Median absolute deviation
Statistical measure of variability / From Wikipedia, the free encyclopedia
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For other statistical measures also abbreviated as "MAD", see Average absolute deviation.
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 X1, X2, ..., 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.