# Whitening Characteristics of the Mahalanobis Distance

Mahalanobis distance is a metric used to compare a vector to a multivariate normal distribution with a given mean vector ($\boldsymbol{\mu}$) and covariance matrix ($\boldsymbol{\Sigma}$). It is often used to detect statistical outliers (e.g., in the RX anomaly detector) and also appears in the exponential term of ...