The Summer 2017 Mathematics A To Z: Benford's Law


Today’s entry in the Summer 2017 Mathematics A To Z is one for myself. I couldn’t post this any later.

Benford’s Law.

My car’s odometer first read 9 on my final test drive before buying it, in June of 2009. It flipped over to 10 barely a minute after that, somewhere near Jersey Freeze ice cream parlor at what used to be the Freehold Traffic Circle. Ask a Central New Jersey person of sufficient vintage about that place. Its odometer read 90 miles sometime that weekend, I think while I was driving to The Book Garden on Route 537. Ask a Central New Jersey person of sufficient reading habits about that place. It’s still there. It flipped over to 100 sometime when I was driving back later that day.

The odometer read 900 about two months after that, probably while I was driving to work, as I had a longer commute in those days. It flipped over to 1000 a couple days after that. The odometer first read 9,000 miles sometime in spring of 2010 and I don’t remember what I was driving to for that. It flipped over from 9,999 to 10,000 miles several weeks later, as I pulled into the car dealership for its scheduled servicing. Yes, this kind of impressed the dealer that I got there exactly on the round number.

The odometer first read 90,000 in late August of last year, as I was driving to some competitive pinball event in western Michigan. It’s scheduled to flip over to 100,000 miles sometime this week as I get to the dealer for its scheduled maintenance. While cars have gotten to be much more reliable and durable than they used to be, the odometer will never flip over to 900,000 miles. At least I can’t imagine owning it long enough, at my rate of driving the past eight years, that this would ever happen. It’s hard to imagine living long enough for the car to reach 900,000 miles. Thursday or Friday it should flip over to 100,000 miles. The leading digit on the odometer will be 1 or, possibly, 2 for the rest of my association with it.

The point of this little autobiography is this observation. Imagine all the days that I have owned this car, from sometime in June 2009 to whatever day I sell, lose, or replace it. Pick one. What is the leading digit of my odometer on that day? It could be anything from 1 to 9. But it’s more likely to be 1 than it is 9. Right now it’s as likely to be any of the digits. But after this week the chance of ‘1’ being the leading digit will rise, and become quite more likely than that of ‘9’. And it’ll never lose that edge.

This is a reflection of Benford’s Law. It is named, as most mathematical things are, imperfectly. The law-namer was Frank Benford, a physicist, who in 1938 published a paper The Law Of Anomalous Numbers. It confirmed the observation of Simon Newcomb. Newcomb was a 19th century astronomer and mathematician of an exhausting number of observations and developments. Newcomb observed the logarithm tables that anyone who needed to compute referred to often. The earlier pages were more worn-out and dirty and damaged than the later pages. People worked with numbers that start with ‘1’ more than they did numbers starting with ‘2’. And more those that start ‘2’ than start ‘3’. More that start with ‘3’ than start with ‘4’. And on. Benford showed this was not some fluke of calculations. It turned up in bizarre collections of data. The surface areas of rivers. The populations of thousands of United States municipalities. Molecular weights. The digits that turned up in an issue of Reader’s Digest. There is a bias in the world toward numbers that start with ‘1’.

And this is, prima facie, crazy. How can the surface areas of rivers somehow prefer to be, say, 100-199 hectares instead of 500-599 hectares? A hundred is a human construct. (Indeed, it’s many human constructs.) That we think ten is an interesting number is an artefact of our society. To think that 100 is a nice round number and that, say, 81 or 144 are not is a cultural choice. Grant that the digits of street addresses of people listed in American Men of Science — one of Benford’s data sources — have some cultural bias. How can another of his sources, molecular weights, possibly?

The bias sneaks in subtly. Don’t they all? It lurks at the edge of the table of data. The table header, perhaps, where it says “River Name” and “Surface Area (sq km)”. Or at the bottom where it says “Length (miles)”. Or it’s never explicit, because I take for granted people know my car’s mileage is measured in miles.

