Principal points of univariate continuous distributions
✍ Scribed by Alice Zoppè
- Book ID
- 104640483
- Publisher
- Springer US
- Year
- 1995
- Tongue
- English
- Weight
- 407 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0960-3174
No coin nor oath required. For personal study only.
✦ Synopsis
The K principal points of a p-variate random variable X are defined as those points ~1,..-, (x which minimize the expected squared distance of X from the nearest of the ~k-This paper reviews some of the theory of principal points and presents a method of determining principal points of univariate continuous distributions. The method is applied to the uniform distribution, to the normal distribution and to the exponential distribution.
📜 SIMILAR VOLUMES
A su cient condition of uniqueness of two principal points is given for univariate symmetric distributions, which are not necessarily unimodal. Especially a class of location mixtures including the normal ones is shown to have unique two principal points.