The Central Limit Theorem, Clearly Explained!!!

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StatQuest with Josh Starmer

StatQuest with Josh Starmer

Күн бұрын

The Central Limit Theorem is a big deal, but it's easy to understand. Here I show you what it is, then I describe why this is useful and fundamental to Statistics!
This StatQuest follows up on the one that describes the normal distribution...
• The Normal Distributio...
...and the StatQuest on Sampling from a Distribution:
• Sampling from a Distri...
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statquest.org/video-index/
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Пікірлер: 1 000
@statquest
@statquest 4 жыл бұрын
NOTE: Unfortunately I was a little sloppy with my terminology and that the word "samples" can mean different things, so let me try to rephrase it. If we collect 20 measurements and calculate the mean, and then do that a bunch of times (collect 20 measurements and calculate a mean), a histogram of those means will be a normal distribution. This suggests that an individual mean, calculated from 20 measurements, is, in and of itself, normally distributed. For example, if we had a uniform distribution and we collected 20 values from it and calculated the mean, then that mean would be normally distributed. We know this because if we repeated the process (collected another 20 values, calculated the mean, and then did that a bunch of times) the histogram of all the means we calculated would be a normal distribution. ALSO: If you want to play with the central limit theorem, and see it in action, check out this page: cltapp.fly.dev/ Support StatQuest by buying my book The StatQuest Illustrated Guide to Machine Learning or a Study Guide or Merch!!! statquest.org/statquest-store/
@andreaxue376
@andreaxue376 4 жыл бұрын
I wonder since there is a rule of thumb for the sample size at each draw(at least 30), is there any rule of thumb for the number of times you have to repeat the process to get a normal distribution?
@statquest
@statquest 4 жыл бұрын
@@andreaxue376 Are you asking how many collections of 30 samples we would need in order to get a histogram of the means to look like a normal distribution? I don't know. I guess the answer is somewhat subjective. However, you could make an objective criteria, like how many collections of 30 samples would you need until a K-S test gives a p-value > 0.05. (A K-S test compares distributions). Hmm... An interesting question.
@aditya4974
@aditya4974 4 жыл бұрын
BAM! Thanks again! "Even if I'm not normal, the average is normal" is indeed the best way for me to remember the Central Limit Theorem :D
@statquest
@statquest 4 жыл бұрын
@@aditya4974 Awesome! :)
@alonsom.donayre1992
@alonsom.donayre1992 4 жыл бұрын
I got same doubt when i see the video because im from latam and we make a diference between samples and random measurements.
@chebedi
@chebedi 3 жыл бұрын
If you watch many StatQuest videos, the distribution of BAMs will be approximately normal 😂😂😂😂
@statquest
@statquest 3 жыл бұрын
BAM! :)
@avazB
@avazB 3 жыл бұрын
@@statquest you are a great man!!!
@mohammedsalih5865
@mohammedsalih5865 3 жыл бұрын
*a little correction the sample means of BAMS will be normally distributed
@simongross3122
@simongross3122 2 жыл бұрын
Do I have to watch at least 30?
@christopherody5806
@christopherody5806 2 жыл бұрын
@@simongross3122 Only in the wild!
@shudu4683
@shudu4683 3 жыл бұрын
This channel is a treasure.
@statquest
@statquest 3 жыл бұрын
Thank you! :)
@r.s.10
@r.s.10 2 жыл бұрын
that was indeed very clearly explained hah you've won yourself another subscriber!
@amitavaroy5723
@amitavaroy5723 9 ай бұрын
I am a 4th Year UG at IIT Kharagpur and you will be pleased to know that almost everybody on campus loves your lectures on Probability, Statistics and Machine Learning and consider it to be the best resource for cracking company interviews. Absolutely brilliant content!
@statquest
@statquest 9 ай бұрын
Wow!!! That is great! Thank you very much. Maybe one day soon I can visit. :)
@amitavaroy5723
@amitavaroy5723 9 ай бұрын
@@statquest IIT would be very happy to host you, do visit :)
@sathwikshettyiitb285
@sathwikshettyiitb285 9 ай бұрын
@@amitavaroy5723 Yup
@burstingsanta2710
@burstingsanta2710 7 ай бұрын
@@statquest Same at IIT BHU, you are pretty popular among engineering students! Everyone just refers you for anyone starting ML
@statquest
@statquest 7 ай бұрын
@@burstingsanta2710 That's so cool. Thank you!
@christophersolomon633
@christophersolomon633 3 жыл бұрын
Mr Starmer, I am a professional scientist with many years experience in the academic and commercial worlds and I must say that your videos are truly excellent. They really convey the central ideas so well and run that tightrope between too much detail and not enough perfectly. Keep up the excellent work !
@statquest
@statquest 3 жыл бұрын
Wow, thanks!!
