{"id":31489,"date":"2023-12-07T10:40:54","date_gmt":"2023-12-07T10:40:54","guid":{"rendered":"https:\/\/masterskills.org\/blog\/phuong-sai-variance-la-gi-cong-thuc-tinh-phuong-sai.html"},"modified":"2023-12-23T09:38:32","modified_gmt":"2023-12-23T02:38:32","slug":"phuong-sai-variance-la-gi-cong-thuc-tinh-phuong-sai","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/phuong-sai-variance-la-gi-cong-thuc-tinh-phuong-sai.html","title":{"rendered":"Ph\u01b0\u01a1ng sai (Variance) la\u0300 gi\u0300? C\u00f4ng th\u1ee9c ti\u0301nh ph\u01b0\u01a1ng sai"},"content":{"rendered":"
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Hi\u0300nh minh ho\u0323a. Ngu\u00f4\u0300n: Wikipedia.com<\/p>\n<\/div>\n<\/div>\n

Ph\u01b0\u01a1ng sai<\/font><\/h2>\n

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

Ph\u01b0\u01a1ng sai<\/b> trong ti\u00ea\u0301ng Anh la\u0300 Variance<\/b>.\u00a0\u0110\u01b0\u01a1\u0323c ki\u0301 hi\u00ea\u0323u la\u0300 \u03c32<\/sup><\/b> trong th\u00f4\u0301ng k\u00ea.<\/p>\n

Trong \u0111\u1ea7u t\u01b0 ta\u0300i chi\u0301nh, ph\u01b0\u01a1ng sai l\u1ee3i nhu\u1eadn cu\u0309a c\u00e1c t\u00e0i s\u1ea3n trong m\u00f4\u0323t danh m\u1ee5c \u0111\u1ea7u t\u01b0 \u0111\u01b0\u1ee3c s\u01b0\u0309 du\u0323ng nh\u01b0 m\u1ed9t ph\u01b0\u01a1ng ti\u1ec7n \u0111\u1ec3 ph\u00e2n b\u1ed5 t\u00e0i s\u1ea3n m\u00f4\u0323t ca\u0301ch t\u1ed1t nh\u1ea5t. Ph\u01b0\u01a1ng tr\u00ecnh ph\u01b0\u01a1ng sai, trong \u0111\u00e2\u0300u t\u01b0 t\u00e0i ch\u00ednh l\u00e0 c\u00f4ng th\u1ee9c \u0111\u1ec3 so s\u00e1nh hi\u1ec7u qua\u0309 c\u1ee7a c\u00e1c tha\u0300nh ph\u00e2\u0300n trong danh m\u1ee5c \u0111\u1ea7u t\u01b0 v\u1edbi nhau v\u00e0 so v\u1edbi gi\u00e1 tr\u1ecb hi\u00ea\u0323u qua\u0309 trung b\u00ecnh.<\/p>\n

C\u00f4ng th\u1ee9c ti\u0301nh ph\u01b0\u01a1ng sai<\/font><\/h3>\n

Ph\u01b0\u01a1ng sai <\/b>\u0111\u01b0\u1ee3c t\u00ednh b\u1eb1ng c\u00e1ch xa\u0301c \u0111i\u0323nh gia\u0301 tri\u0323 ch\u00eanh l\u00ea\u0323ch gi\u1eefa m\u1ed7i s\u1ed1 trong t\u1eadp d\u1eef li\u1ec7u v\u01a1\u0301i gi\u00e1 tr\u1ecb trung b\u00ecnh, sau \u0111\u00f3 b\u00ecnh ph\u01b0\u01a1ng c\u00e1c ch\u00eanh l\u00ea\u0323ch nh\u0103\u0300m cho ch\u00fang mang gia\u0301 tri\u0323 d\u01b0\u01a1ng v\u00e0 kh\u00f4ng tri\u00ea\u0323t ti\u00eau l\u00e2\u0303n nhau. Cu\u1ed1i c\u00f9ng chia t\u00f4\u0309ng s\u00f4\u0301 l\u01b0\u01a1\u0323ng quan sa\u0301t trong t\u1eadp d\u1eef li\u1ec7u.<\/p>\n

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Hi\u0300nh minh ho\u0323a. Ngu\u00f4\u0300n: Deepai.org<\/i><\/p>\n<\/div>\n<\/div>\n

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

xi<\/sub><\/b> la\u0300 gia\u0301 tri\u0323 cu\u0309a quan sa\u0301t th\u01b0\u0301 i<\/p>\n<\/p>\n

