Zipf-Mandelbrot law

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Zipf–Mandelbrot
Probability mass function
Cumulative distribution function
Parameters N \in \{1,2,3\ldots\} (integer)
q \in [0;\infty) (real)
s>0\, (real)
Support k \in \{1,2,\ldots,N\}
Probability mass function (pmf) \frac{1/(k+q)^s}{H_{N,q,s}}
Cumulative distribution function (cdf) \frac{H_{k,q,s}}{H_{N,q,s}}
Mean \frac{H_{N,q,s-1}}{H_{N,q,s}}-q
Median
Mode 1\,
Variance
Skewness
Excess kurtosis
Entropy
Moment-generating function (mgf)
Characteristic function

In probability theory and statistics, the Zipf–Mandelbrot law is a discrete probability distribution. Also known as the Pareto-Zipf law, it is a power-law distribution on ranked data, named after the linguist George Kingsley Zipf who suggested a simpler distribution called Zipf's law, and the mathematician Benoît Mandelbrot, who subsequently generalized it.

The probability mass function is given by:

f(k;N,q,s)=\frac{1/(k+q)^s}{H_{N,q,s}}

where HN,q,s is given by:

H_{N,q,s}=\sum_{i=1}^N \frac{1}{(i+q)^s}

which may be thought of as a generalization of a harmonic number. In the limit as N approaches infinity, this becomes the Hurwitz zeta function ζ(q,s). For finite N and q = 0 the Zipf–Mandelbrot law becomes Zipf's law. For infinite N and q = 0 it becomes a Zeta distribution.

Applications

The distribution of words ranked by their frequency in a random text corpus is generally a power-law distribution, known as Zipf's law.

If one plots the frequency rank of words contained in a large corpus of text data versus the number of occurrences or actual frequencies, one obtains a power-law distribution, with exponent close to one (but see Gelbukh and Sidorov 2001).

References and links

This article is from Wikipedia. All text is available under the terms of the GNU Free Documentation License.


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