30 lines
1.1 KiB
Plaintext
30 lines
1.1 KiB
Plaintext
|
[discrete]
|
|||
|
[[esql-agg-median-absolute-deviation]]
|
|||
|
|
=== `MEDIAN_ABSOLUTE_DEVIATION`
|
|||
|
|
The median absolute deviation, a measure of variability. It is a robust
|
|||
|
|
statistic, meaning that it is useful for describing data that may have outliers,
|
|||
|
|
or may not be normally distributed. For such data it can be more descriptive than
|
|||
|
|
standard deviation.
|
|||
|
|
|
|||
|
|
It is calculated as the median of each data point’s deviation from the median of
|
|||
|
|
the entire sample. That is, for a random variable `X`, the median absolute deviation
|
|||
|
|
is `median(|median(X) - Xi|)`.
|
|||
|
|
|
|||
|
|
[source.merge.styled,esql]
|
|||
|
|
----
|
|||
|
|
include::{esql-specs}/stats_percentile.csv-spec[tag=median-absolute-deviation]
|
|||
|
|
----
|
|||
|
|
[%header.monospaced.styled,format=dsv,separator=|]
|
|||
|
|
|===
|
|||
|
|
include::{esql-specs}/stats_percentile.csv-spec[tag=median-absolute-deviation-result]
|
|||
|
|
|===
|
|||
|
|
|
|||
|
|
NOTE: Like <<esql-agg-percentile>>, `MEDIAN_ABSOLUTE_DEVIATION` is
|
|||
|
|
<<esql-agg-percentile-approximate,usually approximate>>.
|
|||
|
|
|
|||
|
|
[WARNING]
|
|||
|
|
====
|
|||
|
|
`MEDIAN_ABSOLUTE_DEVIATION` is also {wikipedia}/Nondeterministic_algorithm[non-deterministic].
|
|||
|
|
This means you can get slightly different results using the same data.
|
|||
|
|
====
|