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High Precision Numerical Computation of Principal Points for Univariate Distributions

Author

Listed:
  • Santanu Chakraborty

    (University of Texas Rio Grande Valley)

  • Mrinal Kanti Roychowdhury

    (University of Texas Rio Grande Valley)

  • Josef Sifuentes

    (University of Texas Rio Grande Valley)

Abstract

Principal points were first introduced in 1990: 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 give a high precision numerical method for calculating the n principal points and the n th quantization errors for all positive integers n. For some absolutely continuous univariate distributions, we calculate the n principal points for different n using Newton’s method. Additionally, we also provide the corresponding values of mean squared distances.

Suggested Citation

  • Santanu Chakraborty & Mrinal Kanti Roychowdhury & Josef Sifuentes, 2021. "High Precision Numerical Computation of Principal Points for Univariate Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 558-584, November.
    • Handle: RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00239-6
    DOI: 10.1007/s13571-020-00239-6
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    References listed on IDEAS

    as
    1. Matsuura, Shun & Kurata, Hiroshi, 2011. "Principal points of a multivariate mixture distribution," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 213-224, February.
    2. Thaddeus Tarpey, 1997. "Estimating principal points of univariate distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(5), pages 499-512.
    3. Tarpey, Thaddeus, 1994. "Two principal points of symmetric, strongly unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 20(4), pages 253-257, July.
    4. Shun Matsuura & Hiroshi Kurata, 2014. "Principal points for an allometric extension model," Statistical Papers, Springer, vol. 55(3), pages 853-870, August.
    5. Bernard D. Flury, 1993. "Estimation of Principal Points," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(1), pages 139-151, March.
    6. Tarpey, Thaddeus & Loperfido, Nicola, 2015. "Self-consistency and a generalized principal subspace theorem," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 27-37.
    7. Matsuura, Shun & Kurata, Hiroshi, 2010. "A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1863-1869, December.
    8. Yamamoto, Wataru & Shinozaki, Nobuo, 2000. "On uniqueness of two principal points for univariate location mixtures," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 33-42, January.
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    Cited by:

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    5. Sirao Wang & Jiajuan Liang & Min Zhou & Huajun Ye, 2022. "Testing Multivariate Normality Based on F -Representative Points," Mathematics, MDPI, vol. 10(22), pages 1-22, November.

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