27 Comments

  1. This doesn't seem surprising me and at least intuitively they represent the same logic that you can proof that with some substitutions. Specifically as soon as you start thinking of the square root as the product of two random numbers rather than a single number it shifts your perception, assuming the random numbers all fall between 0 and 1 with the same distribution.

  2. Dear 3blue1brown,

    I am taking probability class this semester, so I am finally able to understand this as a continuous random variable and I'm still surprised that the CDF is x²

  3. So "both of these processes have the same cumulative distribution function, that's why they are identical." No, that's the definition of identical, not the why. (How else did you even know that they were equal?? You just said so, with no justification, at (0:40) .. "in the sense that the distribution describing these results is the same.") As you said, the probability of a specific outcome like 0.7 is zero. What's the same for both is the prob (X < 0.7). That's the distribution.

  4. No. It should not feel "wrong" that two different random processes have the same probability. There's no reason one thing cannot be the result of two separate processes. (To give a simplified example, "13" is both the answer to "6 + 7" and also "26 divided by 2." Is that "wrong" ?? No. Likewise with x^2 here.)

  5. It makes sense as the limit of the number of terms approaches infinity too. Suppose you took the max of infinite randoms between 0 and 1–you probably get 1; and, if you take some number to a power near zero, you also get one. Pretty cool.

  6. Well it's not identical because imagine two 0->1 numbers n1 and n2. the probability of max(n1,n2) being larger than the initial numbers n1 and n2 is 1-n1 for n2 and 1-n1 for n1. square root's uses 1 number n1 and ALWAYS scales it up, probability of 100. that's like saying f(x)=x is steeper than f(x)².

  7. Like every probability proof, I cant tell if this is trivially easy – or the proof is so clever as to make it obvious. I went through a math of probability textbook, and it felt like I just rewrote the normal distribution 200 times.

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