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Average absolute deviation

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absolute deviation about the median and the population absolute deviation about the mean are 2/3. The average of all the sample absolute deviations about the mean of size 3 that can be drawn from the population is 44/81, while the average of all the sample absolute deviations about the median is 4/9. Therefore, the absolute deviation is a biased estimator.
760:(MAD), also referred to as the "mean deviation" or sometimes "average absolute deviation", is the mean of the data's absolute deviations around the data's mean: the average (absolute) distance from the mean. "Average absolute deviation" can refer to either this usage, or to the general form with respect to a specified central point (see above). 1984: 1962: 1996: 107:
that can be used as well. Thus, to uniquely identify the absolute deviation it is necessary to specify both the measure of deviation and the measure of central tendency. The statistical literature has not yet adopted a standard notation, as both the mean absolute deviation around the mean and the
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of the mean absolute deviation of the population. In order for the absolute deviation to be an unbiased estimator, the expected value (average) of all the sample absolute deviations must equal the population absolute deviation. However, it does not. For the population 1,2,3 both the population
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For the example {2, 2, 3, 4, 14}: 3 is the median, so the absolute deviations from the median are {1, 1, 0, 1, 11} (reordered as {0, 1, 1, 1, 11}) with a median of 1, in this case unaffected by the value of the outlier 14, so the median absolute deviation is 1.
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around an arbitrary point is the maximum of the absolute deviations of a sample from that point. While not strictly a measure of central tendency, the maximum absolute deviation can be found using the formula for the average absolute deviation as above with
1502:. The mean absolute deviation from the median is less than or equal to the mean absolute deviation from the mean. In fact, the mean absolute deviation from the median is always less than or equal to the mean absolute deviation from any other fixed number. 2280:
See also Geary's 1936 and 1946 papers: Geary, R. C. (1936). Moments of the ratio of the mean deviation to the standard deviation for normal samples. Biometrika, 28(3/4), 295–307 and Geary, R. C. (1947). Testing for normality. Biometrika, 34(3/4),
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In other words, for a normal distribution, mean absolute deviation is about 0.8 times the standard deviation. However, in-sample measurements deliver values of the ratio of mean average deviation / standard deviation for a given Gaussian sample
778:(MSE) method which is just the average squared error of the forecasts. Although these methods are very closely related, MAD is more commonly used because it is both easier to compute (avoiding the need for squaring) and easier to understand. 1200: 1354: 1591: 1273: 912: 1058: 1596: 108:
median absolute deviation around the median have been denoted by their initials "MAD" in the literature, which may lead to confusion, since they generally have values considerably different from each other.
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dispersion: The median is the measure of central tendency most associated with the absolute deviation. Some location parameters can be compared as follows:
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is the point about which the mean deviation is minimized. The MAD median offers a direct measure of the scale of a random variable around its median
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While in principle the mean or any other central point could be taken as the central point for the median absolute deviation, most often the
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However, this argument is based on the notion of mean-unbiasedness. Each measure of location has its own form of unbiasedness (see entry on
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Geary, R. C. (1935). The ratio of the mean deviation to the standard deviation as a test of normality. Biometrika, 27(3/4), 310–332.
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are defined in terms of the absolute deviation. The term "average absolute deviation" does not uniquely identify a measure of
