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Questions tagged [mean-absolute-deviation]

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

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Show that, for any real numbers a and b such that m ≤ a ≤ b or m ≥ a ≥ b, E|Y − a| ≤ E|Y − b| ,where Y be a random variable with finite expectation

Let $Y$ be a random variable with finite expectation, and $m$ be a median of $Y;$ i.e., $P(Y \le m) \ge 1/2$ and $P(Y \ge m) \ge 1/2.$ Show that, for any real numbers $a$ and $b$ such that $m\le a \le ...
Debarghya Jana's user avatar
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Mean Absolute Deviation of Student t distributions?

I could only find these two formulae, both apparently with some issues. Which is the correct one? Online references and derivation would be especially appreciated.
Quartz's user avatar
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Why is there no improvement when training Xgboost with pseudo-Huber loss?

In this StackOverflow post I asked if there was something wrong with my syntax when training an XGboost model (in R) with the native pseudo-Huber loss ...
PaulG's user avatar
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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 ...
ankit's user avatar
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How to fix heteroscedasticity (funnel shape)?

I am running a mlr in python on a dataset with 2D feature vectors, X1 and X2 on a single response, Y. The data ends up being funnel-shaped, as below: X1 v Y, with the colors being X2. It was ...
Tuomas Talvitie's user avatar