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- Path: 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
-
- 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
- ---------------------------------------------------
-