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So, say I have two clusters of points A and B, each associated to two values, X and Y, and I want to measure the "distance" between A and B - i.e. how likely is it that they were sampled from the same distribution (I can assume that the distributions are normal). For example, if X and Y are correlated in A but not in B, the distributions are ...
15 kwi 2019 · Introduction. Mahalanobis distance is an effective multivariate distance metric that measures the distance between a point (vector) and a distribution. It has excellent applications in multivariate anomaly detection, classification on highly imbalanced datasets and one-class classification and more untapped use cases.
The concept of distance between two samples or between two variables is fundamental in multivariate analysis – almost everything we do has a relation with this measure. If we talk about a single variable we take this concept for granted.
In statistics, probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables, or two probability distributions or samples, or the distance can be between an individual sample point and a population or a wider sample of points.
The Mantel test examines the correlation between two distance matrices from the same samples. The distance matrices can be based on actual data (species abundances, environmental measurements, spatial coordinates) or hypothesized data (e.g., dummy variables coding for treatments).
We show that these common notions of metrics and divergences give rise to natural distances between Borel probability measures defined on spaces of different dimensions, e.g., one on Rm and another on Rn where are distinct, so as to give a meaningful answer to the m, n previous question.
7 mar 2022 · In statistics, probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables, or two probability distributions or samples, or the distance can be between an individual sample point and a population or a wider sample of points. (source wikipedia)
