Covariance, Clearly Explained!!!
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- Опубликовано: 11 июн 2024
- Covariance is one of those statistical terms that you might have heard before but didn't quite understand. It sounds fancy, but it's really quite simple and it is a computational stepping stone to many other interesting concepts like correlation. This video describes covariance, what it does and doesn't do, how it's computed, and why it is more useful as a computational stepping stone rather than an end in itself.
NOTE: This StatQuest assumes you already know about "variance". If not check out the quest: • Calculating the Mean, ...
And if you are interested in Part 2, which explains Correlation, here's the link: • Pearson's Correlation,...
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0:00 Awesome song and introduction
0:24 Review of variance
1:07 Motivation for Covariance
5:59 Types of Covariance relationships
7:32 How to calculate covariance
17:00 Why covariance is hard to interpret
20:31 Motivation for Correlation
21:20 Summary
Correction:
16:45 We should be dividing by 4-1, not 5-1. Oops! :)
#statquest #covariance
Correction:
16:45 We should be dividing by 4-1, not 5-1. Oops! :)
Support StatQuest by buying my book The StatQuest Illustrated Guide to Machine Learning or a Study Guide or Merch!!! statquest.org/statquest-store/
@武逸仙 The minus one provides an unbiased estimate. For an explanation of why there is a bias, see: ruclips.net/video/sHRBg6BhKjI/видео.html
Great content for learners like us.
Subscribed your channel.
Even watched ads on video.
Shouldn't it be 5-1?
@@ankitaace5 Since n=4 (there are 4 points in the graph), we have 4-1 in the denominator.
@@statquest Bam!! The whole video I was counting five dots , and then at 16:45 it was four dots. My bad!
I don't know why, but I feel like there should be "Superlike" button on these types of youtube videos
BAM! :)
Thanks Sandeep, the RUclips gods listened to you and now there is a super thanks button 😉
This is great. I failed year 10 and year 11 maths. As soon as you started talking about genes, my brain did that zoning out thing (monkey cymbals) but then you said "and if that's not your thing.... APPLES" ... I was like OK, I'm back, I'm here for it.... and then the doo doo doo doo to calculate gave me a smile. Top work. Subbed.
Hooray!! I'm glad the video was helpful. :)
hahaha, same. and I'm in year 4 computer science... The apples saved me.
same here, my brain brought itself to a picture of gene (like sequence of gene) and try to figure out what that axis mean to the genes. I guess it is flaw of human brain. Brain cell likes to connect itself to other cells, connecting the dots, yet such connection has never happened.
Like this: 'statistic' cell -> 'biology' cell, error occurred, need to resolve first before continue, this cause me zoning out haha
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Thanks! :)
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it deserves a book !
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Thank you!
I watched numerous videos teaching statistics and although there are many good videos describing these subjects and showing the formulas, this is the only video series that actually shows the logic behind the formulas, and as I always tell my kids, when you understand something you don't need to remember it, and these videos finally help me really understand these terms. They are clear and presented very well. Couldn't think of a better way to reach this subject.
Thank you very much! I'm really happy that you appreciate my videos. :)
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@@statquest not a legand..... you are hilarious sir,,,,,,,, no words to explain your intelligency and way of explaining
This is hugely useful! I very much appreciate that you don't skip steps no matter how small as part of the explanation.
Thank you so much! :)
Not specifically on this video, but I hope you know your channel in general is a blessing to a lot of us out there. I took stats in undergrad and grad school and I can say with certainty you're the best stats teacher I have ever encountered. I don't use the word "enlightened" lightly but I sometimes feel that way after watching some of your videos on stats/machine learning. A lot of concepts I struggled with in undergrad/grad school and with CFA, somehow you're just able to explain them so effortlessly in a way I can understand. I really really wish you all the best with this channel!
Wow! Thank you very much! :)
Sir how large covariance means strong relationship. ... although covariance means differences in two data set plzzz explain this
Josh, I’m really glad for being able to share the same planet with guys like you. I’ve watched your SVD/PCA videos and now this has saved me hours of internet research and the headache that comes with it. This is the most lucid explanation of covariance in existence. Can’t thank you enough (not just for this video but for each and every content you delivered and will deliver) for all the effort you put down for us. You’re truly what I call a lifesaver. May God bless you! :)))
Thank you very much! :)
It's incredible, repeat, INCREDIBLE how you manage to turn difficult things into simple, easy to understand things.
