Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions

June, 2007

Tech Report

Author(s)

Cosma Rohilla Shalizi

Abstract

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.