Benford's Law

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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 ∼30%, 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 (1998).

Benford's law was used by the character Charlie Eppes as an analogy to help solve a series of high burglaries in the Season 2 "The Running Man" episode (2006) of the television crime drama NUMB3RS.

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

 P(kx)=f(k)P(x).
(1)

If intP(x)dx=1, then intP(kx)dx=1/k, and normalization implies f(k)=1/k. Differentiating with respect to k and setting k=1 gives

 xP^'(x)=-P(x),
(2)

having solution P(x)=1/x. Although this is not a proper probability distribution (since it diverges), both the laws of physics and human convention impose cutoffs. For example, randomly selected street addresses obey something close to Benford's law.

BenfordsLaw

If many powers of 10 lie between the cutoffs, then the probability that the first (decimal) digit is D is given by a logarithmic distribution

 P_D=(int_D^(D+1)P(x)dx)/(int_1^(10)P(x)dx)=log_(10)(1+1/D)
(3)

for D=1, ..., 9, illustrated above and tabulated below.

DP_DDP_D
10.3010360.0669468
20.17609170.0579919
30.12493980.0511525
40.0969190.0457575
50.0791812

However, Benford's law applies not only to scale-invariant data, but also to numbers chosen from a variety of different sources. Explaining this fact requires a more rigorous investigation of central limit-like theorems for the mantissas of random variables under multiplication. As the number of variables increases, the density function approaches that of the above logarithmic distribution. Hill (1998) rigorously demonstrated that the "distribution of distributions" given by random samples taken from a variety of different distributions is, in fact, Benford's law (Matthews).

One striking example of Benford's law is given by the 54 million real constants in Plouffe's "Inverse Symbolic Calculator" database, 30% of which begin with the digit 1. Taking data from several disparate sources, the table below shows the distribution of first digits as compiled by Benford (1938) in his original paper.

col.title123456789samples
ARivers, Area31.016.410.711.37.28.65.54.25.1335
BPopulation33.920.414.28.17.26.24.13.72.23259
CConstants41.314.44.88.610.65.81.02.910.6104
DNewspapers30.018.012.010.08.06.06.05.05.0100
ESpecific Heat24.018.416.214.610.64.13.24.84.11389
FPressure29.618.312.89.88.36.45.74.44.7703
GH.P. Lost30.018.411.910.88.17.05.15.13.6690
HMol. Wgt.26.725.215.410.86.75.14.12.83.21800
IDrainage27.123.913.812.68.25.05.02.51.9159
JAtomic Wgt.47.218.75.54.46.64.43.34.45.591
Kn^(-1), sqrt(n)25.720.39.76.86.66.87.28.08.95000
LDesign26.814.814.37.58.38.47.07.35.6560
MReader's Digest33.418.512.47.57.16.55.54.94.2308
NCost Data32.418.810.110.19.85.54.75.53.1741
OX-Ray Volts27.917.514.49.08.17.45.15.84.8707
PAm. League32.717.612.69.87.46.44.95.63.01458
QBlackbody31.017.314.18.76.67.05.24.75.41165
RAddresses28.919.212.68.88.56.45.65.05.0342
Sn^1, n^2...n!25.316.012.010.08.58.86.87.15.5900
TDeath Rate27.018.615.79.46.76.57.24.84.1418
Average30.618.512.49.48.06.45.14.94.71011
Probable Error+/-0.8+/-0.4+/-0.4+/-0.3+/-0.2+/-0.2+/-0.2+/-0.3

The following table gives the distribution of the first digit of the mantissa following Benford's Law using a number of different methods.

methodSloanesequence
Sainte-LagueA0554391, 2, 3, 1, 4, 5, 6, 1, 2, 7, 8, 9, ...
d'HondtA0554401, 2, 1, 3, 1, 4, 2, 5, 1, 6, 3, 1, ...
largest remainder, Hare quotasA0554411, 2, 3, 4, 1, 5, 6, 7, 1, 2, 8, 1, ...
largest remainder, Droop quotasA0554421, 2, 3, 1, 4, 5, 6, 1, 2, 7, 8, 1, ...

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