The Mahalanobis distance takes into account the correlation structure of the data and the individual scales. For each value, the Mahalanobis distance is denoted Mi and is computed as
Y is the row of means
n = number of observations
p = number of variables (columns)
n = number of observations
p = number of variables (columns)
T2 Distance Measures
n = number of observations
p = number of variables (columns)