I want to know the goodness of fit while fitting a power law distribution in R using poweRlaw
package.
After estimate_xmin()
, I had a p-value 0.04614726. But the bootstrap_p()
returns another p-value 0.
So why do these two p-value differ? And how can I judge if it is a power law distribution?
here is the plot when using poweRlaw for fittingpoweRlaw fitting result
You're getting a bit confused. One of the statistics that estimate_xmin
returns is the Kolmogorov-Smirnoff statistic (as described in Clauset, Shalizi, Newman (2009)). This statistic is used to estimate the best cut-off value for your model, i.e. xmin
. However, this doesn't tell you anything about the model fit.
To assess model suitability is where the bootstrap function comes in.