<\/p>\n

Ba ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t \u0111\u01b0\u1ee3c minh ho\u0323a d\u01b0\u1edbi \u0111\u00e2y co\u0301 \u0111\u1ed9<\/span> l\u1ec7ch<\/span> d\u01b0\u01a1ng (ho\u1eb7c l\u1ec7ch ph\u1ea3i) \u1edf m\u1ee9c \u0111\u1ed9 ng\u00e0y c\u00e0ng t\u0103ng. Ph\u00e2n ph\u1ed1i l\u1ec7ch \u00e2m c\u00f2n \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 ph\u00e2n ph\u1ed1i l\u1ec7ch tr\u00e1i. \u0110\u1ed9<\/span> l\u1ec7ch<\/span> \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng c\u00f9ng v\u1edbi \u0111\u1ed9<\/span> nho\u0323n \u0111\u1ec3 \u0111\u00e1nh gi\u00e1 kh\u1ea3 n\u0103ng c\u00e1c bi\u00ea\u0301n c\u00f4\u0301 r\u01a1i v\u00e0o \u0111u\u00f4i c\u1ee7a ph\u00e2n ph\u1ed1i x\u00e1c su\u1ea5t t\u00f4\u0301t h\u01a1n.<\/p>\n

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H\u00ecnh minh h\u1ecda v\u1ec1 \u0111\u1ed9 l\u1ec7ch. Ngu\u1ed3n: Investopedia<\/p>\n<\/div>\n<\/div>\n

Hi\u00ea\u0309u v\u00ea\u0300 \u0110\u1ed9<\/span> l\u1ec7ch<\/span><\/font><\/h3>\n

B\u00ean c\u1ea1nh \u0111\u1ed9 l\u1ec7ch<\/b> d\u01b0\u01a1ng v\u00e0 \u00e2m, ph\u00e2n ph\u1ed1i c\u0169ng c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c cho l\u00e0 kh\u00f4ng c\u00f3 \u0111\u1ed9 l\u1ec7ch ho\u1eb7c kh\u00f4ng x\u00e1c \u0111\u1ecbnh \u0111\u01b0\u01a1\u0323c \u0111\u1ed9<\/span> l\u1ec7ch<\/span>. S\u00f4\u0301 li\u1ec7u \u1edf ph\u00eda b\u00ean ph\u1ea3i c\u1ee7a \u0111\u01b0\u1eddng cong ph\u00e2n ph\u00f4\u0301i c\u00f3 th\u1ec3 gi\u1ea3m d\u1ea7n v\u01a1\u0301i m\u01b0\u0301c \u0111\u1ed9<\/span> kh\u00e1c v\u1edbi s\u00f4\u0301 li\u1ec7u \u1edf ph\u00eda b\u00ean tr\u00e1i. \u0110\u1ed9<\/span> l\u1ec7ch<\/span> \u00e2m (negative skewness) co\u0301 \u0111u\u00f4i d\u00e0i h\u01a1n ho\u1eb7c r\u1ed9ng h\u01a1n \u1edf ph\u00eda b\u00ean tr\u00e1i c\u1ee7a ph\u00e2n ph\u1ed1i, trong khi \u0111\u1ed9<\/span> l\u1ec7ch<\/span> d\u01b0\u01a1ng (positive skewness) co\u0301 \u0111u\u00f4i d\u00e0i h\u01a1n ho\u1eb7c r\u1ed9ng h\u01a1n \u1edf b\u00ean ph\u1ea3i.<\/p>\n

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\u0110\u1ed9 l\u1ec7ch \u00e2m v\u00e0 \u0111\u1ed9 l\u1ec7ch d\u01b0\u01a1ng. Ngu\u1ed3n: Wikipedia<\/p>\n<\/div>\n<\/div>\n

Gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a d\u1eef li\u1ec7u co\u0301 \u0111\u1ed9<\/span> l\u1ec7ch d\u01b0\u01a1ng s\u1ebd l\u1edbn h\u01a1n trung vi\u0323. Trong m\u1ed9t ph\u00e2n ph\u1ed1i b\u1ecb l\u1ec7ch \u00e2m l\u00e0 tr\u01b0\u1eddng h\u1ee3p ho\u00e0n to\u00e0n ng\u01b0\u1ee3c l\u1ea1i, gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a d\u1eef li\u1ec7u b\u1ecb l\u1ec7ch \u00e2m s\u1ebd nh\u1ecf h\u01a1n gi\u00e1 tr\u1ecb trung vi\u0323. N\u1ebfu bi\u1ec3u \u0111\u1ed3 d\u1eef li\u1ec7u \u0111\u1ed1i x\u1ee9ng, ph\u00e2n ph\u1ed1i c\u00f3 \u0111\u1ed9 l\u1ec7ch b\u1eb1ng 0 b\u1ea5t k\u1ec3 \u0111u\u00f4i d\u00e0i hay r\u1ed9ng.<\/p>\n

