High-dimensional classification methods have been a major target of machine learning for the automatic classification of patients who suffer from Alzheimer’s disease (AD). One major issue of automatic classification is the feature-selection method from high-dimensional data. In this paper, a novel approach for statistical feature reduction and selection in high-dimensional magnetic resonance imaging (MRI) data based on the probability distribution function (PDF) is introduced. To develop an automatic computer-aided diagnosis (CAD) technique, this research explores the statistical patterns extracted from structural MRI (sMRI) data on four systematic levels. First, global and local differences of gray matter in patients with AD compared to healthy controls (HCs) using the voxel-based morphometric (VBM) technique with 3-Tesla 3D T1-weighted MRI are investigated. Second, feature extraction based on the voxel clusters detected by VBM on sMRI and voxel values as volume of interest (VOI) is used. Third, a novel statistical feature-selection process is employed, utilizing the PDF of the VOI to represent statistical patterns of the respective high-dimensional sMRI sample. Finally, the proposed feature-selection method for early detection of AD with support vector machine (SVM) classifiers compared to other standard feature selection methods, such as partial least squares (PLS) techniques, is assessed. The performance of the proposed technique is evaluated using 130 AD and 130 HC MRI data from the ADNI dataset with 10-fold cross validation¹. The results show that the PDF-based feature selection approach is a reliable technique that is highly competitive with respect to the state-of-the-art techniques in classifying AD from high-dimensional sMRI samples.