Changeset - 42dadc398e7d
[Not reviewed]
0 0 2
Tom Bannink - 8 years ago 2017-07-03 13:04:26
tombannink@gmail.com
Add pdf with powerlaw sampling info
2 files changed with 26 insertions and 0 deletions:
0 comments (0 inline, 0 general)
powerlaw_info.pdf
Show inline comments
 
new file 100644
 
binary diff not shown
powerlaw_info.tex
Show inline comments
 
new file 100644
 
\documentclass{article}
 
\begin{document}
 
\section{Continuous powerlaw with minimum cut-off}
 
Exponent $\tau > 1$.
 
\subsection{Also maximum cut-off}
 
Let $m$ be the minimum, $M$ be the maximum.\\
 
PDF: $$f(x) = \frac{\tau-1}{m^{-(\tau-1)} - M^{-(\tau-1)}} x^{-\tau}$$
 
CDF: $$F(x) = \frac{m^{-(\tau-1)} - x^{-(\tau-1)}}{m^{-(\tau-1)} - M^{-(\tau-1)}}$$
 
Inverse: $$F^{-1}(y) = \left( (1-y) m^{-(\tau-1)} + y M^{-(\tau-1)} \right)^{\frac{-1}{\tau-1}}$$
 
i.e. linear interpolate between $M^{-(\tau-1)} < m^{-(\tau-1)}$.\\
 
$F^{-1}(0) = m$ and $F^{-1}(1) = M$.\\
 

	
 
For $m=1$ and $M$ steps of interpolation:\\
 
$F^{-1}(1/M) = \left( 1-M^{-1} + M^{-\tau} \right)^{\frac{-1}{\tau-1}}$\\
 
$F^{-1}(1-1/M) = \left( M^{-1} + M^{-(\tau-1)} - M^{-\tau} \right)^{\frac{-1}{\tau-1}}$
 

	
 
\subsection{No maximum cut-off}
 
For $M=\infty$ we have:\\
 
PDF: $$f(x) = \frac{\tau-1}{m^{-(\tau-1)}} x^{-\tau} = \frac{\tau-1}{m} \left(\frac{x}{m}\right)^{-\tau}$$
 
CDF: $$F(x) = \frac{m^{-(\tau-1)} - x^{-(\tau-1)}}{m^{-(\tau-1)}} = 1 - \left(\frac{x}{m}\right)^{-(\tau-1)}$$
 
Inverse: $$F^{-1}(y) = \left( (1-y) m^{-(\tau-1)} \right)^{\frac{-1}{\tau-1}} = m \; \left( 1-y \right)^{\frac{-1}{\tau-1}}$$
 
For interpolation:\\
 
$F^{-1}(0) = m$\\
 
$F^{-1}(1-\frac{1}{n}) = m\cdot n^{\frac{1}{\tau-1}}$
 

	
 
\end{document}
0 comments (0 inline, 0 general)