Zipf–Mandelbrot Law

Chucky Chung

1
1. PMF

∑
N
1
Let HN,q,s = , N ∈ Z + , q ∈ [0, ∞), s > 0.
k=1
(k + q)s

(x + q)−s
f (x) = , x = 1, 2, ..., N
HN,q,s

2. Sum to 1.

∑
f (x)
x∈Sx

∑
N
(x + q)−s
=
x=1
HN,q,s

1 ∑
N
1
= (x + q)−s = HN,q,s = 1
HN,q,s x=1
HN,q,s

3. Expected value

E[(X + q)k ]

∑
= (x + q)k f (x)
x∈Sx

∑
N
(x + q)−s
= (x + q)k
x=1
HN,q,s

∑
N
(x + q)k−s HN,q,s−k
= = , for s > k.
x=1
HN,q,s HN,q,s

HN,q,s−1
E[X] = E[X + q] − E[q] = −q
HN,q,s

2
4. Variance

V ar(X)

= E[(X + q)2 ] − E[2Xq] + E[q 2 ] − E[X]2

HN,q,s−2 HN,q,s−1 HN,q,s−1

= − 2q( − q) + q 2 − ( − q)2
HN,q,s HN,q,s HN,q,s

HN,q,s−2 HN,q,s−1 HN,q,s−1

= −( + q)( − q) + q 2
HN,q,s HN,q,s HN,q,s

HN,q,s−2 HN,q,s−1 2
= −( ) + 2q 2
HN,q,s HN,q,s

HN,q,s−2 HN,q,s − (HN,q,s−1 )2

= + 2q 2
(HN,q,s )2

5. MGF

Not important.