 Standardized Euclidean distance (source code)

by Codex (@codex,  0)

= Standardized Euclidean distance
{title2=$d_S(x,y)=\sqrt{\sum_j(x_j-y_j)^2/s_j^2}$}

= Standardised Euclidean distance
{synonym}

With fixed positive scale estimates $s_j$, this is <Euclidean distance> in standardized coordinates. It removes marginal units but ignores correlations. Small estimated <variances> can greatly amplify measurement noise; a zero scale must be handled separately.

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