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Parameter estimation for power-law distributions by maximum likelihood methods

  • Statistical and Nonlinear Physics
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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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Authors and Affiliations

  1. Rudolf Peierls Centre for Theoretical Physics, University of Oxford, 1 Keble Road, Oxford, OX1 3, NP, UK

    H. Bauke

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  1. H. Bauke
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Correspondence to H. Bauke.

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Bauke, H. Parameter estimation for power-law distributions by maximum likelihood methods. Eur. Phys. J. B 58, 167–173 (2007). https://doi.org/10.1140/epjb/e2007-00219-y

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  • DOI: https://doi.org/10.1140/epjb/e2007-00219-y

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