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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
H.F.D. ($H$-function distribution) and the Benford law. I
A. A. Kulikovaa, Yu. V. Prokhorovb, V. I. Khokhlovb a M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
This paper notes a connection among a wide class of the so-called $HF$-random variables, approximately uniform distributions, and Benford's law. This connection is considered in detail with the help of examples of random variables having gamma-distribution. Let $Y$ be a random variable having gamma-distribution with parameter $\alpha$. It is proved that the distribution of a fractional part of the logarithm of $Y$ with respect to any base larger than 1 converges to the uniform distribution on the interval $[0,1]$ for $\alpha\to0$. This implies that the probability distribution of the first significant digit of $Y$ for small $\alpha$ can be approximately described by Benford's law. The order of the approximation is illustrated by tables.
Keywords:
$H$-function distribution, gamma-distributions, Benford law, Poisson summation formula.
Received: 13.05.2004
Citation:
A. A. Kulikova, Yu. V. Prokhorov, V. I. Khokhlov, “H.F.D. ($H$-function distribution) and the Benford law. I”, Teor. Veroyatnost. i Primenen., 50:2 (2005), 366–371; Theory Probab. Appl., 50:2 (2006), 311–315
Linking options:
https://www.mathnet.ru/eng/tvp113https://doi.org/10.4213/tvp113 https://www.mathnet.ru/eng/tvp/v50/i2/p366
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