There's an epic rant on this topic here, https://www.edge.org/response-detail/25401 https://www.edge.org/response-detail/25401 , by Nassim Taleb, one of the 21s

There's an epic rant on this topic here, https://www.edge.org/response-detail/25401 https://www.edge.org/response-detail/25401 , by Nassim Taleb, one of the 21st century's greatest masters of epic rants. This Mean Absolute Deviation is a very useful error estimator. Unfortunately it, unlike the standard deviation, requires two passes over a dataset to compute.