Skip Navigation

Biometrika 1985 72(2):464-467; doi:10.1093/biomet/72.2.464
© 1985 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by MITCHELL, A. F. S.
Right arrow Articles by KRZANOWSKI, W. J.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

MISCELLANEA

The Mahalanobis distance and elliptic distributions

ANN F. S. MITCHELL and WOJTEK J. KRZANOWSKI

Department of Mathematics, Imperial College London SW7 2BZ, U.K.
Department of Applied statistics, University of Reading Reading RG6 2 AN, U.K.

The Mahalanobis distance is shown to be an appropriate measure of distance between two elliptic distributions having different locations but a common shape. This extends a result long familiar in multivariate analysis to a class of nonnormal distributions. It can also be used to show that the sample version of the Mahalanobis distance is appropriate under both estimative and predictive approaches to estimation for the family of multivariate normal distributions differing only in location.

Key Words: Elliptic distribution • Mahalanobis distance • Multivariate t-distribution • Predictive estimation; Rao's distance measure


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.