Power law

In statistics, a power law is a functional relationship

between two quantities, where a relative change in one
quantity results in a relative change in the other
quantity proportional to a power of the change,
independent of the initial size of those quantities: one
quantity varies as a power of another. For instance,
considering the area of a square in terms of the length
of its side, if the length is doubled, the area is
multiplied by a factor of four.[1]
An example power-law graph that demonstrates
ranking of popularity. To the right is the long tail,
Empirical examples and to the left are the few that dominate (also
known as the 80–20 rule).
The distributions of a wide variety of physical,
biological, and man-made phenomena approximately
follow a power law over a wide range of magnitudes: these include the sizes of craters on the moon and of
solar flares,[2] the foraging pattern of various species,[3] the sizes of activity patterns of neuronal
populations,[4] the frequencies of words in most languages, frequencies of family names, the species
richness in clades of organisms,[5] the sizes of power outages, volcanic eruptions,[6] human judgments of
stimulus intensity[7][8] and many other quantities.[9] Few empirical distributions fit a power law for all their
values, but rather follow a power law in the tail. Acoustic attenuation follows frequency power-laws within
wide frequency bands for many complex media. Allometric scaling laws for relationships between
biological variables are among the best known power-law functions in nature.

Properties

Scale invariance

One attribute of power laws is their scale invariance. Given a relation , scaling the argument
by a constant factor causes only a proportionate scaling of the function itself. That is,

where denotes direct proportionality. That is, scaling by a constant simply multiplies the original
power-law relation by the constant . Thus, it follows that all power laws with a particular scaling
exponent are equivalent up to constant factors, since each is simply a scaled version of the others. This
behavior is what produces the linear relationship when logarithms are taken of both and , and the
straight-line on the log–log plot is often called the signature of a power law. With real data, such
straightness is a necessary, but not sufficient, condition for the data following a power-law relation. In fact,
there are many ways to generate finite amounts of data that mimic this signature behavior, but, in their
asymptotic limit, are not true power laws (e.g., if the generating process of some data follows a Log-normal
distribution). Thus, accurately fitting and validating power-law models is an active area of research in
statistics; see below.

Lack of well-defined average value

A power-law has a well-defined mean over only if , and it has a finite variance only
if ; most identified power laws in nature have exponents such that the mean is well-defined but the
variance is not, implying they are capable of black swan behavior.[2] This can be seen in the following
thought experiment:[10] imagine a room with your friends and estimate the average monthly income in the
room. Now imagine the world's richest person entering the room, with a monthly income of about 1 billion
US$. What happens to the average income in the room? Income is distributed according to a power-law
known as the Pareto distribution (for example, the net worth of Americans is distributed according to a
power law with an exponent of 2).

On the one hand, this makes it incorrect to apply traditional statistics that are based on variance and
standard deviation (such as regression analysis).[11] On the other hand, this also allows for cost-efficient
interventions.[10] For example, given that car exhaust is distributed according to a power-law among cars
(very few cars contribute to most contamination) it would be sufficient to eliminate those very few cars
from the road to reduce total exhaust substantially.[12]

The median does exist, however: for a power law x –k, with exponent , it takes the value 21/(k –
1)x [2]
min , where xmin is the minimum value for which the power law holds.

Universality

The equivalence of power laws with a particular scaling exponent can have a deeper origin in the
dynamical processes that generate the power-law relation. In physics, for example, phase transitions in
thermodynamic systems are associated with the emergence of power-law distributions of certain quantities,
whose exponents are referred to as the critical exponents of the system. Diverse systems with the same
critical exponents—that is, which display identical scaling behaviour as they approach criticality—can be
shown, via renormalization group theory, to share the same fundamental dynamics. For instance, the
behavior of water and CO2 at their boiling points fall in the same universality class because they have
identical critical exponents. In fact, almost all material phase transitions are described by a small set of
universality classes. Similar observations have been made, though not as comprehensively, for various self-
organized critical systems, where the critical point of the system is an attractor. Formally, this sharing of
dynamics is referred to as universality, and systems with precisely the same critical exponents are said to
belong to the same universality class.