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The measures of statistical dispersion derived from absolute deviation characterize various measures of central tendency as
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MAD is often the preferred method of measuring the forecast error because it does not require squaring.
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since it corresponds better to real life. Because the MAD is a simpler measure of variability than the
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Supply Chain Management and Advanced Planning: Concepts, Models, Software, and Case Studies
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absolute deviation of the distribution after the top and bottom 25% have been trimmed off.
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is a normally distributed random variable with expected value 0 then, see Geary (1935):
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By using the general dispersion function, Habib (2011) defined MAD about median as
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For a symmetric distribution, the median absolute deviation is equal to half the
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This representation allows for obtaining MAD median correlation coefficients.
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The mean absolute deviation from the mean is less than or equal to the
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For paired differences (also known as mean absolute deviation), see
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Stadtler, Hartmut; Kilger, Christoph; Meyr, Herbert, eds. (2014),
1994: 1982: 1980:). The relevant form of unbiasedness here is median unbiasedness. 1960: 1462:
Since the median minimizes the average absolute distance, we have
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Guidelines for Assessment and Instruction in Statistics Education
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absolute deviation of the whole distribution, also minimizes the
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or variability. In the general form, the central point can be a
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Franklin, Christine, Gary Kader, Denise Mewborn, Jerry Moreno,
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This method's forecast accuracy is very closely related to the
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For arbitrary differences (not around a central point), see
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Autoregressive conditional heteroskedasticity (ARCH)
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Archived from the original on 2014-01-16 1358:For a general case of this statement, see 2295:Advantages of the mean absolute deviation 2116:Mathematics Teaching in the Middle School 1808: 1764: 1656: 1639: 1628: 1615: 1606: 1601: 1598: 1574: 1544: 1539: 1528: 1516: 1510: 1486: 1473: 1467: 1440: 1414: 1409: 1398: 1386: 1380: 1367:Mean absolute deviation around the median 1327: 1302: 1293: 1292: 1290: 1241: 1218: 1214: 1213: 1206: 1181: 1176: 1161: 1152: 1151: 1142: 1119: 1115: 1114: 1107: 1069: 1024: 1023: 1002: 1001: 991: 930: 924: 889: 874: 857: 849: 843: 835: 797: 792: 790: 719: 705: 697: 683: 675: 661: 653: 639: 631: 617: 614: 612: 574: 560: 552: 538: 530: 516: 508: 494: 486: 472: 469: 467: 429: 415: 407: 393: 385: 371: 363: 349: 341: 327: 324: 322: 281: 246: 221: 200: 191: 185: 174: 160: 158: 272: 2062: 1277:Since both sides are positive, and the 1064:is a convex function, this implies for 771:, it can be useful in school teaching. 752:Mean absolute deviation around the mean 4286:Kaplan–Meier estimator (product limit) 2185: 2088: 130:The mean absolute deviation of a set { 7: 4636:Statistical deviation and dispersion 4596: 4296:Accelerated failure time (AFT) model 2158:. American Statistical Association. 1095:{\displaystyle Y=\vert X-\mu \vert } 975:; one way of proving this relies on 4608: 3891:Analysis of variance (ANOVA, anova) 1858:statistics: the mean minimizes the 1725:of the absolute deviation from the 3986:Cochran–Mantel–Haenszel statistics 2612:Pearson product-moment correlation 2214:Production and Operations Analysis 25: 1870:statistics: the median minimizes 1435:estimator of the scale parameter 1283:monotonically increasing function 4607: 4595: 4583: 4570: 4569: 1929: 1602: 1593:where the indicator function is 27:Summary statistic of variability 4245:Least-squares spectral analysis 2175:from the original on 2013-03-07 2126:from the original on 2013-05-18 2070:Taleb, Nassim Nicholas (2014). 