Modified confidence intervals for the Mahalanobis distance

Garthwaite, Paul H.; Elfadaly, Fadlalla G. and Crawford, John R. (2017). Modified confidence intervals for the Mahalanobis distance. Statistics & Probability Letters, 127 pp. 131–137.

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.

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