Abstract:
When the probability of measuring a particular value of some quantity varies
inversely as a power of that value, the quantity is said to follow a power law.
Power laws can be seen very frequently in physics, biology, earth and
planetary sciences, economics and finance, computer science and the social
sciences. In this paper, several important information measures of power-law
distributions are calculated with continuous random variables such as
differential entropy, information divergence and Fisher information.
