Mahalanobis Distance

Measures distance between an object $x$ and the Distribution of the dataset. $\mathrm{MD}(\mathbf{x})=\sqrt{(\mathbf{x}-\overline{\mathbf{x}}{)}^T{\mathbf{C}}^{-1}(\mathbf{x}-\overline{\mathbf{x}})}$ with $\overline{x}$ Arithmetic Mean and $C$ the Covariance matrix.

Use Grubbs Test on this measure to detect outliers.