This is the source distribution of the program aest.  Aest is 
an implementation of the scaling estimator, which estimates the tail
index alpha of empirical heavy-tailed distributions.    It is described in 
the paper "Estimating the Heavy Tail Index from Scaling Properties"
by Mark E. Crovella and Murad S. Taqqu.   

To compile the program, type "make".   A manual page (aest.1) is
provided as well as a formatted version (aest.man).   

Questions or comments to crovella@cs.bu.edu.

Mark Crovella
May 11 1998
