Statistics
MedianDeviation
compute the median absolute deviation from the median
Calling Sequence
Parameters
Description
Computation
Data Set Options
Random Variable Options
Examples
References
Compatibility
MedianDeviation(A, ds_options)
MedianDeviation(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 median absolute deviation of a data set
rv_options
(optional) equation of the form numeric=value; specifies options for computing the median absolute deviation of a random variable
The MedianDeviation function computes the median absolute deviation from the median of the specified random variable or data set.
The first parameter can be a data set (given as 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 MedianDeviation command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the MedianDeviation 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 median absolute deviation is computed symbolically. To compute the median absolute deviation numerically, specify the numeric or numeric = true option.
with⁡Statistics:
Compute the median absolute deviation from the median of the Normal distribution with mean 3 and standard deviation 1.
MedianDeviation⁡Normal⁡3,1
RootOf⁡2⁢erf⁡_Z−1⁢2
MedianDeviation⁡Normal⁡3,1,numeric
0.674489750196106
Generate a random sample of size 1000000 drawn from the above distribution and compute the sample median absolute deviation.
A≔Sample⁡Normal⁡3,1,106:
MedianDeviation⁡A
0.674845782314400
Compute the standard error of the median absolute deviation for the normal distribution with parameters 5 and 2.
X≔RandomVariable⁡Normal⁡5,2:
B≔Sample⁡X,106:
MedianDeviation⁡X
2⁢RootOf⁡2⁢erf⁡_Z−1⁢2
M≔Median⁡X
M≔5
Median⁡abs⁡X−M
MedianDeviation⁡X,numeric
1.34897950039221
MedianDeviation⁡B
1.34821184853011
Compute the median absolute 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:
MedianDeviation⁡V,weights=W
2.
MedianDeviation⁡V,weights=W,ignore=true
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 median absolute deviation of each of the columns.
MedianDeviation⁡M
1.117.13313.
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 introduced in Maple 16.
For more information on Maple 16 changes, see Updates in Maple 16.
See Also
Statistics[Computation]
Statistics[DescriptiveStatistics]
Statistics[Distributions]
Statistics[ExpectedValue]
Statistics[Median]
Statistics[RandomVariables]
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