Power-law functions
Scientific interest in power-law relations stems partly from the ease with which certain general classes of
mechanisms generate them.[13] The demonstration of a power-law relation in some data can point to
specific kinds of mechanisms that might underlie the natural phenomenon in question, and can indicate a
deep connection with other, seemingly unrelated systems;[14] see also universality above. The ubiquity of
power-law relations in physics is partly due to dimensional constraints, while in complex systems, power
laws are often thought to be signatures of hierarchy or of specific stochastic processes. A few notable
examples of power laws are Pareto's law of income distribution, structural self-similarity of fractals, and
scaling laws in biological systems. Research on the origins of power-law relations, and efforts to observe
and validate them in the real world, is an active topic of research in many fields of science, including
physics, computer science, linguistics, geophysics, neuroscience, systematics, sociology, economics and
more.

However, much of the recent interest in power laws comes from the study of probability distributions: The
distributions of a wide variety of quantities seem to follow the power-law form, at least in their upper tail
(large events). The behavior of these large events connects these quantities to the study of theory of large
deviations (also called extreme value theory), which considers the frequency of extremely rare events like
stock market crashes and large natural disasters. It is primarily in the study of statistical distributions that the
name "power law" is used.

In empirical contexts, an approximation to a power-law often includes a deviation term , which can
represent uncertainty in the observed values (perhaps measurement or sampling errors) or provide a simple
way for observations to deviate from the power-law function (perhaps for stochastic reasons):

Mathematically, a strict power law cannot be a probability distribution, but a distribution that is a truncated
power function is possible: for where the exponent (Greek letter alpha, not to
be confused with scaling factor used above) is greater than 1 (otherwise the tail has infinite area), the
minimum value is needed otherwise the distribution has infinite area as x approaches 0, and the
constant C is a scaling factor to ensure that the total area is 1, as required by a probability distribution. More
often one uses an asymptotic power law – one that is only true in the limit; see power-law probability
distributions below for details. Typically the exponent falls in the range , though not always.[9]

Examples

More than a hundred power-law distributions have been identified in physics (e.g. sandpile avalanches),
biology (e.g. species extinction and body mass), and the social sciences (e.g. city sizes and income).[15]
Among them are:

Artificial Intelligence

Neural scaling law

Astronomy
Kepler's third law
The initial mass function of stars
The differential energy spectrum of cosmic-ray nuclei
The M–sigma relation

Physics
The Angstrom exponent in aerosol optics
The frequency-dependency of acoustic attenuation in complex media
The Stefan–Boltzmann law
The input-voltage–output-current curves of field-effect transistors and vacuum tubes
approximate a square-law relationship, a factor in "tube sound".
 Square–cube law (ratio of surface area to volume)
A 3/2-power law can be found in the plate characteristic curves of triodes.
The inverse-square laws of Newtonian gravity and electrostatics, as evidenced by the
gravitational potential and Electrostatic potential, respectively.
Self-organized criticality with a critical point as an attractor
Model of van der Waals force
Force and potential in simple harmonic motion
Gamma correction relating light intensity with voltage
Behaviour near second-order phase transitions involving critical exponents
The safe operating area relating to maximum simultaneous current and voltage in power
semiconductors.
Supercritical state of matter and supercritical fluids, such as supercritical exponents of heat
capacity and viscosity.[16]
The Curie–von Schweidler law in dielectric responses to step DC voltage input.
The damping force over speed relation in antiseismic dampers calculus
Folded solvent-exposed surface areas of centered amino acids in protein structure
segments[17]

Psychology
Stevens's power law of psychophysics (challenged with demonstrations that it may be
logarithmic[18][19])
The power law of forgetting[20]

Biology
Kleiber's law relating animal metabolism to size, and allometric laws in general
The two-thirds power law, relating speed to curvature in the human motor system.[21]
The Taylor's law relating mean population size and variance of populations sizes in ecology
Neuronal avalanches[4]
The species richness (number of species) in clades of freshwater fishes[22]
The Harlow Knapp effect, where a subset of the kinases found in the human body compose
a majority of published research[23]
The size of forest patches globally follows a power law [24]
The species–area relationship relating the number of species found in an area as a function
of the size of the area

Meteorology

The size of rain-shower cells,[25] energy dissipation in cyclones,[26] and the diameters of
dust devils on Earth and Mars [27]

