Parameter estimation for power-law distributions by maximum likelihood methods

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. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 2007

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Year of publication:	2007
Authors:	Bauke, H.
Published in:	The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 58.2007, 2, p. 167-173
Publisher:	Springer
Subject:	02.50.Tt Inference methods \| 89.75.-k Complex systems

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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