This paper considers the problem of estimating a power-law degree distribution of an undirected network. Although power-law degree distributions are ubiquitous in nature, the widely used parametric methods for estimating them (e.g. linear regression on double-logarithmic axes, maximum likelihood estimation with uniformly sampled nodes) suffer from the large variance introduced by the lack of data-points from the tail portion of the power-law degree distribution. As a solution, we present a novel maximum likelihood estimation approach that exploits the to sample more efficiently from the tail of the degree distribution. We analytically show that the proposed method results in a smaller bias, variance and a Cram e r-Rao lower bound compared to the maximum-likelihood estimate obtained with uniformly sampled nodes (which is the commonly used method in literature). Detailed simulation results are presented to illustrate the performance of the proposed method under different conditions and how it compares with alternative methods.
Distributions following a power-law are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the exponent are a mathematically sound alternative to graphical methods. Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is complicated by the large fluctuations that occur in the tail of the distribution—the part of the distribution representing large but rare events—and by the difficulty of identifying the range over which power-law behavior holds. Commonly used methods for analyzing power-law data, such as least-squares fitting, can produce substantially inaccurate estimates of parameters for power-law distributions, and even in cases where such methods return accurate answers they are still unsatisfactory because they give no indication of whether the data obey a power law at all. Here we present a principled statistical framework for discerning and quantifying power-law behavior in empirical data. Our approach combines maximum-likelihood fitting methods with goodness-of-fit tests based on the Kolmogorov-Smirnov (KS) statistic and likelihood ratios. We evaluate the effectiveness of the approach with tests on synthetic data and give critical comparisons to previous approaches. We also apply the proposed methods to twenty-four real-world data sets from a range of different disciplines, each of which has been conjectured to follow a power-law distribution. In some cases we find these conjectures to be consistent with the data, while in others the power law is ruled out. This short communication uses a simple experiment to show that fitting to a power law distribution by using graphical methods based on linear fit on the log-log scale is biased and inaccurate. It shows that using maximum likelihood estimation (MLE) is far more robust. Finally, it presents a new table for performing the Kolmogorov-Smirnov test for goodness-of-fit tailored to power-law distributions in which the power-law exponent is estimated using MLE. The techniques presented here will advance the application of complex network theory by allowing reliable estimation of power-law models from data and further allowing quantitative assessment of goodness-of-fit of proposed power-law models to empirical data. Many complex networks in natural and social phenomena have often been characterized by heavy-tailed degree distributions. However, due to rapidly growing size of network data and concerns on privacy issues about using these data, it becomes more difficult to analyze complete data sets. Thus, it is crucial to devise effective and efficient estimation methods for heavy tails of degree distributions in large-scale networks only using local information of a small fraction of sampled nodes. Here we propose a tail-scope method based on local observational bias of the friendship paradox. We show that the tail-scope method outperforms the uniform node sampling for estimating heavy tails of degree distributions, while the opposite tendency is observed in the range of small degrees. In order to take advantages of both sampling methods, we devise the hybrid method that successfully recovers the whole range of degree distributions. Our tail-scope method shows how structural heterogeneities of large-scale complex networks can be used to effectively reveal the network structure only with limited local information.