Median absolute deviation

In statistics, the median absolute deviation (MAD), also referred to as the median absolute deviation from the median (MADFM), is a robust or outlier-resistant measure of the variability of a univariate sample of quantitative data. For a univariate data set X₁, X₂, ..., X_n, the MAD is defined as the median of the absolute deviations from the data's median, ${\displaystyle \operatorname {MAD} =\operatorname {median} (|X_{i}-{\tilde {X}}|)}$. It can also refer to the population parameter that is estimated by the MAD calculated from a sample.