Order Statistics and Benford's Law
Fix a base B>1 and let ζ have the standard exponential distribution; the distribution of digits of ζ base B is known to be very close to Benford's law. If there exists a C such that the distribution of digits of C times the elements of some set is the same as that of ζ, we say that set exhib...
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| Format: | Article |
| Language: | English |
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Wiley
2008-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2008/382948 |
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| author | Steven J. Miller Mark J. Nigrini |
| author_facet | Steven J. Miller Mark J. Nigrini |
| author_sort | Steven J. Miller |
| collection | DOAJ |
| description | Fix a base B>1 and let ζ have the standard exponential distribution; the distribution of digits of ζ base B is known to be very close to Benford's law. If there exists a C such that the distribution of digits of C times the elements of some set is the same as that of ζ, we say that set exhibits shifted exponential behavior base B. Let X1,…,XN be i.i.d.r.v. If the Xi's are Unif, then as N→∞ the distribution of the digits of the differences between adjacent order statistics converges to shifted exponential behavior. If instead Xi's come from a compactly supported distribution with uniformly bounded first and second derivatives and a second-order Taylor series expansion at each point, then the distribution of digits of any Nδ consecutive differences and all N−1 normalized differences of the order statistics exhibit shifted exponential behavior. We derive conditions on the probability density which determine
whether or not the distribution of the digits of all the unnormalized differences converges to Benford's law, shifted exponential behavior, or oscillates between the two, and show that the Pareto distribution leads to oscillating behavior. |
| format | Article |
| id | doaj-art-1d4116c9ddae4f01ace2a30b19a63f53 |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2008-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-1d4116c9ddae4f01ace2a30b19a63f532025-08-20T03:54:38ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252008-01-01200810.1155/2008/382948382948Order Statistics and Benford's LawSteven J. Miller0Mark J. Nigrini1Department of Mathematics and Statistics, Williams College, Williamstown, MA 01267, USAAccounting and Information Systems, School of Business, The College of New Jersey, Ewing, NJ 08628, USAFix a base B>1 and let ζ have the standard exponential distribution; the distribution of digits of ζ base B is known to be very close to Benford's law. If there exists a C such that the distribution of digits of C times the elements of some set is the same as that of ζ, we say that set exhibits shifted exponential behavior base B. Let X1,…,XN be i.i.d.r.v. If the Xi's are Unif, then as N→∞ the distribution of the digits of the differences between adjacent order statistics converges to shifted exponential behavior. If instead Xi's come from a compactly supported distribution with uniformly bounded first and second derivatives and a second-order Taylor series expansion at each point, then the distribution of digits of any Nδ consecutive differences and all N−1 normalized differences of the order statistics exhibit shifted exponential behavior. We derive conditions on the probability density which determine whether or not the distribution of the digits of all the unnormalized differences converges to Benford's law, shifted exponential behavior, or oscillates between the two, and show that the Pareto distribution leads to oscillating behavior.http://dx.doi.org/10.1155/2008/382948 |
| spellingShingle | Steven J. Miller Mark J. Nigrini Order Statistics and Benford's Law International Journal of Mathematics and Mathematical Sciences |
| title | Order Statistics and Benford's Law |
| title_full | Order Statistics and Benford's Law |
| title_fullStr | Order Statistics and Benford's Law |
| title_full_unstemmed | Order Statistics and Benford's Law |
| title_short | Order Statistics and Benford's Law |
| title_sort | order statistics and benford s law |
| url | http://dx.doi.org/10.1155/2008/382948 |
| work_keys_str_mv | AT stevenjmiller orderstatisticsandbenfordslaw AT markjnigrini orderstatisticsandbenfordslaw |