# Questions tagged [scale-estimator]

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1 vote
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### The Rousseeuw-Croux scale estimators and the Mean Absolute Deviation (MeanAD)

The 1993 Rousseeuw-Croux scale estimators were introduced as alternatives to the Median Absolute Deviation (MedianAD), by saying that: (1) Of course, there is nothing to stop us from using the ...
• 310
3k views

### What is the difference between "scale parameter" and the variance?

I would like to understand the difference between "scale parameter" and the variance of a distribution? I found, that the "scale parameter", scaling the width of a distribution is mentioned when ...
• 123
1 vote
242 views

### Why do we need F test of two variances if we have the Ansari-Bradley test?

I just read that the Ansari-Bradley test is a test of stochastic equality of two variances regardless of any distributional assumptions. If it is so flexible, why do we even need the F test? I am ...
• 123
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### Calculate variance without calculating the mean

Can we calculate the variance without using the mean as the 'base' point?
• 111
1 vote
120 views

### Robust estimator of the spread in 2D

In the 1D case, the interquartile interval is a robust estimator of the spread/scale. Is there a 2D generalization ?
• 364
274 views

### What is a useful, robust descriptive measure of scale for latency measurements?

I am trying to characterize latency measurements from a microbenchmark; that is, timing of very small segments of computer programs. I'm struggling to identify good descriptors of scale for this data....
1 vote
70 views

### time series similarities: which techniques for each transformation?

in this paper ( http://www.cs.ucr.edu/~eamonn/kdd98.pdf) the author references a set of methods on how to deal with the time series similarities, specifically: now, I am interested in each problem ...
• 229
2k views

### 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.
• 1,008
127 views

### Estimating the variation of the scaling factor from a transformation onto a theoretical graph

I have a numerically calculated graph, on unit-less coordinates. I have experimental data which corresponds to a point on that graph. The data has units, and to make it unitless one has to divide it ...
• 123