A note on mean absolute deviation

被引：11
|
作者：
Yager, Ronald R. [1 ]
Alajlan, Naif [2 ]
机构：
[1] Iona Coll, Inst Machine Intelligence, New Rochelle, NY 10801 USA
[2] King Saud Univ, Coll Comp & Informat Sci, ALISR Lab, Riyadh, Saudi Arabia
来源：
INFORMATION SCIENCES | 2014年 / 279卷
关键词：
Uncertainty; Mean deviation; Error function; OWA; Variance; PORTFOLIO OPTIMIZATION; AGGREGATION;
D O I：
10.1016/j.ins.2014.04.016
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We introduce the idea of Mean Absolute Deviation (MAD). We provide a simple method for calculating the MAD that circumvents the use of the absolute value. We develop this both for the case of continuous and finite valued random variables. We introduce the idea of sub-mean and show how the MAD is related to the difference between the mean and sub-mean. We look at the MAD for random variables with symmetric probability density functions. We consider problem of determining the best estimate of a random variable under various measures of error. (C) 2014 Elsevier Inc. All rights reserved.
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页码：632 / 641
页数：10
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