Chi-squared Goodness of Fit Test! Extensive video!

Sdílet
Vložit
  • čas přidán 15. 08. 2024
  • See all my videos at www.zstatistic...
    0:42 INTRODUCTION
    3:40 EXAMPLE 1 - Formal goodness of fit test (1 df)
    17:02 ADVANCED - Where is the normal distribution hiding??
    22:56 EXAMPLE 2 - Formal goodness of fit test (2 df)
    Formula proof:
    It actually exists neatly on the wikipedia page for the chi-squared distribution (en.wikipedia.o....
    See the bottom of the introduction.

Komentáře • 117

  • @gunjansharma6406
    @gunjansharma6406 Před 3 lety +15

    You are the best stats tutor I have ever found in you tube... Love and good wishes from India.. ☺️

  • @elcapitano1633
    @elcapitano1633 Před 4 lety +81

    You are like the coolest teacher ever! How can we repay your favors? Have you thought about a setting up a patreon page? Your videos are insanely good.

    • @teachingfunn8223
      @teachingfunn8223 Před 4 lety

      Yes he is cool

    • @korman9872
      @korman9872 Před 2 lety

      Yap he is good when explain

    • @jc_777
      @jc_777 Před 11 měsíci +1

      I think my university's Statistics dept should all be fired and all the fund there's left should be transfered to this guy's bank account

  • @amywilderson85
    @amywilderson85 Před 3 lety +5

    You solved the mystery of the relationship of chi-0squared and normal distribution for me

  • @pedrocolangelo5844
    @pedrocolangelo5844 Před 2 lety +3

    You certainly have one of the best channels on CZcams, sir. Thank you for sharing your knowledge with us!

  • @sankimalu
    @sankimalu Před 4 lety +23

    I’m a budding actuary and this was on one of my exams! It is so fulfilling to finally understand why we actually use this test and not just having to memorize a formula to pass an exam...

    • @PunmasterSTP
      @PunmasterSTP Před 2 měsíci

      How are things going as an actuary?

  • @desnamjp
    @desnamjp Před rokem +3

    I am taking my doctoral comprehensive exams next month. I was resigned to failing STATS but your videos are truly giving me confidence. To say Thank you would be grossly understated.

  • @ohnotoyota4692
    @ohnotoyota4692 Před 2 lety +1

    Excellent, specially the explanation on why we use the formula. Thank you!!!

  • @ehsangoodarzi7341
    @ehsangoodarzi7341 Před 4 lety +1

    the best explanation of this subject I've ever seen on the net. pretty outstanding. i appreciate that. you put an end on my vague understanding of chi-squared distribution.

  • @batatambor
    @batatambor Před 4 lety +1

    Excellent! I've been searching the normal explanation for a long time and it's really comforting to finally understand why the goodness of fit test works.

  • @fatriantobong2097
    @fatriantobong2097 Před 2 lety

    love how you all the sudden remind us about binomial and chi square, it makes all the things i learned converges to one

  • @kalyanakrishna6524
    @kalyanakrishna6524 Před 3 lety +1

    Awesome explanation! Especially about the hidden z-distribution. Thanks a ton!!

  • @johnsteedman7937
    @johnsteedman7937 Před 10 měsíci

    Thanks A LOT for explaining why the test statistic follows the chi-squared distribution. It's so much better than just learning the formulae¬

  • @joserobertopacheco298
    @joserobertopacheco298 Před 3 lety +2

    Writing from Brazil, I would like to say that this is one of the best mathematical videos I have ever watched. Thank you and congratulations.

  • @sahilkathuria9850
    @sahilkathuria9850 Před rokem

    Thank you for these great informative videos. Best explanation I found till now related to the Chi square distribution.

  • @louisdedeken2904
    @louisdedeken2904 Před 4 lety +4

    Absolute legend, love your work m8te, keep up the good work
    Cheers from Belgium

  • @rishabhchoudhry5618
    @rishabhchoudhry5618 Před 3 lety

    Finally understood where the normal distribution fits into the test statistic. Thanks a lot

  • @akashdatta1820
    @akashdatta1820 Před 3 měsíci

    Thanks a lot. I wish I could depict how much you had helped me.

