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Benford's Law and Invariances

Benford's Law and Invariances
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摘要 Benford's law is logarithmic law for distribution of leading digits formulated by P[D=d]= log(1+1/d) where d is leading digit or group of digits. It's named by Frank Albert Benford (1938) who formulated mathematical model of this probability. Befbre him, the same observation was made by Simon Newcomb. This law has changed usual preasumption of equal probability of each digit on each position in number.The main characteristic properties of this law are base, scale, sum, inverse and product invariance. Base invariance means that logarithmic law is valid for any base. Inverse invariance means that logarithmic law for leading digits holds for inverse values in sample. Multiplication invariance means that if random variable X follows Benford's law and Y is arbitrary random variable with continuous density then XY follows Benford's law too. Sum invariance means that sums of significand are the same for any leading digit or group of digits. In this text method of testing sum invariance property is proposed.
作者 Zoran Jasak
机构地区 University of Tuzla
出处 《Journal of Mathematics and System Science》 2014年第7期457-462,共6页 数学和系统科学(英文版)
关键词 Benford's law sum invariance significand DIVERGENCE harmonic mean 逆不变性 定律 随机变量 对数律 分布规律 数学模型 两位数 弗兰克
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参考文献10

  • 1S. Newcomb, "Note on the frequency of use of different digits in natural numbers" Amer. J. Math., 4 (1881) pp.39-40.
  • 2F. A. Benford, "The law of anomalous numbers" Proc Amer. Philos. Soc., 78 (1938) pp. 551-572.
  • 3O. Strauch, Unsolved Problems, January 19, 2013.
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  • 5Theodor P. Hill, Base invariance implies Benford's Law, Proceedings of the American Mathematical Society, Vol. 123, No. 3 (Mar., 1995), pp. 887-895,.
  • 6Published by: American Mathematical Society Michal Ryszard Wojcik, Notes on scale-invariance and base-invariance for Benford's law, arXiv:1307.3620v1 [math.PR] 13 Jul 2013.
  • 7Mark Nigrini, Forensic Analytics - Methods and Techniques for Forensic Accounting Investigations, John Wiley & Sons, 2011, p. 144-146.
  • 8Pieter C. Allart, A Sum-invariant Charcterization of Benford's Law, AMS 1990.
  • 9Christopher Dumas, John S. Devine, Detecting Evidence of Non-Compliance In Self-Reported Pollution Emissions Data : An Application of Benford's Law, Selected paper American Agricultural Economics Association Annual Meeting Tampa, FI, July 30-August 2, 2000.
  • 10M. Salicru, D. Morales, M. L. Menendez, L. Pardo, On the Application of Divergence Type Measures in Testing Statistical Hypotheses, Journal of Multivariate Analysis 51,372-391 (1994).

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