Mahalanobis distance
Distancia de Mahalanobis
- Date
- 1936 · confidence high
- Place
- Indian Statistical Institute, Calcutta (Kolkata), West Bengal, India
- Credited to
- Prasanta Chandra Mahalanobis
- People
- 👤 Prasanta Chandra Mahalanobis1893–1972
- Field
- Knowledge & symbols
What it is
A measure of the distance between a point and a distribution that accounts for the correlations and scales of the variables. Devised to compare populations using anthropometric data, it is now fundamental in classification, anomaly detection and machine learning.
Mahalanobis founded the ISI in 1931 and later designed the National Sample Survey (1950).
What it led to
- discriminant analysis and clustering
- multivariate outlier detection