C\u00f3 m\u1ed9t s\u1ed1 c\u00e1ch \u0111\u1ec3 \u0111o \u0111\u1ed9 l\u1ec7ch. H\u1ec7 s\u1ed1 \u0111\u1ed9<\/span> l\u1ec7ch<\/span> th\u1ee9 nh\u1ea5t v\u00e0 th\u1ee9 hai c\u1ee7a Pearson l\u00e0 hai c\u00f4ng cu\u0323 ph\u1ed5 bi\u1ebfn nh\u00e2\u0301t. H\u1ec7 s\u1ed1 \u0111\u1ed9 l\u1ec7ch \u0111\u1ea7u ti\u00ean c\u1ee7a Pearson, hay \u0111\u1ed9 l\u1ec7ch y\u00ea\u0301u vi\u0323 Pearson<\/b>, \u0111\u01b0\u01a1\u0323c ti\u0301nh b\u0103\u0300ng ca\u0301ch tr\u1eeb gi\u00e1 tr\u1ecb trung b\u00ecnh cho y\u00ea\u0301u vi\u0323 v\u00e0 chia k\u00ea\u0301t qua\u0309 cho \u0111\u1ed9 l\u1ec7ch chu\u1ea9n. H\u1ec7 s\u1ed1 \u0111\u1ed9 l\u1ec7ch th\u1ee9 hai cu\u0309a Pearson hay \u0111\u1ed9 l\u1ec7ch trung vi\u0323 Pearson<\/b> \u0111\u01b0\u01a1\u0323c ti\u0301nh b\u1eb1ng ca\u0301ch tr\u1eeb trung vi\u0323 t\u1eeb gi\u00e1 tr\u1ecb trung b\u00ecnh, nh\u00e2n v\u01a1\u0301i 3 v\u00e0 chia k\u00ea\u0301t qua\u0309 cho \u0111\u1ed9 l\u1ec7ch chu\u1ea9n.<\/p>\n

C\u00f4ng th\u1ee9c ti\u0301nh \u0111\u1ed9<\/span> l\u1ec7ch c\u1ee7a Pearson\u00a0<\/font><\/h3>\n

SK1<\/sub> = (Gia\u0301 tri\u0323 trung bi\u0300nh – y\u00ea\u0301u vi\u0323)\/ \u0110\u1ed9<\/span> l\u1ec7ch<\/span> chu\u00e2\u0309n<\/i><\/b><\/p>\n

SK2\u00a0<\/span><\/b><\/i>= (Gia\u0301 tri\u0323 trung bi\u0300nh – trung vi\u0323)\/ \u0110\u1ed9<\/span> l\u1ec7ch<\/span> chu\u00e2\u0309n<\/i><\/b><\/p>\n

Trong \u0111o\u0301:<\/p>\n

SK1<\/sub>\u00a0la\u0300\u00a0H\u1ec7 s\u1ed1 \u0111\u1ed9 l\u1ec7ch \u0111\u1ea7u ti\u00ean c\u1ee7a Pearson, hay \u0111\u1ed9 l\u1ec7ch y\u00ea\u0301u vi\u0323 Pearson<\/p>\n

SK2<\/sub>\u00a0la\u0300\u00a0H\u1ec7 s\u1ed1 \u0111\u1ed9 l\u1ec7ch th\u1ee9 hai\u00a0 c\u1ee7a Pearson, hay \u0111\u1ed9 l\u1ec7ch trung vi\u0323 Pearson<\/p>\n

H\u1ec7 s\u1ed1 \u0111\u1ed9<\/span> l\u1ec7ch<\/span> \u0111\u1ea7u ti\u00ean c\u1ee7a Pearson h\u01b0\u0303u du\u0323ng h\u01a1n n\u1ebfu t\u1ead<\/span>p d\u1eef li\u1ec7u co\u0301 y\u00ea\u0301u vi\u0323 m\u1ea1nh. N\u1ebfu t\u1ead<\/span>p d\u1eef li\u1ec7u c\u00f3 y\u00ea\u0301u vi\u0323 y\u1ebfu ho\u1eb7c nhi\u1ec1u y\u00ea\u0301u vi\u0323, h\u1ec7 s\u1ed1 \u0111\u1ed9<\/span> l\u1ec7ch<\/span> th\u1ee9 hai cu\u0309a Pearson c\u00f3 th\u1ec3 th\u00edch h\u1ee3p h\u01a1n v\u00ec n\u00f3 kh\u00f4ng d\u1ef1a v\u00e0o y\u00ea\u0301u vi\u0323 \u0111\u00ea\u0309 \u0111o c\u1ee7a xu h\u01b0\u1edbng t\u1ead<\/span>p trung cu\u0309a t\u1ead<\/span>p d\u01b0\u0303 li\u1ec7<\/span>u.<\/p>\n

\u0110\u1ed9<\/span> l\u1ec7ch<\/span> cho bi\u00ea\u0301t \u0111i\u00ea\u0300u gi\u0300<\/font><\/h3>\n