@legendrams548
@legendrams548 2 жыл бұрын
@@statquest your explanations with slides are truly awesome! 👍👍👍
@mugiwara-no-luffy
@mugiwara-no-luffy Жыл бұрын
The fact that you are still replying to every new comment on a half-decade old video is amazing and commendable! Thanks for this, helping with my stats course for Uni :)
@statquest
@statquest Жыл бұрын
bam! :)
@dishantvyas977
@dishantvyas977 2 жыл бұрын
I just realized that the entire CLT was encapsulated in the 8s lyrics - "Even if you're not normal, the average is normal!" Hats off to you, man... I never imagined an ukulele being used to teach stats!!
@statquest
@statquest 2 жыл бұрын
bam!
@namedtodream9895
@namedtodream9895 4 жыл бұрын
Damn this dude is stellar at making statistics engaging!!
@statquest
@statquest 4 жыл бұрын
Thanks! :)
@anthonychow6732
@anthonychow6732 3 жыл бұрын
Triple BAM!
@ah2522
@ah2522 4 жыл бұрын
Great video. I do want to point out that the Central Limit Theorem is why statisticians celebrate the Normal Distribution at all, because let's be honest, the normal density function is supremely ugly to look at and near impossible to fuss with. The CLT is one of those "too good to be true" laws of the universe, and it is actually more miraculous than this video presents itself. The most generalized form claims that the sum (not just the mean, which is just the sum divided by a constant) of any random variables will be roughly normally distributed. These random variables don't even need to come from the same distribution. You can sample from a uniform, a beta, a lognormal, an inverse gaussian, and the sum of those 4 values will be normally distributed. (fine print, the variances and means need to be in comparable range otherwise one sample will dominate). It's also the reason why waiting time starts to become normally distributed, because it is the sum of exponential (which is a gamma distribution, which converges to normal very fast). It is also the reason why most variables in life are normally distributed, because you can usually break them down into sums of smaller categories of unknown distributions.
@leanvo3880
@leanvo3880 3 жыл бұрын
I got your idea. I am thinking about the convolution of LTI system which is kind of sums, those sums would be a normal distribution as well, no matter what distrbuted input is. thank for the comment.
@Zenoandturtle
@Zenoandturtle 2 жыл бұрын
My math lecturer told me exactly that, she was amazing. She told me that the significance of Normal distribution was related to CLT, in that plotting sample size (30, 30 +)of any distribution function yielded to our beloved bell curve.
@DM-py7pj
@DM-py7pj Жыл бұрын
waiting time of? Any waiting time? E.g. waiting for a medical treatment
@juliagschwend
@juliagschwend Жыл бұрын
TRIPLE BAM!
@Becky71610
@Becky71610 Жыл бұрын
I thought I was hopeless with statistics and I was sure I wouldnt pass my college stat exam, but you make it very simple, and you even make me laugh will the songs in the beginning. I cannot thank you enough. I hope god blesses you. Thanks dude.
@statquest
@statquest Жыл бұрын
Hooray!!! I'm so glad my videos are helpful! :)
@shikharkhanna5404
@shikharkhanna5404 5 жыл бұрын
Sir, Your way of explaining is beyond Normal in brilliance. Could I request you to please make such enlightening videos on Linear Algebra and other Mathematical concepts in order to interpret the math behind the machine learning algorithms. The academic and text book notation as well as explanations gives me nightmares!
@statquest
@statquest 5 жыл бұрын
Thank you!!! One day I'll do it. In the mean time, check out 3Blue1Brown - he's got a series on Linear Algebra. It's good. When I make my own series I'm going to focus more on how the math is applied in practice (to statistics and machine learning), but his videos will give you a great start.
@elsavelaz
@elsavelaz 3 жыл бұрын
@@statquest looking forward to your explanations of lin algebra and yes 3Blue1Brown is great and I would love to see how you explain the application in ML
@whatyouwantyouare
@whatyouwantyouare 3 жыл бұрын
@@elsavelaz I heard the book "Hacking the matrix" does a great job of explaining Linear algebra with a view towards CS/ML ... maybe it would help
@haifa6004
@haifa6004 5 жыл бұрын
GOD BLESS YOU, HONESTLY I WAS LOST. TILL I FOUND THESE VIDEOS. ITS REALLY VALUABLE TO ME. THANK YOU
@petemurphy7164
@petemurphy7164 5 жыл бұрын
Hi, I just wanted to thank you for the videos, I am doing a degree in statistics at the moment, my general method for learning is to work through what the professor give me (which I find very confusing), then come to your videos to get an easy to understand explanation. You are really helping me out with my degree and I want to say thanks!!!
@yungzed
@yungzed Жыл бұрын
did u get ur degree yet
@retsyalapiza2622
@retsyalapiza2622 9 ай бұрын
hi, I'm also studying undergraduate statistics. may I connect with you?
