I want to calculate the probability that a group will include a particular
point using the squared Mahalanobis distance to the centroid. I understand
that the squared Mahalanobis distance is distributed as chi-squared but that
for a small number of random samples from a multivariate normal
I want to calculate the probability that a group will include a particular
point using the squared Mahalanobis distance to the centroid. I understand
that the squared Mahalanobis distance is distributed as chi-squared but that
for a small number of random samples from a multivariate normal