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Median absolute deviation - Wikipedia

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</div> </a> <ul id="toc-Uses-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Relation_to_standard_deviation" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Relation_to_standard_deviation"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>Relation to standard deviation</span> </div> </a> <button aria-controls="toc-Relation_to_standard_deviation-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Relation to standard deviation subsection</span> </button> <ul id="toc-Relation_to_standard_deviation-sublist" class="vector-toc-list"> <li id="toc-Derivation" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Derivation"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Derivation</span> </div> </a> <ul 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<span class="vector-toc-numb">6</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Notes" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Notes"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>Notes</span> </div> </a> <ul id="toc-Notes-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">8</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div 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class="mw-page-title-main">Median absolute deviation</span></h1> <div id="p-lang-btn" class="vector-dropdown mw-portlet mw-portlet-lang" > <input type="checkbox" id="p-lang-btn-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-p-lang-btn" class="vector-dropdown-checkbox mw-interlanguage-selector" aria-label="Go to an article in another language. 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interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Desbideratze_absolutuen_mediana" title="Desbideratze absolutuen mediana – Basque" lang="eu" hreflang="eu" data-title="Desbideratze absolutuen mediana" data-language-autonym="Euskara" data-language-local-name="Basque" class="interlanguage-link-target"><span>Euskara</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D9%85%DB%8C%D8%A7%D9%86%D9%87_%D9%82%D8%AF%D8%B1_%D9%85%D8%B7%D9%84%D9%82_%D8%A7%D9%86%D8%AD%D8%B1%D8%A7%D9%81" title="میانه قدر مطلق انحراف – Persian" lang="fa" hreflang="fa" data-title="میانه قدر مطلق انحراف" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EC%A4%91%EC%95%99%EA%B0%92_%EC%A0%88%EB%8C%80_%ED%8E%B8%EC%B0%A8" title="중앙값 절대 편차 – Korean" lang="ko" hreflang="ko" data-title="중앙값 절대 편차" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Deviazione_mediana_assoluta" title="Deviazione mediana assoluta – Italian" lang="it" hreflang="it" data-title="Deviazione mediana assoluta" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-fi mw-list-item"><a href="https://fi.wikipedia.org/wiki/Mediaanin_absoluuttinen_keskipoikkeama" title="Mediaanin absoluuttinen keskipoikkeama – Finnish" lang="fi" hreflang="fi" data-title="Mediaanin absoluuttinen keskipoikkeama" data-language-autonym="Suomi" data-language-local-name="Finnish" class="interlanguage-link-target"><span>Suomi</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a 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dir="ltr"><div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Statistical measure of variability</div> <style data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">For other statistical measures also abbreviated as "MAD", see <a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">Average absolute deviation</a>.</div> <p>In <a href="/wiki/Statistics" title="Statistics">statistics</a>, the <b>median absolute deviation</b> (<b>MAD</b>) is a <a href="/wiki/Robust_statistics" title="Robust statistics">robust</a> measure of the <a href="/wiki/Statistical_dispersion" title="Statistical dispersion">variability</a> of a <a href="/wiki/Univariate" title="Univariate">univariate</a> sample of <a href="/wiki/Quantitative_data" class="mw-redirect" title="Quantitative data">quantitative data</a>. It can also refer to the <a href="/wiki/Statistical_population" title="Statistical population">population</a> <a href="/wiki/Parameter" title="Parameter">parameter</a> that is <a href="/wiki/Statistical_estimation" class="mw-redirect" title="Statistical estimation">estimated</a> by the MAD calculated from a sample.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup> </p><p>For a univariate data set <i>X</i><sub>1</sub>,&#160;<i>X</i><sub>2</sub>,&#160;...,&#160;<i>X<sub>n</sub></i>, the MAD is defined as the <a href="/wiki/Median" title="Median">median</a> of the <a href="/wiki/Absolute_deviation" class="mw-redirect" title="Absolute deviation">absolute deviations</a> from the data's median <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\tilde {X}}=\operatorname {median} (X)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>X</mi> <mo stretchy="false">&#x007E;<!-- ~ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <mi>median</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\tilde {X}}=\operatorname {median} (X)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/00384addf61c12a21711efdd4b4869c928b201d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.23ex; height:3.176ex;" alt="{\displaystyle {\tilde {X}}=\operatorname {median} (X)}"></span>: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {MAD} =\operatorname {median} (|X_{i}-{\tilde {X}}|)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>MAD</mi> <mo>=</mo> <mi>median</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>&#x2212;<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>X</mi> <mo stretchy="false">&#x007E;<!-- ~ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {MAD} =\operatorname {median} (|X_{i}-{\tilde {X}}|)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78930d5d437492006251f648da5b1d3673289742" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:26.758ex; height:3.176ex;" alt="{\displaystyle \operatorname {MAD} =\operatorname {median} (|X_{i}-{\tilde {X}}|)}"></span></dd></dl> <p>that is, starting with the <a href="/wiki/Errors_and_residuals_in_statistics" class="mw-redirect" title="Errors and residuals in statistics">residuals</a> (deviations) from the data's median, the MAD is the <a href="/wiki/Median" title="Median">median</a> of their <a href="/wiki/Absolute_value" title="Absolute value">absolute values</a>. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Example">Example</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=1" title="Edit section: Example"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Consider the data (1, 1, 2, <b>2</b>, 4, 6, 9). It has a median value of 2. The absolute deviations about 2 are (1, 1, 0, 0, 2, 4, 7) which in turn have a median value of 1 (because the sorted absolute deviations are (0, 0, 1, <b>1</b>, 2, 4, 7)). So the median absolute deviation for this data is 1. </p> <div class="mw-heading mw-heading2"><h2 id="Uses">Uses</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=2" title="Edit section: Uses"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The median absolute deviation is a measure of <a href="/wiki/Statistical_dispersion" title="Statistical dispersion">statistical dispersion</a>. Moreover, the MAD is a <a href="/wiki/Robust_statistic" class="mw-redirect" title="Robust statistic">robust statistic</a>, being more resilient to outliers in a data set than the <a href="/wiki/Standard_deviation" title="Standard deviation">standard deviation</a>. In the standard deviation, the distances from the <a href="/wiki/Mean" title="Mean">mean</a> are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant. </p><p>Because the MAD is a more robust estimator of scale than the sample <a href="/wiki/Variance" title="Variance">variance</a> or <a href="/wiki/Standard_deviation" title="Standard deviation">standard deviation</a>, it works better with distributions without a mean or variance, such as the <a href="/wiki/Cauchy_distribution" title="Cauchy distribution">Cauchy distribution</a>. </p> <div class="mw-heading mw-heading2"><h2 id="Relation_to_standard_deviation">Relation to standard deviation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=3" title="Edit section: Relation to standard deviation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The MAD may be used similarly to how one would use the deviation for the average. In order to use the MAD as a <a href="/wiki/Consistent_estimator" title="Consistent estimator">consistent estimator</a> for the <a href="/wiki/Scale_parameter#Estimation" title="Scale parameter">estimation</a> of the <a href="/wiki/Standard_deviation" title="Standard deviation">standard deviation</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>, one takes </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {\sigma }}=k\cdot \operatorname {MAD} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>&#x03C3;<!