@SOUVIK_RAY_
@SOUVIK_RAY_ 3 жыл бұрын
Just came across your channel. You explain every concepts with so much simplicity. The examples are spot on and helps to relate the concept with the problem at hand. Great work StatQuest!
@statquest
@statquest 3 жыл бұрын
Thank you very much! :)
@monikgupta6687
@monikgupta6687 4 жыл бұрын
Cauchy has some practical implications, like decay of radio active material in nuclear fall out, or chemical decomposition of material, where process tends to slow down at the end.
@abalter
@abalter 5 жыл бұрын
Josh--you are an inspiring teacher. Tidbit about distributions that don't follow the CLT. I believe the condition for the CLT to hold is that at least the first and second moments of the distribution are finite. There are many phenomena in nature that are, more or less, modeled by power law distributions (Pareto, Zipf, etc.) or ones with power law tails (Levy). Any distribution with a tail that decays slower than x^(-3) (i.e. x^-a where a
@statquest
@statquest 5 жыл бұрын
Awesome! Thanks for filling in all the details! :)
@cantkeepitin
@cantkeepitin 5 жыл бұрын
The Cauchy has a strong physical and mathematical background. E.g. the conf interval for the mean of a normal distribution with unknown sigma has a Cauchy distrbution if we have one sample. Also dividing normal samples gives a Cauchy. And firing in a uniform random angle, the projection to a line would be a Cauchy distribution. That can explain why archers sometimes make really bad shots.
@merryjoy48
@merryjoy48 4 жыл бұрын
Recently been working on modelling the effects of shocks in production in large firms in an economy to the shocks in the production of whole economy. The proposition is that the share in value added by the firms to the total GDP of the economy is log-normally distributed with a power law tail (Pareto). Hence we couldn't apply CLT as previous studies had done so.
@brenorb
@brenorb Жыл бұрын
There are plenty of things which can be modeled as a Pareto distribution. That's why the 80/20 principle (also called Pareto principle) is so famous, which gives a Pareto distribution with a=1.16. Also, if a distribution gets close to a Pareto, it still converges to normal, but can take an unreasonable amount of time. Taleb writes about it beautifully in his book Statistical Consequences of Fat Tails under the name of sub-asymptotic analysis.
@GibranMakyanie
@GibranMakyanie 5 жыл бұрын
YOOOOO, YOU ARE MY EXAM SAVIOUR!!!! PLEASE KEEP THIS CHANNEL UP AND GOING. The way you say 'clearly explained' really reflects. Keep up the good work please!!!!!
@moli1218
@moli1218 4 жыл бұрын
Thank you! I love the way you explain the statistics. Much easier to understand with examples. I really hope I can find these videos earlier. Thank you for all the help.
@statquest
@statquest 4 жыл бұрын
I'm so happy to hear that you like my videos! :)
@davidecoldebella8270
@davidecoldebella8270 5 жыл бұрын
Wish had discovered you sooner
@JCA51698
@JCA51698 2 жыл бұрын
Right now I’m studying to take the first actuarial exam in probability, and I just discovered your channel. You just earned a new subscriber!
@statquest
@statquest 2 жыл бұрын
Thanks and good luck!
@sidalimounib589
@sidalimounib589 Жыл бұрын
I have not found a single video that explains this better than you do. Great work + 1 sub
@statquest
@statquest Жыл бұрын
Thank you so much! BAM! :)
@surajthapa4160
@surajthapa4160 4 жыл бұрын
Thanks, thanks and lots of thanks... I love your way of explanation BAM!!!. Can you please make videos on the following topics- 1. Bayes for ML, I mean how Bayes helps us to find the best parameter of a model and probability of a prediction. 2. MCMC sampling methods.
@SharingIscaring2022
@SharingIscaring2022 3 жыл бұрын
Its incredibly clear explanation. I just got lucky to find your channel while I was starting to find statistic boring...Thank you so much for your sense of humor and your great ability to explain something in a very simple way, i know it takes a lot of experience and knowledge.
@statquest
@statquest 3 жыл бұрын
Thank you! :)
@juliecongress6278
@juliecongress6278 2 жыл бұрын
The video and source is extremely helpful in understanding concepts. The visual examples are great and the humor helps demystify difficult topics. Thanks Josh!! I wouldn't be able to make it through my classes without it!
@statquest
@statquest 2 жыл бұрын
Glad it was helpful!
@blackpearl2386
@blackpearl2386 5 жыл бұрын
The first line of this video explained everything.
@colinhall7481
@colinhall7481 5 жыл бұрын
This an amazing lesson Josh. Every student in statistics could benefit from this video alone.
@statquest
@statquest 5 жыл бұрын
Thank you!
@sankalpvk18
@sankalpvk18 Жыл бұрын
Hands down the best channel on YT to learn statistics. Thanks for sharing your knowledge.
