1.Mean Absolute Deviation
http://mathbits.com/MathBits/TISection/Statistics1/MAD.html
2.Median Absolute Deviation, MAD
https://www.r-bloggers.com/absolute-deviation-around-the-median/
http://eurekastatistics.com/using-the-median-absolute-deviation-to-find-outliers/
3.Trimmed ICP
4.IRLS,M估计
5.LMed
Vocabulary
Mean: average or $\overline {\rm{x}} $ 均值
Median: the number in the middle (numbers arranged in order) 中值
Mode: occurs most often 众数
Range: difference of greatest and least value 范围
Mean Absolute Deviation: average deviation from the mean (think absolute value & average) 均值绝对偏差