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Article #598Median absolute deviation from median
From: Don MacQueen
Date: Sat, 14 Nov 1992 00:39
Date: Sat, 14 Nov 1992 00:39
23 lines
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1219 bytes
Some members of the environmental monitoring division here are fond of using the median and the median absolute deviation from the median (the MAD) as summary statistics for samples that have some left censoring. Does anyone know of any good properties the MAD has? (regardless of whether there is censoring) For instance, the median minimizes the sum of the absolute deviations, so perhaps the median absolute deviation makes sense as a measure of variability. Is there more to it than that? Thanks -- --------------------------------------------------- Don MacQueen preferred macq@llnl.gov o.k. macq@alle.llnl.gov Lawrence Livermore Nat. Lab. 7000 East Ave., L-307 (510) 423-1062 Livermore, CA 94550 ---------------------------------------------------
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Path: arc1-ca.pugleaf.net!sparky!uunet!portal!lll-winken!miguel.llnl.gov!macq From: macq@miguel.llnl.gov (Don MacQueen) Newsgroups: sci.math.stat Subject: Median absolute deviation from median Message-ID: <141430@lll-winken.LLNL.GOV> Date: 14 Nov 92 00:39:47 GMT Sender: usenet@lll-winken.LLNL.GOV Organization: Lawrence Livermore National Laboratory Lines: 23 Nntp-Posting-Host: miguel.llnl.gov