@statquest
@statquest Жыл бұрын
Wow, thanks!
@JoyceSalvadorthewanderer
@JoyceSalvadorthewanderer 3 жыл бұрын
Your "Triple Bam!" encouraged me more to review Stat subject for my FE exam, thank you wizard! :D
@statquest
@statquest 3 жыл бұрын
Good luck! :)
@charlyslgado
@charlyslgado 4 жыл бұрын
Why can't all teachers be like you? Thanks for the amazing content!
@statquest
@statquest 4 жыл бұрын
Thanks! :)
@johnmolokach_staff-southga3529
@johnmolokach_staff-southga3529 2 жыл бұрын
Because teaching talent is not uniformly distributed =]
@ciensalud
@ciensalud Жыл бұрын
@@johnmolokach_staff-southga3529 TRIPLE BAM!!!
@konstantinlevin8651
@konstantinlevin8651 8 ай бұрын
Thanks a lot! I've tried the examples you gave with python. I sampled from uniform and exponential distributions, computed means and draw histograms and bam! This actually feels like magic. I'm looking forward to understand the theorem more. I read the wikipedia page and it actually seems like there are lot to learn!
@statquest
@statquest 8 ай бұрын
You're off to a great start!
@camilafloressanhueza7966
@camilafloressanhueza7966 5 жыл бұрын
WOW your videos are the bests in statistic!!! Thank you!!!
@chetlund4465
@chetlund4465 5 жыл бұрын
The best and clearest explanation of the central limit theorem I have ever seen & heard.
@statquest
@statquest 5 жыл бұрын
Hooray!
@andrewbetz535
@andrewbetz535 2 жыл бұрын
This channel is an absolute gem 💎
@statquest
@statquest 2 жыл бұрын
Thanks!
@kevalprajapati5365
@kevalprajapati5365 2 жыл бұрын
How can you have dislikes on your videos? I think it is also because of CLT. BAM!!!! I became a great fan because of the way you teach the concept. I will never forget the CLT in my life. BAM !!!
@statquest
@statquest 2 жыл бұрын
BAM! :)
@hakandemir101
@hakandemir101 4 жыл бұрын
Thank you very much to provide us the more understandable way of teaching. It is just simple and pure.
@statquest
@statquest 4 жыл бұрын
Thanks! :)
@imrul66
@imrul66 5 жыл бұрын
When I first learned about CLT, this was exactly the intuition that I got. It is one of the most intuitive concept. Yet, at graduate level stat course (from Econ department), they introduce all sorts of asymptotic approach to it and I got lost. My question to you is, What can be a potential "practical" gain in going into the mathematics of asymptotic behavior of CLT?
@JimmyCheng
@JimmyCheng 4 жыл бұрын
reviewing stats for my ml course, found these videos super useful, thanks!
@statquest
@statquest 4 жыл бұрын
Awesome! Good luck with your course. :)
@Cass_i
@Cass_i 4 жыл бұрын
Wow. I can adopt some of your teaching techniques for future classes I may have. You're very good
@statquest
@statquest 4 жыл бұрын
Thank you! :)
@luminesc
@luminesc 3 жыл бұрын
It's such a simple and obvious concept but it didn't click in my head until you showed it. Thanks!
@statquest
@statquest 3 жыл бұрын
Bam! :)
@HarpreetSingh-ke2zk
@HarpreetSingh-ke2zk 4 жыл бұрын
I have seen many animated ways to describe mathematical/probabilistic concepts. But your one is short and simple that can stay in mind.
@statquest
@statquest 4 жыл бұрын
Thank you very much! :)
@denniswixon3592
@denniswixon3592 Жыл бұрын
Enjoyed your video very much. I have been teaching statistics and programming statistical on and off for 50 years and this is one of the best explanations I have seen. I particularly appreciate your pointing out that a sample size of 30 is not a magic number. I wish you added that consistency of the data affects the needed sample size for generalization, but it's probably in another lecture. It's good to see you are reaching so many students. Keep up the good work.
@statquest
@statquest Жыл бұрын
Thank you very much! :)
@huseyincelikel7527
@huseyincelikel7527 5 жыл бұрын
When i see your videos two words coming in my mind : "Bam", "Hooray" 😂
@statquest
@statquest 5 жыл бұрын
Hooray!!!! :)
@atrichatterjee5068
@atrichatterjee5068 3 жыл бұрын
@@statquest bummer
@88skewer
@88skewer 3 жыл бұрын
spend 10 mins on your videos and cleared my 10 years doubt, paypal donate just sent, thank you so much, will watch all of your videos
@statquest
@statquest 3 жыл бұрын
Awesome, thank you!
@angelfrancisco8128
@angelfrancisco8128 2 жыл бұрын
Dude! Your videos are a joy to watch! Thanks for this gift to the world!
