Do both terms mean the same thing or are they different?
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Mean deviation is the same as mean absolute deviation; it is mean deviation from the mean. $$ MAD=\frac{1}{N}\sum_{i=1}^{N}|x_i-\overline{x}| $$
Mean absolute difference is for two independent values $X$ and $Y$ $$ MD=E[|X-Y|] $$
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$\begingroup$ I couldn't comprehend the second formula notations (namely "E" and square brackets use). Can you help? $\endgroup$– ankitCommented Nov 25, 2016 at 12:22
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3$\begingroup$ it's expected value of variable, you can read a Wikipedia page for some information. $\endgroup$ Commented Nov 25, 2016 at 12:27
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$\begingroup$ @ankit see Mean absolute difference on Wikipedia for an equivalent equation for mean absolute difference that may be more comprehensible. $$\frac{1}{n^2} \sum_{i=1}^{n} \sum_{j=1}^{n} |x_i -y_j|$$ $\endgroup$– franzoCommented Jun 12, 2020 at 0:29