Chi2fit.Statistics.subexponential_stat

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subexponential_stat(data, test \\ :sum, n \\ 2, binsize \\ {1, 0})

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Calculates the test statistic for subexponentiality of a sample.

A value close to 0 is a strong indication that the sample shows subexponential behaviour (extremistan), i.e. is fat-tailed.