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Garthwaite, Paul H.; Elfadaly, Fadlalla G. and Crawford, John R.
(2017).
DOI: https://doi.org/10.1016/j.spl.2017.03.029
Abstract
Reiser (2001) proposes a method of forming confidence interval for a Mahalanobis distance that yields intervals which have exactly the nominal coverage, but sometimes the interval is View the MathML source (0,0). We consider the case where Mahalanobis distance quantifies the difference between an individual and a population mean, and suggest a modification that avoids implausible intervals.