Robust statistical tests of Dragon-Kings beyond power law distributions

We ask the question whether it is possible to diagnose the existence of “Dragon-Kings” (DK), namely anomalous observations compared to a power law background distribution of event sizes. We present two new statistical tests, the U-test and the DK-test, aimed at identifying the existence of even a single anomalous event in the tail of the distribution of just a few tens of observations. The DK-test in particular is derived such that the p-value of its statistic is independent of the exponent characterizing the null hypothesis, which can use an exponential or power law distribution. We demonstrate how to apply these two tests on the distributions of cities and of agglomerations in a number of countries. We find the following evidence for Dragon-Kings: London in the distribution of city sizes of Great Britain; Moscow and St-Petersburg in the distribution of city sizes in the Russian Federation; and Paris in the distribution of agglomeration sizes in France. True negatives are also reported, for instance the absence of Dragon-Kings in the distribution of cities in Germany.