Variance: Why n-1? Intuitive explanation of concept and proof (Bessel‘s correction)
Автор: statsandscience
Загружено: 2021-08-22
Просмотров: 21024
You might have learned that in some instances you don't divide by n when you calculate the empirical variance of your data but by n-1. This is known as Bessel's correction. In this video, I will explain when to use it, why we need a correction in the first place, and why this correction happens to be this weird n-1 thing you all know and wonder about.
0:00 - Intro
1:33 - What is variance?
4:28 - When to use the correction and what happens if you don't
9:20 - Explanation of bias involving sample mean
17:03 - Proof why n-1 eliminates bias involving sample mean
21:56 - Explanation and proof using pairwise differences
28:42 - Summary
If you want to read more about the topic:
https://en.wikipedia.org/wiki/Bessel'...
https://aaronjfisher.github.io/why-di...
https://stats.stackexchange.com/quest...
https://stats.stackexchange.com/quest...
https://www.quora.com/If-we-used-the-...
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке:
