{ "id": "cond-mat/0402322", "version": "v3", "published": "2004-02-11T22:44:34.000Z", "updated": "2004-08-13T22:20:27.000Z", "title": "Problems with Fitting to the Power-Law Distribution", "authors": [ "Michel L. Goldstein", "Steven A. Morris", "Gary G. Yen" ], "comment": "4 pages, 1 figure, 2 tables", "doi": "10.1140/epjb/e2004-00316-5", "categories": [ "cond-mat.stat-mech", "cond-mat.dis-nn", "cond-mat.other" ], "abstract": "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 distributions in which the power-law exponent is estimated using MLE. The techniques presented here will advance the application of complex network theory by allowing reliable estimation of power-law models from data and further allowing quantitative assessment of goodness-of-fit of proposed power-law models to empirical data.", "revisions": [ { "version": "v3", "updated": "2004-08-13T22:20:27.000Z" } ], "analyses": { "keywords": [ "power-law distribution", "power-law models", "power law distribution", "maximum likelihood estimation", "complex network theory" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 4, "language": "en", "license": "arXiv", "status": "editable" } } }