Does anyone know how Mahalanobis distance looks like in $\mathbb R^3$ or $n$ dimensions. I would also be grateful if someone could give a geometrical interpretation in $\mathbb R^3$? Thank you a lot.
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This notion of distance (or at least the name for it) is uncommon enough that I don't think I've heard of it. It might help encourage more/better answers if you include a definition in your question. – Travis Willse Jun 24 '15 at 08:49
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*Wikipedia* has a pretty lucid explanation of Mahalanobis_distance. – Steven Alexis Gregory Jun 26 '15 at 03:16