The probability density of a point x with respect to a multivariate normal distribution having a mean
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Using the sample mean and covariance matrix S as estimates of the mean μ and covariance matrix Σ, respectively, show that the log(prob(x)) is equal to the Mahalanobis distance between a data point x and the sample mean plus a constant that does not depend on x.
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Introduction to Data Mining
ISBN: 978-0321321367
1st edition
Authors: Pang Ning Tan, Michael Steinbach, Vipin Kumar
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