Questions tagged [mahalanobis]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
2
votes
1answer
66 views

Why does this formula produce $p_{2}$ probabilities for Mahalanobis distances?

At the IBM website it is written that The p1 probabilities are standard probabilities of an observation from a multivariate normal distribution being that far or further from the centroid, ...
0
votes
0answers
35 views

Equivalence between Mahalanobis distance and PCA (mathematical proof) [duplicate]

From this article and this post it emerges the strong connection between Mahalanobis distance and PCA. In particular in the first article I reference it says: " the squared Mahalanobis distance is ...
0
votes
1answer
21 views

Discordance between various methods of multivariate outliers detection

Here is a small "toy example" dataset, with 15 individuals described by 6 variables (this is R language): ...
1
vote
2answers
132 views

Understanding the R stats mahalanobis() function's Output

An acquaintance recommended I use the Mahalanobis distance on my data instead of Euclidean, Manhattan, etc. I tried using the mahalanobis() function in the R stats package on a data matrix with N ...