-- σ --></mi> <mo stretchy="false">&#x005E;<!-- ^ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <mi>k</mi> <mo>&#x22C5;<!-- ⋅ --></mo> <mi>MAD</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\hat {\sigma }}=k\cdot \operatorname {MAD} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b05fd339e44d553eb11d954855a8682dcfe8e598" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.615ex; height:2.509ex;" alt="{\displaystyle {\hat {\sigma }}=k\cdot \operatorname {MAD} ,}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is a constant <a href="/wiki/Scale_factor" class="mw-redirect" title="Scale factor">scale factor</a>, which depends on the distribution.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup> </p><p>For <a href="/wiki/Normal_distribution" title="Normal distribution">normally distributed</a> data <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is taken to be </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=1/\left(\Phi ^{-1}(3/4)\right)\approx 1/0.67449\approx 1.4826,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mrow> <mo>(</mo> <mrow> <msup> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">(</mo> <mn>3</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>4</mn> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mo>&#x2248;<!-- ≈ --></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>0.67449</mn> <mo>&#x2248;<!-- ≈ --></mo> <mn>1.4826</mn> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=1/\left(\Phi ^{-1}(3/4)\right)\approx 1/0.67449\approx 1.4826,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/75f2ed8107dea17b880392783ac29c993fd6b0d6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:41.708ex; height:3.343ex;" alt="{\displaystyle k=1/\left(\Phi ^{-1}(3/4)\right)\approx 1/0.67449\approx 1.4826,}"></span></dd></dl> <p>i.e., the <a href="/wiki/Multiplicative_inverse" title="Multiplicative inverse">reciprocal</a> of the <a href="/wiki/Quantile_function" title="Quantile function">quantile function</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Phi ^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Phi ^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ab22c7cf7f1a54d85993e0257a93f28eae546df8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:4.011ex; height:2.676ex;" alt="{\displaystyle \Phi ^{-1}}"></span> (also known as the inverse of the <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a>) for the <a href="/wiki/Standard_normal_distribution" class="mw-redirect" title="Standard normal distribution">standard normal distribution</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Z=(X-\mu )/\sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Z</mi> <mo>=</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Z=(X-\mu )/\sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/25037543a35e0e5689bd9bf285d59e083e5382aa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.302ex; height:2.843ex;" alt="{\displaystyle Z=(X-\mu )/\sigma }"></span>.<sup id="cite_ref-google_3-0" class="reference"><a href="#cite_note-google-3"><span class="cite-bracket">&#91;</span>3<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">&#91;</span>4<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Derivation">Derivation</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=4" title="Edit section: Derivation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The argument 3/4 is such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \pm \operatorname {MAD} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>&#x00B1;<!-- ± --></mo> <mi>MAD</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \pm \operatorname {MAD} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/672ae3905369f38d27aa25ca32926436c9f79d58" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.845ex; height:2.176ex;" alt="{\displaystyle \pm \operatorname {MAD} }"></span> covers 50% (between 1/4 and 3/4) of the standard normal <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a>, i.e. </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{2}}=P(|X-\mu |\leq \operatorname {MAD} )=P\left(\left|{\frac {X-\mu }{\sigma }}\right|\leq {\frac {\operatorname {MAD} }{\sigma }}\right)=P\left(|Z|\leq {\frac {\operatorname {MAD} }{\sigma }}\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <mo>=</mo> <mi>P</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mi>X</mi> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>&#x2264;<!-- ≤ --></mo> <mi>MAD</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>P</mi> <mrow> <mo>(</mo> <mrow> <mrow> <mo>|</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>X</mi> <mo>&#x2212;<!-- − --></mo> <mi>&#x03BC;<!-- μ --></mi> </mrow> <mi>&#x03C3;<!-- σ --></mi> </mfrac> </mrow> <mo>|</mo> </mrow> <mo>&#x2264;<!-- ≤ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>MAD</mi> <mi>&#x03C3;<!-- σ --></mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <mi>P</mi> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mi>Z</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>&#x2264;<!-- ≤ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>MAD</mi> <mi>&#x03C3;<!-- σ --></mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{2}}=P(|X-\mu |\leq \operatorname {MAD} )=P\left(\left|{\frac {X-\mu }{\sigma }}\right|\leq {\frac {\operatorname {MAD} }{\sigma }}\right)=P\left(|Z|\leq {\frac {\operatorname {MAD} }{\sigma }}\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a5768961d469bc1a6b6364ee7ad651981269408a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:73.749ex; height:6.176ex;" alt="{\displaystyle {\frac {1}{2}}=P(|X-\mu |\leq \operatorname {MAD} )=P\left(\left|{\frac {X-\mu }{\sigma }}\right|\leq {\frac {\operatorname {MAD} }{\sigma }}\right)=P\left(|Z|\leq {\frac {\operatorname {MAD} }{\sigma }}\right).}"></span></dd></dl> <p>Therefore, we must have that </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Phi \left(\operatorname {MAD} /\sigma \right)-\Phi \left(-\operatorname {MAD} /\sigma \right)=1/2.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow> <mo>(</mo> <mrow> <mi>MAD</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03C3;<!-- σ --></mi> </mrow> <mo>)</mo> </mrow> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow> <mo>(</mo> <mrow> <mo>&#x2212;<!-- − --></mo> <mi>MAD</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03C3;<!-- σ --></mi> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Phi \left(\operatorname {MAD} /\sigma \right)-\Phi \left(-\operatorname {MAD} /\sigma \right)=1/2.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a2f4ce3d6bc378676b64812e655b62398bf3d5cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:37.075ex; height:2.843ex;" alt="{\displaystyle \Phi \left(\operatorname {MAD} /\sigma \right)-\Phi \left(-\operatorname {MAD} /\sigma \right)=1/2.}"></span></dd></dl> <p>Noticing that </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Phi \left(-\operatorname {MAD} /\sigma \right)=1-\Phi \left(\operatorname {MAD} /\sigma \right),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow> <mo>(</mo> <mrow> <mo>&#x2212;<!-- − --></mo> <mi>MAD</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03C3;<!-- σ --></mi> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <mn>1</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow> <mo>(</mo> <mrow> <mi>MAD</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03C3;<!-- σ --></mi> </mrow> <mo>)</mo> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Phi \left(-\operatorname {MAD} /\sigma \right)=1-\Phi \left(\operatorname {MAD} /\sigma \right),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/73c8f6956830b4969dcf655242eb945155f88730" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:35.137ex; height:2.843ex;" alt="{\displaystyle \Phi \left(-\operatorname {MAD} /\sigma \right)=1-\Phi \left(\operatorname {MAD} /\sigma \right),}"></span></dd></dl> <p>we have that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {MAD} /\sigma =\Phi ^{-1}(3/4)=0.67449}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>MAD</mi> <mo>&#x2061;<!