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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. …