Maximum Likelihood, clearly explained!!!
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- เผยแพร่เมื่อ 20 มิ.ย. 2024
- If you hang out around statisticians long enough, sooner or later someone is going to mumble "maximum likelihood" and everyone will knowingly nod. After this video, so can you!
Also, some viewers asked for a worked out example that includes the math. Here it is! (you may need to click on the "Show More" button below to see the link) • Maximum Likelihood for...
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0:00 Awesome song and introduction
0:34 Motivation for MLE
1:12 Overview of the Normal Distribution
2:06 Thinking about where to center the distribution
3:25 Using MLE to find the optimal location for the center
4:27 Using MLE to find the optimal standard deviation
5:19 Probability vs Likelihood
#statquest #MLE
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It is just ridiculous.
I paid several thousands USD to my college and end up at getting better education in youtube.
I'm glad to hear this video helped you out! :)
But some companies are asking for certifications...damn
It is because I paid several thousand USD for my masters but still felt my education was outdated, that I still come and watch youtube for more ( to sort of recover my investment)
no kidding... same here!
Getting to college makes me appreciate more of the internet resource.
Sometimes I think professors make it extra hard for their students at University by explaining simple things as complicated as possible.Luckily there are guys like Joshua. Great video!
Kevin H. I couldn't agree more. Thanks Stat-Quest!
The untold secret to civilization (a lecture): th-cam.com/video/8PQ4svtAfmI/w-d-xo.html
I have always said I think the 'community' tries to remain as small and closed as possible by making it hard for people to understand.
They themselves do not understand
@@kwartemaaa773 I also think so
You're a statistical outlier when it comes to teaching! Above 100 SDs on the scale of teaching goodness :)
I love this! Thank you.
Agreed. It's almost as if college stats professors have some kind of coalition for teaching badly, and somehow Josh wasn't invited.
I literally applied to UNC because of him
I just want to tell you how much I appreciate your videos. I am a 74 year old retiree living in Singapore doing time series analysis of financial markets data using NumXL software. For the first time, I understand Maximum Likelihood Estimation. I have signed on as a Member and hope to learn more by watching your unique so-clearly-explained videos. Thanks again.
Wow! Thank you very much for your support!!!
bro,you just need to chill at that age!!!!
This video has helped distressed students who are awake at night all around the world for over 3 years .... and counting. Joshua can make a religion for students & grad students and it will become a major religion in no time. I mean, he's literally "Joshua". The Holy Book will be named "StatQuest".....
:)
The "Large-Boned" was priceless. Well done.
Hooray! :)
The distribution is bulking
no doubt some people will think that's the actual term for it and will write "large boned" in their coursework lol
🤣🤣🤣🤣
I totally thought I was misreading it and assumed it was “large bound” before taking my glance off of it… holy shit he actually said it
From all statistics courses I've taken so far, I've never heard about the difference between likelihood and probability. As we can expect from any StatQuest, it was clearly explained. Thank you Josh, cheers from Hungary!
Whenever I get confused reading Statistics books, I come here. Thanks!
Happy to help!
If you can explain a concept with simple tools, it means you really understand it well, else you are just memorizing !
You are doing a great job !
Noted
I am doing my Masters in Informatics right now and I feel bad I didn't find you during my Bachelors lol would have cleared so many concepts years ago but better late than never God bless you dude lovely precise explanations to brush up on things and understand them.
Thanks!
the intro made my day man.I have a shit tone of assignments and i am low on time so really that little guitar gig made me smile.Also great work on the explanations.KEEP it up!!
Thanks and good luck with your assignments. :)
I spent the whole day trying to understand this. Its just now that i found your video on youtube. GOD BLESS YOU. You are greaaattttttttttt.
Hooray! :)
You have made statistics so much better and easy for people like me (who have been avoiding it for so long) , Thankyou ❤
You’re welcome 😊
First time on your channel, the intro had me questioning what I was doing. I am eternally thankful I stayed until the end! Cheers mate, great content.
Thanks! :)
The enthusiasm in the video makes the learning experience more motivating!
