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Mahalanobis distance
Statistical distance measure
Mahalanobis distance
The Mahalanobis distance is a measure of the distance between a point P {\displaystyle P} and a probability distribution D {\displaystyle D} , introduced by P. C. Mahalanobis in 1936. The mathematical details of Mahalanobis distance first appeared in the Journal of The Asiatic Society of Bengal in 1936. Mahalanobis's definition was prompted by the problem of identifying the similarities of skulls based on measurements (the earliest work related to similarities of skulls are from 1922 and another later work is from 1927). R.C. Bose later obtained the sampling distribution of Mahalanobis distance, under the assumption of equal dispersion. It is a multivariate generalization of the absolute value of the standard score z = ( x − μ ) / σ {\displaystyle z=(x-\mu )/\sigma } : how many...
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