1. A computer based method for producing a representation of a distribution of data stored as a set of data points in a computer database, said representation comprising fewer data points than said data distribution in said database to allow a user to more efficiently analyze said database, said method comprising the steps of: a) partitioning said data distribution within said database into a plurality of regions, wherein a maximum number of said plurality of regions is specified by said user; b) producing for each of said regions a new set of data which approximates the data contents of each of said regions, said new set of data having less data points than that of the data points present in each of said regions, said approximation resulting in an error of approximation for each of said plurality of regions; c) combining said error of approximation for each of said plurality of regions using a norm to produce an approximation with a total error of said data distribution; d) repeating steps (a) through (c) until a minimum value of said total error is determined for said maximum number of said plurality of regions as specified by said user; and e) storing said produced approximation which is associated with said minimum value of said total error of said data distribution.