Power-Law Distributions in Empirical Data
@article{Clauset2009PowerLawDI, title={Power-Law Distributions in Empirical Data}, author={A. Clauset and C. Shalizi and M. Newman}, journal={SIAM Rev.}, year={2009}, volume={51}, pages={661-703} }
Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is complicated by the large fluctuations that occur in the tail of the distribution—the part of the distribution representing large but rare events—and by the difficulty of identifying the range over which power-law behavior holds. Commonly used methods for analyzing… CONTINUE READING
Figures, Tables, and Topics from this paper
Paper Mentions
Blog Post
Blog Post
Blog Post
7,027 Citations
Universality of power-law exponents by means of maximum-likelihood estimation.
- Mathematics, Physics
- Physical review. E
- 2019
- PDF
A practical recipe to fit discrete power-law distributions
- Mathematics, Physics
- 2012
- 14
- Highly Influenced
- PDF
From the power law to extreme value mixture distributions
- Mathematics, Computer Science
- ArXiv
- 2020
- Highly Influenced
- PDF
Discovery of Power-Laws in Chemical Space
- Mathematics, Computer Science
- J. Chem. Inf. Model.
- 2008
- 55
- Highly Influenced
Numerical tools for obtaining power-law representations of heavy-tailed datasets
- Computer Science
- 2016
- 3
- PDF
Underestimating extreme events in power-law behavior due to machine-dependent cutoffs.
- Mathematics, Medicine
- Physical review. E, Statistical, nonlinear, and soft matter physics
- 2014
- 5
- PDF
References
SHOWING 1-10 OF 161 REFERENCES
Empirical Distributions of Log-Returns: Between the Stretched Exponential and the Power Law?
- Mathematics, Economics
- 2003
- 115
- PDF
A Brief History of Generative Models for Power Law and Lognormal Distributions
- Mathematics, Computer Science
- Internet Math.
- 2003
- 1,552
- PDF
Estimating Heavy-Tail Exponents Through Max Self–Similarity
- Mathematics, Computer Science
- IEEE Transactions on Information Theory
- 2011
- 35
- PDF
Parameter estimation for power-law distributions
by maximum likelihood methods
- Mathematics, Physics
- 2007
- 140
- PDF
Dynamics of Bayesian Updating with Dependent Data and Misspecified Models
- Mathematics, Biology
- 2009
- 114
- PDF