
Cluster analysis 575
d
SE
(x, y) =
s
1
R
2
1
(x
1
− y
1
)
2
+ ··· +
1
R
2
n
(x
n
− y
n
)
2
=
v
u
u
t
n
X
i=1
1
R
2
i
(x
i
− y
i
)
2
(18.21)
where R
i
is the range of the da ta along dimension i.
18.2.8 Mahalanobis distance
The standardiz ed Euclidean distance used the idea of weighting each dimen-
sion by a quantity inversely proportional to the amount of variability along
that dimension. This is equivalent to distorting the space by shrinking it a long
the axes of large variance and expanding it along the axes of low variance. This
can be g e ne ralized. One might want to distort the space in an arbitrary way,
not necessarily along the axes. This is achieved by the Mahalano bis distance.
The