C\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 chu\u0301 y\u0301 \u0111\u00ea\u0301n \u0111\u1ed9<\/span> l\u1ec7ch<\/b> khi quan sa\u0301t ph\u00e2n ph\u1ed1i l\u01a1\u0323i nhu\u1ead<\/span>n v\u00ec n\u00f3, gi\u1ed1ng nh\u01b0 \u0111\u1ed9<\/span> nho\u0323n<\/b>, xem x\u00e9t c\u00e1c \u0111i\u00ea\u0309m c\u1ef1c tr\u1ecb c\u1ee7a t\u1eadp d\u1eef li\u1ec7u thay v\u00ec ch\u1ec9 t\u1eadp trung v\u00e0o gia\u0301 tri\u0323 trung b\u00ecnh. C\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 ng\u1eafn h\u1ea1n v\u00e0 trung h\u1ea1n \u0111\u1eb7c bi\u1ec7t c\u1ea7n xem x\u00e9t c\u00e1c \u0111i\u00ea\u0309m c\u1ef1c tri\u0323 b\u1edfi v\u00ec h\u1ecd \u00edt c\u00f3 kh\u1ea3 n\u0103ng gi\u1eef m\u1ed9t ch\u01b0\u0301ng khoa\u0301n trong th\u01a1\u0300i gian da\u0300i.<\/p>\n

C\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 th\u01b0\u1eddng s\u1eed d\u1ee5ng \u0111\u1ed9 l\u1ec7ch chu\u1ea9n \u0111\u1ec3 d\u1ef1 \u0111o\u00e1n l\u1ee3i nhu\u1eadn trong t\u01b0\u01a1ng lai, nh\u01b0ng \u0111\u1ed9 l\u1ec7ch chu\u1ea9n co\u0301 gi\u1ea3 \u0111\u1ecbnh la\u0300 ph\u00e2n ph\u1ed1i chu\u00e2\u0309n. Tuy nhi\u00ean co\u0301 \u00edt ph\u00e2n ph\u1ed1i l\u01a1\u0323i nhu\u1ead<\/span>n g\u1ea7n v\u1edbi ph\u00e2n ph\u00f4\u0301i chu\u00e2\u0309n, \u0111\u1ed9 l\u1ec7ch l\u00e0 m\u1ed9t th\u01b0\u1edbc \u0111o t\u1ed1t h\u01a1n \u0111\u1ec3 d\u1ef1a v\u00e0o \u0111o\u0301 d\u1ef1 \u0111o\u00e1n hi\u1ec7u su\u1ea5t.\u00a0<\/p>\n

Ru\u0309i ro \u0111\u1ed9<\/span> l\u1ec7ch<\/span><\/b> l\u00e0 r\u1ee7i ro gia t\u0103ng trong vi\u1ec7c t\u0103ng m\u1ed9<\/span>t \u0111i\u1ec3m d\u1eef li\u1ec7u c\u00f3 \u0111\u1ed9 l\u1ec7ch cao trong ph\u00e2n ph\u1ed1i l\u1ec7ch<\/span>. Nhi\u1ec1u m\u00f4 h\u00ecnh t\u00e0i ch\u00ednh c\u1ed1 g\u1eafng d\u1ef1 \u0111o\u00e1n hi\u1ec7u su\u1ea5t trong t\u01b0\u01a1ng lai c\u1ee7a m\u1ed9t t\u00e0i s\u1ea3n v\u01a1\u0301i gi\u1ea3 \u0111\u1ecbnh la\u0300 ph\u00e2n ph\u1ed1i chu\u00e2\u0309n. N\u1ebfu d\u1eef li\u1ec7u b\u1ecb sai l\u1ec7ch, m\u00f4 h\u00ecnh n\u00e0y s\u1ebd lu\u00f4n \u0111\u00e1nh gi\u00e1 th\u1ea5p r\u1ee7i ro sai l\u1ec7ch trong d\u1ef1 \u0111o\u00e1n c\u1ee7a n\u00f3. D\u1eef li\u1ec7u c\u00e0ng sai l\u1ec7ch, m\u00f4 h\u00ecnh t\u00e0i ch\u00ednh n\u00e0y c\u00e0ng k\u00e9m ch\u00ednh x\u00e1c.<\/p>\n

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

\n \u0110\u1ed9 l\u1ec7ch (ti\u00ea\u0301ng Anh: Skewness) la\u0300 s\u1ef1 bi\u1ebfn d\u1ea1ng s\u01b0\u0323 b\u00e2\u0301t \u0111\u1ed1i x\u1ee9ng trong m\u1ed9t ph\u00e2n ph\u00f4\u0301i h\u00ecnh chu\u00f4ng \u0111\u1ed1i x\u1ee9ng hay ph\u00e2n ph\u1ed1i chu\u00e2\u0309n trong m\u1ed9t t\u1eadp d\u1eef li\u1ec7u.\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\/26266"}],"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=26266"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/26266\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=26266"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=26266"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=26266"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}