So You Think You Have a Power Law — Well Isn't That Special?

So You Think You Have a Power Law — Well Isn't That Special?

Regular readers who care about such things — I think there are about three of you — will recall that I have long had a thing about just how unsound many of the claims for the presence of power law distributions in real data are, especially those made by theoretical physicists, who, with some honorable exceptions, learn nothing about data analysis. (I certainly didn't.) I have even whined about how I should really be working on a paper about how to do all this right, rather than merely snarking in a weblog. As evidence that the age of wonders is not passed — and, more relevantly, that I have productive collaborators — this paper is now loosed upon the world
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The paper is deliberately aimed at physicists, so we assume some things that they know (like some of the mechanisms, e.g. critical fluctuations, which can lead to power laws), and devote extra detail to things they don't but which e.g. statisticians do know (such as how to find the cumulative distribution function of a standard Gaussian).