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Nope. The alternative (mean average distribution) also has the same units. The problem with the MAD was that it used an absolute value and so introduced a dis
by keenerd 12y ago
Nope. The alternative (mean average distribution) also has the same units. The problem with the MAD was that it used an absolute value and so introduced a discontinuity. If you are a mathematician working with a system of equations, each discontinuity doubles the size of the system when taking integrals/derivatives. The SD was a clever hack to hide the discontinuity. It makes the mathematician's job of juggling equations much easier by changing the workload from O(n^2) to O(n). If you are not doing calculus on the system then the SD has much less utility. Negative utility even, because the square/square-root hack used by the SD is identical to the MAD only for perfectly normal distributions. For real-world distributions it tends to give wrong results.