Power-law distributions in binned empirical data

Many man-made and natural phenomena, including the intensity of earthquakes, population of cities and size of international wars, are believed to follow power-law distributions. The accurate identification of power-law patterns has significant consequences for correctly understanding and modeling complex systems. However, statistical evidence for or against the power-law hypothesis is complicated by large fluctuations in the empirical distribution's tail, and these are worsened when information is lost from binning the data. We adapt the statistically principled framework for testing the power-law hypothesis, developed by Clauset, Shalizi and Newman, to the case of binned data. This approach includes maximum-likelihood fitting, a hypothesis test based on the Kolmogorov--Smirnov goodness-of-fit statistic and likelihood ratio tests for comparing against alternative explanations. We evaluate the effectiveness of these methods on synthetic binned data with known structure, quantify the loss of statistical power due to binning, and apply the methods to twelve real-world binned data sets with heavy-tailed patterns.Comment: Published in at http://dx.doi.org/10.1214/13-AOAS710 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

New L2-type exponentiality tests

We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on the Puri-Rubin characterization. For the construction of test statistics we employ weighted L2 distance between V-empirical Laplace transforms of random variables that appear in the characterization. We derive the asymptotic behaviour under the null hypothesis as well as under fixed alternatives. We compare our tests, in terms of the Bahadur efficiency, to the likelihood ratio test, as well as some recent characterization based goodness-of-fit tests for the exponential distribution. We also compare the power of our tests to the power of some recent and classical exponentiality tests. According to both criteria, our tests are shown to be strong and outperform most of their competitors.Peer Reviewe

Avalanche analysis from multi-electrode ensemble recordings in cat, monkey and human cerebral cortex during wakefulness and sleep

Self-organized critical states are found in many natural systems, from earthquakes to forest fires, they have also been observed in neural systems, particularly, in neuronal cultures. However, the presence of critical states in the awake brain remains controversial. Here, we compared avalanche analyses performed on different in vivo preparations during wakefulness, slow-wave sleep and REM sleep, using high-density electrode arrays in cat motor cortex (96 electrodes), monkey motor cortex and premotor cortex and human temporal cortex (96 electrodes) in epileptic patients. In neuronal avalanches defined from units (up to 160 single units), the size of avalanches never clearly scaled as power-law, but rather scaled exponentially or displayed intermediate scaling. We also analyzed the dynamics of local field potentials (LFPs) and in particular LFP negative peaks (nLFPs) among the different electrodes (up to 96 sites in temporal cortex or up to 128 sites in adjacent motor and pre-motor cortices). In this case, the avalanches defined from nLFPs displayed power-law scaling in double log representations, as reported previously in monkey. However, avalanche defined as positive LFP (pLFP) peaks, which are less directly related to neuronal firing, also displayed apparent power-law scaling. Closer examination of this scaling using more reliable cumulative distribution functions (CDF) and other rigorous statistical measures, did not confirm power-law scaling. The same pattern was seen for cats, monkey and human, as well as for different brain states of wakefulness and sleep. We also tested other alternative distributions. Multiple exponential fitting yielded optimal fits of the avalanche dynamics with bi-exponential distributions. Collectively, these results show no clear evidence for power-law scaling or self-organized critical states in the awake and sleeping brain of mammals, from cat to man.Comment: In press in: Frontiers in Physiology, 2012, special issue "Critical Brain Dynamics" (Edited by He BY, Daffertshofer A, Boonstra TW); 33 pages, 13 figures. 3 table