-- ⁡ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>&#x03C3;<!-- σ --></mi> <mo>=</mo> <msup> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">(</mo> <mn>3</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>4</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0.67449</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {MAD} /\sigma =\Phi ^{-1}(3/4)=0.67449}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db97ce55f551038601630237bc4e0af02602a43f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:31.655ex; height:3.176ex;" alt="{\displaystyle \operatorname {MAD} /\sigma =\Phi ^{-1}(3/4)=0.67449}"></span>, from which we obtain the scale factor <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=1/\Phi ^{-1}(3/4)=1.4826}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mi mathvariant="normal">&#x03A6;<!-- Φ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">(</mo> <mn>3</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>4</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1.4826</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=1/\Phi ^{-1}(3/4)=1.4826}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/42256b5bd42b5607f29d7f04d94657be8d1202c4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.5ex; height:3.176ex;" alt="{\displaystyle k=1/\Phi ^{-1}(3/4)=1.4826}"></span>. </p><p>Another way of establishing the relationship is noting that MAD equals the <a href="/wiki/Half-normal_distribution" title="Half-normal distribution">half-normal distribution</a> median: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {MAD} =\sigma {\sqrt {2}}\operatorname {erf} ^{-1}(1/2)\approx 0.67449\sigma .}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>MAD</mi> <mo>=</mo> <mi>&#x03C3;<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>2</mn> </msqrt> </mrow> <msup> <mi>erf</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo>&#x2061;<!-- ⁡ --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> <mo stretchy="false">)</mo> <mo>&#x2248;<!-- ≈ --></mo> <mn>0.67449</mn> <mi>&#x03C3;<!-- σ --></mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {MAD} =\sigma {\sqrt {2}}\operatorname {erf} ^{-1}(1/2)\approx 0.67449\sigma .}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d8d609f8cca40382be5bb380519bef4fb0e98e2d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:36.545ex; height:3.176ex;" alt="{\displaystyle \operatorname {MAD} =\sigma {\sqrt {2}}\operatorname {erf} ^{-1}(1/2)\approx 0.67449\sigma .}"></span></dd></dl> <p>This form is used in, e.g., the <a href="/wiki/Probable_error" title="Probable error">probable error</a>. </p><p>In the case of <a href="/wiki/Complex_number" title="Complex number">complex</a> values (<i>X</i>+i<i>Y</i>), the relation of MAD to the standard deviation is unchanged for normally distributed data. </p> <div class="mw-heading mw-heading2"><h2 id="Multivariate_generalization">Multivariate generalization</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=5" title="Edit section: Multivariate generalization"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Analogously to how the <a href="/wiki/Median" title="Median">median</a> generalizes to the <a href="/wiki/Geometric_median" title="Geometric median">geometric median</a> (GM) in <a href="/wiki/Multivariate_data" class="mw-redirect" title="Multivariate data">multivariate data</a>, MAD can be generalized to the <i>median of distances to GM</i> (MADGM) in <i>n</i> dimensions. This is done by replacing the absolute differences in one dimension by <a href="/wiki/Euclidean_distance" title="Euclidean distance">Euclidean distances</a> of the data points to the geometric median in <i>n</i> dimensions.<sup id="cite_ref-Spacek_5-0" class="reference"><a href="#cite_note-Spacek-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup> This gives the identical result as the univariate MAD in one dimension and generalizes to any number of dimensions. MADGM needs the geometric median to be found, which is done by an iterative process. </p> <div class="mw-heading mw-heading2"><h2 id="The_population_MAD">The population MAD</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=6" title="Edit section: The population MAD"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The population MAD is defined analogously to the sample MAD, but is based on the complete population rather than on a sample. For a symmetric distribution with zero mean, the population MAD is the 75th <a href="/wiki/Percentile" title="Percentile">percentile</a> of the distribution. </p><p>Unlike the <a href="/wiki/Population_variance" class="mw-redirect" title="Population variance">variance</a>, which may be infinite or undefined, the population MAD is always a finite number. For example, the standard <a href="/wiki/Cauchy_distribution" title="Cauchy distribution">Cauchy distribution</a> has undefined variance, but its MAD is 1. </p><p>The earliest known mention of the concept of the MAD occurred in 1816, in a paper by <a href="/wiki/Carl_Friedrich_Gauss" title="Carl Friedrich Gauss">Carl Friedrich Gauss</a> on the determination of the accuracy of numerical observations.<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">&#91;</span>6<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=7" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Deviation_(statistics)" title="Deviation (statistics)">Deviation (statistics)</a></li> <li><a href="/wiki/Interquartile_range" title="Interquartile range">Interquartile range</a></li> <li><a href="/wiki/Probable_error" title="Probable error">Probable error</a></li> <li><a href="/wiki/Robust_measures_of_scale" title="Robust measures of scale">Robust measures of scale</a></li> <li><a href="/wiki/Relative_mean_absolute_difference" class="mw-redirect" title="Relative mean absolute difference">Relative mean absolute difference</a></li> <li><a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">Average absolute deviation</a></li> <li><a href="/wiki/Least_absolute_deviations" title="Least absolute deviations">Least absolute deviations</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="Notes">Notes</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=8" title="Edit section: Notes"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output 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Retrieved <span class="nowrap">26 July</span> 2022</span>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=unknown&amp;rft.jtitle=crates.io&amp;rft.atitle=Rstats+-+Rust+Implementation+of+Statistical+Measures%2C+Vector+Algebra%2C+Geometric+Median%2C+Data+Analysis+and+Machine+Learning&amp;rft.aulast=Spacek&amp;rft.aufirst=Libor&amp;rft_id=https%3A%2F%2Fcrates.io%2Fcrates%2Frstats&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMedian+absolute+deviation" class="Z3988"></span></span> </li> <li id="cite_note-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-6">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFGauss1816" class="citation journal cs1"><a href="/wiki/Carl_Friedrich_Gauss" title="Carl Friedrich Gauss">Gauss, Carl Friedrich</a> (1816). "Bestimmung der Genauigkeit der Beobachtungen". <i>Zeitschrift für Astronomie und Verwandte Wissenschaften</i>. <b>1</b>: 187–197.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Zeitschrift+f%C3%BCr+Astronomie+und+Verwandte+Wissenschaften&amp;rft.atitle=Bestimmung+der+Genauigkeit+der+Beobachtungen&amp;rft.volume=1&amp;rft.pages=187-197&amp;rft.date=1816&amp;rft.aulast=Gauss&amp;rft.aufirst=Carl+Friedrich&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMedian+absolute+deviation" class="Z3988"></span></span> </li> <li id="cite_note-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-7">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWalker1931" class="citation book cs1">Walker, Helen (1931). <i>Studies in the History of the Statistical Method</i>. Baltimore, MD: Williams &amp; Wilkins Co. pp.&#160;24–25.