Median absolute deviation

Uncommon card · No. 156550

In statistics, the median absolute deviation (MAD), also referred to as the median absolute deviation from the median (MADFM), is a robust or outlier-resistant measure of the variability of a univariate sample of quantitative data. For a univariate data set X1, X2, ..., Xn, the MAD is defined as the median of the absolute deviations from the data's median, MAD = median ⁡ ( | X i − X ~ | ) {\displaystyle \operatorname {MAD} =\operatorname {median} (|X_{i}-{\tilde {X}}|)} . It can also refer to the population parameter that is estimated by the MAD calculated from a sample.

Read on Wikipedia