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Topic: Mahalanobis_distance and Gaussian distribution
Replies: 6   Last Post: Jan 18, 2013 12:10 PM

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 mbalover9@gmail.com Posts: 38 Registered: 6/3/09
Mahalanobis_distance and Gaussian distribution
Posted: Jan 13, 2013 12:35 PM

from Wiki, http://en.wikipedia.org/wiki/Mahalanobis_distance
Maha distance is to measure the probability if a point belongs to a distribution. Do we have to assume that that distribution is Gaussian to have Maha distance meaningful?

2. I have two distributions in different coordinate spaces. Let's Space A which has 3D, and Space B which has 2D. I have two points P1 with coordinates [x, y, z] in Space A and P2 with coordinates [ u, v ] in Space B. I wonder if I can apply MH distance to compare which one ( either P1 or P2) is closer to its corresponding distributions. Does comparison make sense?

Do I have to do anything to normalize between two distributions>

Thank you.

Date Subject Author
1/13/13 mbalover9@gmail.com
1/13/13 David Jones
1/17/13 mbalover9@gmail.com
1/17/13 David Jones
1/17/13 Richard Ulrich
1/17/13 David Jones
1/18/13 Herman Rubin