A Mathematical Analysis of Benford's Law and its Generalization
We explain Kossovsky's generalization of Benford's law which is a formula that approximates the distribution of leftmost digits in finite sequences of natural data and apply it to six sequences of data including populations of US cities and towns and times between earthquakes. We model the natural logarithms of these two data sequences as samples of random variables having normal and reflected Gumbel densities respectively. We show that compliance with the general law depends on how nearly constant the periodized density functions are and that the models are generally more compliant than the natural data. This surprising result suggests that the generalized law might be used to improve density estimation which is the basis of statistical pattern recognition, machine learning and data science.
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