18: Chi Square Proof

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  • Опубліковано 8 лют 2025
  • More detailed explanation of why we use chi square for sample variance.

КОМЕНТАРІ • 26

  • @abdelrahmanshehata7942
    @abdelrahmanshehata7942 6 років тому +8

    I've been looking for that explanation for too much time ,
    Thanks a lot : )

  • @GladwinNewton
    @GladwinNewton 5 років тому +2

    Thanks man. Brilliant explanation. Finally found a mathematical proof with clarity. Thank you very much

  • @jitenkant
    @jitenkant 9 місяців тому

    Simply awesome.. loved the linearity of explanation

  • @sharonchetia54
    @sharonchetia54 4 роки тому

    So glad I came across this video. Cleared a lot of doubts I had

  • @mohssenify
    @mohssenify 5 років тому +1

    why books gives this as given finally i found the intuition behind it you re a life saver

  • @13statistician13
    @13statistician13 5 років тому +17

    This proof is very close, but the reasoning isn't quite right. You are missing one crucial step toward the end of your proof. You can't simply determine that (n-1)S^2/sigma^2 is Chi-squared n-1 by subtracting the Chi-squared 1 term from the Chi-squared n term because you haven't proved the independence of those two terms. You must show that the term containing S^2 is independent from the term containing Xbar before you can start subtracting or adding their respective Chi-Squared distributions. You can show this by demonstrating that the covariance of Xi-Xbar (for i =1 to n) and just Xbar itself is zero. Once you've shown independence, you can easily reason with moment generating functions that the (n-1)S^2/sigma^2 term is in fact distributed as Chi-squared n-1.

    • @samtan6304
      @samtan6304 3 роки тому

      Good catch!! but covariance = 0 alone isn't sufficient enough to show independence though, since uncorrelated ≠ independent

    • @verdaarpac63
      @verdaarpac63 2 роки тому

      ​@@samtan6304 In the special case of
      the bivariate normal distribution, being uncorrelated is equivalent to independence. Both X bar and Xi - X bar are linear combinations of the independent normal observations, so they are bivariate normal.

  • @michallauer9059
    @michallauer9059 2 роки тому

    Great explanation, thanks!

  • @SaipratheekKankanala
    @SaipratheekKankanala Рік тому

    You are brilliant bro

  • @mohssenify
    @mohssenify 5 років тому

    finally i found the proof i was looking for thank very much

  • @Alejandro-eu9pk
    @Alejandro-eu9pk 4 роки тому

    wow bruh This is dope!

  • @donghyunlee801
    @donghyunlee801 5 років тому

    brilliant!

  • @jerinfatima4999
    @jerinfatima4999 6 років тому

    Tq so much

  • @niketankotadiya9542
    @niketankotadiya9542 2 роки тому

    hi professor can u tell me what chi-square statics says? if i say chi square of any distribution is 77.23. what does it mean

  • @shuoyanpei8167
    @shuoyanpei8167 5 років тому

    Sir can you proof chi square goodness test too please.

  • @charlesAcmen
    @charlesAcmen 4 місяці тому

    still some flaws in the progress,proof should contain matrices to transform random variables

  • @felipegomesdemelo5879
    @felipegomesdemelo5879 6 років тому

    Incredible and clear explanation!
    Do you recomend any books for a complete statistics study?

    • @13statistician13
      @13statistician13 5 років тому +5

      Casella and Berger's Statistical Inference, 2nd edition, is a classic text.

  • @ygalel
    @ygalel 5 років тому

    Basu's Theorem!!!

  • @miodraglovric5093
    @miodraglovric5093 5 років тому

    (1:33) standard deviation sigma squared?

    • @sharonchetia54
      @sharonchetia54 4 роки тому +1

      Yes I see too that the denominator was left out. But anyways numerator will be 0 so entire term becomes 0 .

    • @Alejandro-eu9pk
      @Alejandro-eu9pk 4 роки тому

      * 5:00

    • @limzijian98
      @limzijian98 2 роки тому

      Why does it equates to 0 ?

  • @GladwinNewton
    @GladwinNewton 4 роки тому

    epic