John Poole <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>... > In a lengthy list of measures (which are all in the same units), I am > reporting both the Mean and the Median because some of the measures > have a skewed distribution and others do not (I might also list the > skewness and kurtosis, but that may be overkill). To index the > dispersion of each measure, I am including the Standard Deviation > (which seems most relevant in relation to the Mean) but am wondering > what is best to use in relation to the Median.
If your data is x1,x2,...,xn with mean m, then the SD is the square root of the mean of (x1-m)^2,(x2-m)^2,...,(xn-m)^2. It takes this form for computational reasons, but in principle you can think of it as the mean of |x1-m|,|x2-m|,...,|xn-m|. So if the median in M, the analog would be to look at the median of |x1-M|,|x2-M|,...,|xn-M|. Whether or not anyone actually uses this, I don't know. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