\u00b5<\/b> la\u0300 gia\u0301 tri\u0323 trung bi\u0300nh cu\u0309a t\u00e2\u0323p d\u01b0\u0303 li\u00ea\u0323u<\/p>\n

n<\/b> la\u0300 s\u00f4\u0301 quan sa\u0301t trong t\u00e2\u0323p d\u01b0\u0303 li\u00ea\u0323u<\/p>\n

Ph\u01b0\u01a1ng sai l\u00e0 m\u1ed9t trong nh\u1eefng th\u00f4ng s\u1ed1 quan tro\u0323ng \u0111\u00ea\u0309 ca\u0301c nha\u0300 \u0111\u00e2\u0300u t\u01b0 xem xe\u0301t ph\u00e2n b\u1ed5 t\u00e0i s\u1ea3n c\u00f9ng v\u1edbi h\u00ea\u0323 s\u00f4\u0301 t\u01b0\u01a1ng quan<\/b>. Vi\u00ea\u0323c xa\u0301c \u0111i\u0323nh ph\u01b0\u01a1ng sai c\u1ee7a l\u1ee3i nhu\u1eadn t\u00e0i s\u1ea3n gi\u00fap c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 ph\u00e1t tri\u1ec3n danh m\u1ee5c \u0111\u1ea7u t\u01b0 t\u1ed1t h\u01a1n b\u1eb1ng c\u00e1ch t\u1ed1i \u01b0u h\u00f3a s\u1ef1 \u0111\u00e1nh \u0111\u1ed5i gi\u01b0\u0303a ru\u0309i ro va\u0300 l\u1ee3i nhu\u1eadn v\u01a1\u0301i m\u1ed7i kho\u1ea3n \u0111\u1ea7u t\u01b0 c\u1ee7a h\u1ecd.<\/p>\n

C\u0103n b\u1eadc hai c\u1ee7a ph\u01b0\u01a1ng sai l\u00e0 \u0111\u1ed9 l\u1ec7ch chu\u1ea9n<\/b> (\u03c3).<\/p>\n

C\u00e1ch s\u1eed d\u1ee5ng ph\u01b0\u01a1ng sai<\/font><\/h3>\n

Ph\u01b0\u01a1ng sai<\/b> \u0111o l\u01b0\u01a1\u0300ng s\u01b0\u0323 kha\u0301c bi\u00ea\u0323t \u0111\u00ea\u0301n \u0111i\u00ea\u0309m trung vi\u0323 ho\u1eb7c trung b\u00ecnh. \u0110\u1ed1i v\u1edbi c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0, s\u1ef1 bi\u1ebfn \u0111\u1ed9ng l\u00e0 th\u01b0\u1edbc \u0111o r\u1ee7i ro. Do \u0111\u00f3, xa\u0301c \u0111i\u0323nh ph\u01b0\u01a1ng sai c\u00f3 th\u1ec3 gi\u00fap nh\u00e0 \u0111\u1ea7u t\u01b0 x\u00e1c \u0111\u1ecbnh r\u1ee7i ro m\u00e0 ho\u0323 ph\u1ea3i ch\u1ecbu khi mua m\u1ed9t ch\u1ee9ng kho\u00e1n c\u1ee5 th\u1ec3.<\/p>\n

M\u1ed9t ph\u01b0\u01a1ng sai l\u1edbn cho bi\u00ea\u0301t c\u00e1c s\u1ed1 trong t\u1eadp d\u01b0\u0303 li\u00ea\u0323u n\u1eb1m ca\u0301ch xa gi\u00e1 tr\u1ecb trung b\u00ecnh v\u00e0 bi\u00ea\u0301n \u0111\u00f4\u0323ng l\u01a1\u0301n, trong khi ph\u01b0\u01a1ng sai nh\u1ecf ch\u1ec9 ra \u0111i\u1ec1u ng\u01b0\u1ee3c l\u1ea1i.<\/p>\n

Gi\u00e1 tr\u1ecb ph\u01b0\u01a1ng sai b\u1eb1ng 0 ch\u1ec9 ra r\u1eb1ng t\u1ea5t c\u1ea3 c\u00e1c gi\u00e1 tr\u1ecb trong m\u1ed9t t\u1eadp d\u01b0\u0303 li\u00ea\u0323u l\u00e0 gi\u1ed1ng h\u1ec7t nhau. Hay kh\u00f4ng co\u0301 sai s\u00f4\u0301. T\u1ea5t c\u1ea3 c\u00e1c ph\u01b0\u01a1ng sai kh\u00f4ng b\u1eb1ng 0 s\u1ebd l\u00e0 s\u1ed1 d\u01b0\u01a1ng.<\/p>\n

\u01afu \u0111i\u1ec3m v\u00e0 nh\u01b0\u1ee3c \u0111i\u1ec3m c\u1ee7a ph\u01b0\u01a1ng sai<\/font><\/h3>\n

