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Q161Section III (Statistics)161 of 180

Mahalanobis distance between two normal populations

The Mahalanobis distance between the two bivariate normal populations N2 ⁣((1−1),(1114))N_2\!\left(\begin{pmatrix}1\\-1\end{pmatrix}, \begin{pmatrix}1&1\\1&4\end{pmatrix}\right) and N2 ⁣((2−2),(1114))N_2\!\left(\begin{pmatrix}2\\-2\end{pmatrix}, \begin{pmatrix}1&1\\1&4\end{pmatrix}\right) is:

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