... data distribution. Several distancemeasures can be implemented for such a task. The Mahalanobis distance isa well-known criterion which depends on estimated parameters of the mul-tivariate distribution. ... (ˆX2)TˆX2and (ˆX1)TˆX1can be locally computed without dis-closing raw data. In addition, using private matrix sharing protocol, Alicecan obtains A1and A2, Bob can obtains B1and B2, ... Mahalanobis distance diof the row ithis definedasd2i= (X(i) −X)TC−1(X)(X(i) − X)for i = 1, , N. Usually,X is the multivariate arithmetic mean vec-tor. A large distance indicates...