Mahalanobis D2
Mahalanobis D² is a multivariate statistical measure used to determine the distance between a point and a distribution. It accounts ________ __________ ________ ____ __________.
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Clustering
Relationship between (ii) and (iii).
Let X be a 3-dimensional random vector with dispersion matrix
Determine the first principal component and the proportion of the total variability that it explains.
Mahalanobis D2
) and
Check the
independence
Then find the joint distribution of
Obtain the maximum likelihood estimator of the mean vector and variance-covariance matrix of the multivariate normal distribution.