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Median absolute deviation information


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 X1X2, ..., 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.

  1. ^ Dodge, Yadolah (2010). The concise encyclopedia of statistics. New York: Springer. ISBN 978-0-387-32833-1.

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