Department of Theoretical and Mathematical Physics, Université de Mons, 20 Place du Parc, 7000 Mons, Belgium
Copyright © 2010 Jean Nuyts. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The Hill estimator is often used to infer the power behavior in tails of
experimental distribution functions. This estimator is known to produce bad results in certain situations which have lead to the so-called Hill horror plots. In this brief note, we propose an improved estimator which is simple and coherent and often provides an efficient remedy in the bad situations, especially when the distribution is decreasing slowly, when the data is restricted by external cuts to lie within a finite domain, or even when the distribution is increasing.