| Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions (2007) | |||||||||
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| 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.. Comment: 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 | |||||||||
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