Calculating Mahalanobis Distance Critical Values in Excel

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This video demonstrates how to calculate Mahalanobis distance critical values using Microsoft Excel. Mahalanobis distances are used to identify multivariate outliers.
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Thank you for this great video. It really helped me a lot. However, is there any literature that I can quote? Especially on the probability level? I assume that this is basically the p-value you are talking about? Is it possible to use higher possibility values, e.g. p=.05? I did not find any recommendations on this in literature.

bene
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How to analysis data using d square statistics

bharatbhushan
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Thanks for this video. I can't see this function (chisq.inv) in my excel. It is in French.

alunelove