本研究採用Lee 和Poon 所提出的隱藏常態變數模型來估計混合連續與間斷型變數之參數估計，並估計其馬式距離。此外，並利用穩健估計來估計混合型資料參數及其馬式距離，可在有離群值時解決最大蓋似估計的不穩定。

Poon and Lee (1987) applied normal latent variable model to deal with the parameters
estimation for the data mixed with continuous and discrete variables and Bedrick et al. (2000) used this idea to evaluate the Mahalanobis distance. In this thesis, we extend a similar idea to robustly estimate Multivariate Data Mixed with Continuous and Discrete Variables with the same model. Furthermore, we evaluate the Mahalanobis distance which can determine similarity of variables. The proposed method can overcome the unreliability of MLE while there exist outliers in the data.

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