General science

Exponential growth and random observation (or killing)[28]

Progress through exponential growth and exponential diffusion of innovations[29]
 Highly optimized tolerance
Proposed form of experience curve effects
Pink noise
The law of stream numbers, and the law of stream lengths (Horton's laws describing river
systems)[30]
Populations of cities (Gibrat's law)[31]
Bibliograms, and frequencies of words in a text (Zipf's law)[32]
90–9–1 principle on wikis (also referred to as the 1% rule)[33][34]
Richardson's Law for the severity of violent conflicts (wars and terrorism)[35][36]
The relationship between a CPU's cache size and the number of cache misses follows the
power law of cache misses.
The spectral density of the weight matrices of deep neural networks[37]
The error rates of deep neural networks as a function of the number of filters.[38]

Mathematics

Fractals
Pareto distribution and the Pareto principle also called the "80–20 rule"
Zipf's law in corpus analysis and population distributions amongst others, where frequency
of an item or event is inversely proportional to its frequency rank (i.e. the second most
frequent item/event occurs half as often as the most frequent item, the third most frequent
item/event occurs one third as often as the most frequent item, and so on).
Zeta distribution (discrete)
Yule–Simon distribution (discrete)
Student's t-distribution (continuous), of which the Cauchy distribution is a special case
Lotka's law
The scale-free network model

Economics
Population sizes of cities in a region or urban network, Zipf's law.
Distribution of artists by the average price of their artworks.[39]
Income distribution in a market economy.
Distribution of degrees in banking networks.[40]
Firm-size distributions.[41]

Finance

The mean absolute change of the logarithmic mid-prices[42]

Number of tick counts over time
Size of the maximum price move
Average waiting time of a directional change[43]
 Average waiting time of an overshoot

Variants

Broken power law

A broken power law is a piecewise function, consisting of two or

more power laws, combined with a threshold. For example, with
two power laws:[44]

for
.

Smoothly broken power law

The pieces of a broken power law can be smoothly spliced together

to construct a smoothly broken power law. Some models of the initial mass
function use a broken power law;
There are different possible ways to splice together power laws. here Kroupa (2001) in red.
One example is the following:[45]

where .

When the function is plotted as a log-log plot with horizontal axis being and vertical axis being
, the plot is composed of linear segments with slopes , separated at
, smoothly spliced together. The size of determines the sharpness of splicing between
segments .

Power law with exponential cutoff

A power law with an exponential cutoff is simply a power law multiplied by an exponential function:[9]

Curved power law

[46]

Power-law probability distributions

In a looser sense, a power-law probability distribution is a distribution whose density function (or mass
function in the discrete case) has the form, for large values of ,[47]
where , and is a slowly varying function, which is any function that satisfies
for any positive factor . This property of follows directly from the
requirement that be asymptotically scale invariant; thus, the form of only controls the shape and
finite extent of the lower tail. For instance, if is the constant function, then we have a power law that
holds for all values of . In many cases, it is convenient to assume a lower bound from which the law
holds. Combining these two cases, and where is a continuous variable, the power law has the form of the
Pareto distribution

where the pre-factor to is the normalizing constant. We can now consider several properties of this
distribution. For instance, its moments are given by

which is only well defined for . That is, all moments diverge: when , the
average and all higher-order moments are infinite; when , the mean exists, but the variance and
higher-order moments are infinite, etc. For finite-size samples drawn from such distribution, this behavior
implies that the central moment estimators (like the mean and the variance) for diverging moments will
never converge – as more data is accumulated, they continue to grow. These power-law probability
distributions are also called Pareto-type distributions, distributions with Pareto tails, or distributions with
regularly varying tails.

A modification, which does not satisfy the general form above, with an exponential cutoff,[9] is

In this distribution, the exponential decay term eventually overwhelms the power-law behavior at
very large values of . This distribution does not scale and is thus not asymptotically as a power law;
however, it does approximately scale over a finite region before the cutoff. The pure form above is a subset
of this family, with . This distribution is a common alternative to the asymptotic power-law
distribution because it naturally captures finite-size effects.

