# Questions tagged [mean-absolute-deviation]

Mean absolute deviation around the mean. Use [mad] for median absolute deviation around the median.

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### Ho do I determine the probability of price reversals using linear regression?

In the screenshot, you will see the daily prices of Nasdaq. Each candle has a High, Low, Open and Close price. I have drawn a regression line with a 2 standard deviation channel on either side. How ...
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### We square at the variance and SD is it due a link with to Gaussian function? [duplicate]

I had almost same question as "Why square the difference instead of taking the absolute value in standard deviation?". But I also noticed the $\sigma$ or population standard deviation is ...
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### Alternative error measure--maximize data to have residuals less than given threshold

I am looking for a method which finds a linear model (2 input variables, everything reasonably close enough to normally distributed), but with an alternative measure of error. Every error measure I ...
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### What are the different ways to measure dispersion in a binary data?

I am working on a research project which requires finding dispersion from a bunch of 0/1 (binary numbers). The idea is to get several different measures and see whether different measures pick up ...
36 views

### Compare variables with zeta-score

Assume the calculation of a physical quantity $x$ from a given formula i.e. $$x=\dfrac{a*b}{c}$$ where $a, b$ and $c$ are experimental observables, therefore $x$ is a quantity derived from ...
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### Statistical test for comparing the performance of two methods using absolute differences

I am doing a study where I have to compare tumor sizes measured using two different methods with the real tumor size. What I want to prove is that the absolute difference between method 1 and real ...
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I just got done reading Gorard's "Revisiting a 90-year-old debate: the advantages of the mean deviation." (https://www.leeds.ac.uk/educol/documents/00003759.htm) I'm no expert at statistics; in fact, ...
120 views

### Verbal Description Of The RSE

I'm reading An Introduction to Statistical Learning, currently on page 69, the chapter on Simple Linear Regression. The text says: In the case of the advertising data, we see from the linear ...
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### Why does Mean deviation = Standard deviation = Range/2?

We know that mean deviation and standard deviation are two different things but why are both of them equal to Range/2? Range ($R$) = Highest value - lowest value Mean deviation ($\text{MD}$) = ...
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### Why not use modulus for variance? [duplicate]

I am trying to wrap my mind around the variance definition. Given a set of values S and n = #(S), the variance is defined as:  \operatorname{var}(S) = \frac{\sum_{i=1}^n( S_i - \operatorname{mean}(...
104 views

### An efficient algorithm for sliding mean deviation

I'm searching for a computationally efficient algorithm to calculate the sliding mean deviation from sample $x_a$ to sample $x_b$ belonging to a large set $x_0, x_1 ... x_n$ with the condition that $a$...
439 views

### Best way to describe changes in performance through time.

I'm wondering how to explain changes in production/performance metrics quarter to quarter. In the example below, one can see that the average processing time for "widgets" has decreased substantially ...
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### Is standard deviation always larger than mean deviation? [duplicate]

If yes why is it the case that it have this property? There must be some mathematical proof or intuitive understanding in that case.
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### Why don't dispersions like median deviation and mode deviation exists on the lines of mean deviation?

Or to say in the formula MD=$\frac{1}{N}\sum_{i=1}^{N}|x_i-\overline{x}|$ why can't we have median or mode instead of mean($\overline{x}$) and as a result speak about additional possible measures of ...
964 views

### Is mean deviation the same as mean absolute difference?

Do both terms mean the same thing or are they different?
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### Variance of Binomial total deviation

I have a Binomial random variable $X \sim B(n,p)$. Is there a closed form expression or an upper bound for the variance of the absolute deviation $|X-\mathbb{E}[X]|$ ?