Measure of data spread variation.

In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions.

Least absolute deviations, also known as least absolute errors, least absolute residuals, or least absolute values, is a statistical optimality criterion and a statistical optimization technique based on minimizing the sum of absolute deviations (also sum of absolute residuals or sum of absolute errors) or the L1 norm of such values.

Squared deviations from the mean result from squaring deviations.