The Tweedie distributions are a family of statistical models characterized by closure under additive and
reproductive convolution as well as under scale transformation. Consequently, these models all express a
power-law relationship between the variance and the mean. These models have a fundamental role as foci
of mathematical convergence similar to the role that the normal distribution has as a focus in the central
limit theorem. This convergence effect explains why the variance-to-mean power law manifests so widely
in natural processes, as with Taylor's law in ecology and with fluctuation scaling[48] in physics. It can also
be shown that this variance-to-mean power law, when demonstrated by the method of expanding bins,
implies the presence of 1/f noise and that 1/f noise can arise as a consequence of this Tweedie convergence
effect.[49]

Graphical methods for identification

Although more sophisticated and robust methods have been proposed, the most frequently used graphical
methods of identifying power-law probability distributions using random samples are Pareto quantile-
quantile plots (or Pareto Q–Q plots), mean residual life plots[50][51] and log–log plots. Another, more robust
graphical method uses bundles of residual quantile functions.[52] (Please keep in mind that power-law
distributions are also called Pareto-type distributions.) It is assumed here that a random sample is obtained
from a probability distribution, and that we want to know if the tail of the distribution follows a power law
(in other words, we want to know if the distribution has a "Pareto tail"). Here, the random sample is called
"the data".

Pareto Q–Q plots compare the quantiles of the log-transformed data to the corresponding quantiles of an
exponential distribution with mean 1 (or to the quantiles of a standard Pareto distribution) by plotting the
former versus the latter. If the resultant scatterplot suggests that the plotted points " asymptotically
converge" to a straight line, then a power-law distribution should be suspected. A limitation of Pareto Q–Q
plots is that they behave poorly when the tail index (also called Pareto index) is close to 0, because
Pareto Q–Q plots are not designed to identify distributions with slowly varying tails.[52]

On the other hand, in its version for identifying power-law probability distributions, the mean residual life
plot consists of first log-transforming the data, and then plotting the average of those log-transformed data
that are higher than the i-th order statistic versus the i-th order statistic, for i = 1, ..., n, where n is the size of
the random sample. If the resultant scatterplot suggests that the plotted points tend to "stabilize" about a
horizontal straight line, then a power-law distribution should be suspected. Since the mean residual life plot
is very sensitive to outliers (it is not robust), it usually produces plots that are difficult to interpret; for this
reason, such plots are usually called Hill horror plots [53]

Log–log plots are an alternative way of graphically examining the

tail of a distribution using a random sample. Caution has to be
exercised however as a log–log plot is necessary but insufficient
evidence for a power law relationship, as many non power-law
distributions will appear as straight lines on a log–log plot.[9][54]
This method consists of plotting the logarithm of an estimator of the
probability that a particular number of the distribution occurs versus
the logarithm of that particular number. Usually, this estimator is the
proportion of times that the number occurs in the data set. If the
points in the plot tend to "converge" to a straight line for large
numbers in the x axis, then the researcher concludes that the
distribution has a power-law tail. Examples of the application of
these types of plot have been published.[55] A disadvantage of these A straight line on a log–log plot is
plots is that, in order for them to provide reliable results, they necessary but insufficient evidence
require huge amounts of data. In addition, they are appropriate only for power-laws, the slope of the
for discrete (or grouped) data. straight line corresponds to the
power law exponent.
Another graphical method for the identification of power-law
probability distributions using random samples has been
proposed.[52] This methodology consists of plotting a bundle for the log-transformed sample. Originally
proposed as a tool to explore the existence of moments and the moment generation function using random
samples, the bundle methodology is based on residual quantile functions (RQFs), also called residual
percentile functions,[56][57][58][59][60][61][62] which provide a full characterization of the tail behavior of
many well-known probability distributions, including power-law distributions, distributions with other
types of heavy tails, and even non-heavy-tailed distributions. Bundle plots do not have the disadvantages of
Pareto Q–Q plots, mean residual life plots and log–log plots mentioned above (they are robust to outliers,
allow visually identifying power laws with small values of , and do not demand the collection of much
data). In addition, other types of tail behavior can be identified using bundle plots.

Plotting power-law distributions

In general, power-law distributions are plotted on doubly logarithmic axes, which emphasizes the upper tail
region. The most convenient way to do this is via the (complementary) cumulative distribution (ccdf) that
is, the survival function, ,

The cdf is also a power-law function, but with a smaller scaling exponent. For data, an equivalent form of
the cdf is the rank-frequency approach, in which we first sort the observed values in ascending order, and
plot them against the vector .

