Mahalanobis distance

Mahalanobis distance and Discriminant Analysis
Suppose you want to discriminate between two equally etended spherical classes with equal a priori probabilities.

Mahalanobis Distance
Mahalanobis distance is also called quadratic distance. It measures the separation of two groups of objects. Suppose we have two groups with means and , Mahalanobis distance is given by the following
Formula ...

Mahalanobis distances. You may have read about these distances in other parts of the manual. In general, the Mahalanobis distance is a measure of distance between two points in the space defined by two or more correlated variables.

The squared Mahalanobis distance, which is generated by the convex function . This can be thought of as a generalization of the above squared Euclidean distance.

See also: Distribution, Variance, Normal distribution, Regression, Density