@statquest
@statquest 2 жыл бұрын
Wow, thank you!
@amardeepsingh9001
@amardeepsingh9001 3 жыл бұрын
You are awesome Josh. I already knew the concept but felt just now ;)
@statquest
@statquest 3 жыл бұрын
Thanks!
@farsky22
@farsky22 3 жыл бұрын
Regards from Brazil, one of my favorites channels! Really didatic
@statquest
@statquest 3 жыл бұрын
Muito obrigado!
@irwinlxrry
@irwinlxrry Жыл бұрын
i just graduated from pharmacy and started a job that requires knowledge about statistics and your channel helps a lot! thank you!
@statquest
@statquest Жыл бұрын
BAM! :)
@Lphanova
@Lphanova 2 жыл бұрын
THANK YOU SO MUCH! I have been looking for some videos for a while to finally understand statistics and I would never believe that learning this subject in English (and not in my mother tongue) will help me!
@statquest
@statquest 2 жыл бұрын
Glad it helped!
@tommcnally3231
@tommcnally3231 4 жыл бұрын
My new favourite pastime is listening to Sal Khan say "Sampling distribution of the sample means" over and over. Ps. learning maths from Khan Academy, followed by watching these videos, is a really effective way of learning statistics.
@statquest
@statquest 4 жыл бұрын
Cool! :)
@kusumkumari6894
@kusumkumari6894 2 жыл бұрын
I am doing the same 🥰.
@YoulooseMu
@YoulooseMu 4 жыл бұрын
i luv your classes thank you from brazil!!!
@statquest
@statquest 4 жыл бұрын
Thanks! :)
@evergreenxo
@evergreenxo 11 ай бұрын
heck yeah man! thanks for explaining concepts so simply, these are super helpful in my stats study :)
@statquest
@statquest 11 ай бұрын
Happy to help!
@danspeed93
@danspeed93 2 жыл бұрын
I've met folks hoping that we could understand this concept only looking at formulas. I wish your video existed earlier, thank you, never too late to understand!
@statquest
@statquest 2 жыл бұрын
Thanks!
@Cass_i
@Cass_i 4 жыл бұрын
I get so enthusuatic when he goes "BAM" 🤣🤣🤣
@statquest
@statquest 4 жыл бұрын
Hooray! :) BAM!!!!
@averyjones2079
@averyjones2079 3 жыл бұрын
"Saturday" a vivacious tune Josh keep up the music
@statquest
@statquest 3 жыл бұрын
Thank you very much! :)
@boohdeema1
@boohdeema1 4 жыл бұрын
Thank you Josh, so awesome explanation for very important theorem !!!!!!!!!!!
@abbasjivani7166
@abbasjivani7166 6 ай бұрын
The guy made the concept easy peasy lemon squeezy!!😎 Absolutely loved the way the things were elabrated.😍
@statquest
@statquest 6 ай бұрын
Thanks!
@nividinsights8190
@nividinsights8190 4 жыл бұрын
These videos make my day. I'm a Quant Tutor and it really comes in Handy!
@statquest
@statquest 4 жыл бұрын
Awesome! :)
@kushaltm6325
@kushaltm6325 5 жыл бұрын
Thanks again Josh. Today my prof taught CLT in the class and as usual am here to understand what his words actually mean !! :)
@statquest
@statquest 5 жыл бұрын
Hooray! I'm glad the video helps! :)
@JemRochelle
@JemRochelle 2 жыл бұрын
Thank you for this video! The Central Limit Theorem was making my head spin but your video made it finally click! You have gained a subscriber :)
@statquest
@statquest 2 жыл бұрын
Hooray! Thank you.
@ravitan85
@ravitan85 Жыл бұрын
"Even if you're not normal, don't worry the average is normal". That's so deep.
@statquest
@statquest Жыл бұрын
bam! :)
@muralikrishna9499
@muralikrishna9499 4 жыл бұрын
The central limit theorem does not apply to Pareto distributions since the mean and variance are infinite! Bammm!
@YourGirlPratiksha
@YourGirlPratiksha 2 жыл бұрын
😂😂
@sb-hf7tw
@sb-hf7tw 5 жыл бұрын
Sir, my question is that, why there doesn't exist the mean of Cauchy distribution even if it is continuous.
@statquest
@statquest 5 жыл бұрын
I think the simplest explanation is that the tails for the Cauchy distribution are too "fat". If you compare a normal distribution to a Cauchy distribution, the tails in the normal distribution get smaller much faster than the tails in the Cauchy distribution. For the normal distribution, when we collect a large number of measurements, most of them will be from the middle (near the mean) and only a few will come from the tails. This allows the estimated average to converge on the center of the distribution as the sample size is increased. In contrast, a large sample from a Cauchy distribution will have a lot of measurements from the tails, making the average value unstable - it could be a value near the middle, but it could also be a value near the edge. Increasing the sample size simply increases the chance you'll get more measurements from the edges that prevent the average from converging on the center of distribution. Does that make sense? If you want to see the math, there are plenty of webpages that will walk you through it.
