Median Absolute Deviation (MAD) is a measure of variability in a sample of data, and is often used as an alternative to measures like standard deviation since it is more resistant to outliers.
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61 views
Median + MAD for skewed data
I am trying to figure out what happens if you apply hampel's outlier detection technique based on the median and the MAD to data that is skewed. Apparently, the advantage of hampel's method over ...
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1answer
63 views
Propagation of errors with median absolute deviation from the median?
Is there a theoretically-sound way to perform propagation of errors with robust statistics? I am trying to characterize the errors inherent in a measurement and propagate the uncertainty through ...
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2answers
367 views
Outlier detection for heavy-tailed data
Applying modified z-score for outlier elimination on some data (Iglewicz and Hoaglin, 1993), I discovered that a big proportion of the data (~10%) was outside the range ...
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1answer
137 views
Using MAD as a way of defining a threshold for significance testing
If I have a set of terms each term having a particular frequency associated with it (the number of the times the term has appeared in fixed corpus of papers), then is the following method of ...
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2answers
283 views
MAD equivalent for standard error
As far as I know, one can calculate the relative standard error from the standard deviation of a data sample. I am looking for the Median Absolute Deviation equivalent for standard error.
Does one ...
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3answers
292 views
Mean$\pm$SD or Median$\pm$MAD to summarise a highly skewed variable?
I'm working on highly skewed data, so I'm using the median instead of the mean to summarise the central tendency. I'd like to have a measure of dispersion
While I often see people reporting mean ...
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5answers
777 views
Use of robust spread measures such median average deviation and median filters for time series
I have a time series where I need to detect gross anomalies due to coding errors, not small shifts in the structure of the series. I am interested in the most recent data points, not historical data ...
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4answers
463 views
How to calculate overall standard deviation from standard deviation of sub-periods?
If I have the mean, s.d., median and count for sample A, and the same for sample B, can I throw away the samples, and calculate exactly mean, median and s.d. for the combination? Well the mean is ...
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1answer
480 views
Median of medians as robust mean of means?
The location and scale of a normally distributed data can be estimated by sampling the data then taking the mean of the sample means and standard deviations, respectively. For non-normal ...
