About the standard Laplace distribution

probabilityprobability distributionsstatistics

I want to calculate the mean absolute deviation from
the median and the interquartile range of the standard Laplace distribution

$f\left(x\right)=\frac{1}{2}e^{-\left|x\right|}\:,\:x\:\in \mathbb{R}$

I already know that the interquartile range is obtained from the CDF

$F(x) = \begin{cases}
\frac{1}{2}e^x & x< 0 \\
1-\frac{1}{2}e^x & x\ge 0 \\
\end{cases}$

$IQR=2\ln(2)$

For the mean absolute deviation from
the median is where I got stuck.

Sorry if the question is too basic I'm just a beginner hehe, learning by self-studying.

Best Answer

You can directly compute the mean absolute deviation from the median in the following way $$ \text{Mean absolute deviation from the median}=\int|x-0|\frac{1}{2}e^{-\left|x\right|}\, dx=2\int_{x\geq 0}x\frac{1}{2}e^{-x}\, dx \\=\Gamma{(1)}=1. $$

So why your answer is different?

Median absolute deviation is a different quantity than the mean absolute deviation from the median. Hope this helps.

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