Let’s examine the 10 by 10 multiplication table that we were forced to memorize at elementary school.
We view the table as a DATA SET.
This is equivalent to the random game:
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10} x {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
Quantitative Analysis of the
10x10 Multiplication Table
The entire range of (1, 100) is partitioned
into 10 equitable territorial sections
(1, 10), (11, 20), (21, 30), … (81, 90), (91, 100) and a count is made of the numbers falling within each section - namely grouping them according to quantities.
Quantitative Territorial Partition of the 10 by 10 Table
Histogram of Relative Quantities
{27%, 19%, 15%, 11%, 9%, 6%, 5%, 4%, 3%, 1%}
=============================
Let’s improve the digital results of our Multiplication Table
We need repeated multiplications of the multiplication table for perfect Benford behavior.
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
times
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
times
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
times
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
Equivalent to the game:
(represented by the Lognormal)
{29.9, 17.9, 12.6, 10.5, 7.2, 6.2, 5.6, 5.6, 4.7}
{29.9, 17.9, 12.6, 10.5, 7.2, 6.2, 5.6, 5.6, 4.7}
Normal(7, 1)*Normal(2, 2)
Exponential(5)*Exponential(0.08)
Uniform(0, 3)*Uniform(5, 11)
Exponential(3)*Uniform(0, 100000)
Normal(0, 1)*Uniform(0, 1)
Dice1*Dice2*Dice3*Dice4
RANDOM MULTIPLICATION PROCESSES
Empirical Statistical Evidence via
Monte Carlo Computer Simulations:
Uniform(0, 1)*Uniform(0, 100): {24.1, 18.0, 14.4, 11.9, 9.6, 7.7, 6.5, 4.3, 3.7}
Uniform(0, 30)*Uniform(0, 60): {28.9, 14.1, 11.3, 10.0, 9.5, 8.3, 7.1, 6.3, 4.6}
Uniform(0, 33)*Uniform(0, 70): {34.6, 12.4, 10.4, 8.5, 8.0, 7.8, 6.9, 6.0, 5.5}
Normal(2, 9)*Normal(5, 13): {31.7, 17.6, 11.3, 9.7, 7.8, 6.0, 5.8, 5.4, 4.9}
Normal(4, 7)*Normal(2, 3): {28.7, 18.5, 13.1, 10.2, 7.7, 6.6, 5.9, 4.9, 4.3}
Normal(2, 4)*Normal(5, 3): {29.0, 19.3, 13.3, 10.6, 8.1, 6.4, 4.7, 4.9, 3.7}
Exponential(4)*Exponential(11.0): {30.1, 17.6, 12.8, 9.9, 7.3, 7.1, 6.0, 4.7, 4.5}
Exponential(5)*Exponential(0.07): {30.2, 17.5, 12.7, 9.3, 9.4, 7.3, 5.8, 3.8, 3.9}
Exponential(13)*Exponential(0.2): {30.4, 17.1, 12.9, 9.9, 7.5, 6.9, 5.7, 5.3, 4.3}
Benford’s Law 1st Leading Digits: {30.1, 17.6, 12.5, 9.7, 7.9, 6.7, 5.8, 5.1, 4.6}
Conclusion: There exists a strong Benfordian tendency here!
Multiplication processes produce sets of numbers favoring small quantities.
Confirming the motto:
Small is Beautiful
Central Limit Theorem
Adding many IID variables leads to the Normal distribution in the limit.
Sum = X1+X2+X3+… = Normal(m, sd)
Multiplicative Central Limit Theorem
Multiplying many variables leads to the Lognormal distribution in the limit.
Product = X1*X2*X3*… = Lognormal(s, l)
eX1+X2+X3+… =(ex1)(ex2)(ex3)…
eNormal = Lognormal
Lognormal =(ex1)(ex2)(ex3)…
Lognormal with high shape parameter (shape > 1) is perfectly Benford for all practical purposes.
Why?
Because the Lognormal is ‘made of’ multiplications !
On a more profound level, the typical multiplicative form of the equations in physics, chemistry, astronomy, and other disciplines, as well as those of their many applications and results, lead to the manifestation of Benford’s Law in the physical world.
Newton gave us F = M*A,
not F = M + A.
He gave us FG = G*M1*M2 / R2,
not FG = G + M1 + M2 - R2
and such is the state of affair in so many other physical expressions.