  • @xinfeili6211
    @xinfeili6211 Před 3 lety

    Your video is so detailed along with our curiosities! My mind got clear through this easy and fun video.

  • @rajat4640rajat
    @rajat4640rajat Před rokem

    Nice one. I was really searching for the explanation of the expression used in the test, which I got at the end of your video. Thank you so much.

  • @justsomegirlwithoutamustac5837

    UR VIDEOS R SO FREAKING AWESOME PLZ KEEP MAKING CONTENT LIKE THIS

  • @iftrejom
    @iftrejom Před rokem

    Thank you so much for such a comprehensive guide to chi-squared. Yo u made it so easy to understand!

  • @PunmasterSTP
    @PunmasterSTP Před 2 měsíci

    Goodness of fit? More like "Great lectures that are lit!" 🔥

  • @haraldurkarlsson1147
    @haraldurkarlsson1147 Před 3 měsíci

    Very nice demonstration and explanation. However, excel is not the only we to calculate the values for chi-squared. R does an excellent job and is free to boot.

  • @harshitmangwani7213
    @harshitmangwani7213 Před 3 lety

    Tons of gratitude for this video. Easily one of my all-time favorites :)

  • @LanaUSA212
    @LanaUSA212 Před 4 lety +1

    Thank you so much ❤️ I am in grad school and your videos are the life savers. My college professor can not explain everything as good as you do !!!!

  • @manog8713
    @manog8713 Před 5 měsíci

    Excellent presentation and explnantion. Well done.

  • @elvinphilip3410
    @elvinphilip3410 Před 2 lety

    You are a gifted teacher! Thanks!

  • @dilaraesmer
    @dilaraesmer Před 3 lety

    "Learning to predict rare events from sequences of events
    with categorical features is an important, real-world, problem that existing statistical and machine learning methods are not well suited to solve." Gary M. Weiss*
    and Haym Hirsh
    Thank you for your video :)

  • @cococnk388
    @cococnk388 Před rokem

    Concepts explanation make easier to understand the formula.
    Anyway I have never been able to memorise a formula..
    Thanks Zed.

  • @jameszhai6160
    @jameszhai6160 Před 2 lety +1

    Hey Justin, An awesome explanation about chi-square: I had read lots of articles and lectures about chi-square expecting to know why it can be used on goodness of fit tests, but no one gave explanation about why. You explained well using binomial distribution. Thank you, and will follow you on statistics topics.

  • @adityasatyam6300
    @adityasatyam6300 Před 3 lety

    This is brilliant Sir . YOU ARE A GEM really .

  • @rajvimittal3753
    @rajvimittal3753 Před 2 lety

    This was just amazing. I got it in one go! Thanks a lot for doing this!

  • @user-vu9st6fd7v
    @user-vu9st6fd7v Před rokem

    Such amazing explanation that just about to make me cry 😭

  • @Competent00
    @Competent00 Před 3 lety

    I never knew it would be this easy until i watched this video

  • @Engineer78206
    @Engineer78206 Před 2 měsíci +1

    great video

  • @sinaabedini7487
    @sinaabedini7487 Před 4 lety

    Beautifully video, skillfully made. Thank you

  • @appdroide100
    @appdroide100 Před 4 lety

    Really cool video bro, it's absolutely well explained , keep it up!

  • @zhizhongpu8937
    @zhizhongpu8937 Před 3 lety +1

    Since the idea comes from a binomial distribution, why do we use a Chi-squared test, instead of developing some tests based on binomial distribution?

  • @newtonocharimenyenya2458

    A Very GREAT Piece.

  • @MDMAx
    @MDMAx Před 2 lety

    Thank you, teacher!

  • @deepblueocean5055
    @deepblueocean5055 Před 2 lety

    This is really informative, Thank you!

  • @jmpoul0181
    @jmpoul0181 Před 4 lety +1

    Tres bien explique.

