Mean Absolute DeviationΒΆ

Mean Absolute Deviationalgorithm is commonly used as a robust measure of the variability of data. The basic formulat is stated as follows:

\[\text{MAD} = \text{Median}[(|Y_1-\text{Median}(Y)|, |Y_2-\text{Median}(Y)|, \ldots, |Y_N-\text{Median}(Y)|)^T \, \text{,}\]

where \(Y_i\) denotes the \(i\)th element of the input data vector \(Y\). \(|\cdot|\) returns the absolute value and \(T\) denotes the transpose of the vector. Median algorithm returns the Median value of \(Y\).

Input Parameters

Parameter Type Constraint Description Remarks
\(Y\) \(Y \in \mathbb R^N\) \(N \in \mathbb{N}\) Input data vector of length \(N\) None

Output Parameters

Parameter Type Constraint Description Remarks
\(\text{MAD}\) \(\text{MAD} \in \mathbb R\) None None None

Single Steps using the Algorithm

References

    1. Mosteller, J. Tukey, Data Analysis and Regression, Upper Saddle River, NJ: Addison-Wesley, 1977.
    1. Sachs, Applied Statistics: A Handbook of Techniques, New York: Springer-Verlag, 1984.