@sb-hf7tw
@sb-hf7tw 5 жыл бұрын
@@statquest very very thanks sir for this
@anshulzade6355
@anshulzade6355 2 жыл бұрын
great way of teaching. Keep it up. The world needs it. Thanks
@statquest
@statquest 2 жыл бұрын
Thank you!
@ShroukAbdulshafy
@ShroukAbdulshafy Жыл бұрын
I like how you explain things in a funny and simple way. Thank you so much!
@statquest
@statquest Жыл бұрын
Thank you!
@GravityGrid
@GravityGrid 4 жыл бұрын
Your 7 min KZbin video was more useful and clearly explained than my 2 hour lecture. Thank you!
@statquest
@statquest 4 жыл бұрын
Wow! :)
@chiragpalan9780
@chiragpalan9780 3 жыл бұрын
"Even if you are not normal averagre is normal" CLT
@statquest
@statquest 3 жыл бұрын
:)
@anushreebhattacharjee2504
@anushreebhattacharjee2504 5 жыл бұрын
Sir, your way of explaining the different concepts about statistics is really beautiful. It helps me a lot to clear my queries. So, Sir I just want to request u to make a stat quest video on factorial design...
@statquest
@statquest 5 жыл бұрын
Have you seen the linear models StatQuests? Factorial design is a type of linear model. If you have time, watch those - they'll get you 80% of the way there - there are few extra details (like how to check for interactions and what not) that I don't cover - but the main ideas are all there. Here are the links: Linear Regression: kzbin.info/www/bejne/pJyVdIR_idKSm9E Multiple Regression: kzbin.info/www/bejne/sHq3enmKqM6phJo t-tests and ANOVA: kzbin.info/www/bejne/hHeYkJWqhMZ2n8k Design Matrices: kzbin.info/www/bejne/aIa8qWCnn696idU That last video (which builds on all the previous ones, is the most important thing. If you understand design matrices, you're just a step away from factorial design.
@anushreebhattacharjee2504
@anushreebhattacharjee2504 5 жыл бұрын
@@statquest ok sir.
@corradoforza
@corradoforza 2 жыл бұрын
Very helpful and clear! Because you asked for the generalized Pareto distribution breaks down the CLT: a combination of n extractions from a GPD with equal or different parameters is itself GP-distributed
@statquest
@statquest 2 жыл бұрын
Nice!
@robhuntington8504
@robhuntington8504 5 жыл бұрын
Sorry 2 Qs 1. Just to be 100% clear - When you say at 1:30 "20 random samples" you mean a random sample of 20? 2. The labels on Y axis are throwing me off. For example, on the uniform distribution how can all values have a probability of 1.0? My first thought was "1 means 100% probability of that value occurring" But they can't all have a 100% probability of occurring. I'm starting to suspect that 1 is referring to relative probability (even though that's not something I 'm super familiar with).
@statquest
@statquest 5 жыл бұрын
These are good questions!1) I mean that we collected 20 data points. Unfortunately, as you observed, "sample" is a somewhat vague term. I'll try to be more careful in the future. 2) Probability isn't the y-axis value for a specific position along the x-axis (that's actually called "likelihood" - see my video Probability vs Likelihood for more details: kzbin.info/www/bejne/porbf4aLebh5fpY ). Probability is the area under the line (or curve or whatever the shape you continuous distribution has) between two points on the x-axis. So, to calculate the probability of observing something between 0 and 0.5, you integrate the function between 0 and 0.5 to solve for the area under the line. In this case, with the uniform distribution, the line is set to y=1. The integral of this line between 0 and 0.5 = 0.5. So the probability of observing something between 0 and 0.5 is 0.5. The probability of observing something between 0 and 1 is the integral of the line (y=1) from 0 to 1. This integral = 1. NOTE: With the uniform distribution, the area under the line is always a rectangle, so you can, more easily, solve for the probability by just multiplying the width of the rectangle by the height of the rectangle. Does this make sense?
@robhuntington8504
@robhuntington8504 5 жыл бұрын
@@statquest Thank you that is helpful. I think I "knew" that at one point about area under the curve but forgot somewhere along the way. I'm also going to watch your other video on Probability vs Likelihood
@statquest
@statquest 5 жыл бұрын
I think the mistake you made is very common - and with the uniform distribution, it's super common. So no shame there. If you have time, you should also check out one of my videos on Maximum Likelihood - it will help you understand why people would even care about calculating likelihoods. kzbin.info/www/bejne/jpbTiaeibr5-rcU
@venicetimones4853
@venicetimones4853 3 жыл бұрын
the BAM!!! gets me every time.
