Robust measure of spread resistant to outliers. More reliable than standard deviation for skewed data.
Median Absolute Deviation (MAD) is a robust measure of variability that calculates the median of absolute deviations from the median. It resists the influence of outliers far better than standard deviation.
MAD = median(|x_i − median(X)|)
Why MAD is Superior for Outliers:
MAD vs Standard Deviation: SD uses squared deviations (emphasizes extremes). MAD uses absolute deviations (treats all deviations linearly). For symmetric distributions with outliers, MAD is more representative of typical spread.
Sort dataset and locate middle value. This is the reference point for deviations.
For each value, compute |value − median|. Keep all deviations as positive numbers.
Arrange absolute deviations from smallest to largest to find their median.
The median of absolute deviations is your MAD value. Optionally scale by 1.4826 for SD comparison.
Dataset: 1, 1, 2, 2, 4, 6, 9 Step 1: Find median Sorted: [1, 1, 2, 2, 4, 6, 9] Median (middle value) = 2 Step 2: Calculate absolute deviations from median |1 - 2| = 1 |1 - 2| = 1 |2 - 2| = 0 |2 - 2| = 0 |4 - 2| = 2 |6 - 2| = 4 |9 - 2| = 7 Step 3: Sort the deviations Sorted deviations: [0, 0, 1, 1, 2, 4, 7] Step 4: Find median of deviations MAD = median = 1 (middle value of 7 deviations) Step 5: Scale MAD (optional) Scaled MAD = 1 × 1.4826 = 1.4826 Use this for comparing to standard deviation (≈ 2.19 for this dataset)
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