幂律分布参数估计的极大似然方法
Parameter estimation for power-law distributions by maximum likelihood methods
摘要:
幂律分布是一种普遍存在的现象。用图解法确定幂律尾部指数的方法在实践中经常使用,但本质上是不可靠的。指数的极大似然估计是图形方法的数学上合理的替代方法。
英文摘要:
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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