@statquest
@statquest 3 жыл бұрын
:)
@statisticaltheoryandanalys8270
@statisticaltheoryandanalys8270 5 жыл бұрын
Thanks Starmer im benefited from you. Salute you.
@user-bt2lc5wh7h
@user-bt2lc5wh7h 5 жыл бұрын
You have worked in biostatistics for twenty years!Awosome!
@statquest
@statquest 5 жыл бұрын
Thanks! :)
@shkmamun
@shkmamun 5 жыл бұрын
"After we collect 10 samples.." should be "10 times of 20 (or n) samples..." Am I correct?
@statquest
@statquest 5 жыл бұрын
I'm a little loose with my use of the word "sample", and for that I apologize. Sometimes I use "sample" to refer to an individual, but technically a sample is a collection of individuals that represent a population. Google "Random Sample" for more details.
@kunalshukla1236
@kunalshukla1236 4 жыл бұрын
Beautifully explained !
@vinaychitturi5183
@vinaychitturi5183 3 жыл бұрын
This lecture is beautiful. Thank you sir.
@statquest
@statquest 3 жыл бұрын
Thank you! :)
@kunalshukla1236
@kunalshukla1236 4 жыл бұрын
Quadruple Bam !! The distribution of 'the number of times you say "Bam" in your videos', in not Normal!
@statquest
@statquest 4 жыл бұрын
That's awesome! You made me laugh out loud. :)
@JuanuHaedo
@JuanuHaedo 4 жыл бұрын
Quintuple BAM!! The distribution of the mean of 'the number of times you say "Bam" in your videos', IS Normal!
@statquest
@statquest 4 жыл бұрын
@@JuanuHaedo I love it! This thread of comments is probably my all time favorite. :)
@naveencena7004
@naveencena7004 3 жыл бұрын
Bam! apply central limit theorem to make it normal
@chyldstudios
@chyldstudios 5 жыл бұрын
next video: quadruple bam!!!!
@statquest
@statquest 5 жыл бұрын
Dang!!! :)
@asianslayer555
@asianslayer555 7 ай бұрын
I finally understand this after so many years! Thanks and Double BAM!
@statquest
@statquest 7 ай бұрын
Happy to help!
@profealexandrasierra
@profealexandrasierra Жыл бұрын
I love the music of the intro! So cool! Thanks for this videos ❤
@statquest
@statquest Жыл бұрын
Glad you enjoy it!
@TheKnrumsey
@TheKnrumsey 5 жыл бұрын
While I appreciate parts of this video for being clear and easy to understand, it is very wrong in terms of the fine print. Although the *population mean* of a Cauchy distribution is undefined, you can ALWAYS calculate a sample mean. The CLT does rely on having a finite *population mean*, but that's not the important part of the fine print anyways! The part about the sample size is far more important. There are many distributions in real life (such as income for certain groups) which may require far more than 30 samples for the CLT to provide an accurate approximation.
@prrr7308
@prrr7308 2 жыл бұрын
And for any distributions which have not finite expected value (population mean), you can calculate the finite sample mean, and you MAY NOT realize that you estimate infinity with your sample mean calculations. Anyway, one of CLT (yes, there are many!) is for the standardized random variables, i.e., subtract the sample mean and divide this by the (corrected) sample standard deviation. The approximate distribution will be the standard normal one, if the expected value and the variance of the original distribution exist. And the histogram is wrong for equidistant based columns!
@Learn_SAS-du8lr
@Learn_SAS-du8lr Ай бұрын
You've made me visualize statistics. When I now look at a model output at work or in a presentation, I can relate that to mice height, mice weight, gene expression and actually explain it, suggest another method and why it might provide better results. Although I'll have a graduate degree in the data science soon, it's the day I finish working through your videos I will confidently say that I am a data scientist. Thank you for teaching me to love statistics!
@statquest
@statquest Ай бұрын
BAM! :)
@warwickmackie9230
@warwickmackie9230 3 жыл бұрын
Love your videos, keep up the good work!
@statquest
@statquest 3 жыл бұрын
Thank you!
@Bumkeys
@Bumkeys 2 жыл бұрын
It has really helped my understanding of the theory! Thank you.
@statquest
@statquest 2 жыл бұрын
Glad it helped!
@abrahamjacob7360
@abrahamjacob7360 3 жыл бұрын
Hey Josh, these are pretty interesting videos. Could you do a video on the Poisson , Geometric and Weibul Distribution and details on its practical implications. More or less on , why do certain 'natural' events follow them. Like Airport arrival time for Poisson
@statquest
@statquest 3 жыл бұрын
Those are all good suggestions and I'll keep them in mind.
@kiranravuri8218
@kiranravuri8218 5 жыл бұрын
Thanks for videos. Very helpful. Please make video on convergence of random variables.
