The mean and median absolute deviations
type: Item
instance of: scholarly article
title: The mean and median absolute deviations
zbMATH Open document ID: 0996.60008
DOI: 10.1016/S0895-7177(01)00109-1
published in: Mathematical and Computer Modelling
publication date: 2002-06-13T00:00:00Z
review text: The authors give a comprehensive survey of properties of mean and median absolute deviations of a distribution. Let \(X_1,X_2,\dots, X_n\) be independent and identically distributed random variables and \(\overline X_n\) be the sample mean. Let \(S^2_n= n^{-1} \sum^n_{i=1} (X_i- \overline X_n)^2\) and \(d_n= n^{-1} \sum^n_{i=1}|X_i-\overline X_n|\). Some basic results on the sampling distributions of \(d_n\) are discussed and a comparative study on the advantages in using \(S_n\) and \(d_n\) is made.
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 1755407
author: Thu Pham Gia
author: Tran Loc Hung
reviewed by: B. L. S. Prakasa Rao
MaRDI profile type: Publication
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full work available at URL: s0895-7177(01)00109-1
OpenAlex ID: W1982506807
description: scientific article; zbMATH DE number 1755407