Although it can be convenient to log-bin the data, or otherwise smooth the probability density (mass)
function directly, these methods introduce an implicit bias in the representation of the data, and thus should
be avoided.[9][63] The survival function, on the other hand, is more robust to (but not without) such biases
in the data and preserves the linear signature on doubly logarithmic axes. Though a survival function
representation is favored over that of the pdf while fitting a power law to the data with the linear least
square method, it is not devoid of mathematical inaccuracy. Thus, while estimating exponents of a power
law distribution, maximum likelihood estimator is recommended.

Estimating the exponent from empirical data

There are many ways of estimating the value of the scaling exponent for a power-law tail, however not all
of them yield unbiased and consistent answers. Some of the most reliable techniques are often based on the
method of maximum likelihood. Alternative methods are often based on making a linear regression on
either the log–log probability, the log–log cumulative distribution function, or on log-binned data, but these
approaches should be avoided as they can all lead to highly biased estimates of the scaling exponent.[9]

Maximum likelihood

For real-valued, independent and identically distributed data, we fit a power-law distribution of the form

to the data , where the coefficient is included to ensure that the distribution is normalized.
Given a choice for , the log likelihood function becomes:
The maximum of this likelihood is found by differentiating with respect to parameter , setting the result
equal to zero. Upon rearrangement, this yields the estimator equation:

where are the data points .[2][64] This estimator exhibits a small finite sample-size bias of
order , which is small when n  >  100. Further, the standard error of the estimate is
. This estimator is equivalent to the popular Hill estimator from quantitative finance

and extreme value theory.

For a set of n integer-valued data points , again where each , the maximum likelihood
exponent is the solution to the transcendental equation

where is the incomplete zeta function. The uncertainty in this estimate follows the same formula
as for the continuous equation. However, the two equations for are not equivalent, and the continuous
version should not be applied to discrete data, nor vice versa.

Further, both of these estimators require the choice of . For functions with a non-trivial function,
choosing too small produces a significant bias in , while choosing it too large increases the
uncertainty in , and reduces the statistical power of our model. In general, the best choice of
depends strongly on the particular form of the lower tail, represented by above.

More about these methods, and the conditions under which they can be used, can be found in .[9] Further,
this comprehensive review article provides usable code (http://www.santafe.edu/~aaronc/powerlaws/)
(Matlab, Python, R and C++) for estimation and testing routines for power-law distributions.

Kolmogorov–Smirnov estimation

Another method for the estimation of the power-law exponent, which does not assume independent and
identically distributed (iid) data, uses the minimization of the Kolmogorov–Smirnov statistic, , between
the cumulative distribution functions of the data and the power law:

with
where and denote the cdfs of the data and the power law with exponent , respectively.
As this method does not assume iid data, it provides an alternative way to determine the power-law
exponent for data sets in which the temporal correlation can not be ignored.[4]

Two-point fitting method

This criterion[65] can be applied for the estimation of power-law exponent in the case of scale free
distributions and provides a more convergent estimate than the maximum likelihood method. It has been
applied to study probability distributions of fracture apertures. In some contexts the probability distribution
is described, not by the cumulative distribution function, by the cumulative frequency of a property X,
defined as the number of elements per meter (or area unit, second etc.) for which X > x applies, where x is a
variable real number. As an example, the cumulative distribution of the fracture aperture, X, for a sample of
N elements is defined as 'the number of fractures per meter having aperture greater than x . Use of
cumulative frequency has some advantages, e.g. it allows one to put on the same diagram data gathered
from sample lines of different lengths at different scales (e.g. from outcrop and from microscope).

Validating power laws

Although power-law relations are attractive for many theoretical reasons, demonstrating that data does
indeed follow a power-law relation requires more than simply fitting a particular model to the data.[29] This
is important for understanding the mechanism that gives rise to the distribution: superficially similar
distributions may arise for significantly different reasons, and different models yield different predictions,
such as extrapolation.