Thanks! :)
I wish I saw your video 10 years ago during graduate school. I finally understand the maximum likelihood! THANK YOU!
Better late than never! :)
Best teacher in the world! Even English is my second language, I can understand you easily.
Hooray! :)
you deserve an oscar. i have been struggling for years to understand this thing. and you came from nowhere and explained it in such an easy and beautiful way. i really think you.
I sat through a 3 hour stats lecture earlier today and had no idea what he was talking about. Thanks to your 6min video actually learned something about likelihood functions today (and it turned out to be so straight forward too). Thanks.
WOW! it was literally the best explanation of MLE I've ever seen! Well done!
Wow, thank you!
Sir Josh, you have no idea how helpful your explanations are in your videos. Waaay better and clearer than available statistics textbooks and lecturers. I am wondering if you can make other videos regarding difference between maximum likelihood vs penalized likelihood and the application of penalized likelihood in Firth's Logistic Regression (as well as its interpretation). I encounter a quasi-separation problem after running binary logistic regression while the sample size is not that small (~1800). Any thoughts will be highly appreciated. Best regards
I loved this. You have no idea how I needed this. We just started this chapter this week and just knowing what it is that I'm trying to do is really calming. Now I can listen with understanding.
Thanks!
Bro wtf this is the revolutionary. This is amazing. Thank you for sharing your knowledge. You made something so clear in six minutes. I am deeply impressed. May fortune be with you.
Thank you!
Wow! You litterly nailed it first sentence. 'Why' seems to be the most difficult question to ever face statisticians. I've read an entire textbook and still been unable to grasp, Why at an intuitive level. " it's the optimal way to fit a distribution to your data" job done. Thankyou so much.
Thank you! :)
Every time I see a video here, it makes me fall in love with statistics a little more...❤️
Wow, thank you!
Gold content. Can't find anyone on TH-cam really try to explain the phrase "maximum likelihood". Thank you so much!
I've been looking for a straightforward approach to explaining this concept - you've provided the perfect blueprint. Thanks!
Thanks!
Best thing i found for this week, so clear to understand - lots of appreciation for your lecture.
Thank you! :)
If not a teacher, you could very easily be an awesome songwriter and singer! But, as the luck would have it, you blessed us with the best statistics videos instead :D Thanks Josh for such clear explanation :)
Thanks!
Such amazing timing! One of my mathematically inclined friends just told me that we could use maximum likelihood to determine how many times I had to conduct an experiment to produce a statistically significant result, but I had no idea what she was talking about till I saw this!
You saved my life, best plug in principle explanation I've ever watched. I need this to solve a best estimator problem for some probability density function.
I've got a few examples of how to use MLE to estimate the best parameters. Here's an example for the exponential distribution: th-cam.com/video/p3T-_LMrvBc/w-d-xo.html and here's an example for the normal distribution: th-cam.com/video/Dn6b9fCIUpM/w-d-xo.html
This is so refreshing. I just had to take these things as 'given' in my econometric course.
I'm glad my videos are helpful! :)
Very intuitive. Phenomenal explanation, Mr. StatQuest :)
Glad you think so!
I don't know how to thank you but this explanation really helps me understand what I'm reading elsewhere. I really appreciate the work and thought you put into teaching us an intuitive approach.
You're welcome! I'm so happy to hear that the video was helpful for your understanding.
Very intuitive! I've never found this kind of clear explanation on any other stats textbooks. Thank you! If there's a chance, I'd like to watch a video on Generalized Method of Moments (GMM).
Excellent video....loved the way you explained it. FINALLY!!!!! I understood what MLE actually means. Great work Josh! :)
Hooray! :)
Simple and clear, as it should have always been! Thanks ALOT!
Thanks! :)
You make the best videos on statistics. Thank you so much! After your videos I would like to study statistics and data analysis further and further! )))))LOL! And I'm 35 years old woman, and just trying to figure out a few concepts for an IRT course. Very interesting and thank you very much for your genius work!
best explanation of this topic that I have found so far
There could not have been a better explanation of this topic.
Thank you!!!
