Using GPU Simulation to Accurately Fit to the Power-Law Distribution
Institut des technologies de l’information et de la communication, Haute Ecole d’Ingenierie et de Gestion du Canton de Vaud (HEIG-VD), Haute Ecole Specialisee de Suisse occidentale
arXiv:1305.6738 [stat.CO], (29 May 2013)
This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff values used to assess the fit to a power-law distribution when using the maximum likelihood estimation for the exponent of the distribution. Using massively parallel programming computing, we were able to accelerate by a factor of 60 the computational time required for these calculations across a range of parameters and construct a series of detailed tables containing the test values to be used in a Kolmogorov-Smirnov goodness-of-fit test, allowing for an accurate assessment of the power-law fit from empirical data.
May 30, 2013 by hgpu