For example, log-normal distributions are often mistaken for power-law distributions:[66] a data set drawn
from a lognormal distribution will be approximately linear for large values (corresponding to the upper tail
of the lognormal being close to a power law), but for small values the lognormal will drop off significantly
(bowing down), corresponding to the lower tail of the lognormal being small (there are very few small
values, rather than many small values in a power law).

For example, Gibrat's law about proportional growth processes produce distributions that are lognormal,
although their log–log plots look linear over a limited range. An explanation of this is that although the
logarithm of the lognormal density function is quadratic in log(x), yielding a "bowed" shape in a log–log
plot, if the quadratic term is small relative to the linear term then the result can appear almost linear, and the
lognormal behavior is only visible when the quadratic term dominates, which may require significantly
more data. Therefore, a log–log plot that is slightly "bowed" downwards can reflect a log-normal
distribution – not a power law.

In general, many alternative functional forms can appear to follow a power-law form for some extent.[67]
Stumpf & Porter (2012) proposed plotting the empirical cumulative distribution function in the log-log
domain and claimed that a candidate power-law should cover at least two orders of magnitude.[68] Also,
researchers usually have to face the problem of deciding whether or not a real-world probability distribution
follows a power law. As a solution to this problem, Diaz[52] proposed a graphical methodology based on
random samples that allow visually discerning between different types of tail behavior. This methodology
uses bundles of residual quantile functions, also called percentile residual life functions, which characterize
many different types of distribution tails, including both heavy and non-heavy tails. However, Stumpf &
Porter (2012) claimed the need for both a statistical and a theoretical background in order to support a
power-law in the underlying mechanism driving the data generating process.[68]
One method to validate a power-law relation tests many orthogonal predictions of a particular generative
mechanism against data. Simply fitting a power-law relation to a particular kind of data is not considered a
rational approach. As such, the validation of power-law claims remains a very active field of research in
many areas of modern science.[9]

See also
Fat-tailed distribution Pareto distribution
Heavy-tailed distributions Power-law fluid
Hyperbolic growth Simon model
Lévy flight Stable distribution
Long tail Stevens's power law

References
Notes

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External links
Zipf, Power-laws, and Pareto – a ranking tutorial (http://www.hpl.hp.com/research/idl/papers/
ranking/ranking.html) Archived (https://web.archive.org/web/20071026062626/http://www.hp
l.hp.com/research/idl/papers/ranking/ranking.html) 2007-10-26 at the Wayback Machine
Stream Morphometry and Horton's Laws (http://www.physicalgeography.net/fundamentals/1
0ab.html)
"How the Finance Gurus Get Risk All Wrong" (https://web.archive.org/web/2018022823442
6/http://archive.fortune.com/magazines/fortune/fortune_archive/2005/07/11/8265256/index.ht
m) by Benoit Mandelbrot & Nassim Nicholas Taleb. Fortune, July 11, 2005.
"Million-dollar Murray" (https://www.newyorker.com/magazine/2006/02/13/million-dollar-murr
ay): power-law distributions in homelessness and other social problems; by Malcolm
Gladwell. The New Yorker, February 13, 2006.
Benoit Mandelbrot & Richard Hudson: The Misbehaviour of Markets (2004)
Philip Ball: Critical Mass: How one thing leads to another (https://web.archive.org/web/2015
0910011517/http://www.agrfoto.com/philipball/criticalmass.php) (2005)
Tyranny of the Power Law (http://econophysics.blogspot.com/2006/07/tyranny-of-power-law-
and-why-we-should.html) from The Econophysics Blog
So You Think You Have a Power Law – Well Isn't That Special? (https://www.stat.cmu.edu/~
cshalizi/2010-10-18-Meetup.pdf) from Three-Toed Sloth, the blog of Cosma Shalizi,
Professor of Statistics at Carnegie-Mellon University.
Simple MATLAB script (https://www.mathworks.com/matlabcentral/fileexchange/27176-log-b
inning-of-data) which bins data to illustrate power-law distributions (if any) in the data.
The Erdős Webgraph Server (http://web-graph.org) Archived (https://web.archive.org/web/20
210301013100/http://web-graph.org/) 2021-03-01 at the Wayback Machine visualizes the
distribution of the degrees of the webgraph on the download page (http://web-graph.org/inde
x.php/download).
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