  • @josechvaicer7328
    @josechvaicer7328 Před 2 lety +1

    Excellent video! My question, if you may, is why for the 2nd example the complementary deviations are not included in the Summation formula ? What I mean is for the 1st example the left hand + the right hand deviations were summed up, but for the 2nd example, you included only those who choose ROCKs + Only those who choose scissors and only those who choose paper, but not those who did not choose Rocks + those who did not choose scissors + those who did not choose paper. Why is that so?

  • @zhuwenhao4852
    @zhuwenhao4852 Před 11 měsíci

    nicely done.

  • @searchmeinyoutube
    @searchmeinyoutube Před 3 lety

    You're so cool, unlike my professors.

  • @user-fg8pe9hd7u
    @user-fg8pe9hd7u Před 10 měsíci

    It's a good video you have really helped me

  • @oishaneekar8024
    @oishaneekar8024 Před 4 lety

    you deserve a lot more!!!!

  • @dadmehr6841
    @dadmehr6841 Před 2 lety

    Great video! Thank you!

  • @tensor131
    @tensor131 Před 3 lety +1

    Really great stuff this. I'm working my way through your chi-squared vids. Now have I missed something here? If you give that question to a student who has not yet met chi-squared, surely it is solvable by using a binomial hypothesis test (H0: X~B(75,0.12) etc.) I guess my question is this: 'in the real world' which method do statisticians use for 2 category data and does it always reach the same conclusion? It would seem odd to opt for a test that uses an approximation (large n normal approx to binomial and/or approximation to chi-squared) when one can easily (using a computer or advanced calculator) carry out an EXACT binomial hypothesis test. I can see that for more than 2 categories, you would need a "multinomial hypothesis test" (if such a thing exists) and that sounds way more complicated than chi-squared in that case!

  • @luiscalama8737
    @luiscalama8737 Před 2 lety

    Nice video, it helps a lot

  • @matomerabothata1526
    @matomerabothata1526 Před 4 lety

    you are excelling on this sudject

  • @truongphu7407
    @truongphu7407 Před 3 lety

    It is helpful video. Could you tell me how to find the p value range (a

  • @weeradasattayawuthipong3460

    thank you so much

  • @ashraf736
    @ashraf736 Před 3 lety

    Thanks for the knowledge

  • @ellenhart2841
    @ellenhart2841 Před 2 lety

    Thx. Great Video!

  • @uzmaiqbal1952
    @uzmaiqbal1952 Před 4 lety

    Thank you soo much for lecture this topic kindly upload lecture about basian or base theorem

  • @loicvandenbroeck2532
    @loicvandenbroeck2532 Před 4 lety +1

    Hi ! Thanks for the video, will you make another on the Fisher distribution ?

  • @sheetalborar6813
    @sheetalborar6813 Před 2 lety

    i love your voice!

  • @jonathanwieler8863
    @jonathanwieler8863 Před 3 lety

    Thank you!!! This helps a lot!!!

  • @adamkinsey3139
    @adamkinsey3139 Před 3 lety

    Using the Binomial distribution, the answer you get to this question is that there's a 10.2% chance of getting this data from such a sampling.
    (assuming that the "true" percentage of left-handers in society is 12%.)
    Why does using the Binomial method give such a drastically different result than the Chi-squared test method?

  • @sanchitamayekar7247
    @sanchitamayekar7247 Před 3 lety

    This is amazingg!! Thank you so muchh!!

  • @ricardoafonso7563
    @ricardoafonso7563 Před 3 lety

    .
    Thank you
    A nice lesson..
    at age nearly 60 ...soon
    .

  • @vrushalibhise7375
    @vrushalibhise7375 Před rokem

    Could you pls pls pls help me with the solution of this qn...
    A frequency data is classified in 9 classes and Gamma distribution is fitted to it after estimating the Parameters. If a Chi square, goodness of fit test is to be used without combining the classes, the degrees of freedom associated with chi square test are:
    9
    8
    7
    6
    Could you help me answer this!

  • @pedrodasilva9189
    @pedrodasilva9189 Před 2 lety

    Hello Zed, could you please do a video on different hypotheses testing for contingency table models? Thanks!

