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I was wondering If anyone could give intuitive explanations for the multivariate Gaussian distribution function and mahalanobis distance? My professor didn't explain these in probability class, they were only defined...

Where did the formula come from? Why is the Gaussian function the way it is? Is there a way to intuitively explain mahalanobis distance?

Thank you for any support!!

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Here is some intuition for the single-variable Gaussian distribution function. –  Mike Spivey Dec 18 '12 at 16:50
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up vote 2 down vote accepted

For the Mahalanobis distance, have a look here and here

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+1 Thnx @Avitus you're a life saver :) I will get back to you on the logistic regression when I can. Sorry a bit busy at the moment with many new things to learn :) –  jjepsuomi Aug 5 '13 at 9:36
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