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Studies+in+the+History+of+the+Statistical+Method&amp;rft.place=Baltimore%2C+MD&amp;rft.pages=24-25&amp;rft.pub=Williams+%26+Wilkins+Co&amp;rft.date=1931&amp;rft.aulast=Walker&amp;rft.aufirst=Helen&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMedian+absolute+deviation" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Median_absolute_deviation&amp;action=edit&amp;section=9" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHoaglinFrederick_MostellerJohn_W._Tukey1983" class="citation book cs1">Hoaglin, David C.; Frederick Mosteller; John W. Tukey (1983). <i>Understanding Robust and Exploratory Data Analysis</i>. John Wiley &amp; Sons. pp.&#160;404–414. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-0-471-09777-8" title="Special:BookSources/978-0-471-09777-8"><bdi>978-0-471-09777-8</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Understanding+Robust+and+Exploratory+Data+Analysis&amp;rft.pages=404-414&amp;rft.pub=John+Wiley+%26+Sons&amp;rft.date=1983&amp;rft.isbn=978-0-471-09777-8&amp;rft.aulast=Hoaglin&amp;rft.aufirst=David+C.&amp;rft.au=Frederick+Mosteller&amp;rft.au=John+W.+Tukey&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMedian+absolute+deviation" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFRussellBernard_W._Taylor_III2006" class="citation book cs1">Russell, Roberta S.; Bernard W. Taylor III (2006). <a rel="nofollow" class="external text" href="https://archive.org/details/operationsmanage0005russ/page/497"><i>Operación Management</i></a>. John Wiley &amp; Sons. pp.&#160;<a rel="nofollow" class="external text" href="https://archive.org/details/operationsmanage0005russ/page/497">497–498</a>. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-0-471-69209-6" title="Special:BookSources/978-0-471-69209-6"><bdi>978-0-471-69209-6</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Operaci%C3%B3n+Management&amp;rft.pages=497-498&amp;rft.pub=John+Wiley+%26+Sons&amp;rft.date=2006&amp;rft.isbn=978-0-471-69209-6&amp;rft.aulast=Russell&amp;rft.aufirst=Roberta+S.&amp;rft.au=Bernard+W.+Taylor+III&amp;rft_id=https%3A%2F%2Farchive.org%2Fdetails%2Foperationsmanage0005russ%2Fpage%2F497&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMedian+absolute+deviation" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFVenablesB._D._Ripley1999" class="citation book cs1">Venables, W. N.; B. D. Ripley (1999). <i>Modern Applied Statistics with S-PLUS</i>. Springer. p.&#160;128. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-0-387-98825-2" title="Special:BookSources/978-0-387-98825-2"><bdi>978-0-387-98825-2</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Modern+Applied+Statistics+with+S-PLUS&amp;rft.pages=128&amp;rft.pub=Springer&amp;rft.date=1999&amp;rft.isbn=978-0-387-98825-2&amp;rft.aulast=Venables&amp;rft.aufirst=W.+N.&amp;rft.au=B.+D.+Ripley&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMedian+absolute+deviation" class="Z3988"></span></li></ul> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output 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mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Descriptive_statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Descriptive_statistics" title="Descriptive statistics">Descriptive statistics</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Continuous_probability_distribution" class="mw-redirect" title="Continuous probability distribution">Continuous data</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Central_tendency" title="Central tendency">Center</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Mean" title="Mean">Mean</a> <ul><li><a href="/wiki/Arithmetic_mean" title="Arithmetic mean">Arithmetic</a></li> <li><a href="/wiki/Arithmetic%E2%80%93geometric_mean" title="Arithmetic–geometric mean">Arithmetic-Geometric</a></li> <li><a href="/wiki/Contraharmonic_mean" title="Contraharmonic mean">Contraharmonic</a></li> <li><a href="/wiki/Cubic_mean" title="Cubic mean">Cubic</a></li> <li><a href="/wiki/Generalized_mean" title="Generalized mean">Generalized/power</a></li> <li><a href="/wiki/Geometric_mean" title="Geometric mean">Geometric</a></li> <li><a href="/wiki/Harmonic_mean" title="Harmonic mean">Harmonic</a></li> <li><a href="/wiki/Heronian_mean" title="Heronian mean">Heronian</a></li> <li><a href="/wiki/Heinz_mean" title="Heinz mean">Heinz</a></li> <li><a href="/wiki/Lehmer_mean" title="Lehmer mean">Lehmer</a></li></ul></li> <li><a href="/wiki/Median" title="Median">Median</a></li> <li><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_dispersion" title="Statistical dispersion">Dispersion</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">Average absolute deviation</a></li> <li><a href="/wiki/Coefficient_of_variation" title="Coefficient of variation">Coefficient of variation</a></li> <li><a href="/wiki/Interquartile_range" title="Interquartile range">Interquartile range</a></li> <li><a href="/wiki/Percentile" title="Percentile">Percentile</a></li> <li><a href="/wiki/Range_(statistics)" title="Range (statistics)">Range</a></li> <li><a href="/wiki/Standard_deviation" title="Standard deviation">Standard deviation</a></li> <li><a href="/wiki/Variance#Sample_variance" title="Variance">Variance</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Shape_of_the_distribution" class="mw-redirect" title="Shape of the distribution">Shape</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Central_limit_theorem" title="Central limit theorem">Central limit theorem</a></li> <li><a href="/wiki/Moment_(mathematics)" title="Moment (mathematics)">Moments</a> <ul><li><a href="/wiki/Kurtosis" title="Kurtosis">Kurtosis</a></li> <li><a href="/wiki/L-moment" title="L-moment">L-moments</a></li> <li><a href="/wiki/Skewness" title="Skewness">Skewness</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Count_data" title="Count data">Count data</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Index_of_dispersion" title="Index of dispersion">Index of dispersion</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Summary tables</th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Frequency_distribution" class="mw-redirect" title="Frequency distribution">Frequency distribution</a></li> <li><a href="/wiki/Grouped_data" title="Grouped data">Grouped data</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Dependence</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Pearson_correlation_coefficient" title="Pearson correlation coefficient">Pearson product-moment correlation</a></li> <li><a href="/wiki/Rank_correlation" title="Rank correlation">Rank correlation</a> <ul><li><a href="/wiki/Kendall_rank_correlation_coefficient" title="Kendall rank correlation coefficient">Kendall's τ</a></li> <li><a href="/wiki/Spearman%27s_rank_correlation_coefficient" title="Spearman&#39;s rank correlation coefficient">Spearman's ρ</a></li></ul></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_graphics" title="Statistical graphics">Graphics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bar_chart" title="Bar chart">Bar chart</a></li> <li><a href="/wiki/Biplot" title="Biplot">Biplot</a></li> <li><a href="/wiki/Box_plot" title="Box plot">Box plot</a></li> <li><a href="/wiki/Control_chart" title="Control chart">Control chart</a></li> <li><a href="/wiki/Correlogram" title="Correlogram">Correlogram</a></li> <li><a href="/wiki/Fan_chart_(statistics)" title="Fan chart (statistics)">Fan chart</a></li> <li><a href="/wiki/Forest_plot" title="Forest plot">Forest plot</a></li> <li><a href="/wiki/Histogram" title="Histogram">Histogram</a></li> <li><a href="/wiki/Pie_chart" title="Pie chart">Pie chart</a></li> <li><a href="/wiki/Q%E2%80%93Q_plot" title="Q–Q plot">Q–Q plot</a></li> <li><a href="/wiki/Radar_chart" title="Radar chart">Radar chart</a></li> <li><a href="/wiki/Run_chart" title="Run chart">Run chart</a></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li> <li><a href="/wiki/Stem-and-leaf_display" title="Stem-and-leaf display">Stem-and-leaf display</a></li> <li><a href="/wiki/Violin_plot" title="Violin plot">Violin plot</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Data_collection" style="font-size:114%;margin:0 4em"><a href="/wiki/Data_collection" title="Data collection">Data collection</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Design_of_experiments" title="Design