eli5: In statistics, why do we square the deviation before dividing by n to get the variance instead of just using absolute values?

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I’m assuming there’s a good reason this doesn’t work but I’ve never had it explained to me why.

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Anonymous 0 Comments

If you take the absolute values instead, what you get is called the “mean absolute deviation”. The mean absolute deviation and standard deviation are measures of roughly the same thing, and there is often a simple relationship between them, so in most contexts you could use either. The standard deviation is just usually more convenient to work with.

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