statistical distance

A generalization of the concept of distance which measures the degree of difference between two observations by combining their difference on one or more variable in some defined mathematical way. The most common way of arriving at a statistical distance is to treat the set of attribute values for each observation as a set of coordinates in a multidimensional space, to calculate the difference in each attribute and combine them into a single distance using Pythagoras's theorem. Statistical distance is the central concept in most forms of multivariate statistical analysis.