Dear All,

Thanks for valuable information.  Just one more question!  
Could somebody explain to me the difference/similarity among
Mahalanobis distance,  Hotelling's T-square and PCA ?  I believe that
Hotelling's T-square is the sum of squares of the principal component
scores if all components are extracted as the number of input
variables. It seems to me that the Mahalanobis distance is the same as
the Hotelling's T-square.
 
I appreciate any helps and references. Happy holidays to all.


Sangdon Lee, Ph.D,
GM Tech Center, MI, USA.
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