of experiments">Study design</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Effect_size" title="Effect size">Effect size</a></li> <li><a href="/wiki/Missing_data" title="Missing data">Missing data</a></li> <li><a href="/wiki/Optimal_design" class="mw-redirect" title="Optimal design">Optimal design</a></li> <li><a href="/wiki/Statistical_population" title="Statistical population">Population</a></li> <li><a href="/wiki/Replication_(statistics)" title="Replication (statistics)">Replication</a></li> <li><a href="/wiki/Sample_size_determination" title="Sample size determination">Sample size determination</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Statistical_power" class="mw-redirect" title="Statistical power">Statistical power</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survey_methodology" title="Survey methodology">Survey methodology</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sampling_(statistics)" title="Sampling (statistics)">Sampling</a> <ul><li><a href="/wiki/Cluster_sampling" title="Cluster sampling">Cluster</a></li> <li><a href="/wiki/Stratified_sampling" title="Stratified sampling">Stratified</a></li></ul></li> <li><a href="/wiki/Opinion_poll" title="Opinion poll">Opinion poll</a></li> <li><a href="/wiki/Questionnaire" title="Questionnaire">Questionnaire</a></li> <li><a href="/wiki/Standard_error" title="Standard error">Standard error</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Experiment" title="Experiment">Controlled experiments</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Blocking_(statistics)" title="Blocking (statistics)">Blocking</a></li> <li><a href="/wiki/Factorial_experiment" title="Factorial experiment">Factorial experiment</a></li> <li><a href="/wiki/Interaction_(statistics)" title="Interaction (statistics)">Interaction</a></li> <li><a href="/wiki/Random_assignment" title="Random assignment">Random assignment</a></li> <li><a href="/wiki/Randomized_controlled_trial" title="Randomized controlled trial">Randomized controlled trial</a></li> <li><a href="/wiki/Randomized_experiment" title="Randomized experiment">Randomized experiment</a></li> <li><a href="/wiki/Scientific_control" title="Scientific control">Scientific control</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Adaptive designs</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adaptive_clinical_trial" class="mw-redirect" title="Adaptive clinical trial">Adaptive clinical trial</a></li> <li><a href="/wiki/Stochastic_approximation" title="Stochastic approximation">Stochastic approximation</a></li> <li><a href="/wiki/Up-and-Down_Designs" class="mw-redirect" title="Up-and-Down Designs">Up-and-down designs</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Observational_study" title="Observational study">Observational studies</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohort_study" title="Cohort study">Cohort study</a></li> <li><a href="/wiki/Cross-sectional_study" title="Cross-sectional study">Cross-sectional study</a></li> <li><a href="/wiki/Natural_experiment" title="Natural experiment">Natural experiment</a></li> <li><a href="/wiki/Quasi-experiment" title="Quasi-experiment">Quasi-experiment</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Statistical_inference" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistical_inference" title="Statistical inference">Statistical inference</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_theory" title="Statistical theory">Statistical theory</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Population_(statistics)" class="mw-redirect" title="Population (statistics)">Population</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distribution</a></li> <li><a href="/wiki/Sampling_distribution" title="Sampling distribution">Sampling distribution</a> <ul><li><a href="/wiki/Order_statistic" title="Order statistic">Order statistic</a></li></ul></li> <li><a href="/wiki/Empirical_distribution_function" title="Empirical distribution function">Empirical distribution</a> <ul><li><a href="/wiki/Density_estimation" title="Density estimation">Density estimation</a></li></ul></li> <li><a href="/wiki/Statistical_model" title="Statistical model">Statistical model</a> <ul><li><a href="/wiki/Model_specification" class="mw-redirect" title="Model specification">Model specification</a></li> <li><a href="/wiki/Lp_space" title="Lp space">L<sup><i>p</i></sup> space</a></li></ul></li> <li><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameter</a> <ul><li><a href="/wiki/Location_parameter" title="Location parameter">location</a></li> <li><a href="/wiki/Scale_parameter" title="Scale parameter">scale</a></li> <li><a href="/wiki/Shape_parameter" title="Shape parameter">shape</a></li></ul></li> <li><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric family</a> <ul><li><a href="/wiki/Likelihood_function" title="Likelihood function">Likelihood</a>&#160;<a href="/wiki/Monotone_likelihood_ratio" title="Monotone likelihood ratio"><span style="font-size:85%;">(monotone)</span></a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale family</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential family</a></li></ul></li> <li><a href="/wiki/Completeness_(statistics)" title="Completeness (statistics)">Completeness</a></li> <li><a href="/wiki/Sufficient_statistic" title="Sufficient statistic">Sufficiency</a></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Statistical functional</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/U-statistic" title="U-statistic">U</a></li> <li><a href="/wiki/V-statistic" title="V-statistic">V</a></li></ul></li> <li><a href="/wiki/Optimal_decision" title="Optimal decision">Optimal decision</a> <ul><li><a href="/wiki/Loss_function" title="Loss function">loss function</a></li></ul></li> <li><a href="/wiki/Efficiency_(statistics)" title="Efficiency (statistics)">Efficiency</a></li> <li><a href="/wiki/Statistical_distance" title="Statistical distance">Statistical distance</a> <ul><li><a href="/wiki/Divergence_(statistics)" title="Divergence (statistics)">divergence</a></li></ul></li> <li><a href="/wiki/Asymptotic_theory_(statistics)" title="Asymptotic theory (statistics)">Asymptotics</a></li> <li><a href="/wiki/Robust_statistics" title="Robust statistics">Robustness</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Frequentist_inference" title="Frequentist inference">Frequentist inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Point_estimation" title="Point estimation">Point estimation</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Estimating_equations" title="Estimating equations">Estimating equations</a> <ul><li><a href="/wiki/Maximum_likelihood" class="mw-redirect" title="Maximum likelihood">Maximum likelihood</a></li> <li><a href="/wiki/Method_of_moments_(statistics)" title="Method of moments (statistics)">Method of moments</a></li> <li><a href="/wiki/M-estimator" title="M-estimator">M-estimator</a></li> <li><a href="/wiki/Minimum_distance_estimation" class="mw-redirect" title="Minimum distance estimation">Minimum distance</a></li></ul></li> <li><a href="/wiki/Bias_of_an_estimator" title="Bias of an estimator">Unbiased estimators</a> <ul><li><a href="/wiki/Minimum-variance_unbiased_estimator" title="Minimum-variance unbiased estimator">Mean-unbiased minimum-variance</a> <ul><li><a href="/wiki/Rao%E2%80%93Blackwell_theorem" title="Rao–Blackwell theorem">Rao–Blackwellization</a></li> <li><a href="/wiki/Lehmann%E2%80%93Scheff%C3%A9_theorem" title="Lehmann–Scheffé theorem">Lehmann–Scheffé theorem</a></li></ul></li> <li><a href="/wiki/Median-unbiased_estimator" class="mw-redirect" title="Median-unbiased estimator">Median unbiased</a></li></ul></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Plug-in</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Interval_estimation" title="Interval estimation">Interval estimation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Confidence_interval" title="Confidence interval">Confidence interval</a></li> <li><a href="/wiki/Pivotal_quantity" title="Pivotal quantity">Pivot</a></li> <li><a href="/wiki/Likelihood_interval" class="mw-redirect" title="Likelihood interval">Likelihood interval</a></li> <li><a href="/wiki/Prediction_interval" title="Prediction