Modified confidence intervals for the Mahalanobis distance

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

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)


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 languageEnglish
Pages (from-to)131-137
Number of pages7
JournalStatistics and Probability Letters
Early online date12 Apr 2017
Publication statusPublished - Aug 2017

Bibliographical note

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


  • Credible interval
  • Noncentral F
  • Objective prior


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