Mathematics – Probability
Scientific paper
2006-01-13
International Journal of Mathematics and Mathematical Sciences Volume 2008 (2008), Article ID 382948, 19 pages
Mathematics
Probability
14 pages, 2 figures, version 4: Version 3: most of the numerical simulations on shifted exponential behavior have been suppres
Scientific paper
10.1155/2008/382948
Fix a base B and let zeta have the standard exponential distribution; the distribution of digits of zeta 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 zeta, we say that set exhibits shifted exponential behavior base B (with a shift of log_B C \bmod 1). Let X_1, >..., X_N be independent identically distributed random variables. If the X_i's are drawn from the uniform distribution on [0,L], then as N\to\infty the distribution of the digits of the differences between adjacent order statistics converges to shifted exponential behavior (with a shift of \log_B L/N \bmod 1). By differentiating the cumulative distribution function of the logarithms modulo 1, applying Poisson Summation and then integrating the resulting expression, we derive rapidly converging explicit formulas measuring the deviations from Benford's Law. Fix a delta in (0,1) and choose N independent random variables from any compactly supported distribution with uniformly bounded first and second derivatives and a second order Taylor series expansion at each point. The distribution of digits of any N^\delta consecutive differences \emph{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 un-normalized differences converges to Benford's Law, shifted exponential behavior, or oscillates between the two, and show that the Pareto distribution leads to oscillating behavior.
Miller Steven J.
Nigrini Mark J.
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