Parameter estimation for power-law distributions by maximum likelihood methods

@article{Bauke2007ParameterEF,
  title={Parameter estimation for power-law distributions 
 by maximum likelihood methods},
  author={H. Bauke},
  journal={The European Physical Journal B},
  year={2007},
  volume={58},
  pages={167-173}
}
  • H. Bauke
  • Published 2007
  • Physics
  • The European Physical Journal B
  • 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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