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The distribution of the extreme Mahalanobis' distnace from the sample mean Cuttle, Yvonne Germaine Marie Ghislaine


The problem of classification in multivariate analysis is considered. The distribution of the extreme Mahalanobis’ distance from the sample mean has been derived for a special case of the bivariate problem, and for this special case the cumulative distribution has been partially tabulated. The characteristic function of the joint distribution of the Mahalanobis’ distances from the sample mean has also been derived. A brief discussion of the one-dimensional problem and its solution has been included.

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