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Median Absolute Deviation
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DOI：10.1002/9781118445112.stat06232.png)
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Abstract
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Abstract
The median deviation is a measure of scale based on the median of the absolute deviations from the median of the distribution. For a normal distribution, the median deviation is somewhat less efficient than the standard deviation or the average deviation as a measure of scale, but this advantage quickly reverses for distributions with heavier tails.
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