转自：http://blog.sciencenet.cn/blog-4716-46173.html
对于幂率分布的估计问题是个很复杂的问题（..., the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the tail of the distribution. In particular, standard methods such as least-squares fitting are known to produce systematically biased estimates of parameters for power-law distributions and should not be used in most circumstances. [ A. Clauset, C.R. Shalizi, and M.E.J. Newman, "Power-law distributions in empirical data" E-print (2007). arXiv:0706.1062 ]）。
这里分享其中的幂率拟合和绘图的程序（附件），并给出实际操作的例子。
下载附件解压，在Matlab中进入该文件目录，在命令行输入： pl_demo 。即可得到结果。
有兴趣地可以参考Aaron Clauset 的网站： http://www.santafe.edu/~aaronc/powerlaws/
附件下载：http://files.cnblogs.com/startover/20081111135030266609.rar