@statquest
@statquest 5 жыл бұрын
I'll put that on the to-do list. The more people that ask for it, the more I'll push it to the top of the list.
@phoenixnair
@phoenixnair 3 жыл бұрын
The BAM! earned my subscription. This is really entertaining.
@statquest
@statquest 3 жыл бұрын
Hooray!!! :)
@yelobean
@yelobean 3 жыл бұрын
just love your video! thank you. this is so helpful.
@statquest
@statquest 3 жыл бұрын
Thank you very much! :)
@bechirelhosni9646
@bechirelhosni9646 3 жыл бұрын
Hi Sir, thank you very much for the youtube channel. your courses are very helpful. Thank you very very much.
@statquest
@statquest 3 жыл бұрын
Glad you like them!
@radharani-hn5qr
@radharani-hn5qr 3 жыл бұрын
Thank you..u made me ..finally understand these complex terms so easily...BAM...😊
@statquest
@statquest 3 жыл бұрын
BAM! :)
@antonionmoreira
@antonionmoreira 5 жыл бұрын
Good job! Please make a video about Law of Large Numbers.
@akshaypatel5468
@akshaypatel5468 3 жыл бұрын
You have made life too easy man. Thanks a lot.
@statquest
@statquest 3 жыл бұрын
Happy to help!
@younessandi2414
@younessandi2414 2 жыл бұрын
You are creating absolutely amazing content here! Keep moving on, please. I have a question about what you said. If we can use the central limit theorem for statistical tests, why do we have to choose non-parametric tests when data is not normally distributed. After all, we should be able to use the central limit theorem to get a normal distribution and do the parametric test.
@statquest
@statquest 2 жыл бұрын
What you say is correct. We can almost always use parametric tests that assume normality when comparing means. However, if we have a strong suspicion that the data is far from normal and the sample size is very small (like n=3), then we might have to resort to a non-parametric test.
@younessandi2414
@younessandi2414 2 жыл бұрын
@@statquest thanks for your reply
@graceshelda4221
@graceshelda4221 Жыл бұрын
great explanation! having fun listening to it as well. thank you!
@statquest
@statquest Жыл бұрын
Glad you enjoyed it!
@john-oliverengler8672
@john-oliverengler8672 2 жыл бұрын
Hi Josh, the only distribution I can think of that breaks the CLT is the Pareto distribution. It is used frequently in actuarial science and economics.
@statquest
@statquest 2 жыл бұрын
Cool!
@RowenaOlofernes2020
@RowenaOlofernes2020 3 жыл бұрын
You are so good in explaining sir! Thank you so much
@statquest
@statquest 3 жыл бұрын
Wow! Thank you!
@RowenaOlofernes2020
@RowenaOlofernes2020 3 жыл бұрын
You inspire me a lot sir. God bless you ❤️
@statquest
@statquest 3 жыл бұрын
@@RowenaOlofernes2020 I actually just watched one of your videos! They are very good! BAM! :)
@RowenaOlofernes2020
@RowenaOlofernes2020 3 жыл бұрын
Wow sir. Its an honor. Coming from you, it means a lot ❤️❤️❤️
@delcapslock100
@delcapslock100 4 жыл бұрын
Very good video. I've always thought that one of the failings of statistics courses is that at some point early on they will explain CLT with a kind of reverence, and declare it the most important theorem in the universe, ...and then never mention it again. Or at most it will be mentioned in passing in the context of explaining a much more complex topic like regression ("...and because of the CLT we can assume the errors are normally distributed..."). Which leaves guys like me going "wait...what?" It's very hard to visualize, imo. I think in general stats are taught without understanding that no matter how complex the topic, we are always dealing with sampling distributions, not sample distributions, and that results in a huge gap in intuitive understanding.
@tanbui7569
@tanbui7569 2 жыл бұрын
Yeah. It happens in all university teachings. Many people assume (nor not i'm not sure) their students are familiar with the basics and ignored the explanations. Or maybe they just do not know how to convey it as much as Statquest does. Then the students end up with confusion and have to google/youtube those concepts.
@siddireddyvignesh
@siddireddyvignesh 9 ай бұрын
Thank you very much sir, i recently started my data analysis journey. Your videos were lot helpful
@statquest
@statquest 9 ай бұрын
Glad I can help! :)
@aligerami2111
@aligerami2111 3 жыл бұрын
Thank you so much for your great explanation!
@statquest
@statquest 3 жыл бұрын
You're very welcome!
@swapnilchavan7076
@swapnilchavan7076 4 жыл бұрын
Amazing explanation.... Lots of love from India😍
@statquest
@statquest 4 жыл бұрын
Thanks! :)
@ankitaace5
@ankitaace5 3 жыл бұрын
Double Bam!! Listening to his songs and getting to know Statistics same time !
@statquest
@statquest 3 жыл бұрын
Hooray! :)
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