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Benford’s law

Benford’s Law

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The Amusing Law of BenfordPrinciples of Complex Systems | @pocsvox

CSYS/MATH 300, Fall, 2013 | #FallPoCS2013

Prof. Peter Dodds | @peterdodds

Dept. of Mathematics & Statistics | Vermont Complex Systems CenterVermont Advanced Computing Core | University of Vermont

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Licensed under the Creative Commons Attribution-NonCommercial-ShareAlike 3.0 License.

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Benford’s law

Benford’s Law

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Outline

Benford’s Law

References

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Benford’s Law

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Benford’s Law (�)—The Law of First Digits

I

P(first digit = d) ∝ logb

(1 +

1d

)for certain sets of ‘naturally’ occurring numbers inbase b

I Around 30.1% of first digits are ‘1’,compared to only 4.6% for ‘9’.

I First observed by Simon Newcomb [2] in 1881“Note on the Frequency of Use of the Different Digitsin Natural Numbers”

I Independently discovered in 1938 by FrankBenford (�).

I Newcomb almost always noted but Benford gets thestamp, according to Stigler’s Law of Eponymy. (�)

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Benford’s Law

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Benford’s Law—The Law of First Digits

Observed forI Fundamental constants (electron mass, charge, etc.)I Utility billsI Numbers on tax returns (ha!)I Death ratesI Street addressesI Numbers in newspapers

I Cited as evidence of fraud (�) in the 2009 Iranianelections.

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Benford’s Law

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Benford’s Law—The Law of First Digits

Real data:

From ‘The First-Digit Phenomenon’ by T. P. Hill (1998) [1]

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Benford’s law

Benford’s Law

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Benford’s Law—The Law of First Digits

Physical constants of the universe:

Taken from here (�).

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Benford’s law

Benford’s Law

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Benford’s Law—The Law of First Digits

Population of countries:

Taken from here (�).

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Benford’s law

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Essential storyI

P(first digit = d) ∝ logb

(1 +

1d

)

∝ logb

(d + 1

d

)∝ logb (d + 1)− logb (d)

I Observe this distribution if numbers are distributeduniformly in log-space:

P(ln x) d(ln x) ∝ 1 · d(ln x) = x−1 dx

I Power law distributions at work again...I Extreme case of γ ' 1.

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Benford’s Law

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Benford’s law

Taken from here (�).

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Benford’s Law

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References I

[1] T. P. Hill.The first-digit phenomenon.American Scientist, 86:358–, 1998.

[2] S. Newcomb.Note on the frequency of use of the different digits innatural numbers.American Journal of Mathematics, 4:39–40, 1881.pdf (�)