Fitting power-law distributions to data with measurement errors
نویسندگان
چکیده
منابع مشابه
Power-Law Distributions in Empirical Data
Aaron Clauset, 2 Cosma Rohilla Shalizi, and M. E. J. Newman Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501, USA Department of Computer Science, University of New Mexico, Albuquerque, NM 87131, USA Department of Statistics, Carnegie Mellon University, Pittsburgh, PA 15213, USA Department of Physics and Center for the Study of Complex Systems, University of Michigan, Ann Arbor, MI 48...
متن کاملPower - Law Distributions in Empirical Data ∗ Aaron
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 ...
متن کاملProblems with Fitting to the Power-Law Distribution
This short communication uses a simple experiment to show that fitting to a power law distribution by using graphical methods based on linear fit on the log-log scale is biased and inaccurate. It shows that using maximum likelihood estimation (MLE) is far more robust. Finally, it presents a new table for performing the Kolmogorov-Smirnof test for goodness-of-fit tailored to power-law distributi...
متن کاملSampling power-law distributions
Power-law distributions describe many phenomena related to rock fracture. Data collected to measure the parameters of such distributions only represent samples from some underlying population. Without proper consideration of the scale and size limitations of such data, estimates of the population parameters, particularly the exponent D, are likely to be biased. A Monte Carlo simulation of the s...
متن کاملPower-law correlated processes with asymmetric distributions.
Motivated by the fact that many physical systems display (i) power-law correlations together with (ii) an asymmetry in the probability distribution, we propose a stochastic process that can model both properties. The process depends on only two parameters, where one controls the scaling exponent of the power-law correlations, and the other controls the degree of asymmetry in the distributions l...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Monthly Notices of the Royal Astronomical Society
سال: 2009
ISSN: 0035-8711,1365-2966
DOI: 10.1111/j.1365-2966.2009.14956.x