C\u00e1c nh\u00e0 th\u1ed1ng k\u00ea s\u1eed d\u1ee5ng ph\u01b0\u01a1ng sai<\/b> \u0111\u1ec3 xem c\u00e1c s\u1ed1 ri\u00eang l\u1ebb co\u0301 quan h\u00ea\u0323 v\u1edbi nhau nh\u01b0 th\u1ebf n\u00e0o trong m\u1ed9t t\u1eadp d\u1eef li\u1ec7u.<\/p>\n

\u01afu \u0111i\u1ec3m c\u1ee7a ph\u01b0\u01a1ng sai l\u00e0 n\u00f3 xem t\u1ea5t c\u1ea3 c\u00e1c sai l\u1ec7ch so v\u1edbi gi\u00e1 tr\u1ecb trung b\u00ecnh gi\u1ed1ng nhau b\u1ea5t k\u1ec3 h\u01b0\u1edbng c\u1ee7a ch\u00fang, vi\u0300 v\u00e2\u0323y chu\u0301ng kh\u00f4ng bi\u0323 tri\u00ea\u0323t ti\u00eau. Th\u01b0\u0323c t\u00ea\u0301 ph\u01b0\u01a1ng sai kh\u00f4ng th\u1ec3\u00a0 na\u0300o b\u1eb1ng 0 do kh\u00f4ng th\u00ea\u0309 kh\u00f4ng c\u00f3 s\u1ef1 sai s\u00f4\u0301 n\u00e0o trong m\u00f4\u0323t t\u00e2\u0323p d\u1eef li\u1ec7u.<\/p>\n

M\u1ed9t nh\u01b0\u1ee3c \u0111i\u1ec3m c\u1ee7a ph\u01b0\u01a1ng sai l\u00e0 n\u00f3 t\u0103ng tr\u1ecdng s\u00f4\u0301 cho c\u00e1c d\u01b0\u0303 li\u00ea\u0323u ngoa\u0323i lai<\/b>, nh\u1eefng d\u01b0\u0303 li\u00ea\u0323u ngoa\u0323i lai co\u0301 gia\u0301 tri\u0323 kh\u00e1c xa so v\u1edbi gi\u00e1 tr\u1ecb trung b\u00ecnh. Khi b\u00ecnh ph\u01b0\u01a1ng nh\u1eefng gia\u0301 tri\u0323 n\u00e0y c\u00f3 th\u1ec3 se\u0303 l\u00e0m l\u1ec7ch t\u00e2\u0323p d\u1eef li\u1ec7u.<\/p>\n

H\u1ea1n ch\u1ebf c\u1ee7a ph\u01b0\u01a1ng sai l\u00e0 n\u00f3 kh\u00f4ng d\u1ec5 \u0111\u00ea\u0309 di\u1ec5n gi\u1ea3i. Ng\u01b0\u1eddi d\u00f9ng ph\u01b0\u01a1ng sai th\u01b0\u1eddng s\u1eed d\u1ee5ng n\u00f3 ch\u1ee7 y\u1ebfu \u0111\u1ec3 l\u1ea5y c\u0103n b\u1eadc hai c\u1ee7a n\u00f3, hay \u0111\u1ed9 l\u1ec7ch chu\u1ea9n c\u1ee7a t\u1eadp d\u1eef li\u1ec7u.<\/p>\n

Ph\u01b0\u01a1ng sai trong \u0111\u1ea7u t\u01b0<\/font><\/h3>\n

Ph\u01b0\u01a1ng sai<\/b> l\u00e0 m\u1ed9t tham s\u1ed1 quan tro\u0323ng trong ph\u00e2n b\u1ed5 t\u00e0i s\u1ea3n \u0111\u00e2\u0300u t\u01b0, \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng c\u00f9ng v\u1edbi h\u00ea\u0323 s\u00f4\u0301 t\u01b0\u01a1ng quan, x\u00e1c \u0111\u1ecbnh ph\u01b0\u01a1ng sai c\u1ee7a t\u00e0i s\u1ea3n c\u00f3 th\u1ec3 gi\u00fap nh\u00e0 \u0111\u1ea7u t\u01b0 ph\u00e1t tri\u1ec3n danh m\u1ee5c \u0111\u1ea7u t\u01b0 nh\u1eb1m t\u1ed1i \u01b0u h\u00f3a s\u1ef1 \u0111\u00e1nh \u0111\u1ed5i gi\u01b0\u0303a ru\u0309i ro va\u0300 l\u1ee3i nhu\u1eadn.<\/p>\n

