A Continuous Metric Scaling Solution for a Random Variable

✍ Scribed by C.M. Cuadras; J. Fortiana

• Publisher: Elsevier Science
• Year: 1995
• Tongue: English
• Weight: 397 KB
• Volume: 52
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1995.1001

✦ Synopsis

As a generalization of the classical metric scaling solution for a finite set of points, a countable set of uncorrelated random variables is obtained from an arbitary continuous random variable (X). The properties of these variables allow us to regard them as principal axes for (X) with respect to the distance function (d(u, v)=) (\sqrt{|u-v|}). Explicit results are obtained for uniform and negative exponential random variables. 1995 Academic Press, Inc.