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Normal distribution and discriminant functions Matlab Write a procedure to calculate the Mahalanobis distance between the...

Normal distribution and discriminant functions
Matlab

Write a procedure to calculate the Mahalanobis distance between the mean µ and an arbitrary point x, given the covariance matrix Σ.

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Answer #1

>mu=[5 3 7]'

>x=[1 2 3]'

.>sigma=[4 -1 0;-1 4 2;0 2 9]

>d=sqrt((x-mu)'*inv(sigma)*(x-mu))

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