A Continuous Metric Scaling Solution for a Random Variable

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) = [formula]. Explicit results are obtained for uniform and negative exponential random variables.

MoreLess

Year of publication:	1995
Authors:	Cuadras, C. M. ; Fortiana, J.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 52.1995, 1, p. 1-14
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005021305