An Estimation for the Power-Law Distribution Parameter Based on Entropy

Chin. Phys. Lett.

2006, Vol. 23

Issue (2): 520-522 DOI:

Original Articles

An Estimation for the Power-Law Distribution Parameter Based on Entropy

FU Bai-Bai;GAO Zi-You

School of Traffic and Transportation, Beijing Jiaotong University, Beijing 100044

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FU Bai-Bai, GAO Zi-You 2006 Chin. Phys. Lett. 23 520-522

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Abstract A new estimation based on the Shannon entropy for the power-law distribution parameter is presented. The maximum likelihood estimation (MLE) of the parameter is discussed and the relation between the MLE and the moment estimation of the parameter is given out. It is shown that the minimum Shannon entropy estimation is equivalent to the MLE giving the log expectation.

Keywords: 89.75.-k 89.70.+c 02.50.Ng

Published: 01 February 2006

PACS:	89.75.-k	(Complex systems)
	89.70.+c
	02.50.Ng	(Distribution theory and Monte Carlo studies)

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https://cpl.iphy.ac.cn/ OR https://cpl.iphy.ac.cn/Y2006/V23/I2/0520

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