3226:Mean-unbiased minimum-variance 2034:Mean absolute percentage error 1819: 1813: 1790: 1784: 1775: 1769: 1733:robust estimator of dispersion 1580: 1561: 1545: 1529: 1415: 1399: 1341: 1335: 1321: 1303: 1262: 1256: 1238: 1219: 1177: 1162: 1139: 1120: 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3669: 3401: 3375:Score/Lagrange multiplier 2981: 2968: 2790:Sample size determination 2751: 2738: 2368: 2355: 2337: 2019:Least absolute deviations 2009:Median absolute deviation 1717:median absolute deviation 1711:Median absolute deviation 1693:Median absolute deviation 957:{\displaystyle w_{n}\in } 80:median absolute deviation 4534:Environmental statistics 4056:Elliptical distributions 3849:Generalized linear model 3778:Simple linear regression 3548:Hodges–Lehmann estimator 3005:Probability distribution 2914:Stochastic approximation 2476:Coefficient of variation 2046:Mean absolute difference 1701:value is taken instead. 1285:in the positive domain: 964:, with a bias for small 307:Mean absolute deviation 118:Mean absolute difference 4194:Cross-correlation (XCF) 3802:Non-standard predictors 3236:Lehmann–ScheffĂ© theorem 2909:Adaptive clinical trial 2051:Average rectified value 1825:{\displaystyle \max(X)} 986:Jensen's inequality is 758:mean absolute deviation 75:mean absolute deviation 38:) of a data set is the 18:Mean absolute deviation 4590:Mathematics portal 4411:Engineering statistics 4319:Nelson–Aalen estimator 3896:Analysis of covariance 3783:Ordinary least squares 3707:Pearson product-moment 3111:Statistical functional 3022:Empirical distribution 2855:Controlled experiments 2584:Frequency distribution 2362:Descriptive statistics 2004:Deviation (statistics) 1999: 1987: 1965: 1909:) which minimizes the 1826: 1797: 1675: 1587: 1496: 1449: 1423: 1350: 1269: 1196: 1096: 1054: 958: 908: 820: 740: 595: 450: 299: 264: 233: 190: 101:statistical dispersion 97:statistical dispersion 91:Measures of dispersion 59:statistical dispersion 4506:Population statistics 4448:System identification 4182:Autocorrelation (ACF) 4110:Exponential smoothing 4024:Discriminant analysis 4019:Canonical correlation 3883:Partition of variance 3745:Regression validation 3589:(Jonckheere–Terpstra) 3488:Likelihood-ratio test 3177:Frequentist inference 3089:Location–scale family 3010:Sampling distribution 2975:Statistical inference 2942:Cross-sectional study 2929:Observational studies 2888:Randomized experiment 2717:Stem-and-leaf display 2519:Central limit theorem 1998: 1986: 1964: 1827: 1798: 1676: 1588: 1497: 1450: 1424: 1351: 1270: 1197: 1097: 1055: 959: 909: 821: 741: 596: 451: 300: 265: 234: 170: 83:(both abbreviated as 4429:Probabilistic design 4014:Principal components 3857:Exponential families 3809:Nonlinear regression 3788:General linear model 3750:Mixed effects models 3740:Errors and residuals 3717:Confounding variable 3619:Bayesian probability 3597:Van der Waerden test 3587:Ordered alternative 3352:Multiple comparisons 3231:Rao–Blackwellization 3194:Estimating equations 3150:Statistical distance 2868:Factorial experiment 2401:Arithmetic-Geometric 1807: 1763: 1597: 1509: 1466: 1457:Laplace distribution 1439: 1379: 1289: 1205: 1106: 1068: 990: 923: 834: 789: 611: 466: 321: 298:{\displaystyle m(X)} 280: 263:{\displaystyle m(X)} 245: 157: 95:Several measures of 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estimation 2987:Statistical theory 2947:Natural experiment 2893:Scientific control 2810:Survey methodology 2496:Standard deviation 2209:Olsen, Tava Lennon 2014:Squared deviations 2000: 1988: 1966: 1941:. You can help by 1891:absolute deviation 1860:mean squared error 1822: 1793: 1719:(also MAD) is the 1671: 1666: 1583: 1492: 1445: 1433:maximum likelihood 1419: 1346: 1265: 1192: 1092: 1050: 984: 973:standard deviation 954: 904: 816: 776:mean squared error 769:standard deviation 765:standard deviation 736: 591: 446: 295: 260: 229: 4623: 4622: 4561: 4560: 4557: 4556: 4496:National accounts 4466:Actuarial science 4458:Social statistics 4351: 4350: 4347: 4346: 4343: 4342: 4278:Survival function 4263: 4262: 4125:Granger causality 3966:Contingency table 3941:Survival analysis 3918: 3917: 3914: 3913: 3770:Linear regression 3665: 3664: 3661: 3660: 3636:Credible interval 3605: 3604: 3388: 3387: 3204:Method of moments 3073:Parametric family 3034:Statistical model 2964: 2963: 2960: 2959: 2878:Random assignment 2800:Statistical power 2734: 2733: 2730: 2729: 2579:Contingency table 2549: 2548: 2416:Generalized/power 