Statistics
MeanDeviation
compute the average deviation from the mean
Calling Sequence
Parameters
Description
Computation
Data Set Options
Random Variable Options
Examples
References
Compatibility
MeanDeviation(A, ds_options)
MeanDeviation(X, rv_options)
A
-
data set or Matrix data set
X
algebraic; random variable or distribution
ds_options
(optional) equation(s) of the form option=value where option is one of ignore, or weights; specify options for computing the mean deviation of a data set
rv_options
(optional) equation of the form numeric=value; specifies options for computing the mean deviation of a random variable
The MeanDeviation function computes the average absolute deviation from the mean of the specified random variable or data set.
The first parameter can be a data set (e.g., a Vector), a Matrix data set, a distribution (see Statistics[Distribution]), a random variable, or an algebraic expression involving random variables (see Statistics[RandomVariable]).
By default, all computations involving random variables are performed symbolically (see option numeric below).
All computations involving data are performed in floating-point; therefore, all data provided must have type realcons and all returned solutions are floating-point, even if the problem is specified with exact values.
For more information about computation in the Statistics package, see the Statistics[Computation] help page.
The ds_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[DescriptiveStatistics] help page.
ignore=truefalse -- This option controls how missing data is handled by the MeanDeviation command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the MeanDeviation command will return undefined. If ignore=true all missing items in A will be ignored. The default value is false.
weights=Vector -- Data weights. The number of elements in the weights array must be equal to the number of elements in the original data sample. By default all elements in A are assigned weight 1.
The rv_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[RandomVariables] help page.
numeric=truefalse -- By default, the mean deviation is computed symbolically. To compute the mean deviation numerically, specify the numeric or numeric = true option.
with⁡Statistics:
Compute the average absolute deviation from the mean of the beta distribution with parameters 3 and 5.
MeanDeviation⁡Β⁡3,5
885937567108864
MeanDeviation⁡Β⁡3,5,numeric
0.1320149750
Generate a random sample of size 100000 drawn from the above distribution and compute the sample mean deviation.
A≔Sample⁡Β⁡3,5,105:
MeanDeviation⁡A
0.132573341287801
Compute the standard error of the mean deviation for the normal distribution with parameters 5 and 2.
X≔RandomVariable⁡Normal⁡5,2:
B≔Sample⁡X,106:
MeanDeviation⁡X,StandardError106⁡MeanDeviation,X
2⁢2π,1−2π500
MeanDeviation⁡X,numeric,StandardError106⁡MeanDeviation,X,numeric
1.595769121,0.001205620551
MeanDeviation⁡B
1.59542446421958
Create a beta-distributed random variable Y and compute the mean deviation of Y+22.
Y≔RandomVariable⁡Β⁡5,2:
MeanDeviation⁡Y+22
−2503680131251229312+4316338125⁢161268912
MeanDeviation⁡Y+22,numeric
0.6995551230
Verify this using simulation.
C≔Sample⁡Y+22,105:
MeanDeviation⁡C
0.698188656672359
Compute the mean deviation of a weighted data set.
V≔seq⁡i,i=57..77,undefined:
W≔2,4,14,41,83,169,394,669,990,1223,1329,1230,1063,646,392,202,79,32,16,5,2,5:
MeanDeviation⁡V,weights=W
Float⁡undefined
MeanDeviation⁡V,weights=W,ignore=true
2.02365564947327
Consider the following Matrix data set.
M≔Matrix⁡3,1130,114694,4,1527,127368,3,907,88464,2,878,96484,4,995,128007
M≔31130114694415271273683907884642878964844995128007
We compute the mean deviation of each of the columns.
MeanDeviation⁡M
0.640000000000000192.88000000000014823.5200000000
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
The A parameter was updated in Maple 16.
See Also
Statistics[Computation]
Statistics[DescriptiveStatistics]
Statistics[Distributions]
Statistics[ExpectedValue]
Statistics[Mean]
Statistics[RandomVariables]
Statistics[StandardError]
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