Questions tagged «mean-absolute-deviation»

2
平均绝对偏差是否小于标准偏差?
我想用这种定义将一般情况下的平均绝对偏差与标准偏差进行比较: MAD=1n−1∑1n|xi−μ|,SD=∑n1(xi−μ)2n−1−−−−−−−−−−−√MAD=1n−1∑1n|xi−μ|,SD=∑1n(xi−μ)2n−1MAD = \frac{1}{n-1}\sum_1^n|x_i - \mu|, \qquad SD = \sqrt{\frac{\sum_1^n(x_i-\mu)^2}{n-1}} 其中。μ=1n∑n1xiμ=1n∑1nxi\mu =\frac{1}{n}\sum_1^n x_i 每个是否正确?MAD≤SDMAD≤SDMAD \le SD{xi}n1{xi}1n\{x_i\}^n_1 它的虚假为,becouse,对于每个。n=2n=2n=2x+y≥x2+y2−−−−−−√x+y≥x2+y2x+y \ge \sqrt{x^2+y^2}x,y≥0x,y≥0x, y \ge 0 很容易证明: MAD≤nn−1−−−−−√×SDMAD≤nn−1×SDMAD \le \sqrt{\frac{n}{n-1}} \times SD
By using our site, you acknowledge that you have read and understand our Cookie Policy and Privacy Policy.
Licensed under cc by-sa 3.0 with attribution required.