interval">Prediction interval</a></li> <li><a href="/wiki/Tolerance_interval" title="Tolerance interval">Tolerance interval</a></li> <li><a href="/wiki/Resampling_(statistics)" title="Resampling (statistics)">Resampling</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/Jackknife_resampling" title="Jackknife resampling">Jackknife</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_hypothesis_testing" class="mw-redirect" title="Statistical hypothesis testing">Testing hypotheses</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/One-_and_two-tailed_tests" title="One- and two-tailed tests">1- &amp; 2-tails</a></li> <li><a href="/wiki/Power_(statistics)" title="Power (statistics)">Power</a> <ul><li><a href="/wiki/Uniformly_most_powerful_test" title="Uniformly most powerful test">Uniformly most powerful test</a></li></ul></li> <li><a href="/wiki/Permutation_test" title="Permutation test">Permutation test</a> <ul><li><a href="/wiki/Randomization_test" class="mw-redirect" title="Randomization test">Randomization test</a></li></ul></li> <li><a href="/wiki/Multiple_comparisons" class="mw-redirect" title="Multiple comparisons">Multiple comparisons</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio</a></li> <li><a href="/wiki/Score_test" title="Score test">Score/Lagrange multiplier</a></li> <li><a href="/wiki/Wald_test" title="Wald test">Wald</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/List_of_statistical_tests" title="List of statistical tests">Specific tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><td colspan="2" class="navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Z-test" title="Z-test"><i>Z</i>-test <span style="font-size:85%;">(normal)</span></a></li> <li><a href="/wiki/Student%27s_t-test" title="Student&#39;s t-test">Student's <i>t</i>-test</a></li> <li><a href="/wiki/F-test" title="F-test"><i>F</i>-test</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Goodness_of_fit" title="Goodness of fit">Goodness of fit</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Chi-squared_test" title="Chi-squared test">Chi-squared</a></li> <li><a href="/wiki/G-test" title="G-test"><i>G</i>-test</a></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov–Smirnov</a></li> <li><a href="/wiki/Anderson%E2%80%93Darling_test" title="Anderson–Darling test">Anderson–Darling</a></li> <li><a href="/wiki/Lilliefors_test" title="Lilliefors test">Lilliefors</a></li> <li><a href="/wiki/Jarque%E2%80%93Bera_test" title="Jarque–Bera test">Jarque–Bera</a></li> <li><a href="/wiki/Shapiro%E2%80%93Wilk_test" title="Shapiro–Wilk test">Normality <span style="font-size:85%;">(Shapiro–Wilk)</span></a></li> <li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio test</a></li> <li><a href="/wiki/Model_selection" title="Model selection">Model selection</a> <ul><li><a href="/wiki/Cross-validation_(statistics)" title="Cross-validation (statistics)">Cross validation</a></li> <li><a href="/wiki/Akaike_information_criterion" title="Akaike information criterion">AIC</a></li> <li><a href="/wiki/Bayesian_information_criterion" title="Bayesian information criterion">BIC</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Rank_statistics" class="mw-redirect" title="Rank statistics">Rank statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sign_test" title="Sign test">Sign</a> <ul><li><a href="/wiki/Sample_median" class="mw-redirect" title="Sample median">Sample median</a></li></ul></li> <li><a href="/wiki/Wilcoxon_signed-rank_test" title="Wilcoxon signed-rank test">Signed rank <span style="font-size:85%;">(Wilcoxon)</span></a> <ul><li><a href="/wiki/Hodges%E2%80%93Lehmann_estimator" title="Hodges–Lehmann estimator">Hodges–Lehmann estimator</a></li></ul></li> <li><a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Rank sum <span style="font-size:85%;">(Mann–Whitney)</span></a></li> <li><a href="/wiki/Nonparametric_statistics" title="Nonparametric statistics">Nonparametric</a> <a href="/wiki/Analysis_of_variance" title="Analysis of variance">anova</a> <ul><li><a href="/wiki/Kruskal%E2%80%93Wallis_test" title="Kruskal–Wallis test">1-way <span style="font-size:85%;">(Kruskal–Wallis)</span></a></li> <li><a href="/wiki/Friedman_test" title="Friedman test">2-way <span style="font-size:85%;">(Friedman)</span></a></li> <li><a href="/wiki/Jonckheere%27s_trend_test" title="Jonckheere&#39;s trend test">Ordered alternative <span style="font-size:85%;">(Jonckheere–Terpstra)</span></a></li></ul></li> <li><a href="/wiki/Van_der_Waerden_test" title="Van der Waerden test">Van der Waerden test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Bayesian_inference" title="Bayesian inference">Bayesian inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bayesian_probability" title="Bayesian probability">Bayesian probability</a> <ul><li><a href="/wiki/Prior_probability" title="Prior probability">prior</a></li> <li><a href="/wiki/Posterior_probability" title="Posterior probability">posterior</a></li></ul></li> <li><a href="/wiki/Credible_interval" title="Credible interval">Credible interval</a></li> <li><a href="/wiki/Bayes_factor" title="Bayes factor">Bayes factor</a></li> <li><a href="/wiki/Bayes_estimator" title="Bayes estimator">Bayesian estimator</a> <ul><li><a href="/wiki/Maximum_a_posteriori_estimation" title="Maximum a posteriori estimation">Maximum posterior estimator</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="CorrelationRegression_analysis" style="font-size:114%;margin:0 4em"><div class="hlist"><ul><li><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></li><li><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></li></ul></div></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Pearson_product-moment_correlation_coefficient" class="mw-redirect" title="Pearson product-moment correlation coefficient">Pearson product-moment</a></li> <li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Confounding" title="Confounding">Confounding variable</a></li> <li><a href="/wiki/Coefficient_of_determination" title="Coefficient of determination">Coefficient of determination</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Errors_and_residuals" title="Errors and residuals">Errors and residuals</a></li> <li><a href="/wiki/Regression_validation" title="Regression validation">Regression validation</a></li> <li><a href="/wiki/Mixed_model" title="Mixed model">Mixed effects models</a></li> <li><a href="/wiki/Simultaneous_equations_model" title="Simultaneous equations model">Simultaneous equations models</a></li> <li><a href="/wiki/Multivariate_adaptive_regression_splines" class="mw-redirect" title="Multivariate adaptive regression splines">Multivariate adaptive regression splines (MARS)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Linear_regression" title="Linear regression">Linear regression</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Simple_linear_regression" title="Simple linear regression">Simple linear regression</a></li> <li><a href="/wiki/Ordinary_least_squares" title="Ordinary least squares">Ordinary least squares</a></li> <li><a href="/wiki/General_linear_model" title="General linear model">General linear model</a></li> <li><a href="/wiki/Bayesian_linear_regression" title="Bayesian linear regression">Bayesian regression</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Non-standard predictors</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nonlinear_regression" title="Nonlinear regression">Nonlinear regression</a></li> <li><a href="/wiki/Nonparametric_regression" title="Nonparametric regression">Nonparametric</a></li> <li><a href="/wiki/Semiparametric_regression" title="Semiparametric regression">Semiparametric</a></li> <li><a href="/wiki/Isotonic_regression" title="Isotonic regression">Isotonic</a></li> <li><a href="/wiki/Robust_regression" title="Robust regression">Robust</a></li> <li><a href="/wiki/Heteroscedasticity" class="mw-redirect" title="Heteroscedasticity">Heteroscedasticity</a></li> <li><a href="/wiki/Homoscedasticity" class="mw-redirect" title="Homoscedasticity">Homoscedasticity</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Generalized_linear_model" title="Generalized linear model">Generalized linear model</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Exponential_family" title="Exponential family">Exponential