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On the rate of convergence of sample median absolute deviation distribution to the normal law

O. V. Shestakov<sup>ab

a</sup> Institute for Problems of Informatics RAS
^b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: Some estimates for the rate of convergence of sample median absolute deviation distribution to the normal law are obtained in the general and symmetric cases.

Keywords: order statistics; sample median; median absolute deviation; normal distribution; rate of convergence.