Question 17/30 fast.ai v3 lecture 10

Why do mathematicians and statisticians use standard deviation more often than mean absolute deviation?

Answer

It makes proofs easier.

Relevant part of lecture

supplementary material

This question has a single answer - the point of these quizzes is not really to quiz anyone, but to help people learn. The whole point of this question is this - mean absolute deviation is very often the thing you want to be using!!!! More broadly, it can often be beneficial to use absolute value in place of taking the square root of a square.

(outliers can provide useful information, but oftentimes its best to consider them individually or single them out in some other fashion, you do not want outliers disproportionately skewing your value that strives to describe a whole)