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.
|
||
====
|