The Mahalanobis distance measure accounts for differences in the covariances between all possible pairings of the independent variables.

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The Mahalanobis distance measure takes into account the differences in covariances between all possible pairings of the independent variables. This is achieved by using the inverse of the covariance matrix in the calculation of the distance metric.

The Mahalanobis Distance Measure Accounts for Differences in the Covariances