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Mean absolute difference : ウィキペディア英語版
Mean absolute difference

The mean absolute difference is a measure of statistical dispersion equal to the average absolute difference of two independent values drawn from a probability distribution. A related statistic is the relative mean absolute difference, which is the mean absolute difference divided by the arithmetic mean, and equal to twice the Gini coefficient.
The mean absolute difference is also known as the absolute mean difference (not to be confused with the absolute value of the mean signed difference) and the Gini mean absolute difference. The mean absolute difference is sometimes denoted by Δ or as MD.
==Definition==
The mean absolute difference is defined as the "average" or "mean", formally the expected value, of the absolute difference of two random variables ''X'' and ''Y'' independently and identically distributed with the same (unknown) distribution henceforth called ''Q''.
:\mathrm := E(- Y| ) .

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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