I think you're the king in machine learning and statistics on TH-cam. Could you please make a playlist for deep learning as well ?
I'm going to make deep learning videos in the next few months.
Thank you so much, your explanation was clear, detailed and concise. Exactly what I needed. Your graphic explanation was awesome!
Quality content... short video... no crap talk.... i like it. Keep it up !
Wonderful video!!
and I spent a lot of time to understand a "silly" formula when it would be enough to see your beautiful video :)
Thanks! I'm glad it was helpful. :)
Mr. Starmer, may I request for a video on MAP (maximum a posteriori) inference? Subsequently, a comparison of MLE vs MAP will also be extremely helpful
Subscribed!
I’m so glad I found this channel.
I struggled with stats throughout college. To the point that I gave up on the field and avoided it as much as I could.
Watch out statisticians. I’m back with “vengeance” to devour this field. :-)
Seriously!
Thanks for putting these videos together. Highly informative.
Awesome!!!!
needed a refresher on the concept, was rewarded with the jam... still crushing.
bam!
Excellent.
4:53 BAM!
I am to see your effort of this platform &an excellent videos , please can you show me how R software to teaCh these statistical inference theories
So in essence the type of distribution is determined by Goodness of Fit and the parameters of distribution are determined by Maximum Likelihood.
Thank you professor.
Thank you a lot!
I'm passing an online course on statistics that has NONE simple graphical representation of terms and teacher always looks at his papers. This sucks. But at least it has some structure on the subject.
Hooray! I'm glad the video is helpful. :)
Same with me. My course is on Bayesian statistics. The instructor foolishly copies from his notes by looking down all the time.
Thank you so much Joshua for this uniquely-explained video!!!
Thank you!
Best explanation for maximum likelihood ever! Thanks so much
Thank you! :)
Wow, The simplest explanation I've seen.
Every time I listen to the intro I can imagine Phoebe singing it. Thanks for the explanation, your channel is the best I found about statistics on youtube and it's helping me analyse results for my thesis
Awesome! If this intro song reminds you of Phoebe, check out this one: th-cam.com/video/D0efHEJsfHo/w-d-xo.html
The best statistic tutorials from youtube. Thank you
Wow, thanks!
This was so necessary and brilliant! Thank you so much!!
No words to say 😊how easily you explained everything 🤠🤩
Thanks!
Great explanation. However, from watching to doing is still a big step. I can recommend everyone to also do the calculus, really getting numbers. Maybe for a uniform distribution, having no difficult formulas, like the "normal" distribution has.
I've got a few examples of the calculus in action for the binomial distribution: th-cam.com/video/4KKV9yZCoM4/w-d-xo.html for the exponential distribution: th-cam.com/video/p3T-_LMrvBc/w-d-xo.html and the normal distribution (this one is long since the math is messy): th-cam.com/video/Dn6b9fCIUpM/w-d-xo.html
Love you Josh! This is how concepts should be taught
Thank you so much!! :)
Thanks statquest, grad student here and this was clearer than what I get currently at school.
Hooray!!! :)
How the hell did I not know you before ? Excellent video. Kudos man.
Thanks! :)
Finally clicked for me after years of trying to figure this stuff out.
Hooray!!! :)
Same case Adam, that's great!
Thanks a lot, brother. Ur videos are really easy to follow and comprehensive too.
Thanks!
LOVE THE WAY YOU EXPLAINING THE CONCEPT
Thank you! :)
I'm doing a masters degree and yet youtube is a better teacher
Thank you! :)
When you say "probability or likelihood" you effectively make these terms mean the same thing, while the whole point is that they are different.
Thank you, very clearly. It was a good recommendation in a virtual class about Maths for Data Science, greetings from Peru
Muchas gracias!
You made stats so easy! I wish I watched your videos back in college.
Thank you! :)
In 3:33 and forward, in each step we calculate the product operator for all gaussian functions taking the data as input. The resulted product with the highest value will indicate which gaussian function to choose. am I wrong?
