MedianDeviation

MedianDeviation[list]
gives the median absolute deviation from the median of the elements in list.

For the list , the median deviation is given by the median of the list , where is the median of the list.

MedianDeviation of columns of a matrix:

Out[1]=

MedianDeviation of columns of a matrix:

Out[1]=

Compute results for any real numeric values:

Compute results at machine precision:

Obtain results at any precision:

Compute results for a large vector or matrix:

Compute results for a SparseArray:

Obtain a robust estimate of dispersion when extreme values are present:

Measures based on the Mean are heavily influenced by extreme values:

MedianDeviation is the Median of absolute deviations from the Median:

For large uniform datasets, MedianDeviation and MeanDeviation are nearly the same:

MedianDeviation requires real numeric values:

Ratio of MedianDeviation to MeanDeviation for increasing sample size: