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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? $\endgroup$
    – ankit
    Nov 25, 2016 at 12:22
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    $\begingroup$ it's expected value of variable, you can read a Wikipedia page for some information. $\endgroup$ Nov 25, 2016 at 12:27
  • $\begingroup$ @ankit see Mean absolute difference on Wikipedia for an equivalent equation for mean absolute difference that may be more comprehensible. $$\frac{1}{n^2} \sum_{i=1}^{n} \sum_{j=1}^{n} |x_i -y_j|$$ $\endgroup$
    – franzo
    Jun 12, 2020 at 0:29

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