I am currently taking a course in pattern recognition, and several times I have encountered the multivariable normal distribution and thus, Mahalanobis distance. I want to understand Mahalanobis distance; Primarily for understanding the normal distribution, but also to understand the measure itself.(adsbygoogle = window.adsbygoogle || []).push({});

I have read several intuitive explanations here and in books, but how can I do this rigorously? I have had some, but not much, measure theory (in the part of a real analysis course that covered integration theory). I have had one introductory statistics and probability theory course.

What should I read to understand the Mahalanobis distance? Clearly it is related to ellipoids, but how? Again, I don't want a rough intuitive explanation.

**Physics Forums | Science Articles, Homework Help, Discussion**

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# I Understanding Mahalanobis distance

Tags:

Have something to add?

Draft saved
Draft deleted

**Physics Forums | Science Articles, Homework Help, Discussion**