======================
Data Aggregation
&
Chains of Distributions
Data Set A: {2, 3, 5, 7}
Data Set B: {1, 4, 6, 9, 13, 14}
Data Set C: {2, 6, 7, 9, 11, 15, 16, 21}
Data Set D: {1, 2, 6, 8, 13, 14, 19, 23, 25}
Data Set E: {3, 4, 8, 12, 15, 19, 22, 24, 29, 35, 41}
Data Set F: {1, 5, 8, 11, 12, 17, 19, 24, 27, 32, 38, 43, 47}
The combined data set A, B, C, D, E, F:
{2, 3, 5, 7, 1, 4, 6, 9, 13, 14, 2, 6, 7, 9, 11, 15, 16, 21, 1, 2, 6, 8, 13, 14, 19, 23, 25, 3, 4, 8, 12, 15, 19, 22, 24, 29, 35, 41, 1, 5, 8, 11, 12, 17, 19, 24, 27, 32, 38, 43, 47}
A good example is house number of address data
{1, 2, 3, 4, 5, 6} - Floral Drive
{1, 2, 3, 4, 5, 6, 7, 8 ,9 ,10 ,11 ,12, 13} - Pine Avenue
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17} - Main Street
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12} - South Street
{1, 2, 3, 4, 5, 6, 7, 8, 9} - Lodge Street
Example: Prince Edward Island in Eastern Canada
http://www.gov.pe.ca/civicaddress/download/
There are 23,633 addresses there:
1 Chestnut Street
1 Wellington Road
9 Pine Drive
15 Duck Pond Lane
27 Brooks Avenue
95 Kelly Drive
121 Beaton Rd - Route 138
318 Beaton Rd - Route 138
2257 Beaton Rd - Route 138
43015 Western Rd - Route 2
Chains of Distributions
Classic Random Distributions:
Normal( constant mean, constant s.d.)
The parameter is a constant number
Unorthodox Random Distributions:
Normal( random mean, random s.d.)
The parameter itself is a random number!
Uniform(a, b)
Parameter a = 0
parameter b = Uniform(5, 27)
Uniform(0, Uniform(5, 27))
A Chain of 2 Uniform Distributions
A Chain of 4 Uniform Distributions
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Uniform(0, Uniform(0, Uniform(0, Uniform(0, 31))))
More generally:
A Chain of 4 Uniform Distributions
20,000 simulated values
Quantitative Histogram of Chain of
4 Uniform Distributions
Small is beautiful !
The concept is by far more general, not limited to Uniform distributions. The figure below is but one manifestation of such possible constructions:
1st Chain Conjecture:
An infinite chain of parametrical dependencies is Benford.
2nd Chain Conjecture:
AnyDensity(AnyBenford) = Benford
Namely, if the parameter is Benford,
then the chain is also Benford, immediately!
Which distributions/parameters are chain-able, and which are not?
In extreme generality:
Scale parameters such as λX or X/λ
(divisions & multiplications)
YES!
Location parameters such as X – μ
(subtractions)
YES!
Shape parameters such as Xk
(powers)
NO!
MORE PRECISELY:
A parameter that does not continuously involve itself in the expression of centrality [mean, median, midpoint, Tukey’s Biweight, etc.] is not chain-able at all.
‘not continuously involved’ means that
∂(center) / ∂(parameter) = 0
==========================
Quantitative Partitions
5 ← few big parts
4 + 1 ← few big parts
3 + 2
3 + 1 + 1
2 + 2 + 1
2 + 1 + 1 + 1 ← many small parts
1 + 1 + 1 + 1 + 1 ← many small parts
The Organization of All Possible Integer Partitions of 5
A Histogram of Sorts
Small is beautiful !
The small is beautiful
in almost ALL partition models!
Benford’s Law is found
in MANY partition models!
The next figure depicts one possible random partition in the natural world where:
approximately 1/3 of the entire oval area consists of big parts (around the left side);
approximately 1/3 of the entire oval area consists of small parts (around the center);
approximately 1/3 of the entire oval area consists of medium parts (around the right side);
namely endowing equal portions of overall quantity fairly to each size without any bias.
An Equitable Mix of Small, Medium, and Big Yielding ‘Small is Beautiful’
END
ROCK BREAKING
Randomly breaking a 1000-kilogram rock repeatedly into small pieces in 12 stages, yielding 212 = 4096 pieces.
The probability distribution Uniform(0, 1) is used to determine how each piece is being broken.
One Monte Carlo simulation result yielded:
etc.
Resultant percent % digital proportions after each stage:
First digits for the 4096 pieces after the 12th stage:
Resultant ordered data of all 64 pieces after the 6th stage
The small clearly outnumbers the big!
Adjusted Histogram of Relative Quantities
Small is beautiful !
This reminds us of the Multiplicative Central Limit Theorem, and hence of the Lognormal, except for the dependencies between the products sharing some identical Us.
[Starting with 1-kilogram rock]
-------------------------------------------------------------------------------------------------------
1
-------------------------------------------------------------------------------------------------------
U1, (1-U1)
-------------------------------------------------------------------------------------------------------
U2*(U1), (1-U2)*U1, U3*(1-U1), (1-U3)*(1-U1)
-------------------------------------------------------------------------------------------------------
U4*(U2*U1), (1-U4)*(U2*U1), U5*(1-U2)*U1, (1-U5)*(1-U2)*U1,
U6*U3*(1-U1), (1-U6)*U3*(1-U1), U7*(1-U3)*(1-U1), (1-U7)*(1-U3)*(1-U1)
-------------------------------------------------------------------------------------------------------
etc. etc.
=================
SMALL IS BEAUTIFUL
The Small is Numerous but the Big is Rare
Benford’s Law is a consequence of the
larger and more prevalent SMALL IS BEAUTIFUL phenomenon
We have 3 very distinct explanations, yes they
all lead to the same exact
LOG(1 + 1/d) result!
Magic!
Imagine six chefs, French, Italian, Thai, Chinese, Japanese, and African, on different continents, using totally different ingredients, cooking styles, pot sizes, and flame sizes; yet they come up with six dishes totally equal in taste!
Incredible!
They all taste the same!
END