Parameter estimation for power-law distributions
by maximum likelihood methods |
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Authors: | H Bauke |
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Institution: | (1) Rudolf Peierls Centre for Theoretical Physics, University of Oxford, 1 Keble Road, Oxford, OX1 3, NP, UK |
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Abstract: | Distributions following a power-law are an ubiquitous phenomenon. Methods
for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable.
Maximum likelihood estimators for the exponent are a mathematically sound alternative to graphical methods. |
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Keywords: | 02 50 Tt Inference methods 89 75 -k Complex systems |
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