Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions

Cosma Rohilla Shalizi


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 distribution.

Heidi Sestrich 2007-06-11
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