Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of an arbitrary moment of a probability distribution with power-law heavy tails that exploits knowledge of the exponents of its asymptotic decay to bypass this issue entirely. Our method is applied to synthetic data and to energy and atomic force data from variational and diffusion quantum Monte Carlo calculations, whose distributions have known asymptotic forms [J. R. Trail, Phys. Rev. E 77, 016703 (2008)PLEEE81539-375510.1103/PhysRevE.77.016703; A. Badinski et al., J. Phys.: Condens. Matter 22, 074202 (2010)JCOMEL0953-898410.1088/0953-8984/22/7/074202]. We obtain convergent, accurate confidence intervals on the variance of the local energy of an electron gas and on the Hellmann-Feynman force on an atom in the all-electron carbon dimer. In each of these cases the uncertainty on our estimator is 45% and 60 times smaller, respectively, than the nominal (ill-defined) standard error.
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