 Benford law

For a positive random variable $X$, let $D\in \{1,\dots ,9\}$ be its first nonzero base-ten digit. The Benford law is the discrete probability distribution with probability mass functionHere $X$ need not be an integer: $0.0042$, $4.2$ and $4200$ all have $D=4$. Multiplication by an integer power of ten changes the decimal point's position and leaves the first nonzero digit unchanged. Zero has no first nonzero digit, so exclude it. For negative inputs one may explicitly use their absolute values, still excluding zero; that convention must be stated rather than applying a logarithm to a negative number.

The Benford law favors small digits: $\mathbb{P}(D=1)={\log }_{10}2\approx 0.301029996$, whereas $\mathbb{P}(D=9)={\log }_{10}(10/9)\approx 0.04575749$. Thus the model assigns about $30.10\%$ to digit one and $4.58\%$ to digit nine. The masses are positive and their normalization is a finite telescoping series:

Why can digit one be so common? In a decimal significand interval $[1,10)$, the digit-one region $[1,2)$ occupies a larger fraction of the logarithmic scale than the digit-nine region $[9,10)$. The precise assumption is that the fractional part of the base-ten logarithm is distributed uniformly on $[0,1)$; Benford law from logarithmic uniformity turns those unequal interval lengths into probabilities. This makes a surprising digit pattern into a simple geometry of multiplicative size. The logarithmic explanation is also presented in Peter Sheridan Dodds, Benford's Law, essential story.

The Benford law is useful as a proposed model for leading digits when the mechanism supports logarithmic uniformity or an appropriate limiting argument, such as Benford frequencies for powers of an integer. Merely spanning many powers of ten does not establish that assumption. A discrepancy from the Benford law can prompt investigation of the model and data collection; by itself it does not establish fraud, and agreement does not establish authenticity.

Simon Newcomb's 1881 paper, Note on the Frequency of Use of the Different Digits in Natural Numbers, appeared in the American Journal of Mathematics 4, pp. 39–40. Its opening connects unequal leading-digit frequencies with the faster wear of early pages in logarithm tables. The publication metadata and original opening excerpt are available in Newcomb (1881), original publication record and ^[ref]. Frank Benford's The Law of Anomalous Numbers, Proceedings of the American Philosophical Society 78 (1938), pp. 551–572, likewise discusses worn logarithm tables on p. 551 and tabulates observations on p. 553. See Benford (1938), transcription of the original paper with page numbers and publication metadata. These observations motivated study of the digit pattern; they do not make the Benford law universal.