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There is an excellent paper specifically on this question: Clauset, A.; Shalizi, C. R. & 
Newman, M. E. J. Power-law distributions in empirical data SIAM Review, 2009, 51, 661-
703. The toolkits they and others developed are available in several statistical languages 
from Clauset’s website at http://tuvalu.santafe.edu/~aaronc/powerlaws/

Jennifer Badham
Centre for Research in Social Simulation
University of Surrey

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