I believe you are correct. At the first step, we have a gaussian function on the far left side of the screen - and to calculate the likelihood of that specific function (with the mean over on the left side), we calculate the product of the likelihood of that function given the first datapoint times the likelihood of that function given the second data point times the likelihood of that function given the third data point, etc. Then we shift the distribution to the right a little bit and calculate the same product using the new mean, etc. Until we find the mean that results in the largest product.
StatQuest with Josh Starmer Thank you very much.
Hooray! :)
I'm just here for the song intros.
Awesome! :)
ABSOLUTELY ASTOUNDED BY THE WAY YOU TAUGHT ME THIS. thank yaaaa
Thanks! :)
Excellent explanation, I think with all these simplified and clear explanations of many statistical concepts, You may consider making a book that can organize all the wonderful content with all the beautiful illustrations.
Great suggestion!
'large boned' HAHAHAHA this guy sounds 5% sarcastic at all times i love it
:)
I just tune in for the intro ;)
Joshua Starmer And you're doing awesome. You videos have already helped me a lot with my work!
Joshua Starmer absolutely! Going through my books and R scripts can be quite dry and you videos provide another view onto certain topics. They are great!
this is the greatest explanations that I found in all google search great job Josh
Thanks!
I really enjoyed your terminology alert! Good catch!
Thank you very much! :)
You saved me, from the terrible explanation of my teacher.
Bam! :)
Woah! Do they intentionally obfuscate this knowledge with all those formulae?
That is a great question! It's not nearly as complicated as a lot of people make it seem.
yes
Did you intentionally obfuscate this comment with the use of the word obfuscate? I think the answer to your question is the question itself.
1. You knew the word and understood and hence assumed that everyone else would. (The professors might do the same with the formulae.)
2. You just wanted to show off your vocabulary (The professors are human too.)
Haha, just a thought, I know what you mean though.
Cheers,
Ani,
So weird. My textbook says nothing about MLE being the mean of the distribution. Why can't the authors just be clear and direct instead of making us read between the lines and figure out what they mean.
Best explanation of MLE, Thanks a ton.
Wow! Such a simple and elegant explanation!
Glad you think so!
I can’t wait to present at a conference and use “large boned” without giggling
That will be a funny day. :)
I would be really careful. Weight isn't a federally protected characteristic but we're getting there. I wouldn't joke about anything that alludes to demographical features of humans and/or their sensitivity about it (which is what "big boned" means-- euphemism for fat bc people are embarrassed to say they're fat) in academia. No one's going to care in a math dept / conference but if it's mixed field with undergrads there? Ehhhh.
S. E. Z thank you for pointing that out I wouldn’t use big boned, I was just kidding. Loll
Weirdest intro ever, but well explained.
:)
amazing, this is best explaining video on maximum likelihood estimation i ever seem
Thank you! :)
Wow! You are a genius! simplifying statistics. Thank you
Glad it was helpful!
"or large boned"
yessssssss! :)
What is the probability distribution of people who like the weird ass intro song the statQuest videos start with? It's distributed by Uniform(0,0).
Dang....
Aman, you are just an outlier among the smart people. But if you try hard maybe one day you'll touch the lower fence.
Thanks Josh. Your videos are amazing
Thank you!
That's great. Nicely goes to the deep. That was smooth.
Thanks!
*Large Boned*
Very clearly explained, but man, the little intro songs are cringey
:)
Hey I have watched this several times for the content... thank you... and then several more for the opening song
BAM! :)
You make things easy to understand! Thank you
Glad you think so!
Thanks for your help. So useful and easy to understand.
Glad it was helpful!
I feel like professors don't do a great job at bridging the gap between theory and practice especially in the later upper division stats classes so I end up knowing how to calculate things but I have trouble understanding why. That's why I love this video. Thank you!
Hooray!! I'm glad the video was helpful. :)
fantastic explanation on the difference between probability and likelihood!
Thanks!
Great explanation! Thank you very much!
Thanks man, this video is absolutely legendary! :D
Glad you liked it!
Awesome work Josh ! Keep em coming
Thank you! :)
great explanation , thank you for making me understand the subject
Glad it was helpful!
Thanks man. It helps me to understand concepts better.
You're welcome!! :)