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Power-law + cut-off seems to correspond to a pdf like $f(x; \alpha, \lambda) = Cx^{-\alpha}e^{-\lambda x}$

Thus, you should find the maximum likelihood estimator of both $\alpha , \lambda$. This can be done sequentially (i. e. once you find the ML estimator of $\alpha$ then you insert it in the likelihood function and find $\hat{\lambda}_{ML}$.\hat{\lambda}_{ML}$).

They do not seem very difficult to obtain, see Kay book first volume for maybe some help. If there is no closed form solution use numerical methods (see http://en.wikipedia.org/wiki/Expectation-maximization_algorithm )

show/hide this revision's text 1

Power-law + cut-off seems to correspond to a pdf like $f(x; \alpha, \lambda) = Cx^{-\alpha}e^{-\lambda x}$

Thus, you should find the maximum likelihood estimator of both $\alpha , \lambda$. This can be done sequentially (i. e. once you find the ML estimator of $\alpha$ then you insert it in the likelihood function and find $\hat{\lambda}_{ML}$.

They do not seem very difficult to obtain, see Kay book first volume for maybe some help. If there is no closed form solution use numerical methods (see http://en.wikipedia.org/wiki/Expectation-maximization_algorithm )