2207:Nahmias, Steven; 2165:978-0-9791747-1-1 1959: 1958: 1659: 1642: 1631: 1542: 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MADS" 2107: 2101: 2100: 2094: 2086: 2084: 2083: 2067: 1978:biased estimator 1970:biased estimator 1954: 1951: 1933: 1926: 1883:statistics: the 1831: 1829: 1828: 1823: 1802: 1800: 1799: 1794: 1680: 1678: 1677: 1672: 1670: 1669: 1660: 1657: 1643: 1640: 1632: 1629: 1611: 1610: 1605: 1592: 1590: 1589: 1584: 1579: 1578: 1548: 1543: 1540: 1532: 1521: 1520: 1517: 1501: 1499: 1498: 1493: 1491: 1490: 1487: 1478: 1477: 1474: 1454: 1452: 1451: 1446: 1428: 1426: 1425: 1420: 1418: 1413: 1410: 1402: 1391: 1390: 1387: 1355: 1353: 1352: 1347: 1345: 1328: 1320: 1316: 1306: 1296: 1274: 1272: 1271: 1266: 1246: 1245: 1236: 1232: 1222: 1217: 1201: 1199: 1198: 1193: 1191: 1187: 1186: 1185: 1180: 1165: 1155: 1147: 1146: 1137: 1133: 1123: 1118: 1101: 1099: 1098: 1093: 1059: 1057: 1056: 1051: 1049: 1045: 1027: 1019: 1015: 1005: 963: 961: 960: 955: 935: 934: 913: 911: 910: 905: 900: 891: 890: 885: 879: 878: 863: 862: 861: 853: 844: 825: 823: 822: 817: 806: 801: 793: 745: 743: 742: 737: 729: 724: 723: 709: 701: 687: 679: 665: 657: 643: 635: 621: 615: 600: 598: 597: 592: 584: 579: 578: 564: 556: 542: 534: 520: 512: 498: 490: 476: 470: 455: 453: 452: 447: 439: 434: 433: 419: 411: 397: 389: 375: 367: 353: 345: 331: 325: 304: 302: 301: 296: 273: 269: 267: 266: 261: 238: 236: 235: 230: 225: 205: 204: 195: 189: 184: 169: 161: 105:central tendency 21: 4651: 4650: 4646: 4645: 4644: 4642: 4641: 4640: 4626: 4625: 4624: 4619: 4582: 4553: 4515: 4452: 4438:quality control 4405: 4387:Clinical trials 4364: 4339: 4323: 4311:Hazard function 4305: 4259: 4221: 4205: 4168: 4164:Breusch–Godfrey 4152: 4129: 4069: 4044:Factor analysis 3990: 3971:Graphical model 3943: 3910: 3877: 3863: 3843: 3797: 3764: 3726: 3689: 3688: 3657: 3601: 3588: 3580: 3572: 3556: 3541: 3520:Rank statistics 3514: 3493:Model selection 3481: 3439:Goodness of fit 3433: 3410: 3384: 3356: 3309: 3254: 3243:Median unbiased 3171: 3082: 3015:Order statistic 2977: 2956: 2923: 2897: 2849: 2804: 2747: 2745:Data collection 2726: 2638: 2593: 2567: 2545: 2505: 2457: 2374:Continuous data 2364: 2351: 2333: 2328: 2291: 2286: 2285: 2279: 2275: 2270: 2266: 2255: 2240: 2239: 2235: 2225: 2206: 2205: 2201: 2184: 2178: 2176: 2172: 2166: 2155: 2144: 2143: 2139: 2129: 2127: 2109: 2108: 2104: 2087: 2081: 2079: 2069: 2068: 2064: 2059: 1993: 1955: 1949: 1946: 1939:needs expansion 1924: 1842: 1805: 1804: 1761: 1760: 1752: 1713: 1707: 1695: 1689: 1665: 1664: 1654: 1648: 1647: 1626: 1616: 1600: 1595: 1594: 1570: 1512: 1507: 1506: 1482: 1469: 1464: 1463: 1437: 1436: 1382: 1377: 1376: 1369: 1364: 1301: 1297: 1287: 1286: 1237: 1212: 1208: 1203: 1202: 1175: 1160: 1156: 1138: 1113: 1109: 1104: 1103: 1066: 1065: 1032: 1028: 1000: 996: 988: 987: 926: 921: 920: 870: 845: 832: 831: 787: 786: 754: 616: 609: 608: 471: 464: 463: 326: 319: 318: 313:Arithmetic Mean 278: 277: 243: 242: 196: 155: 154: 152: 143: 136: 128: 121: 114: 93: 28: 23: 22: 15: 12: 11: 5: 4649: 4647: 4639: 4638: 4628: 4627: 4621: 4620: 4618: 4617: 4605: 4593: 4579: 4566: 4563: 4562: 4559: 4558: 4555: 4554: 4552: 4551: 4546: 4541: 4536: 4531: 4525: 4523: 4517: 4516: 4514: 4513: 4508: 4503: 4498: 4493: 4488: 4483: 4478: 4473: 4468: 4462: 4460: 4454: 4453: 4451: 4450: 4445: 4440: 4431: 4426: 4421: 4415: 4413: 4407: 4406: 4404: 4403: 4398: 4393: 4384: 4382:Bioinformatics 4378: 4376: 4366: 4365: 4360: 4353: 4352: 4349: 4348: 4345: 4344: 4341: 4340: 4338: 4337: 4331: 4329: 4325: 4324: 4322: 4321: 4315: 4313: 4307: 4306: 4304: 4303: 4298: 4293: 4288: 4282: 4280: 4271: 4265: 4264: 4261: 4260: 4258: 4257: 4252: 4247: 4242: 4237: 4231: 4229: 4223: 4222: 4220: 4219: 4214: 4209: 4201: 4196: 4191: 4190: 4189: 4187:partial (PACF) 4178: 4176: 4170: 4169: 4167: 4166: 4161: 4156: 4148: 4143: 4137: 4135: 4134:Specific tests 4131: 4130: 4128: 4127: 4122: 4117: 4112: 4107: 4102: 4097: 4092: 4086: 4084: 4077: 4071: 4070: 4068: 4067: 4066: 4065: 4064: 4063: 4048: 4047: 4046: 4036: 4034:Classification 4031: 4026: 4021: 4016: 4011: 4006: 4000: 3998: 3992: 3991: 3989: 3988: 3983: 3981:McNemar's test 3978: 3973: 3968: 3963: 3957: 3955: 3945: 3944: 3927: 3920: 3919: 3916: 3915: 3912: 3911: 3909: 3908: 3903: 3898: 3893: 3887: 3885: 3879: 3878: 3876: 3875: 3859: 3853: 3851: 3845: 3844: 3842: 3841: 3836: 3831: 3826: 3821: 3819:Semiparametric 3816: 3811: 3805: 3803: 3799: 3798: 3796: 3795: 3790: 3785: 3780: 3774: 3772: 3766: 3765: 3763: 3762: 3757: 3752: 3747: 3742: 3736: 3734: 3728: 3727: 3725: 3724: 3719: 3714: 3709: 3703: 3701: 3691: 