- #1
kimberley
- 14
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I ran across an interesting statistic today while doing some research, but it was stated as a matter of fact without explanation and there appears to be a dearth of material on it. It was stated that the Mean Absolute Deviation ("MAD") of a Normal (Gaussian) Distribution is .7979 of a Normal Distribution's Standard Deviation ("SD"). The simple equation offered was MAD:SD=SQRT (2/pi).
Question 1: Assuming this statement is true, why is it true? That is, what is it about the Normal Distribution that would cause a MAD to be .7979 of the SD?
Question 2: Again, assuming this statement is true, how would you reconcile two samples, one of which has a more favorable Jarque-Bera Test Statistic than another, but a less favorable MAD/SD Ratio?
Thank you in advance.
Kimberley
Question 1: Assuming this statement is true, why is it true? That is, what is it about the Normal Distribution that would cause a MAD to be .7979 of the SD?
Question 2: Again, assuming this statement is true, how would you reconcile two samples, one of which has a more favorable Jarque-Bera Test Statistic than another, but a less favorable MAD/SD Ratio?
Thank you in advance.
Kimberley