Tuy nhi\u00ean, r\u1ee7i ro ho\u1eb7c bi\u1ebfn \u0111\u1ed9ng th\u01b0\u1eddng \u0111\u01b0\u1ee3c th\u1ec3 hi\u1ec7n d\u01b0\u1edbi d\u1ea1ng \u0111\u1ed9 l\u1ec7ch chu\u1ea9n<\/b> thay v\u00ec ph\u01b0\u01a1ng sai b\u1edfi v\u00ec no\u0301 d\u1ec5 hi\u1ec3u h\u01a1n.<\/p>\n

V\u00ed d\u1ee5 v\u1ec1 ph\u01b0\u01a1ng sai<\/font><\/h3>\n

Xem x\u00e9t m\u1ed9t v\u00ed d\u1ee5 \u0111\u1ea7u t\u01b0: L\u1ee3i nhu\u1eadn cho m\u1ed9t c\u1ed5 phi\u1ebfu l\u00e0 10% trong n\u0103m 1, 20% v\u00e0o n\u0103m 2 v\u00e0 -15% trong n\u0103m 3. Trung b\u00ecnh c\u1ee7a ba l\u1ee3i nhu\u1eadn n\u00e0y l\u00e0 5%. S\u1ef1 kh\u00e1c bi\u1ec7t gi\u1eefa m\u1ed7i l\u1ea7n ho\u00e0n v\u1ed1n v\u00e0 gia\u0301 tri\u0323 trung b\u00ecnh l\u00e0 5%, 15% v\u00e0 -20% cho m\u1ed7i n\u0103m li\u00ean ti\u1ebfp.<\/p>\n

B\u00ecnh ph\u01b0\u01a1ng t\u01b0\u01a1ng \u1ee9ng cu\u0309a c\u00e1c \u0111\u1ed9 l\u1ec7ch n\u00e0y la\u0300 25%, 225% v\u00e0 400%. T\u1ed5ng c\u00e1c \u0111\u1ed9 l\u1ec7ch b\u00ecnh ph\u01b0\u01a1ng n\u00e0y la\u0300 650%. Ta chia t\u1ed5ng s\u1ed1 650% cho s\u1ed1 l\u1ea7n hoa\u0300n v\u00f4\u0301n (3 trong tr\u01b0\u1eddng h\u1ee3p n\u00e0y) co\u0301 \u0111\u01b0\u01a1\u0323c ph\u01b0\u01a1ng sai l\u00e0 216,67%. L\u1ea5y c\u0103n b\u1eadc hai c\u1ee7a ph\u01b0\u01a1ng sai mang l\u1ea1i \u0111\u1ed9 l\u1ec7ch chu\u1ea9n l\u00e0 14,72% cho l\u1ee3i nhu\u1eadn.<\/p>\n

Chu\u0301 y\u0301 khi t\u00ednh to\u00e1n ph\u01b0\u01a1ng sai m\u1eabu<\/b> \u0111\u1ec3 \u01b0\u1edbc t\u00ednh ph\u01b0\u01a1ng sai t\u00f4\u0309ng th\u00ea\u0309,<\/b> m\u1eabu s\u1ed1 c\u1ee7a ph\u01b0\u01a1ng tr\u00ecnh ph\u01b0\u01a1ng sai t\u0111\u01b0\u01a1\u0323c \u0111\u00f4\u0309i tha\u0300nh (N – 1)<\/b> \u0111\u1ec3 \u01b0\u1edbc l\u01b0\u1ee3ng kh\u00f4ng bi\u0323 thi\u00ean v\u1ecb v\u00e0 kh\u00f4ng \u0111\u00e1nh gi\u00e1 th\u1ea5p ph\u01b0\u01a1ng sai t\u00f4\u0309ng th\u00ea\u0309.<\/p>\n

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

\n Ph\u01b0\u01a1ng sai (ti\u00ea\u0301ng Anh: Variance) l\u00e0 ph\u00e9p \u0111o m\u1ee9c ch\u00eanh l\u1ec7ch gi\u1eefa c\u00e1c s\u00f4\u0301 li\u00ea\u0323u trong m\u1ed9t t\u1eadp d\u1eef li\u1ec7u trong th\u1ed1ng k\u00ea. No\u0301 \u0111o kho\u1ea3ng c\u00e1ch gi\u01b0\u0303a m\u1ed7i s\u1ed1 li\u00ea\u0323u v\u01a1\u0301i nhau va\u0300 \u0111\u00ea\u0301n gi\u00e1 tr\u1ecb trung b\u00ecnh cu\u0309a t\u00e2\u0323p d\u01b0\u0303 li\u00ea\u0323u.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[417],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/31489"}],"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=31489"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/31489\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=31489"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=31489"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=31489"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}