ARTICLE
Mahalanobis Distance
G J McLachlan
Introduction
20
GENERAL I ARTICLE
Craniometric and
anthropological
studies are the first
field in which the
generalised
distance measure
of Mahalanobis
was applied.
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GENERAL
ARTICLE
1.8
1.8
1.6
1.6
1.4
1.2
1.2
0.8
0.6
Figure 1. Representation of
Mahalanobis distance for
the univariate case.
GENERAL
ARTICLE
and )12 of these two densities are the same Euclidean distance
(one) apart in each case, the Mahalanobis distance L\ in the
second case is twice that in the first case, reflecting less overlap
between the two densities (and hence larger Mahalanobis distance
between the two corresponding groups) in the second case due to
their smaller common variance.
Uses of A2
Mahalanobis /l2 is
mainly used in
classification
problems, where
there are several
groups and the
investigation
concerns the
affinities between
groups.
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23
GENERAL I ARTICLE
Very large
numbers of
measures of
similarity between
groups have been
proposed, but the
Mahalanobis 6 2
has been found to
be the most
suitable in a
majority of
applications.
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GENERAL
ARTICLE
The Mahalanobis
distance is thus a
very useful
statistic in
multivariate
analysis.
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GENERAL \ ARTICLE
where x (f) and Su) denote respectively the sample mean and
(bias-corrected) sample covariance matrix of the n -1 observations after the deletion of x.,
(j = 1, ... ,n). In this case, the d.J2 can
}
be taken to be approximately independent with the common
distribution of qd.} 2 given exactly by aF-distribution withp and
n - p -1 degrees of freedom, where q = (n -1 ) (n-p-l )j {(pn )(n-2)}.
The values of D2 or d.I2 can be used also to assess whether x.J is an
outlier.
Suggested Reading
[1] S D as Gupta, The evolution ofthe O-statistic ofMahala nobis, Sankhya,
A55,442-459, 1993.
[2] S Das Gupta, Mahalanobis distance, In P Armitage and T Colton (Eds),
[31
JK
8, 107-122, 1928.
[2] PC Mahalanobis, On the generalised distance in statistics, Proceedings
G J Mclachlan
Department of Mathematics
The University of Oueensland
Brisbane, Old. 4907
Australia.
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