2.23 ( ) By diagonalizing the coordinate system using the eigenvector expansion (2.45), show that the volume contained within the hyperellipsoid corresponding to a constant Mahalanobis distance Δ is given by VD|Σ|1/2ΔD (2.286)
where VD is the volume of the unit sphere in D dimensions, and the Mahalanobis distance is defined by (2.44).