Covariance, Clearly Explained!!!
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- เผยแพร่เมื่อ 1 มิ.ย. 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
![โอ้มายก๊อด! ไม่ถึงชั่วโมงหมดเป็นแสน 😅 [cc] แดนแพทตี้ SS2 | EP.42 |](http://i.ytimg.com/vi/OH2ShXfO6tA/mqdefault.jpg)
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: th-cam.com/video/sHRBg6BhKjI/w-d-xo.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 TH-cam gods listened to you and now there is a super thanks button 😉
Thank you for repeating in the same video. It's so underrated.
Thanks! :)
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
Damn..this guy us good. Too good.
My cat thanks you. She learned a lot and is now doing my finances for me.
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Our stats for engineerin prof really really makes us feel deserted, you have no idea how much hope finding your channel has injected into us. Bless.
Thank you!
Bam! The clarity of concepts, simple yet effective graphics and your amazing voiceover just made this nasty concept so damn interesting! You got a new subscriber):
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You are a legend.
Thank you! :)
@@statquest not a legand..... you are hilarious sir,,,,,,,, no words to explain your intelligency and way of explaining
The quality of the presentation keeps increasing Josh! Both from an entertainment and an educational point of view.
Hooray!!!! Thank you! :)
it deserves a book !
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! :)
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. :)
This is ridiculous, it's so easy to follow and understand! Better than watching Netflix 😅. These videos are amazing man!
Thank you! :)
Thank you for your outstanding teaching. This teacher is a legend.
Wow, thank you!
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!!! :)
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
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! :)
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.
Fantastic video, thank you! Your videos are the best explained on youtube, I'm so appreciative that you put the effort in to make these!
Thank you very much! :)
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. :)
Have always been waiting for a video from you ... thanks 👍👍👍
You are a legend. Your way of teaching is mindblowing. You make understanding concepts , a walk in the parkfield ! Thank you
Wow, thanks!
Man you are phenomenal at explaining concepts in a way that's easier to understand. You are freaking awesome
Thank you very much! :)
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! :)
I have never been so interested in Stats than I am right now, after watching this video of yours! thanks Josh:))
Hooray! :)
Had problems understanding this for a whole year, you solved all of that in 20 minutes, god bless you
bam! :)
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 !!
Hooray! :)
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! :)
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 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! :)
Thank you. Concepts become easy with these clear explanations.
Glad it was helpful!
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! :)
Outstanding channel! Thank you very much Josh. Request for time series analysis if you have the time!
your explanation are just too good, I hope every teacher becomes like you
Thank you!
The best channel I have ever found on TH-cam to get extra help in my statistics and data science study.
Thank you! :)
Incredible, how he can manage to explain so clearly, way to go!
Thank you! :)
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.
Thanks for doing all these videos. It is helping me a lot during my PhD!
Thank you very much! :)
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!
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!
I really appreciate the effort you put into making these educational videos. You're my hero!
Thank you! :)
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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I thought I already knew covariance, but this video gave me new insight. StatQuest videos are very much fun. Thank you and BAM!
Awesome! :)
Humor and substance together, legend!!
BAM! :)
Seriously Josh, you are THE BEST !!! Thanks for such clear explanations.
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!
Love you man !!!
You make statistics and machine learning algorithms very easy to understand.
Thank you! :)
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.
Thank you Josh for this amazing work! I really enjoyed your presentations and I appreciate the hard effort made in them :)
Thank you! :)
You are great! the way you illustrate everything and the animations are awesome!
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!!! :)
Thank you, Josh. I am a university student who just learned covariance like never before. Thank you so much.
bam! :)
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
BAM! :)
dude i have been studying this for years
it is the first time to really understand the covariance
ty
bam!
This channel is awesome. I love your teaching style ❤️❤️❤️
Thank you very much! :)
12:35 : laughed hard at this "bam".
thanks for the content Josh! so much value on these videos!
Thanks! :)
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 love your videos and humor. i'm learning more here than i am in my masters.
Awesome! :)
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/
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. :)
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 ;)
:)
The best teacher ever. Thank you😊
Thank you very much! :)
❤ No comments.. Just love and respect
Thank you!
God bless you. You are geek rockstar. You saved me while my tutors terribly failed. :)
Happy to help! :)
Very clear and detailed explaintion of covariance. You rock man
Thank you! :)
So precious, very understandable. Asthonishing job. Thanks a lot.
Many thanks!
Amazing, this was exactly what I was looking for. An explanation for why the formula works
Glad you liked it!
best explanation for covariance and correlation. Thanks so much!
Hooray! Glad it was helpful!
Finally i understand the purpose of myltyplication . The main idea is to see trend . Negative or positive. Thanks
:)
Thanks for the great videos, positive correlation between watching and understanding
Hooray!!! Thank you so much for supporting StatQuest!!! BAM!!! :)
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).
Best Covariance and Correlation explanation ever!
Thank you! :)
Best channel for learning stats
Thank you!
Your videos are way better than most of the paid courses.
Thanks!
Hooray:) I found a super videos about the basics of statistics on TH-cam! Watching your videos like " do do do do do do" and I understood ,BAM!
Wow, thank you!
Brilliant explanation. Thank you!
Glad you enjoyed it!
Whats on earth that we have such a good stat teacher like you!!!
Thanks! :)
Wouuw triple BAM, your explanation is very easy to consume. Great Josh!!!!
Thank you! :)
You make statistics interesting to learn
Thank you! :)
Wonderful explanation and edition
Thank you!
Extremely entertaining and helpful. BAM!
Glad it was helpful!
tnx Josh.You’re great as always.
I appreciate that!
Simply the best! You made my day a little better again 😃
I'm so glad!
possibly one of the best explanation.
Thanks!
Thank you very much, the video is extremely helpful
everything Crystal Clear! great video
Awesome! :)
Amazing explanation. You save my day
Awesome! :)
Crystal clear explanation.
Thanks! :)
A masterful educator! Thank you Josh!
Thank you!
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 :)
You are much better than my lecturer at uni.
Thanks! :)
This video has helped me out a bunch for my level 1 CFA exam. 👍
Awesome! Congratulations! :)
Thank you so much! You are like a gift ❤️
Thank you! :)
Amazing. thank you for such a fun and informative video
Thanks!
Thanks a lot ! it give me an intuitive explanation of the covariance !
Glad it was helpful!
You are a great stat teacher on TH-cam
Thank you!
Great explanation, thanks!!
Thanks! :)
Awesome as always!
Thanks again!
Thanks so much brother, this is the way everyone should learn. this dude is awesome. Thanks buddy
Thank you very much!