families</a></li> <li><a href="/wiki/Logistic_regression" title="Logistic regression">Logistic <span style="font-size:85%;">(Bernoulli)</span></a>&#160;/&#32;<a href="/wiki/Binomial_regression" title="Binomial regression">Binomial</a>&#160;/&#32;<a href="/wiki/Poisson_regression" title="Poisson regression">Poisson regressions</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Partition_of_sums_of_squares" title="Partition of sums of squares">Partition of variance</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Analysis_of_variance" title="Analysis of variance">Analysis of variance (ANOVA, anova)</a></li> <li><a href="/wiki/Analysis_of_covariance" title="Analysis of covariance">Analysis of covariance</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Multivariate ANOVA</a></li> <li><a href="/wiki/Degrees_of_freedom_(statistics)" title="Degrees of freedom (statistics)">Degrees of freedom</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Categorical_/_Multivariate_/_Time-series_/_Survival_analysis" style="font-size:114%;margin:0 4em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a>&#160;/&#32;<a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a>&#160;/&#32;<a href="/wiki/Time_series" title="Time series">Time-series</a>&#160;/&#32;<a href="/wiki/Survival_analysis" title="Survival analysis">Survival analysis</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohen%27s_kappa" title="Cohen&#39;s kappa">Cohen's kappa</a></li> <li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Graphical_model" title="Graphical model">Graphical model</a></li> <li><a href="/wiki/Poisson_regression" title="Poisson regression">Log-linear model</a></li> <li><a href="/wiki/McNemar%27s_test" title="McNemar&#39;s test">McNemar's test</a></li> <li><a href="/wiki/Cochran%E2%80%93Mantel%E2%80%93Haenszel_statistics" title="Cochran–Mantel–Haenszel statistics">Cochran–Mantel–Haenszel statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/General_linear_model" title="General linear model">Regression</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Manova</a></li> <li><a href="/wiki/Principal_component_analysis" title="Principal component analysis">Principal components</a></li> <li><a href="/wiki/Canonical_correlation" title="Canonical correlation">Canonical correlation</a></li> <li><a href="/wiki/Linear_discriminant_analysis" title="Linear discriminant analysis">Discriminant analysis</a></li> <li><a href="/wiki/Cluster_analysis" title="Cluster analysis">Cluster analysis</a></li> <li><a href="/wiki/Statistical_classification" title="Statistical classification">Classification</a></li> <li><a href="/wiki/Structural_equation_modeling" title="Structural equation modeling">Structural equation model</a> <ul><li><a href="/wiki/Factor_analysis" title="Factor analysis">Factor analysis</a></li></ul></li> <li><a href="/wiki/Multivariate_distribution" class="mw-redirect" title="Multivariate distribution">Multivariate distributions</a> <ul><li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical distributions</a> <ul><li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Normal</a></li></ul></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Time_series" title="Time series">Time-series</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">General</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Decomposition_of_time_series" title="Decomposition of time series">Decomposition</a></li> <li><a href="/wiki/Trend_estimation" class="mw-redirect" title="Trend estimation">Trend</a></li> <li><a href="/wiki/Stationary_process" title="Stationary process">Stationarity</a></li> <li><a href="/wiki/Seasonal_adjustment" title="Seasonal adjustment">Seasonal adjustment</a></li> <li><a href="/wiki/Exponential_smoothing" title="Exponential smoothing">Exponential smoothing</a></li> <li><a href="/wiki/Cointegration" title="Cointegration">Cointegration</a></li> <li><a href="/wiki/Structural_break" title="Structural break">Structural break</a></li> <li><a href="/wiki/Granger_causality" title="Granger causality">Granger causality</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Specific tests</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Dickey%E2%80%93Fuller_test" title="Dickey–Fuller test">Dickey–Fuller</a></li> <li><a href="/wiki/Johansen_test" title="Johansen test">Johansen</a></li> <li><a href="/wiki/Ljung%E2%80%93Box_test" title="Ljung–Box test">Q-statistic <span style="font-size:85%;">(Ljung–Box)</span></a></li> <li><a href="/wiki/Durbin%E2%80%93Watson_statistic" title="Durbin–Watson statistic">Durbin–Watson</a></li> <li><a href="/wiki/Breusch%E2%80%93Godfrey_test" title="Breusch–Godfrey test">Breusch–Godfrey</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Time_domain" title="Time domain">Time domain</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Autocorrelation" title="Autocorrelation">Autocorrelation (ACF)</a> <ul><li><a href="/wiki/Partial_autocorrelation_function" title="Partial autocorrelation function">partial (PACF)</a></li></ul></li> <li><a href="/wiki/Cross-correlation" title="Cross-correlation">Cross-correlation (XCF)</a></li> <li><a href="/wiki/Autoregressive%E2%80%93moving-average_model" class="mw-redirect" title="Autoregressive–moving-average model">ARMA model</a></li> <li><a href="/wiki/Box%E2%80%93Jenkins_method" title="Box–Jenkins method">ARIMA model <span style="font-size:85%;">(Box–Jenkins)</span></a></li> <li><a href="/wiki/Autoregressive_conditional_heteroskedasticity" title="Autoregressive conditional heteroskedasticity">Autoregressive conditional heteroskedasticity (ARCH)</a></li> <li><a href="/wiki/Vector_autoregression" title="Vector autoregression">Vector autoregression (VAR)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Frequency_domain" title="Frequency domain">Frequency domain</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Spectral_density_estimation" title="Spectral density estimation">Spectral density estimation</a></li> <li><a href="/wiki/Fourier_analysis" title="Fourier analysis">Fourier analysis</a></li> <li><a href="/wiki/Least-squares_spectral_analysis" title="Least-squares spectral analysis">Least-squares spectral analysis</a></li> <li><a href="/wiki/Wavelet" title="Wavelet">Wavelet</a></li> <li><a href="/wiki/Whittle_likelihood" title="Whittle likelihood">Whittle likelihood</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survival_analysis" title="Survival analysis">Survival</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Survival_function" title="Survival function">Survival function</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Kaplan%E2%80%93Meier_estimator" title="Kaplan–Meier estimator">Kaplan–Meier estimator (product limit)</a></li> <li><a href="/wiki/Proportional_hazards_model" title="Proportional hazards model">Proportional hazards models</a></li> <li><a href="/wiki/Accelerated_failure_time_model" title="Accelerated failure time model">Accelerated failure time (AFT) model</a></li> <li><a href="/wiki/First-hitting-time_model" title="First-hitting-time model">First hitting time</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Failure_rate" title="Failure rate">Hazard function</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nelson%E2%80%93Aalen_estimator" title="Nelson–Aalen estimator">Nelson–Aalen estimator</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Test</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Log-rank_test" class="mw-redirect" title="Log-rank test">Log-rank test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Applications" style="font-size:114%;margin:0 4em"><a href="/wiki/List_of_fields_of_application_of_statistics" title="List of fields of application of statistics">Applications</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Biostatistics" title="Biostatistics">Biostatistics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bioinformatics" title="Bioinformatics">Bioinformatics</a></li> <li><a href="/wiki/Clinical_trial" title="Clinical trial">Clinical trials</a>&#160;/&#32;<a href="/wiki/Clinical_study_design" title="Clinical study design">studies</a></li> <li><a href="/wiki/Epidemiology" title="Epidemiology">Epidemiology</a></li> <li><a href="/wiki/Medical_statistics" title="Medical statistics">Medical statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Engineering_statistics" title="Engineering statistics">Engineering statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Chemometrics" title="Chemometrics">Chemometrics</a></li> <li><a href="/wiki/Methods_engineering" title="Methods engineering">Methods engineering</a></li> <li><a href="/wiki/Probabilistic_design" title="Probabilistic design">Probabilistic design</a></li> <li><a href="/wiki/Statistical_process_control" title="Statistical process control">Process</a>&#160;/&#32;<a href="/wiki/Quality_control" title="Quality control">quality control</a></li> <li><a href="/wiki/Reliability_engineering" title="Reliability engineering">Reliability</a></li> <li><a href="/wiki/System_identification" title="System identification">System identification</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Social_statistics" title="Social statistics">Social statistics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Actuarial_science" title="Actuarial science">Actuarial science</a></li> <li><a href="/wiki/Census" title="Census">Census</a></li> <li><a href="/wiki/Crime_statistics" title="Crime statistics">Crime statistics</a></li> <li><a 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href="mw-data:TemplateStyles:r1129693374"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1239400231"><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Machine_learning_evaluation_metrics" title="Template:Machine learning evaluation metrics"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Machine_learning_evaluation_metrics" title="Template talk:Machine learning evaluation metrics"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Machine_learning_evaluation_metrics" title="Special:EditPage/Template:Machine learning evaluation metrics"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Machine_learning_evaluation_metrics" style="font-size:114%;margin:0 4em"><a href="/wiki/Machine_learning" title="Machine learning">Machine learning</a> evaluation metrics</div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Regression_analysis" title="Regression analysis">Regression</a></th><td class="navbox-list-with-group navbox-list navbox-odd hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Mean_squared_error" title="Mean squared error">MSE</a></li> <li><a href="/wiki/Mean_absolute_error" title="Mean absolute error">MAE</a></li> <li><a href="/wiki/Symmetric_mean_absolute_percentage_error" title="Symmetric mean absolute percentage error">sMAPE</a></li> <li><a href="/wiki/Mean_absolute_percentage_error" title="Mean absolute percentage error">MAPE</a></li> <li><a href="/wiki/Mean_absolute_scaled_error" title="Mean absolute scaled error">MASE</a></li> <li><a href="/wiki/Mean_squared_prediction_error" title="Mean squared prediction error">MSPE</a></li> <li><a href="/wiki/Root_mean_square" title="Root mean square">RMS</a></li> <li><a href="/wiki/Root-mean-square_deviation" class="mw-redirect" title="Root-mean-square deviation">RMSE/RMSD</a></li> <li><a href="/wiki/Coefficient_of_determination" title="Coefficient of determination">R<sup>2</sup></a></li> <li><a href="/wiki/Mean_directional_accuracy" title="Mean directional accuracy">MDA</a></li> <li><a class="mw-selflink selflink">MAD</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Statistical_classification" title="Statistical classification">Classification</a></th><td class="navbox-list-with-group navbox-list navbox-even hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/F-score" title="F-score">F-score</a></li> <li><a href="/wiki/P4-metric" title="P4-metric">P4</a></li> <li><a href="/wiki/Accuracy_and_precision" title="Accuracy and precision">Accuracy</a></li> <li><a href="/wiki/Precision_and_recall" title="Precision and recall">Precision</a></li> <li><a href="/wiki/Precision_and_recall" title="Precision and recall">Recall</a></li> <li><a href="/wiki/Cohen%27s_kappa" title="Cohen&#39;s kappa">Kappa</a></li> <li><a href="/wiki/Phi_coefficient" title="Phi coefficient">MCC</a></li> <li><a href="/wiki/Receiver_operating_characteristic#Area_under_the_curve" title="Receiver operating characteristic">AUC</a></li> <li><a href="/wiki/Receiver_operating_characteristic" title="Receiver operating characteristic">ROC</a></li> <li><a href="/wiki/Sensitivity_and_specificity" title="Sensitivity and specificity">Sensitivity and specificity</a></li> <li><a href="/wiki/Cross-entropy#Cross-entropy_loss_function_and_logistic_regression" title="Cross-entropy">Logarithmic Loss</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Cluster_analysis" title="Cluster analysis">Clustering</a></th><td class="navbox-list-with-group navbox-list navbox-odd hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Silhouette_(clustering)" title="Silhouette (clustering)">Silhouette</a></li> <li><a href="/wiki/Calinski-Harabasz_index" class="mw-redirect" title="Calinski-Harabasz index">Calinski-Harabasz index</a></li> <li><a href="/wiki/Davies%E2%80%93Bouldin_index" title="Davies–Bouldin index">Davies-Bouldin</a></li> <li><a href="/wiki/Dunn_index" title="Dunn index">Dunn index</a></li> <li><a href="/wiki/Hopkins_statistic" title="Hopkins statistic">Hopkins statistic</a></li> <li><a href="/wiki/Jaccard_index" title="Jaccard index">Jaccard index</a></li> <li><a href="/wiki/Rand_index" title="Rand index">Rand index</a></li> <li><a href="/wiki/Similarity_measure" title="Similarity measure">Similarity measure</a></li> <li><a href="/wiki/Simple_matching_coefficient" title="Simple matching coefficient">SMC</a></li> <li><a href="/wiki/SimHash" title="SimHash">SimHash</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Ranking_(information_retrieval)" title="Ranking (information retrieval)">Ranking</a></th><td class="navbox-list-with-group navbox-list navbox-even hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Mean_reciprocal_rank" title="Mean reciprocal rank">MRR</a></li> <li><a href="/wiki/NDCG" class="mw-redirect" title="NDCG">NDCG</a></li> <li><a href="/wiki/Average_precision" class="mw-redirect" title="Average precision">AP</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Computer_Vision" class="mw-redirect" title="Computer Vision">Computer Vision</a></th><td class="navbox-list-with-group navbox-list navbox-odd hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/PSNR" class="mw-redirect" title="PSNR">PSNR</a></li> <li><a href="/wiki/SSIM" class="mw-redirect" title="SSIM">SSIM</a></li> <li><a href="/wiki/Intersection_over_union" class="mw-redirect" title="Intersection over union">IoU</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Natural_language_processing" title="Natural language processing">NLP</a></th><td class="navbox-list-with-group navbox-list navbox-even hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Perplexity" title="Perplexity">Perplexity</a></li> <li><a href="/wiki/BLEU" title="BLEU">BLEU</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Deep Learning Related Metrics</th><td class="navbox-list-with-group navbox-list navbox-odd hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Inception_score" title="Inception score">Inception score</a></li> <li><a href="/wiki/Fr%C3%A9chet_inception_distance" title="Fréchet inception distance">FID</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Recommender_system" title="Recommender system">Recommender system</a></th><td class="navbox-list-with-group navbox-list navbox-even hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Coverage_probability" title="Coverage probability">Coverage</a></li> <li><a href="/w/index.php?title=Intra-list_Similarity&amp;action=edit&amp;redlink=1" class="new" title="Intra-list Similarity (page does not exist)">Intra-list Similarity</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Similarity</th><td class="navbox-list-with-group navbox-list navbox-odd hlist" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cosine_similarity" title="Cosine similarity">Cosine similarity</a></li> <li><a href="/wiki/Euclidean_distance" title="Euclidean distance">Euclidean distance</a></li> <li><a href="/wiki/Pearson_correlation_coefficient" title="Pearson correlation coefficient">Pearson correlation coefficient</a></li></ul> </div></td></tr><tr><td class="navbox-abovebelow hlist" 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