elasticsearch/docs/reference/esql/aggregation-functions/median-absolute-deviation.asciidoc
Nik Everett 82d67dc289 Docs for aggregation functions (ESQL-1268)
This adds docs for all of ESQL's aggregation functions. Hopefully from
here on out we can add the docs as we add new functions.

I've created a few tagged regions in the aggs docs themselves so we can
include them into the ESQL docs.

---------

Co-authored-by: Abdon Pijpelink <abdon.pijpelink@elastic.co>
2023-06-14 09:23:34 -05:00

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[[esql-agg-median-absolute-deviation]]
=== `MEDIAN_ABSOLUTE_DEVIATION`
The median absolute deviation, a measure of variability. It is a robust
statistic, meaning that it is useful for describing data that may have outliers,
or may not be normally distributed. For such data it can be more descriptive than
standard deviation.
It is calculated as the median of each data points deviation from the median of
the entire sample. That is, for a random variable `X`, the median absolute deviation
is `median(|median(X) - Xi|)`.
[source.merge.styled,esql]
----
include::{esql-specs}/stats_percentile.csv-spec[tag=median-absolute-deviation]
----
[%header.monospaced.styled,format=dsv,separator=|]
|===
include::{esql-specs}/stats_percentile.csv-spec[tag=median-absolute-deviation-result]
|===
NOTE: Like <<esql-agg-percentile>>, `MEDIAN_ABSOLUTE_DEVIATION` is
<<esql-agg-percentile-approximate,usually approximate>>.
[WARNING]
====
`MEDIAN_ABSOLUTE_DEVIATION` is also {wikipedia}/Nondeterministic_algorithm[non-deterministic].
This means you can get slightly different results using the same data.
====