Median Absolute Deviation
David C. Howell
Abstract
David C. Howell
Abstract
Abstract The median deviation is a measure of scale based on the median of the absolute deviations from the median of the distribution. For a normal distribution, the median deviation is somewhat less efficient than the standard deviation or the average deviation as a measure of scale, but this advantage quickly reverses for distributions with heavier tails.
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Abstract The median deviation is a measure of scale based on the median of the absolute deviations from the median of the distribution. For a normal distribution, the median deviation is somewhat less efficient than the standard deviation or the average deviation as a measure of scale, but this advantage quickly reverses for distributions with heavier tails.
Key concepts: Standard deviation, Absolute deviation, Relative standard deviation, Mathematics, Measure (data warehouse), Statistics, Geometric standard deviation, Distribution (mathematics)