MAD & Standard Deviation

Agent Smith

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Oct 18, 2023
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How closely do they track each other?

MAD=1ni=1nxiμ\displaystyle \text{MAD} = \frac{1}{n} \sum_{i = 1} ^ n |x_i - \mu|

σ=1ni=1n(xiμ)2\displaystyle \sigma = \sqrt{\frac{1}{n} \sum_{i = 1} ^n \left(x_i - \mu \right)^2}
 
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How closely do they track each other?

MAD=1ni=1nxiμ\displaystyle \text{MAD} = \frac{1}{n} \sum_{i = 1} ^ n |x_i - \mu|

σ=1ni=1n(xiμ)2\displaystyle \sigma = \sqrt{\frac{1}{n} \sum_{i = 1} ^n \left(x_i - \mu \right)^2}
Have you tried looking it up?

Quick answer: they are different numbers, not at all the same, and they behave differently (e.g. in the effect of outliers).
 
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