Maximum Likelihood For the Normal Distribution, step-by-step!!! @statquest
Maximum Likelihood For the Normal Distribution, step-by-step!!!  @statquest
Uploaded September 2018 | Updated September 2026, 1 week ago
Calculating the maximum likelihood estimates for the normal distribution shows you why we use the mean and standard deviation define the shape of the curve.
NOTE: This is another follow up to the StatQuests on Probability vs Likelihood
youtu.be/pYxNSUDSFH4 and Maximum Likelihood: youtu.be/XepXtl9YKwc
Viewers asked for worked out examples, and this one is super mathy, but I just couldn't say "no"!

For a complete index of all the StatQuest videos, check out:
statquest.org/video-index

If you'd like to support StatQuest, please consider...

Patreon: patreon.com/statquest
...or...
YouTube Membership: youtube.com/channel/UCtYLUTtgS3k1Fg4y5tAhLbw/join

...buying one of my books, a study guide, a t-shirt or hoodie, or a song from the StatQuest store...
statquest.org/statquest-store

...or just donating to StatQuest!
paypal.me/statquest

Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter:
twitter.com/joshuastarmer

0:00 Awesome song and introduction
0:45 Overview of the normal distribution equation
1:41 Example with one data point
5:38 Example with two data points
7:35 Example in 'n' data points
8:08 Solving for the MLEs for mu and sigma
18:54 Review of concepts

Correction:
2:39 I said likelihood=0.03 for mu=30, but mu=28 is in the equation.

#statquest #MLE #statistics
Maximum Likelihood For the Normal Distribution, step-by-step!!!A Drink From The Welljoe and sueMultiple Regression, Clearly Explained!!!Machine Learning Fundamentals: Bias and VarianceLive Stream - More details about Target Encoding/AMA/Silly SongsWildest DreamsThe StatQuest Introduction to PyTorchLittle Red FiatEncoder-Only Transformers (like BERT) for RAG, Clearly Explained!!!Backpropagation Details Pt. 2: Going bonkers with The Chain RuleXGBoost in Python from Start to Finish
StatQuest with Josh Starmer |

Maximum Likelihood For the Normal Distribution, step-by-step!!!

SHARE TO X SHARE TO REDDIT SHARE TO FACEBOOK WALLPAPER