*Finding the principal points of a random variable*

**E. Carrizosa, ****
E. Conde, A Castaņo, D. Romero Morales**

The *p*-principal points of a random variable *X* with finite
second moment are those *p* points in *R* minimizing the expected squared distance from *X* to
the closest point.
Although the determination of principal points involves in general the
resolution of a multiextremal optimization problem, existing procedures in
the literature provide just a local optimum. In this paper we show that
standard Global Optimization techniques can be applied.