A discrete truncated Zipf distribution

STATISTICA NEERLANDICA(2023)

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摘要
We provide a comprehensive account of fundamental properties of a truncated discrete Zipf distribution, complementing the results available in the literature. In particular, we obtain results on existence and uniqueness of maximum likelihood parameter estimators and propose new testing methodology for the shape parameter. We also include data examples illustrating applicability of this stochastic model.
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关键词
count data,discrete Pareto distribution,financial data,heavy tail,maximum likelihood estimation,power law,truncated Pareto distribution,Zeta distribution
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