For other statistical measures also abbreviated as "MAD", see Average absolute deviation.
In statistics, the median absolute deviation (MAD) is a robust measure of the variability of a univariate sample of quantitative data. It can also refer to the population parameter that is estimated by the MAD calculated from a sample.[1]
For a univariate data set X1, X2, ..., Xn, the MAD is defined as the median of the absolute deviations from the data's median :
that is, starting with the residuals (deviations) from the data's median, the MAD is the median of their absolute values.
^Dodge, Yadolah (2010). The concise encyclopedia of statistics. New York: Springer. ISBN 978-0-387-32833-1.
and 23 Related for: Median absolute deviation information
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defined as the ratio of the standard deviation σ {\displaystyle \sigma } to the mean μ {\displaystyle \mu } (or its absolute value, | μ | {\displaystyle |\mu...
{\bar {X}}_{N}} , median X ~ N {\displaystyle {\tilde {X}}_{N}} , standard deviation s N {\displaystyle s_{N}} and medianabsolutedeviation s ~ N {\displaystyle...
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