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Benford's Law -- from MathWorld:

A phenomenological law also called the first digit law, first digit phenomenon, or leading digit phenomenon. Benford's law states that in listings, tables of statistics, etc., the digit 1 tends to occur with probability , much greater than the expected 11.1% (i.e., one digit out of 9). Benford's law can be observed, for instance, by examining tables of logarithms and noting that the first pages are much more worn and smudged than later pages (Newcomb 1881). While Benford's law unquestionably applies to many situations in the real world, a satisfactory explanation has been given only recently through the work of Hill (1996).

Benford's law applies to data that are not dimensionless, so the numerical values of the data depend on the units. If there exists a universal probability distribution P(x) over such numbers, then it must be invariant under a change of scale, so (1)

If , then , and normalization implies . Differentiating with respect to k and setting k = 1 gives (2)

having solution . Although this is not a proper probability distribution (since it diverges), both the laws of physics and human convention impose cutoffs. For example, if street addresses are distributed uniformly over the range of 1 to some maximum cutoff value, then they'll obey something close to Benford's law.

random math   10/22/2003 11:18 AM  
lvaughn  
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