The mean and median absolute deviations

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Abstract

In this article, we present a survey of important results related to the mean and median absolute deviations of a distribution, both denoted by MAD in the statistical modelling literature and hence creating some confusion. Some up-to-date published results, and some original ones of our own, are also included, along with discussions on several controversial issues.

Keywords

Mean absolute deviation
Median absolute deviation
Standard deviation
Sampling distributions
Contamination
Robustness
Estimation
Skewness
Gini index
Peters formula
Asymptotics

Cited by (0)

Research partially supported by NSERC Grant 41-505 (Canada). The authors wish to warmly thank several colleagues that have helped to improve the content and the presentation of this paper. Thanks are also due to Professor N. Turkkan for setting up several complex computer programs.