What would be different in my introduction if my car were Canadian, and the odometer measured kilometers instead? … Well, I’d not have driven the 9th kilometer; someone else doing a test-drive would have. The 90th through 99th kilometers would have come a little earlier that first weekend. The 900th through 999th kilometers too. I would have passed the 99,999th kilometer years ago. In kilometers my car has been in the 100,000s for something like four years now. It’s less absurd that it could reach the 900,000th kilometer in my lifetime, but that still won’t happen.

What would be different is the precise dates about when my car reached its milestones, and the amount of days it spent in the 1’s and the 2’s and the 3’s and so on. But the proportions? What fraction of its days it spends with a 1 as the leading digit versus a 2 or a 5? … Well, that’s changed a little bit. There is some final mile, or kilometer, my car will ever register and it makes a little difference whether that’s 239,000 or 385,000. But it’s only a little difference. It’s the difference in how many times a tossed coin comes up heads on the first 1,000 flips versus the second 1,000 flips. They’ll be different numbers, but not that different.

What’s the difference between a mile and a kilometer? A mile is longer than a kilometer, but that’s it. They measure the same kinds of things. You can convert a measurement in miles to one in kilometers by multiplying by a constant. We could as well measure my car’s odometer in meters, or inches, or parsecs, or lengths of football fields. The difference is what number we multiply the original measurement by. We call this “scaling”.

Whatever we measure, in whatever unit we measure, has to have a leading digit of something. So it’s got to have some chance of starting out with a ‘1’, some chance of starting out with a ‘2’, some chance of starting out with a ‘3’, and so on. But that chance can’t depend on the scale. Measuring something in smaller or larger units doesn’t change the proportion of how often each leading digit is there.

These facts combine to imply that leading digits follow a logarithmic-scale law. The leading digit should be a ‘1’ something like 30 percent of the time. And a ‘2’ about 18 percent of the time. A ‘3’ about one-eighth of the time. And it decreases from there. ‘9’ gets to take the lead a meager 4.6 percent of the time.

Roughly. It’s not going to be so all the time. Measure the heights of humans in meters and there’ll be far more leading digits of ‘1’ than we should expect, as most people are between 1 and 2 meters tall. Measure them in feet and ‘5’ and ‘6’ take a great lead. The law works best when data can sprawl over many orders of magnitude. If we lived in a world where people could as easily be two inches as two hundred feet tall, Benford’s Law would make more accurate predictions about their heights. That something is a mathematical truth does not mean it’s independent of all reason.

For example, the reader thinking back some may be wondering: granted that atomic weights and river areas and populations carry units with them that create this distribution. How do street addresses, one of Benford’s observed sources, carry any unit? Well, street addresses are, at least in the United States custom, a loose measure of distance. The 100 block (for example) of a street is within one … block … from whatever the more important street or river crossing that street is. The 900 block is farther away.

This extends further. Block numbers are proxies for distance from the major cross feature. House numbers on the block are proxies for distance from the start of the block. We have a better chance to see street number 418 than 1418, to see 418 than 488, or to see 418 than to see 1488. We can look at Benford’s Law in the second and third and other minor digits of numbers. But we have to be more cautious. There is more room for variation and quirk events. A block-filling building in the downtown area can take whatever street number the owners think most auspicious. Smaller samples of anything are less predictable.

Nevertheless, Benford’s Law has become famous to forensic accountants the past several decades, if we allow the use of the word “famous” in this context. But its fame is thanks to the economists Hal Varian and Mark Nigrini. They observed that real-world financial data should be expected to follow this same distribution. If they don’t, then there might be something suspicious going on. This is not an ironclad rule. There might be good reasons for the discrepancy. If your work trips are always to the same location, and always for one week, and there’s one hotel it makes sense to stay at, and you always learn you’ll need to make the trips about one month ahead of time, of course the hotel bill will be roughly the same. Benford’s Law is a simple, rough tool, a way to decide what data to scrutinize for mischief. With this in mind I trust none of my readers will make the obvious leading-digit mistake when padding their expense accounts anymore.

Since I’ve done you that favor, anyone out there think they can pick me up at the dealer’s Thursday, maybe Friday? Thanks in advance.

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