Coefficient of racial likeness
Mahalanobis generalised distance
Metric
Metric
This coefficient removes the effects of correlations between variables when calculating the distance between groups of objects. It is useful when the correlations among variables may distort the estimation of groupwise distances. This distance is also used in multivariate outlier detection.
This distance measure is also suited to measuring groupwise distances, but does not attempt to remove the effect of variable intercorrelation. This may be desirable when samples are too small to effectively remove correlative effects (see e.g. Penrose, 1952)
Mahalanobis, 1936
Pearson, 1926
References
Mahalanobis PC (1936) On the generalized distance in statistics. Proc Nat Inst Sci India. 2(1): 49-55.
Pearson K (1926) On the coefficient of racial likeness. Biometrika 18:105-117.
Penrose LS (1952) Distance, size and shape. Ann Eugen. 17(1):337-343.