Mean Absolute Deviation

MAD(X={x1,x2,,xn})=1ni=1nxixˉ\operatorname{MAD}\left(X=\left\{x_{1}, x_{2}, \ldots, x_{n}\right\}\right)=\frac{1}{n} \sum_{i=1}^{n}\left|x_{i}-\bar{x}\right|

where xˉ=1ni=1nxi\bar{x}=\frac{1}{n} \sum_{i=1}^{n} x_{i}, thus zi=xixˉ1ni=1n(xixˉ)2z_{i}=\frac{x_{i}-\bar{x}}{\sqrt{\frac{1}{n} \sum_{i=1}^{n}\left(x_{i}-\bar{x}\right)^{2}}}

Median Absolut Deviation

Robust against Outliers.