An introduction to the concept of a sufficient statistic

  Рет қаралды 76,101

Ben Lambert

Ben Lambert

Күн бұрын

Пікірлер: 40
@tylerforrester11
@tylerforrester11 6 жыл бұрын
Thank you, Ben. This is a wonderfully clear explanation of sufficient statistics.
@innocentabaa2979
@innocentabaa2979 3 жыл бұрын
Thanks so much, Ben. My Bayesian data analysis course is becoming simpler all thanks to your videos
@rvolkov1
@rvolkov1 10 ай бұрын
Thanks so much for this explanation. My professor did not explain any reasoning or intuition regarding the calculations and just began showing examples of calculations. You showed in ~6 minutes what he could not in >25 minutes of lecture.
@vsenderov
@vsenderov 3 жыл бұрын
This video sufficiently well explained the concept.
@jivillain
@jivillain 5 жыл бұрын
OMG you are 300% better than my professor of inference on conveying a concept
@harveycheng2085
@harveycheng2085 3 жыл бұрын
Actually 500% than mine
@harveyg9898
@harveyg9898 6 жыл бұрын
Hi there, thanks a lot for the video! I think that the sign in front of (N-t) should be a + not a -
@SpartacanUsuals
@SpartacanUsuals 6 жыл бұрын
Yes, you’re right. Thanks for pointing this out. I suspect I’ll leave the video as is (and perhaps add a note) since this mistake isn’t central to understanding the concept. Thanks again! Best, Ben
@YairCat
@YairCat 5 жыл бұрын
Noticed that as well, well done
@jingzhan7868
@jingzhan7868 2 жыл бұрын
At 5:34, Log L = tlog(θ) + (N-t)log(1-θ), it should be addition, not aubtraction!
@selinashitongli6838
@selinashitongli6838 9 ай бұрын
Upvote, please fix!!
@walkerzhong1279
@walkerzhong1279 6 жыл бұрын
Thanks for your well-organized explanation!!
@siko993
@siko993 4 жыл бұрын
Well that was a sufficient video, thanks!
@PedroRibeiro-zs5go
@PedroRibeiro-zs5go 6 жыл бұрын
Thanks so much! That was a good explanation about sufficiency!
@aaaaaawda
@aaaaaawda 6 жыл бұрын
Good and logical explained!!! Just like a good prof has to do!!!
@andetstk1237
@andetstk1237 5 жыл бұрын
This was a sufficient explanation ;) Seriously though, great video
@monicaah2468
@monicaah2468 4 жыл бұрын
which other book can we refer for this topic?
@notgoodatmathmmm6185
@notgoodatmathmmm6185 3 жыл бұрын
very good explanation, ty
@ben5380
@ben5380 4 жыл бұрын
Thank you Ben! Very helpful
@jacoboribilik3253
@jacoboribilik3253 4 жыл бұрын
Ben, when you write down P(theta | t(X)) you are implictly giving away that you are Bayesian? Isn't the parameter a fixed unknown constant? I am asking this because in most textbooks one is usally told that a statistic T is sufficient if and only if the conditional distribtuion of the sample given t is independent of theta, but your way of approaching the issue is much more intuitive, setting P(theta | t(x)) = P(theta | X)) then t(X) is sufficient for theta.
@jeanmichelsarr6040
@jeanmichelsarr6040 4 жыл бұрын
Yet, the transition from the frequentist definition to this one is not straightforward. I don't know how to be sure there is an equivalence between each definition.
@whozz
@whozz 3 жыл бұрын
This video is sufficient because If I watch any other video, I won't learn anything new
@whozz
@whozz 3 жыл бұрын
Just kidding :P
@hugob8180
@hugob8180 6 жыл бұрын
Thank you for the video ! ( ps: you substracted the logs instead of adding them together)
@wiesjevandenheerik2790
@wiesjevandenheerik2790 6 жыл бұрын
Thanks for your video! How do you get to the logL? Where does t come from all of a sudden?
@jasonzavaglia
@jasonzavaglia 6 жыл бұрын
Awesome - thanks Ben
@155_shraddhabagwe4
@155_shraddhabagwe4 3 жыл бұрын
how did u get the differentiation 0?
@hongduosun9711
@hongduosun9711 5 жыл бұрын
Great explanation! thanks!
@lac2275
@lac2275 5 жыл бұрын
For example what if you didn't know the MLE of the joint is the sample mean, how would you use the sufficient statistic to help you estimate theta?.....because that is the main point....the main point is that sufficient statistic are suppose to help you make estimation of an unknown parameter when MLE or Bayes Estimation fail....in the cases when MLE or Bayes Estimation work then it is pointless to use a sufficient statistic, like in your coin flip example.
@Prancer4799
@Prancer4799 4 жыл бұрын
Thank you! this really helped
@lac2275
@lac2275 5 жыл бұрын
my problem is that you are using an example where MLE would get you a unique reliable estimator....sufficient statistics should be presented in cases where MLE or Bayes Estimation don't work or are cumbersome to generate.
@jackbryde5606
@jackbryde5606 4 жыл бұрын
Thank you!
@kunliu4349
@kunliu4349 5 жыл бұрын
should be logL = tlogθ + (N-t)log(1-θ)
@GeoViktorq
@GeoViktorq Жыл бұрын
Damn, bro. I love you.
@dalkeiththomas9352
@dalkeiththomas9352 2 жыл бұрын
Thank youu
@Dilz13
@Dilz13 6 жыл бұрын
thanks
@jonathanspurgeon5461
@jonathanspurgeon5461 4 ай бұрын
a sufficient explanation
@tedwoodsides4688
@tedwoodsides4688 5 жыл бұрын
thank u sir
@drew96
@drew96 4 жыл бұрын
blue print on blue background. Am I the only one who is having trouble reading this?
@kipngenopozee
@kipngenopozee 2 жыл бұрын
Blue writings invisible
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