In reply to Mercedes.

This article is referenced by Wikipedia, so it is suitable as a reference:
Wicklin, Rick. (2012). What is Mahalanobis Distance?. Retrieved from https://blogs.sas.com/content/iml/2012/02/15/what-is-mahalanobis-distance.html

I do not have access to the SAS statistical library because of the pandemic, but I would guess you can find similar information in a text on multivariate statistics.