• Corpus ID: 203610405

Confidence intervals for median absolute deviations

  title={Confidence intervals for median absolute deviations},
  author={Chandima N. P. G. Arachchige and Luke A. Prendergast},
  journal={arXiv: Statistics Theory},
The median absolute deviation (MAD) is a robust measure of scale that is simple to implement and easy to interpret. Motivated by this, we introduce interval estimators of the MAD to make reliable inferences for dispersion for a single population and ratios and differences of MADs for comparing two populations. Our simulation results show that the coverage probabilities of the intervals are very close to the nominal coverage for a variety of distributions. We have used partial influence… 

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