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中位数绝对偏差

已有 7699 次阅读 2017-10-31 09:58 |个人分类:知识图谱|系统分类:论文交流

中位数绝对偏差.pdf

Median_absolute_deviation.pdf


The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant.

Because the MAD is a more robust estimator of scale than the sample variance or standard deviation, it works better with distributions without a mean or variance, such as the Cauchy distribution.




https://blog.sciencenet.cn/blog-554179-1083129.html

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