Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions

Publication Date

June, 2007

Publication Type

Tech Report


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.