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. 2025 Feb 27;27(3):249. doi: 10.3390/e27030249
Algorithm 1: Theoretical k-means algorithm for Pareto I and II distributions
  • Step 1: For a given pdf p(x), the number of MSE-RPs m, initial iteration t=0, and tolerance ϵ, input an initial set of number-theoretic methods representative points (NTM-RPs) [16] y1(t)<y2(t)<…<ym(t). Define a partition of R as:
    Ii(t)=ai(t),ai+1(t), i=1,…,m−1, Im(t)=am−1(t),am(t),
    where
    a1(t)=−∞, ai(t)=yi−1(t)+yi(t)2, i=2,…,m, am(t)=∞.
  • Step 2: Calculate probabilities:
    pj(t)=∫Ij(t)p(x) x, j=1,…,m;
  • Step 3: Calculate conditional means:

    For j=1,⋯,m−1:
    yj(t+1)=∫Ij(t)xp(x) dx∫Ij(t)p(x) dx=∫Ij(t)xp(x) dxpj(t), j=1,…,m−1.
    For P(I)(1,α):
    ym(t+1)=αα−2ym−1(t+1).
    For P(II)(0,1,α):
    ym(t+1)=αym−1(t+1)+2α−2.
  • Step 4: Sort {y1(t+1),…,ym(t+1)} from smallest to largest.

  • Step 5: Calculate |ym(t+1)−b|, where
    b=∫Im(t)xp(x) dxpm(t).
  • Step 6: If |ym(t+1)−b|<ϵ, the process stops, and {yj(t)} are delivered as the MSE-RPs of the distribution with probabilities {pj(t)}. Otherwise, let t:=t+1 and return to Step 1.