I'm not a native speaker of English. I was on YouTube and there was a title written "... My Dead Brother" I understood that it has same meaning between 'My Dead Brother' and 'My Late Brother'. But which one is used the most by the native English? Do those sentences have the same meaning?
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Google has scanned an enormous number of books as part of its Google Books effort and has a Google Ngram Viewer service that utilizes that scanning effort to provide a means for determining the prevalence of words or phrases in all of the books Google has scanned with the limitation that results are only available up until the year 2008. Using that service, one can see that the phrase "my late brother" has been far more common, at least in books, than "my dead brother," though in recent years the difference in frequency is far less than in the 19th century.
Though they have the same meaning, I would say that the phrase "late" is used more frequently than "dead" in other written media, including obituaries, to describe deceased relatives as well as in spoken conversations and I would attribute that discrepancy to the reason cited by Dan Bron in his comment and as noted in Euphemisms for Dead, Death or Dying:
French writer and philosopher Voltaire said, "One great use of words is to hide our thoughts." This is a concise explanation of why people use euphemisms -- the substitution of an inoffensive word or phrase for something generally considered offensive or insensitively explicit. Because the reality of death and dying makes us feel uncomfortable, we often resort to various euphemisms to indirectly reference the inevitable end of the human condition.
ex. "My late brother John was a highly skilled carpenter, working in the industry for over 25 years."
"My late brother" is the proper way to indicate that your brother has passed away
The meaning is the same, but the connotation is different. "Late" is considered more elegant and less harsh. It is basically a euphemism, although unlike "passed on" or "no longer with us," it has essentially the exact same meaning as the word it replaces.
It is worth noting, however, that late is used almost exclusively for people, whereas any kind of once-living creature can be dead. So "late" explicitly preserves the essential personhood of the referent in a way that "dead" does not.
Late has a slightly old-fashioned sound to it, reflecting its decreasing usage in our more blunt, less humanist and less elegant times. According to Google, the crossover point in popularity was actually more than a century ago, around 1885.