3690: 3687: 3686: 3681: 3675: 3674: 3667: 3666: 3663: 3662: 3659: 3658: 3656: 3655: 3654: 3653: 3643: 3638: 3633: 3632: 3631: 3626: 3615: 3613: 3607: 3606: 3603: 3602: 3600: 3599: 3594: 3593: 3592: 3584: 3576: 3560: 3557:(Mann–Whitney) 3552: 3551: 3550: 3537: 3536: 3535: 3524: 3522: 3516: 3515: 3513: 3512: 3511: 3510: 3505: 3500: 3490: 3485: 3482:(Shapiro–Wilk) 3477: 3472: 3467: 3462: 3457: 3449: 3443: 3441: 3435: 3434: 3432: 3431: 3423: 3414: 3402: 3396: 3394:Specific tests 3390: 3389: 3386: 3385: 3383: 3382: 3377: 3372: 3366: 3364: 3358: 3357: 3355: 3354: 3349: 3348: 3347: 3337: 3336: 3335: 3325: 3319: 3317: 3311: 3310: 3308: 3307: 3306: 3305: 3300: 3290: 3285: 3280: 3275: 3270: 3264: 3262: 3256: 3255: 3253: 3252: 3247: 3246: 3245: 3240: 3239: 3238: 3233: 3218: 3217: 3216: 3211: 3206: 3201: 3190: 3188: 3179: 3173: 3172: 3170: 3169: 3164: 3159: 3158: 3157: 3147: 3142: 3141: 3140: 3130: 3129: 3128: 3123: 3118: 3108: 3103: 3098: 3097: 3096: 3091: 3086: 3070: 3069: 3068: 3063: 3058: 3048: 3047: 3046: 3041: 3031: 3030: 3029: 3019: 3018: 3017: 3007: 3002: 2997: 2991: 2989: 2979: 2978: 2973: 2966: 2965: 2962: 2961: 2958: 2957: 2955: 2954: 2949: 2944: 2939: 2933: 2931: 2925: 2924: 2922: 2921: 2916: 2911: 2905: 2903: 2899: 2898: 2896: 2895: 2890: 2885: 2880: 2875: 2870: 2865: 2859: 2857: 2851: 2850: 2848: 2847: 2845:Standard error 2842: 2837: 2832: 2831: 2830: 2825: 2814: 2812: 2806: 2805: 2803: 2802: 2797: 2792: 2787: 2782: 2777: 2775:Optimal design 2772: 2767: 2761: 2759: 2749: 2748: 2743: 2736: 2735: 2732: 2731: 2728: 2727: 2725: 2724: 2719: 2714: 2709: 2704: 2699: 2694: 2689: 2684: 2679: 2674: 2669: 2664: 2659: 2654: 2648: 2646: 2640: 2639: 2637: 2636: 2631: 2630: 2629: 2624: 2614: 2609: 2603: 2601: 2595: 2594: 2592: 2591: 2586: 2581: 2575: 2573: 2572:Summary tables 2569: 2568: 2566: 2565: 2559: 2557: 2551: 2550: 2547: 2546: 2544: 2543: 2542: 2541: 2536: 2531: 2521: 2515: 2513: 2507: 2506: 2504: 2503: 2498: 2493: 2488: 2483: 2478: 2473: 2467: 2465: 2459: 2458: 2456: 2455: 2450: 2445: 2444: 2443: 2438: 2433: 2428: 2423: 2418: 2413: 2408: 2406:Contraharmonic 2403: 2398: 2387: 2385: 2376: 2366: 2365: 2360: 2353: 2352: 2350: 2349: 2344: 2338: 2335: 2334: 2329: 2327: 2326: 2319: 2312: 2304: 2298: 2297: 2290: 2289:External links 2287: 2284: 2283: 2273: 2264: 2253: 2233: 2223: 2199: 2164: 2137: 2122:(6): 398–403. 2102: 2061: 2060: 2058: 2055: 2054: 2053: 2048: 2043: 2042: 2041: 2039:Probable error 2036: 2031: 2023: 2022: 2021: 2016: 2011: 1992: 1989: 1957: 1956: 1936: 1934: 1923: 1920: 1919: 1918: 1892: 1887:minimizes the 1875: 1862: 1841: 1838: 1834:sample maximum 1821: 1818: 1815: 1812: 1792: 1789: 1786: 1783: 1780: 1777: 1774: 1771: 1768: 1751: 1748: 1709:Main article: 1706: 1703: 1691:Main article: 1688: 1685: 1668: 1663: 1655: 1653: 1650: 1649: 1646: 1638: 1635: 1627: 1625: 1622: 1621: 1619: 1614: 1609: 1604: 1582: 1577: 1573: 1569: 1566: 1563: 1560: 1557: 1554: 1551: 1547: 1538: 1535: 1531: 1527: 1524: 1515: 1485: 1481: 1472: 1444: 1417: 1408: 1405: 1401: 1397: 1394: 1385: 1368: 1365: 1343: 1340: 1337: 1334: 1331: 1326: 1323: 1319: 1315: 1312: 1309: 1305: 1300: 1295: 1264: 1261: 1258: 1255: 1252: 1249: 1244: 1240: 1235: 1231: 1228: 1225: 1221: 1216: 1211: 1190: 1184: 1179: 1174: 1171: 1168: 1164: 1159: 1154: 1150: 1145: 1141: 1136: 1132: 1129: 1126: 1122: 1117: 1112: 1091: 1088: 1085: 1082: 1079: 1076: 1073: 1048: 1044: 1041: 1038: 1035: 1031: 1026: 1022: 1018: 1014: 1011: 1008: 1004: 999: 995: 981: 953: 950: 947: 944: 941: 938: 933: 929: 903: 897: 894: 888: 882: 877: 873: 869: 866: 860: 856: 852: 848: 842: 839: 815: 812: 809: 804: 800: 796: 753: 750: 747: 746: 735: 732: 727: 722: 718: 715: 712: 708: 704: 700: 696: 693: 690: 686: 682: 678: 674: 671: 668: 664: 660: 656: 652: 649: 646: 642: 638: 634: 630: 627: 624: 620: 606: 602: 601: 590: 587: 582: 577: 573: 570: 567: 563: 559: 555: 551: 548: 545: 541: 537: 533: 529: 526: 523: 519: 515: 511: 507: 504: 501: 497: 493: 489: 485: 482: 479: 475: 461: 457: 456: 445: 442: 437: 432: 428: 425: 422: 418: 414: 410: 406: 403: 400: 396: 392: 388: 384: 381: 378: 374: 370: 366: 362: 359: 356: 352: 348: 344: 340: 337: 334: 330: 316: 309: 308: 305: 294: 291: 288: 285: 259: 256: 253: 250: 228: 224: 220: 217: 214: 211: 208: 203: 199: 194: 188: 183: 180: 177: 173: 167: 164: 148: 141: 134: 113: 110: 92: 89: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 4648: 4637: 4634: 4633: 4631: 4616: 4615: 4606: 4604: 4603: 4594: 4592: 4591: 4586: 4580: 4578: 4577: 4568: 4567: 4564: 4550: 4547: 4545: 4544:Geostatistics 4542: 4540: 4537: 4535: 4532: 4530: 4527: 4526: 