- Видео 123
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Boer Commander
Добавлен 9 авг 2014
Statistics, Economics, Mathematics and Gaming
Lognormal Distribution Mean and Variance Proof
In this video we will derive the MEAN and VARIANCE of the Lognormal Distribution from its Probability Density Function.
Intro 0:00
E[Y] derivation 2:49
E[Y] 16:00
E[Y^2] derivation 17:00
E[Y^2] 27:12
VAR[Y] 28:21
Intro 0:00
E[Y] derivation 2:49
E[Y] 16:00
E[Y^2] derivation 17:00
E[Y^2] 27:12
VAR[Y] 28:21
Просмотров: 1 705
Видео
Lognormal Distribution Mean Proof
Просмотров 9 тыс.2 года назад
In this video we will derive the mean of the Lognormal Distribution using its relationship to the Normal Distribution and the Quadratic Formula. 0:00 Reminder on Normal Distribution 01:00 The Lognormal Distribution Definition 01:36 Lognormal Mean by Definition 04:35 Applying the Quadratic Formula 11:12 Rewriting the Integral 14:50 Final Result #Lognormal #Log-normal #Statistics
Normal Distribution Mean and Variance Proof
Просмотров 7 тыс.3 года назад
In this video we derive the Mean and Variance of the Normal Distribution from its Moment Generating Function (MGF). We start off with reminding ourselves of the MGF of the Normal Distribution and then proceed to derive the first moment E[X]. After we have done this we proceed to derive the second moment E[X^2], and then lastly we derive the Variance of the Normal Distribution using these two re...
Independent Events Worked Example
Просмотров 423 года назад
An introduction to the definition of Independent Events with a provided worked example.
Conditional Probability Worked Example
Просмотров 623 года назад
A worked example of applying the conditional probability formula.
Venn Diagrams and Complements Worked Example
Просмотров 1293 года назад
In this video I provide an introduction to Venn Diagrams as well as the concept of Complements of events.
Mutually Exclusive Events Worked Example
Просмотров 603 года назад
In this video I provide a worked example of mutually exclusive events using a coin flip as the basis for the explanation.
Union of Two Events Worked Example
Просмотров 1143 года назад
This video provides a brief example of how to calculate the union of two events as well as representing them in a Venn Diagram.
Intersection Worked Example
Просмотров 263 года назад
In this video we discuss the ideas of intersection, complements and Venn Diagrams.
Tree Diagrams Worked Example 2
Просмотров 463 года назад
In this video we cover the Law of Total Probability with a worked example related to weather.
Tree Diagrams Worked Example 1
Просмотров 573 года назад
This video provides an introduction to tree diagrams by providing a worked example about weather.
ANOVA Matrix Form Multiple Linear Regression
Просмотров 15 тыс.3 года назад
In this video I present the Analysis of Variance (ANOVA) in the case of the Matrix Form of the Multiple Linear Regression Model. I provide formulas and shortcuts for calculating SSE and SST. We then proceed to construct the ANOVA table and discuss the F statistic and how to determine the critical value and when to reject the Null Hypothesis. 0:00 Introduction 0:44 SSR, SSE and SST 03:13 SSE in ...
Hypothesis Testing Linear Combination Regression Parameters Matrix Form
Просмотров 2,1 тыс.3 года назад
In this video I cover hypothesis testing of a linear combination of regression parameters in the Matrix Formulation of the Linear Regression Model. I talk about the derivation of the mean and variance of the linear combination of parameters and how we can arrive at a new test statistic that will still follow the t-distribution. #MLR #Regression #Hypothesis 0:00 Revision 0:35 Introduction 04:40 ...
Multiple Linear Regression Hypothesis Testing in Matrix Form
Просмотров 7 тыс.3 года назад
In this video I cover the basic ideas and formulas needed to carry out simply hypothesis testing in the matrix formulation of the multiple linear regression model. I also talk about the Mean Squared Error (MSE) as an estimator of the sigma squared in the regression model. I then cover how we use the t-test in a regression model and how we can identify the Rejection regions based on the formulat...
