Abstract
The median absolute deviation is widely used as a robust measure of scale. In this paper, computer simulations were used to calculate finite-sample correction factors for sample sizes to n = 100. Prediction equations for these correction factors are also provided and are shown to eliminate systematic biases between even and odd values of n.
Acknowledgments
This work was supported by the Science Foundation Ireland Research Frontiers Programme, grant number SFI-RFP07-MATF838. The author would also like to thank the referees for their many helpful comments and suggestions.