Modified confidence intervals for the Mahalanobis distance

Paul H. Garthwaite; Fadlalla G. Elfadaly; John R. Crawford

doi:10.1016/j.spl.2017.03.029

Modified confidence intervals for the Mahalanobis distance

Paul H. Garthwaite^*, Fadlalla G. Elfadaly, John R. Crawford

^*Corresponding author for this work

Psychology

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

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 (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.

Original language	English
Pages (from-to)	131-137
Number of pages	7
Journal	Statistics and Probability Letters
Volume	127
Early online date	12 Apr 2017
DOIs	https://doi.org/10.1016/j.spl.2017.03.029
Publication status	Published - Aug 2017

Keywords

Credible interval
Noncentral F
Objective prior

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Cite this

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title = "Modified confidence intervals for the Mahalanobis distance",

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 (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.",

keywords = "Credible interval, Noncentral F, Objective prior",

author = "Garthwaite, {Paul H.} and Elfadaly, {Fadlalla G.} and Crawford, {John R.}",

note = "The work reported here was supported by a project grant from the Medical Research Council, Grant Number MR/J013838/1.",

year = "2017",

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T1 - Modified confidence intervals for the Mahalanobis distance

AU - Garthwaite, Paul H.

AU - Elfadaly, Fadlalla G.

AU - Crawford, John R.

N1 - The work reported here was supported by a project grant from the Medical Research Council, Grant Number MR/J013838/1.

PY - 2017/8

Y1 - 2017/8

N2 - 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 (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.

AB - 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 (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.

KW - Credible interval

KW - Noncentral F

KW - Objective prior

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U2 - 10.1016/j.spl.2017.03.029

DO - 10.1016/j.spl.2017.03.029

M3 - Article

AN - SCOPUS:85018738107

VL - 127

SP - 131

EP - 137

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

ER -

Modified confidence intervals for the Mahalanobis distance

Abstract

Keywords

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