Matrix Form Multiple Linear Regression MLR
Просмотров 42 тыс.3 года назад
An Introduction to the Matrix Form of the Multiple Linear Regression Model. I cover the model formulation, the formula for Beta Hat, the design matrix as well as the matrices X'X and X'Y. #Multiple #Linear #Regression 0:00 Introduction 3:33 Model Formulation, Design Matrix 8:43 Beta Hat Formula 9:25 Residuals and Error Sum of Squares 12:03 Example Model 13:00 X'X in MLR 16:35 X'Y in MLR
Beta Distribution Mean and Variance Proof
Просмотров 22 тыс.3 года назад
Beta Distribution Mean and Variance Proof
Normal Distribution Maximum Likelihood Estimators and Estimates MLE
Просмотров 3,5 тыс.3 года назад
Normal Distribution Maximum Likelihood Estimators and Estimates MLE
Distribution of Sample Mean of Normal Distribution and MGF
Просмотров 2,8 тыс.4 года назад
Distribution of Sample Mean of Normal Distribution and MGF
Gamma Distribution MLE in R Programming Language
Просмотров 7 тыс.4 года назад
Gamma Distribution MLE in R Programming Language
Gamma Distribution Maximum Likelihood Estimation MLE
Просмотров 26 тыс.4 года назад
Gamma Distribution Maximum Likelihood Estimation MLE
Continuous Distributions in R Programming
Просмотров 7624 года назад
Continuous Distributions in R Programming
Mean and Variance of OLS Estimators in Matrix Form Linear Regression
Просмотров 10 тыс.4 года назад
Mean and Variance of OLS Estimators in Matrix Form Linear Regression
Matrix Form Linear Regression Assumptions
Просмотров 3,7 тыс.4 года назад
Matrix Form Linear Regression Assumptions
Matrix Form Simple Linear Regression
Просмотров 29 тыс.4 года назад
Matrix Form Simple Linear Regression
Simple Linear Regression Derivation of OLS Estimators
Просмотров 14 тыс.4 года назад
Simple Linear Regression Derivation of OLS Estimators
Continuous Random Variables Introduction
Просмотров 2204 года назад
Continuous Random Variables Introduction
wonderful
thanks man! this was great help!!
Good job in explaining.
presentation could be polished (rehearsed). t comes across a little bumpy.
X values ranges from 0 in geometric
@@stevendovi Hi Steve there is a formulation of the Geometric distribution where this is true but note that is the count of failures whilst this formulation is for the number of trials till the first success.
Thanks a lot for such a comprehensive, simple, and detailed explanation!
Excellent explanation. Just what I needed!
Conceptual❤
this what we call a math teacher!
Sweet
Ueeesshole.disgusting lecture. Leaen first, then teach.
Hi Boer, really appreciate the work you're doing! Know that you probably get it a lot from the commentors, but you really do teach better than my lecturers! Cheers Boer :)
Always a pleasure to help others through the journey Isaac! :D
nice thanks for explanation
where have you been hiding
I really appreciate your video and that you chose show us how to derive both parameters of the Gamma distribution. Especially deriving alpha. I have a stat question that involved finding the MLE of the Gamma distribution. Thanks.
Always a pleasure to be able to help!
U have the best explanation here on utube
Thanks a million 💙💙
Amazing explanation, many thanks.
Using "x" as multiply by sign when using x also as variable was a little bit confusing. xD
Cypher is part of your name its shouldn’t have been hard for you ;-)
Thank you very much.
awesome!
Thank you
Good explanation!
Yes, my boer brother! You give us a good name. Well educated
What about var of x²
Thank you sir. Please do for exponential distribution 🙏🏽🙏🏽🙏🏽
this video is so good at explaining😁
you simply solved all of my problems regarding this section, good job! Keep going. thank you
Thank you so much
Awesome 👍
Please mean of uniform distribution, using mgf
None of my university statistics teachers explained these fundamental equations and how they are derived. Thanks a lot.
Wow! I have been searching this lessons! I just found it and understand your easy way of explanation. 🙏 I keep flowing your channel.
Great explanation. Thank you for this tutorial.
baie dankie my vriend
So the mean of negative binomial distribution is r/p?
Hi!, yes that is correct in this formulation of the negative binomial this is the case.
Best explanation
why do you remove the identity matrix when calculating Var(Beta hat)? It goes from sigma squared * I to just sigma squared
Hi, since the since identity matrix multiplied by the other matrix that remains in that equation (the inverse of X transpose times X) itll just leave the XTX inverse behind with the Sigma squared in front
very helpful, thanks
I was looking for this breakdown for a long time. Thanks a lot mate
Your steps are too difficult to understand. Thanks for the video.
don't have the same result with this command for likelihood for negative exponential distribution: L1=dgamma(theta1,shape=n,rate=sum(x)) L.NEXP=function(x,theta){ n=length(x) s=sum(x) L=(theta^n)*exp(-theta*s) return(L) }
Honestly I've gained a lot Thanks man
Great explanation, thanks 🙏
Sir which book is this please tell us the book name
amazing video🎉
Your works are too rough bro
I really appreciate you, that what I was searching about. That helped me a lot. Thanks..
Thank you. Too many videos on you tube don't derive the variance.
Good