Thank you so much josh !
Greetings from Colombia 🐸
Muchas gracias!!! :)
It is the best video there is on Co variance. Made life absolutely easy. Thanks a lot from India🇮🇳 🥰!! DOUBLE BAMMM!
Glad you liked it! :)
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Thank you! :)
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Man you are phenomenal at explaining concepts in a way that's easier to understand. You are freaking awesome
Thank you very much! :)
Dude, you are the best. The form of the video, the explanations, the execution. The part that answered my main question was step by step calculation of an example, so thank you very much for this video - so much time saved!
Thank you very much! I'm glad my video was helpful.
One of the best videos I've seen. Your channel helps me undestand math better than many channels that speak in my native language.
Wow, thanks!
I have never been so interested in Stats than I am right now, after watching this video of yours! thanks Josh:))
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The best channel I have ever found on RUclips to get extra help in my statistics and data science study.
Thank you! :)
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Though am new to Stats and have been away from learning for 15+ yrs, you make it so easy and kind of fluidy to learn stats now! I love your videos. Thanks a ton! Please continue your videos until eternity..
Thank you very much!!! I'll keep making the videos as long as I can. :)
What I like the most in this channel is the "bam" haha
I really like that you make drawings to explain things. It is so much easier to understand this way.
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These videos in this channel are all great. They help me to clarify all basic concepts, which are very useful in the machine learning era.
Thanks! :)
Thank you for the amazing work. It's so much fun and very clear. After 7 pages of reading Covariance and Correlation, I felt confused. Your presentation makes it all clear for me! Thanks a lot !!
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You are a legend. Your way of teaching is mindblowing. You make understanding concepts , a walk in the parkfield ! Thank you
Wow, thanks!
I love your work.
I didn´t understand covarice until i saw your explanation, I didn´t undertand it for 1 year!
Awesome channel
bam! :)
Have always been waiting for a video from you ... thanks 👍👍👍
Had problems understanding this for a whole year, you solved all of that in 20 minutes, god bless you
bam! :)
your explanation are just too good, I hope every teacher becomes like you
Thank you!
I thought I already knew covariance, but this video gave me new insight. StatQuest videos are very much fun. Thank you and BAM!
Awesome! :)
Incredible, how he can manage to explain so clearly, way to go!
Thank you! :)
I really appreciate the effort you put into making these educational videos. You're my hero!
Thank you! :)
Outstanding channel! Thank you very much Josh. Request for time series analysis if you have the time!
Love you man !!!
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Thank you! :)
Thank you. Concepts become easy with these clear explanations.
Glad it was helpful!
I want to give you a hundred likes after watching your video. It's very smooth and easy to understand. You're suitable for being called "teacher" in this world. Thanks man.
I appreciate that!
Thank you Josh for this amazing work! I really enjoyed your presentations and I appreciate the hard effort made in them :)
Thank you! :)
I love you! Thank you for your videos, they are super clear and entertaining even though is statistics. You have just cleared a huge doubt I had. Also I guess they take a loooot of time to make, so I really appreciate it.
Wow, thank you!
Hello Josh! Just wanted to thank you behalf of my friend for helping her to get through an interview with your videos. SO THANK YOU!!!
Hooray!!! That's great news. Thanks for letting me know. :)
I'm not gonna lie. The best explanation I've ever heard about covariance. so much more worth than 3hours length lecture from my professor
Thank you! :)
Humor and substance together, legend!!
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BAM!
Thanks Josh. I'm glad I found this channel.
Are there quizzes or exercises I can do to test my knowledge on the subject matter after watching the videos?
I have some quizzes on the StatQuest video index. Look for "StatTest!" statquest.org/video-index/
Seriously Josh, you are THE BEST !!! Thanks for such clear explanations.
Thank you! :)
Brilliant channel, now every time I don't get a statistical concept seen in class I go look for the Quest!!! Actually even when I think I understand I still check the Quest :) Thank you so much for your amazing work, Josh.
Wow!!! Thank you very much!!! :)
I tried to understand covariance and correlation from 2-3 other sources where I confronted equations and got intimidated quickly. Watching this video and next one helped me gain the confidence to understand these concepts.
Hooray! :)
Whats on earth that we have such a good stat teacher like you!!!