4524: 4522: 4518: 4512: 4511:Psychometrics 4509: 4507: 4504: 4502: 4499: 4497: 4494: 4492: 4489: 4487: 4484: 4482: 4479: 4477: 4474: 4472: 4469: 4467: 4464: 4463: 4461: 4459: 4455: 4449: 4446: 4444: 4441: 4439: 4435: 4432: 4430: 4427: 4425: 4422: 4420: 4417: 4416: 4414: 4412: 4408: 4402: 4399: 4397: 4394: 4392: 4388: 4385: 4383: 4380: 4379: 4377: 4375: 4374:Biostatistics 4371: 4367: 4363: 4358: 4354: 4336: 4335:Log-rank test 4333: 4332: 4330: 4326: 4320: 4317: 4316: 4314: 4312: 4308: 4302: 4299: 4297: 4294: 4292: 4289: 4287: 4284: 4283: 4281: 4279: 4275: 4272: 4270: 4266: 4256: 4253: 4251: 4248: 4246: 4243: 4241: 4238: 4236: 4233: 4232: 4230: 4228: 4224: 4218: 4215: 4213: 4210: 4208: 4206:(Box–Jenkins) 4202: 4200: 4197: 4195: 4192: 4188: 4185: 4184: 4183: 4180: 4179: 4177: 4175: 4171: 4165: 4162: 4160: 4159:Durbin–Watson 4157: 4155: 4149: 4147: 4144: 4142: 4141:Dickey–Fuller 4139: 4138: 4136: 4132: 4126: 4123: 4121: 4118: 4116: 4115:Cointegration 4113: 4111: 4108: 4106: 4103: 4101: 4098: 4096: 4093: 4091: 4090:Decomposition 4088: 4087: 4085: 4081: 4078: 4076: 4072: 4062: 4059: 4058: 4057: 4054: 4053: 4052: 4049: 4045: 4042: 4041: 4040: 4037: 4035: 4032: 4030: 4027: 4025: 4022: 4020: 4017: 4015: 4012: 4010: 4007: 4005: 4002: 4001: 3999: 3997: 3993: 3987: 3984: 3982: 3979: 3977: 3974: 3972: 3969: 3967: 3964: 3962: 3961:Cohen's kappa 3959: 3958: 3956: 3954: 3950: 3946: 3942: 3938: 3934: 3930: 3925: 3921: 3907: 3904: 3902: 3899: 3897: 3894: 3892: 3889: 3888: 3886: 3884: 3880: 3874: 3870: 3866: 3860: 3858: 3855: 3854: 3852: 3850: 3846: 3840: 3837: 3835: 3832: 3830: 3827: 3825: 3822: 3820: 3817: 3815: 3814:Nonparametric 3812: 3810: 3807: 3806: 3804: 3800: 3794: 3791: 3789: 3786: 3784: 3781: 3779: 3776: 3775: 3773: 3771: 3767: 3761: 3758: 3756: 3753: 3751: 3748: 3746: 3743: 3741: 3738: 3737: 3735: 3733: 3729: 3723: 3720: 3718: 3715: 3713: 3710: 3708: 3705: 3704: 3702: 3700: 3696: 3692: 3685: 3682: 3680: 3677: 3676: 3672: 3668: 3652: 3649: 3648: 3647: 3644: 3642: 3639: 3637: 3634: 3630: 3627: 3625: 3622: 3621: 3620: 3617: 3616: 3614: 3612: 3608: 3598: 3595: 3591: 3585: 3583: 3577: 3575: 3569: 3568: 3567: 3564: 3563:Nonparametric 3561: 3559: 3553: 3549: 3546: 3545: 3544: 3538: 3534: 3533:Sample median 3531: 3530: 3529: 3526: 3525: 3523: 3521: 3517: 3509: 3506: 3504: 3501: 3499: 3496: 3495: 3494: 3491: 3489: 3486: 3484: 3478: 3476: 3473: 3471: 3468: 3466: 3463: 3461: 3458: 3456: 3454: 3450: 3448: 3445: 3444: 3442: 3440: 3436: 3430: 3428: 3424: 3422: 3420: 3415: 3413: 3408: 3404: 3403: 3400: 3397: 3395: 3391: 3381: 3378: 3376: 3373: 3371: 3368: 3367: 3365: 3363: 3359: 3353: 3350: 3346: 3343: 3342: 3341: 3338: 3334: 3331: 3330: 3329: 3326: 3324: 3321: 3320: 3318: 3316: 3312: 3304: 3301: 3299: 3296: 3295: 3294: 3291: 3289: 3286: 3284: 3281: 3279: 3276: 3274: 3271: 3269: 3266: 3265: 3263: 3261: 3257: 3251: 3248: 3244: 3241: 3237: 3234: 3232: 3229: 3228: 3227: 3224: 3223: 3222: 3219: 3215: 3212: 3210: 3207: 3205: 3202: 3200: 3197: 3196: 3195: 3192: 3191: 3189: 3187: 3183: 3180: 3178: 3174: 3168: 3165: 3163: 3160: 3156: 3153: 3152: 3151: 3148: 3146: 3143: 3139: 3138:loss function 3136: 3135: 3134: 3131: 3127: 3124: 3122: 3119: 3117: 3114: 3113: 3112: 3109: 3107: 3104: 3102: 3099: 3095: 3092: 3090: 3087: 3085: 3079: 3076: 3075: 3074: 3071: 3067: 3064: 3062: 3059: 3057: 3054: 3053: 3052: 3049: 3045: 3042: 3040: 3037: 3036: 3035: 3032: 3028: 3025: 3024: 3023: 3020: 3016: 3013: 3012: 3011: 3008: 3006: 3003: 3001: 2998: 2996: 2993: 2992: 2990: 2988: 2984: 2980: 2976: 2971: 2967: 2953: 2950: 2948: 2945: 2943: 2940: 2938: 2935: 2934: 2932: 2930: 2926: 2920: 2917: 2915: 2912: 2910: 2907: 2906: 2904: 2900: 2894: 2891: 2889: 2886: 2884: 2881: 2879: 2876: 2874: 2871: 2869: 2866: 2864: 2861: 2860: 2858: 2856: 2852: 2846: 2843: 2841: 2840:Questionnaire 2838: 2836: 2833: 2829: 2826: 2824: 2821: 2820: 2819: 2816: 2815: 2813: 2811: 2807: 2801: 2798: 2796: 2793: 2791: 2788: 2786: 2783: 2781: 2778: 2776: 2773: 2771: 2768: 2766: 2763: 2762: 2760: 2758: 2754: 2750: 2746: 2741: 2737: 2723: 2720: 2718: 2715: 2713: 2710: 2708: 2705: 2703: 2700: 2698: 2695: 2693: 2690: 2688: 2685: 2683: 2680: 2678: 2675: 2673: 2670: 2668: 2667:Control chart 2665: 2663: 2660: 2658: 2655: 2653: 2650: 2649: 2647: 2645: 2641: 2635: 2632: 2628: 2625: 2623: 2620: 2619: 2618: 2615: 2613: 2610: 2608: 2605: 2604: 2602: 2600: 2596: 2590: 2587: 2585: 2582: 2580: 2577: 2576: 2574: 2570: 2564: 2561: 2560: 2558: 2556: 2552: 2540: 2537: 2535: 2532: 2530: 2527: 2526: 2525: 2522: 2520: 2517: 2516: 2514: 2512: 2508: 2502: 2499: 2497: 2494: 2492: 2489: 2487: 2484: 