ABSTRACT
Mahalanobis distance is the usual Euclidean distance between two multivariate observations but adjusted for variances and covariances. This does not answer the question whether the two observations are sufficiently different or not; it answers how much is the difference. This distance was developed by Prasanta Mahalanobis in 1930 [1] and further explained in 1936 [2]. A simple explanation has been provided by McLachlan [3].
