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| The '''average absolute deviation''' is the average distance between members and a mean. | The '''average absolute deviation''' ('''AAD''') is the average distance between members and a mean. |
Average Absolute Deviation
The average absolute deviation (AAD) is the average distance between members and a mean.
Notation
Comparison to Standard Deviation
AAD is arguably a more intuitive, and more realistic, measure of deviations as compared to standard deviations.
It can be proven that AAD will always be lesser or equal to standard deviation.
The absolute value function is differentiable at all points except x = 0. The fact that AAD is built from a function that is not differentiable everywhere makes it more difficult to work with.