What the median absolute deviation measures
The median absolute deviation (MAD) is a robust measure of statistical dispersion — it tells you how spread out a set of numbers is, using medians instead of means so that outliers barely affect the result. It answers the question: "typically, how far is a value from the center of my data?"
The formula
For a dataset x₁, x₂, …, xₙ, the MAD is computed in two steps:
- Step 1 — find the median of the data. Call it m = median(x).
- Step 2 — take the median of the absolute deviations from that center: MAD = median(|xᵢ − m|).
Worked example with the dataset 1, 2, 4, 6, 8: the median is 4. The absolute deviations are |1−4|=3, |2−4|=2, |4−4|=0, |6−4|=2, |8−4|=4, i.e. {0, 2, 2, 3, 4}. The median of those deviations is 2, so the MAD is 2.
The 1.4826 scale factor
The raw MAD is smaller than the standard deviation, so it is often multiplied by a constant to make the two comparable. The standard constant is k ≈ 1.4826, which equals 1 ⁄ Φ⁻¹(0.75), the reciprocal of the 75th-percentile point of the standard normal distribution. For data drawn from a normal distribution, 1.4826 × MAD is an unbiased, consistent estimator of the standard deviation σ. If your MAD is 2, the scaled estimate of σ is 2 × 1.4826 ≈ 2.965.
Why use MAD instead of standard deviation?
The standard deviation squares every deviation from the mean, so a single extreme value can dominate it. The MAD is built entirely from medians, giving it a breakdown point of 50% — up to half the data can be corrupted before the statistic becomes meaningless. That makes MAD the tool of choice for skewed data (incomes, home prices, response times) and for automated outlier detection.
Detecting outliers with MAD
A common robust rule flags a point as an outlier when its modified z-score exceeds about 3.5. The modified z-score is defined as z = 0.6745 × (xᵢ − median) ⁄ MAD, where 0.6745 ≈ 1 ⁄ 1.4826. Values with |z| > 3.5 are treated as outliers. This is far more reliable than a mean-and-standard-deviation rule when the data already contain extreme values.