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Measure of distance between distributions or variables, such as Euclidean distance between points in n-space.

4 votes

Real data example of Mahalanobis distance - proper data values given

Mahalanobis distance example Let us find the distance between the vectors $$ \mathbf{X}^{(2)} = \begin{bmatrix} 0.13208 & 0.10307 & 0.14871 \end{bmatrix} $$ and $$ \mathbf{Y}^{(1)} = \begin{bmatrix} … The result will not make much dense and a simpler distance measure is preferable. …
Biswajit Banerjee's user avatar