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Benford's Law


Benford's law describes a distribution of significant digits in which the leading decimal digit D has probability P_D=log_(10)(1+1/D) for D=1, ..., 9. It is also called the first digit law, first digit phenomenon, or leading digit phenomenon. In particular, the leading digit 1 has probability about 30.1%, rather than the 11.1% that would result if all nine possible leading digits were equally likely. Many empirical data sets approximately follow this law, but it is not a universal law for numerical data. Newcomb (1881) described the greater wear on the first pages of tables of logarithms as evidence of unequal leading-digit frequencies. Benford (1938) studied a wide variety of data sets, and Hill (1995c, 1998) gave a statistical explanation under specified sampling hypotheses.

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.

A positive random variable X has a Benford distribution of significant digits when the fractional part of log_(10)X has a uniform distribution on [0,1). This condition does not require that the data have physical dimensions. For example, a dimensionless random variable X=10^U, where U has a uniform distribution on [0,1), follows Benford's law exactly.

Scale invariance of significant digits must be distinguished from invariance of an entire probability density function on the positive real line. A scale-invariant probability density function would have the form P(x)=C/x, which cannot be normalized over 0<x<infty (Hill 1995c). A proper log uniform distribution on a finite interval spanning whole decimal decades instead has

 P(x)=1/((b-a)xln10)

for 10^a<=x<10^b, where a and b are integers with a<b, and has density zero outside this interval. Each decade contributes the same leading-digit probabilities, so this distribution follows Benford's law exactly.

BenfordsLaw

The probability that the leading decimal digit is D is

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

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

Products and mixtures of random variables do not automatically follow Benford's law. For example, a product of variables all equal to 10 always has leading digit 1, as does any mixture of distributions supported on [1,2). Hill's statistical derivation (1995c) uses random sampling from randomly selected distributions, with a sampling mechanism whose expected distribution of significant digits is invariant under changes of scale. The individual sampled distributions need not have this invariance. Under these hypotheses, the empirical significant-digit frequencies converge to Benford's law.

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. A later tabulation of 200125088 entries in Plouffe's Inverter likewise showed a first-four-significant-digit distribution closely following Benford's law (Groce 2005). 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+/-0.2+/-0.3

The following table lists four sequences of leading digits intended to approximate Benford's law. The method labels follow the corresponding OEIS entries. For the Hare-quota sequence, the allocation is iterative. The nth term is the digit D maximizing nP_D-c_D, where c_D counts occurrences of D in the preceding n-1 terms. This rule differs from recomputing an ordinary largest-remainder allocation for each n. For example, at n=9 the iterative counts are (3,1,1,1,1,1,1,0,0), whereas ordinary largest-remainder allocation gives (3,2,1,1,1,1,0,0,0) (OEIS A055441).

methodOEISsequence
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, ...

See also

Log Uniform Distribution, Logarithmic Distribution

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References

Barlow, J. L. and Bareiss, E. H. "On Roundoff Error Distributions in Floating Point and Logarithmic Arithmetic." Computing 34, 325-347, 1985.Benford, F. "The Law of Anomalous Numbers." Proc. Amer. Phil. Soc. 78, 551-572, 1938.Bogomolny, A. "Benford's Law and Zipf's Law." https://www.cut-the-knot.org/do_you_know/zipfLaw.shtml.Boyle, J. "An Application of Fourier Series to the Most Significant Digit Problem." Amer. Math. Monthly 101, 879-886, 1994.Flehinger, B. J. "On the Probability That a Random Integer Has Initial Digit A." Amer. Math. Monthly 73, 1056-1061, 1966.Franel, J. Naturforschende Gesellschaft, Vierteljahrsschrift (Zürich) 62, 286-295, 1917.Groce, D. "Benford's Law." Lyncean Group, Mar. 23, 2005. https://lynceans.org/wp-content/uploads/2015/02/BenfordLynceanPresentation.pdf.Havil, J. "Benford's Law." §14.2 in Gamma: Exploring Euler's Constant. Princeton, NJ: Princeton University Press, pp. 145-155, 2003.Hill, T. P. "Base-Invariance Implies Benford's Law." Proc. Amer. Math. Soc. 123, 887-895, 1995a. https://doi.org/10.1090/S0002-9939-1995-1233974-8.Hill, T. P. "The Significant-Digit Phenomenon." Amer. Math. Monthly 102, 322-327, 1995b.Hill, T. P. "A Statistical Derivation of the Significant-Digit Law." Stat. Sci. 10, 354-363, 1995c.Hill, T. P. "The First Digit Phenomenon." Amer. Sci. 86, 358-363, 1998.Knuth, D. E. "The Fraction Parts." §4.2.4B in The Art of Computer Programming, Vol. 2: Seminumerical Algorithms, 3rd ed. Reading, MA: Addison-Wesley, pp. 254-262, 1998.Ley, E. "On the Peculiar Distribution of the U.S. Stock Indices Digits." Amer. Stat. 50, 311-313, 1996.Livio, M. The Golden Ratio: The Story of Phi, the World's Most Astonishing Number. New York: Broadway Books, pp. 232-236, 2002.Matthews, R. "The Power of One." https://web.archive.org/web/20021003052619/http://www.fortunecity.com/emachines/e11/86/one.html.Newcomb, S. "Note on the Frequency of the Use of Digits in Natural Numbers." Amer. J. Math. 4, 39-40, 1881.Nigrini, M. "A Taxpayer Compliance Application of Benford's Law." J. Amer. Tax. Assoc. 18, 72-91, 1996.Nigrini, M. "I've Got Your Number." J. Accountancy 187, pp. 79-83, May 1999. https://www.journalofaccountancy.com/issues/1999/may/nigrini/.Nigrini, M. Digital Analysis Using Benford's Law: Tests Statistics for Auditors. Vancouver, Canada: Global Audit Publications, 2000.Nigrini, M. J. "The Detection of Income Tax Evasion Through an Analysis of Digital Frequencies." PhD thesis. Cincinnati, OH: University of Cincinnati, 1992.Update a linkPlouffe, S. "Graph of the Number of Entries in Plouffe's Inverter." http://www.lacim.uqam.ca/~plouffe/statistics.htmlRaimi, R. A. "The Peculiar Distribution of First Digits." Sci. Amer. 221, 109-119, Dec. 1969.Raimi, R. A. "On the Distribution of First Significant Digits." Amer. Math. Monthly 76, 342-348, 1969.Raimi, R. A. "The First Digit Phenomenon." Amer. Math. Monthly 83, 521-538, 1976.Schatte, P. "Zur Verteilung der Mantisse in der Gleitkommadarstellung einer Zufallsgröße." Z. Angew. Math. Mech. 53, 553-565, 1973.Schatte, P. "On Mantissa Distributions in Computing and Benford's Law." J. Inform. Process. Cybernet. 24, 443-455, 1988.Veritasium. "The Simplest Math Problem No One Can Solve-Collatz Conjecture." Jul. 30, 2021. https://www.youtube.com/watch?v=094y1Z2wpJg.Sloane, N. J. A. Sequences A055439, A055440, A055441, and A055442 in "The On-Line Encyclopedia of Integer Sequences."

Referenced on Wolfram|Alpha

Benford's Law

Cite this as:

Weisstein, Eric W. "Benford's Law." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/BenfordsLaw.html

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