Figure 1

Mahalanobis distance plot example. A contour plot overlaying the scatterplot of 100 random draws from a bivariate normal distribution with mean zero, unit variance, and 50% correlation. The centroid defined by the marginal means is noted by a blue square. Three points of interest are added as the orange diamond, red triangle, and purple circle. If any of these points had been the observed value that gave rise to this null distribution its p-value would be 0.94, 0.04, < 0.01, respectively.