Mahalanobis Distance

[@muhammadasadhaider6893]

Probably the best explanation of the topic, thank you!

[@rajeshkumar747]

Hello, really a nice video. My question is "What does it mean lengths = 1/eigen values"? Which length does it refer to?

[@MeerkatStatistics]

Thanks. The lengths from the origin to the "unit distance". I show the lengths in the video at 8:30 (look at my correction as well). A bit hard to explain with words, but: For the ellipsoid, the eigenvalue 1/4 corresponds to the length sqrt(4)=2 from the origin to the "unit" distance of the (-1,1) eigen-vector, and the 9/4 corresponds to the sqrt(4/9) from the origin to the "unit" distance of the (1,1) vector. Hope it helps.

[@siamakmushakhian4688]

Hi, thanks for the helpful video. Could you please refer me to a paper where it mentioned for mahalanobis distance the A=sigma^(-0.5).

[@MeerkatStatistics]

Don't have a paper in mind. Notice that my derivation is of A'A which comes out sigma^(-1) which coincide with the definition.