Median Absolute Deviation

David C. J. Howell · Wiley StatsRef: Statistics Reference Online · 2014

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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