High Precision Numerical Computation of Principal Points For Univariate Distributions

Santanu Chakraborty; Mrinal Kanti Roychowdhury; Josef Sifuentes

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arXiv · 1807.10970

High Precision Numerical Computation of Principal Points For Univariate Distributions

Santanu Chakraborty·Mrinal Kanti Roychowdhury·Josef Sifuentes

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Abstract

Principal points were first introduced by Flury: for a positive integer $n$, $n$ principal points of a random variable are the $n$ points that minimize the mean squared distance between the random variable and the nearest of the $n$ points. In this paper, we determine the $n$ principal points and the corresponding values of mean squared distance for different values of $n$ for some univariate absolutely continuous distributions.

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Santanu Chakraborty, Mrinal Kanti Roychowdhury, Josef Sifuentes. 2018-07-28. High Precision Numerical Computation of Principal Points For Univariate Distributions. https://arxiv.org/abs/1807.10970

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