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Moments of the interclass Mahalanobis distance

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2 Author(s)
R. C. Gonzalez ; Dept. of Electrical Engng., Univ. of Tennessee, Knoxville, TN, USA ; C. G. Wagner

It is shown that the moments of the interclass Mahalanobis distance between elements of two d-variate Gaussian populations can be expressed in a simple polynomial form. The nth moment is expressible as a polynomial of order n whose variable depends on the mean vectors and eigenvalues of the covariance matrices. A closed-form solution is given for computing the coefficients of the polynomial expressions.

Published in:

IEEE Transactions on Systems, Man, and Cybernetics  (Volume:SMC-13 ,  Issue: 6 )