Yes, that is wrong. It sounds like you might be thinking about the standard deviation of normally distributed data. In this case, you can say something like, "t

Yes, that is wrong. It sounds like you might be thinking about the standard deviation of normally distributed data. In this case, you can say something like, "the probability an observation will be within about [mean-2sd, mean+2sd] is 95%". But that's assuming the distribution is normal. In other cases, this doesn't hold, but there are more general statements, like Chebyshev's inequality. Chebyshev's inequality: https://en.wikipedia.org/wiki/Chebyshev%27s_inequality https://en.wikipedia.org/wiki/Chebyshev%27s_inequality EDIT: I have no idea when people would describe SD as MAD, but wouldn't be too surprised, since people first coming into statistics often seem to have trouble conceptualizing how a squared difference could be viewed. It would be surprising if a trained statistician mixed the two up, because SD and MAD arise from something they should be familiar with--Lebesgue spaces.