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Regularity of Digits and Significant Digits of Random Variables

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Author Info
Theodore P. Hill
Klaus Schürger
Abstract

A random variable X is digit-regular (respectively, significant-digit-regular) if the probability that every block of k given consecutive digits (significant digits) appears in the b-adic expansion of X approaches b &supk; as the block moves to the right, for all integers b > 1 and k ? 1. Necessary and sufficient conditions are established, in terms of convergence of Fourier coefficients, and in terms of convergence in distribution modulo 1, for a random variable to be digit-regular (significant-digit regular), and basic relationships between digit-regularity and various classical classes of probability measures and normal numbers are given. These results provide a theoretical basis for analyses of roundoff errors in numerical algorithms which use floating-point arithmetic, and for detection of fraud in numerical data via using goodness-of-fit of the least significant digits to uniform, complementing recent tests for leading significant digits based on Benford's law.

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File URL: ftp://web.bgse.uni-bonn.de/pub/RePEc/bon/bonedp/bgse26_2004.pdf
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Publisher Info
Paper provided by University of Bonn, Germany in its series Bonn Econ Discussion Papers with number bgse26_2004.

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Length: 26
Date of creation: Nov 2004
Date of revision:
Handle: RePEc:bon:bonedp:bgse26_2004

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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
Fax: +49 228 73 9221
Web page: http://www.bgse.uni-bonn.de/index.php?id=494

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Related research
Keywords: normal numbers significant digits Benford's law digit-regular random variable significant-digit-regular random variable law of least significant digits floating-point numbers nonleading digits trailing digits

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