Mahalanobis Distance and Its Application for Detecting Multivariate Outliers

While methods of detecting outliers is frequently implemented by statisticians when analyzing univariate data, identifying outliers in multivariate data pose challenges that univariate data do not. In this paper, after short reviewing some tools for univariate outliers detection, the Mahalanobis distance, as a famous multivariate statistical distances, and its ability to detect multivariate outliers are discussed. As an application the univariate and multivariate outliers of a real data set has been detected using R software environment for statistical computing.