Detection of Univariate Outlier Based On Normal DistributionData involving only one attribute or variable are called univariate data. For simplicity, we often choose to assume that data are generated from a normal distribution. We can then learn the parameters of the normal...
Saturday, 3 May 2014
Thursday, 1 May 2014
Mahalanobis Distance using R code
Mahalanobis distance is one of the standardized distance measure in statistics. It is a unit less distance measure introduced by P. C. Mahalanobis in 1936. Here i have using R code and one example for multivariate data sets to find the Mahalanobis distance.
Mahalanobis Distance Formula: ${{D}^{2}}=(x-\mu
{)}'\sum{^{-1}}(x-\mu )$
where,
x - Number...