A minilecture on variable selection focusing with a simulation study to illustrate why the set of explanatory variables that are included should not be overemphasized. ... https://www.youtube.com/watch?v=nDBci9QRVWg
Bayesian statistics uses Bayes' Rule to make decisions. In the context of a parametric model, parameters are updated from the prior using data to obtain the posterior using Bayes' Rule. From this posterior, Bayes' estimators and credible intervals can be obtained. The video discusses the posterior expectation and equal-tail credible intervals. As an example throughout, the video uses a binomial model with a uniform prior on the probability of success. The posterior is shown (but not derived) to be a beta distribution. A brief detour to discuss the beta distribution ensures. R code is provided to perform all of the Bayesian analyses for binomial data.
Probability playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1FxJs9BG5Sbsy6NvCO3Qb1
Statistics playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1PZC6SgtuS-ESq4ti1GEFj
STAT 587: https://www.jarad.me/courses/stat587Eng/
STAT 587 Videos: https://www.jarad.me/courses/stat587Eng/slides/
Slides: https://www.jarad.me/courses/stat587Eng/slides/Inference/I03-Bayesian_statistics/I03-Bayesian_parameter_estimation.pdf
00:58 - Bayesian statistician
02:24 - Bayes' Rule
04:54 - Bayesian parameter estimation
07:10 - Bayesian notation
08:10 - Binomial model
10:53 - Beta distribution
12:52 - Beta densities
13:42 - Binomial example
15:09 - Posterior density
16:03 - Posterior expectation
17:44 - Credible intervals
19:37 - Credible interval visualization
20:05 - Summary
20:46 - Bayesian analysis for binomial model summary
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https://www.youtube.com/watch?v=xRbrg0P2xv8
A sampling distribution is the distribution of a statistic over samples of the data. Sampling distribution for a normal mean, a t-statistic, and a binomial proportion are discussed. In addition approximate sampling distributions based on the Central Limit Theorem are discussed.
Probability playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1FxJs9BG5Sbsy6NvCO3Qb1
Statistics playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1PZC6SgtuS-ESq4ti1GEFj
STAT 587: https://www.jarad.me/courses/stat587Eng/
STAT 587 Videos: https://www.jarad.me/courses/stat587Eng/slides/
Slides: https://www.jarad.me/courses/stat587Eng/slides/Inference/I05-Confidence_intervals/Sampling_distribution.pdf
00:25 - Sampling distributions
02:02 - Normal average
03:26 - T-statistic
04:27 - Binomial proportion
06:32 - Central Limit Theorem
07:48 - Approximate sampling distribution for binomial proportion
09:09 - Summary
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https://www.youtube.com/watch?v=1nJ6j9RrIu4
One of the most common transformations for the response or explanatory variable in simple linear regression is to take a logarithm of one or both of the variables. This video describes how to interpret the parameter estimates when logarithms are used so that the interpretation is back on the original scale of the data.
Probability playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1FxJs9BG5Sbsy6NvCO3Qb1
Inference playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1PZC6SgtuS-ESq4ti1GEFj
Regression playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp2xijRVpW7ucwSbToEAGBzq
STAT 587: https://www.jarad.me/courses/stat587Eng/
STAT 587 Videos: https://www.jarad.me/courses/stat587Eng/slides/
Slides: https://www.jarad.me/courses/stat587Eng/slides/Regression/R03-Logarithms/R03-Logarithms.pdf
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...
https://www.youtube.com/watch?v=f7jzXnj4ga8
Introduction to Poisson random variables which are used to model counts over time or space with no clear maximum value. A Poisson random variable has a single parameter called the rate parameter which is also the mean and variance of the random variable.
Discrete random variables:
part 1: https://youtu.be/ajLFqrPTAcY
part 2: https://youtu.be/FrL4Dcoy9MI
part 3: https://youtu.be/NXUkzZhrrcA
part 4: https://youtu.be/cnJjKX5AHi4
STAT 587: https://www.jarad.me/courses/stat587Eng/
Slides: https://www.jarad.me/courses/stat587Eng/slides/Probability/P2-Discrete_distributions/P2-Discrete_distributions.pdf
00:30 - Poisson experiments
01:53 - Poisson random variable
03:12 - New account activation example (Poisson pmf graphic)
04:39 - Poisson probability calculation
06:43 - Sum of independent Poisson random variables
07:44 - Sum of Poisson random variables probability calculation
08:54 - Manufacturing example
10:13 - Poisson approximation to a binomial
11:22 - Proofreading book example
12:26 - Summary (of all parts)
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https://www.youtube.com/watch?v=NTWD-EyTkR0
Dr. J introduces delves into more detail on permutations with replacement including intuition behind the formula and additional examples. To aid the intuition, the Fundamental Rule of Counting is introduced that states "if there are a ways of doing one thing and b ways of doing another thing, then there are a times b ways of doing those two things together." This is used to "derive" the formula for permutation with replacement (n^k where k is the number of elements in the resulting set and n is the number of elements in the original set). This formula is used to assess the number of possible passwords available in different password policies.
- Slides: http://jaradniemi.com/video/dr-js-guide-to-permutations-with-replacement/
01:01 - Fundamental Rule of Counting
02:14 - Formula intuition
04:00 - Simple passwords
04:50 - More complex passwords
05:26 - Even more complex passwords
08:17 - Number of passwords graphic
09:50 - Summary
...
https://www.youtube.com/watch?v=e2TZzoA5Zhs
Many uncertainty intervals are possible within a regression model. The most obvious are credible/confidence intervals for model parameters. But credible/confidence intervals can also be constructed for the expected response at any value of the explanatory variable. We can also construct credible/confidence intervals for a new observation which are typically referred to as prediction intervals.
Probability playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1FxJs9BG5Sbsy6NvCO3Qb1
Inference playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp1PZC6SgtuS-ESq4ti1GEFj
Regression playlist: https://www.youtube.com/playlist?list=PLFHD4aOUZFp2xijRVpW7ucwSbToEAGBzq
STAT 587: https://www.jarad.me/courses/stat587Eng/
STAT 587 Videos: https://www.jarad.me/courses/stat587Eng/slides/
Slides: https://www.jarad.me/courses/stat587Eng/slides/Regression/R01-Simple_linear_regression/R01-Simple_linear_regression.pdf
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https://www.youtube.com/watch?v=EamOTCiJzwI
A Bayesian parameter estimation using a Binomial model as an example.
** TYPO ** The plot of the density shown on slide 8 is incorrect. It should be a Beta(80,42), but instead was a Be(94,84) which was the posterior for Plumlee's free-throw percentage in the previous year.
...
https://www.youtube.com/watch?v=2_eFIyrOdJc
Introduction to continuous random variables including cumulative distribution function, probability density function, expectations, and variance.
Continuous random variables:
part 2: https://youtu.be/S_tw8UZqJ6U
part 3: https://youtu.be/c22x0xpvkyY
STAT 587: https://www.jarad.me/courses/stat587Eng/
Slides: https://www.jarad.me/courses/stat587Eng/slides/Probability/P3-Continuous_distributions/P3-Continuous_distributions.pdf
00:22 - Discrete vs continuous random variables
01:23 - Cumulative distribution function
02:40 - Probability density function (pdf)
04:12 - Example pdf
06:09 - Expectation
07:34 - Example expectation
08:19 - Expectation - center of mass
09:07 - Variance
09:48 - Example variance
10:04 - Comparison of discrete vs continuous random variables
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https://www.youtube.com/watch?v=KbfUnaiarps