  • @claudio_rosa.consultoria5074

    Fantastic :)

  • @janinajochim1843
    @janinajochim1843 Před 4 lety +1

    Thanks for the video!!!!
    One quick question that's beyond me:
    Once we know that a binomial distribution with a large n is basically a normal distribution (this explanation may be clumsy) why WOULD we square is. In the video you are saying "What happens if we square it?" but what is the reason for squaring it ?? Thank you!!!

    • @adarsharao
      @adarsharao Před 3 lety

      I am not as good as him in explaining.. check out czcams.com/video/80ffqpZdKiA/video.html 10:00

  • @Dupamine
    @Dupamine Před 5 měsíci

    But why do we specifically use chi square to do this fit test ? Why not any other distribution such as exponential ? Why specifically chi square ?

  • @manuelolazabalmoran2667

    Why Chi-Squared test is used for qualitative variables if the distribution is obtained from a Gaussian distribution (which is quantitative continuous data)?

  • @subtlethingsinlife
    @subtlethingsinlife Před 2 lety

    Still I am not able to intuitively understand as to why chi square distribution can be used for testing goodness of fit .. still can't wrap my head around

  • @henrmota
    @henrmota Před 4 lety +1

    how about to do an entire course with quality and get the payment you deserve, as we get the knowledge we deserve.

  • @sciencescience9102
    @sciencescience9102 Před 3 lety

    Super!!!!! Thank you!!

  • @tomharte9371
    @tomharte9371 Před 3 lety

    Excellent video.
    How does the sample size flow through from the Normal distribution into the Chi distribution? If your example had 110 left handed students out of 750 in the art class then we would reject the null hypothesis?

  • @paschaliskagias9675
    @paschaliskagias9675 Před rokem

    Hi. Your videos are great. I have one question. Chi-squared is appropriate to be used to test the first digit law (Benford's law)?

  • @loislovescheese4776
    @loislovescheese4776 Před 8 měsíci

    what if you had 3 replicates for each variable (say i have variables a, b, c, d and 3 replicate values for each (eg variable a has values 0.1, 0.2, 0.3) can I do the chi squared test on the 4 variables? Do I have to find the mean of each variable then do the chi squared test? or is there a better test for that? Thanks!

  • @lukavidakovic2385
    @lukavidakovic2385 Před 4 lety

    thanks for the help

  • @LetsgoWw3
    @LetsgoWw3 Před 3 lety

    Thanks a lot

  • @vimukthirandika872
    @vimukthirandika872 Před 2 lety

    Nice ❤

  • @benjaminmoshref1601
    @benjaminmoshref1601 Před 3 lety

    Thank you so much, I finally understood how to do a goodness of fit test after struggling with it for more than a week. But I've got one question: if I'm applying it to a linear fit of a given set of physical measurements, so I have a one by one relationship between the expected values and the observed ones, can I do a chi square test? Because one of the applicability hypotheses for doing this kind of test is to exceed at least the frequency of five but for a linear fit what does it mean? Do i have to kind of group my data or I am not able to do this chi square test in the case of a linear fit? Thank you in advance, I am a second year physics student

  • @kanishkbakshi10
    @kanishkbakshi10 Před 3 lety

    I performed a chi-square goodness of fit test on my Signal Detection Theory. In the residuals, I am seeing that the residuals of Hits and Misses are mirror images of each other (For example: 1 and -1) and similarly for the residuals of False Alarms and Correct Rejections, they are also mirror images of each other (For example: 5 and -5). I used counterbalancing while collecting data. Can you think of a reason as to why I am seeing these mirror images? Also, do you know of any references (papers, articles etc) that I can go through.

  • @7justfun
    @7justfun Před 2 lety

    How would you set Ho to be , shouldn't we be setting Ha to be 12% because that's what we want to prove ?

  • @blkscreen15
    @blkscreen15 Před 6 měsíci

    Since this is a two-tailed problem, should the alpha be 2.5%?

  • @grouse6
    @grouse6 Před 3 lety

    Can you use chi squared on outcomes of an intervention. For example if the results are positive or negative.