2482: 2479: 2477: 2474: 2472: 2469: 2468: 2466: 2464: 2460: 2454: 2451: 2449: 2446: 2442: 2439: 2437: 2434: 2432: 2429: 2427: 2424: 2422: 2419: 2417: 2414: 2412: 2409: 2407: 2404: 2402: 2399: 2397: 2394: 2393: 2392: 2389: 2388: 2386: 2384: 2380: 2377: 2375: 2371: 2367: 2363: 2358: 2354: 2348: 2345: 2343: 2340: 2339: 2336: 2332: 2325: 2320: 2318: 2313: 2311: 2306: 2305: 2302: 2296: 2293: 2292: 2288: 2277: 2274: 2268: 2265: 2260: 2256: 2254:9783642553097 2250: 2246: 2245: 2237: 2234: 2230: 2226: 2224:9781478628248 2220: 2216: 2215: 2210: 2203: 2200: 2195: 2189: 2171: 2167: 2161: 2154: 2153: 2148: 2141: 2138: 2125: 2121: 2117: 2113: 2106: 2103: 2098: 2092: 2077: 2073: 2066: 2063: 2056: 2052: 2049: 2047: 2044: 2040: 2037: 2035: 2032: 2030: 2027: 2026: 2024: 2020: 2017: 2015: 2012: 2010: 2007: 2006: 2005: 2002: 2001: 1997: 1990: 1985: 1981: 1979: 1974: 1971: 1963: 1953: 1944: 1940: 1937:This section 1935: 1932: 1928: 1927: 1921: 1916: 1912: 1908: 1904: 1900: 1898: 1893: 1890: 1886: 1882: 1880: 1876: 1873: 1869: 1867: 1863: 1861: 1857: 1855: 1851: 1850: 1849: 1847: 1839: 1837: 1835: 1816: 1787: 1778: 1772: 1766: 1757: 1749: 1747: 1745: 1740: 1736: 1734: 1730: 1729: 1724: 1723: 1718: 1712: 1704: 1702: 1700: 1694: 1686: 1684: 1681: 1661: 1651: 1644: 1636: 1633: 1623: 1617: 1612: 1607: 1575: 1571: 1567: 1564: 1558: 1555: 1552: 1549: 1536: 1533: 1525: 1522: 1513: 1503: 1483: 1479: 1470: 1460: 1458: 1442: 1434: 1429: 1406: 1403: 1395: 1392: 1383: 1374: 1366: 1363: 1361: 1356: 1338: 1332: 1329: 1324: 1317: 1313: 1310: 1307: 1298: 1284: 1280: 1275: 1259: 1253: 1250: 1247: 1242: 1233: 1229: 1226: 1223: 1209: 1188: 1182: 1172: 1169: 1166: 1157: 1148: 1143: 1134: 1130: 1127: 1124: 1110: 1086: 1083: 1080: 1074: 1071: 1063: 1046: 1039: 1033: 1029: 1020: 1016: 1009: 997: 993: 980: 978: 974: 969: 967: 948: 945: 942: 936: 931: 927: 918: 901: 895: 892: 886: 875: 871: 864: 854: 846: 840: 837: 829: 813: 810: 807: 802: 798: 794: 784: 779: 777: 772: 770: 766: 761: 759: 751: 733: 730: 725: 716: 713: 710: 702: 694: 691: 688: 680: 672: 669: 666: 658: 650: 647: 644: 636: 628: 625: 622: 607: 604: 603: 588: 585: 580: 571: 568: 565: 557: 549: 546: 543: 535: 527: 524: 521: 513: 505: 502: 499: 491: 483: 480: 477: 462: 459: 458: 443: 440: 435: 426: 423: 420: 412: 404: 401: 398: 390: 382: 379: 376: 368: 360: 357: 354: 346: 338: 335: 332: 317: 314: 311: 310: 306: 289: 283: 275: 274: 271: 254: 248: 239: 226: 215: 209: 206: 201: 197: 186: 181: 178: 175: 171: 165: 162: 151: 147: 140: 133: 126: 119: 111: 109: 106: 102: 98: 90: 88: 86: 82: 81: 76: 72: 68: 64: 60: 56: 52: 51:central point 48: 45: 41: 37: 33: 19: 4612: 4600: 4581: 4574: 4486:Econometrics 4436: / 4419:Chemometrics 4396:Epidemiology 4389: / 4362:Applications 4204:ARIMA model 4151:Q-statistic 4100:Stationarity 3996:Multivariate 3939: / 3935: / 3933:Multivariate 3931: / 3871: / 3867: / 3641:Bayes factor 3540:Signed rank 3452: 3426: 3418: 3406: 3101:Completeness 2937:Cohort study 2835:Opinion poll 2770:Missing data 2757:Study design 2712:Scatter plot 2634:Scatter plot 2627:Spearman's ρ 2589:Grouped data 2470: 2276: 2267: 2258: 2243: 2236: 2228: 2213: 2202: 2177:. Retrieved 2151: 2140: 2128:. Retrieved 2119: 2115: 2105: 2080:. Retrieved 2075: 2065: 1975: 1967: 1947: 1943:adding to it 1938: 1914: 1910: 1896: 1888: 1878: 1871: 1865: 1853: 1845: 1843: 1840:Minimization 1755: 1753: 1741: 1737: 1726: 1720: 1716: 1714: 1696: 1682: 1504: 1461: 1431:This is the 1430: 1370: 1357: 1276: 1061: 985: 970: 965: 916: 827: 780: 773: 762: 757: 755: 240: 149: 145: 138: 131: 129: 94: 84: 78: 74: 35: 31: 29: 4614:WikiProject 4529:Cartography 4491:Jurimetrics 4443:Reliability 4174:Time domain 4153:(Ljung–Box) 4075:Time-series 3953:Categorical 3937:Time-series 3929:Categorical 3864:(Bernoulli) 3699:Correlation 3679:Correlation 3475:Jarque–Bera 3447:Chi-squared 3209:M-estimator 3162:Asymptotics 3106:Sufficiency 2873:Interaction 2785:Replication 2765:Effect size 2722:Violin plot 2702:Radar chart 2682:Forest plot 2672:Correlogram 2622:Kendall's τ 2130:20 February 1279:square root 460:Median = 3 4481:Demography 4199:ARMA model 4004:Regression 3581:(Friedman) 3542:(Wilcoxon) 3480:Normality 3470:Lilliefors 3417:Student's 3293:Resampling 3167:Robustness 3155:divergence 3145:Efficiency 3083:(monotone) 3078:Likelihood 2995:Population 2828:Stratified 2780:Population 2599:Dependence 2555:Count data 2486:Percentile 2463:Dispersion 2396:Arithmetic 2331:Statistics 2179:2013-02-20 2082:2014-01-16 2057:References 1950:March 2009 1922:Estimation 1846:minimizing 1731:. It is a 826:. Thus if 811:0.79788456 53:. It