Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions
| dc.creator | Shalizi, Cosma Rohilla | |
| dc.date | 2007-01-29 | |
| dc.date | 2007-02-01 | |
| dc.date.accessioned | 2026-07-07T08:08:39Z | |
| dc.date.available | 2026-07-07T08:08:39Z | |
| dc.description | 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. | |
| dc.description | 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 | |
| dc.identifier | https://arxiv.org/abs/math/0701854 | |
| dc.identifier | http://arxiv.org/abs/math/0701854 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/131335 | |
| dc.subject | Statistics Theory | |
| dc.subject | Data Analysis, Statistics and Probability | |
| dc.subject | 62F10; 62P35 | |
| dc.title | Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions | |
| dc.type | text |