  • @samueldarenskiy6893
    @samueldarenskiy6893 Před rokem

    Wouldn't you need to do a two tale test for this?

  • @sitrakamatthieu
    @sitrakamatthieu Před 4 lety +1

    Wooow thank you !!! T^T

  • @ShubhamSingh-lx6fd
    @ShubhamSingh-lx6fd Před 2 lety

    How did u get 200 in Excepted row for rock paper scissors?

  • @jivillain
    @jivillain Před 4 lety +1

    20:23 n*pi > 5; n(1-pi) > 5. Why is that?

    • @powerclasses2931
      @powerclasses2931 Před 3 lety +1

      The Central Limit Theorem applies even to binomial populations like this provided that the minimum of np and n(1-p) is at least 5, where "n" refers to the sample size, and "p" is the probability of "success" on any given trial. Probabilty of Success here is proportion of population left handed = 0.12

  • @kristendang6778
    @kristendang6778 Před 3 měsíci

    How do you get the level of significance at 5%? Is this standard?

  • @vinodkumarreddyreddy353

    Hi, I have seen both of your videos on Chi-square goodness of fit and Test for independence and got confused as I found both solutions and conclusions to be similar except for p-value could you say in brief what is the main difference between both the Tests.

    • @imanesarrou6708
      @imanesarrou6708 Před 2 měsíci

      Hello there did you find the answer to your question cz I have the same concern and I still can't figure out how to differentiate between the two methods. I would appreciate it if you could provide me with an answer.

  • @joeo1598
    @joeo1598 Před 2 lety

    Is there such thing as confidence intervals for our proportions, with Chi squared? Or is that only doable with parametric stats?

  • @fatriantobong2097
    @fatriantobong2097 Před 2 lety

    why dont we split the alpha by 2?

  • @carlostolosa6530
    @carlostolosa6530 Před 3 lety

    8:55 why k=1 but we have 2 terms in the summation?

  • @Vivekagrawal5800
    @Vivekagrawal5800 Před 2 lety

    Is that z similar as z distribution or z test formula?

  • @kristalkristal2506
    @kristalkristal2506 Před 4 lety

    When you use the number pi do you mean p as in probability or the irrational number pi? I don't mean to nitpick, but this is confusing to read since pi is like a reserved word in mathematics. I've never seen the letter pi being used to refer to anything other than the constant pi, and seeing it here, I really have to think about what it is that you intend to express.
    I'm honestly confused about the formula at 21 minutes because (1-pi) is negative, and there is no real square root of a negative number.
    Help, please?

    • @zedstatistics
      @zedstatistics  Před 4 lety

      Believe it or not, in statistics we often use the greek letter pi to mean the "population proportion". I mention that this is what it represents at 18:25. Hope that helps :)

  • @youcefyahiaoui1465
    @youcefyahiaoui1465 Před 3 lety

    Zedstats, awesome course. However, right about 16:28 in the video you keep saying that the p value is the shaded area. It is actually not. p

  • @IQBRILLIANT-sj4ys
    @IQBRILLIANT-sj4ys Před měsícem

    Is it not two tail ?

  • @keshavbansal5148
    @keshavbansal5148 Před 3 lety

    Tough topic!!!

    • @keshavbansal5148
      @keshavbansal5148 Před 3 lety

      But definitely the best explanation I could find on youtube

  • @marioalberto10
    @marioalberto10 Před 2 lety

    WHERE DO YOU GET THE EXPECTED VALUE IF NOT FROM AN OBSERVATIONAL STUDY, I MEAN WTF

  • @medicinalvl-up862
    @medicinalvl-up862 Před 3 lety

    boss!!!!!!!!!!!

  • @uzmaiqbal1952
    @uzmaiqbal1952 Před 4 lety

    What is basian estimation

    • @zedstatistics
      @zedstatistics  Před 4 lety

      If you check my website I have a video on bayesian stats in my Statistical Inference series !

  • @just_a_viewer5
    @just_a_viewer5 Před rokem

    I am making the 100th comment!