Just a dump question about lenses. Really!!!

Why DSLR lenses are so big compare to the compact digital cameras?

Longer focal lengths. Focus motors built into them. Far more aperture choices. And most importantly, far far far better glass.

Why some DSLR lenses are longer or bigger than other DSLR lenses?

Focal length is the biggest reason. Maximum aperture plays a part as well. Having the built-in focus motor can affect size.
just to add: bigger sensor (-> longer focal length to achieve the same angle of view) ... and often larger apertures
Another question. Why some lenses costs more expensive than others?

Same reasons a Ferrari costs more than a Kia.

Larger max. aperture. Single max. aperture in a zoom. Better glass. Faster focus motor. Better build materials.
Optical glass is crazy expensive. Higher quality glass as well as more of it even more crazy expensive. And the other stuff already stated.
The Ferarri vs Kia comparisson is just too apt! The faster ones (cars, lenses) cost more!

With Lenses, "faster" means it collects the same amount of light in a shorter amount of time.
Another reason about the size is
ingle Lens Reflex camera has a mirror + prism (or mirror + pentamirror) inside the body. And that take up space. When manufacturers were able to get rid of them, the body become smaller (i.e. Mirrorless camera)

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