Thanks! :)
dude i have been studying this for years
it is the first time to really understand the covariance
ty
bam!
You are great! the way you illustrate everything and the animations are awesome!
Thank you! :)
I kinda tried to figure out something like this when I was trying to understand covariance few weeks ago but with your visual explaination it is way easier to understand. Thank you very much for StatQuest
Glad I could help!
Great explanation 💯, really very interesting.
Josh I request you when you get some time please make videos on quantum Gaussian mixture models and deep learning related models like cnn, rnn, lstm etc.
Bam!! I really enjoyed watching some of your videos during my free time. Thanks for sharing a nerd thing in the fun way. Thumbs up for you ;)
:)
Best channel for learning stats
Thank you!
The best teacher ever. Thank you😊
Thank you very much! :)
Best Covariance and Correlation explanation ever!
Thank you! :)
Thank you, Josh. I am a university student who just learned covariance like never before. Thank you so much.
bam! :)
This channel is awesome. I love your teaching style ❤️❤️❤️
Thank you very much! :)
Thanks a lot! I now have a much clearer view of covariance even I've already learned it years ago.
Awesome! I'm glad the video helped clear things up. :)
i love your videos and humor. i'm learning more here than i am in my masters.
Awesome! :)
appreciate the effort involved in making these videos.
Thank you very much! :)
I will be waiting for part 2 of covariance. I got a better understanding of covariance. thank you.
Part 2 will come out on Monday, August 5th (just a few days from now).
Amazing, this was exactly what I was looking for. An explanation for why the formula works
Glad you liked it!
❤ No comments.. Just love and respect
Thank you!
Your videos are way better than most of the paid courses.
Thanks!
God bless you. You are geek rockstar. You saved me while my tutors terribly failed. :)
Happy to help! :)
I feel more comfortable and clear listening to these videos than live classroom. And that makes me wonder the point of going to college while I am more efficient study alone at home.
One day I hope that I can provide a full on-line course in statistics.
You make statistics interesting to learn
Thank you! :)
So precious, very understandable. Asthonishing job. Thanks a lot.
Many thanks!
A masterful educator! Thank you Josh!
Thank you!
Brilliant explanation. Thank you!
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tnx Josh.You’re great as always.
I appreciate that!
Hooray:) I found a super videos about the basics of statistics on RUclips! Watching your videos like " do do do do do do" and I understood ,BAM!
Wow, thank you!
Very clear and detailed explaintion of covariance. You rock man
Thank you! :)
12:35 : laughed hard at this "bam".
thanks for the content Josh! so much value on these videos!
Thanks! :)
thank you for explaining it so well! ive been studying statistics for 4 years + now but because covariance is, as you said, hard to interpret, so I never actually had a firm grasp of what it is (even thou ive used it countless times) this is so helpful
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Thank you very much, the video is extremely helpful
possibly one of the best explanation.
Thanks!
best explanation for covariance and correlation. Thanks so much!
Hooray! Glad it was helpful!
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Thanks for the great videos, positive correlation between watching and understanding
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Amazing. thank you for such a fun and informative video
Thanks!
Wonderful explanation and edition
Thank you!
You are a great stat teacher on RUclips
Thank you!
Thanks a lot ! it give me an intuitive explanation of the covariance !
Glad it was helpful!
You are much better than my lecturer at uni.
Thanks! :)
Very full description made for us that needs the whole picture to understand it. Thanks.
Hooray! I'm glad the video was helpful. :)
@@statquest BTW, is there any logical reason for calling it CO variance? Is covariance to variance like cosine is to sine?
It is called "covariance" in the way we say that two people "Co-operate". In other words, if the covariance is a large value (either positive or negative), than the two variables move together.
@@statquest ok thanks :)
Statquest is all I need
BAM! :)
I love these videos, thank you sir!
Thanks! :)
Amazing explanation. You save my day
Awesome! :)
At about 8:50, i got enlightened about the formula of covariance, i will never forget it in my life now, thank you
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@@statquest u mean triple BAM
Awesome as always!
Thanks again!
Crystal clear explanation.
Thanks! :)
Wouuw triple BAM, your explanation is very easy to consume. Great Josh!!!!
Thank you! :)
everything Crystal Clear! great video
Awesome! :)
Underrated Video. Thanks a lot.
Thanks!
the best one explaining this topic!
Thank you! :)