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確率過程の本。http://www.amazon.co.jp/Stochastic-Methods-Handbook-Sciences-Synergetics/dp/3540707123

観測数 The average number of observations n required to reject the power-law hypothesis The average number of observations n required to reject the power-law hypothesis (i.e., to make p function of xmin. our procedure is as follows. First,…

べき分布の最尤推定量(Hill estimator)の漸近正規性の確認するRのコード。下記のことをシミュレーション で確認。 参考）昔書いたもの べき分布 の指数の最尤推定量 (Hill estimator) たぶん、こんな感じ。最尤推定量は漸近正規性をもつ。 その標準偏差は、…

漸近正規性と一致性consistencyの英語表現。 estimator, which is known to be asymptotically noraml and conosistente limit of large N Equation (3.1) is equivalent to the well-known Hill estimator [25], which is known to be asymptotically norma…

同値 equivalent toEq (3.1) equivalent to the well-known Hill estimator Equation (3.1) is equivalent to the well-known Hill estimator [25], which is known to be asymptotically normal [22] and consistent [38] (i.e., ﾆα → α in the limit of l…

Instead , それよりは、 Plausible, もっともらしい They tell us nothing, however, about whether the power law is a plausible fit to the data.Regardless of the true distribution from which our data were drawn, we can always fit a power law. W…