Mahalanobis distance is an effective multivariate distance metric that measures the distance between a point and a distribution. It is an extremely useful metric having, excellent applications in multivariate anomaly detection, classification on highly imbalanced datasets and one-class classification. This post explains the intuition and the math with practical examples on three machine learning use […]
Category Archives: Statistics
How to implement common statistical significance tests and find the p value?
How to implement and interpret the commonly used statistical significance tests in R? Understand the purpose, when to use and how to interpret the test results and the p value. [container] [columnize] 1. Correlation Test and Introduction to p value 2. One Sample t-Test 3. Wilcoxon Signed Rank Test 4. Two Sample t-Test and Wilcoxon […]
