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The median absolute deviation (MAD) is a robust measure of scale that issimple to implement and easy to interpret. Motivated by this, we introduceinterval estimators of the MAD to make reliable inferences for dispersion for asingle population and ratios and differences of MADs for comparing twopopulations. Our simulation results show that the coverage probabilities of theintervals are very close to the nominal coverage for a variety ofdistributions. We have used partial influence functions to investigate therobustness properties of the difference and ratios of independent MADs.

Confidence intervals for median absolute deviations