File:Mahalanobis-distance-location-and-scatter-methods.png

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English: For each method the ellipses show contours of probability that indicate if a location in environmental space has a Mahalanobis distance that is greater than would be expected by chance. The sensitivity of the sample mean and variance-covariance matrix method to outlying data can be seen, which contrasts with both the minimum covariance determinant and minimum volume ellipsoid methods, which both focus on where data is concentrated.
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Author Tretherington
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Hypothetical two-dimensional example of Mahalanobis distance with three different methods of defining the multivariate location and scatter of the data.

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11 May 2021

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current22:30, 25 November 2021Thumbnail for version as of 22:30, 25 November 20212,603 × 1,721 (281 KB)TretheringtonUploaded own work with UploadWizard
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