Hi all, I am trying to check if a supposedly purely power-law distribution of data has in fact a break in it. Since this is a steep power-law, the data towards the end of the spectrum is very few. What I am trying to see is if the actual distribution is
y(x)= A x^(-a) or y(x)= A x^(-a) x < x_* y(x)= A (x_*)^b x^(-a-b) x > x_* obviously if b=0 (or x_* is infinite), the second model reduces to the first model. So my question is, is this a model selection problem, or a parameter estimation problem? Should I just start from the second model, and estimate the parameter b from the data? Or should I be doing a model selection test, and if the second model wins, then and only then try to estimate b and x_*? Also, if I treat this as a parameter estimation problem, does the fact x_* will be undetermined if b=0 (or close to 0) make the problem singular or unsolvable? Thanks, rsina . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
