2007/01/29 by Cosma Rohilla Shalizi, Shalizi, Cosma Rohilla
Mathematics · Physics and Astronomy · #62F10 #62P35 #Data Analysis #FOS: Mathematics #FOS: Physical sciences #Statistics Theory (math.ST) #Statistics and Probability (physics.data-an) #math.ST #msc:62F10 #msc:62P35 #physics.data-an #stat.TH
paper · pdf · doi:10.48550/arxiv.math/0701854
4 pages, 1 figure; accompanying R code available from http://bactra.org/research/tsallis-MLE/. V2: Added results on estimation from censored data, re-arranged introduction, minor corrections and wording changes throughout, updated code
arxiv created 2007/02/01 · arxiv updated 2009/12/01
This expository note describes how to apply the method of maximum likelihood to estimate the parameters of the ``q-exponential'' distributions introduced by Tsallis and collaborators. It also describes the relationship of these distributions to the classical Pareto distributions.