is a 47:deviations 3862:Logistic 3629:posterior 3555:Rank sum 3303:Jackknife 3298:Bootstrap 3116:Bootstrap 3051:Parameter 3000:Statistic 2795:Statistic 2707:Run chart 2692:Pie chart 2687:Histogram 2677:Fan chart 2652:Bar chart 2534:L-moments 2421:Geometric 2188:cite book 2147:Roxy Peck 1907:quartiles 1885:mid-range 1658:otherwise 1559:⁡ 1537:− 1480:≤ 1407:− 1333:⁡ 1325:≤ 1314:μ 1311:− 1254:⁡ 1248:≤ 1230:μ 1227:− 1173:μ 1170:− 1149:≤ 1131:μ 1128:− 1087:μ 1084:− 1034:φ 1021:≤ 994:φ 937:∈ 896:π 814:… 803:π 714:− 692:− 670:− 648:− 626:− 605:Mode = 2 569:− 547:− 525:− 503:− 481:− 424:− 402:− 380:− 358:− 336:− 207:− 172:∑ 4630:Category 4576:Category 4269:Survival 4146:Johansen 3869:Binomial 3824:Isotonic 3411:(normal) 3056:location 2863:Blocking 2818:Sampling 2697:Q–Q plot 2662:Box plot 2644:Graphics 2539:Skewness 2529:Kurtosis 2501:Variance 2431:Heronian 2426:Harmonic 2281:209–242. 2211:(2015), 2170:Archived 2124:Archived 2091:cite web 1991:See also 1903:midhinge 1894:trimmed 1803:, where 1630:if  1060:, where 781:For the 77:and the 44:absolute 4602:Commons 4549:Kriging 4434:Process 4391:studies 4250:Wavelet 4083:General 3250:Plug-in 3044:L space 2823:Cluster 2524:Moments 2342:Outline 2025:Errors 1915:maximum 1889:maximum 1872:average 1832:is the 1455:of the 144:, ..., 49:from a 42:of the 40:average 4471:Census 4061:Normal 4009:Manova 3829:Robust 3579:2-way 3571:1-way 3409:-test 3080:  2657:Biplot 2448:Median 2441:Lehmer 2383:Center 2251:  2221:  2162:  1911:median 1728:median 1722:median 1699:median 1641:median 1541:median 1411:median 1373:median 1102:that: 67:median 4095:Trend 3624:prior 3566:anova 3455:-test 3429:-test 3421:-test 3328:Power 3273:Pivot 3066:shape 3061:scale 2511:Shape 2491:Range 2436:Heinz 2411:Cubic 2347:Index 2173:(PDF) 2156:(PDF) 1281:is a 983:Proof 153:} is 4328:Test 3528:Sign 3380:Wald 2453:Mode 2391:Mean 2249:ISBN 2219:ISBN 2194:link 2160:ISBN 2132:2013 2097:link 2076:Edge 1899:norm 1881:norm 1868:norm 1856:norm 1754:The 1735:. 1715:The 1637:> 1488:mean 1371:The 756:The 315:= 5 71:mode 63:mean 30:The 3508:BIC 3503:AIC 1945:. 1811:max 1782:max 1556:Cov 1518:med 1475:med 1459:. 1388:med 1330:Var 1251:Var 734:3.0 589:2.8 444:3.6 87:). 85:MAD 57:of 36:AAD 4632:: 2257:, 2227:, 2190:}} 2186:{{ 2168:. 2118:. 2114:. 2093:}} 2089:{{ 2074:. 1836:. 1746:. 1613::= 1362:. 979:. 968:. 711:14 566:14 421:14 137:, 69:, 65:, 3453:G 3427:F 3419:t 3407:Z 3126:V 3121:U 2323:e 2316:t 2309:v 2262:. 2196:) 2182:. 2134:. 2120:4 2099:) 2085:. 1952:) 1948:( 1897:L 1879:L 1866:L 1854:L 1820:) 1817:X 1814:( 1791:) 1788:X 1785:( 1779:= 1776:) 1773:X 1770:( 1767:m 1662:. 1652:0 1645:, 1634:x 1624:1 1618:{ 1608:O 1603:I 1581:) 1576:O 1572:I 1568:, 1565:X 1562:( 1553:2 1550:= 1546:| 1534:X 1530:| 1526:E 1523:= 1514:D 1484:D 1471:D 1443:b 1416:| 1404:X 1400:| 1396:E 1393:= 1384:D 1342:) 1339:X 1336:( 1322:) 1318:| 1308:X 1304:| 1299:( 1294:E 1263:) 1260:X 1257:( 1243:2 1239:) 1234:| 1224:X 1220:| 1215:E 1210:( 1189:) 1183:2 1178:| 1167:X 1163:| 1158:( 1153:E 1144:2 1140:) 1135:| 1125:X 1121:| 1116:E 1111:( 1090:| 1081:X 1078:| 1075:= 1072:Y 1062:φ 1047:] 1043:) 1040:Y 1037:( 1030:[ 1025:E 1017:) 1013:] 1010:Y 1007:[ 1003:E 998:( 966:n 952:] 949:1 946:, 943:0 940:[ 932:n 928:w 917:n 902:. 893:2 887:= 881:) 876:2 872:X 868:( 865:E 859:| 855:X 851:| 847:E 841:= 838:w 828:X 808:= 799:/ 795:2 731:= 726:5 721:| 717:2 707:| 703:+ 699:| 695:2 689:4 685:| 681:+ 677:| 673:2 667:3 663:| 659:+ 655:| 651:2 645:2 641:| 637:+ 633:| 629:2 623:2 619:| 586:= 581:5 576:| 572:3 562:| 558:+ 554:| 550:3 544:4 540:| 536:+ 532:| 528:3 522:3 518:| 514:+ 510:| 506:3 500:2 496:| 492:+ 488:| 484:3 478:2 474:| 441:= 436:5 431:| 427:5 417:| 413:+ 409:| 405:5 399:4 395:| 391:+ 387:| 383:5 377:3 373:| 369:+ 365:| 361:5 355:2 351:| 347:+ 343:| 339:5 333:2 329:| 293:) 290:X 287:( 284:m 258:) 255:X 252:( 249:m 227:. 223:| 219:) 216:X 213:( 210:m 202:i 198:x 193:| 187:n 182:1 179:= 176:i 166:n 163:1 150:n 146:x 142:2 139:x 135:1 132:x 127:. 120:. 34:( 20:)

Index

Mean absolute deviation
average
absolute
deviations
central point
summary statistic
statistical dispersion
mean
median
mode
median absolute deviation
statistical dispersion
statistical dispersion
central tendency
Mean absolute difference
Mean absolute error
Arithmetic Mean
standard deviation
standard deviation
mean squared error
normal distribution
standard deviation
Jensen's inequality
square root
monotonically increasing function
Hölder's inequality
median
maximum likelihood
Laplace distribution
Median absolute deviation

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