  Maximum likelihood estimation and a test of fit based on the Anderson-Darling
statistic is presented for the case of the power law distribution when the
parameters are estimated from a left-censored sample. Expressions for the
maximum likelihood estimators and tables of asymptotic percentage points for
the A^2 statistic are given. The technique is illustrated for data from the Dow
Jones Industrial Average index, an example of high theoretical and practical
importance in Econophysics, Finance, Physics, Biology and, in general, in other
related Sciences such as Complexity Sciences.
